Metrics Library

A complete dictionary of the 50+ single-value metrics and list widgets available in the InnovaDash Widget Library. Metrics are organized by category, matching their grouping in the app.

Overview & Lists

🌊

Equity Float

Unrealized PnL calculated as Equity minus Balance. Shows floating profit or loss on open positions.

🌅

Profit Today

Sum of all profits from trades closed since midnight (local time).

📅

Avg Daily PnL

Total net profit divided by the number of unique trading days in the selected period.

📈

Gross Profit

Sum total of all winning trades (profits only).

📉

Gross Loss

Sum total of all losing trades, displayed as a positive (absolute) value.

🟢

Open Trades

Count of currently active positions as reported in real-time by the EA.

📋

Recent Closed Trades

List widget displaying your most recently closed trades with symbol, type, profit, and close time. The number of items shown is configurable via the filter panel.

Active Open Trades

List widget displaying currently running positions with live floating PnL, symbol, type, and volume.

Trade Stats & Frequencies

🎯

Win Rate

Percentage of trades that closed in profit. Calculated as winning trades divided by total trades.

💵

Avg Winning Trade

Average monetary gain of profitable trades only.

🗓️

Trades / Day (Avg)

Total trade count divided by the number of calendar days in the period. Gives an average daily execution rate.

Trade Frequency

Average elapsed time (in hours) between consecutive trade executions.

⏱️

Time In Market

Estimated percentage of total calendar time where capital was actively exposed to market risk (based on trade open/close timestamps).

⏱️

Avg Win Time

Average holding duration of winning trades, displayed in human-readable format (e.g., 2h 15m).

Avg Loss Time

Average holding duration of losing trades, displayed in human-readable format.

🔢

Total Trades

Total number of closed positions in the selected period.

🔼

Long Trades

Total count of Buy positions.

🔽

Short Trades

Total count of Sell positions.

⚖️

Avg Pos Size

Average volume (in lots) across all trades in the selected period.

📦

Total Volume

Cumulative lot size traded over the period.

Streaks & Extremes

🔥

Current Streak

The ongoing sequence of consecutive winning or losing trades to date. Displayed as a count with “Wins” or “Losses” label.

🚀

Longest Win Streak

The maximum number of consecutive profitable trades achieved in the selected period.

🛑

Max Loss Streak

The maximum number of consecutive losing trades in the selected period.

🏆

Best Trade

The single highest-profit trade in the selected period.

💀

Worst Trade

The single largest-loss trade in the selected period.

Most Traded Symbol

The asset with the highest trade count in the selected period.

Advanced Ratios

🧮

Profit Factor

Gross Profit divided by the absolute value of Gross Loss. A value >1.0 indicates net profitability; >1.5 is considered excellent.

Net Profit Factor

Total net profit divided by the absolute value of Gross Loss. Accounts for the net result rather than gross.

⚖️

Payoff Ratio

Average winning trade amount divided by the average losing trade amount (absolute value). Measures reward-to-risk per trade.

🔮

Expected Payoff

Statistically expected monetary return per trade, calculated as: (Win Rate × Avg Win) − (Loss Rate × Avg Loss).

💵

Net Avg Trade

Total net profit divided by the total number of executed trades. Represents the average P&L across all trades.

📈

Long Win Rate

Winning long (Buy) trades divided by total long trades, expressed as a percentage.

📉

Short Win Rate

Winning short (Sell) trades divided by total short trades, expressed as a percentage.

💪

Gain to Pain Ratio

Total net return divided by the sum of all absolute losses. Measures the cumulative reward per unit of cumulative pain.

🦖

Tail Ratio

95th percentile of trade profits divided by the absolute value of the 5th percentile (worst losses). Measures the magnitude of your best wins relative to your worst losses. Requires at least 20 trades.

Ω

Omega Ratio

Sum of all profits above a zero threshold divided by the sum of all losses below it. A probability-weighted ratio of gains versus pains. Values >1.0 indicate net positive expectancy.

✂️

Adj Net Profit

Total profit recalculated after removing the top 5% of your most profitable trades. Reveals whether your strategy is consistently profitable or dependent on a few large outlier wins.

Quant Risk & Drawdowns

📉

Sharpe Ratio

Risk-adjusted return metric. Calculated as: (Mean Trade Return − Risk-Free Rate) ÷ Standard Deviation of Returns. Annualized by multiplying by √252. Higher is better; penalizes both upside and downside volatility.

🛡️

Sortino Ratio

Similar to the Sharpe Ratio but only penalizes downside volatility (negative returns). Calculated using the standard deviation of losing trades only, then annualized.

🌊

Calmar Ratio

Annualized return divided by Maximum Drawdown. The annualized return is computed from total net profit scaled by the number of calendar days between the first and last trade.

🔄

RoMaD

Return on Maximum Drawdown. Total net profit divided by the absolute value of maximum drawdown.

🚑

Recovery Factor

Net profit divided by the absolute value of maximum drawdown. Indicates how many times the strategy has recovered its worst drawdown.

🧠

SQN (System Quality Number)

Evaluates overall strategy robustness using: (Mean Profit per Trade ÷ Std Dev of Profits) × √N. Requires a minimum of 30 trades. Values above 2.0 suggest a consistently reliable system.

🕳️

Max Drawdown

The largest peak-to-trough decline in cumulative equity, expressed as a percentage. Reflects the worst-case scenario experienced.

🔴

Current Drawdown

Monetary distance from your cumulative P&L all-time high to the current cumulative value.

📊

Avg Drawdown

Average depth (in currency) of all equity pullbacks across the selected period.

Max DD Duration

Longest consecutive period (in days) spent in a drawdown before the cumulative P&L made a new high.

📉

Ulcer Index

Measures both the depth and duration of drawdowns simultaneously. Calculated as the root-mean-square of all percentage drawdown values. Lower is better.

⚠️

VaR (95%)

Value at Risk. The expected maximum single-trade loss at the 5th percentile. Tells you: “95% of the time, my loss per trade will not exceed this amount.”

🚨

Expected Shortfall (CVaR 95%)

Conditional Value at Risk. The average loss of all trades that fall beyond the VaR threshold (the worst 5%). Gives a more conservative risk estimate than VaR alone.

🎯

Kelly %

The mathematically optimal fraction of capital to risk per trade, based on your win rate and payoff ratio. Calculated as: Win Rate − (Loss Rate ÷ Payoff Ratio). Use with caution — real-world application typically uses a fraction of the Kelly value.

⚙️

Account Leverage

The theoretical leverage ratio calculated from your account balance and equity data as reported by the EA.

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