Quant Analyzer Portfolio Report
Portfolio
Total Profit
$ 276800229.45
Profit in pips
287004.4 pips
Yrly Avg profit
$ 12167339
Yrly Avg % ret
76045.87 %
CAGR
50.17 %
# of trades
51391
Sharpe ratio
0.08
Profit factor
6.02
Return / DD ratio
520.58
Winning %
87.94 %
Drawdown
$ 531715.81
% Drawdown
36.38 %
Daily Avg profit
$ 42208.03
Mthly Avg profit
$ 1013920.25
Average trade
$ 7533.71
Annual% / Max DD%
1.38
R Expectancy
0.6 R
R Exp score
1366.18 R
SQN
138.31
SQN score
180.07
Strategies in portfolio
| # | Name | Symbol | Timeframe | Net Profit ($) | Net Profit (pips) | # of Trades | Sharpe Ratio | Profit Factor |
| S2 | AUDNZD | AUDNZD | unknown | $ 29447322.62 | 44829.6 pips | 5990 | 0.44 | 12.28 |
| S3 | AUDUSD | AUDUSD | unknown | $ 10018330 | 10013 pips | 4231 | 0.24 | 2.41 |
| S4 | CADCHF | CADCHF | unknown | $ 46393832.88 | 46762.3 pips | 8757 | 0.32 | 24.52 |
| S5 | CHFJPY | CHFJPY | unknown | $ 25817469.49 | 22065 pips | 2625 | 0.12 | 10.52 |
| S6 | EURAUD | EURAUD | unknown | $ 34856957.87 | 38984.5 pips | 4595 | 0.4 | 11.82 |
| S7 | EURCAD | EURCAD | unknown | $ 9646130.97 | 9751 pips | 1721 | 0.15 | 6.07 |
| S8 | EURCHF | EURCHF | unknown | $ 21543648.38 | 19184 pips | 3138 | 0.22 | 9.05 |
| S9 | EURGBP | EURGBP | unknown | $ 20897788.65 | 13175 pips | 2810 | 0.22 | 8.22 |
| S10 | EURJPY | EURJPY | unknown | $ 15812942.38 | 13205 pips | 3000 | 0.12 | 2.8 |
| S11 | EURUSD | EURUSD | unknown | $ 9468614.25 | 9720 pips | 2657 | 0.16 | 2.79 |
| S12 | GBPCHF | GBPCHF | unknown | $ 11454068.71 | 10534 pips | 1861 | 0.13 | 5.06 |
| S13 | GBPJPY | GBPJPY | unknown | $ 3517893.38 | 6905 pips | 782 | 0.31 | 6.96 |
| S14 | GBPUSD | GBPUSD | unknown | $ 11544193.5 | 11604 pips | 1950 | 0.14 | 5.01 |
| S15 | USDCAD | USDCAD | unknown | $ 8616717.64 | 11231 pips | 2446 | 0.21 | 4.24 |
| S16 | USDCHF | USDCHF | unknown | $ 12588836.35 | 12626 pips | 2925 | 0.12 | 4.87 |
| S17 | USDJPY | USDJPY | unknown | $ 5175482.38 | 6415 pips | 1903 | 0.17 | 2.35 |
| # | Name | Return / DD Ratio | Winning % | Drawdown | % Drawdown | Yearly avg. profit | Monthly avg. profit | Daily avg. profit |
| S2 | AUDNZD | 603.82 | 93.61 % | $ 48768.72 | 9.75 % | $ 1570392.78 | $ 130876.99 | $ 6766.39 |
| S3 | AUDUSD | 10.85 | 80.34 % | $ 923600 | 17.2 % | $ 445248.59 | $ 37104.93 | $ 2608.94 |
| S4 | CADCHF | 708.78 | 93.83 % | $ 65455.68 | 8.41 % | $ 2310314.34 | $ 192505.53 | $ 9020.77 |
| S5 | CHFJPY | 165.77 | 87.85 % | $ 155739.91 | 92.98 % | $ 1420993.52 | $ 118428.76 | $ 10576.6 |
| S6 | EURAUD | 200.14 | 92.19 % | $ 174165.75 | 12.09 % | $ 1795114.37 | $ 149600.68 | $ 8401.29 |
| S7 | EURCAD | 97.37 | 83.79 % | $ 99065.29 | 82.34 % | $ 466780.82 | $ 38895.69 | $ 4478.24 |
| S8 | EURCHF | 143.73 | 91.33 % | $ 149893.42 | 3.67 % | $ 998504.85 | $ 83180.11 | $ 6381.41 |
| S9 | EURGBP | 166.19 | 89.4 % | $ 125745.24 | 15.39 % | $ 932591.71 | $ 77686.95 | $ 7685.84 |
| S10 | EURJPY | 34.41 | 80.97 % | $ 459492.39 | 72.5 % | $ 702727.16 | $ 58566.45 | $ 4714.65 |
| S11 | EURUSD | 30.28 | 80.58 % | $ 312710 | 50.04 % | $ 420795.62 | $ 35068.94 | $ 3402.3 |
| S12 | GBPCHF | 51.36 | 86.35 % | $ 223011.64 | 80.08 % | $ 579781.45 | $ 48329.4 | $ 5168.8 |
| S13 | GBPJPY | 63.3 | 90.92 % | $ 55576.24 | 42.64 % | $ 586255.58 | $ 48859.63 | $ 4218.1 |
| S14 | GBPUSD | 95.6 | 87.03 % | $ 120750 | 68.36 % | $ 696203.67 | $ 58011.02 | $ 5123.92 |
| S15 | USDCAD | 110.72 | 82.17 % | $ 77825.86 | 21.7 % | $ 385955.68 | $ 32151.93 | $ 3315.4 |
| S16 | USDCHF | 57.94 | 85.2 % | $ 217279.4 | 72.94 % | $ 557265.82 | $ 46453.27 | $ 3855.69 |
| S17 | USDJPY | 26.45 | 80.03 % | $ 195682.06 | 67.53 % | $ 309060.34 | $ 25748.67 | $ 2562.12 |
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2026 | 2508386.21 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2508386.21 |
| 2025 | 2569433.8 | 2810140.9 | 2034297.24 | 2363297.5 | 3156097.87 | 2967535.75 | 3000584.83 | 3189324.68 | 4565350.35 | 2917468.92 | 2203956.76 | 3234464.63 | 35011953.23 |
| 2024 | 3169214.97 | 2060408.37 | 1718841.09 | 2410653.58 | 3111656.56 | 2480611.87 | 2408402.56 | 2692584.05 | 2364872.91 | 2848859.37 | 1841185.06 | 2855766.09 | 29963056.48 |
| 2023 | 1970963.74 | 1973878.08 | 2140907.34 | 2295277.71 | 2634480.29 | 1954549.29 | 3263378.38 | 2650954.17 | 2800678.14 | 3233944.26 | 3643988.29 | 2650679.55 | 31213679.24 |
| 2022 | 1357396.94 | 1240254.24 | 1461217.17 | 1778741.23 | 2643888.75 | 2156716.12 | 2028068.91 | 2260942.18 | 2005080.32 | 2604782.53 | 2088171.01 | 2363573.55 | 23988832.95 |
| 2021 | 1199360.57 | 840547.31 | 1599150.71 | 1254609.04 | 1317668.82 | 1430903.47 | 1777097.14 | 1770914.85 | 1568308.81 | 1387565.48 | 1103972.59 | 1734261.31 | 16984360.1 |
| 2020 | 954877.37 | 759724.48 | 1939314.27 | 1170894.08 | 1065434.32 | 1333099.13 | 1382446.24 | 2020986.51 | 1555938.69 | 1122651.07 | 949735.86 | 1209356.41 | 15464458.43 |
| 2019 | 1045000.94 | 857671.16 | 1161080.71 | 1012325.21 | 1108313.65 | 812654.11 | 755140.29 | 707664.58 | 974503.67 | 904633.4 | 652955.25 | 674432.2 | 10666375.17 |
| 2018 | 1214816.32 | 885313.02 | 656609.3 | 959968.65 | 824732.42 | 1242912.49 | 1302981.41 | 1191938.22 | 1200712.96 | 1611510.14 | 1671413.02 | 1974983.45 | 14737891.4 |
| 2017 | 1257039.07 | 615316.58 | 697545.17 | 818008.26 | 505934.76 | 925335.41 | 879320.68 | 408343.74 | 869782.58 | 903957.74 | 621105.68 | 509355.22 | 9011044.89 |
| 2016 | 439728.54 | 499044.5 | 1058098.83 | 848539.28 | 625214.27 | 1003979.33 | 564249.31 | 1404553.09 | 761430.85 | 1237368.39 | 1096180.32 | 656490.31 | 10194877.02 |
| 2015 | 475072.46 | 1177665.57 | 857503 | 974880.26 | 1028037.58 | 947123.96 | 1377152.1 | 949488.36 | 813171.13 | 741083.56 | 670772.49 | 1133596.74 | 11145547.21 |
| 2014 | 475086.13 | 594085.24 | 656756.89 | 373131.48 | 410334.76 | 220635.84 | 184393.6 | 96623.93 | 247124.87 | 651672.96 | 363881.62 | 802479.71 | 5076207.03 |
| 2013 | 522330.06 | 470004.63 | 517413.75 | 790614.66 | 381785.29 | 1166973.67 | 489676.88 | 749553.91 | 733768.43 | 662019.69 | 402881.84 | 616066.8 | 7503089.61 |
| 2012 | 730172.7 | 350267.96 | 744865.23 | 810860.74 | 448850.06 | 505121 | 681655.45 | 511967.65 | 681819.76 | 247498.07 | 313687.15 | 520045.3 | 6546811.07 |
| 2011 | 965291.64 | 979927.22 | 363595.42 | 564214.55 | 1048605.97 | 1625804.01 | 804454.73 | 893100.69 | 875892.83 | 1370600.66 | 898125.53 | 1229021.93 | 11618635.18 |
| 2010 | 646045.86 | 513798.73 | 511132.24 | 331663.4 | 296905.44 | 684530.84 | 998230.22 | 685864.52 | 748494.76 | 662402.31 | 847428.96 | 1106509 | 8033006.28 |
| 2009 | 114500.82 | 395361.22 | 258031.23 | 724274.62 | 592515.61 | 489535.17 | 231285.1 | 765084.66 | 726222.04 | 547320.8 | 361720.28 | 698741.62 | 5904593.17 |
| 2008 | 156456.2 | 33302.35 | -354633.4 | 433985.59 | 330288.87 | 377789.92 | 367182.01 | 93394 | -179752.37 | 253137.28 | 120642.82 | 733138.74 | 2364932.01 |
| 2007 | 297468.73 | 482628.89 | 105100.17 | 250755.77 | 210183.52 | 268846.3 | -81775.68 | 132335.86 | 290063.93 | 396913.92 | -3515.82 | 461012.84 | 2810018.43 |
| 2006 | 287454.19 | 36364.86 | 194611.48 | 348130.84 | 377092.14 | 456570.6 | 623458.72 | 450281.74 | 738937.21 | 661029.71 | 396315.03 | 422006.87 | 4992253.39 |
| 2005 | 325303.24 | 214829.68 | 314009.17 | 191947.35 | 397130.87 | 598193.44 | 561378.04 | 675017.97 | 497963.32 | 301053.26 | 472591.72 | 266786.82 | 4816204.88 |
| 2004 | 405571.99 | 251228.04 | 214996.65 | 329221.38 | 619773.2 | 383522.1 | 443327.46 | 503660.96 | 423730.91 | 344813.16 | 324211.48 | 502350.94 | 4746408.27 |
| 2003 | 0 | 0 | 0 | 0 | 1280.84 | 6962.56 | 20285.35 | 20568.45 | 102087.69 | 373547.74 | 432086.09 | 540789.08 | 1497607.8 |
Stats
Strategy
| Wins/Losses Ratio | 7.29 | Payout Ratio (Avg Win/Loss) | 0.82 | Average # of Bars in Trade | 0 |
| AHPR | 0.02 | Z-Score | -54.17 | Z-Probability | 99.9 % |
| Expectancy | 5386.16 | Deviation | $ 9085.49 | Exposure | -999999999 % |
| Stagnation in Days | 111 | Stagnation in % | 1.34 % |
Trades
| # of Wins | 45195 | # of Losses | 6196 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 331982507.32 | Gross Loss | $ -55182277.87 | Average Win | $ 7345.56 | Average Loss | $ -8906.11 |
| Largest Win | $ 112095.05 | Largest Loss | $ -83508.74 | Max Consec Wins | 183 | Max Consec Losses | 9 |
| Avg Consec Wins | 10.97 | Avg Consec Loss | 1.5 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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