Quant Analyzer Portfolio Report
Portfolio
Total Profit
$ 310901.24
Profit in pips
357055.3 pips
Yrly Avg profit
$ 22075.85
Yrly Avg % ret
220.76 %
CAGR
26.02 %
# of trades
82357
Sharpe ratio
0
Profit factor
1.46
Return / DD ratio
40.62
Winning %
55.05 %
Drawdown
$ 7654.08
% Drawdown
20.5 %
Daily Avg profit
$ 60.66
Mthly Avg profit
$ 1839.65
Average trade
$ 20.12
Strategies in portfolio
| # | Name | Symbol | Timeframe | Net Profit ($) | Net Profit (pips) | # of Trades | Sharpe Ratio | Profit Factor |
| S2 | AUDCHF_28 | AUDCHF_28 | unknown | $ 2473.61 | 2330.1 pips | 1486 | 0.07 | 1.77 |
| S3 | CADCHF_27 | CADCHF_27 | unknown | $ 4752.2 | 5310.9 pips | 227 | 0.11 | 1.47 |
| S4 | CHFJPY_35 | CHFJPY_35 | unknown | $ 7680.61 | 8864 pips | 1489 | 0.1 | 1.83 |
| S5 | CHFJPY_36 | CHFJPY_36 | unknown | $ 4348.37 | 5004.4 pips | 1738 | 0.08 | 2.69 |
| S6 | EURGBP_34 | EURGBP_34 | unknown | $ 6929.26 | 5722 pips | 1363 | 0.11 | 2 |
| S7 | EURGBP_37 | EURGBP_37 | unknown | $ 6251.81 | 5241.7 pips | 971 | 0.1 | 2.13 |
| S8 | EURNZD_30 | EURNZD_30 | unknown | $ 4700.89 | 7006.3 pips | 2234 | 0.03 | 1.21 |
| S9 | EURNZD_33 | EURNZD_33 | unknown | $ 4443.68 | 6710.3 pips | 2474 | 0.05 | 1.56 |
| S10 | GBPAUD_31 | GBPAUD_31 | unknown | $ 6791.76 | 9152.9 pips | 1548 | 0.06 | 1.46 |
| S11 | GBPAUD_32 | GBPAUD_32 | unknown | $ 5227.45 | 6805.3 pips | 1669 | 0.1 | 2.76 |
| S12 | NZDUSD_29 | NZDUSD_29 | unknown | $ 11239.34 | 11936.5 pips | 2216 | 0.07 | 1.44 |
| S13 | NZDUSD_34 | NZDUSD_34 | unknown | $ 5686.75 | 6094.3 pips | 2579 | 0.04 | 1.52 |
| S14 | audjpy_25 | audjpy_25 | unknown | $ 4869.22 | 5570 pips | 1200 | 0.05 | 1.43 |
| S15 | audjpy_26 | audjpy_26 | unknown | $ 4869.22 | 5570 pips | 1200 | 0.05 | 1.43 |
| S16 | audusd_12 | audusd_12 | unknown | $ 9747.25 | 11203.3 pips | 2065 | 0.06 | 1.38 |
| S17 | audusd_13 | audusd_13 | unknown | $ 7848.71 | 9300.3 pips | 2119 | 0.04 | 1.31 |
| S18 | euraud_14 | euraud_14 | unknown | $ 12177.22 | 15816.6 pips | 2151 | 0.09 | 1.83 |
| S19 | euraud_15 | euraud_15 | unknown | $ 5451.83 | 7014.6 pips | 2474 | 0.1 | 2.78 |
| S20 | eurcad_18 | eurcad_18 | unknown | $ 13451.94 | 17136.2 pips | 2109 | 0.09 | 1.72 |
| S21 | eurcad_19 | eurcad_19 | unknown | $ 10001.13 | 12615.9 pips | 2625 | 0.1 | 2.31 |
| S22 | eurchf_20 | eurchf_20 | unknown | $ 7724.52 | 8147.2 pips | 2109 | 0.06 | 1.42 |
| S23 | eurjpy_16 | eurjpy_16 | unknown | $ 16182.41 | 18138.3 pips | 2052 | 0.11 | 1.73 |
| S24 | eurjpy_17 | eurjpy_17 | unknown | $ 5006.14 | 5551.7 pips | 2926 | 0.04 | 2.17 |
| S25 | eurjpy_23 | eurjpy_23 | unknown | $ 2049.37 | 2987.1 pips | 2100 | 0.02 | 1.06 |
| S26 | eurusd_02 | eurusd_02 | unknown | $ 3878.24 | 4442.1 pips | 3623 | 0.05 | 1.64 |
| S27 | eurusd_03 | eurusd_03 | unknown | $ 10546.35 | 11463.4 pips | 1238 | 0.08 | 1.48 |
| S28 | eurusd_04 | eurusd_04 | unknown | $ 6649.51 | 7489.3 pips | 3443 | 0.04 | 1.26 |
| S29 | gbpchf_21 | gbpchf_21 | unknown | $ 5960.15 | 5999 pips | 3560 | 0.03 | 1.44 |
| S30 | gbpchf_24 | gbpchf_24 | unknown | $ 6698.97 | 6993.8 pips | 1442 | 0.05 | 1.43 |
| S31 | gbpjpy_22 | gbpjpy_22 | unknown | $ 3777.13 | 4553.2 pips | 3251 | 0.03 | 1.49 |
| S32 | gbpjpy_23 | gbpjpy_23 | unknown | $ 12364.72 | 14996.1 pips | 2769 | 0.03 | 1.24 |
| S33 | gbpusd_07 | gbpusd_07 | unknown | $ 21434.02 | 22960.5 pips | 2391 | 0.07 | 1.31 |
| S34 | gbpusd_08 | gbpusd_08 | unknown | $ 7228.84 | 7706.7 pips | 3027 | 0.07 | 1.65 |
| S35 | usdcad_09 | usdcad_09 | unknown | $ 10798.39 | 13006.4 pips | 1971 | 0.08 | 1.5 |
| S36 | usdcad_10 | usdcad_10 | unknown | $ 4834.89 | 6166.2 pips | 3030 | 0.04 | 1.55 |
| S37 | usdcad_11 | usdcad_11 | unknown | $ 10798.39 | 13006.4 pips | 1971 | 0.08 | 1.5 |
| S38 | usdjpy_05 | usdjpy_05 | unknown | $ 15610.82 | 16546.9 pips | 1319 | 0.11 | 1.55 |
| S39 | usdjpy_06 | usdjpy_06 | unknown | $ 15890 | 16397.2 pips | 2045 | 0.11 | 1.66 |
| S40 | usdjpy_23 | usdjpy_23 | unknown | $ 4526.13 | 6098.2 pips | 2153 | 0.04 | 1.17 |
| # | Name | Return / DD Ratio | Winning % | Drawdown | % Drawdown | Yearly avg. profit | Monthly avg. profit | Daily avg. profit |
| S2 | AUDCHF_28 | 4.35 | 93.33 % | $ 569.27 | 5.03 % | $ 326.2 | $ 27.18 | $ 1.01 |
| S3 | CADCHF_27 | 3.18 | 55.19 % | $ 1492.68 | 14.93 % | $ 625.53 | $ 52.22 | $ 1.75 |
| S4 | CHFJPY_35 | 9.62 | 62.72 % | $ 798.44 | 6.24 % | $ 1001.52 | $ 83.48 | $ 2.94 |
| S5 | CHFJPY_36 | 12.49 | 61.11 % | $ 348.1 | 2.55 % | $ 567.14 | $ 47.26 | $ 1.76 |
| S6 | EURGBP_34 | 6.62 | 80.51 % | $ 1046.2 | 6.18 % | $ 913.87 | $ 76.15 | $ 2.61 |
| S7 | EURGBP_37 | 5.31 | 71.82 % | $ 1177.73 | 8.7 % | $ 824.39 | $ 68.7 | $ 2.34 |
| S8 | EURNZD_30 | 1.54 | 52.88 % | $ 3061.45 | 29.85 % | $ 420.93 | $ 35.08 | $ 1.39 |
| S9 | EURNZD_33 | 2.78 | 78.46 % | $ 1598.89 | 15.86 % | $ 397.88 | $ 33.16 | $ 1.25 |
| S10 | GBPAUD_31 | 5.79 | 74.51 % | $ 1172.14 | 7.71 % | $ 876.61 | $ 73.03 | $ 2.62 |
| S11 | GBPAUD_32 | 9.13 | 79.35 % | $ 572.58 | 4.78 % | $ 674.65 | $ 56.21 | $ 2.11 |
| S12 | NZDUSD_29 | 6.33 | 53.42 % | $ 1775.13 | 14.6 % | $ 807.65 | $ 67.3 | $ 2.24 |
| S13 | NZDUSD_34 | 3.42 | 54.05 % | $ 1663.81 | 14.9 % | $ 408.55 | $ 34.05 | $ 1.18 |
| S14 | audjpy_25 | 2.05 | 78.46 % | $ 2374.23 | 23.74 % | $ 642.25 | $ 53.51 | $ 1.81 |
| S15 | audjpy_26 | 2.05 | 78.46 % | $ 2374.23 | 23.74 % | $ 642.25 | $ 53.51 | $ 1.81 |
| S16 | audusd_12 | 4.76 | 51.68 % | $ 2045.69 | 19.51 % | $ 713.13 | $ 59.43 | $ 1.96 |
| S17 | audusd_13 | 3.65 | 52.64 % | $ 2152.35 | 19.28 % | $ 574.26 | $ 47.86 | $ 1.58 |
| S18 | euraud_14 | 10.01 | 64.9 % | $ 1217.03 | 7.93 % | $ 1036.68 | $ 86.36 | $ 3.18 |
| S19 | euraud_15 | 11.58 | 73.21 % | $ 470.95 | 3.18 % | $ 474.14 | $ 39.51 | $ 1.59 |
| S20 | eurcad_18 | 15.28 | 69.25 % | $ 880.27 | 7.09 % | $ 1136.62 | $ 94.73 | $ 3.24 |
| S21 | eurcad_19 | 15.61 | 64.26 % | $ 640.54 | 4 % | $ 845.35 | $ 70.43 | $ 2.58 |
| S22 | eurchf_20 | 4.89 | 56.05 % | $ 1578.27 | 9.19 % | $ 561.7 | $ 46.82 | $ 1.56 |
| S23 | eurjpy_16 | 12.2 | 59.23 % | $ 1326.57 | 9.13 % | $ 1387.33 | $ 115.59 | $ 4.02 |
| S24 | eurjpy_17 | 7.47 | 43.64 % | $ 670.61 | 6.12 % | $ 429.1 | $ 35.76 | $ 1.37 |
| S25 | eurjpy_23 | 0.5 | 44.11 % | $ 4079.08 | 27.61 % | $ 182.22 | $ 15.18 | $ 0.55 |
| S26 | eurusd_02 | 6.6 | 33.94 % | $ 587.7 | 5.3 % | $ 283.75 | $ 23.65 | $ 1.03 |
| S27 | eurusd_03 | 5.49 | 36.29 % | $ 1922.29 | 11.43 % | $ 771.81 | $ 64.31 | $ 2.38 |
| S28 | eurusd_04 | 3.36 | 38.95 % | $ 1978.42 | 14.16 % | $ 486.46 | $ 40.55 | $ 1.42 |
| S29 | gbpchf_21 | 4.68 | 54.71 % | $ 1274.08 | 9.98 % | $ 438.77 | $ 36.57 | $ 1.36 |
| S30 | gbpchf_24 | 1.64 | 58.65 % | $ 4094.57 | 34.94 % | $ 883.6 | $ 73.62 | $ 2.53 |
| S31 | gbpjpy_22 | 2.69 | 48.11 % | $ 1404.12 | 13.07 % | $ 288.74 | $ 24.06 | $ 0.91 |
| S32 | gbpjpy_23 | 2.76 | 47.66 % | $ 4484.02 | 43.62 % | $ 945.24 | $ 78.76 | $ 2.96 |
| S33 | gbpusd_07 | 6.62 | 57.09 % | $ 3236.25 | 12.88 % | $ 1568.42 | $ 130.7 | $ 4.34 |
| S34 | gbpusd_08 | 7.06 | 76.06 % | $ 1023.55 | 6.7 % | $ 529.02 | $ 44.08 | $ 1.69 |
| S35 | usdcad_09 | 5.69 | 43.93 % | $ 1897.34 | 14.39 % | $ 790.24 | $ 65.84 | $ 2.22 |
| S36 | usdcad_10 | 4.63 | 52.93 % | $ 1044.34 | 9.3 % | $ 353.86 | $ 29.48 | $ 1.07 |
| S37 | usdcad_11 | 5.69 | 43.93 % | $ 1897.34 | 14.39 % | $ 790.24 | $ 65.84 | $ 2.22 |
| S38 | usdjpy_05 | 8.74 | 48.65 % | $ 1786.1 | 6.95 % | $ 1141.87 | $ 95.19 | $ 3.17 |
| S39 | usdjpy_06 | 8.95 | 54.31 % | $ 1774.68 | 6.47 % | $ 1162.73 | $ 96.89 | $ 3.22 |
| S40 | usdjpy_23 | 1.23 | 60.82 % | $ 3668.18 | 25.54 % | $ 345.86 | $ 28.83 | $ 0.99 |
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2017 | 1204.47 | 2053.73 | 1168.48 | -2167.76 | 3076.68 | -2928.83 | 776.97 | 1497.37 | 2.06 | 0 | 0 | 0 | 4683.17 |
| 2016 | 5397.58 | 3991.44 | 3797.71 | 1396.5 | 1888.28 | 4769.44 | 5975.19 | 3569.59 | 2708.58 | 221.59 | 3020.8 | 4942.5 | 41679.2 |
| 2015 | 2858.88 | 1774.92 | 2452.53 | 5382.87 | 5429.71 | 2067.04 | 1963.44 | 671.55 | 3325.81 | 6432.29 | 2751.6 | 5312.46 | 40423.1 |
| 2014 | 1501.43 | 3280.98 | 939.71 | 871 | -126.59 | 1092.19 | -1.11 | 1671.15 | 970.34 | -766.27 | 2801.64 | 2803.49 | 15037.96 |
| 2013 | 3582.88 | 1352.78 | 2730.19 | 5392.68 | -1973.54 | 7502.88 | 3701.38 | 5908.99 | 996.14 | 25.7 | -2068.3 | 3187.76 | 30339.54 |
| 2012 | 4147.08 | 2707.53 | 1586.95 | -478.5 | -3941.48 | 1817.35 | -146.49 | 851.34 | 672.32 | 569 | 3617.81 | 115.2 | 11518.11 |
| 2011 | 4801.12 | 4585.35 | -2421.69 | 2207.95 | 1956.92 | 4100.56 | 4339.32 | -1594.53 | 3124.24 | 4249.71 | -1603.15 | 562.98 | 24308.78 |
| 2010 | -1228.73 | 221.71 | 6206.71 | 1102.93 | 3295.51 | 4901.3 | 8262.48 | 5104.51 | -2129.14 | 2022.37 | 3654.32 | 2332.46 | 33746.43 |
| 2009 | 1827.14 | 6547.16 | 8491.27 | 114.61 | 3892.83 | 4673.55 | -1476.24 | 3084.02 | 1259.46 | 1205.8 | 2100.67 | 22.62 | 31742.89 |
| 2008 | 2709.54 | 2575.82 | 2566.91 | 1420.1 | -655.27 | 2952.62 | 3446.14 | -4439.02 | 4963.49 | 4799.69 | 8957.54 | 6120.1 | 35417.66 |
| 2007 | 2236.38 | 1383.2 | -644.26 | 204.98 | -373.69 | 1687.8 | -465.63 | -960.34 | -1798.7 | 2081.5 | 4943.11 | 2522.49 | 10816.84 |
| 2006 | 1436.11 | -393.88 | 790.59 | -774.38 | 2965.2 | 271.03 | -2154.05 | 1496.46 | 1164.43 | 1602.19 | 335.48 | 1904.87 | 8644.05 |
| 2005 | 839.36 | 1053.77 | -781.8 | -340.52 | -702.39 | 371.99 | 915.77 | 3734.86 | 1542.59 | 876.41 | 8.69 | 1634.04 | 9152.77 |
| 2004 | 1368.95 | 2735.07 | 3882.22 | -1993.15 | 271.63 | 867.83 | 1670.24 | 1464.53 | -333.2 | -909.66 | 443.3 | 4316.26 | 13784.02 |
| 2003 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 153.28 | 205.72 | -124.99 | -627.29 | -393.28 |
Stats
Strategy
| Wins/Losses Ratio | 1.22 | Payout Ratio (Avg Win/Loss) | 1.19 | Average # of Bars in Trade | 0 |
| AHPR | 0 | Z-Score | -117.61 | Z-Probability | 99.9 % |
| Expectancy | 3.78 | Deviation | $ 67.49 | Exposure | -999999999 % |
| Stagnation in Days | 231 | Stagnation in % | 4.51 % |
Trades
| # of Wins | 9118 | # of Losses | 7446 | # of Cancelled/Expired | 65793 | ||
| Gross Profit | $ 984153.55 | Gross Loss | $ -673252.31 | Average Win | $ 107.94 | Average Loss | $ -90.42 |
| Largest Win | $ 538.93 | Largest Loss | $ -643.13 | Max Consec Wins | 14 | Max Consec Losses | 100 |
| Avg Consec Wins | 2.35 | Avg Consec Loss | 18.87 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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