Strategy Performance Report - Periodical Returns Tab

The Periodical Returns tab is actually four reports – Daily, Weekly, Monthly, and Annual. Each report is divided into several sections including a Mark-to-Market Period Analysis and a Mark-to-Market Rolling Period Analysis. To switch between the different reports, select the one that you want to view from the drop-down list box under the Strategy Performance Report toolbar.

The following fields are displayed for each report (listed in alphabetical order, not in the order in which they appear on the report). Click any field in the list for a specific definition.

• # Trades

• % Gain

• % Profitable

• Net Profit

• Period

• Profit Factor

Annual

The Annual report displays results for the year to date, including period analysis for the past 12 months.  

Monthly

The Monthly report displays results for the current month to date.

Weekly

The Weekly report displays results for the most recent listed weeks and the current week to date.

Daily

The Daily report displays results for the most recent listed dates.

 

Note A Mark-to-market is performed at the end of each day, resulting in a complete and thorough performance evaluation through the last complete trading day in the period. This attention to detail will cause certain evaluation tools to reflect numbers that differ from the Performance Summary. The Rolling Period analysis of the same time periods shows the progression between the periods.