Hello all, we updated the statistics calculations to tidy them up -
1. Removed the interest free rate of return from the sharpe ratio calculation, and made it based on daily returns. We assumed 252 trading days per year which is a safe bet for FOREX if you're only trading liquid days anyway.
2. We tidied up the text descriptions to make them more readable.
3. "Trade Frequency" is calculated by trades / days. The text-description is based on the number of trades divided into Second, Minute, Daily and Weekly timeframes. We fixed the report to show the text-description.
Next step is to break down the analysis by year. If you have any requests for the statistics reports should show, feel free to suggest them here -
Jared
Jared Broad
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