You can report on over 120 performance parameters, which are divided into the following groups. 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, as described in each of the sections below. Just click on any of the group names for a complete description of the way each parameter in that group is calculated. In these descriptions, you’ll see that items shown in bold are the names of other report parameters, which can be clicked on for their own definitions:

• 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. These values are automatically adjusted to
• 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