Standard deviation measures how widely the trades results are dispersed from the average results. The dispersion is defined as the difference between the actual value and the average value.The larger the difference between the actual trade result and the average result, the higher the standard deviation and volatility of the Equity Curve will be. The closer the results are to the average, the lower the standard deviation or volatility of the Equity Curve.
The total numbers of completed trades during a specific period. A report should have a minimum number of trades, (30 to 50) in order to evaluate the significance of the performance result. Total number of trades = number of winning trades + number of losing trades.
Average monthly return (%) minus the Risk-Free Return (1%) divided by the standard deviation of monthly return. The higher the number, the greater the return in relation to the risk. You can simply recalculate the Sharpe Ratio by multiplying our Sharpe Ratio result to your country's Risk-Free Return.
A measure of the interdependence of two random variables that ranges in value from -1 to +1, indicating perfect negative correlation at -1, absence of correlation at zero, and perfect positive correlation at +1.
A measure of the interdependence of two random variables that ranges in value from -1 to +1, indicating perfect negative correlation at -1, absence of correlation at zero, and perfect positive correlation at +1.
It is the absolute value of the ratio of the annual compounded return divided by the largest drawdown incurred to date. It is also quite commonly referred to the MAR ratio. Calmar or MAR ratio's of 1 are very rare in real world trading for an extended period of time. From this we can infer that if we are striving for a compounded annual return of 20% than we can expect our largest drawdown to be at least -20%.
This ratio shows the expected gain (or loss) for each trade in absolute value (pips). This statistic is considered the expected profitability/unprofitability of the next trade.
Net profit or loss expressed in pips. Value of a pip varies per trading instrument. It's a useful metric to consider a system without its money management part.
Displays the total commission paid during the specific period.
-$184.92
Trade Population
Symbol
Sell
Buy
GBPUSD
5.8%
36.23%
EURUSD
8.7%
13.04%
USDCHF
2.9%
7.25%
AUDUSD
1.45%
2.9%
STAN.UK
1.45%
1.45%
VOD.UK
0%
1.45%
SBRY.UK
0%
1.45%
BA.UK
0%
1.45%
BG.UK
0%
1.45%
CPG.UK
1.45%
0%
Probabilities
წაგების ხდომილებაRisk/Reward (%) vs Mean
Size of loss
წაგების ხდომილება
10% loss
100%
20% loss
100%
30% loss
100%
40% loss
100%
50% loss
100%
60% loss
100%
70% loss
100%
80% loss
100%
90% loss
100%
100% loss
100%
Return
Return TrendProfit vs Duration
Past results are not necessarily indicative of future results, as returns may vary according to market conditions. Hypothetical performance results have many inherent limitations. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particularly trading program.
Any opinions, news, research, analyses, prices, or other information contained on this website is provided as general market commentary and does not constitute investment advice. The broker/dealer and the referring broker will not accept liability for any loss or damage, including without limitation to, any loss of profit, which may arise directly or indirectly from use of or reliance on such information.
Any information, recommendation or promotion whether by email, newspaper or flyer, and not limited to any communication method that directly or indirectly links to any area of FxStat website must state that the promoter is not affiliated with FxStat and that any claims made are not endorsed by FxStat in any way.