Statistics Definitions

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Statistics Definitions

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The following are definitions and formulas used for Trade Performance statistics.

 

Notes:  

Quantity is defined as the number of contracts traded

Point value is defined as the monetary conversion of each point (e.g. 100 for currency pairs)

FX lot size is the default Forex Lot Size for the account

Please also review the information on Profit and Loss Calculation Modes where noted as applicable

 

tog_minus        Understanding Profit

tog_minus        Understanding Total Net Profit

tog_minus        Understanding Gross Profit

tog_minus        Understanding Gross Loss

tog_minus        Understanding Commission

tog_minus        Understanding Profit Factor

tog_minus        Understanding Max. Drawdown

tog_minus        Understanding Sharpe Ratio

tog_minus        Understanding Sortino Ratio

tog_minus        Understanding Ulcer Index

tog_minus        Understanding Probability

tog_minus        Understanding Winning, Losing, Even, and Total Number of Trades

tog_minus        Understanding Average Trade

tog_minus        Understanding Average Winning Trade

tog_minus        Understanding Average Losing Trade

tog_minus        Understanding Ratio Avg Win / Avg Loss

tog_minus        Understanding Maximum Consecutive Winners

tog_minus        Understanding Maximum Consecutive Losers

tog_minus        Understanding Largest Winning Trade

tog_minus        Understanding Largest Losing Trade

tog_minus        Understanding Average # of trades per day

tog_minus        Understanding Average Time in Market

tog_minus        Understanding Profit Per Month

tog_minus        Understanding Max. Time to Recover

tog_minus        Understanding Longest Flat Period

tog_minus        Understanding Average MAE

tog_minus        Understanding Average MFE

tog_minus        Understanding Average ETD

tog_minus        Understanding Cumulative Profit

tog_minus        Understanding Entry, Exit, and Total Efficiency