Performance Reporting Key

Average Holding Time
The mean number of days each trade was held. It represents the average duration of all trades.
Average Leverage
The mean leverage used across all trades. Leverage is a multiplier that allows traders to control a larger position with a smaller amount of capital.
Average Percentage Gain
The mean of all positive percentage returns from trades. It represents the average profit percentage earned on winning trades.
Average Percentage Loss
The mean of all negative percentage returns from trades. It represents the average loss percentage incurred on losing trades.
Average Percentage Return
The overall mean of all percentage returns (both gains and losses) from trades. It provides an average return percentage for all trades.
Expected Value per Trade
The average percentage return per trade. It represents the expected profit or loss from each trade.
Profit Factor
The ratio of gross profit (sum of profits from winning trades) to gross loss (absolute sum of losses from losing trades). It indicates the profitability of the trading strategy.

Profit Factor is a key trading metric that ranks the profitability of a strategy from excellent to poor. An excellent Profit Factor (>2.0) indicates that for every dollar lost, more than two dollars are earned, showcasing a very profitable strategy. A good Profit Factor (1.5-2.0) signifies earning between 1.5 and 2 dollars for every dollar lost, while an average Profit Factor (1.2-1.5) reflects reasonable profitability with earnings between 1.2 and 1.5 dollars per dollar lost. A below average Profit Factor (1.0-1.2) shows marginal profitability, needing improvement as it earns slightly more than a dollar per dollar lost. A poor Profit Factor (<1.0) indicates a losing strategy, with less than a dollar earned for every dollar lost, resulting in a net loss.
Unleveraged Returns
The sum of all values for all trades if they were taken without leverage.
Win Rate
The ratio of the number of winning trades to the total number of trades, expressed as a percentage. It indicates the success rate of the trades.