Quant Analyzer Portfolio Report
Portfolio
Total Profit
$ 641.08
Profit in pips
7830.4 pips
Yrly Avg profit
$ 69.94
Yrly Avg % ret
0.87 %
CAGR
0.77 %
# of trades
24203
Sharpe ratio
0
Profit factor
1.07
Return / DD ratio
2.58
Winning %
64.26 %
Drawdown
$ 248.36
% Drawdown
3 %
Daily Avg profit
$ 0.24
Mthly Avg profit
$ 5.83
Average trade
$ 0.75
Annual% / Max DD%
0.26
R Expectancy
0.03 R
R Exp score
69.24 R
SQN
4.3
SQN score
11.26
Strategies in portfolio
| # | Name | Symbol | Timeframe | Net Profit ($) | Net Profit (pips) | # of Trades | Sharpe Ratio | Profit Factor |
| S1 | Frank3[AUDUSD][M15][2010-2019-02] | Frank3[AUDUSD][M15][2010-2019-02] | unknown | $ -129.8 | -1241.2 pips | 2374 | -0.09 | 0.87 |
| S2 | Frank3[EURCHF][M15][2010-2019-02] | Frank3[EURCHF][M15][2010-2019-02] | unknown | $ 425.72 | 4236.1 pips | 4889 | 0.14 | 1.36 |
| S3 | Frank3[EURUSD][M15][2010-2019-02] | Frank3[EURUSD][M15][2010-2019-02] | unknown | $ 138.03 | 1617.3 pips | 2364 | 0.11 | 1.16 |
| S4 | Frank3[GBPUSD][M15][2010-2019-02] | Frank3[GBPUSD][M15][2010-2019-02] | unknown | $ 93.95 | 1120.3 pips | 1876 | 0 | 1.12 |
| S5 | Frank3[NZDUSD][M15][2010-2019-02] | Frank3[NZDUSD][M15][2010-2019-02] | unknown | $ -472.09 | -4628.5 pips | 3068 | -0.12 | 0.72 |
| S6 | Frank3[USDCAD][M15][2010-2019-02] | Frank3[USDCAD][M15][2010-2019-02] | unknown | $ 123.81 | 1568.2 pips | 2042 | 0.12 | 1.19 |
| S7 | Frank3[USDCHF][M15][2010-2019-02] | Frank3[USDCHF][M15][2010-2019-02] | unknown | $ 260.86 | 2916.3 pips | 4699 | 0 | 1.17 |
| S8 | Frank3[USDJPY][M15][2010-2019-02] | Frank3[USDJPY][M15][2010-2019-02] | unknown | $ 200.6 | 2241.9 pips | 2891 | 0.11 | 1.19 |
| # | Name | Return / DD Ratio | Winning % | Drawdown | % Drawdown | Yearly avg. profit | Monthly avg. profit | Daily avg. profit |
| S1 | Frank3[AUDUSD][M15][2010-2019-02] | -0.79 | 63.44 % | $ 163.93 | 16.14 % | $ -14.16 | $ -1.18 | $ -0.07 |
| S2 | Frank3[EURCHF][M15][2010-2019-02] | 5.67 | 68.28 % | $ 75.13 | 6.73 % | $ 46.45 | $ 3.87 | $ 0.2 |
| S3 | Frank3[EURUSD][M15][2010-2019-02] | 1.96 | 58.21 % | $ 70.58 | 6.83 % | $ 15.06 | $ 1.25 | $ 0.07 |
| S4 | Frank3[GBPUSD][M15][2010-2019-02] | 2.82 | 67.54 % | $ 33.32 | 3.11 % | $ 10.25 | $ 0.85 | $ 0.06 |
| S5 | Frank3[NZDUSD][M15][2010-2019-02] | -0.98 | 57.3 % | $ 479.89 | 47.62 % | $ -51.5 | $ -4.29 | $ -0.22 |
| S6 | Frank3[USDCAD][M15][2010-2019-02] | 4.16 | 63.81 % | $ 29.77 | 2.85 % | $ 13.5 | $ 1.13 | $ 0.07 |
| S7 | Frank3[USDCHF][M15][2010-2019-02] | 2.49 | 66.89 % | $ 104.6 | 9.24 % | $ 28.46 | $ 2.37 | $ 0.13 |
| S8 | Frank3[USDJPY][M15][2010-2019-02] | 2.19 | 64.41 % | $ 91.8 | 8.21 % | $ 21.88 | $ 1.82 | $ 0.09 |
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2019 | -11.74 | -8.33 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -20.07 |
| 2018 | 56.92 | 18.89 | 2.82 | 33.78 | -7.58 | -0.99 | 4.57 | 1.51 | 16.64 | -12.53 | 16.95 | 17.6 | 148.58 |
| 2017 | 8.33 | -11.02 | 18.43 | 38.54 | 3.94 | 29.64 | 6.97 | -8.84 | 16.65 | 7.31 | 9.74 | 10.53 | 130.22 |
| 2016 | -19.97 | 5.79 | 47.78 | 21.82 | 1.43 | 32.99 | -30.45 | 41.89 | 48.28 | 51.36 | 39.84 | -10.81 | 229.95 |
| 2015 | -42.53 | 39.9 | -12.89 | 30.29 | -16.42 | 15.26 | 1.3 | -5.14 | -5.11 | 4.41 | -6.09 | -6.87 | -3.89 |
| 2014 | -9.38 | 5.43 | 67.43 | 13.38 | -15.23 | -2.52 | 1.8 | -4.58 | -21.45 | 5.23 | 0.65 | 7.37 | 48.13 |
| 2013 | -35.72 | -3.17 | 9.77 | 2.41 | -35.74 | 10.64 | 7.32 | 16.29 | -12.17 | 10.69 | -29.41 | -4.01 | -63.1 |
| 2012 | 34.75 | -83.4 | 9.91 | -0.34 | -35.12 | -36.91 | 80.21 | 39.1 | 32.75 | -8.58 | -5.08 | 7.82 | 35.11 |
| 2011 | 49.68 | 24.9 | -15.5 | -34.95 | -6.83 | -4.47 | 23.93 | -93.7 | -17.75 | -9.25 | 10.83 | 36.2 | -36.91 |
| 2010 | 66.2 | 32.3 | 41.92 | 29.02 | -65.93 | -15.4 | 4.56 | 7.94 | 27.27 | 29.56 | 17.6 | -1.98 | 173.06 |
Stats
Strategy
| Wins/Losses Ratio | 1.8 | Payout Ratio (Avg Win/Loss) | 0.6 | Average # of Bars in Trade | 0 |
| AHPR | 0 | Z-Score | -48.58 | Z-Probability | 99.9 % |
| Expectancy | 0.03 | Deviation | $ 1.2 | Exposure | -999999999 % |
| Stagnation in Days | 2025 | Stagnation in % | 60.63 % |
Trades
| # of Wins | 15553 | # of Losses | 8650 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 9392.17 | Gross Loss | $ -8751.09 | Average Win | $ 0.6 | Average Loss | $ -1.01 |
| Largest Win | $ 7.88 | Largest Loss | $ -13.19 | Max Consec Wins | 55 | Max Consec Losses | 20 |
| Avg Consec Wins | 4.07 | Avg Consec Loss | 2.27 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
Click on the chart to see bigger image
