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$

656

vmi452524.SimAlgoSignalTraderDSFG-Gap

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

EMD

1000000

10/6/2021

9/22/2023

716

654

442580

-313390

129190

1129190

112.92

44258

-31339

12919

1.41

96.83

-35850

3.6

369

56.42

285

43.58

1199.4

-1099.61

1.09

197.54

195.45

19.54

17.96

153

60.71

1.55

654

1.29

58.54

52.17

661

135

102

0.91

6.3875

27.6791666666667

332.15

180.43

1266.47980769231

5488.07916666667

65856.95

18.04

126.626923076923

548.716666666667

6584.6

12919

-208

19.75

846

UsDollar

129190

-2080

197.54

8460

442580

-313390

129190

-2080

197.54

8460

153.67

77.33

1.99

56.42

369

119.94

1199.4

43.58

285

-109.96

-1099.61

44258

442580

-31339

-313390

752

vmi452524.SimAlgoSignalTraderEnergy

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

1000000

9/8/2021

9/21/2023

743

267

175413

-109783.8

65629.2

1065629.2

106.56

41765

-26139

15625

1.6

98.03

-21247.8

3.09

168

62.92

37.08

1044.13

-1108.93

0.94

245.8

230.28

54.83

22.16

66.32

1.97

267

1.7

61.51

48.5

285

219

106

0.36

2.52692307692308

10.95

131.4

88.33

620.008653846154

2686.70416666667

32240.45

21.03

147.614423076923

639.6625

7675.95

15625

-1034

58.52

2581

UsDollar

4.2

65629.2

-4342.8

245.8

10840.2

175413

-109783.8

65629.2

-4342.8

245.8

10840.2

464.13

191.79

2.42

62.92

168

248.6

1044.13

37.08

-264.03

-1108.93

41765

175413

-26139

-109783.8

814

vmi452524.SimAlgoSignalTraderDSFG-Gap

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

FDXM

1000000

10/4/2021

9/22/2023

718

668

124912.29

-87110.57

37801.72

1037801.72

103.78

23081

-16289

6792

1.43

1.42

1.425

99.3

-7281.51

5.19

354

52.99

314

47.01

353.06

-277.49

1.27

56.66

55.84

10.03

20.39

151

109

58.08

1.39

668

1.13

58.63

55.69

677

201

102

0.93

6.52788461538462

28.2875

339.45

52.65

369.5625

1601.4375

19217.25

9.46

66.4019230769231

287.741666666667

3452.9

6792

-118

10.17

648

Euro

37801.72

-653.45

56.59

3645.97

1.08

124982.43

-87131.6

37850.82

-654.31

56.66

3672.54

81.44

39.52

2.06

52.99

354

65.2

352.86

353.06

47.01

314

-51.88

-277.42

-277.49

23081

124912.29

124982.43

-16289

-87110.57

-87131.6

904

vmi452524.SimAlgoSignalTraderDSFG-Gap

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

RTY

1000000

10/6/2021

9/22/2023

716

641

187845

-142190

45655

1045655

104.57

37569

-28438

9131

1.32

98.26

-18405

2.48

337

52.57

304

47.43

557.4

-467.73

1.19

71.22

70.02

15.22

147

115

56.11

1.28

641

1.11

56.92

54.37

652

145

102

0.9

6.31730769230769

27.375

328.5

63.76

447.546153846154

1939.36666666667

23272.4

12.75

89.4951923076923

387.8125

4653.75

9131

-228

14.24

925

UsDollar

45655

-1140

71.22

4625

187845

-142190

45655

-1140

71.22

4625

124.26

68.66

1.81

52.57

337

111.48

557.4

47.43

304

-93.55

-467.73

37569

187845

-28438

-142190

925

vmi452524.SimAlgoSignalTraderDSFG-Gap

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

FDXS

1000000

10/4/2021

9/22/2023

718

667

24688.66

-17520.72

7167.94

1007167.94

100.72

22860

-16409

6451

1.41

1.39

1.4

99.85

-1525.98

4.7

358

53.67

309

46.33

-56.72

1.22

10.76

10.56

9.5

18.94

149

107

58.2

1.39

667

1.16

58.21

54.6

679

186

102

0.93

6.52788461538462

28.2875

339.45

9.98

70.0519230769231

303.558333333333

3642.7

8.98

63.0326923076923

273.141666666667

3277.7

6451

-151

9.67

652

Euro

7167.94

-164.06

10.75

733.7

1.07

24703.26

-17527.47

7175.8

-164.38

10.76

739.04

81.25

41.81

1.94

53.67

358

63.85

68.96

46.33

309

-53.1

-56.7

-56.72

22860

24688.66

24703.26

-16409

-17520.72

-17527.47

968

vmi452524.SimAlgoSignalTraderDSFG-Gap

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

M2K

1000000

10/6/2021

9/22/2023

716

631

19266

-13905.5

5360.5

1005360.5

100.54

38532

-27811

10721

1.39

99.86

-1430

3.75

336

53.25

295

46.75

57.34

-47.14

1.22

8.5

8.31

16.62

18.02

145

112

56.42

1.29

631

1.14

58.08

54.88

645

152

102

0.88

6.17692307692308

26.7666666666667

321.2

7.49

52.5740384615385

227.820833333333

2733.85

14.97

105.077884615385

455.3375

5464.05

10721

-240

16.99

1139

UsDollar

0.5

5360.5

-120

8.5

569.5

19266

-13905.5

5360.5

-120

8.5

569.5

132.95

69.13

1.92

53.25

336

114.68

57.34

46.75

295

-94.27

-47.14

38532

19266

-27811

-13905.5

[Live] Equals 'Unchecked' And [Active] Equals 'Checked' And [Profit_Factor] Is greater…

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