For each instrument a robot is run print a summary of all trades containing:
For each: All Positions, Long positions & Short positions
Gain/loss in currency units % Gain Sum of Gains only Sum of losses only Gain/loss ratio # of positions % Winning positions # of Winning/loosing/even Avg gain(currency & %) Avg gain winning trades(currency & %) Avg loss loosing trades(currency & %) Profit best position(currency & %) loss worst position(currency & %) max drawdown(currency & %) max consecutive losses max runup(currency & %) max consecutive wins avg orders/day avg orders/month % of time in the market avg time in the market (bars) avg time between positions (bars) avg time in winning positions (bars) avg time in loosing positions(bars) avg time in even trades (bars)
For each instrument a robot is run print a summary of all trades containing:
For each: All Positions, Long positions & Short positions Gain/loss in currency units % Gain Sum of Gains only Sum of losses only Gain/loss ratio # of positions % Winning positions # of Winning/loosing/even Avg gain(currency & %) Avg gain winning trades(currency & %) Avg loss loosing trades(currency & %) Profit best position(currency & %) loss worst position(currency & %) max drawdown(currency & %) max consecutive losses max runup(currency & %) max consecutive wins avg orders/day avg orders/month % of time in the market avg time in the market (bars) avg time between positions (bars) avg time in winning positions (bars) avg time in loosing positions(bars) avg time in even trades (bars)