Quant Analyzer Portfolio Report

Portfolio

Total Profit
$ 11014227862.71
Profit in pips
1307656.7 pips
Yrly Avg profit
$ 535105412.36
Yrly Avg % ret
3567369.42 %
CAGR
90.25 %
# of trades
279633
Sharpe ratio
0
Profit factor
3.04
Return / DD ratio
562.75
Winning %
83.32 %
Drawdown
$ 19572169.49
% Drawdown
5 %
Daily Avg profit
$ 1475646.82
Mthly Avg profit
$ 44592015.64
Average trade
$ 77937.41
Annual% / Max DD%
18.05
R Expectancy
0.34 R
R Exp score
4631.45 R
SQN
229.64
SQN score
925.19

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 audnzd audnzd unknown $ 247306377.45 47557.7 pips 12710 0.18 2.09
S3 audusd audusd unknown $ 750335928.42 85728.1 pips 25712 0.16 3
S4 cadchf cadchf unknown $ 215293462.79 26378.8 pips 11069 0.11 2.02
S5 chfjpy chfjpy unknown $ 550573003.64 72112 pips 19827 0.15 2.6
S6 euraud euraud unknown $ 89690574.81 25088.2 pips 11487 0.1 1.25
S7 eurchf eurchf unknown $ 1944075698.14 192844.6 pips 21915 0.16 10.83
S8 eurgbp eurgbp unknown $ 1668113714.26 144506 pips 31379 0.19 9.84
S9 eurjpy eurjpy unknown $ 1029149231.1 125442.4 pips 23382 0.13 3.16
S10 eurusd eurusd unknown $ 547336533.6 66215.9 pips 17064 0.14 2.51
S11 gbpchf gbpchf unknown $ 647334015.71 69423.9 pips 12435 0.11 2.38
S12 gbpjpy gbpjpy unknown $ 941067479.28 115723.5 pips 20252 0.13 2.35
S13 gbpusd gbpusd unknown $ 584189551.79 71555.1 pips 15095 0.16 2.25
S14 usdcad usdcad unknown $ 513681893.54 79448.4 pips 18322 0.19 2.46
S15 usdchf usdchf unknown $ 802554273.45 119590.7 pips 20963 0.15 3.62
S16 usdjpy usdjpy unknown $ 483526124.73 66041.4 pips 18021 0.15 2.35
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 audnzd 110.29 80.28 % $ 2242335.9 15.74 % $ 18782053.5 $ 1565230.24 $ 56180.46
S3 audusd 132.1 84.95 % $ 5680001.58 9.73 % $ 36454559.81 $ 3037797.28 $ 104898.07
S4 cadchf 96.55 78.24 % $ 2229975.35 58.34 % $ 16249414.63 $ 1354046.94 $ 46650.8
S5 chfjpy 154.34 82.79 % $ 3567255.06 14.25 % $ 26748067.79 $ 2229040.5 $ 76745.61
S6 euraud 10.93 70.32 % $ 8207432.53 48.42 % $ 5605836.61 $ 467138.41 $ 16761.46
S7 eurchf 593.74 93.05 % $ 3274263.22 5.51 % $ 96402735.24 $ 8033370.65 $ 307218.03
S8 eurgbp 770.7 93.32 % $ 2164417.88 6.49 % $ 82374909.56 $ 6864665.49 $ 247641.58
S9 eurjpy 154.52 84.17 % $ 6660241.17 19.45 % $ 50615022.23 $ 4217824.72 $ 149999.89
S10 eurusd 132.65 81.07 % $ 4126094.88 19.83 % $ 26593165.34 $ 2215937.38 $ 78606.42
S11 gbpchf 98.49 78.09 % $ 6572904.23 32.78 % $ 31709215.57 $ 2642179.66 $ 109717.63
S12 gbpjpy 247.53 78.54 % $ 3801871.27 13.68 % $ 45718816.49 $ 3809989.79 $ 135992.41
S13 gbpusd 146.01 78.71 % $ 4000911.65 15.74 % $ 28380118.06 $ 2365139.89 $ 83229.74
S14 usdcad 114.73 80.46 % $ 4477158.54 9.88 % $ 24956831.92 $ 2079683.78 $ 71994.66
S15 usdchf 403.06 85.08 % $ 1991157.72 16.78 % $ 38990286.42 $ 3249207.58 $ 112972.17
S16 usdjpy 113.08 80.57 % $ 4275814.81 16.49 % $ 23491304.19 $ 1957595.65 $ 68063.93

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2020 5644529.26 1529045.86 3080482.7 15585339.29 -708460.69 13730077.54 9390751.84 0 0 0 0 0 48251765.8
2019 -1685144.59 7068289.31 499570.58 9538885.36 11873769.98 9117192.6 8438815.92 16570892.98 11601232.47 14521745.07 6763392.49 -1863247.12 92445395.05
2018 -1211150.8 -11142069.2 -1782000.08 10555228.69 7370787.12 13724837.98 5738307.68 8991846.93 5422170.69 8383031.96 14634850.29 3204434.16 63890275.42
2017 5234306.77 1216557.22 -1023034.63 17917235.32 15697162.95 19782129.46 9085622.97 2536967.63 12464475.19 11653467.35 8581684.44 880.34 103147455.01
2016 -5363185.72 -7856078.85 17369832.53 17811631.46 11402542.77 3598856.16 15377455.66 21448473.05 15274293.52 19758605.98 11729144.02 14426383.03 134977953.61
2015 2063776.94 12985455.58 21515063.26 25047519.21 24352305.69 31529472.42 25417537.16 12358398.6 3540826.86 18256147.42 6289434.86 -3007171.58 180348766.42
2014 4380530.94 11532666.73 10622188.52 8530480.26 7386818.72 1171825.19 5811378.2 7098034.81 3361303.33 5351821.67 5730933.67 7917056.74 78895038.78
2013 6226260.23 2529266.55 20727404.97 24001570.92 29909164.62 18097712.4 18342507.01 26381608.14 17844556.7 12284024.33 7636619.29 4977899.27 188958594.43
2012 14355499.48 10925876.28 15039581.63 15059442.92 5893025.16 17757649.42 12875082.71 8247406.13 10664159.61 8275489.8 4754065.42 2016837.42 125864115.98
2011 24728922.51 20292609.28 -4025419.42 6383574.51 19329942.21 18720575.73 34854731.57 22419628.34 21974354.55 20012170.16 26994388.86 38608122 250293600.3
2010 24430701.97 16613175.85 26997271.25 18569881.27 8888371.21 25078449.4 26763787.44 12585414.49 14842105.31 14368838.27 18496628.13 20372234.94 228006859.53
2009 11683076.16 24594591.55 41443124.42 38360339.53 14845043.36 35169366.75 25379687.18 30018045.56 36813104.91 30736243.81 17777269.05 19571757.15 326391649.43
2008 -2162088.08 33946585.7 15280046.02 37059391.52 35509068.36 26595365.3 44566939.09 32817820.61 23079500.23 13012727.2 21431520.49 25917564 307054440.44
2007 27353739.12 16932017.1 12210738.94 22702101.28 23441508.34 11199346.04 1876940.73 8657175 21195596.24 11040343 354567.37 23188817.78 180152890.94
2006 83246159.18 74976514.95 78253517.14 72152757.31 99635092.49 98322013.35 117101075.59 144995006.94 165003881.77 18264152.54 19074428.44 24115898.29 995140497.99
2005 104135263.91 95079583.93 106469456.42 107689309.16 104257713.95 121835652.61 105695270.82 104269012 89185533.02 66945654.56 66484685.14 74878585.56 1146925721.08
2004 165445789.92 142451463.84 137484735.58 164766185.54 212678644.34 263537030.26 207915251.73 232496468.2 148409944.39 123716648.06 128644601.61 105217346.16 2032764109.63
2003 172205954.92 155167585.92 156424338.19 105438636.04 150601678.22 144323719.01 144685904.58 128367865.55 114379905.32 155004581.79 125108916.39 172884514.66 1724593600.59
2002 76776878.3 84302459.95 84514914.09 104825715.47 117417108.39 75270596.48 83895351.72 92233146.05 89411448.93 87752569.61 99155318.34 111595106.71 1107150614.04
2001 57386393.3 72046741.2 76517335.15 92026404.52 91508529.75 88020815.9 112445317.79 134222591.36 132311704.99 107531711.56 82970431.65 109189441.04 1156177418.21
2000 86550.08 2287696.58 28607676.15 41148454.99 39818053.06 55961073.99 57360779.14 37583859.45 60676803.27 69266808.95 76205796.03 73793548.34 542797100.03

Stats

Strategy

Wins/Losses Ratio4.99 Payout Ratio (Avg Win/Loss)0.61 Average # of Bars in Trade0
AHPR0 Z-Score-145.85 Z-Probability99.9 %
Expectancy39388.15 Deviation $ 98551.46 Exposure-999999999 %
Stagnation in Days153 Stagnation in %2.04 %

Trades

# of Wins232983 # of Losses46650 # of Cancelled/Expired0
Gross Profit $ 16404049688.66 Gross Loss $ -5389821825.95 Average Win $ 70408.78 Average Loss $ -115537.45
Largest Win $ 1142816.37 Largest Loss $ -280324.69 Max Consec Wins349 Max Consec Losses23
Avg Consec Wins8.28 Avg Consec Loss1.66 Avg # of Bars in Wins0 Avg # of Bars in Losses0

Charts

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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