1. Login – account MT4 login.
2. Total Gain – current account gain since opened, %. Is calculated follows:
3. Daily Gain – profit in comparison with the previous day, %:
4. Since Opened – number of days from the opening, days.
5. Max Drawdown – the difference between the historical peak of the total gain and following historical bottom of the total gain. It shows the maximum loss ever made in the account, %.
6. Type – the type of the account.
7. Gain Chart – account total gain in a graphical view.
1. Profit Volatility – average of all absolute Daily Gain-values:
2. Recovery Factor – ratio of the current profit to the maximum drawdown (in monetary form). It is used to estimate the ratio of receiving potential profit to potential loss in this account. A high Recovery Factor value signifies the account ability to regain profit after a period of unsuccessful trading:
3. Rate of Return – is the ratio of money gained or lost (whether realized or unrealized) on assignments relative to the amount of money assigned, %.
4. Sharpe Ratio – measure of ratio between a received return and the experienced risk. It characterizes how well the return of an asset compensates the Follower for the risk taken. The higher Sharpe Ratio gives more return for the same risk. Sharpe Ratio is defined as:
Asset return is calculated as Average Daily Gain:
σ is calculated as Standard Deviation of Daily Gain:
5. Sortino Ratio – measure of ratio between received return and the experienced downside risk. Is similar to the Sharpe ratio, except it uses downside deviation for the denominator instead of standard deviation, the use of which doesn't discriminate between up and down volatility:
Expected return is calculated as Average Daily Gain.
σd is calculated as Standard Deviation of Negative Daily Gains:
6. Calmar Ratio – a comparison of the average annual compounded rate of return and the maximum drawdown risk. The Calmar ratio is a Sharpe type measure that uses maximum drawdown rather than standard deviation to reflect the risks: