Quant Analyzer Portfolio Report
Portfolio
Total Profit
$ 2016.32
Profit in pips
73.7 pips
Yrly Avg profit
$ 834.33
Yrly Avg % ret
4.17 %
CAGR
3.25 %
# of trades
676
Sharpe ratio
0.05
Profit factor
1.19
Return / DD ratio
2.28
Winning %
42.46 %
Drawdown
$ 885.09
% Drawdown
4.4 %
Daily Avg profit
$ 5.02
Mthly Avg profit
$ 69.53
Average trade
$ 34.4
Annual% / Max DD%
0.74
R Expectancy
0.11 R
R Exp score
30.56 R
SQN
1.85
SQN score
2
Strategies in portfolio
| # | Name | Symbol | Timeframe | Net Profit ($) | Net Profit (pips) | # of Trades | Sharpe Ratio | Profit Factor |
| S2 | StrategyTester_MCTeurusdslp15_20170101-20190601 | StrategyTester_MCTeurusdslp15_20170101-20190601 | unknown | $ 974.2 | 48.5 pips | 343 | 0.08 | 1.19 |
| S3 | StrategyTester_MCTeurusdslp20_20170101-20190601 | StrategyTester_MCTeurusdslp20_20170101-20190601 | unknown | $ 1042.12 | 25.2 pips | 333 | 0.07 | 1.19 |
| # | Name | Return / DD Ratio | Winning % | Drawdown | % Drawdown | Yearly avg. profit | Monthly avg. profit | Daily avg. profit |
| S2 | StrategyTester_MCTeurusdslp15_20170101-20190601 | 1.8 | 40.23 % | $ 539.77 | 5.38 % | $ 403.2 | $ 33.59 | $ 2.65 |
| S3 | StrategyTester_MCTeurusdslp20_20170101-20190601 | 1.98 | 44.74 % | $ 526.18 | 5.23 % | $ 431.12 | $ 35.94 | $ 2.59 |
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | -175.16 | 203.79 | 271.46 | 56.68 | 176.45 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 533.22 |
| 2018 | -21.21 | 255.69 | 123.29 | 194.3 | 180.99 | -509.86 | 190.6 | 45.42 | 342.78 | 112.42 | 319.5 | 122.89 | 1356.81 |
| 2017 | -189.02 | -234.04 | -138.03 | 102.39 | 56.19 | -123.85 | -39.09 | 17.99 | 281.39 | -114.32 | 223.58 | 283.1 | 126.29 |
Stats
Strategy
| Wins/Losses Ratio | 0.74 | Payout Ratio (Avg Win/Loss) | 1.61 | Average # of Bars in Trade | 0 |
| AHPR | 0.01 | Z-Score | -9.52 | Z-Probability | 0 % |
| Expectancy | 2.98 | Deviation | $ 52.45 | Exposure | -999999999 % |
| Stagnation in Days | 352 | Stagnation in % | 40.55 % |
Trades
| # of Wins | 287 | # of Losses | 389 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 12635.73 | Gross Loss | $ -10619.41 | Average Win | $ 44.03 | Average Loss | $ -27.3 |
| Largest Win | $ 198 | Largest Loss | $ -99.8 | Max Consec Wins | 15 | Max Consec Losses | 15 |
| Avg Consec Wins | 2.73 | Avg Consec Loss | 3.67 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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