We take a look at the various performance metrics and explain what they are and how to interpret them.

• Avg Winner / Loser
• Average Trade Value / Expectancy
• Calmar Ratio
• Drawdown
• Efficiency
• Gain to Pain
• MAE / MFE
• Capital at Risk
• Profit Factor
• Return (%)
• Return ($)
• Risk Amount
• RRR Planned
• R Multiple
• Sortino Ratio
• Sharpe Ratio
• Trade Price %
• SQN®
• Updraw / Drawdown