To manually run a query:
1. Right mouse click a query and select Run Queries Now
2. Click the OK
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Rules Table Rule Parameter |
Rule Parameter Description |
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% Losers |
The percentage of losing trades for a security using the indicated trading system/model as compared to the Total Trades. |
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% Winners |
The percentage of winning trades for a security using the indicated trading system/model as compared to the Total Trades. |
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Ave Loss % |
The average percentage loss on all losing trades for a security using the indicated trading system/model. |
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Ave Win % |
The average percentage gain on all winning trades for a security using the indicated trading system/model. |
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Average Drawdown % |
The average percentage decline for all trades in a security from each trade’s peak level to each trade’s low using the indicated |
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Average WL Ratio |
The amount of gains made for every dollar lost for a security using the indicated trading system/model (calculated by dividinthe Ave Loss %). |
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Current Duration |
The number of days a security has been held long in the current trade using the indicated trading system/model. |
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Current PL |
Percentage profit or loss experienced by a security in the current trade using the indicated trading system/model. |
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Current Position |
The current position of a security in VPM using the indicated trading system/model (e.g. Long or Flat). |
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Drawdown High Date |
The date the current or most recent trade in a security hit a high point using the indicated trading system/model. |
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ER Ratio (Effectiveness Ratio) |
Illustrates how well VPM has traded a security historically using the indicated trading system/model (calculated by multiplying Average WL Ratio). |
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Entry Date |
The date the indicated trading system/model purchased a security for the current trade. |
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Entry Price |
The assumed price the indicated trading system/model purchased a security for the current trade. |
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Last Close |
The previous trading day’s closing price for a security. |
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Last High |
The highest intra-day price for a security during the previous trading day. |
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Last Low |
The lowest intra-day price for a security during the previous trading day. |
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Last Open |
The previous trading day’s opening price for a security. |
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Losing Trades |
The number of trades, as defined by a buy and subsequent sell, that resulted in negative returns for a security using the indicated system/model. |
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Max Days Date |
The date when the current trade is likely to meet the Max Days Held value. It is estimated using the maximum holding period security throughout its history. |
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Max Days Held |
The maximum number of days a security has been held using the indicated trading system/model throughout its history. |
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Mean Days Date |
The date when the current trade is likely to meet the Trade Profile Mean’s value. It is estimated using the average holding psecurity throughout its history. |
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Min Days Held |
The minimum number of days a security has been held using the indicated trading system/model throughout its history. |
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Net Profit % |
The cumulative percentage gain for all trades in a security using the indicated trading system/model. |
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Optimized Net Profit % |
The cumulative percentage net gain for all trades in a security using the indicated trading system/model. It looks at the modProfit % over the last 6 month period (periods being Jan 1-Jun 30 and Jul 1-Dec 31). |
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Projected Max Date |
The date when the current trade is likely to meet the Projected Max Days value. It is estimated by adding the Current Duration Profile Std Dev value. |
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Projected Max Days |
Calculated by adding the Current Duration value to the Trade Profile Std Dev value. |
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Stats Run Time |
Date corresponding to the last time the statistics were updated for a security using the indicated trading system/model. |
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Total Trades |
The number of trades, as defined by a buy and subsequent sell, for a security using the indicated trading system/model. |
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Trade Profile Mean |
The average or expected number of days a security is expected to be held using the indicated trading system/model. |
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Trade Profile Std Dev |
The standard deviation of the number of days a security is held on average using the indicated trading system/model. |
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Winning Trades |
The number of trades, as defined by a buy and subsequent sell, that resulted in positive returns for a security using the indicated system/model. |
