Stats - 03: Algo Trading Stats- All Tests | Simba Stats - Realtime Sim Stats

Fully Automated Algorithmic Trading System Stats

Backtesting, Realtime Sim Stats trade reports & Live trading Stats

01 Acct Summary-Trades » 02 Acct/System Rank Summary » 03 Algo Trading Stats- All Tests » 04 Systems Top 10 Winning Instruments » 05 Instrument Rank Summary » 06 Instrument Rank/Systems » 07 Instruments Top 10 Winning Systems » 08 Algo Trading Stats- Charts

03 Algo Trading Stats- All Tests

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System_Rank

Instrument_Rank

Test_Rank

Rank_Score

Account

Live

Strategy

Active

Instrument_Name

$Initial

Entry_Date_First

Entry_Time_First

Exit_Date_Last

Exit_Time_Last

Report_Days

Trade_Count

Gross_Win_Cash

Gross_Loss_Cash

Perf_Cash

NAV$

NAV%

Gross_Win_Ticks

Gross_Loss_Ticks

Perf_Ticks

Profit_Factor

Profit_Factor_Ticks

Profit_Factor2

MDD%

MDD$

PMD

Wins

Win_%

Losers

Loss_%

Rwd_AVG

Risk_AVG

Risk_Rwd_AVG

Trade_Cash_USD_Avg

Profit_Cash_Avg_Per_Lot

Profit_Ticks_Avg_Per_Lot

Expectancy

Win_Days

Lose_Days

Win_Lose_Days_Ratio

Win_Lose_Days_Factor

Trade_Qty_Executions

Trade_Win_Loss_Factor

Win_Tick_Sum_Ratio_%

Win_Tick_AVG_Ratio_%

Trade_Qty_Sum

Trade_Qty_AVG

Trade_Duration_Day_Avg

Trade_Duration_Hour_Avg

Trade_Duration_Min_Avg

Report_Weeks

Report_Months

Report_Years

Trades_Daily

Trades_Weekly

Trades_Monthly

Trades_Yearly

Trade_Cash_Daily

Trade_Cash_Weekly

Trade_Cash_Monthly

Trade_Cash_Yearly

Trade_Ticks_Daily

Trade_Ticks_Weekly

Trade_Ticks_Monthly

Trade_Ticks_Yearly

Profit_Ticks_Sum

Profit_Ticks_Min

Profit_Ticks_Avg

Profit_Ticks_Max

Currency

Tick_Value

Profit_Cash_Sum

Profit_Cash_Min

Profit_Cash_Avg

Profit_Cash_Max

Rate To Dollar

Gross_Win_USD

Gross_Loss_USD

Perf_USD

Profit_Cash_USD_Sum

Profit_Cash_USD_Min

Profit_Cash_USD_Avg

Profit_Cash_USD_Max

MFE_Avg

MAE_Avg

MFE_MAE_Ratio

Win_Ratio_%

Trade_Count_Wins

Profit_Ticks_Win_Avg

Profit_Cash_Win_Avg

Profit_Cash_Win_Avg_USD

Loss_Ratio_%

Trade_Count_Losers

Profit_Ticks_Loss_Avg

Profit_Cash_Loss_Avg

Profit_Cash_Loss_Avg_USD

Profit_Ticks_Win_Sum

Profit_Cash_Win_Sum

Profit_Cash_USD_Win_Sum

Profit_Ticks_Loss_Sum

Profit_Cash_Loss_Sum

Profit_Cash_USD_Loss_Sum

Rank_By_Ticks

Rank_By_Cash

Rank_By_Days_Profit_Factor

Rank_By_Trade_Count

Rank_By_Profit_Factor

Rank_By_Profit_Factor_Ticks

Rank_By_Profit_Factor2

Rank_By_Expectancy

Rank_By_PMD

Rank_By_Wins

Rank_By_Win_%

Rank_By_Risk_Rwd

Rank_By_Risk_AVG

Rank_By_Cash_Avg_Per_Lot

Rank_By_Ticks_Avg_Per_Lot

Rank_By_Win_Days

Rank_By_Win_Lose_Days_Ratio

Rank_By_Win_Lose_Days_Factor

Rank_By_MFE_MAE_Ratio

Rank_By_Trade_Win_Loss_Factor

Rank_By_Win_Tick_Sum_Ratio_%

Rank_By_Win_Tick_AVG_Ratio_%

Rank_By_Trades_Daily

Rank_By_Trade_Weekly

Rank_By_Trade_Monthly

Rank_By_Trade_Yearly

Rank_By_Trade_Cash_Daily

Rank_By_Trade_Cash_Weekly

Rank_By_Trade_Cash_Monthly

Rank_By_Trade_Cash_Yearly

Rank_By_Trade_Ticks_Daily

Rank_By_Trade_Ticks_Weekly

Rank_By_Trade_Ticks_Monthly

Rank_By_Trade_Ticks_Yearly

Rank_By_NAV%

Rank_By_NAV$

Rank_By_MDD%

Rank_By_MDD$

581

vmi452524.SimAlgoSignalTraderDSFG-Gap

RB-vmi452524.SimAlgoSignalTraderDSFG-Gap.NA.Default247.Setting.001A

1000000

10/25/2021

5/17/2022

204

292

191175.6

-109053

82122.6

1082122.6

108.21

45518

-25965

19552

1.75

98.13

-19979.4

4.11

177

60.62

115

39.38

1080.09

-948.29

1.14

281.24

279.33

66.51

29.67

64.17

1.79

292

1.54

63.68

53.25

294

270

1.43

10.0375

43.4958333333333

521.95

402.56

2825.66153846154

12244.5333333333

146934.4

95.85

672.793269230769

2915.4375

34985.25

19552

-784

66.96

2879

UsDollar

4.2

82122.6

-3292.8

281.24

12091.8

191175.6

-109053

82122.6

-3292.8

281.24

12091.8

350.48

155.09

2.26

60.62

177

257.16

1080.09

39.38

115

-225.78

-948.29

45518

191175.6

-25965

-109053

698

vmi452524.SimAlgoSignalTraderDSFG-Gap

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EMD

1000000

10/6/2021

5/20/2022

226

271

214770

-137350

77420

1077420

107.74

21477

-13735

7742

1.56

97.71

-24020

3.22

170

62.73

101

37.27

1263.35

-1359.9

0.93

285.68

279.49

27.95

21.01

65.05

1.86

271

1.68

60.99

48.16

277

142

1.2

8.42307692307692

36.5

438

342.57

2404.57788461538

10419.8375

125038.05

34.26

240.478846153846

1042.075

12504.9

7742

-208

28.57

816

UsDollar

77420

-2080

285.68

8160

214770

-137350

77420

-2080

285.68

8160

185.88

83.42

2.23

62.73

170

126.34

1263.35

37.27

101

-135.99

-1359.9

21477

214770

-13735

-137350

710

vmi452524.SimAlgoSignalTraderDSFG-Gap

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FDXM

1000000

10/4/2021

5/20/2022

228

272

71197.6

-37386.82

33810.78

1033810.78

103.38

12719

-6690

6029

1.9

99.45

-5678.47

5.95

167

61.4

105

38.6

426.56

-356.14

1.2

124.41

120.32

21.46

34.92

65.42

1.89

272

1.59

65.53

54.45

281

244

1.19

8.35288461538461

36.1958333333333

434.35

148.29

1040.88173076923

4510.4875

54125.85

26.44

185.588461538462

804.216666666667

9650.6

6029

-118

22.17

648

Euro

33810.78

-653.45

124.3

3645.97

1.12

71235.13

-37394.62

33840.52

-654.31

124.41

3672.54

104.61

43.15

2.42

61.4

167

76.16

426.33

426.56

38.6

105

-63.71

-356.06

-356.14

12719

71197.6

71235.13

-6690

-37386.82

-37394.62

877

vmi452524.SimAlgoSignalTraderDSFG-Gap

FDXS-vmi452524.SimAlgoSignalTraderDSFG-Gap.NA.Default247.Setting.001A

FDXS

1000000

10/4/2021

5/20/2022

228

265

13285.18

-7484.19

5800.98

1005800.98

100.58

11858

-6698

5160

1.78

1.77

1.775

99.9

-1027.46

5.65

160

60.38

105

39.62

83.06

-71.29

1.17

21.9

20.94

18.63

30.71

64.15

1.79

265

1.52

63.9

53.74

277

214

1.16

8.14230769230769

35.2833333333333

423.4

25.44

178.569230769231

773.8

9285.6

22.63

158.845192307692

688.329166666667

8259.95

5160

-151

19.47

652

Euro

5800.98

-164.06

21.89

733.7

1.12

13290.33

-7485.82

5804.52

-164.38

21.9

739.04

104.48

44.88

2.33

60.38

160

74.11

83.03

83.06

39.62

105

-63.79

-71.28

-71.29

11858

13285.18

13290.33

-6698

-7484.19

-7485.82

881

vmi452524.SimAlgoSignalTraderDSFG-Gap

CL-vmi452524.SimAlgoSignalTraderDSFG-Gap.NA.Default247.Setting.001A

1000000

10/5/2021

5/18/2022

225

336

208830

-138090

70740

1070740

107.07

20883

-13809

7074

1.51

97.07

-29480

2.4

176

52.38

160

47.62

1186.53

-863.06

1.37

210.54

200.4

20.04

24.39

57.55

1.36

336

1.1

60.2

57.89

353

246

1.49

10.4586538461538

45.3208333333333

543.85

314.4

2206.84615384615

9563

114756

31.44

220.684615384615

956.3

11475.6

7074

-221

21.05

828

UsDollar

70740

-2210

210.54

8280

208830

-138090

70740

-2210

210.54

8280

130.77

63.17

2.07

52.38

176

118.65

1186.53

47.62

160

-86.31

-863.06

20883

208830

-13809

-138090

926

vmi452524.SimAlgoSignalTraderDSFG-Gap

NQ-vmi452524.SimAlgoSignalTraderDSFG-Gap.NA.Default247.Setting.001A

1000000

10/6/2021

5/20/2022

226

291

268645

-207655

60990

1060990

106.1

53729

-41531

12198

1.29

96.5

-38125

1.6

161

55.33

130

44.67

1668.6

-1597.35

1.04

209.59

203.98

40.8

13.13

1.27

291

1.24

56.4

51.09

299

207

1.29

9.05480769230769

39.2375

470.85

269.87

1894.27980769231

8208.54583333333

98502.55

53.97

378.827884615385

1641.5875

19699.05

12198

-511

41.92

2766

UsDollar

60990

-2555

209.59

13830

268645

-207655

60990

-2555

209.59

13830

433.52

252.98

1.71

55.33

161

333.72

1668.6

44.67

130

-319.47

-1597.35

53729

268645

-41531

-207655

934

vmi452524.SimAlgoSignalTraderEnergy

RB-vmi452524.SimAlgoSignalTraderEnergy.NA.Default247.Setting.001A

100000

9/8/2021

5/12/2022

246

152

122081.4

-49644

72437.4

172437.4

172.44

29067

-11820

17246

2.46

93.78

-8685.6

8.34

114

1070.89

-1306.42

0.82

476.56

441.69

105.16

36.48

75.93

3.15

152

71.09

45.05

164

267

0.62

4.35192307692308

18.8583333333333

226.3

294.46

2066.88269230769

8956.49166666667

107477.9

70.11

492.118269230769

2132.5125

25590.15

17246

-1034

113.47

2581

UsDollar

4.2

72437.4

-4342.8

476.56

10840.2

122081.4

-49644

72437.4

-4342.8

476.56

10840.2

502.73

146.59

3.43

114

254.97

1070.89

-311.05

-1306.42

29067

122081.4

-11820

-49644

985

vmi452524.SimAlgoSignalTraderWSFG

CL-vmi452524.SimAlgoSignalTraderWSFG.NA.Default247.Setting.001A

1000000

7/13/2021

5/19/2022

310

216

263490

-203440

60050

1060050

106

26349

-20344

6005

1.3

97.03

-29950

2.01

127

58.8

41.2

2074.72

-2285.84

0.91

278.01

209.23

20.92

12.17

70.68

2.41

216

1.43

56.43

47.58

287

1574

0.7

4.91346153846154

21.2916666666667

255.5

193.71

1359.69519230769

5892.0125

70704.15

19.37

135.9625

589.170833333333

7070.05

6005

-654

27.8

1192

UsDollar

60050

-6540

278.01

11920

263490

-203440

60050

-6540

278.01

11920

235.06

141.19

1.66

58.8

127

207.47

2074.72

41.2

-228.58

-2285.84

26349

263490

-20344

-203440

988

vmi452524.SimAlgoSignalTraderDSFG-Gap

RTY-vmi452524.SimAlgoSignalTraderDSFG-Gap.NA.Default247.Setting.001A

RTY

1000000

10/6/2021

5/20/2022

226

262

91410

-66590

24820

1024820

102.48

18282

-13318

4964

1.37

99.07

-9560

2.6

150

57.25

112

42.75

609.4

-594.55

1.02

94.73

91.59

18.32

15.93

59.81

1.49

262

1.34

57.85

50.62

271

146

1.16

8.14230769230769

35.2833333333333

423.4

109.82

770.851923076923

3340.35833333333

40084.3

21.96

154.142307692308

667.95

8015.4

4964

-186

18.95

925

UsDollar

24820

-930

94.73

4625

91410

-66590

24820

-930

94.73

4625

142.95

78.38

1.82

57.25

150

121.88

609.4

42.75

112

-118.91

-594.55

18282

91410

-13318

-66590

1041

vmi452524.SimAlgoSignalTraderDSFG-Gap

M2K-vmi452524.SimAlgoSignalTraderDSFG-Gap.NA.Default247.Setting.001A

M2K

1000000

10/6/2021

5/20/2022

226

257

9462.5

-6401

3061.5

1003061.5

100.31

18925

-12802

6123

1.48

99.91

-934.5

3.28

149

57.98

108

42.02

63.51

-59.27

1.07

11.91

11.34

22.68

20.11

1.5

257

1.38

59.65

51.73

270

159

1.14

8.00192307692308

34.675

416.1

13.55

95.1105769230769

412.145833333333

4945.75

27.09

190.150961538462

823.9875

9887.85

6123

-240

23.82

1032

UsDollar

0.5

3061.5

-120

11.91

516

9462.5

-6401

3061.5

-120

11.91

516

157.47

79.42

1.98

57.98

149

127.01

63.51

42.02

108

-118.54

-59.27

18925

9462.5

-12802

-6401

1163

vmi452524.SimAlgoSignalTraderWSFG

6A-vmi452524.SimAlgoSignalTraderWSFG.NA.Default247.Setting.001A

1000000

8/8/2021

5/20/2022

285

179

55205

-38330

16875

1016875

101.69

11041

-7666

3375

1.44

99.19

-8185

2.06

121

67.6

32.4

912.48

-1321.72

0.69

188.55

66.18

13.24

14.27

70.34

2.37

179

2.09

59.02

40.84

255

1856

0.63

4.42211538461538

19.1625

229.95

59.21

415.608653846154

1800.97083333333

21611.65

11.84

83.1076923076923

360.133333333333

4321.6

3375

-285

18.85

812

UsDollar

16875

-1425

94.27

4060

110410

-76660

33750

-2850

188.55

8120

120.42

69.59

1.73

67.6

121

91.25

456.24

912.48

32.4

-132.17

-660.86

-1321.72

11041

55205

110410

-7666

-38330

-76660

1171

vmi452524.SimAlgoSignalTraderWSFG

FGBL-vmi452524.SimAlgoSignalTraderWSFG.NA.Default247.Setting.001A

FGBL

1000000

9/29/2021

5/19/2022

232

151

72000.85

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28238.77

1028238.77

102.82

6443

-3902

2540

1.65

99.14

-8691.38

3.25

107

70.86

29.14

671.1

-996.06

0.67

185.31

149.41

13.44

18.8

72.07

2.58

151

2.43

62.28

40.44

189

1697

0.65

4.5625

19.7708333333333

237.25

121.72

854.380769230769

3702.31666666667

44427.8

10.95

76.8605769230769

333.0625

3996.75

2540

-255

16.83

366

Euro

28238.77

-2885.83

187.01

4194.91

1.12

71808.15

-43826.71

27981.44

-2901.77

185.31

4090.05

90.09

46.93

1.92

70.86

107

60.21

672.91

671.1

29.14

-88.68

-994.59

-996.06

6443

72000.85

71808.15

-3902

-43762.08

-43826.71

1362

vmi452524.SimAlgoSignalTraderWSFG

M6A-vmi452524.SimAlgoSignalTraderWSFG.NA.Default247.Setting.001A

M6A

1000000

7/13/2021

5/20/2022

311

190

5746

-4186

1560

1001560

100.16

5746

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1.37

99.93

-732

2.13

128

67.37

32.63

44.89

-67.52

0.66

8.21

5.78

12.16

69.05

2.23

190

2.06

57.85

39.94

270

1976

0.61

4.28173076923077

18.5541666666667

222.65

5.02

35.2365384615385

152.691666666667

1832.3

5.02

35.2365384615385

152.691666666667

1832.3

1559

-168

8.21

374

UsDollar

1560

-168

8.21

374

5746

-4186

1560

-168

8.21

374

59.72

37.34

1.6

67.37

128

44.89

32.63

-67.52

5746

-4186

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