E-line ELI-PRO3 series Guía de usuario descargar pdf (Pagina 46)

Metrics

The metrics section in the top right shows various performance metrics from the simulation.

Metric

Definition

Profit Factor

sum of profit from winning trades / sum of profit from losing trades

(greater than 1 = profit, less than 1 = loss)

Total Trades

number of trades taken in the backtest

Avg Winner/Loser

average dollar profit per winning trade and losing trade

Strategy Return

overall percentage return from the first trade to the last trade in the

backtest

Proj. Annual Return

this is the strategy return value projected out to an annual basis

Buying Power Req.

this is the maximum buying power required during the backtest

Starting Equity

account size to begin the backtest simulation with. The amount here

affects the strategy return and then projected annual return

Dollars/Shares

this field determines position sizing. When dollars is chosen, the value

for the field is the amount of dollars to allocate for the position. When

shares is chosen, a constant amount of shares is allocated for the

position.

Commission

per trade commission

Slippage

per trade slippage per share.

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E-line ELI-PRO3 series Guía de usuario Pagina 46