Here's another. I believe I've expressed doubts about the "Max open trades" statistic before. Here's one thing that doesn't make sense about it. This can happen:
Code:
Number of trades    132 (261/year, 6/week, 2/day)
Percent winning     8%
Max win/loss        0.05$ / -0.28$
Avg trade profit    -0.06$ -0.6p (+0.3p / -0.7p)
Avg trade slippage  0.01$ 0.1p (+2.4p / -0.1p)
Avg trade bars      1 (+2 / -1)
Max trade bars      2 (120 minutes)
Time in market      8%
Max open trades     0
Max loss streak     26 (uncorrelated 70)

so can this.
Code:
Number of trades    71 (141/year, 3/week, 1/day)
Percent winning     1%
Max win/loss        0.02$ / -0.14$
Avg trade profit    -0.06$ -0.7p (+0.3p / -0.7p)
Avg trade slippage  -0.00$ -0.0p (+8.2p / -0.2p)
Avg trade bars      2 (+2 / -2)
Max trade bars      2 (120 minutes)
Time in market      5%
Max open trades     0
Max loss streak     45 (uncorrelated 349)

Observed: If Avg trade bars = 1 or 2, Max open trades can be 0 even if Number of trades > 0.

Last edited by GPEngine; 05/29/15 14:44.