Query Rules

To manually run a query:

1. Right mouse click a query and select Run Queries Now

2. Click the OK

Rules Table Rule Parameter

Rule Parameter Description

% Losers

The percentage of losing trades for a security using the indicated trading system/model as compared to the Total Trades.

% Winners

The percentage of winning trades for a security using the indicated trading system/model as compared to the Total Trades.

Ave Loss %

The average percentage loss on all losing trades for a security using the indicated trading system/model.

Ave Win %

The average percentage gain on all winning trades for a security using the indicated trading system/model.

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

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 %).

Current Duration

The number of days a security has been held long in the current trade using the indicated trading system/model.

Current PL

Percentage profit or loss experienced by a security in the current trade using the indicated trading system/model.

Current Position

The current position of a security in VPM using the indicated trading system/model (e.g. Long or Flat).

Drawdown High Date

The date the current or most recent trade in a security hit a high point using the indicated trading system/model.

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).

Entry Date

The date the indicated trading system/model purchased a security for the current trade.

Entry Price

The assumed price the indicated trading system/model purchased a security for the current trade.

Last Close

The previous trading day’s closing price for a security.

Last High

The highest intra-day price for a security during the previous trading day.

Last Low

The lowest intra-day price for a security during the previous trading day.

Last Open

The previous trading day’s opening price for a security.

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.

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.

Max Days Held

The maximum number of days a security has been held using the indicated trading system/model throughout its history.

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.

Min Days Held

The minimum number of days a security has been held using the indicated trading system/model throughout its history.

Net Profit %

The cumulative percentage gain for all trades in a security using the indicated trading system/model.

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).

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.

Projected Max Days

Calculated by adding the Current Duration value to the Trade Profile Std Dev value.

Stats Run Time

Date corresponding to the last time the statistics were updated for a security using the indicated trading system/model.

Total Trades

The number of trades, as defined by a buy and subsequent sell, for a security using the indicated trading system/model.

Trade Profile Mean

The average or expected number of days a security is expected to be held using the indicated trading system/model.

Trade Profile Std Dev

The standard deviation of the number of days a security is held on average using the indicated trading system/model.

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.

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