Signals Help Center
  • About Signals
  • Getting Started
    • Tutorials
      • Your First Strategy
        • Create a New Strategy
        • Define Variables
        • Define Setup Method
        • Define Register Actions Method
        • Backtest
        • Deploy Strategy & Start Receiving Signals
    • Dashboard
    • Strategies
      • Strategy Tools and Settings
        • Editor
        • Strategy Detail
        • Backtests
          • Backtest Detail
          • Deploying a Backtest
          • Delete a Backtest
        • Deployments
          • Deployment Detail
          • Edit About, Rules & Alternative Markets
          • Undeploy an Active Deployment
          • (Un)Publish a Deployment
          • (Un)Follow a Deployment
          • Delete a Deployment
        • Followings
          • Following Detail
          • Unfollow a Deployment
          • Delete Record of Following
      • Strategies Marketplace
        • Follow a Strategy
        • Publish Strategy
      • Strategy Details
      • Strategy Metrics
        • Initial Capital
        • Initial Capital (USDT)
        • Strategy Balance
        • Strategy Balance (USDT)
        • Total Performance
        • Total Performance (USDT)
      • Strategy Types
        • Single Market Strategy
        • Multi Market Strategy
    • Account
      • Change Plan
      • Change or Reset Password
      • Change Name, Username, or E-mail
  • Framework Documentation
    • Strategy
      • Methods
        • Setup()
          • DataMarketplace
          • IndicatorsMarketplace
        • RegisterActions()
        • Orders Management
          • CancelOrder()
          • CancelAllPendingOrders()
          • EnterLong()
          • EnterLongLimit()
          • EnterShort()
          • EnterLongStop()
          • EnterShortLimit()
          • ExitLong()
          • EnterShortStop()
          • ExitLongLimit()
          • ExitShort()
          • ExitShortLimit()
          • ExitLongStop()
          • ExitShortStop()
        • Risk Management
          • SetProfitTarget()
          • SetStopLoss()
      • Properties
        • Market
        • Markets
        • PendingOrders
        • Position
        • Time
      • Types
        • IOrder
        • PendingOrder
    • Data
    • Logs
  • Knowledge Base
    • Vocabulary
      • Base currency
      • Deployment
      • Following
      • Quote currency
      • Strategy
    • Technical Indicators
      • Oscillators
        • Average Directional Index (ADX)
        • Momentum Indicator (MOM)
        • Moving Average Convergence Divergence (MACD)
        • Relative Strength Index (RSI)
        • Stochastic RSI (STOCH RSI)
      • Volatility
        • Average True Range (ATR)
        • Bollinger Bands (BB)
      • Trend Analysis
        • Exponential Moving Average (EMA)
        • Simple Moving Average (SMA)
        • Volume-weighted Moving Average (VWMA)
        • Weighted Moving Average (WMA)
      • Volume
        • Accumulation/Distribution Line (ADL)
  • Have a question?
    • FAQ
    • Ask on the forums
    • Contact us
Powered by GitBook
On this page
  1. Getting Started
  2. Strategies

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

PreviousStrategy DetailsNextInitial Capital

Last updated 5 years ago