Fxmath portfolio Trader Report
Total Profit
$ 48163.95
Profit in pips
54711.8 pips
Yrly Avg profit
$ 17514.76
Yrly Avg % ret
9.73 %
CAGR
8.22 %
# of trades
4670
Sharpe ratio
0.26
Profit factor
1.38
Return / DD ratio
40.8
Winning %
51.61 %
Drawdown
$ 1180.45
% Drawdown
0.6 %
Daily Avg profit
$ 48.55
Mthly Avg profit
$ 1459.51
Average trade
$ 64.36
Annual% / Max DD%
13.71
R Expectancy
0.18 R
R Exp score
313.66 R
SQN
9.15
SQN score
22.52
Strategies in portfolio
| # | Name | Symbol | Timeframe | Net Profit ($) | Net Profit (pips) | # of Trades | Sharpe Ratio | Profit Factor |
| S2 | FxMath_2017_8_1191229891_GBPUSD(H1) | FxMath_2017_8_1191229891_GBPUSD(H1) | unknown | $ 2870.17 | 3187.8 pips | 327 | 0.12 | 1.32 |
| S3 | FxMath_2017_8_1317219239_EURUSD(H1) | FxMath_2017_8_1317219239_EURUSD(H1) | unknown | $ 1785.44 | 1960.1 pips | 218 | 0.11 | 1.29 |
| S4 | FxMath_2017_8_1483105303_GBPUSD(H1) | FxMath_2017_8_1483105303_GBPUSD(H1) | unknown | $ 3343.45 | 3565.5 pips | 224 | 0.16 | 1.47 |
| S5 | FxMath_2017_8_1563804850_USDCAD(H1) | FxMath_2017_8_1563804850_USDCAD(H1) | unknown | $ 2769.24 | 3815.5 pips | 273 | 0.14 | 1.38 |
| S6 | FxMath_2017_8_1679991445_AUDUSD(H1) | FxMath_2017_8_1679991445_AUDUSD(H1) | unknown | $ 2559.23 | 2715.1 pips | 287 | 0.13 | 1.39 |
| S7 | FxMath_2017_8_1703925300_USDCHF(H1) | FxMath_2017_8_1703925300_USDCHF(H1) | unknown | $ 1531.37 | 1705.6 pips | 204 | 0.08 | 1.2 |
| S8 | FxMath_2017_8_1800258898_EURUSD(H1) | FxMath_2017_8_1800258898_EURUSD(H1) | unknown | $ 3329.49 | 3535.3 pips | 250 | 0.16 | 1.43 |
| S9 | FxMath_2017_8_1848142462_NZDUSD(H1) | FxMath_2017_8_1848142462_NZDUSD(H1) | unknown | $ 2195.6 | 2329.3 pips | 271 | 0.11 | 1.28 |
| S10 | FxMath_2017_8_1914673411_NZDUSD(H1) | FxMath_2017_8_1914673411_NZDUSD(H1) | unknown | $ 2319.33 | 2448.3 pips | 255 | 0.13 | 1.38 |
| S11 | FxMath_2017_8_1962102959_NZDUSD(H1) | FxMath_2017_8_1962102959_NZDUSD(H1) | unknown | $ 2745.36 | 2873.1 pips | 252 | 0.15 | 1.44 |
| S12 | FxMath_2017_8_1984209824_AUDUSD(H1) | FxMath_2017_8_1984209824_AUDUSD(H1) | unknown | $ 1851.87 | 1935.8 pips | 153 | 0.16 | 1.44 |
| S13 | FxMath_2017_8_250874380_USDCAD(H1) | FxMath_2017_8_250874380_USDCAD(H1) | unknown | $ 2369.53 | 3221.8 pips | 272 | 0.12 | 1.31 |
| S14 | FxMath_2017_8_282721394_GBPUSD(H1) | FxMath_2017_8_282721394_GBPUSD(H1) | unknown | $ 3554.13 | 3801.2 pips | 248 | 0.16 | 1.41 |
| S15 | FxMath_2017_8_284421908_USDJPY(H1) | FxMath_2017_8_284421908_USDJPY(H1) | unknown | $ 5013.88 | 5871.7 pips | 280 | 0.26 | 2.03 |
| S16 | FxMath_2017_8_344766472_EURUSD(H1) | FxMath_2017_8_344766472_EURUSD(H1) | unknown | $ 2418.31 | 2636.2 pips | 259 | 0.14 | 1.39 |
| S17 | FxMath_2017_8_507044977_USDCAD(H1) | FxMath_2017_8_507044977_USDCAD(H1) | unknown | $ 2525.8 | 3538 pips | 236 | 0.2 | 1.52 |
| S18 | FxMath_2017_8_789919735_EURUSD(H1) | FxMath_2017_8_789919735_EURUSD(H1) | unknown | $ 2066.86 | 2260.8 pips | 265 | 0.1 | 1.27 |
| S19 | FxMath_2017_8_8479750_GBPUSD(H1) | FxMath_2017_8_8479750_GBPUSD(H1) | unknown | $ 2914.89 | 3310.7 pips | 396 | 0.1 | 1.28 |
| # | Name | Return / DD Ratio | Winning % | Drawdown | % Drawdown | Yearly avg. profit | Monthly avg. profit | Daily avg. profit |
| S2 | FxMath_2017_8_1191229891_GBPUSD(H1) | 6.37 | 46.79 % | $ 450.39 | 4.2 % | $ 1043.79 | $ 86.97 | $ 4.61 |
| S3 | FxMath_2017_8_1317219239_EURUSD(H1) | 2.04 | 45.41 % | $ 876.61 | 8.59 % | $ 649.64 | $ 54.1 | $ 3.17 |
| S4 | FxMath_2017_8_1483105303_GBPUSD(H1) | 3.53 | 45.54 % | $ 946.6 | 8.93 % | $ 1216.18 | $ 101.32 | $ 5.9 |
| S5 | FxMath_2017_8_1563804850_USDCAD(H1) | 5.83 | 57.88 % | $ 475.2 | 4 % | $ 1006.66 | $ 83.92 | $ 3.41 |
| S6 | FxMath_2017_8_1679991445_AUDUSD(H1) | 3.85 | 55.4 % | $ 665.26 | 5.34 % | $ 930.95 | $ 77.55 | $ 3.02 |
| S7 | FxMath_2017_8_1703925300_USDCHF(H1) | 2.97 | 49.51 % | $ 516.47 | 4.76 % | $ 556.7 | $ 46.41 | $ 1.82 |
| S8 | FxMath_2017_8_1800258898_EURUSD(H1) | 4.56 | 59.2 % | $ 730.79 | 6.12 % | $ 1211.4 | $ 100.89 | $ 4.31 |
| S9 | FxMath_2017_8_1848142462_NZDUSD(H1) | 4.51 | 59.04 % | $ 487.19 | 4.31 % | $ 798.19 | $ 66.53 | $ 2.43 |
| S10 | FxMath_2017_8_1914673411_NZDUSD(H1) | 4.2 | 67.06 % | $ 551.57 | 5.46 % | $ 843.69 | $ 70.28 | $ 3.12 |
| S11 | FxMath_2017_8_1962102959_NZDUSD(H1) | 4.76 | 65.87 % | $ 577.2 | 5.68 % | $ 998.79 | $ 83.19 | $ 3.45 |
| S12 | FxMath_2017_8_1984209824_AUDUSD(H1) | 2.87 | 65.36 % | $ 644.89 | 5.29 % | $ 717.51 | $ 59.74 | $ 3.58 |
| S13 | FxMath_2017_8_250874380_USDCAD(H1) | 3.54 | 50 % | $ 668.91 | 5.93 % | $ 861.39 | $ 71.8 | $ 2.95 |
| S14 | FxMath_2017_8_282721394_GBPUSD(H1) | 3.91 | 58.47 % | $ 908.38 | 7.35 % | $ 1293.24 | $ 107.7 | $ 5.39 |
| S15 | FxMath_2017_8_284421908_USDJPY(H1) | 11.68 | 52.14 % | $ 429.38 | 3.67 % | $ 1822.19 | $ 151.94 | $ 7.1 |
| S16 | FxMath_2017_8_344766472_EURUSD(H1) | 5.99 | 31.66 % | $ 403.44 | 3.35 % | $ 879.56 | $ 73.28 | $ 4.24 |
| S17 | FxMath_2017_8_507044977_USDCAD(H1) | 7.3 | 54.24 % | $ 346.16 | 3.33 % | $ 918.28 | $ 76.54 | $ 4.35 |
| S18 | FxMath_2017_8_789919735_EURUSD(H1) | 2.2 | 46.04 % | $ 941.44 | 7.49 % | $ 751.56 | $ 62.63 | $ 2.67 |
| S19 | FxMath_2017_8_8479750_GBPUSD(H1) | 3.73 | 33.84 % | $ 781.68 | 7.59 % | $ 1059.96 | $ 88.33 | $ 4.51 |
Monthly Performance ($)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
| 2017 | 3405.88 | 1626.57 | 429.61 | 563.49 | 1600.95 | -112.26 | 1100.94 | 1455 | 606.21 | 0 | 0 | 0 | 10676.39 |
| 2016 | 1495.54 | 1568.7 | 1550.61 | 1579.11 | 593.78 | 2042.06 | 1536.01 | 2538.62 | -184.54 | 65.98 | 2280.02 | 1367.41 | 16433.3 |
| 2015 | 1430.42 | 2045.9 | 1740.61 | 1903.18 | 2015.61 | 2429.92 | 1532.94 | 874.2 | 1490.38 | 2156.8 | 1131.97 | 2302.33 | 21054.26 |
Stats
Strategy
| Wins/Losses Ratio | 1.07 | Payout Ratio (Avg Win/Loss) | 1.3 | Average # of Bars in Trade | 0 |
| AHPR | 0.01 | Z-Score | -0.3 | Z-Probability | 61.79 % |
| Expectancy | 10.31 | Deviation | $ 94.09 | Exposure | -999999999 % |
| Stagnation in Days | 51 | Stagnation in % | 5.15 % |
Trades
| # of Wins | 2410 | # of Losses | 2260 | # of Cancelled/Expired | 0 | ||
| Gross Profit | $ 174356.27 | Gross Loss | $ -126192.32 | Average Win | $ 72.35 | Average Loss | $ -55.84 |
| Largest Win | $ 168.37 | Largest Loss | $ -174.21 | Max Consec Wins | 11 | Max Consec Losses | 10 |
| Avg Consec Wins | 2.07 | Avg Consec Loss | 1.94 | Avg # of Bars in Wins | 0 | Avg # of Bars in Losses | 0 |
Charts
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