Forex Report Analysis
- Calculated metrics
Net profit
Actual net profit or loss. Calculated as Gross profit − Gross loss.
Net profit, pips
Net profit or loss expressed in pips. Value of a pip vary per trading instrument. It's a useful metric to consider a system without its money management part.
Gross profit
Total profit received during report's period. Calculated as a sum of outcomes of all profitable positions.
Gross loss
Total loss inflicted during report's period. Calculated as a sum of outcomes of all losing positions.
ROI
Return on investment in percents. Plain and simple: total profit divided by the starting balance (overall or for the given pair — at the moment when it has started to trade in this account) and multiplied by 100%.
Annualized ROI (Real)
Annualized return on investment in percents. The difference between the last close date and the first open date for the given pair (or for the whole account total) is used in calculation.
Annualized ROI (Theoretical)
Annualized return on investment in percents. Only duration of active trades is considered for calculation (only the period when the margin is used). Time between trades isn't used for calculation. Sum of all times is used in calculation of Total for this ROI — like if trading on different pairs wasn't performed simultaneously. Difference between Theoretical and Real Annualized ROI for a pair means that there was time when there weren't any positions open for the pair after trading for this pair had already started in this account.
Total positions
Total number of positions (closed, unless you chose to force-close open positions).
Profitable positions
Total number of profitable positions (closed, unless you chose to force-close open positions). Positions with 0 profit are counted as profitable.
Losing positions
Total number of losing positions (closed, unless you chose to force-close open positions).
Short trades
Total number of short (sell) trades taken during the report's period. Counted using closed positions.
Shorts won
Total number of short (sell) positions closed with profit (0 profit is also counted).
Shorts lost
Total number of short (sell) positions closed with loss.
Longs trades
Total number of long (buy) trades taken during the report's period. Counted using closed positions.
Longs won
Total number of long (buy) positions closed with profit (0 profit is also counted).
Longs lost
Total number of long (buy) positions closed with loss.
Positions with SL
Total number of closed positions that had a stop-loss level set.
Positions with TP
Total number of closed positions that had a take-profit level set.
Average profitable trade
Average outcome of a closed profitable position.
Average losing trade
Average outcome of a closed losing position.
Expected payoff
Amount of money expected to be earned from one closed position. Calculated as net profit divided by total positions number.
Largest profitable trade
Maximum profit produced by one closed position.
Largest losing trade
Maximum loss produced by one closed position.
Average SL outcome
Average profit/loss from a triggered stop-loss order.
Average TP outcome
Average profit/loss from a triggered take-profit order.
Reward/risk ratio
Average profitable trade divided by average losing trade. Measures how much profit you can earn takine 1-dollar risk.
Maximum consecutive profit
Maximum amount of money earned in a consecutive sequence of closed positions.
Maximum consecutive profitable positions (by profit)
Number of consecutively profitable positions in a consecutive sequence of closed positions with a maximum amount of profit.
Maximum consecutive profitable positions
Maximum number of consecutively profitable positions.
Maximum consecutive profit (by positions)
Amount of profit earned from a longest sequence of consecutive profitable positions.
Maximum consecutive loss
Maximum amount of money lost in a consecutive sequence of closed positions.
Maximum consecutive losing positions (by loss)
Number of consecutively losing positions in a consecutive sequence of closed positions with a maximum amount of loss.
Maximum consecutive loss (by positions)
Average consecutive wins
Average amount of profitable positions closed in a row.
Average consecutive losses
Average amount of losing positions closed in a row.