Quant Analyzer Portfolio Report
Portfolio
Total Profit
$ 33190.71
Profit in pips
348862.8 pips
Yrly Avg profit
$ 3017.32
Yrly Avg % ret
0.86 %
CAGR
0.83 %
# of trades
33610
Sharpe ratio
0
Profit factor
1.3
Return / DD ratio
36.04
Winning %
43.38 %
Drawdown
$ 920.97
% Drawdown
0.24 %
Daily Avg profit
$ 8.27
Mthly Avg profit
$ 251.44
Average trade
$ 7.51
Strategies in portfolio
| # | Name | Symbol | Timeframe | Net Profit ($) | Net Profit (pips) | # of Trades | Sharpe Ratio | Profit Factor |
| S2 | StrategyTester_angely102_Nor_AUDJPY_20050101-20151231_0.01 | StrategyTester_angely102_Nor_AUDJPY_20050101-20151231_0.01 | unknown | $ 1157.98 | 11608.4 pips | 681 | 0.13 | 1.41 |
| S3 | StrategyTester_angely102_Nor_AUDNZD_20050101-20151231_0.01 | StrategyTester_angely102_Nor_AUDNZD_20050101-20151231_0.01 | unknown | $ 638.61 | 8719.7 pips | 329 | 0.16 | 1.62 |
| S4 | StrategyTester_angely102_Nor_CADJPY_20050101-20151231_0.01 | StrategyTester_angely102_Nor_CADJPY_20050101-20151231_0.01 | unknown | $ 1049.61 | 10517.9 pips | 472 | 0.1 | 1.37 |
| S5 | StrategyTester_angely102_Nor_EURAUD_20050101-20151231_0.01 | StrategyTester_angely102_Nor_EURAUD_20050101-20151231_0.01 | unknown | $ 1041.36 | 13672.1 pips | 1548 | 0.06 | 1.16 |
| S6 | StrategyTester_angely102_Nor_EURCAD_20050101-20151231_0.01 | StrategyTester_angely102_Nor_EURCAD_20050101-20151231_0.01 | unknown | $ 1066.85 | 13789.3 pips | 515 | 0.1 | 1.34 |
| S7 | StrategyTester_angely102_Nor_EURJPY_20050101-20151231_0.01 | StrategyTester_angely102_Nor_EURJPY_20050101-20151231_0.01 | unknown | $ 1801.38 | 18047.4 pips | 502 | 0.14 | 1.71 |
| S8 | StrategyTester_angely102_Nor_EURUSD_20050101-20151231_0.01 | StrategyTester_angely102_Nor_EURUSD_20050101-20151231_0.01 | unknown | $ 1562.05 | 15620.5 pips | 666 | 0.1 | 1.49 |
| S9 | StrategyTester_angely102_Nor_GBPJPY1_20050101-20151231_0.01 | StrategyTester_angely102_Nor_GBPJPY1_20050101-20151231_0.01 | unknown | $ 2026.35 | 20329.9 pips | 301 | 0.24 | 2.1 |
| S10 | StrategyTester_angely102_Nor_GBPJPY2_20050101-20151231_0.01 | StrategyTester_angely102_Nor_GBPJPY2_20050101-20151231_0.01 | unknown | $ 3302.9 | 33128.3 pips | 1083 | 0.13 | 1.53 |
| S11 | StrategyTester_angely102_Nor_GBPUSD_20050101-20151231_0.01 | StrategyTester_angely102_Nor_GBPUSD_20050101-20151231_0.01 | unknown | $ 2041.59 | 20415.9 pips | 776 | 0.08 | 1.41 |
| S12 | StrategyTester_angely102_Nor_NZDJPY_20050101-20151231_0.01 | StrategyTester_angely102_Nor_NZDJPY_20050101-20151231_0.01 | unknown | $ 554.09 | 5567.1 pips | 442 | 0.05 | 1.25 |
| S13 | StrategyTester_angely102_Nor_USDJPY1_20050101-20151231_0.01 | StrategyTester_angely102_Nor_USDJPY1_20050101-20151231_0.01 | unknown | $ 1026.92 | 10597.1 pips | 1588 | 0.1 | 1.34 |
| S14 | StrategyTester_angely102_Nor_USDJPY2_20050101-20151231_0.01 | StrategyTester_angely102_Nor_USDJPY2_20050101-20151231_0.01 | unknown | $ 997.07 | 10013.9 pips | 1144 | 0.07 | 1.21 |
| S15 | StrategyTester_dixie1.11_20050101-20151231_0.01 | StrategyTester_dixie1.11_20050101-20151231_0.01 | unknown | $ 2646.02 | 28376.3 pips | 5261 | 0 | 1.24 |
| S16 | StrategyTester_ginzooo02_Nor_AUDJPY_20050101-20151231_0.01 | StrategyTester_ginzooo02_Nor_AUDJPY_20050101-20151231_0.01 | unknown | $ 1055.66 | 10606 pips | 355 | 0.16 | 2.12 |
| S17 | StrategyTester_ginzooo02_Nor_AUDUSD_20050101-20151231_0.01 | StrategyTester_ginzooo02_Nor_AUDUSD_20050101-20151231_0.01 | unknown | $ 657.91 | 6579.1 pips | 188 | 0.12 | 1.71 |
| S18 | StrategyTester_ginzooo02_Nor_EURAUD_20050101-20151231_0.01 | StrategyTester_ginzooo02_Nor_EURAUD_20050101-20151231_0.01 | unknown | $ 575.02 | 7537.1 pips | 856 | 0.08 | 1.17 |
| S19 | StrategyTester_ginzooo02_Nor_EURCAD_20050101-20151231_0.01 | StrategyTester_ginzooo02_Nor_EURCAD_20050101-20151231_0.01 | unknown | $ 377.5 | 4878.9 pips | 754 | 0 | 1.12 |
| S20 | StrategyTester_ginzooo02_Nor_EURGBP_20050101-20151231_0.01 | StrategyTester_ginzooo02_Nor_EURGBP_20050101-20151231_0.01 | unknown | $ 491.55 | 3717.4 pips | 1292 | 0 | 1.16 |
| S21 | StrategyTester_ginzooo02_Nor_EURJPY_20050101-20151231_0.01 | StrategyTester_ginzooo02_Nor_EURJPY_20050101-20151231_0.01 | unknown | $ 1641.89 | 16495.3 pips | 1063 | 0.06 | 1.31 |
| S22 | StrategyTester_ginzooo02_Nor_EURNZD_20050101-20151231_0.01 | StrategyTester_ginzooo02_Nor_EURNZD_20050101-20151231_0.01 | unknown | $ 601.71 | 8223.6 pips | 412 | 0.05 | 1.29 |
| S23 | StrategyTester_ginzooo02_Nor_EURUSD_20050101-20151231_0.01 | StrategyTester_ginzooo02_Nor_EURUSD_20050101-20151231_0.01 | unknown | $ 647.63 | 6476.3 pips | 423 | 0.07 | 1.45 |
| S24 | StrategyTester_ginzooo02_Nor_GBPJPY1_20050101-20151231_0.01 | StrategyTester_ginzooo02_Nor_GBPJPY1_20050101-20151231_0.01 | unknown | $ 1249.98 | 12563.6 pips | 902 | 0.06 | 1.29 |
| S25 | StrategyTester_ginzooo02_Nor_GBPJPY2_20050101-20151231_0.01 | StrategyTester_ginzooo02_Nor_GBPJPY2_20050101-20151231_0.01 | unknown | $ 1315.59 | 13224.8 pips | 1013 | 0.05 | 1.17 |
| S26 | StrategyTester_ginzooo02_Nor_GBPUSD_20050101-20151231_0.01 | StrategyTester_ginzooo02_Nor_GBPUSD_20050101-20151231_0.01 | unknown | $ 555.43 | 5554.3 pips | 183 | 0.1 | 1.5 |
| S27 | StrategyTester_ginzooo02_Nor_NZDJPY_20050101-20151231_0.01 | StrategyTester_ginzooo02_Nor_NZDJPY_20050101-20151231_0.01 | unknown | $ 461.54 | 4639.5 pips | 311 | 0.05 | 1.28 |
| S28 | StrategyTester_ginzooo02_Nor_USDJPY1_20050101-20151231_0.01 | StrategyTester_ginzooo02_Nor_USDJPY1_20050101-20151231_0.01 | unknown | $ 453.99 | 4902.8 pips | 547 | 0.12 | 1.34 |
| S29 | StrategyTester_ginzooo02_Nor_USDJPY2_20050101-20151231_0.01 | StrategyTester_ginzooo02_Nor_USDJPY2_20050101-20151231_0.01 | unknown | $ 559.24 | 5758.3 pips | 1366 | 0 | 1.16 |
| S30 | StrategyTester_spencer_an_GBPUSD_H4_20050101-20151231_0.01 | StrategyTester_spencer_an_GBPUSD_H4_20050101-20151231_0.01 | unknown | $ 31.69 | 393.4 pips | 515 | 0 | 1.02 |
| S31 | StrategyTester_spencer_bo_EURJPY_M1_20050101-20151231_0.01 | StrategyTester_spencer_bo_EURJPY_M1_20050101-20151231_0.01 | unknown | $ 504.52 | 5075.3 pips | 1076 | 0 | 1.32 |
| S32 | StrategyTester_spencer_bo_GBPUSD_M1_20050101-20151231_0.01 | StrategyTester_spencer_bo_GBPUSD_M1_20050101-20151231_0.01 | unknown | $ 101.61 | 1016.4 pips | 1861 | 0 | 1.03 |
| S33 | StrategyTester_spencer_bo_USDCAD_M1_20050101-20151231_0.01 | StrategyTester_spencer_bo_USDCAD_M1_20050101-20151231_0.01 | unknown | $ 131.24 | 1441.5 pips | 1731 | 0 | 1.06 |
| S34 | StrategyTester_spencer_bo_USDJPY_M1_20050101-20151231_0.01 | StrategyTester_spencer_bo_USDJPY_M1_20050101-20151231_0.01 | unknown | $ 411.97 | 4777.9 pips | 2519 | 0 | 1.12 |
| S35 | StrategyTester_spencer_br_AUDUSD_M30_20050101-20151231_0.01 | StrategyTester_spencer_br_AUDUSD_M30_20050101-20151231_0.01 | unknown | $ 184 | 1893.7 pips | 438 | 0 | 1.24 |
| S36 | StrategyTester_spencer_br_EURJPY_M30_20050101-20151231_0.01 | StrategyTester_spencer_br_EURJPY_M30_20050101-20151231_0.01 | unknown | $ 268.26 | 2703.8 pips | 497 | 0.14 | 1.22 |
| # | Name | Return / DD Ratio | Winning % | Drawdown | % Drawdown | Yearly avg. profit | Monthly avg. profit | Daily avg. profit |
| S2 | StrategyTester_angely102_Nor_AUDJPY_20050101-20151231_0.01 | 6.92 | 33.5 % | $ 167.33 | 1.66 % | $ 106.11 | $ 8.84 | $ 0.41 |
| S3 | StrategyTester_angely102_Nor_AUDNZD_20050101-20151231_0.01 | 6.97 | 27.05 % | $ 91.62 | 0.89 % | $ 75.24 | $ 6.26 | $ 0.26 |
| S4 | StrategyTester_angely102_Nor_CADJPY_20050101-20151231_0.01 | 6.31 | 36.38 % | $ 166.33 | 1.65 % | $ 123.55 | $ 10.29 | $ 0.45 |
| S5 | StrategyTester_angely102_Nor_EURAUD_20050101-20151231_0.01 | 3.34 | 25.33 % | $ 311.89 | 2.78 % | $ 94.69 | $ 7.89 | $ 0.27 |
| S6 | StrategyTester_angely102_Nor_EURCAD_20050101-20151231_0.01 | 5.98 | 34.86 % | $ 178.4 | 1.59 % | $ 96.95 | $ 8.08 | $ 0.31 |
| S7 | StrategyTester_angely102_Nor_EURJPY_20050101-20151231_0.01 | 9.83 | 32.49 % | $ 183.3 | 1.83 % | $ 167.51 | $ 13.96 | $ 0.71 |
| S8 | StrategyTester_angely102_Nor_EURUSD_20050101-20151231_0.01 | 7.92 | 30.03 % | $ 197.23 | 1.8 % | $ 142.13 | $ 11.83 | $ 0.5 |
| S9 | StrategyTester_angely102_Nor_GBPJPY1_20050101-20151231_0.01 | 16.71 | 39.78 % | $ 121.23 | 1.18 % | $ 196.31 | $ 16.34 | $ 1.15 |
| S10 | StrategyTester_angely102_Nor_GBPJPY2_20050101-20151231_0.01 | 13.09 | 22.94 % | $ 252.24 | 2.52 % | $ 300.1 | $ 25.02 | $ 0.91 |
| S11 | StrategyTester_angely102_Nor_GBPUSD_20050101-20151231_0.01 | 7 | 22.55 % | $ 291.67 | 2.42 % | $ 185.64 | $ 15.47 | $ 0.53 |
| S12 | StrategyTester_angely102_Nor_NZDJPY_20050101-20151231_0.01 | 2.56 | 24.66 % | $ 216.63 | 2.15 % | $ 65.14 | $ 5.43 | $ 0.23 |
| S13 | StrategyTester_angely102_Nor_USDJPY1_20050101-20151231_0.01 | 3.61 | 15.72 % | $ 284.35 | 2.68 % | $ 93.35 | $ 7.78 | $ 0.29 |
| S14 | StrategyTester_angely102_Nor_USDJPY2_20050101-20151231_0.01 | 3.29 | 24.71 % | $ 302.75 | 2.91 % | $ 90.68 | $ 7.55 | $ 0.26 |
| S15 | StrategyTester_dixie1.11_20050101-20151231_0.01 | 10.22 | 43.57 % | $ 258.9 | 2.54 % | $ 240.57 | $ 20.05 | $ 0.66 |
| S16 | StrategyTester_ginzooo02_Nor_AUDJPY_20050101-20151231_0.01 | 8.4 | 18.53 % | $ 125.65 | 1.12 % | $ 100.63 | $ 8.38 | $ 0.49 |
| S17 | StrategyTester_ginzooo02_Nor_AUDUSD_20050101-20151231_0.01 | 4.28 | 21.81 % | $ 153.85 | 1.48 % | $ 68.03 | $ 5.67 | $ 0.26 |
| S18 | StrategyTester_ginzooo02_Nor_EURAUD_20050101-20151231_0.01 | 3.6 | 38.25 % | $ 159.57 | 1.5 % | $ 52.24 | $ 4.36 | $ 0.2 |
| S19 | StrategyTester_ginzooo02_Nor_EURCAD_20050101-20151231_0.01 | 2 | 41.64 % | $ 188.82 | 1.84 % | $ 34.31 | $ 2.86 | $ 0.13 |
| S20 | StrategyTester_ginzooo02_Nor_EURGBP_20050101-20151231_0.01 | 3.57 | 44.48 % | $ 137.82 | 1.38 % | $ 44.7 | $ 3.72 | $ 0.16 |
| S21 | StrategyTester_ginzooo02_Nor_EURJPY_20050101-20151231_0.01 | 8.62 | 38.61 % | $ 190.54 | 1.8 % | $ 149.21 | $ 12.44 | $ 0.47 |
| S22 | StrategyTester_ginzooo02_Nor_EURNZD_20050101-20151231_0.01 | 3.46 | 25.25 % | $ 173.86 | 1.71 % | $ 72.21 | $ 6.02 | $ 0.31 |
| S23 | StrategyTester_ginzooo02_Nor_EURUSD_20050101-20151231_0.01 | 3.27 | 24.58 % | $ 198.29 | 1.91 % | $ 59.34 | $ 4.94 | $ 0.33 |
| S24 | StrategyTester_ginzooo02_Nor_GBPJPY1_20050101-20151231_0.01 | 5.76 | 31.46 % | $ 217.14 | 1.91 % | $ 114.58 | $ 9.54 | $ 0.49 |
| S25 | StrategyTester_ginzooo02_Nor_GBPJPY2_20050101-20151231_0.01 | 5.73 | 53.8 % | $ 229.41 | 2.1 % | $ 119.53 | $ 9.97 | $ 0.4 |
| S26 | StrategyTester_ginzooo02_Nor_GBPUSD_20050101-20151231_0.01 | 3.43 | 20.11 % | $ 161.8 | 1.55 % | $ 58.64 | $ 4.87 | $ 0.3 |
| S27 | StrategyTester_ginzooo02_Nor_NZDJPY_20050101-20151231_0.01 | 3.35 | 26.37 % | $ 137.57 | 1.33 % | $ 56.45 | $ 4.71 | $ 0.22 |
| S28 | StrategyTester_ginzooo02_Nor_USDJPY1_20050101-20151231_0.01 | 4.51 | 40.95 % | $ 100.67 | 0.98 % | $ 41.93 | $ 3.49 | $ 0.25 |
| S29 | StrategyTester_ginzooo02_Nor_USDJPY2_20050101-20151231_0.01 | 5.38 | 48.17 % | $ 103.88 | 1.01 % | $ 50.85 | $ 4.24 | $ 0.18 |
| S30 | StrategyTester_spencer_an_GBPUSD_H4_20050101-20151231_0.01 | 0.17 | 73.01 % | $ 187.92 | 1.87 % | $ 2.95 | $ 0.25 | $ 0.04 |
| S31 | StrategyTester_spencer_bo_EURJPY_M1_20050101-20151231_0.01 | 4.89 | 69.7 % | $ 103.24 | 1.01 % | $ 45.86 | $ 3.82 | $ 0.36 |
| S32 | StrategyTester_spencer_bo_GBPUSD_M1_20050101-20151231_0.01 | 0.66 | 65.56 % | $ 153.91 | 1.53 % | $ 9.24 | $ 0.77 | $ 0.06 |
| S33 | StrategyTester_spencer_bo_USDCAD_M1_20050101-20151231_0.01 | 1.76 | 65.4 % | $ 74.6 | 0.73 % | $ 11.93 | $ 0.99 | $ 0.07 |
| S34 | StrategyTester_spencer_bo_USDJPY_M1_20050101-20151231_0.01 | 5.06 | 60.82 % | $ 81.47 | 0.8 % | $ 37.45 | $ 3.12 | $ 0.19 |
| S35 | StrategyTester_spencer_br_AUDUSD_M30_20050101-20151231_0.01 | 1.41 | 74.43 % | $ 130.12 | 1.29 % | $ 16.99 | $ 1.42 | $ 0.16 |
| S36 | StrategyTester_spencer_br_EURJPY_M30_20050101-20151231_0.01 | 1.8 | 74.25 % | $ 148.63 | 1.48 % | $ 24.42 | $ 2.03 | $ 0.3 |
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2015 | -212.62 | 125.77 | -227.83 | 795.5 | -68.2 | -107.24 | -66.28 | 556.81 | -91.12 | 129.22 | 25.18 | -46.43 | 812.76 |
| 2014 | 62.89 | -162.44 | 197.53 | -281.61 | -67.82 | -134.1 | 562.58 | 142.02 | 419.67 | 1821.23 | -55.44 | 791.59 | 3296.1 |
| 2013 | 604.78 | 488.14 | 84.94 | 791.69 | 577.87 | 329.42 | 301.76 | -190.05 | -76.42 | -72 | 861.31 | -112.71 | 3588.73 |
| 2012 | 206.5 | 741.67 | 192.96 | 166.73 | 955.53 | 134.11 | -319.72 | 122.36 | 100.31 | -16.86 | 1152.61 | -10.42 | 3425.78 |
| 2011 | 163.29 | 337.41 | 1383.92 | 147.68 | 44.95 | -137.44 | 93.37 | 466.89 | -102.68 | 197.79 | 452.27 | 405.07 | 3452.52 |
| 2010 | 524.25 | 133.43 | 366.39 | 344.03 | 1002.54 | 224.78 | -248.15 | -106.25 | 194.95 | -248.84 | -131.82 | -153.31 | 1902 |
| 2009 | 680.75 | 454.92 | 1086.39 | 436.56 | -14.57 | -119.02 | 766.1 | -250.06 | 266.89 | 252.92 | 259 | 349.32 | 4169.2 |
| 2008 | -138.88 | 601.53 | -155.46 | 280.25 | -3.27 | -32.98 | 1180.86 | 1104.55 | -217.04 | 2644.47 | 527.37 | 1324.63 | 7116.03 |
| 2007 | 293.95 | 27.15 | 713.03 | 209.14 | -249.52 | 451.94 | 200.4 | 182.25 | 106.46 | -67.69 | 397.01 | 302.95 | 2567.07 |
| 2006 | 368.41 | -55.18 | 195.98 | 683.43 | -234.21 | 11.93 | 228.35 | -178.84 | 235.92 | 167.48 | 283.16 | 222.5 | 1928.93 |
| 2005 | 76.54 | 35.29 | 21.65 | -224.3 | 664.31 | -58.75 | -49.26 | -57.1 | 372.14 | -41.36 | 121.81 | 70.62 | 931.59 |
Stats
Strategy
| Wins/Losses Ratio | 0.77 | Payout Ratio (Avg Win/Loss) | 1.7 | Average # of Bars in Trade | 0 |
| AHPR | 0 | Z-Score | -38.93 | Z-Probability | 99.9 % |
| Expectancy | 0.99 | Deviation | $ 15.4 | Exposure | -999999999 % |
| Stagnation in Days | 237 | Stagnation in % | 5.9 % |
Trades
| # of Wins | 13961 | # of Losses | 18223 | # of Cancelled/Expired | 1426 | ||
| Gross Profit | $ 142848.5 | Gross Loss | $ -109657.79 | Average Win | $ 10.23 | Average Loss | $ -6.02 |
| Largest Win | $ 213.5 | Largest Loss | $ -85.32 | Max Consec Wins | 27 | Max Consec Losses | 34 |
| Avg Consec Wins | 2.16 | Avg Consec Loss | 3.04 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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