Advanced metrics

Metrics such as Sharpe Ratio, Return/Drawdown ratio, AHPR, Z-score, Deviation, Expectancy, Strategy Quality Number, Monthly and Annual % return, Payout ratio, Win/Loss ratio, Z-Probability, Exposure, Stagnation in days and % and many more.

Save reports in HTML formats

for simple sharing and presentation.

See examples:

Example 1 – single strategy report

Example 2 – Portfolio report

Stagnation computation

What was the longest time it took to create new equity high?

Monthly performance

You can see results of each month of  every year separately in a table

Results by day and hour

Easily see in which days and hours are profitable for the strategy

Portfolio report

Combine results of multiple strategies and create a clearly arranged report from the entire portfolio

Portfolio correlation analysis

Calculate correlation of strategies in the portfolio based on daily, weekly, or monthly results

Over 20 different charts with statistics

Trades, profit and loss, number of trades, number of profitable and loss trades – you can see all these in the statistics over hours, days of the week, days, months, years

Get Free QuantAnalyzer

Free version has he following limitations:
  • Money Management – you can only see results for 30 % of your trades
  • Equity control – you can only see results for 30 % of your trades
  • Portfolio Master – limited to the maximum of 4 strategies
  • Compare results – limited to the first 50 trades only


Get Free QuantAnalyzer