Strateji raporu metrikleri
- Initial capital
- Performans Özeti: Sharpe Oranı
- Open PnL
- Performans Özeti: Sortino Oranı
- Net PnL
- İşlem analizi: Kaybeden işlemler
- Gross profit
- Performans Özeti: En Büyük Kazandıran İşlem
- Gross loss
- Brüt kârın yüzdesi olarak en büyük kâr
- Profit factor
- Performans Özeti: En Çok Kaybettiren İşlem
- Commission paid
- Performans Özeti: Maksimum Yükseliş
- Expected payoff
- Performans Özeti: Maksimum Düşüş
- Buy and hold PnL
- Buy and hold % gain
- Strategy outperformance
- Total trades
- Total open trades
- Total winners
- Percent profitable
- Average PnL
- Average profit
- Average loss
- Average profit / average loss
- Largest loss as % of gross loss
- Average bars in trades
- Average bars in winners
- Average bars in losers
- Annualized return (CAGR)
- Return on initial capital
- Account size required
- Return on account size required
- Net profit as % of largest loss
- Average margin used
- Max margin used
- Margin efficiency
- Margin calls
- Average run-up duration (close-to-close)
- Average run-up (close-to-close)
- Max run-up (close-to-close)
- Max run-up as % of initial capital (intrabar)
- Average drawdown duration (close-to-close)
- Average drawdown (close-to-close)
- Max drawdown (close-to-close)
- Max drawdown as % of initial capital (intrabar)
- Return of max drawdown
- Max contracts held
- Even trades
- Total liquidated volume
- Largest liquidated volume