This DAV shows information about the average performance of all the performed runs. In order to make comparisons among the performance of the sub-strategies easier, it is possible to show side by side the performance of several sub-strategies. This can be achieved right clicking in the data grid and selecting in the contextual menu the option desired.

Simulation Performance Metrics shown:

• | General Data: |

o | Starting Capital: The capital at the beginning of the simulation. |

o | Ending Capital: The capital at the end of the simulation. |

o | Net Profit: The net profit of the simulation. Is equivalent to: 'All Trades Net Profit' + 'Cash Return' - 'Margin Interest' |

o | Net Profit %. |

o | APR %: The annualized net profit percentage rate of the simulation. |

o | Cash Return: The interests received by the unused cash in the account. |

o | Margin Interest: The interests paid for the cash borrowed on margin. |

o | Commissions Paid: The total amount of commissions paid. |

o | Num of Raw Trades: The number of Raw Trades in the Raw Simulation. |

o | Num of Positions: The average number of Positions. |

o | Num of Discarded Trades: The average number of Raw Trades that has been discarded. |

• | Drawdown: |

o | Max Drawdown: The maximum drawdown. |

o | Max DD %: The maximum drawdown percentage. |

o | Max DD % Date: The maximum drawdown date. |

o | Longest DD: The duration of the longest drawdown period. |

o | Max CE DD: The maximum drawdown taking into account only the closed equity (the equity excluding unrealized profit/loss). |

o | Max CE DD %: The maximum drawdown percentage taking into account only the closed equity (the equity excluding unrealized profit/loss). |

o | Max CE DD % Date: The maximum drawdown date taking into account only the closed equity (the equity excluding unrealized profit/loss). |

o | Longest CE DD: The duration of the longest drawdown period taking into account only the closed equity (the equity excluding unrealized profit/loss). |

• | Other Ratios: |

o | Exposure %: The percentage of capital that was invested over the course of the simulation. |

o | New Highs %: Percentage of bars on which a new equity high is made. |

o | Profit Factor: The Gross Profit of the simulation divided by the Gross Loss. |

o | Recovery Factor: The Total Net Profit of the simulation divided by the Maximum Drawdown. |

o | Ulcer Index: The Ulcer Index measures a portfolio's overall volatility. A lower Ulcer Index indicates less volatility and drawdown. |

o | Ulcer Perf Index: The Ulcer Performance Index (Peter Martin) is similar to Sharpe Ratio and rates a trading system's return above a safe cash rate against risk represented by Ulcer Index. |

o | Sharpe Ratio: The Sharpe Ratio measures the performance of a strategy favoring strategies that result in smoother equity curves. |

o | Sortino Ratio: The Sortino Ratio is similar to the Sharpe Ratio using only the downside deviation instead of standard deviation. |

o | Wealth-Lab Score: A metric used in the Wealth-Lab software in order to allow strategy results to be compared with one another. |

o | MAR Ratio: The MAR Ratio, is annualized percentage return divided by the maximum percent drawdown. |

o | Lake Ratio: The Lake Ratio created by Ed Seykota is based on viewing equity as series of peaks and valleys filled with rain. Reference: http://www.seykota.com/tribe/risk/ |

o | Inv Lake Ratio: The inverse of the Ed Seykota Lake Ratio. Reference: http://www.seykota.com/tribe/risk/ |

o | KRatio: The K-ratio, (Lars Kestner), evaluates the monthly performance of an equity relative to its risk, taking as the risk the standard deviation of the monthly returns on the investment. |