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Portfolio .pdf


Original filename: Portfolio.pdf
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


Portfolio.pdf - page 1/2
Portfolio.pdf - page 2/2

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