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 Ratio | 4.24 | Payout Ratio (Avg Win/Loss) | 0.65 | Average # of Bars in Trade | 0 |
| AHPR | 0 | Z-Score | -167.28 | Z-Probability | 99.9 % |
| Expectancy | 3320.32 | Deviation | $ 9750.12 | Exposure | -999999999 % |
| Stagnation in Days | 112 | Stagnation in % | 1.33 % |
Trades
| # of Wins | 160958 | # of Losses | 37978 | # of Cancelled/Expired | 0 | ||
| 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 Wins | 212 | Max Consec Losses | 17 |
| Avg Consec Wins | 8.39 | Avg Consec Loss | 1.98 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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