Trade Report
Last updated
Last updated
The Trade Report can be used to analyze your trade performance.
Filters: Account and Instrument. Select Start Time and End Time then select Generate Report.
Note* The Trade Report assumes you are flat at the selected start time. If you are not flat, it will not be able to correctly match executions and the start time will need to be adjusted.
Total Net Profit (including commissions) – The cumulative net profit with commissions deducted.
Total Profit (Gross) – The cumulative gross profit without commissions.
Gross Profit – The total profit from all the trades.
Gross Loss – The total loss from all the trades.
Commission – The total commissions from all the trades. You will need to manually enter in commissions for each asset class or instrument. Configure > Commissions, or via the Edit Instrument dialog.
Profit Factor – Calculation is Gross Profit / Gross Loss.
Max Drawdown – The largest account drawdown from an equity peak in currency.
Max Drawdown (%) – The largest account drawdown from an equity peak in percent.
Total Number Trades – The total number of trades taken between the start and end date.
Percent Profitable – The total number of profitable trades divided by the total number of trades.
Number Winning Trades – The total number of trades which profit is greater than zero.
Number Losing Trades – The total number of trades which profit is less than zero.
Avg Trade – The average profit/loss from all of your trades.
Avg Winning Trade – The average profit from all of your winning trades.
Avg Losing Trade – The average loss from all of your losing trades.
Avg Win/Lose Trade – Calculation is Average winning trade / Average losing trade.
Max Consecutive Winners – The largest number of consecutive winning trades.
Max Consecutive Losers – The largest number of consecutive losing trades.
Largest Winning Trade – The largest winning trade.
Largest Losing Trade – The largest losing trade.
Number Trades/Day – The average number of trades you take per day.
Avg Time in Market – The average amount of time spent in a trade.
Profit Per Day – The average profit per day.
Profit Per Week – The average profit per week.
Profit Per Month – The average profit per month.
*MAE and MFE statistics below use minute-data for calculations so they lack accuracy*
Average MAE (Percent) – (Maximum Adverse Excursion) How far on average a trade will go against you in currency.
Average MAE (Points) – (Maximum Adverse Excursion) How far on average a trade will go against you in percent.
Average MFE (Percent) – (Maximum Favorable Excursion) How far on average a trade will go in your favor in percent.
Average MFE (Points) – (Maximum Favorable Excursion) How far on average a trade will go in your favor in currency.
Average ETD – (End Trade Drawdown) How much profit you give back until you exit the trade. The calculation is MFE – Actual exit price.
View a graphical breakdown of your trades for a specific period.
Report:
Net Profit
Cumulative Profit
Trades Profit/Loss
Entry Efficiency
Exit Efficiency
Efficiency
Period:
30-min Interval
Hour Interval
Day of Week
Daily
Weekly
Monthly
Long/Short:
Both
Long
Short
View line by line breakdown of your performance by a specific period.
Period:
30-min Interval
Hour Interval
Day of Week
Daily
Weekly
Monthly
Long/Short:
Both
Long
Short
View trades as grouped executions.
View each individual trade execution.