KPI-60 Breakdown
Profit Factor
The profit factor measures the ratio of gross profits to gross losses. A profit factor greater than one means that the strategy is profitable and a profit factor less than one means that the strategy is not profitable.
Average Win vs Max Loss
This metric compares the size of your average winning trade to your largest single loss. It reflects how consistent your profits are relative to your worst-case risk, helping assess the strategy’s resilience and risk discipline.
Holding Time Ratio
This metric compares the average duration of winning trades to losing trades. It helps reveal whether you’re letting your winners run and cutting your losses quickly—key behaviors of disciplined trade management.
The Sharpe Ratio
The Sharpe Ratio measures your return relative to the amount of risk taken. It helps determine whether your profits are truly worth the volatility you’re incurring. A higher Sharpe Ratio indicates a more efficient, risk-adjusted performance
Profit to Drawdown Ratio
This metric compares your total profit to the largest peak-to-trough equity drop (max drawdown) during the period. It shows how efficiently your strategy can recover from its worst-case scenario and whether the reward outweighs the deepest risk taken.
