Quant Analyzer Portfolio Report

Portfolio

Total Profit

$ 1033.99

Profit in pips

10841.9 pips

Yrly Avg profit

$ 112.8

Yrly Avg % ret

1.88 %

CAGR

1.6 %

# of trades

10858

Sharpe ratio

Profit factor

1.22

Return / DD ratio

11.17

Winning %

65.68 %

Drawdown

$ 92.57

% Drawdown

1.44 %

Daily Avg profit

$ 0.51

Mthly Avg profit

$ 9.4

Average trade

$ 0.95

Annual% / Max DD%

1.11

R Expectancy

0.08 R

R Exp score

90.24 R

SQN

7.05

SQN score

11.73

generated by Quant Analyzer

Strategies in portfolio

#	Name	Symbol	Timeframe	Net Profit ($)	Net Profit (pips)	# of Trades	Sharpe Ratio	Profit Factor
S1	Night_Scalper_v1.0.pre6[EURCAD][M15][2010-2019-02]	Night_Scalper_v1.0.pre6[EURCAD][M15][2010-2019-02]	unknown	$ 106.32	1777.2 pips	2832	0	1.1
S2	Night_Scalper_v1.0.pre6[EURCHF][M15][2010-2019-02]	Night_Scalper_v1.0.pre6[EURCHF][M15][2010-2019-02]	unknown	$ 146.21	1507.8 pips	1424	0.08	1.27
S3	Night_Scalper_v1.0.pre6[EURGBP][M15][2010-2019-02]	Night_Scalper_v1.0.pre6[EURGBP][M15][2010-2019-02]	unknown	$ 285.69	2141.2 pips	1729	0.11	1.58
S4	Night_Scalper_v1.0.pre6[EURUSD][M15][2010-2019-02]	Night_Scalper_v1.0.pre6[EURUSD][M15][2010-2019-02]	unknown	$ 41.59	487.8 pips	641	0.08	1.15
S5	Night_Scalper_v1.0.pre6[GBPCHF][M15][2010-2019-02]	Night_Scalper_v1.0.pre6[GBPCHF][M15][2010-2019-02]	unknown	$ 305.99	3169.6 pips	1917	0.07	1.3
S6	Night_Scalper_v1.0.pre6[GBPUSD][M15][2010-2019-02]	Night_Scalper_v1.0.pre6[GBPUSD][M15][2010-2019-02]	unknown	$ 148.19	1758.3 pips	2315	0.07	1.12
#	Name	Return / DD Ratio	Winning %	Drawdown	% Drawdown	Yearly avg. profit	Monthly avg. profit	Daily avg. profit
S1	Night_Scalper_v1.0.pre6[EURCAD][M15][2010-2019-02]	1.39	64.83 %	$ 76.38	6.67 %	$ 11.6	$ 0.97	$ 0.05
S2	Night_Scalper_v1.0.pre6[EURCHF][M15][2010-2019-02]	3.02	64.75 %	$ 48.37	4.41 %	$ 16.55	$ 1.38	$ 0.12
S3	Night_Scalper_v1.0.pre6[EURGBP][M15][2010-2019-02]	13.41	68.07 %	$ 21.31	1.63 %	$ 31.17	$ 2.6	$ 0.2
S4	Night_Scalper_v1.0.pre6[EURUSD][M15][2010-2019-02]	1.46	67.08 %	$ 28.48	2.69 %	$ 4.62	$ 0.39	$ 0.06
S5	Night_Scalper_v1.0.pre6[GBPCHF][M15][2010-2019-02]	5.6	65.36 %	$ 54.67	4.5 %	$ 33.39	$ 2.78	$ 0.2
S6	Night_Scalper_v1.0.pre6[GBPUSD][M15][2010-2019-02]	3.08	65.4 %	$ 48.05	4.67 %	$ 16.17	$ 1.35	$ 0.07

Monthly Performance ($)

Stats

Strategy

Wins/Losses Ratio	1.91	Payout Ratio (Avg Win/Loss)	0.64	Average # of Bars in Trade	0
AHPR	0	Z-Score	-18.99	Z-Probability	99.9 %
Expectancy	0.1	Deviation	$ 1.65	Exposure	-999999999 %
Stagnation in Days	399	Stagnation in %	11.94 %

Trades

		# of Wins	7132	# of Losses	3726	# of Cancelled/Expired	0
Gross Profit	$ 5676.04	Gross Loss	$ -4642.05	Average Win	$ 0.8	Average Loss	$ -1.25
Largest Win	$ 9.37	Largest Loss	$ -12.26	Max Consec Wins	26	Max Consec Losses	12
Avg Consec Wins	3.56	Avg Consec Loss	1.86	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
2019	-52.56	1.78	0	0	0	0	0	0	0	0	0	0	-50.78
2018	5.59	-10.31	7.32	9.4	4.56	11.46	6.9	14.85	-9.03	8.63	45.74	33.69	128.8
2017	24.88	16.97	-2.95	-4.06	23.83	40.8	-3.21	-5.84	-0.1	15.46	18.44	0.64	124.86
2016	-14.72	41.28	18.74	18.49	-16.35	50.82	-21.1	41.58	21.75	29.67	32.24	2.31	204.71
2015	-35.08	9.04	44.76	17.6	13.21	23.21	-9.86	-25.33	-1.59	1.21	2.74	-18.96	20.95
2014	21.25	7.07	10.13	8.01	3.87	-19.84	2.27	2.1	-25.29	-28.29	20.66	24.45	26.39
2013	23.7	-0.59	22.19	13.03	14.73	-5.31	28.85	14.09	-0.07	6.75	-1.42	8.76	124.71
2012	19.44	8.5	14.1	-27.62	-18.47	17.28	13.6	-23.74	-5.22	-28.92	6.52	6.53	-18
2011	52.65	18.63	16.85	3.96	-7.83	-28.5	-14.01	-18.17	30.83	8.88	47.82	27.27	138.38
2010	59.05	31.32	29.65	-9.29	-23.41	10.8	30.35	23.6	41.9	41.63	69.2	29.17	333.97