Strategy Performance Report - Trade Analysis Tab

The Trade Analysis tab contains several sub-reports, a Trade Analysis, Time, Outlier, Run-up/Drawdown, Efficiency, and Consecutive Trade Series Analysis.

Each section and its corresponding fields are described below. The fields are listed in performance report order. Click on any field name for a field description.

Trade Analysis

• Total Number of Trades

• Avg. Trade Net Profit

• 1 Std Deviation of Avg. Trade

• Avg. Trade +1 Std. Deviation

• Avg. Trade -1 Std. Deviation

• Coefficient of Variation

Time / Trade Averages

• Avg. Time in Trades

• Avg. Time Between Trades

• Avg. Time Between Trade Profit Peaks

Outliers

• Number of Outliers

• Outlier Profit / Loss

Run-up / Drawdown

• Max. Value

• Max. Value Date

• Avg. Value

• 1 Std. Deviation

• Avg. +1 Std. Deviation

• Avg. - 1 Std. Deviation

• Coefficient of Variation

Efficiency Analysis

• Avg. Efficiency

• 1 Std. Deviation

• Avg. +1 Std. Deviation

• Avg. - 1 Std. Deviation

• Coefficient of Variation

Trade Series Analysis

• Largest Profit/Loss

• Largest Profit/Loss as % of Gross

• Largest Consec. Profit/Loss

• Largest Consec. Profit/Loss as % of Gross

• Consecutive Winners

• Consecutive Losers

• Number of Series

• Avg. Gain per Series

• Avg. Loss per Series

• Avg. Loss Next Trade

• Avg. Gain Next Trade