Quant Analyzer Portfolio Report

Portfolio

Total Profit
$ 660530663.37
Profit in pips
779405.1 pips
Yrly Avg profit
$ 28512229.62
Yrly Avg % ret
1584.01 %
CAGR
27.91 %
# of trades
198936
Sharpe ratio
0
Profit factor
2.76
Return / DD ratio
545.59
Winning %
80.91 %
Drawdown
$ 1210680.57
% Drawdown
1.89 %
Daily Avg profit
$ 92875.52
Mthly Avg profit
$ 2376009.58
Average trade
$ 7091.21
Annual% / Max DD%
14.77
R Expectancy
0.34 R
R Exp score
2886.93 R
SQN
164.71
SQN score
464.33

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 AUDNZD AUDNZD unknown $ 18656341.77 31427.3 pips 9508 0.15 2.15
S3 AUDUSD AUDUSD unknown $ 28369143.46 30035.3 pips 15748 0.14 1.87
S4 CADCHF CADCHF unknown $ 38669098.39 38496.2 pips 10722 0.18 3.65
S5 CHFJPY CHFJPY unknown $ 21585040.59 32848.1 pips 12057 0.12 1.89
S6 EURAUD EURAUD unknown $ 22261807.25 34436.1 pips 9815 0.1 2.04
S7 EURCAD EURCAD unknown $ 24468045.32 35721 pips 7855 0.16 2.87
S8 EURCHF EURCHF unknown $ 70773705.14 67192.4 pips 10196 0.21 6.29
S9 EURGBP EURGBP unknown $ 97935050.3 82292.3 pips 19299 0.24 7.82
S10 EURJPY EURJPY unknown $ 27077280.03 39903.8 pips 12309 0.15 1.98
S11 EURUSD EURUSD unknown $ 29036127.18 31286.8 pips 10746 0.12 2.17
S12 GBPAUD GBPAUD unknown $ 27001912.49 41238.6 pips 7481 0.12 2.8
S13 GBPCAD GBPCAD unknown $ 33096854.01 46274.1 pips 7517 0.16 3.64
S14 GBPCHF GBPCHF unknown $ 56085236.89 54618.7 pips 9321 0.15 3.76
S15 GBPJPY GBPJPY unknown $ 25641322.49 40433.1 pips 10244 0.15 1.92
S16 GBPUSD GBPUSD unknown $ 46011859.61 47911 pips 10515 0.22 2.74
S17 USDCAD USDCAD unknown $ 29960704.42 40227.4 pips 10854 0.24 2.59
S18 USDCHF USDCHF unknown $ 46188017.66 56503.4 pips 12696 0.17 3.35
S19 USDJPY USDJPY unknown $ 17713116.37 28559.5 pips 12053 0.12 1.56
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 AUDNZD 58.09 80.03 % $ 321142.75 23.29 % $ 1190725.12 $ 99235.86 $ 4935.54
S3 AUDUSD 10.76 78.1 % $ 2637720 23.4 % $ 1224621.78 $ 102047.28 $ 4297.05
S4 CADCHF 297.74 83 % $ 129875.96 11.23 % $ 2494989.95 $ 207898.38 $ 9966.26
S5 CHFJPY 10.79 75.55 % $ 2000485.41 30.13 % $ 935154.83 $ 77924.33 $ 3428.37
S6 EURAUD 88.19 77.93 % $ 252436.2 31.54 % $ 1219897.14 $ 101652.09 $ 5069.87
S7 EURCAD 197.98 79.89 % $ 123586.47 13.42 % $ 1545271.54 $ 128779.19 $ 6497.09
S8 EURCHF 194.68 88.22 % $ 363534.13 0.79 % $ 3055291.69 $ 254581.67 $ 12959.84
S9 EURGBP 734.13 90.87 % $ 133403 6.91 % $ 4273640.19 $ 356127.46 $ 15762.92
S10 EURJPY 12.04 78.12 % $ 2248581.12 23.43 % $ 1185777.64 $ 98822.19 $ 4571.55
S11 EURUSD 41.51 78.58 % $ 699496 29.35 % $ 1253206.38 $ 104446.5 $ 4770.97
S12 GBPAUD 137.31 81.93 % $ 196652.39 28.47 % $ 1800079.37 $ 150010.62 $ 7215.9
S13 GBPCAD 256.64 82.53 % $ 128960.51 22.26 % $ 2170470.29 $ 180857.13 $ 8725.77
S14 GBPCHF 144.43 84.27 % $ 388317.98 13.21 % $ 2598658.1 $ 216545.32 $ 13679.33
S15 GBPJPY 32.66 77.12 % $ 785140.26 12.84 % $ 1118866.77 $ 93241.17 $ 5327.51
S16 GBPUSD 81.25 80.29 % $ 566270 4.05 % $ 1985927 $ 165510.29 $ 7322.07
S17 USDCAD 143.55 78.82 % $ 208712.54 4.06 % $ 1293162.96 $ 107772.32 $ 4636.44
S18 USDCHF 82.93 83.35 % $ 556952.96 12.84 % $ 1993768.21 $ 166143.95 $ 7417.38
S19 USDJPY 7.9 73.49 % $ 2242131.18 13.24 % $ 764663.46 $ 63716.25 $ 2792.55

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2023 5289299.27 1520678.48 0 0 0 0 0 0 0 0 0 0 6809977.75
2022 3936176.04 3207527.7 5486943.98 3962344.01 7311971.68 5129173.12 6282113.33 5921174.7 5940626.64 7094595.07 6183225.95 6954887.67 67410759.89
2021 3937049.72 2351723.39 4043308.99 4240694.53 3775664.08 4529105.4 4814753.35 4772595.23 4033716.83 3683994.09 4123593.54 6200258.31 50506457.46
2020 1329355.68 1377072.6 3223721.32 4185399.93 3880090.61 4566526.65 4911350.54 4784220.97 3388217.85 2626163 3489168.05 3237614.93 40998902.13
2019 1883777.28 1970392.56 1359051.34 2521433.68 2374792.78 1819357.82 1849007.03 2483563.16 2383497.19 1796330.85 1823036.88 1443612.68 23707853.25
2018 2783172.35 1649008.81 864029.75 2192296.44 2148885.73 2431631.72 2942960.64 3149549.27 2922777.26 3258018.3 2405951.12 2955924.03 29704205.42
2017 3346572.34 1414817.87 1411445.1 2885742.26 1777096.38 2920928.5 1867760.18 1525911.75 1467036.12 2424032.92 2252969.69 912077.19 24206390.3
2016 1803691.87 1113164.32 2722998.74 1729366.35 1101998.84 1576130.68 1706095.5 3824128.93 2534290.51 1797598.17 2552099.34 3967079.14 26428642.39
2015 806766.89 1401983.91 1505316.61 2646001.3 2206432.29 1980910.46 2764294.94 2118813.86 1076033.65 2529506.84 1375477.92 2208428.79 22619967.46
2014 -565754.18 256101.18 12717.52 481117.55 93928 -40142.33 164510.51 130034.67 -240377.28 58287.45 586351.41 1963695.44 2900469.94
2013 385686.43 1185855.25 -68608.17 1352519.11 1080393.83 539443.99 445825 489059.42 169544.71 962.16 115641.66 542556.19 6238879.58
2012 1124707.07 521028.29 728530.46 327408.87 136957.28 651791.96 1423092.41 590743.45 637475.15 -784797.32 694140.63 -105207.18 5945871.07
2011 1772301.19 209214.99 -260450.31 -142240.04 1327717.94 1747964.12 1543799.57 1095068.26 701859.5 2424642.12 1108819.8 2535657.15 14064354.29
2010 1182554.07 811882.17 870250.13 732623.51 581119.05 1411217.05 953905.89 1523068.09 974307.9 763371.34 576185.45 1183276.44 11563761.09
2009 -171297.67 1488767.68 615740.25 2567815.3 1035443.61 2331478.4 1665108.78 2476461.88 1788325.66 971671.26 1507606.96 1331457.05 17608579.16
2008 1168446.96 2031808.26 653282.87 2361493.91 2779600.05 2048564.63 3541027.64 1748439.16 792622.39 -382434.9 1146978.01 946088.82 18835917.8
2007 1383075.65 763159.58 -491948.3 1518701.38 1563202.11 681578.32 1143194.57 793934.69 1803514.39 2721241.3 1060476 1757892.36 14698022.05
2006 2134898.22 2224146.94 2875097.16 2271588.03 2509180.69 3576269.91 4088596.76 4941583.19 4866823.54 920468.4 752017.67 1553762.97 32714433.48
2005 3489854.19 2328670.7 3294203.24 3528669.97 3514801.52 4276854.66 3373195.63 3877694.69 3055479.12 1956773.65 2710309.09 2396843.53 37803349.99
2004 2569689.81 2709277.48 3521159.87 4007610.34 4944350.13 5355168.9 4515150.29 5117600.46 3564912.56 3275423.77 3504938.41 3593138.78 46678420.8
2003 2867203.03 2837881.32 2582899.53 3704859.77 4711791.89 4582503.88 5082672.48 4306274.37 3883700.53 5010435.14 3003120.23 4311227.71 46884569.88
2002 3140376.29 3150775.87 3125632.11 3650721.93 4160950.78 2547261.64 2646849.58 3411160.77 3336744.76 3931356.77 3217849.26 3350236.32 39669916.08
2001 2362447.44 3062939.41 2924003.49 2794208.68 3657642.19 2607303.28 4362655.33 4573058.27 3069854.46 4124346.06 3300217.02 3884623.71 40723299.34
2000 1258228.39 2326622.92 3924905.07 3121572.34 2660760.68 3003585.29 3005433 1992717.03 2369923.57 2669478.58 2825331.01 2649104.89 31807662.77

Stats

Strategy

Wins/Losses Ratio4.24 Payout Ratio (Avg Win/Loss)0.65 Average # of Bars in Trade0
AHPR0 Z-Score-167.28 Z-Probability99.9 %
Expectancy3320.32 Deviation $ 9750.12 Exposure-999999999 %
Stagnation in Days112 Stagnation in %1.33 %

Trades

# of Wins160958 # of Losses37978 # of Cancelled/Expired0
Gross Profit $ 1035613739.67 Gross Loss $ -375083076.3 Average Win $ 6434.06 Average Loss $ -9876.33
Largest Win $ 107686.44 Largest Loss $ -64082.85 Max Consec Wins212 Max Consec Losses17
Avg Consec Wins8.39 Avg Consec Loss1.98 Avg # of Bars in Wins0 Avg # of Bars in Losses0

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