Instrument Performance Summary

The Instrument Performance Summary shows the performance for each individual market for each portfolio in the test.

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Instrument Performance Summary

The following table lists the columns and a description of their contents:

Property Name:

Descriptions:

Symbol

The symbol for the market.

Wins

The number of winning trades and the percentage of the total trades for a given market.

Losses

The number of losing trades and the percentage of the total trades for a given market.

Trades

The total number of trades for a given market.

Win Months

The number of months and the percentage of the total testing months a given market is profitable

Loss Months

The number of months and the percentage of the total testing months a given market is unprofitable

Avg. Win %

The average winning trade return.

Avg. Loss %

The average losing trade return.

Avg. Trade%

The average trade return including both winning and losing trades.

% Profit Factor

The Percent Profit Factor for the given market in isolation.

 


Edit Time: 9/20/2017 07:56:26 AM


Topic ID#: 162

 

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