Signal Statistics



Numbers

Number of signals since 01.01.2008: {$nbr_of_signals}
Number of winning signals since 01.01.2008:  {$nbr_of_winning}
Number of losing signals since 01.01.2008:  {$nbr_of_failing}
Number of breakeven signals since 01.01.2008  {$nbr_of_breakeven}
Number of buy signals since 01.01.2008:  {$nbr_of_buy}
Number of sell signals since 01.01.2008:  {$nbr_of_sell}

  

Rates 

  
Rate of winning signals: {$rate_of_winning}
Rate of losing signals: {$rate_of_failing}
Rate of breakeven signals: {$rate_of_breakeven}
Rate of buy (long) signals: {$rate_of_buy}
Rate of sell (short) signals {$rate_of_sell}
 



Total P&L


Total profit (sum of all winning signals) {$all_profit} pips
Total loss (sum of all losing signals) {$all_loss} pips
 


Averages
  
 
Average profit per signal {$avg_profit} pips
Average loss per signal {$avg_loss} pips
Average profit realized on a winning buy signal  {$avg_profit_buy} pips
Average profit realized on a winning sell signal   {$avg_profit_sell} pips
Average loss realized on a losing buy signal  {$avg_loss_buy} pips
Average loss realized on a losing sell signal  {$avg_loss_sell} pips
Average life span of a winning signal  {$avg_life_of_winning} days
Average life span of a losing signal  {$avg_life_of_failing} days
Average life span of a breakeven signal  {$avg_life_of_breakeven} days



Top 10 most profitable signals
2011: {$arr_top10_2011} 2010: {$arr_top10_2010} 2009: {$arr_top10_2009} 2008: {$arr_top10_2008}


Top 10 least profitable signals      

    2011: {$arr_bottom10_2011}
    2010: {$arr_bottom10_2010}
    2009: {$arr_bottom10_2009}
    2008: {$arr_bottom10_2008}

 

Series   
  
Longest winning streak/Most winning signals in a row: 	{$arr_top_winning_serie}
Longest losing streak/Most losing signals in a row: {$arr_top_failing_serie}
Currency pair profit rankings: {$arr_top_currency_pairs}