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How to Analyze Strategy Statistics

Overview​

Deep dive into strategy statistics to understand performance drivers and improvement opportunities.

Steps​

1. Open Strategy Details​

  1. Go to Strategy Board
  2. Click on strategy to analyze
  3. Navigate to "Statistics" tab

Screenshot: Statistics tab

2. View Overview Stats​

Top section shows:

  • Total trades executed
  • Current win rate
  • Total P&L
  • Active since date
  • Last trade date

Screenshot: Overview stats

3. Explore Detailed Metrics​

Win/Loss Analysis:

  • Total winners vs losers
  • Win rate percentage
  • Average winning trade
  • Average losing trade
  • Win/loss ratio

Risk-Reward Analysis:

  • Average R:R ratio
  • Target R:R vs actual
  • Risk consistency
  • Reward optimization

Screenshot: Detailed metrics

4. Review Distribution Charts​

  • P&L distribution histogram
  • Win/loss frequency
  • Trade size distribution
  • Holding time analysis

Screenshot: Distribution charts

Success!​

You're analyzing strategy statistics in depth.

Key Statistics Explained​

Profitability Metrics​

Total P&L: Sum of all trades
Avg Trade: P&L per trade
Profit Factor: Wins ÷ Losses
ROI %: Return on investment

Consistency Metrics​

Win Rate: % profitable trades
Expectancy: Avg expected profit
Std Deviation: P&L volatility
Sharpe Ratio: Risk-adjusted return

Risk Metrics​

Max Drawdown: Largest decline
Avg Drawdown: Typical decline
Recovery Time: Bounce back speed
Risk of Ruin: Probability of failure

Screenshot: Metrics explained

Trade Quality Analysis​

Execution Quality​

⭐ 5-Star Trades: Perfect execution
⭐ 4-Star Trades: Good execution
⭐ 3-Star Trades: Average
⭐ 2-Star Trades: Poor execution
⭐ 1-Star Trades: Terrible execution

Correlation with P&L?

Time-Based Analysis​

Performance Over Time​

  • Daily: Best trading days
  • Weekly: Day-of-week patterns
  • Monthly: Seasonal effects
  • Time of Day: Optimal entry times

Screenshot: Time analysis

Market Condition Analysis​

Performance by Market​

📊 Bull Market: Rising trends
📊 Bear Market: Falling trends
📊 Sideways: Range-bound
📊 Volatile: High volatility

Which conditions suit strategy best?

Position Sizing Analysis​

Size Distribution​

  • Small positions (<₹10K)
  • Medium positions (₹10K-₹50K)
  • Large positions (>₹50K)

Does size affect win rate?

Screenshot: Position sizing

Holding Time Analysis​

Duration Stats​

  • Average hold time
  • Winners vs losers hold time
  • Optimal exit timing
  • Time-based patterns

Symbol Analysis​

Best Performing Symbols​

  • Top 5 profitable symbols
  • Top 5 loss-making symbols
  • Success rate by symbol
  • Strategy-symbol fit

Screenshot: Symbol performance

Consecutive Analysis​

Streaks​

Win Streaks:

  • Longest winning streak
  • Current streak
  • Average streak length

Loss Streaks:

  • Longest losing streak
  • Recovery patterns
  • Stop trading triggers

Goal Achievement​

vs Targets​

Compare actual to goals:

  • Win rate target: ✅ or ❌
  • R:R ratio target: ✅ or ❌
  • Monthly P&L goal: ✅ or ❌
  • Max drawdown limit: ✅ or ❌

Screenshot: Goal tracking

Advanced Statistics​

Statistical Tests​

  • T-Test: Significance of edge
  • Z-Score: Outlier detection
  • Correlation: Variable relationships
  • Monte Carlo: Simulation results

Optimization Insights​

What Statistics Reveal​

✅ Entry timing effectiveness
✅ Exit rule success
✅ Position sizing impact
✅ Risk management quality
✅ Market condition suitability

Heat Maps​

Visual Performance​

  • Day-time heat map
  • Win rate by conditions
  • P&L by variables
  • Pattern recognition

Screenshot: Heat maps

Export Statistics​

Download Data​

  1. Click "Export Stats"
  2. Choose format (Excel, CSV, PDF)
  3. All metrics included
  4. Use for further analysis

Quick Tips​

  • Look beyond win rate
  • Consider sample size
  • Check consistency
  • Analyze losers closely
  • Find optimal conditions
  • Regular statistical review

Red Flags in Statistics​

Warning Signs​

⚠️ High volatility in P&L
⚠️ Large outlier trades
⚠️ Declining win rate trend
⚠️ Increasing avg loss
⚠️ Longer recovery times

What to Do with Insights​

Action Plan​

  1. Identify Best Setups: Trade more
  2. Find Weak Points: Fix or avoid
  3. Optimize Rules: Based on data
  4. Adjust Position Sizing: Per stats
  5. Update Goals: Realistic targets

Next Steps​

Troubleshooting​

Stats not updating? Sync trades first
Wrong calculations? Check tagged trades
Missing data? Ensure strategy tagged
Charts not loading? Refresh page
Need help? Contact support@tradelyser.com