QUANT ANALYZER PORTFOLIO REPORT
Port_Sep_02_22
TOTAL PROFIT
$ 83764.33
PROFIT IN PIPS
101527.1 PIPS
YRLY AVG PROFIT
$ 22845.51
YRLY AVG % RET
8.46 %
CAGR
6.99 %
# OF TRADES
6613
SHARPE RATIO
0
PROFIT FACTOR
1.4
RETURN / DD RATIO
76.98
WINNING %
56.83 %
DRAWDOWN
$ 1088.12
% DRAWDOWN
0.4 %
DAILY AVG PROFIT
$ 62.65
MTHLY AVG PROFIT
$ 1903.73
AVERAGE TRADE
$ 75.43
ANNUAL% / MAX DD%
17.47
R EXPECTANCY
0.17 R
R EXP SCORE
314.29 R
SQN
12.53
SQN SCORE
27.94
generated by Quant Analyzer
STRATEGIES IN PORTFOLIO
# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S1 FxMath_102079067_GBPCAD(H1) FxMath_102079067_GBPCAD(H1) unknown $ 4811.51 6795.9 pips 244 0.2 1.53
S2 FxMath_108018384_AUDUSD(H1) FxMath_108018384_AUDUSD(H1) unknown $ 2374.29 2700.7 pips 262 0.12 1.31
S3 FxMath_112965462_AUDUSD(H1) FxMath_112965462_AUDUSD(H1) unknown $ 3705 3930.5 pips 216 0.25 1.69
S4 FxMath_115271596_GBPUSD(H1) FxMath_115271596_GBPUSD(H1) unknown $ 5190.86 5836.3 pips 297 0.16 1.43
S5 FxMath_120404908_EURAUD(H1) FxMath_120404908_EURAUD(H1) unknown $ 2625.32 3984.8 pips 230 0.15 1.38
S6 FxMath_120471658_EURUSD(H1) FxMath_120471658_EURUSD(H1) unknown $ 2234.2 2606.9 pips 195 0.12 1.28
S7 FxMath_120849229_GBPUSD(H1) FxMath_120849229_GBPUSD(H1) unknown $ 2151.96 2561.9 pips 275 0.11 1.27
S8 FxMath_123841348_EURGBP(H1) FxMath_123841348_EURGBP(H1) unknown $ 2514.65 2159.6 pips 169 0.17 1.4
S9 FxMath_128039069_EURAUD(H1) FxMath_128039069_EURAUD(H1) unknown $ 3338.06 5044 pips 211 0.19 1.49
S10 FxMath_130518264_EURAUD(H1) FxMath_130518264_EURAUD(H1) unknown $ 2407.12 3736.4 pips 288 0.17 1.4
S11 FxMath_134550494_USDJPY(H1) FxMath_134550494_USDJPY(H1) unknown $ 1945.09 2434 pips 210 0.13 1.3
S12 FxMath_136703482_GBPCHF(H1) FxMath_136703482_GBPCHF(H1) unknown $ 4001.25 4199.9 pips 284 0.18 1.48
S13 FxMath_142172252_NZDUSD(H1) FxMath_142172252_NZDUSD(H1) unknown $ 2289 2608.3 pips 241 0.14 1.33
S14 FxMath_148622109_AUDUSD(H1) FxMath_148622109_AUDUSD(H1) unknown $ 2763.15 3052.1 pips 244 0.16 1.44
S15 FxMath_151581547_EURGBP(H1) FxMath_151581547_EURGBP(H1) unknown $ 3829.68 3169.9 pips 243 0.15 1.47
S16 FxMath_152972375_GBPCHF(H1) FxMath_152972375_GBPCHF(H1) unknown $ 4347.59 4497 pips 217 0.18 1.46
S17 FxMath_152988974_EURAUD(H1) FxMath_152988974_EURAUD(H1) unknown $ 4505.06 6713.4 pips 273 0.22 1.59
S18 FxMath_158169674_USDCAD(H1) FxMath_158169674_USDCAD(H1) unknown $ 2434.15 3476.9 pips 228 0.19 1.44
S19 FxMath_161760385_USDCHF(H1) FxMath_161760385_USDCHF(H1) unknown $ 2473.19 2755 pips 336 0.12 1.31
S20 FxMath_162625797_USDCHF(H1) FxMath_162625797_USDCHF(H1) unknown $ 2726.99 2896 pips 215 0.15 1.36
S21 FxMath_163447264_EURJPY(H1) FxMath_163447264_EURJPY(H1) unknown $ 3765.74 4541.4 pips 244 0.18 1.49
S22 FxMath_164937649_EURCAD(H1) FxMath_164937649_EURCAD(H1) unknown $ 3453 4942 pips 266 0.14 1.35
S23 FxMath_165679650_EURAUD(H1) FxMath_165679650_EURAUD(H1) unknown $ 3025.66 4576.4 pips 214 0.2 1.51
S24 FxMath_179430801_EURGBP(H1) FxMath_179430801_EURGBP(H1) unknown $ 2302.4 1963.3 pips 216 0.13 1.32
S25 FxMath_181490591_EURJPY(H1) FxMath_181490591_EURJPY(H1) unknown $ 2759.25 3395.2 pips 212 0.14 1.35
S26 FxMath_190443696_EURUSD(H1) FxMath_190443696_EURUSD(H1) unknown $ 3679.4 4229.6 pips 349 0.12 1.35
S27 FxMath_197534740_USDJPY(H1) FxMath_197534740_USDJPY(H1) unknown $ 2110.76 2719.7 pips 234 0.1 1.27
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S1 FxMath_102079067_GBPCAD(H1) 9.28 60.66 % $ 518.7 4.73 % $ 1313.31 $ 109.35 $ 6.18
S2 FxMath_108018384_AUDUSD(H1) 4.71 59.92 % $ 504.09 4.36 % $ 647.04 $ 53.96 $ 2.25
S3 FxMath_112965462_AUDUSD(H1) 7.84 65.28 % $ 472.52 4.11 % $ 1010.64 $ 84.2 $ 4.81
S4 FxMath_115271596_GBPUSD(H1) 4.96 53.54 % $ 1046.67 8.15 % $ 1415.69 $ 117.97 $ 5.03
S5 FxMath_120404908_EURAUD(H1) 5.89 53.91 % $ 445.63 4.23 % $ 716.37 $ 59.67 $ 4.54
S6 FxMath_120471658_EURUSD(H1) 4.41 52.82 % $ 507.13 4.95 % $ 609.08 $ 50.78 $ 2.65
S7 FxMath_120849229_GBPUSD(H1) 4.11 53.09 % $ 523.22 4.71 % $ 586.9 $ 48.91 $ 3.76
S8 FxMath_123841348_EURGBP(H1) 4.82 60.95 % $ 521.71 5.22 % $ 685.65 $ 57.15 $ 3.03
S9 FxMath_128039069_EURAUD(H1) 6.08 62.56 % $ 549.25 4.99 % $ 911.24 $ 75.86 $ 4.74
S10 FxMath_130518264_EURAUD(H1) 5.6 58.33 % $ 429.49 3.9 % $ 656.94 $ 54.71 $ 4.84
S11 FxMath_134550494_USDJPY(H1) 4.41 49.52 % $ 441.27 4.41 % $ 530.18 $ 44.21 $ 2.64
S12 FxMath_136703482_GBPCHF(H1) 8.31 57.75 % $ 481.7 4.54 % $ 1115.84 $ 93.05 $ 7.24
S13 FxMath_142172252_NZDUSD(H1) 3.2 53.11 % $ 715.13 6.07 % $ 624.58 $ 52.02 $ 2.4
S14 FxMath_148622109_AUDUSD(H1) 6.81 59.84 % $ 405.48 3.26 % $ 754.2 $ 62.8 $ 3
S15 FxMath_151581547_EURGBP(H1) 5.05 63.79 % $ 757.65 7.19 % $ 1043.94 $ 87.04 $ 3.44
S16 FxMath_152972375_GBPCHF(H1) 8.03 53.46 % $ 541.72 5.04 % $ 1185.27 $ 98.81 $ 5.74
S17 FxMath_152988974_EURAUD(H1) 11.04 61.9 % $ 407.9 3.84 % $ 1227.75 $ 102.39 $ 5.83
S18 FxMath_158169674_USDCAD(H1) 7.51 57.46 % $ 323.94 2.82 % $ 663.63 $ 55.32 $ 3.63
S19 FxMath_161760385_USDCHF(H1) 3.63 63.39 % $ 682.22 6.59 % $ 674.83 $ 56.21 $ 2.62
S20 FxMath_162625797_USDCHF(H1) 5.72 47.44 % $ 476.88 3.9 % $ 744.28 $ 61.98 $ 2.45
S21 FxMath_163447264_EURJPY(H1) 6.44 54.51 % $ 584.92 4.66 % $ 1027.86 $ 85.59 $ 4.64
S22 FxMath_164937649_EURCAD(H1) 5.84 55.26 % $ 590.9 5.64 % $ 942.44 $ 78.48 $ 3.95
S23 FxMath_165679650_EURAUD(H1) 7.92 62.62 % $ 382.18 3.15 % $ 824.56 $ 68.77 $ 4.95
S24 FxMath_179430801_EURGBP(H1) 5.03 56.48 % $ 457.53 3.61 % $ 628.04 $ 52.33 $ 2.62
S25 FxMath_181490591_EURJPY(H1) 4.96 51.89 % $ 556.18 4.99 % $ 752.81 $ 62.71 $ 3.15
S26 FxMath_190443696_EURUSD(H1) 5.81 50.14 % $ 633.44 5.09 % $ 1003.24 $ 83.62 $ 3.17
S27 FxMath_197534740_USDJPY(H1) 4.64 54.7 % $ 454.65 4.13 % $ 575.86 $ 47.97 $ 2.27
MONTHLY PERFORMANCE ($)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2018 2998.26 480.64 989.65 2813.57 2603.94 1359.74 2632.03 1063.09 0 0 0 0 14940.92
2017 1638.92 1058.17 1531.92 1631.3 2361.09 2524.84 381.46 977.34 3295.74 234.18 1654.37 1634.31 18923.64
2016 2823.87 3034.73 2278.53 1388.63 1628.88 5333.07 1969.79 753.11 866.62 1339.73 1585.87 2311.52 25314.35
2015 363.85 572.06 3573.21 1750.96 2311.15 3711.81 2332.63 833.04 1712.77 3165.7 246.05 4012.19 24585.42
STATS
Strategy
Wins/Losses Ratio 1.32 Payout Ratio (Avg Win/Loss) 1.07 Average # of Bars in Trade 0
AHPR 0 Z-Score -3.24 Z-Probability 99.94 %
Expectancy 12.67 Deviation $ 103.44 Exposure -
999999999%
Stagnation in Days 27 Stagnation in % 2.02 %
Trades
# of Wins 3758 # of Losses 2855 # of Cancelled/Expired 0
Gross Profit $ 291300.6 Gross Loss $ -207536.27 Average Win $ 77.51 Average Loss $ -72.69
Largest Win $ 169.49 Largest Loss $ -163.32 Max Consec Wins 16 Max Consec Losses 9
Avg Consec Wins 2.41 Avg Consec Loss 1.83 Avg # of Bars in Wins 0 Avg # of Bars in Losses 0
CHARTS
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Wins/Losses Profit by monthReport generated by Quant Analyzer