SA2 - Periodical Analysis Tab Glossary

ICE Data Services -

Periodical Analysis Tab

 

Period - The entire test period.

Profit - The total sum in dollars made by the strategy during the period.

Profit (%) - The percentage gain of your initial capital investment during the period.

Gross Profit - The total sum of every profitable trade generated by a strategy during the period.

Gross Loss - The total sum of every losing trade generated by a strategy during the period.

# Trades - The number of trades entered during the period.

% Profitable - The percentage of profitable trades generated by a strategy during the period.

Average Profit - The average profit made by a strategy during the test period.

Profit Factor - This field indicates how many dollars a trading strategy makes for every dollar it loses during the period.  The Profit Factor is calculated by dividing Gross Profit by Gross Loss.

Average # Trades - The average number of trades entered during the period.