Strategy performance metrics

We just released Signal Strategy Marketplace Alpha version with five default trading strategies prepared by our trading experts. These strategies and our technology will show you how trading algorithms can help you to be precise, disciplined, do right decision in right time and be a better trader.

How to discover strategy historical performance?

When you’d like to start using trading strategies created by you or by others in the Signals Strategy Builder for managing your crypto account you should know a little bit about historical performance. You can check the strategy performance in the Strategy Performance Report after you apply the given trading strategy on a historical data range. This report is necessary for evaluating efficiency and potential of strategy profitability in the future.

Total performance

The first value you’ll see in the performance report is Total performance. This value represents the sum of all profits and losses from trades generated by strategy minus transaction fees and can be represented by absolute (+12 500 $) or relative (+823 %) value.

Maximum drawdown

When you’d like to know what was maximum performance drop of trading strategy through all applied time range, you should find Maximum drawdown that can be represented by absolute (-2 000 $) or relative (-20%) value. If you open a trading account with 10 000$, then lose -2 000$ and gain +4 000$, your account balance will be 12 000$ with -20% Maximum drawdown. This value is analyzed when you use Monte Carlo simulation.

Average trade

If you’d like to know what amount of dollars, euros or crypto coins you can expect per each trade on average, you should check the Average trade value in the Strategy Performance Report. This value can be also represented by absolute or relative value, and it’s a very simple calculation. Just divide Total performance by the Number of all trades. The profitable trading strategy has this value higher than zero.

Average profit

When you sum all profitable trades and divide them by their count you’ll get performance parameter called Average profit. This value gives you information about the expectation of average gain when you close position with the profit.

Average loss

When you sum all lose trades and divide them by their count you get a performance parameter called Average loss. This value informs you about an expectation of average loss when your position isn’t profitable.

Win rate

Performance parameter called Win rate informs you about the percentage probability that you close trading position with the profit.

Loss rate

Performance parameter called Loss rate gives you an information about the percentage probability that you close trading position with loss or with zero profit.

Got questions?

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