Statistics Center

Overview

The statistics center has been designed to provide crucial and detailed information about the user trading system.
It allows to assess the reliability of your trading strategy by displaying various indicators, dashboards and summaries.
It can obviously be used to analyze your backtesting results, generated with Naked Markets, but the statistic center is also able to import external statements to evaluate the strength of trading strategies in various formats, as well.

List of modules

The statistics center benefits from several tabs, dedicated to each aspect of the trading system :

• Overview
• Overall stats
• Symbol analysis
• Timing analysis
• Risk analysis
• Trades list
• Monte Carlo

Import statements

Naked Markets includes several interfaces in order to import statements. It's possible to analyze track records from the following sources :

• Backtest file : this is the native Backtest format file (.bkt), when processing a Backtest under Naked Markets
• Statistics file : this is the native Statistics format file (.sta), when processing a Statistic analysis under Naked Markets
• External statement file : local statement file, compatible with Metatrader HTML statement file and Forextester CSV file
• Online interface : online connection to services or brokers

The import feature is accessible through the "Source" Menu of the statistic center :

Save statistics

The statistics center can save the file indenpently from the Backtesting module. This allows the sharing of the statistics analysis without the whole Backtesting data. By clicking on "Save as..." of the "Source" Menu, you can export the statistics as an .sta file.
This can be import as well by selecting "Open stat file...".

Merge statements

By clicking on the "Tools" Menu, the user can merge different statements in order to analyse their performance accordingly.
In this case, the selected initial deposit is the one from the first statement. It's important to notice it because merging two different statements with different deposits can lead to significant discrepancies since the performance relies on the initial deposit.

Settings

The Options menu can display the Settings form in order to customize few parameters, used during the analysis process :

The risk free rate can be modified in order to adapt the calculation of the Sharpe and Sortino ratios. The risk of ruin drawdown can be modified in order to adapt the calculation of the risk of ruin.