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

Columns > Databank / Filter

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)