StatCenter Overall

Summary

The Overall statistics pane is aimed to provide detailed information to deepen the analysis of the trading system.

Main stats

• Deposit : the initial deposit of the trading account.
• Trades : the number of trades in the statement.
• Profitability : the overall winratio.
• Avg Win : the average winning trade in USD.
• Avg Loss : the average losing trade in USD.
• Highest : the highest value of the equity curve.
• Net profit : the net profit of the statement.
• Pips : the overall quantity of earned pips.
• Commissions : the overall quantity of charged commisions.
• Swap : the overall quantity of charged swaps.
• Long winratio : the winratio for the Buy positions.
• Short winratio : the winratio for the Sell positions.

Winning trades

• Winners : the number of winning trades.
• Winning % : the number of winning trades in percentage.
• Gross profit : the overall gross profit in USD.
• Gross profit in pips : the overall gross profit in pips.
• Avg profit : the average profit per trade in USD.
• Avg profit in pips : the average profit per trade in pips.
• Avg profit in % : the average profit per trade in percentage.
• Largest winning trade : the biggest winning trade in USD.
• Largest winning trade in pips : the biggest winning trade in pips.
• Largest winning trade in % : the biggest winning trade in percentage.
• Max consecutive winners : the maximum number of consecutive winning trades.

Losing trades

• Losers : the number of losing trades.
• Losing % : the number of losing trades in percentage.
• Gross loss : the overall gross loss in USD.
• Gross loss in pips : the overall gross loss in pips.
• Avg loss : the overall gross loss in pips.
• Avg loss in pips : the average loss per trade in pips.
• Avg loss in % : the average loss per trade in percentage.
• Largest losing trade : the biggest losing trade in USD.
• Largest losing trade in pips : the biggest losing trade in pips.
• Largest losing trade in % : the biggest losing trade in percentage.
• Max consecutive losers : the maximum number of consecutive losing trades.

Return stats

• Daily avg. : the average performance on a daily basis.
• Monthly avg. : the average performance on a monthly basis.
• Yearly avg. : the average performance on a yearly basis.
• Avg. Trade Length : the average trade duration.
• Avg. Trade per day : the average number of trades on a daily basis.

Ratio stats

• Sharpe ratio : the Sharpe ratio of the trading system. The value is calculated following this formula. The risk-free rate value is 0 by default but can be customized in the "Settings" menu of the statistic center.
• Sortino ratio : the Sortino ratio of the trading system. The value is calculated following this formula. The risk-free rate value is 0 by default but can be customized in the "Settings" menu of the statistic center.
• Standard deviation : the standard deviation of the trading system. The value is calculated following this formula. The value in parenthesis is the standard deviation in USD.
• Profit factor : the profit factor of the trading system, calculated with the following formula : (sum of winning trades) / (sum of losing trades) in percentage.
• Expectancy : the expectancy of the trading system, calculated with the following formula : (winratio * average winning trade) – (lossratio * average losing trade) in USD. The value in parenthesis is the expectancy in pips.
• Z-score : the Z-score of the trading system. The value is calculated following this formula.
• AHPR : the Average Holding Period Return of the trading system. The value is the HPR divided by the amount of trades.
• GHPR : the Geometric Holding Period Return of the trading system. The value is calculated with the following formula : ( BalanceClose / BalanceOpen ) ^ ( 1 / AmountOfTrades )
• Mar ratio : the Mar ratio of the trading system. The value is calculated following this formula.
• Calmar ratio : the Calmar ratio of the trading system. The value is calculated following this formula.
• CRR ratio : the CRR ratio of the trading system. The value is calculated with the following formula : AbsoluteGrowth / MaxDrawDown.
• Risk of ruin : the Risk of ruin of the trading system. The value is calculated with this formula. The risk of ruin probability is set to 80% by default but can be customized in the "Settings" menu of the statistic center.
• Average W/L ratio : the average winloss ratio of the trading system. It's calculated with the following formula : AverageWinningTrade / AverageLosingTrade.
• Average R:R : the average Risk/Reward ratio of the trading system. It displays the average loss in percentage with the average profit in percentage.