Thread Rating:
  • 0 Vote(s) - 0 Average
  • 1
  • 2
  • 3
  • 4
  • 5
trade metrics
#1
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
Reply
#2
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.
Reply


Forum Jump:


Users browsing this thread: 1 Guest(s)