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)