Trading Metrics

The ratio of profit to loss, measuring overall trading profitability.

The percentage of trades that result in a profit.

The average amount you expect to win (or lose) per trade.

Trade outcomes measured relative to initial risk. 1R = your risk amount.

The percentage of trades that result in a profit, a fundamental measure of trading accuracy.

The volume of the underlying at the time of your trade entry, used to correlate market conditions with your trading performance.

A visualization showing how your trade returns are distributed across different outcome ranges.

The largest peak-to-trough decline in account value before a new high.

The ratio comparing potential profit to potential risk for a trade.

The mean profit on winning trades and mean loss on losing trades.

The ratio of average winning trade to average losing trade. Also called Adjusted Win-Loss Ratio in TradesViz.

The length of time a position is held from entry to exit.

The total cost of trading fees and how they affect net profitability.

The number of winning or losing trades in a row, measuring trading streaks.

Analyzing trading performance by time of day to identify optimal trading hours.

Categorizing trades by strategy type to analyze performance of each approach.

A ratio that adjusts for both win rate and average win/loss sizes, measuring overall trading edge.

A formula for optimal position sizing based on edge and odds, maximizing long-term growth.

A chart showing account value over time, visualizing trading performance and drawdowns.

Average daily profit or loss, measuring consistency and sustainability of returns.

The maximum amount of price movement in your favor during the duration of a trade, used to optimize profit-taking and exit strategies.

The maximum amount of price movement against your favor during the duration of a trade, used to optimize stop-loss placement and evaluate risk exposure.

A simulation answering 'what if you moved the last execution around a little bit further in time?' while respecting your stop loss constraints.

A continuous time-series of your trade's profit/loss taken every 5 seconds to 1 minute, revealing the complete journey of your position's equity.

A 'what if' analysis simulating your profit/loss if you had held your trade until end of day (market close).

Exit simulation analyzing what your PnL would have been if you exited at specific time intervals (EOD, EOD+1, EOD+2, SOD+1, etc.).

The percentage of best possible profit you actually captured on a trade. The single most important number for measuring exit quality.

The well-documented tendency for traders to sell winners too early and hold losers too long, directly reducing exit efficiency and overall returns.

The exact time elapsed between your trade entry and when Maximum Favorable Excursion (peak profit) or Maximum Adverse Excursion (worst drawdown) occurred.

Analysis of whether adding to or reducing positions during a trade (scaling) is actually improving returns or just diluting your best entries.

A metric developed by Dr. Van Tharp to evaluate the 'quality' of a trading system by balancing expectancy with volatility.

A metric popularized by Jack Schwager measuring net profit relative to total losses, indicating return consistency.

The percentage of your account value at risk if your stop loss is triggered, measuring position risk relative to total capital.

The percentage of your account value you would gain if your profit target is reached, measuring potential reward relative to total capital.

A risk-adjusted return metric that measures excess return per unit of total volatility.

A risk-adjusted return metric that only penalizes downside volatility, not upside swings.

Measures return relative to maximum drawdown — how much you earn per unit of worst-case pain.

The probability-weighted ratio of gains to losses above/below a threshold, capturing the entire return distribution.

Measures return per unit of drawdown pain, using the Ulcer Index to quantify how long and how deep drawdowns persist.

The ratio of net profit to maximum drawdown, indicating how many times over you've recovered your worst loss.

Compares the magnitude of extreme gains to extreme losses by dividing the 95th percentile return by the absolute 5th percentile return.

The annualized rate of return that accounts for compounding, showing how fast your account grows per year.