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trade metrics - Printable Version

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trade metrics - ivanf - 03-25-2021

Would it be possible to have a tab for each strat which shows key metrics such as win/loss % , drawdown, payoff ratio, expectancy etc ( kinda like what is provided in Amibroker as a system report)

Then the same metrics at account level ?

thanks


RE: trade metrics - admin - 03-25-2021

Some of these are difficult to implement in IB since we don't have access to trades beyond a day. The P&L that is displayed is computed using the P&L info that IB provides us.