Properties
Below is the list of available properties with a brief description, divided according to the application in which they can be found.
General
Ask  Best selling offer for the asset  
Ask Size  Available quantity of the asset at the Ask price  
Avg. Price  Average price of the asset  
Bars Count  Number of historical data bars at the selected timeframe requests to the broker  
Bid  Best purchase offer for the asset  
Bid Size  Available quantity of the asset at the Bid price  
Category  Asset type as set in Symbol Manager  
Chart  Asset trades Minichart  
Currency  Asset currency as set in Symbol Manager  
Datafeed  Broker to which the asset is connected  
Expiry  Asset expiry date  
Historical Bars  Number of historical data bars used  
Last  Last traded asset price  
Lot Size  Number of units of underlying asset (derivative)  
Markets  Asset exchange as set in Symbol Manager  
Notes  Notes, this field is editable  
Point Value  The monetary value represented by a full point of price movement (derivative)  
Profit / Loss  Current asset profit/loss  
Quantity  Asset portfolio quantity  
Right  Interactive Brokers only, series of option  
Range Bars  This feature requires a specific permission on user's account. See the Range Bars page of the user's guide  
Range Bars %  Change percentage per single block, this field is editable  
R.B. Swings  Total number of variations  
R.B. Up  Total number of green blocks  
R.B. Down  Total number of red blocks  
R.B. Max Up  Max. number of consecutive green blocks  
R.B. Max Down  Max. number of consecutive red blocks  
R.B. Pattern  Current asset pattern. Can be Long, Short or empty  
Sector  Asset economic sector  
Stop Loss  Stop Loss value set by the user  
Strike  Interactive Brokers only, option strike  
Symbol  Symbol of the asset for connection to the broker  
Take Profit  Take Profit value set by the user  
Time  Date and time of the last trade  
Timeframe  Currently used timeframe  
Trailing Stop Amount  Trailing Stop Amount value set by the user. Represents the minimum Profit/Loss amount required to start the Trailing Stop exit to flat the asset position  
Trailing Stop Risk  Trailing Stop Risk value set by the user. Represents a percentage of the Profit/Loss. After the Trailing Stop Amount has been reached, when the current Profit/Loss declines more than the specified Trailing Stop Risk percentage, the asset portfolio position will be closed.  
Trade Volume  Quantity of the last trade  
Daily Volume  Cumulative quantity traded during the day 
Options Strategy & Portfolio
% Downside BreakEven  Option downside breakeven distance, in percentage of underlying price  
% Upside BreakEven  Option upside breakeven distance, in percentage of underlying price  
% Working Area  Sum of % Downside BreakEven and % Upside BreakEven when both are available  
Annualized Premium %  Only for Future assets. Represents the implicit cost of a one year future contract, in percentage. Equals to 100 * ((Future Price / Underlying Price)  1) / Time to Expiry  
Ask  Best selling offer for the asset  
Ask Size  Available quantity of the asset at the Ask price  
Ask Status  Ask realtime data status (green if a realtime price has just been received, red if a sizeable amount of time has elapsed since the last realtime price has been received)  
Ask Tick Count  Number of Ask realtime data received  
Ask Time Time  Time of last realtime data received for Ask price (in numeric format, as HHMM, thus 9:15 AM is displayed as 0915)  
At Expiry  Strategy payoff value calculated at expiry date and at the current underlying price  
At Now  Strategy Profit/Loss, equal to Realized + UnRealized  Broker Costs  
At Now %  Ratio between At Now and Max Profit, in percentage  
At Now % on Max Risk  Ratio between At Now and Max Risk, in percentage  
At Now + UnAccounted  Strategy Profit/Loss, equal to Realized + UnRealized  Broker Costs + user's defined UnAccounted  
Avg. Price  Average price of the asset  
Bid  Best purchase offer for the asset  
Bid Size  Available quantity of the asset at the Bid price  
Bid Status  Bid realtime data status (green if a realtime price has just been received, red if a sizeable amount of time has elapsed since the last realtime price has been received)  
Bid Tick Count  Number of Bid realtime data received  
Bid Tick Time  Time of last realtime data received for Bid price (in numeric format, as HHMM, thus 9:15 AM is displayed as 0915)  
BreakEven %  Option or Strategy BreakEven distance, in percentage of underlying price  
BreakEven Point  Option or Strategy BreakEven underlying price  
Broker Costs  Sum of trades broker costs for the asset or the strategy  
Broker Costs (Options)  Sum of trades broker costs for the asset or the strategy, for options only  
Broker Costs (Underlying)  Sum of trades broker costs for the asset or the strategy, for underlyings only  
Category  Underlying asset category  
Charm  Second order greek, measures the option Delta change relative to a 1day time change  
Color  Third order greek, measures the option Gamma change relative to a 1day time change  
Commitment  Position Commitment as a monetary value, equal to Underlying Price * Lot Size * Point Value * Quantity * Delta  
Connected  Yes or No, indicates if realtime prices connection to broker is enabled  
Contract Average Amount  Average Amount for 1 contract, equal to Bid/Ask Average * Lot Size * Point Value  
Contract Charm  Contract Charm as a monetary value, equal to Charm * Point Value * Lot Size  
Contract Color  Contract Color as a monetary value, equal to Color * Point Value * Lot Size  
Contract Delta  Contract Delta as a monetary value, equal to Delta * Point Value * Lot Size  
Contract Exercise Value  Exercise Amount fo 1 contract, equal to Strike * Point Value * Lot Size  
Contract Gamma  Contract Gamma as a monetary value, equal to Gamma * Point Value * Lot Size  
Contract Intrinsic Value  Intrinsic value of the option's contract, equal to Intrinsic Value * Lot Size * Point Value  
Contract Rho  Contract Rho as a monetary value, equal to Rho * Point Value * Lot Size  
Contract Speed  Contract Speed as a monetary value, equal to Speed * Point Value * Lot Size  
Contract Theta  Contract Theta as a monetary value, equal to Theta * Point Value * Lot Size  
Contract Time Value  Contract Time Value as a monetary value, equal to Time Value * Point Value * Lot Size  
Contract Ultima  Contract Ultima as a monetary value, equal to Ultima * Point Value * Lot Size  
Contract Vanna  Contract Vanna as a monetary value, equal to Vanna * Point Value * Lot Size  
Contract Vega  Contract Vega as a monetary value, equal to Vega * Point Value * Lot Size  
Contract Veta  Contract Veta as a monetary value, equal to Veta * Point Value * Lot Size  
Contract Vomma  Contract Vomma as a monetary value, equal to Vomma * Point Value * Lot Size  
Contract Zomma  Contract Zomma as a monetary value, equal to Zomma * Point Value * Lot Size  
Correction Type  Indicates if the trade has been generated as an Hedging correction  
Credit  Total position sold premium  
Current Time  Current time (in numeric format, as HHMM, thus 9:15 AM is displayed as 0915)  
Daily Change  Daily price change, equal to Last  Yesterday's Close  
Daily Change %  Daily price change in percent, equal to ((Last  Yesterday's Close) * 100) / Yesterday's Close  
Datafeed  Broker to which the asset is connected  
Datafeed Order ID  RealMarket order unique identification code, assigned by the broker  
Days To Expiry  Days until asset or strategy expiry  
Days To First Expiry  Days until first strategy expiry  
Debit  Total position bought premium  
Debit/Credit  Total position market premium, positive if premium is sold, negative if premium is bought  
Delta  First order greek, measures the option premium change relative to a 1 point change of underlying price  
Delta 1%  Similar to Delta, measures the option premium change relative to a 1% change of underlying price  
Delta (Options)  Strategy Delta relative to option contracts only  
Delta (Underlying)  Strategy Delta relative to underlying contracts only  
Delta Debit/Credit Ratio  Ratio between Delta and Debit/Credit  
Delta To Protect  Amount of underlying to buy or sell in order to perform a Delta Hedging correction, based on current hedging settings  
Downside BreakEven  Option downside breakeven underlying price  
Elapsed Days  Days elapsed since first trade in strategy  
Elasticity  Option property, equal to (Delta * Underlying Price * Option Bid Price) / (Option Ask Price * 2)  
ETF Ratio  ETF to underlying Weight ratio. In many cases ETFs have prices directly related to their own underlying price. In these cases the ETF Weight ratio represents the ratio between underlying price and ETF price.  
Expectancy  Statistical measure derived from probabilities theory, equal to (Win% * AvgWin)  (Loss% * AvgLoss), the higher the better. To obtain an Expectancy value it is necessary to have at least one trade with positive Realized and one with negative Realized. 

Expected Profit  Strategy expected profit, calculated at first strategy expiry, as average of Profit/Loss results of the Montecarlo simulation  
Expected Profit/Risk Ratio  Ratio between Expected Profit and Max Risk  
Expiries Date  Expiry dates of strategy assets  
Expiry  Asset expiry date  
Filled Date/Time  Trade filled Date and Time (Paper Trading or Real Market)  
Filled Price  Trade filled asset price (Paper Trading or Real Market)  
Filled Quantity  Trade filled quantity (Paper Trading or Real Market)  
Filled Type  Trade filled type, Paper Trading or Real Market  
Future Constant  For Futures contracts, indicates the relation between a future price and it's underlying price. At higher values corresponds higher differences between future and underlying prices.  
Future Options  Indicates if the option contract has a future as it's underlying  
Gamma  Second order greek, measures the option Delta change relative to a 1 point change of underlying price  
Gamma 1%  Similar to Gamma, measures the option Delta change relative to a 1% change of underlying price  
Hedge Min. Quantity  Minimum hedging quantity required before a new hedge order can be generated on the asset  
Hedge Order Direction  Orders directions available for the asset, can be Only Long, Only Short, or Long and Short  
Hedge Price Type  Type of orders generated by hedging  
Hedge Priority  Asset priority in hedging calculation, can be Macro or Fine  
Hedge Quantity  Quantity to buy/sell in order to neutralize Portfolio Delta  
Hedge Smart Move  Flag indicating if Smart Move is enabled for hedging orders  
Hedge Smart Move Amount  If Hedge Smart Move is enabled, indicates by how many ticks the order price will be changed each time the Smart Move interval expires  
Hedge Smart Move Time  If Hedge Smart Move is enabled, indicates the Smart Move interval, in seconds, before order price is changed  
Hedging Enabled  Flag indicating if Hedging is enabled or disabled  
Hedging Weight %  When hedging is performed using many assets at the same time, indicates each asset weight in percentage  
Hist Volatility %  Volatility on underlying historical data, calculated on 75 periods, annualized with 365 bars, with 2 standard deviations  
Hist. Standard Deviation  Standard deviation on underlying historical data. Can be used as an estimation of the average daily price change. 

Impl. Volatility %  Option implied volatility  
In session  Indicates if the asset is currently in a regular trading session, based on settings from Symbol Manager  
Intrinsic Value  Intrinsic value of the option, equal to average Price  Time Value  
Kelly Bet Fraction  Statistical measure derived from probabilities theory, used to determine optimal investment size, in percentage  
Last  Last traded asset price  
Last Size  Quantity traded at the Last price  
Last Status  Last price realtime data status (green if a realtime price has just been received, red if a sizeable amount of time has elapsed since the last realtime price has been received)  
Last Tick Count  Number of Last price realtime data received  
Last Tick Time  Time of last realtime data received for Last price (in numeric format, as HHMM, thus 9:15 AM is displayed as 0915)  
Lot Size  Number of units of underlying asset (derivative)  
Main Underlying  Strategy main underlying name  
Main Underlying DataFeed  Strategy main underlying broker  
Mark To Market  Amount required to flat current open position on the asset, positive if it's an income, negative if it's an outcome  
Market Pressure  Ratio between best Bid Size and best Ask Size  
Markets  Asset exchange as set in Symbol Manager  
Max Profit  Strategy Max. Profit amount. If the calculation is not possible (infinite) the Montecarlo calculation is used  
Max Profit Debit/Credit Ratio  Ratio between Max Profit and Debit/Credit  
Max Profit Montecarlo  Strategy Max. Profit amount calculated via a Montecarlo Simulation of underlying price up until strategy expiry with current underlying standard deviation and estimation of average daily price change  
Max Profit/Risk Ratio  Ratio between Max Profit and Max Risk  
Max Risk  Strategy Max. Risk amount. If the calculation is not possible (infinite) the Montecarlo calculation is used  
Max Risk Montecarlo  Strategy Max. Risk amount calculated via a Montecarlo simulation of underlying price up until strategy expiry with current underlying standard deviation and estimation of average daily price change  
Min. Tick  Minimum asset price change  
Moneyness  Option moneyness relative to underlying price, can be ATM, OTM or ITM  
Multiplier  Contract Multiplier, equal to Point Value * Lot Size  
Naked Margin (Adjusted)  Represents the required margin amount of the portfolio or strategy, adjusted by the user via Naked Margin Adj. %  
Naked Margin (Theoretical)  Rapresents the theoretical required marging amount of the portfolio or strategy, not counting long positions  
Naked Margin Adj. %  Represents the adjustment, in percentage, applied to theoretical margin in order to compensate for differences with real broker margin. This value can be set by the user  
Name  Asset, strategy or portfolio name  
Notional Delta  Similar to Portfolio Delta, calculated in different ways based on underlying asset type. It's a measure of the position or strategy Delta exposure/risk  
Notional Exposure  Amount required in case of option exercise, equal to Quantity * Strike * Point Value * Lot Size  
Num. Futures  Number of different future contracts in the strategy  
Num. Options  Number of different option contracts in the strategy  
Num. Trades  Number of trades  
Odds  Statistical measure derived from probabilities theory, equal to the ratio beetween profit and risk probabilities, the higher the better  
Order Source  Order or Trade source, can beManual, Automatic, Hedging, Planning or Settlement  
P/L Price Type  Type of asset price used to calculate Profit/Loss. User can edit this value for a single asset or for the entire strategy  
Paper Trading Average Price  Average price of the asset, counting only Paper Trading trades  
Paper Trading Quantity  Asset portfolio quantity, counting only Paper Trading trades  
Paper Trading Realized  Realized Profit/Loss amount, counting only Paper Trading trades  
Point Value  The monetary value represented by a full point of price movement (derivative)  
Position Charm  Position Charm as a monetary value, equal to Quantity * Charm * Point Value * Lot Size  
Position Color  Position Color as a monetary value, equal to Quantity * Color * Point Value * Lot Size  
Position Delta  Position Delta, equal to Delta * Quantity * Lot Size * Point Value  
Position Gamma  Position Gamma, equal to Gamma * Quantity * Lot Size * Point Value  
Position Intrinsic Value  Open position Intrinsic value, equal to Intrinsic Value * Quantity * Lot Size * Point Value  
Position Multiplier  Position Multiplier, equal to Quantity * Point Value * Lot Size  
Position Rho  Position Rho, equal to Rho * Quantity * Lot Size * Point Value  
Position Speed  Position Speed, equal to Speed * Quantity * Lot Size * Point Value  
Position Theta  Position Theta, equal to Theta * Quantity * Lot Size * Point Value  
Position Time Value  Position Time Value, equal to Time Value * Quantity * Lot Size * Point Value  
Position Ultima  Position Ultima, equal to Ultima * Quantity * Lot Size * Point Value  
Position Vanna  Position Vanna, equal to Vanna * Quantity * Lot Size * Point Value  
Position Vega  Position Vega, equal to Vega * Quantity * Lot Size * Point Value  
Position Veta  Position Veta, equal to Veta * Quantity * Lot Size * Point Value  
Position Vomma  Position Vomma, equal to Vomma * Quantity * Lot Size * Point Value  
Position Zomma  Position Zomma, equal to Zomma * Quantity * Lot Size * Point Value  
Profit Probability  Statistical measure derived from Montecarlo simulation, represents the probability the strategy will expire with a profit. At higher values correspond an higher probability of profit  
Quantity  Asset portfolio quantity  
Real Market Average Price  Average price of the asset, counting only Real Market trades  
Real Market Quanaity  Asset portfolio quantity, counting only Real Market trades  
Real Market Realized  Realized Profit/Loss amount, counting only Real Market trades  
Realized  Realized Profit/Loss amount  
Realized (Delta)  Component of the Realized Profit/Loss amount relative to the Delta variations  
Realized (Gamma)  Component of the Realized Profit/Loss amount relative to the Gamma variations  
Realized (Options)  Realized Profit/Loss amount, relative to options contracts only  
Realized (Rho)  Component of the Realized Profit/Loss amount relative to the Rho variations  
Realized (Theta)  Component of the Realized Profit/Loss amount relative to the Theta variations  
Realized (Underlying)  Realized Profit/Loss amount, relative to underlying contracts only  
Realized (Vega)  Component of the Realized Profit/Loss amount relative to the Vega variations  
Realized Dividends  Realized dividends amount  
Residual Value  Residual premium amount at option expiry, positive for a short position, negative for a long position  
Return Rate At Expity  Return rate at first strategy expiry, equal to (Expectd Profit / Max Risk) * (365 / Days to Expiry) * 100  
Rho  First order greek, measures the option premium change relative to a 1 point change of riskfree interest rate  
Rho 1%  Similar to Rho, measures the option premium change relative to a 1% change of riskfree interest rate  
RiskFree Rate  RiskFree interest rate, used in options theoretical values and in Put/Call Parity  
ROI %  Return on Investment, in percentage, for an option contract. Calculated as the ratio between Time Value and Strike. Time Value is calculated using Bid/Ask average price  
Sector  Asset economic sector, as set inSymbol Manager  
Security Type  Asset type: Underlying, Future, Call or Put  
Simpled Annualized ROI %  Annualized Return on Investment, in percentage, equal to ((1 + ROI) * (365 / Days to Expiry)  1)  
Speed  Third order greek, measures the option Gamma change relative to a point change in the underlying price  
Spread  Difference between Bid and Ask price  
Spread %  Difference between Bid and Ask price, in percentage  
Status Color  Realtime data status (green if a realtime price has just been received, red if a sizeable amount of time has elapsed since the last realtime price has been received)  
Strike  Option strike  
Strike/Underlying Ratio  Ratio between option Strike and underlying price  
Symbol  Symbol of the asset for connection to the broker  
Symbol Type  Asset type, can be Index, Stock, Future, ETF, CALL or PUT  
Synthetic Profit  Statistical value that, based on the days to maturity, provides the possible profit calculated at the maximum plausible distance from the current price of the underlying, using the standard deviation as an estimate of the average daily price change  
Theoretical Dividends  Theoretical dividends per share, calculated from difference between future and underlying prices  
Theoretical Index  Theoretical index price, calculated from current future price and discounting theoretical dividends  
Theoretical Volatility %  Theoretical option implied volatility, calculated from last acquired volatility surface for the option underlying  
Theta  First order greek, measures the option price change relative to a 1day time to expiry change  
Theta 1%  Similar to Theta, measures the option price change relative to a 1% change in time to expiration  
Thresholds (OFF Level)  Underlying price deactivating asset hedging threshold (only when hedging is enabled)  
Thresholds (ON Level)  Underlying price activating asset hedging threshold (only when hedging is enabled)  
Thresholds Status  Indicates if hedging threshold for the asset has been activated (only when hedging is enabled)  
Time Value  Component of the option premium relative to time to expiry and volatility, equal to the difference between option premium and strike. It's always a nonnegative value  
Total Amount  Total position market premium, positive if premium is sold, negative if premium is bought  
Total Amout  Total position amount, positive if sold, negative if bought  
Total To Hedge  Total amount required to complete hedging precalculated trades  
Ultima  Third order greek, measures the option Vomma change relative to a 1 point change of option implied volatility  
UnAccounted  Amount removed from strategy by the user  
UnRealized  UnRealized Profit/Loss amount  
UnRealized (Delta)  Component of the UnRealized Profit/Loss amount relative to the Delta variations  
UnRealized (Gamma)  Component of the UnRealized Profit/Loss amount relative to the Gamma variations  
UnRealized (Options)  UnRealized Profit/Loss amount, relative to option contracts only  
UnRealized (Rho)  Component of the UnRealized Profit/Loss amount relative to the Rho variations  
UnRealized (Theta)  Component of the UnRealized Profit/Loss amount relative to the Theta variations  
UnRealized (Underlying)  UnRealized Profit/Loss amount, relative to underlying contracts only  
UnRealized (Vega)  Component of the UnRealized Profit/Loss amount relative to the Vega variations  
Underlying  Future or option underlying contract  
Underlying Price  Future or option underlying contract price  
Underlying Settlement Price  Option underlying contract Settlement price set by the user at option expiry  
Upside BreakEven  Option upside breakeven underlying price  
Used To Hedge  Indicates if the asset is used as an hedging financial instrument  
Value At Risk  Synthetic Risk amount, calculated from underlying historical volatility and days to expiration  
Vanna  Second order greek, measures the option Vega change relative to a 1 point change in underlying price, or equivalently, the option Delta change relative to a 1 change in option implied volatility  
Vega  First order greek, measures the option premium change relative to a 1 point change in option implied volatility  
Vega 1%  Similar to Vega, measures the option premium change relative to a 1% change in option implied volatility  
Veta  Second order greek, measures the option Vega change relative to a 1day change in time to expiry  
Vomma  Second order greek, measures the option Vega change relative to a 1 point change in option implied volatility  
Working Area  When both Downside BreakEven and Upside BreakEven are defined, the Working Area represents the distance between the breakeven points, equal to Upside BreakEven  Downside BreakEven  
Yearly Price  Annualized option price  
Zomma  Third order greek, measures the option Gamma change relative to a 1 point change in option implied volatility 
OverSpread
Asset A Indexed Price  Indexed value of the asset A. The first value of the asset A is set to 100%, all subsequent values are calculated starting from this value  
Asset A Last Bar Time  Last bar of the Asset A on which the calculations are made, must coincide with Asset B Last Bar Time  
Asset A Last Price  Last price of Asset A  
Asset A Start Date  First useful date of historical data of Asset A  
Asset A UnRealized P/L %  is the UnRealized Profit/Loss on Asset A open position, in percentage of the investment amount  
Asset A Weight  Weight of the symbols to match the pair. The value of 1 unit is assigned to the asset with the least weight. It takes into account the point value and the price difference  
Asset A ZScore Last Value  Last value of the ZScore of Asset A  
Asset B Indexed Price  Indexed value of the Asset B. The first value of the Asset B is set to 100%, all subsequent values are calculated starting from this value  
Asset B Last Bar Time  Last bar of the Asset B on which the calculations are made, must coincide with Asset A Last Bar Time  
Asset B Last Price  Last price of the Asset B  
Asset B Start Date  First useful date of historical data of the Asset B  
Asset B UnRealized P/L %  is the UnRealized Profit/Loss on Asset B open position, in percentage of the investment amount  
Asset B Weight  Weight of the symbols to match the pair. The value of 1 unit is assigned to the asset with the least weight. It takes into account the point value and the price difference  
Asset B ZScore Last Value  Last value of the ZScore of the Asset B  
Average Spread Crossing Interval  The average in bars between a return to zero and the next of the Spread. The lower the number, the less time it will take to close the spread on average  
Average ZScore Crossing Interval  The average in bars between a return to zero and the next one of the ZScore. The lower the number, the less time it will take to close the spread on average  
Cointegration  Value that does not exceed unity and that is greater and greater is the bond we seek within the couple  
Confidence Level  Quality, robustness, of the bond found in the cointegration. Higher percentage value and the higher the quality  
Estimated bars to Zero  Estimated calculation of bars that will be needed at the spread to return to zero. The smaller the number, the sooner the pair will be closed in profit  
Historical Bars  Number of bars on which all counts are made  
Max Spread Divergence %  The maximum divergence value that the two assets that make up the spread had. The greater the number, the greater the amount of possible gain  
Max. ZScore (Final bars)  The maximum positive value assumed by the ZScore in the last 250 bars  
Max. ZScore Divergence  The maximum divergence value that had the ZScore calculated for the two assets. The greater the number, the greater the amount of possible gain or loss  
Min. ZScore (Final bars)  The minimum value taken by the ZScore in the last 250 bars  
Optimized Avg Bars / Trade  Average number of bars on the market per trade obtained in the optimization and on which all calculations were made  
Optimized Avg Trade %  Relationship between Optimized Profit / Loss% and Optmized Num. Trades  
Optimized Avg. Losing Trade %  Average value of the losses of the only losing trades obtained in the optimization and on which all the calculations have been made  
Optimized Avg. Winning Trade %  Average value of the profit of the only winning trades obtained in the optimization and on which all the calculations have been made  
Optimized Bars in Market  Number of bars in which the pair has remained in the market overall to generate the calculated results  
Optimized Max DrawDown %  DrawDown expressed in% that would have been obtained in the time considered and at the values of ZScore Optimized Upper Level, Optimized Lower Level  
Optimized Num. Losing Trades  Number of losing trades obtained in the optimization and on which all the calculations have been made  
Optimized Num. Trades  Number of trades obtained in the optimization and on which all the calculations have been made  
Optimized Num. Winning Trades  Number of winning trades obtained in the optimization and on which all the calculations have been made  
Optimized P/L Std. Dev.  Standard deviation of the profit that would have been obtained in the time considered and to the values of ZScore Optimized Upper Level, Optimized Lower Level  
Optimized Profit/Loss %  The profit expressed in % that would have been obtained in the time considered and at the values of ZScore Optimized Upper Level, Optimized Lower Level  
Optimized ZScore Lower Level  lower level of ZScore obtained from the optimization and which would have generated the best performance if used to enter the market. If they are very different from the +/ 2 ZScore levels, the pair does not have an acceptable statistical behavior and should be discarded.  
Optimized ZScore Upper Level  upper level of ZScore obtained from the optimization and which would have generated the best performance if used to enter the market. If they are very different from the +/ 2 ZScore levels, the pair does not have an acceptable statistical behavior and should be discarded.  
RSquared Last Value  Last value of RSquared  
Ratio A/B  Weight ratio between the two titles, coincides with the greater weight to be given to the asset  
Ratio Profit Opt./Std.  Relationship between Optimized Profit / Loss% and Standard Profit / Loss%  
Spread Bars from zero  Number of bars elapsed since the spread has last crossed zero  
Spread ZeroCrosses  How many times the spread crossed zero in the period expressed by Historical Bars. A higher number indicates better spread responsiveness. If the spread crosses the zero line it means that the assets have crossed and therefore any assumed position has gone to 0  
Standard Avg Bars / Trade  Average number of bars on the market per trade obtained using +2 and 2 as thresholds on the ZScore to enter the market  
Standard Avg Trade %  Relationship between Standard Profit / Loss% and Standard Num. Trades  
Standard Avg. Losing Trade %  Average loss value of the only lost trades obtained using +2 and 2 as thresholds on the ZScore to enter the market  
Standard Avg. Winning Trade %  Average value of the profit of the only winning trades obtained using +2 and 2 as thresholds on the ZScore to enter the market  
Standard Bars in Market  Number of bars in which the pair remained in the market overall, using +2 and 2 as thresholds on the ZScore to enter the market  
Standard Max. DrawDown %  DrawDown expressed in% that would have been obtained in the time considered and at the values of ZScore +2 and 2  
Standard Num. Losing Trades  Number of losing trades obtained using +2 and 2 as thresholds on the ZScore to enter the market  
Standard Num. Trades  Number of trades obtained using +2 and 2 as thresholds on the ZScore to enter the market  
Standard Num. Winning Trades  Number of winning trades obtained obtained using +2 and 2 as thresholds on the ZScore to enter the market  
Standard P/L Std. Dev.  Standard deviation of the profit that would have been obtained in the time considered using +2 and 2 as thresholds on the ZScore to enter the market  
Standard Profit/Loss %  the profit expressed in% that would have been obtained over the time considered and at the values of ZScore Standard. This value must be compared with the Optimized Profit / Loss and must be as similar as possible.  
Standard ZScore Lower Level  Always equal to 2  
Standard ZScore Upper Level  Always equal to +2  
Total UnRealized P/L %  is the total UnRealized Profit/Loss of open positions, in percentage of the investment amount  
ZScore Bars from Zero  Number of bars elapsed since the ZScore has last crossed zero  
ZScore Direction  Current direction of ZScore Last Value, can be UP or DOWN  
ZScore Last Value  Value of the ZScore of the spread at the time of scanning. It is colored in absolute value and the greater value indicates the possibility of being close to 2 or 2 which are the standard values for putting the spread on the market  
ZScore Std. Dev.  Standard deviation of the ZScore  
ZScore Zero Crosses  How many times the ZScore has crossed zero in the period expressed by Historical Bars. A higher number indicates better responsiveness of the ZScore. If the ZScore crosses the zero line it means that the assets have crossed and therefore any assumed position has gone to 0 