Terms |
Definitions |
|
1 |
ITD Return |
Profit since the strategy went live. |
2 |
EST. Annual Return |
Estimated annual return based on current return % when running days < 365 days. |
3 |
Return in the past year |
Accumulated return within the past year when running days > 365 days. |
4 |
Running Days |
The number of days since the strategy went live. |
3 |
Maximum Drawdown |
Max Drawdown (MDD) logs the maximum negative continuous difference since the strategy went live. It helps you determine the maximum potential risk a strategy may face. The value is provided in percentages. |
4 |
Sharpe Ratio |
Sharpe Ratio examines the strategy’s performance by adjusting for its risk. Sharpe Ratio = (Return of the strategy - Risk-free rate) / Standard deviation of the strategy's excess return. In other words, it helps you calculate your potential return given the risks you are carrying - typically the higher the value, the better the strategy performance. |
5 |
Avg. Trades/Week |
The amount of signals/orders placed per week. |