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# In the Strategy Performance Report window click '''Settings''' http://www.multicharts.com/img/wiki/toolbar/10_Format_Window.png toolbar button. | # In the Strategy Performance Report window click '''Settings''' http://www.multicharts.com/img/wiki/toolbar/10_Format_Window.png toolbar button. | ||
# Select the '''Financial''' tab. | # Select the '''Financial''' tab. | ||
# Set appropriate properties or click '''Default''' to set back to the default settings.<br>More Information:<br>'''Point value''' – review [[<span style="color: red;">'''LINK'''</span> /101-01_SettingIndProp.html name=""; |Big Point Value]] definition.<br>'''Initial capital''' - Initial capital to start strategy performance calculations with. | # Set appropriate properties or click '''Default''' to set back to the default settings.<br>More Information:<br>'''Point value''' – review [[<span style="color: red;">'''LINK'''</span> /101-01_SettingIndProp.html name=""; |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> | ||
<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) | |||
# Click '''OK'''.<br> | # Click '''OK'''.<br> | ||