# Quant Analyzer Portfolio Report

### Portfolio

Total Profit
$ 2570.41
Profit in pips
6754 pips
Yrly Avg profit
$ 335.36
Yrly Avg % ret
1.68 %
CAGR
1.52 %
# of trades
1536
Sharpe ratio
0.25
Profit factor
2.37
Return / DD ratio
23.48
Winning %
68.03 %
Drawdown
$ 109.47
% Drawdown
0.54 %
Daily Avg profit
$ 2.51
Mthly Avg profit
$ 27.94
Average trade
$ 4.11
Annual% / Max DD%
2.82
R Expectancy
0.44 R
R Exp score
88.02 R
SQN
7.8
SQN score
5.04
generated by Quant Analyzer

# Strategies in portfolio

# | Name | Symbol | Timeframe | Net Profit ($) | Net Profit (pips) | # of Trades | Sharpe Ratio | Profit Factor
S1 | GEN-14 Dukas EURUSD 2012-2019 no Slip Long | GEN-14 Dukas EURUSD 2012-2019 no Slip Long | unknown | $ 1398.7 | 3742.9 pips | 865 | 0.25 | 2.24
S2 | GEN-14 Dukas EURUSD 2012-2019 no Slip Short | GEN-14 Dukas EURUSD 2012-2019 no Slip Short | unknown | $ 1171.71 | 3011.1 pips | 671 | 0.25 | 2.58
# | Name | Return / DD Ratio | Winning % | Drawdown | % Drawdown | Yearly avg. profit | Monthly avg. profit | Daily avg. profit
S1 | GEN-14 Dukas EURUSD 2012-2019 no Slip Long | 15.69 | 68.09 % | $ 89.16 | 0.85 % | $ 197.53 | $ 16.46 | $ 2.35
S2 | GEN-14 Dukas EURUSD 2012-2019 no Slip Short | 10.7 | 67.96 % | $ 109.47 | 1.08 % | $ 169.31 | $ 14.12 | $ 2.56

# Monthly Performance ($)

Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD
2019 | 2.64 | 2.27 | 18.69 | 0 | 2.03 | 4.36 | 10.14 | 18.83 | 3.06 | 6.3 | 0 | 0 | 68.32
2018 | 32.56 | 41.92 | 25.46 | 4.45 | 16.76 | 5.51 | 6.91 | 24.47 | 17.21 | 10.23 | 20.64 | 15.12 | 221.24
2017 | 38.53 | 26.51 | 28.54 | 21.59 | 18.91 | 1.84 | 4.12 | 26.24 | 27.37 | 26.69 | 15.69 | 18.17 | 254.2
2016 | 56.23 | 32.7 | 13.88 | 14.97 | 0 | 46.09 | 16.34 | 10.52 | 10.79 | 9.23 | 76.57 | 26.97 | 314.29
2015 | 86.98 | 32.31 | 59.1 | 36.4 | 47.77 | 74.66 | 72.77 | 129.03 | 39.35 | 11.42 | 45.21 | 47.7 | 682.7
2014 | 14.34 | 3.92 | 1.76 | 5.93 | 20.97 | 10.29 | 0 | 1.76 | 10.13 | 77.33 | 21.99 | 16.62 | 185.04
2013 | 12.26 | 31.82 | 57.39 | 33.25 | 23.18 | 39.5 | 20.73 | 3.44 | 17.9 | 24.74 | 25.3 | 9.14 | 298.65
2012 | 43.67 | 72.34 | 22.61 | 48.69 | 65.65 | 96.99 | 42.17 | 37.03 | 27.41 | 46.78 | 35.99 | 6.64 | 545.97

# Stats

#### Strategy

Wins/Losses Ratio | 2.13 | Payout Ratio (Avg Win/Loss) | 1.12 | Average # of Bars in Trade | 0
AHPR | 0.01 | Z-Score | -14.02 | Z-Probability | 99.9 %
Expectancy | 1.67 | Deviation | $ 8.75 | Exposure | -999999999 %
Stagnation in Days | 33 | Stagnation in % | 1.16 % |  |

#### Trades

|  | # of Wins | 1045 | # of Losses | 491 | # of Cancelled/Expired | 0
Gross Profit | $ 4440.19 | Gross Loss | $ -1869.78 | Average Win | $ 4.25 | Average Loss | $ -3.81
Largest Win | $ 113.84 | Largest Loss | $ -50.18 | Max Consec Wins | 22 | Max Consec Losses | 7
Avg Consec Wins | 4.79 | Avg Consec Loss | 2.26 | 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