StatCenter Overall

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Summary

The Overall statistics pane is aimed to provide detailed information to deepen the analysis of the trading system.

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Main stats

  • Deposit : the initial deposit of the trading account.
  • Trades : the number of trades in the statement.
  • Profitability : the overall winratio.
  • Avg Win : the average winning trade in USD.
  • Avg Loss : the average losing trade in USD.
  • Highest : the highest value of the equity curve.
  • Net profit : the net profit of the statement.
  • Pips : the overall quantity of earned pips.
  • Commissions : the overall quantity of charged commisions.
  • Swap : the overall quantity of charged swaps.
  • Long winratio : the winratio for the Buy positions.
  • Short winratio : the winratio for the Sell positions.


Winning trades

  • Winners : the number of winning trades.
  • Winning % : the number of winning trades in percentage.
  • Gross profit : the overall gross profit in USD.
  • Gross profit in pips : the overall gross profit in pips.
  • Avg profit : the average profit per trade in USD.
  • Avg profit in pips : the average profit per trade in pips.
  • Avg profit in % : the average profit per trade in percentage.
  • Largest winning trade : the biggest winning trade in USD.
  • Largest winning trade in pips : the biggest winning trade in pips.
  • Largest winning trade in % : the biggest winning trade in percentage.
  • Max consecutive winners : the maximum number of consecutive winning trades.


Losing trades

  • Losers : the number of losing trades.
  • Losing % : the number of losing trades in percentage.
  • Gross loss : the overall gross loss in USD.
  • Gross loss in pips : the overall gross loss in pips.
  • Avg loss : the overall gross loss in pips.
  • Avg loss in pips : the average loss per trade in pips.
  • Avg loss in % : the average loss per trade in percentage.
  • Largest losing trade : the biggest losing trade in USD.
  • Largest losing trade in pips : the biggest losing trade in pips.
  • Largest losing trade in % : the biggest losing trade in percentage.
  • Max consecutive losers : the maximum number of consecutive losing trades.


Return stats

  • Daily avg. : the average performance on a daily basis.
  • Monthly avg. : the average performance on a monthly basis.
  • Yearly avg. : the average performance on a yearly basis.
  • Avg. Trade Length : the average trade duration.
  • Avg. Trade per day : the average number of trades on a daily basis.


Ratio stats

  • Sharpe ratio : the Sharpe ratio of the trading system. The value is calculated following this formula. The risk-free rate value is 0 by default but can be customized in the "Settings" menu of the statistic center.
  • Sortino ratio : the Sortino ratio of the trading system. The value is calculated following this formula. The risk-free rate value is 0 by default but can be customized in the "Settings" menu of the statistic center.
  • Standard deviation : the standard deviation of the trading system. The value is calculated following this formula. The value in parenthesis is the standard deviation in USD.
  • Profit factor : the profit factor of the trading system, calculated with the following formula : (sum of winning trades) / (sum of losing trades) in percentage.
  • Expectancy : the expectancy of the trading system, calculated with the following formula : (winratio * average winning trade) – (lossratio * average losing trade) in USD. The value in parenthesis is the expectancy in pips.
  • Z-score : the Z-score of the trading system. The value is calculated following this formula.
  • AHPR : the Average Holding Period Return of the trading system. The value is the HPR divided by the amount of trades.
  • GHPR : the Geometric Holding Period Return of the trading system. The value is calculated with the following formula : ( BalanceClose / BalanceOpen ) ^ ( 1 / AmountOfTrades )
  • Mar ratio : the Mar ratio of the trading system. The value is calculated following this formula.
  • Calmar ratio : the Calmar ratio of the trading system. The value is calculated following this formula.
  • CRR ratio : the CRR ratio of the trading system. The value is calculated with the following formula : AbsoluteGrowth / MaxDrawDown.
  • Risk of ruin : the Risk of ruin of the trading system. The value is calculated with this formula. The risk of ruin probability is set to 80% by default but can be customized in the "Settings" menu of the statistic center.
  • Average W/L ratio : the average winloss ratio of the trading system. It's calculated with the following formula : AverageWinningTrade / AverageLosingTrade.
  • Average R:R : the average Risk/Reward ratio of the trading system. It displays the average loss in percentage with the average profit in percentage.