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Using Performance Report

35 bytes removed, 14:22, 9 May 2013
To set financial properties:
# In the Strategy Performance Report window click '''Settings''' http[[File://www.multicharts.com/img/wiki/toolbar/10_Format_Window.png ]] toolbar button.
# Select the '''Financial''' tab.
# Set appropriate properties or click '''Default''' to set back to the default settings.<br>More Information:<br>'''Point value''' – review [[Setting_Properties|Big Point Value]] definition.<br>'''Initial capital''' - Initial capital to start strategy performance calculations with.<br>'''Commission''' - the amount supposed to be paid to broker for trades execution. The commission can be set on "per contract" or on "per trade" basis. <br>With '''Per Contract''' option, the '''Commission''' value is multiplied for the each trade by the double number of contracts in the trade (i.e. for Entry and Exit).<br>With '''Per Trade''' option, the '''Commission''' value value is multiplied for each trade by the 2 (i.e. for Entry and Exit).<br>The default '''Commission''' value is zero. <br>'''Slippage''' - the amount reserved for differencies between the expected and actual order execution price. The commission can be set on "per contract" or on "per trade" basis. <br>With '''Per Contract''' option, the '''Slippage''' value is multiplied for the each trade by the double number of contracts in the trade (i.e. for Entry and Exit).<br>With '''Per Trade''' option, the '''Slippage''' value is multiplied for each trade by the 2 (i.e. for Entry and Exit).<br>The default '''Slippage''' value is zero. <br>'''Margin per contract''' - the amount to be borrowed when trading on a margin account. This number is used in some report indices calculation.<br>'''Interest rate''' - the rate used in some report indices calculation. Usually the Treasury Bill rate is used.<br>'''No. of standard deviations''' – the number of standard deviations is used in some report indices calculation. The default is 1.<br>'''Minimal acceptable rate of return''' – reference point for Sortino Ratio (See "Performance Ratios" section in the Performance report)<br>'''Degree of risk aversion of the investor''' - reference point for Fouse Ratio (See "Performance Ratios" section in the Performance report)<br>

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