Quant Analyzer Portfolio Report

Quant Analyzer Portfolio Report

Portfolio

Total Profit
$ 51431071.07
Profit in pips
60135 pips
Yrly Avg profit
$ 2373794.22
Yrly Avg % ret
2373.79 %
CAGR
31.19 %
# of trades
18093
Sharpe ratio
0.15
Profit factor
3.31
Return / DD ratio
131.19
Winning %
97.64 %
Drawdown
$ 392023.53
% Drawdown
9.91 %
Daily Avg profit
$ 11401.26
Mthly Avg profit
$ 197811.81
Average trade
$ 5301.22
Annual% / Max DD%
3.15
R Expectancy
0.05 R
R Exp score
45.57 R
SQN
40.59
SQN score
46.36

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 AUDUSD AUDUSD unknown $ 1032550.8 1440 pips 613 0.3 3.63
S3 CHFJPY CHFJPY unknown $ 4204091.47 4465 pips 1587 0.23 2.22
S4 EURAUD EURAUD unknown $ 3354717.91 4359 pips 994 0.18 2.49
S5 EURCAD EURCAD unknown $ 4527419.96 5348 pips 1283 0.18 3.36
S6 EURCHF EURCHF unknown $ 11099124.41 11611 pips 2789 0.27 8.62
S7 EURGBP EURGBP unknown $ 9973877.03 7325 pips 2342 0.27 6.45
S8 EURUSD EURUSD unknown $ 5283561.02 7714 pips 3127 0.08 2.16
S9 GBPUSD GBPUSD unknown $ 2070645.7 2756 pips 1266 0.15 1.93
S10 USDCAD USDCAD unknown $ 5646567.88 8675 pips 2084 0.23 4.47
S11 USDCHF USDCHF unknown $ 4238514.89 6442 pips 2008 0.19 2.68
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 AUDUSD 10.3 98.69 % $ 100240 36.21 % $ 127746.58 $ 10644.85 $ 1706.7
S3 CHFJPY 24.52 96.41 % $ 171477.95 41.93 % $ 231423.71 $ 19284.82 $ 2230.29
S4 EURAUD 15.11 95.88 % $ 221947.76 60.25 % $ 273777.38 $ 22821.21 $ 3314.94
S5 EURCAD 18.11 97.12 % $ 250033.29 52.53 % $ 267622.39 $ 22302.56 $ 2815.56
S6 EURCHF 84.32 99.07 % $ 131634.72 1.65 % $ 605537.03 $ 50450.57 $ 5250.3
S7 EURGBP 47.85 99.06 % $ 208424.8 5.52 % $ 515643.48 $ 42990.85 $ 5308.08
S8 EURUSD 13.38 96.8 % $ 394870 90.03 % $ 243919.05 $ 20321.39 $ 1857.79
S9 GBPUSD 10.5 96.37 % $ 197150 59.08 % $ 148772.46 $ 12399.08 $ 1633
S10 USDCAD 42.33 98.22 % $ 133396.99 38.28 % $ 276692.66 $ 23047.22 $ 2306.6
S11 USDCHF 16.63 97.36 % $ 254937.26 33.74 % $ 205931.03 $ 17159.98 $ 1942.49

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2025 13214.98 0 0 0 0 0 0 0 0 0 0 0 13214.98
2024 -5679.24 19840.25 28919.57 83450.15 24172.57 28379.11 35414.41 26563.49 22642.8 17106.61 27428.11 35416.08 343653.91
2023 43090.02 -10896.73 -87830.94 26991.31 71166.1 6500 29419.48 18594.7 11046.35 45850.6 15457.8 35644.09 205032.78
2022 37737.19 -9160.59 173841.66 9020 23100 -25733.39 47048.08 46571.54 -63835.79 47765.6 3221.88 29060.25 318636.43
2021 239948.48 146354.6 358230 98434.57 52297.51 45351.56 152258.03 65185.68 44581.52 43580.9 108731.27 113089.52 1468043.64
2020 132646.62 148863.85 243539.28 -147560.77 291428.71 254281.87 293524.25 296212.31 80885.96 181937.01 321013.97 255812.82 2352585.88
2019 91065.36 211605.47 -122040.81 87756.44 166514.66 40525.76 103818.26 139885.15 106682.85 123568.43 157960.51 53054.39 1160396.47
2018 314934.02 101104.73 321625.11 175418.56 159198.97 178278.72 100331.99 234048.18 174237.62 158215.67 276257.42 213270.45 2406921.44
2017 351283.52 214547.88 75283.21 68323.99 3413.92 236532.9 135672.43 30590.67 163539 90887.65 353272.92 -37558.08 1685790.01
2016 -253461.13 77121.42 74190.7 204248.78 6920.91 275741.78 79001.09 294124.6 180861.2 284464.52 348468.63 294064.82 1865747.32
2015 224988.64 147023.11 38660.69 201688.02 49545.98 -41877.8 216274.91 284741.04 -188881.87 98577.66 116264.03 71011.73 1218016.14
2014 197899.13 113161.79 41929.72 260593.13 105782.32 36134.53 3408.15 -17792.85 -98420.11 177010.09 19769.87 233452.74 1072928.51
2013 174815.84 207288.94 123732.54 183117.94 226388.74 117605.63 -11998.95 171451.67 23999.64 179344.23 157002.66 292758.26 1845507.14
2012 271912.83 93186.73 338674.4 201669.29 211877.18 220701.15 206761.27 191900.16 130872.22 30983.4 81217.25 172115.54 2151871.42
2011 208610.39 -4238.41 88912.52 46192.86 144727.02 273523.62 71060.75 210558.75 174038.16 371170.9 301481.61 133822.49 2019860.66
2010 262718.88 198858.35 447724.28 197143.23 104968.07 276430.13 325864.7 338674.9 285160.57 194236.25 -201026.14 73088.09 2503841.31
2009 243054.39 332683.28 352612.85 398798.62 141437.21 517671.08 194322.22 467401.77 445168.9 157350.04 282300.92 439757.11 3972558.39
2008 373484.35 241850.14 136694.8 205583.44 358087.86 176621.88 443795.66 201074.77 -83089.72 74724.07 -118037.43 388102.87 2398892.69
2007 127907.54 442564.77 363537.09 436562.83 335135.27 290418.04 187342.01 65993.82 318415.25 235257.13 -8033.04 350241.83 3145342.54
2006 308651.98 222782.54 174523.86 333762.61 557037.19 590439.99 701020.45 571780.51 540271.52 461351.81 343391.63 266549.72 5071563.81
2005 295744.8 306954.96 312076.3 398063.92 500593.95 749939.48 646207.96 782441.06 731324.65 364350.53 420232.81 637368.36 6145298.78
2004 316185.43 502766.99 556373.22 540312.03 492627.83 400778.58 579276.24 558192.85 316532.61 608595.86 570128.41 659440.51 6101210.56
2003 0 0 0 0 13198.28 28468.59 19667.17 111194.44 387964.45 237369.82 482930.39 683363.12 1964156.26

Stats

Strategy

Wins/Losses Ratio41.37 Payout Ratio (Avg Win/Loss)0.08 Average # of Bars in Trade0
AHPR0.03 Z-Score-14.58 Z-Probability99.9 %
Expectancy2842.59 Deviation $ 9734.91 Exposure-999999999 %
Stagnation in Days148 Stagnation in %1.87 %

Trades

# of Wins17666 # of Losses427 # of Cancelled/Expired0
Gross Profit $ 73673011.51 Gross Loss $ -22241940.44 Average Win $ 4170.33 Average Loss $ -52088.85
Largest Win $ 120208.6 Largest Loss $ -84813.32 Max Consec Wins567 Max Consec Losses4
Avg Consec Wins47.36 Avg Consec Loss1.15 Avg # of Bars in Wins0 Avg # of Bars in Losses0
Report generated by Quant Analyzer

风险

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