### Strategy Profitability Estimators

Details and use on the following estimators will be updated soon.

* Number of trades

* Profitability

* Expectancy

* Profit Factor

* Percent Profit Factor

* Average wins and losses

* MFE and MAE

* Maximum consecutive losses

* Maximum drawdown

* Win-to-loss ratio

* CAGR

* MAR Ratio

* Productivity Ratio

* Sharpe Ratio

* Alpha

* Calmar Ratio

* Omega Ratio

* Sortino Ratio

* Sharpe Ratio

* Sterling Ratio

* Treynor Ratio

* upside potential ratio

* Round Turns Per Million

* Average holding time for winning and losing trades

* Allocation Percent

* Monte Carlo Simulations