Signal Report
Use the Signal Report to analyze your mixed entry and exit signals. As explained in Signal Maker, you can use the OR operator to create a signal with as many sub-signals as you like. This report evaluates the performance of each sub-signal independently. In other words, it helps you understand the contribution of each sub-signal to the overall return of your strategy.
Note that the performance of the long and short sides is reported separately.
Field | Description |
|---|---|
Sub-signal | The sub-signal being analyzed. |
Number of Positions | The total number of positions associated with the sub-signal. |
Number of Win Positions | The number of positions that were closed with a profit. |
Number of Lost Positions | The number of positions that were closed with a loss. |
Return (%) | The overall return percentage generated by the sub-signal. |
Average Return (%) | The average return percentage generated by the sub-signal. |
Min Return (%) | The minimum return percentage recorded for the sub-signal. |
Max Return (%) | The maximum return percentage recorded for the sub-signal. |
Median Return (%) | The median return percentage of the sub-signal. |
Std Return (%) | The standard deviation of the returns generated by the sub-signal, measuring return variability. |