Glossary
Avg Return
- Avg $ Position MAE (Average Maximum Adverse Excursion in Dollars)
- Avg $ Position MFE (Average Maximum Favorable Excursion in Dollars)
- Avg $ on Losers (Average Loss on Losing Trades)
- Avg $ on Winners (Average Profit on Winning Trades)
- Return / Size (Average Return per Unit)
- Avg Return $
Avg Return %
- Avg % on Shorts (Average Percentage Return on Short Trades)
- Avg % on long (Average Percentage Return on Long Trades)
- Avg % on losers (Average Percentage Loss on Losing Trades)
- Avg % on Winners (Average Percentage Return on Winning Trades)
- Avg % Return (Average Percentage Return)
Commissions
- Total Commissions/ Fees / Swap Open
- Total Commissions/ Fees / Swap Long
- Total Commissions/ Fees / Swap Short
- Total Commissions/ Fees / Swap Breakeven
- Total Commissions/ Fees / Swap Loss
- Total Commissions/ Fees / Swap Win
- Avg Fees
- Avg Commissions / Fees / Swap
- Total Swap
- Total Fees
- Total Commissions / Fees / Swap
Hold Time
- Avg Breakeven Hold Time (Average Breakeven Trade Hold Time)
- Avg Losers Hold Time (Average Losing Trade Hold Time)
- Avg Winning Hold Time (Average Winning Trade Hold Time)
Other Stats
- What is the Index Change report?
- What is the Opening Gap $ report?
- What is the Opening Gap % report?
- What is the Running PnL?
- What Is the Kelly Criterion?
- Partial Return Net
- Partial Return %
- Contract Size (Forex)
- R/R (Risk Reward Ratio)
- Contract Size (Futures)
- Contract Size (Options)
- Example
- Margin
- Cost
- Best Exit & Best Exit %
- Expectancy
- Return %
- What stats are available?
Performance
- System Quality Number (SQN)
- PnL Standard Deviation on Lossers
- PnL Standard Deviation on Winners
- PnL Standard Deviation (Profit and Loss Standard Deviation)
Return %
- How can I determine my account’s percentage growth, especially after making deposits or withdrawals?
- Return% en trades SHORT
- Biggest % Loser
- Biggest % Profit
- Accumulative Return %
- Open % (Open Trade Percentage)
- BE % (Breakeven Percentage)
- Loss % (Loss Percentage)
- Win % (Win Percentage)
Return $
- Profit Factor
- Profit/Loss Ratio
- Biggest Loss $
- Biggest Profit $
- Return $ on Short
- Return $ on Long
- Return on Losers
- Return on Winners
- Account Balance
- Accumulative Return Gross $
- Accumulative Return Net $
- Accumulative Return $ (PnL)