策略報告指標

• Initial capital
• 績效摘要：淨利潤
• Open PnL
• 績效摘要：總獲利
• 績效摘要：總虧損
• 績效摘要：獲利因子
• 績效摘要：已付佣金
• 績效摘要：買入並持有回報
• 績效比率：夏普比率
• Expected payoff
• 索提諾比率
• 績效摘要：總平倉交易數
• Buy and hold % gain
• 績效摘要：總未平倉交易數
• Strategy outperformance
• 交易分析：獲利交易
• 業績總結：虧損交易數量
• 績效摘要：平均交易盈虧
• 績效摘要：平均獲利交易
• 績效摘要：平均虧損交易
• 績效摘要：平均盈虧比
• 績效總結：最大獲利交易
• Percent profitable
• 績效總結：最大虧損交易
• 風險/績效比率：追加保證金通知
• 績效：最大回升
• 績效：最大回撤
• 績效摘要：最大持倉合約數
• Largest profit as % of gross profit
• 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
• 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
• Even trades
• Total liquidated volume
• Largest liquidated volume