The List » Profile Statistics
Profile Statistics refer to composite results of multiple Trading Strategies when a voting process is used. If you select one Trading Strategy from the Strategy menu, then these statistics refer to the statistics generated by that Trading Strategy only.
Some of the following statistics can have the prefix BT (back test), or FT (forward test), indicating the period of time VisualTrader is considering for that statistic.
- Strat—This column contains the Strategy for the corresponding symbol. The Strategy name that produced the current signal (if one exists) will be displayed.
- ADV (Advisor Rating)—Indicates the strength of the signal. It is based on the individual scores of the Trading Systems that contributed to the vote.
- Bars—Number of bars a signal has been active.
- NT (Number of Trades)—Shows the total number of trades for the specified period. It is the sum of NL and NS for the given time period.
- NL (Number of Longs)—Shows the total number of long signals for the given period. For example, a BTNL of 4 means that four long signals were reported on the Voting Line between the back test start and end dates.
- NS (Number of Shorts)—Indicates the total number of short signals for the symbol over the given period of time.
- HR (Hit Rate)—This column displays the hit rate for the specified time period. The hit rate is calculated using the formula 100% * (xPL + xPS)/ xNT, where x indicates BT for back test or FT for forward test.
- APR (Annualized Percent Return)—Displays the APR of the given symbol. APR is the percent return, Prof%, averaged out to a full trading year of 250 trading days.
- Prof% (Percent Profit)—The Prof% column shows the percent profit for the given symbol. It is calculated by summing the total profit in all trades over the given time period. Worded differently, it is the sum of the profits from each trade on the Voting Line. Percent profit is a base statistic for APR.
- Prof% = 100*($ Returned)/($ Invested)
For Futures:
Prof% = 100%*(PINc- POUTc) * PF /(Total Margin),
where:
PINc = Price In, the close of the day VisualTrader entered the market.
POUTc = Price Out, close of the day VisualTrader exited the market.
PF = Price Factor.
Total Margin is the Total Margin for the given commodity in the Easy Data database.
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