my key trading metrics defined

8/18/2019 My Key Trading Metrics Defined

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Trade Report Metrics Defned

What constitutes a “TRADE”:

Every unique entry represents a trade. 1 buy and 1 se is one trade. ! one ot buys and

! one ot ses are vie"ed as ! trades no #atter the e$ecution price. An order entered as

a ! ot and e$ited as a ! ot represents one trade but a ! ot entry and ! 1 ot e$its is !

trades and vice versa% no #atter the e$ecution price. A trade is considered 1 trade i& the

co#peted price “in” 'entry( is the sa#e% no #atter the quantity and the co#peted price“out” 'e$it( is the sa#e% no #atter the quantity. )& t"o entries occur at the sa#e price%

and t"o e$its occur at di*erent prices% then that "oud constitute + trades. Positions

are diferent rom trades.

Tradin, Avera,e:

The avera,e chan,e in your net -/ per product on a daiy basis. May be positive or

ne,ative.

Avera,e Winnin, Day:

The avera,e tota net proft ta0en on positive tradin, days.

Avera,e /osin, Day:

The avera,e tota net oss su*ered on osin, tradin, days.

/ar,est /osin, Day:

The tota net -/ "here the ar,est sin,e day oss "as recorded &or the account.

/ar,est Winnin, Day:

The tota net -/ "here the ar,est sin,e day proft "as recorded &or the account.

et -/:

Tota -/ #inus 2ees and 3o##issions.

Tota 3ontracts:

The tota nu#ber o& contracts traded &or the specifed period% incudin, a buys and

ses.

2ees 3o##issions:

Tota 3ontracts $ 41.56

7cratch trades do not a*ect any #etric e$cept 2ees 3o##issions8et -/. They are

incuded in “Tota Trades” there&ore% that #etric is not used to cacuate avera,es.

Tota Trades:

The tota nu#ber o& unique entries "ith unique e$its ta0en in a specifed period o& ti#e%

incudin, scratched trades.

Winnin, Trades:

Trades that end by providin, proft at iquidation. Does not incude scratched trades.

/osin, Trades:

Trades that end by providin, a oss at iquidation. Does not incude scratched trades.


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Avera,e -/ -er Trade:

The avera,e -/ is the avera,e o& the absoute vaue o& a "innin, and osin, trades

co#bined. This does not incude brea0 even trades.

Avera,e Win:

The avera,e -/ o& a "innin, trades &or a specifc period.

Avera,e /oss: The avera,e -/ o& a osin, trades &or a specifc period.

W8/ Trades:

A ratio representin, the nu#ber o& "innin, trades and the nu#ber o& osin, trades

durin, a specifc period.

Tota Win percenta,e:

The percenta,e o& trades that end in proft vs. oss.

Ma$ 3onsecutive Winners:

The #a$i#u# nu#ber o& "innin, trades in a ro" be&ore a oss occurs.

Ma$ 3onsecutive /osers:

The #a$i#u# nu#ber o& osin, trades in a ro" be&ore a proft occurs.

Avera,e Win Duration:

The avera,e a#ount o& ti#e spent in "innin, trades be&ore iquidation.

Avera,e /oss Duration:

The avera,e a#ount o& ti#e spent in osin, trades be&ore iquidation.

9ERA// A/;E7


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$ = su#'a(

Overall Fees and Commissions:

The tota &ees and co##issions across a tradin, days.

a = 2ees and 3o##issions

$ = su#'a(Overall Total Trades:

The tota nu#ber o& trades across a tradin, days.

a = Tota Trades

$ = su#'a(

Overall Winning Trades:

The tota nu#ber o& "innin, trades across a tradin, days.

a = Winnin, Trades

$ = su#'a(

Overall Losing Trades:

The tota nu#ber o& osin, trades across a tradin, days.

a = /osin, Trades

$ = su#'a(

Overall Avg P&L Per Trade:

The avera,e -/ per trade across a tradin, days.

a = Tota Trades

b = Av, -/ -er Trade

$ = 9vera Av, -/ -er Trade

$ = su#' a > b ( 8 su#'a(

Overall Avg Win:

The avera,e "innin, trade -/ across a tradin, days.

a = Winnin, Trades

b = Av, Win

$ = 9vera Av, Win

$ = su#' a > b ( 8 su#'a(

Overall Avg Loss:

The avera,e osin, trade -/ across a tradin, days.

a = /osin, Trades

b = Av, /oss


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$ = 9vera Av, /oss

$ = su#' a > b ( 8 su#'a(

Overall Total Win %:

The avera,e Tota Win ? across a tradin, days.

a = Win -ercent

b = u#ber o& Tradin, Days$ = 9vera Tota Win ?

$ = su#'a( 8 b

Overall Ma Consec!tive Winners:

The avera,e Ma$ 3onsecutive Winners across a tradin, days.

a = Ma$ 3onsecutive Winners

b = u#ber o& Tradin, Days

$ = 9vera Ma$ 3onsecutive Winners

$ = su#'a( 8 b

Overall Ma Consec!tive Losers:

The avera,e Ma$ 3onsecutive /osers across a tradin, days.

a = Ma$ 3onsecutive /osers

b = u#ber o& Tradin, Days

$ = 9vera Ma$ 3onsecutive /osers

$ = su#'a( 8 b

Overall Avg Win "!ration:

The avera,e a#ount o& ti#e spent in "innin, trades be&ore iquidation across a tradin,

days.

a = Winnin, Trades

b = Av, Win Duration

$ = 9vera Av, Win Duration

$ = su#' a > b ( 8 su#'a(

Overall Avg Loss "!ration:

The avera,e a#ount o& ti#e spent in osin, trades be&ore iquidation across a tradin,

days.

a = /osin, Trades

b = Av, /oss Duration

$ = 9vera Av, /oss Duration

$ = su#' a > b ( 8 su#'a(

my key trading metrics defined

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