Statistics Center: Difference between revisions
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=== List of | === List of modules === | ||
The statistics center benefits from several tabs, dedicated to each aspect of the trading system : | The statistics center benefits from several tabs, dedicated to each aspect of the trading system : | ||
* [[StatCenter Overview|Overview]] | * [[StatCenter Overview|Overview]] | ||
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=== Import statements === | === Import statements === | ||
Naked Markets includes several interfaces in order to import statements. | Naked Markets includes several interfaces in order to import statements. | ||
<rb>It's | <rb>It's possible to analyze track records from the following sources : | ||
* Backtest file : this is the native Backtest format file (.bkt), when processing a Backtest under Naked Markets | * Backtest file : this is the native Backtest format file (.bkt), when processing a Backtest under Naked Markets | ||
* Statistics file : this is the native Statistics format file (.sta), when processing a | * Statistics file : this is the native Statistics format file (.sta), when processing a Statistic analysis under Naked Markets | ||
* [[Stat External statement file|External statement file]] : local statement file, compatible with Metatrader HTML statement file and Forextester CSV file | * [[Stat External statement file|External statement file]] : local statement file, compatible with Metatrader HTML statement file and Forextester CSV file | ||
* [[Stat Online interface|Online interface]] : online connection to services or brokers | * [[Stat Online interface|Online interface]] : online connection to services or brokers | ||
The import feature is accessible | The import feature is accessible through the "Source" Menu of the statistic center : | ||
[[File:Statsourcemenu.png|left|frameless|upright=0.6]] | |||
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=== Save statistics === | === Save statistics === | ||
The statistics center can save the file indenpently from the Backtesting module. This allows the sharing of the statistics analysis without the whole Backtesting data. | |||
By clicking on "Save as..." of the "Source" Menu, you can export the statistics as an .sta file. | |||
<br>This can be import as well by selecting "Open stat file...". | |||
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=== Merge statements === | === Merge statements === | ||
By clicking on the "Tools" Menu, the user can merge different statements in order to analyse their performance accordingly. | |||
<br>In this case, the selected initial deposit is the one from the first statement. It's important to notice it because merging two different statements with different deposits can lead to significant discrepancies since the performance relies on the initial deposit. | |||
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=== Settings === | === Settings === | ||
The Options menu can display the Settings form in order to customize few parameters, used during the analysis process : | |||
[[File:Statsettings.png|left|frameless|upright=1.0]] | |||
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The risk free rate can be modified in order to adapt the calculation of the [[StatCenter_Overall|Sharpe and Sortino ratios]]. | |||
The risk of ruin drawdown can be modified in order to adapt the calculation of the [[StatCenter_Overall|risk of ruin]]. | |||
Latest revision as of 07:40, 28 September 2022
Overview
The statistics center has been designed to provide crucial and detailed information about the user trading system.
It allows to assess the reliability of your trading strategy by displaying various indicators, dashboards and summaries.
It can obviously be used to analyze your backtesting results, generated with Naked Markets, but the statistic center is also able to import external statements to evaluate the strength of trading strategies in various formats, as well.
List of modules
The statistics center benefits from several tabs, dedicated to each aspect of the trading system :
Import statements
Naked Markets includes several interfaces in order to import statements.
- Backtest file : this is the native Backtest format file (.bkt), when processing a Backtest under Naked Markets
- Statistics file : this is the native Statistics format file (.sta), when processing a Statistic analysis under Naked Markets
- External statement file : local statement file, compatible with Metatrader HTML statement file and Forextester CSV file
- Online interface : online connection to services or brokers
The import feature is accessible through the "Source" Menu of the statistic center :
Save statistics
The statistics center can save the file indenpently from the Backtesting module. This allows the sharing of the statistics analysis without the whole Backtesting data.
By clicking on "Save as..." of the "Source" Menu, you can export the statistics as an .sta file.
This can be import as well by selecting "Open stat file...".
Merge statements
By clicking on the "Tools" Menu, the user can merge different statements in order to analyse their performance accordingly.
In this case, the selected initial deposit is the one from the first statement. It's important to notice it because merging two different statements with different deposits can lead to significant discrepancies since the performance relies on the initial deposit.
Settings
The Options menu can display the Settings form in order to customize few parameters, used during the analysis process :
The risk free rate can be modified in order to adapt the calculation of the Sharpe and Sortino ratios.
The risk of ruin drawdown can be modified in order to adapt the calculation of the risk of ruin.