Simba

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

#05 Instrument Group Summary

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Rank 
Sector 
System_Tests 
System_Test_Win_% 
Winners 
Losers 
Perf_Ticks_Sum 
Perf_USD_Sum 
Profit_Factor_AVG 
Trade_Qty_AVG 
Trade_Qty_Sum 
Win_Ratio_%_AVG 
Risk_Rwd_AVG 
Expectancy_AVG 
MDD%_AVG 
MDD$_AVG 
PMD_AVG 
MDD$_SUM 
NAV%_AVG 
NAV%_Sum 
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1Indices338127686966684576.671.2276470588235312370550.33705882352941.2317647058823511.531176470588295.5141176470588-49356.172.13294117647059-839054.89104.3335294117651773.67
2Energy  18 51677298673.61.193333333333331672652.131.093333333333338.4216666666666795.815-45782.61.32666666666667-274695.6104.976666666667629.86
3Micro Indices37833165119731472.121.2107692307692311780451.92846153846151.097692307692318.9946153846153897.8207692307692-4741.635384615382.24769230769231-61641.26110.5338461538461436.94
5Grains125066237529687.50.981746248.12833333333331.05-1.7733333333333398.245-17960.41666666670.593333333333333-107762.5100.493333333333602.96
4Micro Energy167512417290172930.9751354948.7650.99-2.5198.025-2648.751.46-1059599.1625396.65
6Metals  1 383801.01118745.651.210.6799.17-83900.05-8390100.04100.04
8Micro Metals   4-7919-79200.8951287846.741.03-5.5399.5-4976.50.585-995399.605199.21
10Micro Currencies2142912-19084-15002.210.94444444444444411238051.79444444444440.882222222222222-3.1177777777777899.7177777777778-2806.814444444440.805555555555556-25261.3399.8233333333333898.41
7Financials   2-1919-19712.540.8251236955.570.66-7.898.28-17218.540.58-34437.0899198
9Currencies91118-10439-37732.50.94142857142857211110749.87571428571430.95-3.0171428571428690.8357142857143-100350.7142857140.358571428571429-70245599.4714285714286696.3
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#05: Instrument Rank Summary

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Rank 
Adjusted_Rank_Score 
Rank_Score 
Instrument_Name 
Instrument_Tests 
Rank_By Instrument_Tests 
trade_operation_count 
Rank_By Trade_Operation_Count 
Test_Wins 
Rank_By Test_Wins 
Test_Win_% 
Rank_By Test_Wins_% 
Test_Delta_Bias_% 
Rank_By Test_Delta_Bias_% 
Test_Win_Factor 
Rank_By Test_Win_Factor 
Trade_Win_% 
Rank_By Trade_Win_% 
Trade_Delta_Bias_% 
Rank_By Trade_Delta_Bias_% 
Trade_Win_Factor 
Rank_By Trade_Win_Factor 
Perf_Ticks_Sum 
Rank_By Perf_Ticks_Sum 
Perf_Cash_Sum 
Rank_By Perf_Cash_Sum 
Profit_Factor 
Rank_By Profit_Factor 
Profit_Factor_AVG 
Rank_By Profit_Factor_AVG 
Profit_Factor_Ticks_AVG 
Rank_By Profit_Factor_Ticks_AVG 
Profit_Factor2_AVG 
Rank_By Profit_Factor2_AVG 
Days_AVG 
Rank_By Days_AVG 
Trade_Count_Sum 
Rank_By Trade_Count_Sum 
Trade_Count_Avg 
Rank_By Trade_Count_Avg 
Trades_Per_Day_AVG 
Rank_By Trades_Per_Day_AVG 
Trades_Per_Week_AVG 
Rank_By Trades_Per_Week_AVG 
Trade_Count_Wins_Avg 
Rank_By Trade_Count_Wins_Avg 
Trade_Win_Loss_Factor_Avg 
Rank_By Trade_Win_Loss_Factor_Avg 
Profit_Ticks_Win_Sum 
Rank_By Profit_Ticks_Win_Sum 
Profit_Ticks_Loss_Sum 
Win_Tick_Sum_Ratio_% 
Rank_By Win_Tick_Sum_Ratio_% 
Profit_Ticks_Win_Avg 
Rank_By Profit_Ticks_Win_Avg 
Profit_Ticks_Loss_Avg 
Win_Days_Avg 
Rank_By Win_Days_Avg 
Profit_Cash_Avg_Per_Lot 
Rank_By Profit_Cash_Avg_Per_Lot 
Profit_Ticks_Avg_Per_Lot 
Rank_By Profit_Ticks_Avg_Per_Lot 
Trade_Qty_AVG 
Rank_By Trade_Qty_AVG 
Trade_Qty_Sum 
Rank_By Trade_Qty_Sum 
Win_Ratio_%_AVG 
Rank_By Win_Ratio_%_AVG 
Risk_Rwd_AVG 
Rank_By Risk_Rwd_AVG 
Expectancy_AVG 
Rank_By Expectancy_AVG 
Win_Lose_Days_Ratio_AVG 
Rank_By Win_Lose_Days_Ratio_AVG 
MDD%_AVG 
Rank_By MDD%_AVG 
MDD$_AVG 
Rank_By MDD$_AVG 
MDD$_SUM 
Rank_By MDD$_SUM 
PMD_AVG 
Rank_By PMD_AVG 
NAV$_AVG 
Rank_By NAV$_AVG 
NAV$_Sum 
Rank_By NAV$_Sum 
NAV%_AVG 
Rank_By NAV%_AVG 
Global_Instrument_Tests_AVG 
Global_Days_AVG 
Global_Test_AVG_Test_Ratio 
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