Forex Freedom system

Portfolio Perfomance Report

Total Profit
$ 17648.37
Profit in pips
19230 pips
Yrly Avg profit
$ 26476.58
Yrly Avg % ret
264.76 %
CAGR
175.38 %
# of trades
263
Sharpe ratio
0.69
Profit factor
4.49
Return / DD ratio
75.73
Winning %
73.76 %
Drawdown
$ 233.04
% Drawdown
1.93 %
Daily Avg profit
$ 74.15
Mthly Avg profit
$ 2206.05
Average trade
$ 105.93

Strategies in portfolio

# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 audusd audusd ? $ 2150.19 2214.7 pips 30 0.77 4.31
S3 eurjpy eurjpy ? $ 2128.5 2637.7 pips 39 0.79 4.34
S4 eurusd eurusd ? $ 2919.57 2947.8 pips 46 0.74 4.21
S5 gbpusd gbpusd ? $ 2058.94 2087 pips 31 0.56 3.28
S6 nzdusd nzdusd ? $ 2781.1 2843 pips 36 0.88 5.44
S7 usdcad usdcad ? $ 2453.55 3208.3 pips 30 1.2 8.05
S8 usdchf usdchf ? $ 2286.55 2201.1 pips 32 0.69 4.27
S9 usdjpy usdjpy ? $ 869.97 1090.4 pips 18 0.69 4.14
# Name Return / DD Ratio Winning % Drawdown % Drawdown Yearly avg. profit Monthly avg. profit Daily avg. profit
S2 audusd 20.38 76.67 % $ 105.5 0.99 % $ 3225.29 $ 268.77 $ 13.7
S3 eurjpy 22.94 79.49 % $ 92.8 0.84 % $ 3196.02 $ 266.06 $ 19.18
S4 eurusd 10.81 78.26 % $ 269.99 2.22 % $ 4379.36 $ 364.95 $ 19.73
S5 gbpusd 12.08 58.06 % $ 170.49 1.6 % $ 3092.4 $ 257.37 $ 17.02
S6 nzdusd 34.68 75 % $ 80.2 0.74 % $ 4171.65 $ 347.64 $ 15.2
S7 usdcad 20.34 90 % $ 120.63 1.1 % $ 3680.33 $ 306.69 $ 14.6
S8 usdchf 24.48 62.5 % $ 93.42 0.87 % $ 3429.83 $ 285.82 $ 16.81
S9 usdjpy 8.43 66.67 % $ 103.14 1.02 % $ 1304.96 $ 108.75 $ 7.56

Monthly Performance ($)

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2015 0 0 2001.3 2442.11 2917.05 2755.6 2026.85 1974.64 1127.99 2114.22 178.61 0 17538.37

Stats

Strategy

Wins/Losses Ratio 2.81 Payout Ratio (Avg Win/Loss) 1.6 Average # of Bars in Trade 0
AHPR 0.39 Z-Score 1.07 Z-Probability 14.23 %
Expectancy 67.1 Deviation $ 98.12 Exposure -999999999 %
Stagnation in Days 12 Stagnation in % 5.02 %

Trades

# of Wins 194 # of Losses 69 # of Cancelled/Expired 0
Gross Profit $ 22698.95 Gross Loss $ -5050.58 Average Win $ 117 Average Loss $ -73.2
Largest Win $ 206.49 Largest Loss $ -120.63 Max Consec Wins 13 Max Consec Losses 3
Avg Consec Wins 3.53 Avg Consec Loss 1.25 Avg # of Bars in Wins 0 Avg # of Bars in Losses 0

Charts

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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
Forex Freedom System Performance Report