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 ($)

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

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