Avg Position Length (losses) | Average number of trading days that a position was held, as limited by the period, for each position closed at a loss in the period, or still open and showing a loss at the end of the period = total days losing positions were held / Number Of Losing Positions |
Avg Position Length (wins) | Average number of trading days that a position was held, as limited by the period, for each position closed at a profit in the period, or still open and showing a profit at the end of the period = total days winning positions were held / Number Of Winning Positions |
Average Position Length | Average number of trading days that a position was held, as limited by the period, for each open or closed position in the period = total days any positions were held / Number Of Positions |
Avg Win/Lose Length Ratio | Avg Position Length (wins) / Avg Position Length (losses) |
Max Position Length (losses) | Maximum number of trading days that any particular position was held, for each open (as limited by the period), or closed position showing a loss in the period |
Max Position Length (wins) | Maximum number of trading days that any particular position was held, for each open (as limited by the period), or closed position showing a profit in the period |
Max Position Length | Maximum number of trading days that any particular position was held, for each open (as limited by the period), or closed position in the period = the larger of Max Position Length (wins) and Max Position Length (losses) |
Months Account Open | Fractional number of months the account has been open, during the period |
Percentage Time In Market | (Weeks In Market / number of weeks in period) x 100 |
Weeks In Market | Sum of the length of time in weeks when at least one position was open during a period, as limited by the period |
Weeks Out Of Market | Length of time when no positions were open = length of period in weeks minus Weeks In Market |
Years Account Open | Time the account has been open, during the period = Months Account Open / 12 |