Rate of Return Calculation

Rate of return is always calculated as max profit / max loss for all position types, where max loss is defined as the theoretical risk less any premium received.

% Premium Calculation

The formula for % premium increase/decreased is:

Where change percent is equal to the net change in position value divided by the openPrice of the position, defined as:

The definition for markClose calculations of individual position types can be found here.

Win Rate

The percentage of winning trades from a group of trades. Win Rate (win%) = number of wins divided by total number of trades.

Total P/L

The sum of open and closed P/L.

Total P/L %

The total P/L divided by the bot allocation.

Day P/L

The current intraday total P/L minus the previous day's closing total P/L or 0 if no previous day.

Day P/L %

The day P/L divided by the previous day's closing net liquid or bot allocation if no previous day.