Average winning trade and Average losing trade

Created at 17 Jul 2021, 03:16
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prlozc's avatar

prlozc

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Joined 25.12.2020

Average winning trade and Average losing trade
17 Jul 2021, 03:16

When doing a backtest you can know the following parameters after the the backtest has finished in the section of "Trade Statistics":

Net Profit

Profit Factor

Commission

Max Balance Drawdown

Max Equity Drawdown

Total Trades

Winning Trades

Max Consecutive Winning Trades

Largest Winning Trade

Average Trade

Sharpe & Sortino Ratio

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I believe you should add too "Average winning trade", being the formula the sum of all winning trades divided by the number of winning trades and "Average losing trade", being the formula the sum of all losing trades divided by the number of losing trades. 

Thanks

cTrader Automate
@prlozc
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