Currently we only have the columns Avg Daily
and Annualized Return
. It would be helpful to also have counterparts for those that take Value
into account.
-
Total Profit All:
Total Profit ($) + Value = $80.26 + (-$29.36) = $50.9
-
Total Profit All %:
Total Profit All / Max Cost ~ $50.9 / $77.98 ~ 65.27%
-
Avg Daily All:
Total Profit All / Trading Time = $50.9 / 559 ~ $0.0911
-
Avg Daily All (%):
Avg Daily All / Max Cost ~ $0.0911 / $77.98 ~ 0.11%
-
Annualized Return Total:
Avg Daily All * Days of a Year ~ $0.0911 * 365.2422 ~ $33.27
-
Annualized Return Total (%):
Annualized Return All / Max Cost ~ $33.27 / $77.98 ~ 42.67%
The smaller Value
the smaller the difference
-
Total Profit All:
Total Profit ($) + Value = $6068.64 + (-$57.13) = $6011.51
-
Total Profit All %:
Total Profit All / Max Cost ~ $6011.51 / $16100 ~ 37.34%
-
Avg Daily All:
Total Profit All / Trading Time = $6011.51 / (415 + 7/8) ~ $14.455
-
Avg Daily All (%):
Avg Daily All / Max Cost ~ $14.455 / $16100 ~ 0.0898%
-
Annualized Return Total:
Avg Daily All * Days of a Year ~ $14.455 * 365.2422 ~ $5279.576
-
Annualized Return Total (%):
Annualized Return All / Max Cost ~ $5279.576 / $16100 ~ 32.79%
Improvement by Max Parallel Cost
Even more helpful would be those stats if we replaced Max Cost
by the suggested column Max Parallel Cost
. With that the second example would outperform the first by length.