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

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    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

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    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)