Portfolio .pdf
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Title: Quant Analyzer Portfolio Report
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QUANT ANALYZER PORTFOLIO REPORT
Portfolio (1)
TOTAL PROFIT
# OF TRADES
17920
$ 23596.16
PROFIT IN PIPS
32874.9 PIPS
YRLY AVG PROFIT
$ 1394.91
YRLY AVG % RET
27.9 %
CAGR
10.8 %
SHARPE RATIO
PROFIT FACTOR
0.09
DRAWDOWN
1.51
% DRAWDOWN
$ 726.15
RETURN / DD RATIO WINNING %
32.49
DAILY AVG PROFIT
6.41 %
73.47 %
MTHLY AVG PROFIT AVERAGE TRADE
$ 3.87
$ 116.24
$ 6.51
generated by Quant Analyzer
STRATEGIES IN PORTFOLIO
#
Name
Symbol
Timeframe
Net Profit ($)
Net Profit (pips)
# of Trades
Sharpe Ratio
Profit Factor
S2
AUDNZD
AUDNZD
unknown
$ 2320.01
3132.1 pips
2823
0.09
1.51
S3
AUDUSD
AUDUSD
unknown
$ 5310.11
7087.2 pips
3331
0.1
1.65
S4
EURJPY
EURJPY
unknown
$ 4788.3
8950.7 pips
1675
0.12
1.51
S5
EURUSD
EURUSD
unknown
$ 3593.54
7772.1 pips
5213
0.07
1.35
S6
NZDUSD
NZDUSD
unknown
$ 7584.2
5932.8 pips
4878
0.1
1.53
#
Name
Return / DD Ratio
Winning %
Drawdown
% Drawdown
Yearly avg. profit
Monthly avg. profit
Daily avg. profit
S2
AUDNZD
14.42
71.27 %
$ 160.9
12.54 %
$ 162.82
$ 13.57
$ 0.73
S3
AUDUSD
15.22
70.52 %
$ 348.97
13.72 %
$ 313.92
$ 26.16
$ 1.16
S4
EURJPY
13.6
73.31 %
$ 352.07
18.02 %
$ 283.01
$ 23.59
$ 0.86
S5
EURUSD
11.12
78.96 %
$ 323.02
21.33 %
$ 212.43
$ 17.7
$ 0.68
S6
NZDUSD
13.92
70.93 %
$ 544.75
22.33 %
$ 448.34
$ 37.36
$ 1.48
MONTHLY PERFORMANCE ($)
Year
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
YTD
2016
112.34
20.79
37.15
70.61
143.54
117.94
-54.03
107.83
154.24
179.29
-33.18
0
856.52
2015
119.34
237.56
115.05
-21.62
316.28
311.69
325.01
-76.53
259.9
154.47
117.16
63.92
1922.23
2014
210.85
194.39
-0.74
138.75
80.09
64.5
21.53
114.18
-32.79
150.17
51.19
105.81
1097.93
2013
226.92
337.06
157.74
232
194.39
162.98
138.2
38.03
26.56
30.18
144.43
135.4
1823.89
2012
238.23
199.84
190.75
80.46
51.07
208.23
25.66
92.3
-78.94
145.23
33.59
-373.63
812.79
2011
177.34
41.83
-54.14
226.94
92.13
227.68
33.78
141.14
265.19
106.11
45.28
52.39
1355.67
2010
33.01
216.67
290
203.12
-97.82
249.64
454.39
205.91
-11.84
221.73
-75.24
61.19
1750.76
2009
80.41
321.54
46.85
-59.87
-5.7
655.95
182.61
258.82
309.78
-107.91
290.46
157.01
2129.95
2008
63.71
429.9
161.12
299.55
177.89
159.65
143.28
351.9
-307.69
-110.36
269.18
-46.15
1591.98
2007
100.44
66.88
-105.38
104.52
24.46
239.89
143.61
80.01
-54.33
303.93
302.88
178.32
1385.23
2006
111.61
180.42
275.18
276.59
225.03
108.14
93.43
110.55
189.35
4.46
-65.2
121.81
1631.37
2005
77.18
135.49
137.11
69.23
-10.11
166.72
137.87
169.16
190.76
49.4
94.92
234.36
1452.09
2004
370.28
-69.79
-7.89
87.12
144.35
232.87
78.19
75.72
107.54
78.09
4.3
252.8
1353.58
2003
39.76
126.3
88.66
15.76
407.22
90.73
74.11
-2.03
22.41
171.1
394.6
-32.08
1396.54
2002
74.77
10.74
19.4
97.93
-353.36
143.67
261.46
155.64
78.87
27.31
29.37
18.18
563.98
2001
331.9
39.22
80.05
270.46
139.98
171.81
-0.32
138.37
134.07
129.48
-12.85
-78.83
1343.34
2000
-67.52
114.94
201.57
94.76
163.43
173.38
128.72
87.36
54.75
101.87
123.01
-47.96
1128.31
STATS
Strategy
Wins/Losses Ratio
2.77
Payout Ratio (Avg Win/Loss)
0.54
Average # of Bars in Trade
0
AHPR
0.01
Z-Score
-17.01
Z-Probability
99.9 %
Expectancy
1.32
Deviation
$ 15.79
Exposure
-999999999 %
Stagnation in Days
247
Stagnation in %
4%
Trades
# of Wins
13165
# of Losses
4755
# of Cancelled/Expired
0
Gross Profit
$ 70128.54
Gross Loss
$ -46532.38
Average Win
$ 5.33
Average Loss
$ -9.79
Largest Win
$ 375.1
Largest Loss
$ -320.72
Max Consec Wins
35
Max Consec Losses
9
Avg Consec Wins
4.32
Avg Consec Loss
1.56
Avg # of Bars in Wins
0
Avg # of Bars in Losses
0
CHARTS
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
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