Periodical Analysis Tab Glossary
# Trades - The number of trade entered in the period.
% Profitable - The percentage of profitable trades.
Daily Period Analysis (Mark-To-Market) - A Mark-to-market is performed at the end of each period to produce a complete and thorough performance evaluation. Mark-to-market on a daily basis is performed under the assumption that the account is closed and evaluated at the end of each day. This analysis is similar to an account statement from a broker with a bottom line on all open and closed positions and helps to understand know where profits or losses are to be allocated.
Drawdown - The maximum drawdown the strategy encounters during the test period.
Monthly Period Analysis (Mark-To-Market) - A Mark-to-market is performed at the end of each period to produce a complete and thorough performance evaluation. Mark-to-market on a monthly basis is performed under the assumption that the account is closed and evaluated at the end of each month (or any other period). This analysis is similar to an account statement from a broker with a bottom line on all open and closed positions. This helps to understand know where profits or losses are to be allocated. For example, let's consider a trade that makes 30%, begins on November 1st and closes January 15th of the next year. The mark-to-market allocates the proper profits/losses to each month as opposed to the entire amount at the end of the period.
Net Profit - The total sum in dollars made by strategy during the test period.
Profit (%) - The percentage gain of your initial capital investment during the test period.
Profit Factor - This field indicates how many dollars a trading strategy makes for every dollar it loses. Profit Factor is calculated by dividing Gross Profit by Gross Loss.
Rolling Period Analysis (Mark-To-Market) - The Rolling Period analysis with the same time periods can illustrate the progression of profits and losses between the periods in comparison.
Weekly Period Analysis (Mark-To-Market) - A Mark-to-market is performed at the end of each period to produce a complete and thorough performance evaluation. Mark-to-market on a weekly basis is performed under the assumption that the account is closed and evaluated at the end of each week. This analysis is similar to an account statement from a broker with a bottom line on all open and closed positions and helps to understand know where profits or losses are to be allocated.
Yearly Period Analysis (Mark-To-Market) - A Mark-to-market is performed at the end of each period to produce a complete and thorough performance evaluation. Mark-to-market on a yearly basis is performed under the assumption that the account is closed and evaluated at the end of each year. This analysis is similar to an account statement from a broker with a bottom line on all open and closed positions and helps to understand know where profits or losses are to be allocated. The mark-to-market allocates the proper profits/losses to each year as opposed to the entire amount at the end of the period.