You can select

Which dates to include
Which market to include

Statistics for futures only
Statistics for options only
Both futures and options statistcs combined
Select any market
Choose to analyse statistics for all markets.

You can see details for all trades as well as all trade series (trades grouped together that are part of one trade strategy).

For example - if you enter a position with 2 contracts and liquidate 1 at a particular price and the other at a different price - this is seen as 2 trades but one series (group). You may have won on one and lost on the other, but overall this series was a win (or loss).

The 'Start Date' and the 'End Date' are entered and the Statistics given are for the period selected.

In the Screen Shot the period has been set from 1-Jan 1998 to 31-Dec 2000

Click the image to enlarge the Screen Shot of the Statistics Screen in The Margin Account Calculator

PROFIT FACTOR ANALYSIS

The Profit Factor Analysis Chart is useful for system traders who may place many trades, often in the same market, and use a trading system.

The analysis will plot the ‘Profit Factor’ over the trade range selected (‘Start’ and ‘End’ dates are set on the statistics screen). There a 2 plots for this analysis.

1 The Profit Factor for the entire trade range.
2 The Profit Factor over the last 30 trades.

The Profit factor is the ratio of Gross Profit divided by Gross Loss over the selected trade range.

The PF gives a quick view as to how a particular market/trading system combination is behaving and can also be used to reduce or increase position sizes or even totally quit trading a particular combination if the PF is trending below one.

In the fictitious example shown in the Screen Shot the PF30 goes below one for a period of time, and this gives a reasonable indication that the system is not performing as required, in the shorter term at least.

Click the image to enlarge the Screen Shot of the Statement Checking Screen in The Margin Account Calculator