The Instrument Performance Summary shows the performance for each individual market for each portfolio in the test.
The following table lists the columns and a description of their contents:
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.