Full metric reference
Sourced directly from the application’s metric registry, so nothing here can drift from what the product computes.
- Average day P&L
- Net closed-trade P&L divided by UTC dates with at least one closed trade. Inactive days are excluded.
- Net P&L
- Sum of each closed trade’s net P&L, in the selected account currency.
- Win rate
- Winning closed trades ÷ all closed trades × 100. Break-even trades stay in the denominator. Open trades are excluded.
- Profit factor
- Sum of positive net trade P&L ÷ absolute sum of negative net trade P&L. No losses with positive profits produces ∞; no closed trades, or only breakeven trades, is unavailable.
- Reward / risk ratio
- Average net winning trade ÷ average absolute net losing trade. This is realized payoff, not the planned reward / risk at entry. Requires both winners and losers.
- Expectancy
- Net realized P&L ÷ number of closed trades. Includes break-even trades and fees.
- Biggest win
- Largest positive net P&L among closed trades. Zero when closed trades contain no winners.
- Biggest loss
- Most negative net P&L among closed trades. Zero when closed trades contain no losers.
- Maximum drawdown
- Largest peak-to-trough decline in cumulative closed-trade P&L. Starts at zero and excludes unrealized positions and deposits. Trades that close at the same instant move equity once, together, so row order cannot create a drawdown.
- Average realized R
- Average of net trade P&L ÷ recorded risk amount. Only closed trades with a positive recorded risk amount are included.
- Market activity
- Count of closed trades for each instrument or market. Trade count does not measure position size or capital exposure.
- Winning streaks
- Longest consecutive sequence of positive net closed-trade results, ordered by close time and then trade ID. A loss or break-even trade resets the sequence.
- Losing streaks
- Longest consecutive sequence of negative net closed-trade results, ordered by close time and then trade ID. A win or break-even trade resets the sequence.
- Trading fees
- Sum of recorded fees on closed trades. Broker-reported net P&L already includes costs; fees are not subtracted twice.
- Break-even trades
- Count of closed trades with net P&L equal to zero after fees.
- Performance by day
- Net P&L grouped by the close date in UTC. The selected range applies to closed trades.
- Performance by week
- Net P&L grouped by UTC close week, beginning on Monday.
- Performance by year
- Net P&L grouped by the UTC year in which each trade closed.
Three rules that apply to all of them
Closed trades only. Every metric here is computed from trades that have closed inside the selected range. Open positions are excluded, which is why these figures will differ from a platform that marks open positions to market.
Sample size travels with the number. A metric without its trade count is an opinion. Orderblock shows the count on every grouped result and you should refuse to interpret one without it.
Costs are not applied twice. Where a broker reports net P&L including commissions and swap, that value is used as net. Where costs are reported separately, they are recorded as fees.