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Net Profit. Net win dollars
minus net loss dollars for all trades in that time period.
There is no slippage or commissions deducted due to their great
variability.
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Total Trades. Number of trades taken
in that time period.
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% Profitability. Total trades taken
are divided into the net winning trades and are expressed as a percentage.
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Win/Loss Ratio. Number of losing
trades are divided into the number of winning trades.
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Average Winning Trades. The dollar
amount won on each winning trade is averaged with all other winning
trades in that time period.
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Average Losing Trade. The dollar
amount lost on each losing trade is averaged with all other losing
trades in that time period.
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Maximum Adverse Excursion.
The dollar amount of all trades against us, in the indicated time
period, until we were stopped out at either a loss or gain.
Expressed as dollars for three contracts.
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Maximum Equity Runup. The amount
of net profit exclusive of slippage and commissions.
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Maximum Equity Drawdown. The
maximum dollar amount lost for three contracts in a losing trade
in that time period.
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% Time in Market. The percentage
of time during that period that a contract was working in the market.
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Average Time in Winner. The
average time in minutes for all winning trades, in that time period,
that at least one contract was working.
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Average Time in Loser. The average
time in minutes for all losing trades, in that time period, that
at least one contract was working.
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