Update: Since Jan 1 2016: live trading Until Jan 1 2016: backtesting Profit %: compounded net profit Sortino ratio: profit / loss volatility Sharpe ratio: profit / volatility Drawndown %: historical maximum drawdown Trades/day: nb of trades by market day Profit factor: nb of profitable trades / nb of trades Loss months: duration of longest loss, in months Volatility: day profit and loss standard deviation * square of 260 (days) Loss volatility: day loss standard deviation * square of 260 (days) Profit includes broker commission 0.2 pip by order (2 orders by trade) Instruments: spot FOREX
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