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Interpreting the Trading Statistics

 

The Trading Statistics fields are defined and calculated as follows:

 

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.

Total Trades. Number of trades taken in that time period.

% Profitability. Total trades taken are divided into the net winning trades and are expressed as a percentage.

Win/Loss Ratio. Number of losing trades are divided into the number of winning trades.
 

Average Winning Trades. The dollar amount won on each winning trade is averaged with all other winning trades in that time period.

Average Losing Trade.  The dollar amount lost on each losing trade is averaged with all other losing trades in that time period.

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. 

Maximum Equity Runup.  The amount of net profit exclusive of slippage and commissions.

Maximum Equity Drawdown.  The maximum dollar amount lost for three contracts in a losing trade in that time period.

% Time in Market.  The percentage of time during that period that a contract was working in the market.

Average Time in Winner.  The average time in minutes for all winning trades, in that time period, that at least one contract was working.

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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