Metrics Guide - Tradearium

Core Statistics

Win Rate: The percentage of closed trades that were profitable. Calculated as (winning trades ÷ total trades) × 100. A win rate above 50% means more winning trades than losing ones, but profitability also depends on the size of wins vs losses.
Profit Factor: The ratio of gross profit to gross loss (absolute value). A profit factor above 1.0 means you're making more than you're losing. Above 1.5 is considered good, above 2.0 is excellent. Below 1.0 means you're losing money overall.
Expectancy: The average amount you can expect to win (or lose) per trade. Calculated as (win rate × average win) − (loss rate × average loss). A positive expectancy means your strategy is profitable over time.
Sharpe Ratio: A measure of risk-adjusted return. Calculated as the mean of daily returns divided by the standard deviation of daily returns (with risk-free rate = 0). Higher is better. Above 1.0 is acceptable, above 2.0 is very good.
Best/Worst Trade: The single most profitable and most losing trade in your history, measured in USD.
Consecutive Wins/Losses: The longest streak of consecutive winning or losing trades. Long losing streaks indicate potential psychological pressure points where revenge trading may occur.
Net Profit: Total profit minus total losses across all closed trades, in USD and as a percentage of initial balance.

Risk Metrics

Max Drawdown: The largest peak-to-trough decline in your account balance. Measures the worst-case loss from a high point before recovery. Expressed in USD and as a percentage of the peak balance.
Max Daily Drawdown: The largest balance decline within any single trading day. Most prop firms set a daily loss limit (typically 5%) — breaching this results in account failure.
Lot Consistency (Std Dev): The standard deviation of your position sizes (lot volumes). A lower number means more consistent sizing. High deviation suggests inconsistent risk management or emotional sizing.

Symbol Breakdown

Contribution %: The percentage of your total profit/loss that each symbol accounts for. If total P&L is $1000 and US30 made $600, its contribution is 60%. Helps identify which instruments drive your performance.
Avg P&L: Average profit or loss per trade for that specific symbol.
Min / Avg / Max Hold Time: The shortest, average, and longest time a position was held open for each symbol. Helps identify if you're scalping (seconds/minutes) or swing trading (hours/days) on different instruments.

Trading Objectives

Trading Days: The number of unique calendar days where at least one trade was closed. Most prop firms require a minimum number of trading days (typically 3-5) to prove consistency.
Max Daily Loss: The maximum allowed loss in a single day, typically 5% of the initial balance. If your worst daily loss exceeds this threshold, the challenge is failed.
Max Loss (Overall Drawdown): The maximum allowed total drawdown from the initial balance, typically 10%. If your account drops below this level at any point, the challenge is failed.
Profit Target: The profit goal as a percentage of initial balance (typically 8-10%). For a $10,000 account at 8%, you need to reach $10,800 in balance to pass.

Behavioral Patterns

Revenge Trading: Opening a new trade within 5 minutes of closing a losing trade on the same or correlated symbol. This emotional reaction typically leads to further losses as decisions are driven by frustration rather than strategy.
Overtrading Days: Days where the number of trades exceeds 2× your historical daily average. Overtrading often signals frustration, boredom, or lack of discipline.
Inconsistent Sizing: Trades where the lot size deviates more than 50% from your average. Large position jumps often correlate with emotional decision-making or attempting to "make back" losses.
Holding Losers Ratio: The ratio of average holding time for losing trades vs winning trades. A ratio above 1.0 means you hold losers longer than winners — a common psychological bias where traders hope losers will recover.

Daily Summary

Trades: Number of positions closed on that day.
Lots: Total volume (sum of all lot sizes) traded on that day.
Profit: Net profit/loss for all trades closed on that day, in USD.

Advanced Insights

These features provide actionable intelligence beyond basic statistics. They help you identify specific behaviors that cost you money — and show exactly how much you'd save by fixing them.

Position Sizing Score STARTER+: Grades your lot size consistency from A (perfect) to F (erratic). Uses coefficient of variation — the lower the variation between your trades, the higher your score. Oversized trades (>1.5× your average) and undersized trades (<0.5×) are flagged individually.
Avoid Trading Zones STARTER+: Identifies specific hours, days of the week, and trading sessions where you are net-negative. Each zone shows the total dollar cost, number of trades, and win rate. The goal: stop trading in your worst time windows and immediately improve results.
Revenge Trading Cost PREMIUM: Quantifies the exact dollar cost of revenge trading — trades placed within 5 minutes of a losing close. Shows total cost, what percentage of your gross losses it represents, the win rate on revenge trades (typically very low), and worst single revenge loss.
"What If" Scenarios PREMIUM: Shows your projected final balance if you had eliminated specific bad habits. Each scenario removes a category of bad trades and shows exactly how much you'd save. The gap between actual and projected balance makes the cost of bad habits undeniable.
Win/Loss Streak Behavior PREMIUM: Reveals whether you increase your position size after losses (a sign of tilt/revenge) or after wins (overconfidence). Compares average lot size after a win vs after a loss, and calculates the cost of trades where you sized up emotionally after a losing streak.

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