Signal Analysis Page: Trading Overview

The Modify Field Dialog allows you to analyze and modify the properties of a field. The Signal Analysis page allows you to analyze statistics associated with an entry/exit signal.

&  For help with entry/exit signals, see Creating and Analyzing Entry/Exit Signals.

Trading Overview Sub-Page

This sub-page displays an overview of the trades, both overall and grouped as profitable and losing trades. Some of the information can be analyzed as either percentage gains or dollar gains. It can also be restricted to specifically long trades or short trades within the simulation when both types of trades are being made.

Ä    Note: This page combines the information of the Gain/Loss, Profit, and Length sub-pages that were available in TradingSolutions Version 1.0.

p    Number of Trades

These values are the overall number of trades, the number of profitable trades, and the number of losing trades. The number of times that the simulated trading stayed out of the market is also displayed.

Ä    Note: Out of Market indicates the number of times that the trading was out of the market, either before starting trading, or after an exit or stop. If this number is 0, this signal remained in the market throughout the entire analysis period.

Profitability

This section displays an overview of the profitability of the trades.

p    Cumulative

This value is the total percent gains or the total equity for the given type of trade.

p    Average Trade

This value is the average percent gain or the average equity for the given type of trade.

p    Largest Win/Loss

These values are the largest win and the largest loss by percentage or by equity for the given type of trade.

Ä    Note: These values may change significantly when changing between displaying As Percentage and displaying As Equity. For example, the trade with largest loss by percentage may be different from the trade with the largest loss by equity.

Length of Trades

This section displays an overview of the length of the trades. It also includes information for the length of periods that the simulated trading was not in the market.

p    Cumulative

This value is the total number of bars the given type of trade was active.

p    Average Length

This value is the average number of bars the given type of trade active. This is important for determining how actively this signal will need to be traded.

p    Shortest

This value indicates the shortest number of bars that the given type of trade was active.

p    Longest

This value indicates the longest number of bars that the given type of trade was active.

How Did I Get Here?

This is a sub-page of the Modify Field Dialog: Signal Analysis page.