The Trade Performance report helps you identify possible trends in your trading activity by examining your trades over a specified period of time and breaking down Wins and Losses by:
- Long vs Short
- Time of the Day Entry (note: if a time period has no trading activity, it will not be displayed. The Time of Entry is only based on the time the trade is initiated, and does not factor in the closeout time-frame.)
- Day of the Week
- Traded Security
- Instrument Type (equities, options, futures, etc)
Understanding the Trade Performance Report
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| Column | |
|---|---|
| BAT | "Batting Average" is the percentage of winning trades |
| W/L | "Win / Loss Ratio" is the average net gain in winning trades / average net loss in losing trades |
| Avg Hold | "Average Holding PeriodHold Time" is the average period of time during which each position was heldtotal of all hold times divided by the number of completed trades. Hold time for each completed trade is the time elapsed between the first transaction making up the trade and the last. |
Completed Trades
All statistics are based on completed or "round trip" trades. A completed trade is defined as a set of transactions from the time a position is opened until the time it goes flat. For example, given the following fills:
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