Instrument Performance Summary
Contents
The Instrument Performance Summary shows the performance for each individual market for each portfolio in the test.
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: 9/12/2020 9:50:00 AM |
Topic ID#: 162 |