Setting up Profit Target of trading system depends upon CAR/MDD of strategy, account margin and...

Sharpe Ratio A return/risk measure developed by William Sharpe. Return (numerator) is defined as the...

The 5 kinds of averages used for performance measurement are given below: Average Return (Mean)...

In this article we will discuss the basic and most important parameters for measuring profitability...

the Skewness in the Equity Curve of a strategy- whether backtested or real- is an...

The Omega Ratio is used for analyzing the performance data which includes a large numbers...

Details and use on the following estimators will be updated soon. * Number of trades...

Volatility estimators are metrics which try to measure/reflect the volatility changes. The calculations on advanced...