The parameters included in a report can be saved in named parameter sets for that report, making it easy to switch between parameters, as needed. Parameter sets are defined using the Report Parameter Set dialog, shown above, which is reached by clicking the Edit Set button next to each trade performance report or custom report on the Reports dialog. On the left hand-side are tab selector buttons. Clicking one of these changes the parameters shown in the central area of the dialog (the Parameter Group). Checking one or more of these parameters includes them in the report.

The available performance parameter groups (tabs) are as follows (click on the links for an explanation of the parameters in each set):

• Ratios: listing all the usual trade performance metrices plus a number, such as trading efficiency, that are unique to RuleTrader
• Values: shows all report parameters that contain a value e.g. capital amount, position values, trading costs, dividends, quantities, etc.
• Profits: shows parameters related to profits, gains and losses including maximums and averages
• Periods: covers things like the period a trading account was open, weeks spent in / out of the market (i.e. with / without positions), maximum and average position lengths (i.e. the time that the position was open)
• Counts: provides the number of transactions, purchases, sales, positions (all, winning or losing, open or closed), and shares (all, winning or losing). It also includes annualized values and counts of the  number of consecutive wins and losses.
• Runups: details statistics related to the longest period of increasing trading capital, including the growth (absolute and percentage) and period over which the run-up occurred.
• Drawdowns: provides the same statistics as runups, but for the longest period of decreasing trading capital

Note that RuleTrader can produce two versions of capital values – one set is the actual figure, while the other set is adjusted for cash in-flows and out-flows. Similarly, some ratios and profits are also adjusted for cash-flows. The links above lead to a description of how each parameter in each group is calculated and provides further information on how those parameters are affected by cash-flows, if at all.

This group, on the right of the Parameter Group provides the following settings related to the parameter set:

• Display grand totals: Check this to include totals in your report

The following options are also included in this group if the report is split on at least one of these dimensions – Period, Share, Trading Rule, Trade Type:

• Sort on: Select the parameter you’d like the report sorted on. The ‘Report Dimensions’ option sorts the report on it’s top-level dimension
• Sort ascending: check to sort ascending; uncheck for descending

This group, below the Parameter Settings Group, is where you can select the set currently displayed in the dialog; add a new parameter set; or copy, rename or delete a set; or import a parameter set from another report.