Profit & Loss
The Profit & Loss section of the report is divided into three different areas:
Total Net P/L: This is displayed in the pyramid graph that gives the net P/L for each year as well as the overall P/L of the service to date. Losing years are easy to pick as they are in red;
Av Annual P/L: How much, on average, the service has netted per year;
Av Monthly P/L: For those wanting income rather than capital growth, this is how much the system would net per month based on the default trading parameters.
Drawdowns
As well as showing all the drawdowns over the life of the service in the large graph in the middle of the page, the graphs at the bottom also give you:
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Max $ Drawdown
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Max % Drawdown
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Av $ Drawdown
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Av % Drawdown
Downside Deviation
Downside Deviation measures downside volatility against a predetermined Minimum Acceptable Return (5% per annum), and is a measure of the degree to
which the service's results have deviated from that level of return, but only on the downside.
