How to read these metrics
Start with net profit for the monetary result, then use flow-adjusted returns for fair comparison. Review period consistency only after confirming that the selected window contains enough active days.
Reports applies the selected account or portfolio, date range, timezone and supported filters before requesting values from Analytics v2. An unavailable value is not zero: it means the selected data cannot support a reliable result.
Returns
Profit and return across the selected period.
Net profit
LiveThe realised profit or loss after trading costs in the selected scope.
- Formula or calculation
- Gross trading P&L − commissions − fees − swaps.
- Why it is useful
- Shows what trading actually added to or removed from the account.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Gross profit
LiveGross profit summarizes profit and return across the selected period for the selected account, period, and filters.
- Formula or calculation
- Calculated from eligible observations using the versioned TraderWaves analytics definition for this metric.
- Why it is useful
- Adds context when assessing profit and return across the selected period.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Gross loss
LiveGross loss summarizes profit and return across the selected period for the selected account, period, and filters.
- Formula or calculation
- Calculated from eligible observations using the versioned TraderWaves analytics definition for this metric.
- Why it is useful
- Adds context when assessing profit and return across the selected period.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Total return
LiveThe percentage change in account value after adjusting for external cash flows.
- Formula or calculation
- Modified Dietz: (ending equity − starting equity − external flows) ÷ (starting equity + time-weighted external flows) × 100.
- Why it is useful
- Makes performance easier to compare across accounts of different sizes.
- Interpretation note
- Requires sufficient account equity or periodic-return history. Some equity metrics are unavailable for portfolio scope or when trade-level filters would make the result inconsistent.
Time-weighted return
LiveCompounded performance with deposits and withdrawals removed from each return period.
- Formula or calculation
- Product of (1 + each flow-adjusted period return) − 1.
- Why it is useful
- Separates trading performance from the timing and size of account funding.
- Interpretation note
- Requires sufficient account equity or periodic-return history. Some equity metrics are unavailable for portfolio scope or when trade-level filters would make the result inconsistent.
Annualised return
LiveAnnualised return summarizes profit and return across the selected period for the selected account, period, and filters.
- Formula or calculation
- Calculated from eligible observations using the versioned TraderWaves analytics definition for this metric.
- Why it is useful
- Adds context when assessing profit and return across the selected period.
- Interpretation note
- Requires sufficient account equity or periodic-return history. Some equity metrics are unavailable for portfolio scope or when trade-level filters would make the result inconsistent.
Average daily return
LiveAverage daily return is the arithmetic mean for eligible observations in the selected scope.
- Formula or calculation
- Sum of valid observed values ÷ number of valid observations.
- Why it is useful
- Summarises the typical level of daily return while reviewing profit and return across the selected period.
- Interpretation note
- Requires sufficient account equity or periodic-return history. Some equity metrics are unavailable for portfolio scope or when trade-level filters would make the result inconsistent.
Average weekly return
LiveAverage weekly return is the arithmetic mean for eligible observations in the selected scope.
- Formula or calculation
- Sum of valid observed values ÷ number of valid observations.
- Why it is useful
- Summarises the typical level of weekly return while reviewing profit and return across the selected period.
- Interpretation note
- Requires sufficient account equity or periodic-return history. Some equity metrics are unavailable for portfolio scope or when trade-level filters would make the result inconsistent.
Average monthly return
LiveAverage monthly return is the arithmetic mean for eligible observations in the selected scope.
- Formula or calculation
- Sum of valid observed values ÷ number of valid observations.
- Why it is useful
- Summarises the typical level of monthly return while reviewing profit and return across the selected period.
- Interpretation note
- Requires sufficient account equity or periodic-return history. Some equity metrics are unavailable for portfolio scope or when trade-level filters would make the result inconsistent.
Average daily P&L
LiveThe average realised P&L across local dates on which eligible trades closed.
- Formula or calculation
- Sum of daily realised P&L ÷ trading-day count; inactive dates are excluded.
- Why it is useful
- Shows the average monetary result of an active trading day without presenting it as an investment return.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Median daily P&L
LiveThe middle realised trading-day P&L after active local dates are ordered.
- Formula or calculation
- Median of daily realised P&L; for an even sample, mean of the two central active days.
- Why it is useful
- Shows a typical active-day result that is less distorted by one exceptional day.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Daily P&L standard deviation
LiveThe sample variability of realised P&L between active trading days.
- Formula or calculation
- Unbiased sample standard deviation of daily realised P&L; requires at least two trading days.
- Why it is useful
- Shows monetary day-to-day dispersion, but is not account volatility because it has no capital denominator.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Average weekly P&L
LiveAverage weekly P&L is the arithmetic mean for eligible observations in the selected scope.
- Formula or calculation
- Sum of valid observed values ÷ number of valid observations.
- Why it is useful
- Summarises the typical level of weekly p&l while reviewing profit and return across the selected period.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Average monthly P&L
LiveAverage monthly P&L is the arithmetic mean for eligible observations in the selected scope.
- Formula or calculation
- Sum of valid observed values ÷ number of valid observations.
- Why it is useful
- Summarises the typical level of monthly p&l while reviewing profit and return across the selected period.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Best day P&L
LiveThe highest combined realised P&L among active local trading dates.
- Formula or calculation
- Maximum of daily net closed-trade P&L.
- Why it is useful
- Shows the strongest realised trading day and whether averages may depend on an exceptional result.
- Interpretation note
- This identifies the leading returned segment in the selected sample; it does not prove that the segment caused the result. Check its trade count and repeatability.
Worst day P&L
LiveThe lowest combined realised P&L among active local trading dates.
- Formula or calculation
- Minimum of daily net closed-trade P&L.
- Why it is useful
- Shows the most damaging realised trading day in the selected period.
- Interpretation note
- This identifies the leading returned segment in the selected sample; it does not prove that the segment caused the result. Check its trade count and repeatability.
Best week P&L
LiveBest week P&L identifies the strongest or largest eligible observation in the selected scope.
- Formula or calculation
- Maximum valid observation after applying the selected account, period, and filters.
- Why it is useful
- Highlights the upper extreme and helps identify outsized drivers of the result.
- Interpretation note
- This identifies the leading returned segment in the selected sample; it does not prove that the segment caused the result. Check its trade count and repeatability.
Worst week P&L
LiveWorst week P&L identifies the weakest eligible observation in the selected scope.
- Formula or calculation
- Minimum valid observation after applying the selected account, period, and filters.
- Why it is useful
- Highlights adverse extremes that may be hidden by averages.
- Interpretation note
- This identifies the leading returned segment in the selected sample; it does not prove that the segment caused the result. Check its trade count and repeatability.
Best month P&L
LiveBest month P&L identifies the strongest or largest eligible observation in the selected scope.
- Formula or calculation
- Maximum valid observation after applying the selected account, period, and filters.
- Why it is useful
- Highlights the upper extreme and helps identify outsized drivers of the result.
- Interpretation note
- This identifies the leading returned segment in the selected sample; it does not prove that the segment caused the result. Check its trade count and repeatability.
Worst month P&L
LiveWorst month P&L identifies the weakest eligible observation in the selected scope.
- Formula or calculation
- Minimum valid observation after applying the selected account, period, and filters.
- Why it is useful
- Highlights adverse extremes that may be hidden by averages.
- Interpretation note
- This identifies the leading returned segment in the selected sample; it does not prove that the segment caused the result. Check its trade count and repeatability.
Capital & cash flow
Balance, equity, and external account flows.
Initial balance
LiveThe first funded account balance available in the imported account history.
- Formula or calculation
- Balance immediately after the opening Balance event; otherwise the first non-zero balance before a real trade.
- Why it is useful
- Shows the capital the account began trading with without presenting the pre-deposit zero as meaningful capital.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Starting balance
LiveThe realised account balance at the effective beginning of the selected period.
- Formula or calculation
- Latest balance after an event before the selected start; when the range begins before account inception, use the opening funded balance.
- Why it is useful
- Provides the correct baseline for period balance performance and flow-adjusted balance drawdown.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Current balance
LiveCurrent balance summarizes balance, equity, and external account flows for the selected account, period, and filters.
- Formula or calculation
- Calculated from eligible observations using the versioned TraderWaves analytics definition for this metric.
- Why it is useful
- Adds context when assessing balance, equity, and external account flows.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Ending balance
LiveEnding balance summarizes balance, equity, and external account flows for the selected account, period, and filters.
- Formula or calculation
- Calculated from eligible observations using the versioned TraderWaves analytics definition for this metric.
- Why it is useful
- Adds context when assessing balance, equity, and external account flows.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Highest balance
LiveHighest balance identifies the strongest or largest eligible observation in the selected scope.
- Formula or calculation
- Maximum valid observation after applying the selected account, period, and filters.
- Why it is useful
- Highlights the upper extreme and helps identify outsized drivers of the result.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Starting equity
LiveStarting equity summarizes balance, equity, and external account flows for the selected account, period, and filters.
- Formula or calculation
- Calculated from eligible observations using the versioned TraderWaves analytics definition for this metric.
- Why it is useful
- Adds context when assessing balance, equity, and external account flows.
- Interpretation note
- Requires sufficient account equity or periodic-return history. Some equity metrics are unavailable for portfolio scope or when trade-level filters would make the result inconsistent.
Current equity
LiveCurrent equity summarizes balance, equity, and external account flows for the selected account, period, and filters.
- Formula or calculation
- Calculated from eligible observations using the versioned TraderWaves analytics definition for this metric.
- Why it is useful
- Adds context when assessing balance, equity, and external account flows.
- Interpretation note
- Requires sufficient account equity or periodic-return history. Some equity metrics are unavailable for portfolio scope or when trade-level filters would make the result inconsistent.
Ending equity
LiveEnding equity summarizes balance, equity, and external account flows for the selected account, period, and filters.
- Formula or calculation
- Calculated from eligible observations using the versioned TraderWaves analytics definition for this metric.
- Why it is useful
- Adds context when assessing balance, equity, and external account flows.
- Interpretation note
- Requires sufficient account equity or periodic-return history. Some equity metrics are unavailable for portfolio scope or when trade-level filters would make the result inconsistent.
Highest equity
LiveHighest equity identifies the strongest or largest eligible observation in the selected scope.
- Formula or calculation
- Maximum valid observation after applying the selected account, period, and filters.
- Why it is useful
- Highlights the upper extreme and helps identify outsized drivers of the result.
- Interpretation note
- Requires sufficient account equity or periodic-return history. Some equity metrics are unavailable for portfolio scope or when trade-level filters would make the result inconsistent.
Net deposits
LiveExternal deposits remaining after withdrawals in the selected account period.
- Formula or calculation
- Total deposits − total withdrawals; broker credits and adjustments are excluded.
- Why it is useful
- Shows the net funding contribution without confusing it with trading P&L.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Total deposits
LiveThe total external capital added through positive Balance records.
- Formula or calculation
- Sum positive profit amounts from Balance rows in the selected half-open date window.
- Why it is useful
- Shows how much account growth came from added funding rather than trading.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Total withdrawals
LiveThe total capital removed through negative Balance or explicit Withdrawal records.
- Formula or calculation
- Sum absolute negative Balance amounts plus absolute explicit Withdrawal amounts.
- Why it is useful
- Shows capital removed without treating it as a trading loss.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Net external cash flow
LiveThe net amount of external capital added to or removed from the account.
- Formula or calculation
- Positive Balance deposits − absolute Balance or explicit Withdrawal outflows; credits are separate.
- Why it is useful
- Separates account funding from realised trading performance.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Credits and adjustments
LiveThe signed total of broker credit or adjustment records in the selected period.
- Formula or calculation
- Sum profit amounts from trade-history rows classified as Credit.
- Why it is useful
- Prevents broker credits and adjustments from being mistaken for deposits or trading profit.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Deposit count
LiveThe number of positive Balance funding records in the selected period.
- Formula or calculation
- Count Balance rows with profit > 0 inside the half-open account date window.
- Why it is useful
- Shows how frequently external capital was added.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Withdrawal count
LiveThe number of negative Balance or explicit Withdrawal records in the selected period.
- Formula or calculation
- Count negative Balance rows plus explicit Withdrawal rows.
- Why it is useful
- Shows how frequently capital was removed from the account.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Credit or adjustment count
LiveThe number of broker Credit records in the selected period.
- Formula or calculation
- Count trade-history rows whose order type is Credit.
- Why it is useful
- Shows how often non-deposit account adjustments occurred.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Average deposit
LiveThe average size of positive external Balance deposits.
- Formula or calculation
- Total deposits ÷ deposit count.
- Why it is useful
- Shows the typical account-funding amount.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Average withdrawal
LiveThe average absolute size of negative Balance and explicit Withdrawal outflows.
- Formula or calculation
- Total withdrawals ÷ withdrawal count.
- Why it is useful
- Shows the typical amount removed per withdrawal event.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Period consistency
How consistently the account produces profitable periods.
Profitable days
LiveThe number of active local dates that finished with positive combined realised P&L.
- Formula or calculation
- Same governed count as winning days: daily realised P&L > 0.
- Why it is useful
- Provides the profitable-day count used by day-level consistency metrics.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Profitable-day percentage
LiveThe share of all trading days whose combined realised P&L was positive.
- Formula or calculation
- Winning trading days ÷ all trading days × 100, including breakeven days in the denominator.
- Why it is useful
- Shows how consistently active days finished profitable.
- Interpretation note
- The value can be unavailable when its denominator is zero or the eligible sample is too small. Compare the same account, period, timezone and filters.
Daily win rate
LiveThe percentage of decisive trading days whose combined realised P&L was positive.
- Formula or calculation
- Winning days ÷ (winning days + losing days) × 100; breakeven days are reported separately.
- Why it is useful
- Shows day-level hit rate without allowing busy days to count multiple times.
- Interpretation note
- The value can be unavailable when its denominator is zero or the eligible sample is too small. Compare the same account, period, timezone and filters.
Profitable weeks
LiveProfitable weeks summarizes how consistently the account produces profitable periods for the selected account, period, and filters.
- Formula or calculation
- Calculated from eligible observations using the versioned TraderWaves analytics definition for this metric.
- Why it is useful
- Adds context when assessing how consistently the account produces profitable periods.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Profitable months
LiveProfitable months summarizes how consistently the account produces profitable periods for the selected account, period, and filters.
- Formula or calculation
- Calculated from eligible observations using the versioned TraderWaves analytics definition for this metric.
- Why it is useful
- Adds context when assessing how consistently the account produces profitable periods.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Positive-return days
LivePositive-return days aggregates eligible records in the selected account, period, and filters.
- Formula or calculation
- Count of matching eligible observations.
- Why it is useful
- Provides the sample size or total exposure behind how consistently the account produces profitable periods.
- Interpretation note
- Requires sufficient account equity or periodic-return history. Some equity metrics are unavailable for portfolio scope or when trade-level filters would make the result inconsistent.
Average winning day
LiveThe average realised P&L across active local dates that finished positive.
- Formula or calculation
- Sum positive daily realised P&L ÷ winning-day count.
- Why it is useful
- Shows the typical monetary size of a profitable day.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Average losing day
LiveThe average realised P&L across active local dates that finished negative.
- Formula or calculation
- Sum negative daily realised P&L ÷ losing-day count.
- Why it is useful
- Shows the typical monetary size of a losing day.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Largest winning day contribution
LiveLargest winning day contribution shows how strongly one component influences the combined result.
- Formula or calculation
- Relevant component result ÷ total comparable portfolio or scoped result × 100.
- Why it is useful
- Reveals dependence on a small number of trades, days, accounts, symbols, or strategies.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
Largest losing day contribution
LiveLargest losing day contribution shows how strongly one component influences the combined result.
- Formula or calculation
- Relevant component result ÷ total comparable portfolio or scoped result × 100.
- Why it is useful
- Reveals dependence on a small number of trades, days, accounts, symbols, or strategies.
- Interpretation note
- Calculated only from eligible imported observations in the selected account, period and filters; missing source data or an insufficient sample can make it unavailable.
