RecoveryFactor

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    RecoveryFactor

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    Net Profit divided by %Drawdown – is a good indicator of how quickly a strategy can recover from a loss

    Optimization profile values

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    Optimization profile values

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    Optimization profile values as databank columns and filters. Works only from version SQ 129 up!

    Special Walk-Forward values

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    Special Walk-Forward values

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    Walk-Forward values as databank columns and filters.

    Average Entry efficiency

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    Average Entry efficiency

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    Average Entry Efficiency = Sum((Maximum Possible Difference in Prices For This Entry)/
    (Profit Potential))/Number Of Trades

    Total efficiency

    Columns > Databank / Filter

    Total efficiency

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    Total Efficiency = (Realized Difference in Prices)/(Profit Potential)

    Average MAE in pips

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    Average MAE in pips

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    Snippet calculates average MAE of all trades in pips

    Average MFE in pips

    Columns > Databank / Filter

    Average MFE in pips

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    Snippet calculates average MFE of all trades in pips

    SQN Ratio IS/OOS

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    SQN Ratio IS/OOS

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    Ratio of SQN(IS) / SQN (OOS)