Quant Analyzer Portfolio Report

Portfolio

Total Profit

$ 1891.51

Profit in pips

19059.3 pips

Yrly Avg profit

$ 234

Yrly Avg % ret

78 %

CAGR

24.73 %

# of trades

76032

Sharpe ratio

Profit factor

1.76

Return / DD ratio

59.26

Winning %

85.41 %

Drawdown

$ 31.92

% Drawdown

4.86 %

Daily Avg profit

$ 0.73

Mthly Avg profit

$ 19.5

Average trade

$ 0.09

Annual% / Max DD%

5.09

R Expectancy

0.02 R

R Exp score

149.05 R

SQN

13.03

SQN score

49.87

generated by Quant Analyzer

Strategies in portfolio

#	Name	Symbol	Timeframe	Net Profit ($)	Net Profit (pips)	# of Trades	Sharpe Ratio	Profit Factor
S1	EURUSD	EURUSD	unknown	$ 810.81	8150.3 pips	24324	0.04	2.15
S2	GBPUSD	GBPUSD	unknown	$ 520.66	5231.8 pips	21165	0.04	1.5
S3	USDJPY	USDJPY	unknown	$ 560.04	5677.2 pips	30543	0.05	1.73
#	Name	Return / DD Ratio	Winning %	Drawdown	% Drawdown	Yearly avg. profit	Monthly avg. profit	Daily avg. profit
S1	EURUSD	51.84	87.07 %	$ 15.64	12.28 %	$ 100.31	$ 8.36	$ 0.32
S2	GBPUSD	11.19	85.16 %	$ 46.52	11.61 %	$ 64.41	$ 5.37	$ 0.23
S3	USDJPY	17.64	83.95 %	$ 31.75	15.76 %	$ 69.28	$ 5.77	$ 0.26

Monthly Performance ($)

Stats

Strategy

Wins/Losses Ratio	5.85	Payout Ratio (Avg Win/Loss)	0.3	Average # of Bars in Trade	0
AHPR	0	Z-Score	-6.42	Z-Probability	0 %
Expectancy	0.02	Deviation	$ 0.53	Exposure	-999999999 %
Stagnation in Days	65	Stagnation in %	2.21 %

Trades

		# of Wins	9349	# of Losses	1597	# of Cancelled/Expired	65086
Gross Profit	$ 4391.9	Gross Loss	$ -2500.39	Average Win	$ 0.47	Average Loss	$ -1.57
Largest Win	$ 6.54	Largest Loss	$ -25.7	Max Consec Wins	10	Max Consec Losses	170
Avg Consec Wins	1.41	Avg Consec Loss	10.03	Avg # of Bars in Wins	0	Avg # of Bars in Losses	0

Charts

Click on the chart to see bigger image

Trades by hour	P/L by weekday	Wins/Losses by month
Trades by weekday	P/L by year	Wins/Losses Profit by hour
Trades by year	Wins/Losses by hour	Wins/Losses by weekday
P/L by hour	Wins/Losses by weekday	Wins/Losses Profit by month

Report generated by Quant Analyzer

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD
2018	32.58	0	0	0	0	0	0	0	0	0	0	0	32.58
2017	35.96	-8.82	11.92	-13.84	10.3	58.89	8.63	-0.04	16.06	3.08	14.88	-5.92	131.1
2016	27.64	24.25	49.12	9.69	37.05	2.35	24.09	25.36	4.99	12.23	15.49	4.21	236.47
2015	-15.19	15.55	42.1	43.4	27.73	49.12	11.8	27.83	33.27	32.48	4.36	-5.99	266.46
2014	30.21	19.58	22.74	20.4	17.52	10.45	11.03	-2.66	7.23	25.92	9.49	25.25	197.16
2013	54.69	44.18	16.92	54.83	53.92	-3.32	31.71	16.5	29.12	51.41	54.3	11.51	415.77
2012	-15.47	30.16	35.03	10.66	10.65	29.53	5.61	1.07	16.84	4.34	26.83	-0.16	155.09
2011	3.23	5.26	13.4	15.55	44.65	14.73	5.44	20.37	24.21	48.08	21.69	17.46	234.07
2010	9.81	-3.35	34.91	7.96	37.18	6.08	-0.76	18.26	34.08	14.38	44.42	19.84	222.81