Trade shape and risk-adjusted ratios

Trade shape gives the Average win, Average loss, Largest win, Largest loss, Days held, winners and Days held, losers, and the Longest winning streak and Longest losing streak. A group with no trades shows a dash.

Risk-adjusted gives four ratios, computed from each trade’s P&L in dollars, not annualized:

Sharpe, Sortino, K-ratio, Payoff

Sharpe: average trade divided by the spread of trade results. Sortino: the same, counting only the downside. K-ratio: how steady the climb of the equity curve is (the slope of a straight-line fit through cumulative P&L, relative to its scatter). Payoff: average win divided by average loss. The ratios have no risk-free rate and are not comparable to annualized figures from other platforms.

Caution

The ratios appear from 20 closed trades. Under that the card says “Shown from 20 closed trades. This period has N.” and a banner explains that totals are exact while rates and ratios mean little.

If the card is hidden, see Performance shows no figures.