</> Codebase - Databank / Filter
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
Columns > Databank / Filter
Number of Profitable Additional Markets
Shows the number of profitable additional markets. I just made some small changes to one of Clonex's columns so yeah he did most of the work.
additional markets
Columns > Databank / Filter
Profit Factor / MC: Retest 95% Profit Factor Ratio
Profit Factor / MC: Retest 95% Profit Factor Ratio
Columns > Databank / Filter
Profit Factor / MC: Manipulation 95% Profit Factor Ratio
Profit Factor / MC: Manipulation 95% Profit Factor Ratio
Columns > Databank / Filter
Avg. DD Pct. / Avg. Net Profit Pct. Ratio
Avg. DD Pct / Avg Net Profit Pct. Ratio
databank column
Columns > Databank / Filter
Drawdown % of Initial Capital
When evaluating strategies, it useful to consider the maximum drawdown as a percentage, not only respect to the previous high, but to the initial capital, as theoretically, the maximum drawdown
Columns > Databank / Filter
Annual % Return / Max. Drawdown % of Initial Capital
When evaluating strategies, it useful to consider the maximum drawdown as a percentage, not only respect to the previous high, but to the initial capital, as theoretically, the maximum drawdown
Columns > Databank / Filter
Cochran’s Formula : the number of samples (copy)
it is important to define the number of samples (trade) necessary for a correct reliability of the performances and related metrics.
Cochran's Formula
statistics number
minimum number of samples (trade)
Columns > Databank / Filter
Average of all Additional Markets
Average of all Additional Markets : Drawdown, AnnualPctReturnDDRatio, NetProfit, NumberOfTrades, ProfitFactor, ReturnDDRatio, RExpectancy, SortinoRatio, UlcerIndex, WinningPct, SharpeRatio
AnnualPctReturnDDRatio
Additional Market
SharpeRatio
NetProfit
NumberOfTrades
ProfitFactor
ReturnDDRatio
RExpectancy
SortinoRatio
UlcerIndex
WinningPct
Drawdown
Columns > Databank / Filter
Average of all Additional Markets with the main results
Average of all Additional Markets with the main results : Drawdown, AnnualPctReturnDDRatio, NetProfit, NumberOfTrades, ProfitFactor, ReturnDDRatio, RExpectancy, SortinoRatio, UlcerIndex, WinningPct, SharpeRatio
additional markets
AnnualPctReturnDDRatio
SharpeRatio
NetProfit
NumberOfTrades
ProfitFactor
ReturnDDRatio
RExpectancy
SortinoRatio
UlcerIndex
WinningPct
Drawdown
Columns > Databank / Filter
Cochran’s Formula : the number of samples
it is important to define the number of samples (trade) necessary for a correct reliability of the performances and related metrics.
Cochran's Formula
statistics number
minimum number of samples (trade)