What are those indicators in strategy overview?

Have you ever been curious about what Sharpe Ratio, Profit Factor, Expectancy or AHPR mean? You probably know some of the following indicators, of course – some of them are simple and it is possible to understand them just owing to their name (e.g. ‘TOTAL PROFIT’). However, in strategy overview there are currently 46 figures! How many of them are you able to interpret? I bet there are not many users who can explain everything.

You ask us about the meaning of the below-mentioned indicators; therefore, we have decided to explain them briefly. I believe that the key to success is to know your strategy and understand its attributes well.

You can find description and formulas of all Strategy statistical metric here: https://strategyquant.com/doc/strategyquant/results-overview/strategy-analysis-metrics/

Tomas Hruby

Tomas Hruby

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