Difference between revisions of "StatCenter Overall"
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* <u>Sortino ratio</u> : the Sortino ratio of the trading system. The value is calculated following [https://www.investopedia.com/terms/s/sortinoratio.asp this formula]. The risk-free rate value is 0 by default but can be customized in the [[Statistics_Center#Settings|"Settings" menu]] of the statistic center. | * <u>Sortino ratio</u> : the Sortino ratio of the trading system. The value is calculated following [https://www.investopedia.com/terms/s/sortinoratio.asp this formula]. The risk-free rate value is 0 by default but can be customized in the [[Statistics_Center#Settings|"Settings" menu]] of the statistic center. | ||
* <u>Standard deviation</u> : the standard deviation of the trading system. The value is calculated following [https://www.investopedia.com/terms/s/standarddeviation.asp this formula]. | * <u>Standard deviation</u> : the standard deviation of the trading system. The value is calculated following [https://www.investopedia.com/terms/s/standarddeviation.asp this formula]. | ||
* <u>Profit factor</u> : | * <u>Profit factor</u> : the profit factor of the trading system, calculated with the following formula : (sum of winning trades) / (sum of losing trades) in percentage. | ||
* <u>Expectancy</u> : | * <u>Expectancy</u> : the expectancy of the trading system, calculated with the following formula : (winratio * average winning trade) – (lossratio * average losing trade) in USD. | ||
* <u>Z-score</u> : | * <u>Z-score</u> : | ||
* <u>AHPR</u> : | * <u>AHPR</u> : | ||
Revision as of 06:51, 23 March 2022
Summary
The Overall statistics pane is aimed to provide detailed information to deepen the analysis of the trading system.
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.
- 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.
- Z-score :
- AHPR :
- GHPR :
- Mar ratio :
- Calmar ratio :
- CRR ratio :
- Risk of ruin :
- Average W/L ratio :
- Average R:R :