1,501
edits
Line 77: | Line 77: | ||
== Custom Criteria == | == Custom Criteria == | ||
{| class="wikitable" | {| class="wikitable" width="65%" | ||
!width="33%"|Name of property in the object StrategyPerformance | |||
!width="25%"|Description | |||
!width="20%"|Available in MultiCharts | |||
!width="22%"|Available in Portfolio Optimization | |||
|- | |||
|NetProfit | |||
|Net Profit | |||
|align="center"|Yes | |||
|align="center"|Yes | |||
|- | |||
|GrossProfit | |||
|Gross Profit | |||
|align="center"|Yes | |||
|align="center"|Yes | |||
|- | |||
|Gross Loss | |||
|Gross Loss | |||
|align="center"|Yes | |||
|align="center"|Yes | |||
|- | |||
|TotalTrades | |||
|Total Trades | |||
|align="center"|Yes | |||
|align="center"|Yes | |||
|- | |||
|Percent Profitable | |||
|% Profitable | |||
|align="center"|Yes | |||
|align="center"|Yes | |||
|- | |||
|Winning Trades | |||
|Winning Trades | |||
|align="center"|Yes | |||
|align="center"|Yes | |||
|- | |||
|LosingTrades | |||
|Losing Trades | |||
|align="center"|Yes | |||
|align="center"|Yes | |||
|- | |||
|AvgTrade | |||
|Avg Trade | |||
|align="center"|Yes | |||
|align="center"|No | |||
|- | |||
|AvgWinningTrade | |||
|Avg Winning Trade | |||
|align="center"|Yes | |||
|align="center"|No | |||
|- | |||
|AvgLosingTrade | |||
|Avg Losing Trade | |||
|align="center"|Yes | |||
|align="center"|No | |||
|- | |||
|WinLossRatio | |||
|Win/Loss Ratio | |||
|align="center"|Yes | |||
|align="center"|No | |||
|- | |||
|MaxConsecWinners | |||
|Max Consecutive Winners | |||
|align="center"|Yes | |||
|align="center"|No | |||
|- | |||
|MaxConsecLosers | |||
|Max Consecutive Losers | |||
|align="center"|Yes | |||
|align="center"|No | |||
|- | |||
|AvgBarsInWinningTrades | |||
|Avg Bars in Winner | |||
|align="center"|Yes | |||
|align="center"|No | |||
|- | |||
|AvgBarsInLosingTrades | |||
|Avg Bars in Loser | |||
|align="center"|Yes | |||
|align="center"|No | |||
|- | |||
|MaxStrategyDrawDown | |||
|Max Intraday Drawdown | |||
|align="center"|Yes | |||
|align="center"|Yes | |||
|- | |||
|ProfitFactor | |||
|Profit Factor | |||
|align="center"|Yes | |||
|align="center"|No | |||
|- | |||
|ReturnOnAccount | |||
|Return on Account | |||
|align="center"|Yes | |||
|align="center"|No | |||
|} | |||
<br> | <br> | ||
[[Category:Optimization]] | [[Category:Optimization]] |