Strategy Metrics

Overview of performance and risk metrics (a.k.a. statistics) calculated for a strategy.

Performance Metrics

  • Initial capital Initial capital allocated to the strategy, nominated in quote currency.

  • Initial capital (USDT) Initial capital allocated to the strategy, nominated in USDT.

  • Strategy balance Current amount of the quote asset managed by the strategy.

  • Strategy balance (USDT) Current amount of the quote asset managed by the strategy, nominated in USDT.

  • Total performance Accumulated gain/loss of the strategy in absolute value and a percentage.

  • Total performance (USDT) Accumulated gain/loss of the strategy in absolute value and a percentage, nominated in USDT

  • Maximal drawdown

  • Number of trades

  • Profit trades

  • Loss trades

  • Gross profit

  • Gross loss

  • Total long performance

  • Total short performance

Time

  • Total traded days

  • Time in market

  • Average time in market

  • Longest flat period

Others

  • Profit factor

  • Average trade

  • Total commission paid

  • Return over max drawdown

  • Risk/reward ratio