How to find common risk reward ratio in portfolio?

five strategies in portfolio

TOTAL PROFIT

$ 92805.07

PROFIT IN PIPS 43426.81 PIPS

YRLY AVG PROFIT $ 24269.66

YRLY AVG % RET 485.39 %

CAGR 110.3 %

# OF TRADES

820

SHARPE RATIO

0.13

PROFIT FACTOR

1.72

RETURN / DD RATIO

13.02

WINNING %

63.14 %

DRAWDOWN

$ 7126.36

% DRAWDOWN

34.24 %

DAILY AVG PROFIT

$ 71.61

MTHLY AVG PROFIT

$ 2017.5

AVERAGE TRADE

$ 113.18

ANNUAL% / MAX DD%

3.22

R EXPECTANCY

0.27 R

R EXP SCORE

57.1 R

SQN

4.08

SQN SCORE

2.81

Strategy

Wins/Losses Ratio 1.71 Payout Ratio (Avg Win/Loss) 1 Average # of Bars in Trade 10.72

AHPR 0.41 Z-Score 0.3 Z-Probability 38.21 %

Expectancy 113.18 Deviation $ 794.33 Exposure -999999999 %

Stagnation in Days 118 Stagnation in % 8.47 %

Trades

# of Wins 519 # of Losses 303 # of Cancelled/Expired 0

Gross Profit $ 221581.82 Gross Loss $ -128776.75 Average Win $ 426.94 Average Loss $ -425.01

Largest Win $ 4500 Largest Loss $ -5301 Max Consec Wins 12 Max Consec Losses 5

Avg Consec Wins 2.68 Avg Consec Loss 1.56 Avg # of Bars in Wins 9.72 Avg # of Bars in Losses 12.44