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Properties

Below is the list of available properties with a brief description, divided according to the application in which they can be found.

General

AskBest selling offer for the asset
Ask SizeAvailable quantity of the asset at the Ask price
Avg. PriceAverage price of the asset
Bars CountNumber of historical data bars at the selected timeframe requests to the broker
BidBest purchase offer for the asset
Bid SizeAvailable quantity of the asset at the Bid price
CategoryAsset type as set in Symbol Manager
ChartAsset trades Minichart
CurrencyAsset currency as set in Symbol Manager
DatafeedBroker to which the asset is connected
ExpiryAsset expiry date
Historical BarsNumber of historical data bars used
LastLast traded asset price
Lot SizeNumber of units of underlying asset (derivative)
MarketsAsset exchange as set in Symbol Manager
NotesNotes, this field is editable
Point ValueThe monetary value represented by a full point of price movement (derivative)
Profit / LossCurrent asset profit/loss
QuantityAsset portfolio quantity
RightInteractive Brokers only, series of option
Range BarsThis 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. SwingsTotal number of variations
R.B. UpTotal number of green blocks
R.B. DownTotal number of red blocks
R.B. Max UpMax. number of consecutive green blocks
R.B. Max DownMax. number of consecutive red blocks
R.B. PatternCurrent asset pattern. Can be Long, Short or empty
SectorAsset economic sector
Stop LossStop Loss value set by the user
StrikeInteractive Brokers only, option strike
SymbolSymbol of the asset for connection to the broker
Take ProfitTake Profit value set by the user
Time Date and time of the last trade
TimeframeCurrently used timeframe
Trailing Stop AmoutTrailing 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 RiskTrailing 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.
VolumeQuantity traded at the Last price

Options Strategy & Portfolio

% Downside Break-EvenOption downside break-even distance, in percentage of underlying price
% Upside Break-EvenOption upside break-even distance, in percentage of underlying price
% Working AreaSum of % Downside Break-Even and % Upside Break-Even when both are available
Total AmountTotal position market premium, positive if premium is sold, negative if premium is bought
AskBest selling offer for the asset
Ask SizeAvailable quantity of the asset at the Ask price
Ask StatusAsk real-time data status (green if a real-time price has just been received, red if a sizeable amount of time has elapsed since the last real-time price has been received)
Ask Tick CountNumber of Ask real-time data received
Ask Time TimeTime of last real-time data received for Ask price (in numeric format, as HHMM, thus 9:15 AM is displayed as 0915)
At ExpiryStrategy payoff value calculated at expiry date and at the current underlying price
At NowStrategy Profit/Loss, equal to Realized + Un-Realized - Broker Costs
At Now % Ratio between At Now and Max Profit, in percentage
At Now + Un-AccountedStrategy Profit/Loss, equal to Realized + Un-Realized - Broker Costs + user's defined Un-Accounted
Avg. PriceAverage price of the asset
BidBest purchase offer for the asset
Bid SizeAvailable quantity of the asset at the Bid price
Bid StatusBid real-time data status (green if a real-time price has just been received, red if a sizeable amount of time has elapsed since the last real-time price has been received)
Bid Tick CountNumber of Bid real-time data received
Bid Tick TimeTime of last real-time data received for Bid price (in numeric format, as HHMM, thus 9:15 AM is displayed as 0915)
Break-Even PointOption or Strategy Break-Even underlying price
Break-Even %Option or Strategy Break-Even distance, in percentage of underlying price
Broker CostsSum 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
CategoryUnderlying asset category
CharmSecond order greek, measures the option Delta change relative to a 1-day time change
Charm PortfolioPosition Charm as a monetary value, equal to Quantity * Charm * Point Value * Lot Size
ColorThird order greek, measures the option Gamma change relative to a 1-day time change
Color PortfolioPosition Color as a monetary value, equal to Quantity * Color * Point Value * Lot Size
CommitmentPosition Commitment as a monetary value, equal to Underlying Price * Lot Size * Point Value * Quantity * Delta
ConnectedYes or No, indicates if real-time prices connection to broker is enabled
Contract Average AmountAverage Amount for 1 contract, equal to Bid/Ask Average * Lot Size * Point Value
Contract CharmContract Charm as a monetary value, equal to Charm * Point Value * Lot Size
Contract ColorContract Color as a monetary value, equal to Color * Point Value * Lot Size
Contract DeltaContract Delta as a monetary value, equal to Delta * Point Value * Lot Size
Contract Exercise ValueExercise Amount fo 1 contract, equal to Strike * Point Value * Lot Size
Contract GammaContract Gamma as a monetary value, equal to Gamma * Point Value * Lot Size
Contract RhoContract Rho as a monetary value, equal to Rho * Point Value * Lot Size
Contract SpeedContract Speed as a monetary value, equal to Speed * Point Value * Lot Size
Contract ThetaContract Theta as a monetary value, equal to Theta * Point Value * Lot Size
Contract Time ValueContract Time Value as a monetary value, equal to Time Value * Point Value * Lot Size
Contract UltimaContract Ultima as a monetary value, equal to Ultima * Point Value * Lot Size
Contract VannaContract Vanna as a monetary value, equal to Vanna * Point Value * Lot Size
Contract VegaContract Vega as a monetary value, equal to Vega * Point Value * Lot Size
Contract VetaContract Veta as a monetary value, equal to Veta * Point Value * Lot Size
Contract VommaContract Vomma as a monetary value, equal to Vomma * Point Value * Lot Size
Contract ZommaContract Zomma as a monetary value, equal to Zomma * Point Value * Lot Size
Correction TypeIndicates if the trade has been generated as an Hedging correction
CreditTotal position sold premium
Current TimeCurrent time (in numeric format, as HHMM, thus 9:15 AM is displayed as 0915)
DatafeedBroker to which the asset is connected
Datafeed Order IDReal-Market order unique identification code, assigned by the broker
Days To ExpiryDays until asset or strategy expiry
Days To First ExpiryDays until first strategy expiry
DebitTotal position bought premium
Debit/CreditTotal position market premium, positive if premium is sold, negative if premium is bought
DeltaFirst order greek, measures the option premium change relative to a 1 point change of underlying price
Delta Debit/Credit RatioRatio between Delta and Debit/Credit
Delta 1%Similar to Delta, measures the option premium change relative to a 1% change of underlying price
Delta PortfolioPosition Delta, equal to Delta * Quantity * Lot Size * Point Value
Delta (Options)Strategy Delta relative to option contracts only
Delta (Underlying)Strategy Delta relative to underlying contracts only
Delta To ProtectAmount of underlying to buy or sell in order to perform a Delta Hedging correction, based on current hedging settings
Downside Break-EvenOption downside break-even underlying price
Elapsed DaysDays elapsed since first trade in strategy
ElasticityOption property, equal to (Delta * Underlying Price * Option Bid Price) / (Option Ask Price * 2)
ETF RatioETF 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.
Expected ProfitStrategy expected profit, calculated at first strategy expiry as average of Profit/Loss results of the Montecarlo simulation
Expected Profit/Risk RatioRatio between Expected Profit and Max Risk
Expiries DateExpiry dates of strategy assets
ExpiryAsset expiry date
Filled Date/TimeTrade filled Date and Time (Paper Trading or Real Market)
Filled QuantityTrade filled quantity (Paper Trading or Real Market)
Filled PriceTrade filled asset price (Paper Trading or Real Market)
Filled TypeTrade filled type, Paper Trading or Real Market
Future ConstantFor 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 OptionsIndicates if the option contract has a future as it's underlying
GammaSecond 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
Gamma PortfolioPosition Gamma, equal to Gamma * Quantity * Lot Size * Point Value
Hedge Min. QuantityMinimum hedging quantity required before a new hedge order can be generated on the asset
Hedge Order DirectionOrders directions available for the asset, can be Only Long, Only Short, or Long and Short
Hedge Price TypeType of orders generated by hedging
Hedge PriorityAsset priority in hedging calculation, can be Macro or Fine
Hedge QuantityQuantity to buy/sell in order to neutralize Portfolio Delta
Hedge Smart MoveFlag indicating if Smart Move is enabled for hedging orders
Hedge Smart Move AmountIf 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 TimeIf Hedge Smart Move is enabled, indicates the Smart Move interval, in seconds, before order price is changed
Hedging EnabledFlag 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. Standard DeviationStandard deviation on underlying historical data
Hist Volatility %Volatility on underlying historical data, calculated on 75 periods, annualized with 365 bars, with 2 standard deviations
Impl. Volatility %Option implied volatility
In sessionIndicates if the asset is currently in a regular trading session, based on settings from Symbol Manager
Kelly Bet FractionStatistical measure derived from probabilities theory, used to determine optimal investment size
LastLast traded asset price
Last SizeQuantity traded at the Last price
Last StatusLast price real-time data status (green if a real-time price has just been received, red if a sizeable amount of time has elapsed since the last real-time price has been received)
Last Tick CountNumber of Last price real-time data received
Last Tick TimeTime of last real-time data received for Last price (in numeric format, as HHMM, thus 9:15 AM is displayed as 0915)
Lot SizeNumber of units of underlying asset (derivative)
Main UnderlyingStrategy main underlying name
Main Underlying DataFeedStrategy main underlying broker
Mark To MarketAmount required to flat current open position on the asset, positive if it's an income, negative if it's an outcome
MarketsAsset exchange as set in Symbol Manager
Market PressureRatio between best Bid Size and best Ask Size
Max ProfitStrategy Max. Profit amount. If the calculation is not possible (infinite) the Montecarlo calculation is used
Max Profit MontecarloStrategy Max. Profit amount calculated via a Montecarlo simulation of underlying price up until strategy expiry with current underlying standard deviation
Max Profit Debit/Credit RatioRatio between Max Profit and Debit/Credit
Max Profit/Risk RatioRatio between Max Profit and Max Risk
Max RiskStrategy Max. Risk amount. If the calculation is not possible (infinite) the Montecarlo calculation is used
Max Risk MontecarloStrategy Max. Risk amount calculated via a Montecarlo simulation of underlying price up until strategy expiry with current underlying standard deviation
Min. TickMinimum asset price change
MoneynessOption moneyness relative to underlying price, can be ATM, OTM or ITM
MultiplierContract Multiplier, equal to Point Value * Lot Size
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
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
NameAsset, strategy or portfolio name
Notional DeltaSimilar 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 ExposureAmount required in case of option exercise, equal to Quantity * Strike * Point Value * Lot Size
Num. FuturesNumber of different future contracts in the strategy
Num. OptionsNumber of different option contracts in the strategy
Num. TradesNumber of trades
OddsStatistical measure derived from probabilities theory, equal to the ratio beetween profit and risk probabilities, the higher the better
Order SourceOrder or Trade source, can beManual, Automatic, Hedging, Planning or Settlement
Paper Trading Average PriceAverage price of the asset, counting only Paper Trading trades
Paper Trading QuantityAsset portfolio quantity, counting only Paper Trading trades
Paper Trading RealizedRealized Profit/Loss amount, counting only Paper Trading trades
P/L Price TypeType of asset price used to calculate Profit/Loss. User can edit this value for a single asset or for the entire strategy
Point ValueThe monetary value represented by a full point of price movement (derivative)
Profit ProbabilityStatistical measure derived from Montecarlo simulation, represents the probability the strategy will expire with a profit. At higher values correspond an higher probability of profit
QuantityAsset portfolio quantity
Real Market Average PriceAverage price of the asset, counting only Real Market trades
Real Market QuanaityAsset portfolio quantity, counting only Real Market trades
Real Market RealizedRealized Profit/Loss amount, counting only Real Market trades
RealizedRealized Profit/Loss amount
Realized DividendsRealized dividends amount
Realized (Options)Realized Profit/Loss amount, relative to options contracts only
Realized (Underlying)Realized Profit/Loss amount, relative to underlying contracts only
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 (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 (Vega)Component of the Realized Profit/Loss amount relative to the Vega variations
Residual ValueResidual premium amount at option expiry, positive for a short position, negative for a long position
Return Rate At ExpityReturn rate at first strategy expiry, equal to (Expectd Profit / Max Risk) * (365 / Days to Expiry) * 100
Risk-Free RateRisk-Free interest rate, used in options theoretical values and in Put/Call Parity
RhoFirst order greek, measures the option premium change relative to a 1 point change of risk-free interest rate
Rho 1%Similar to Rho, measures the option premium change relative to a 1% change of risk-free interest rate
Rho PortfolioPosition Rho, equal to Rho * Quantity * Lot Size * Point Value
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
SectorAsset economic sector, as set inSymbol Manager
Security TypeAsset type: Underlying, Future, Call or Put
Simpled Annualized ROI %Annualized Return on Investment, in percentage, equal to ((1 + ROI) * (365 / Days to Expiry) - 1)
SpeedThird order greek, measures the option Gamma change relative to a point change in the underlying price
Speed PortfolioPosition Speed, equal to Speed * Quantity * Lot Size * Point Value
SpreadDifference between Bid and Ask price
Spread %Difference between Bid and Ask price, in percentage
Status ColorReal-time data status (green if a real-time price has just been received, red if a sizeable amount of time has elapsed since the last real-time price has been received)
StrikeOption strike
Strike/Underlying RatioRatio between option Strike and underlying price
SymbolSymbol of the asset for connection to the broker
Symbol TypeAsset type, can be Index, Stock, Future, ETF, CALL or PUT
Synthetic ProfitStatistical value, represents the max. theoretical profit calculated on first strategy expiry
Theoretical DividendsTheoretical dividends per share, calculated from difference between future and underlying prices
Theoretical IndexTheoretical 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
ThetaFirst order greek, measures the option price change relative to a 1-day time to expiry change
Theta 1%Similar to Theta, measures the option price change relative to a 1% change in time to expiration
Theta PortfolioPosition Theta, equal to Theta * Quantity * Lot Size * Point Value
Thresholds StatusIndicates if hedging threshold for the asset has been activated (only when hedging is enabled)
Thresholds (OFF Level)Underlying price de-activating asset hedging threshold (only when hedging is enabled)
Thresholds (ON Level)Underlying price activating asset hedging threshold (only when hedging is enabled)
Time ValueComponent of the option premium relative to time to expiry and volatility, equal to the difference between option premium and strike. It's always a non-negative value
Time Value PortfolioPosition Time Value, equal to Time Value * Quantity * Lot Size * Point Value
Total AmoutTotal position amount, positive if sold, negative if bought
Total To HedgeTotal amount required to complete hedging pre-calculated trades
UltimaThird order greek, measures the option Vomma change relative to a 1 point change of option implied volatility
Ultima PortfolioPosition Ultima, equal to Ultima * Quantity * Lot Size * Point Value
Un-AccountedAmount removed from strategy by the user
Un-RealizedUn-Realized Profit/Loss amount
Un-Realized (Options)Un-Realized Profit/Loss amount, relative to option contracts only
Un-Realized (Underlying)Un-Realized Profit/Loss amount, relative to underlying contracts only
Un-Realized (Delta)Component of the Un-Realized Profit/Loss amount relative to the Delta variations
Un-Realized (Gamma)Component of the Un-Realized Profit/Loss amount relative to the Gamma variations
Un-Realized (Rho)Component of the Un-Realized Profit/Loss amount relative to the Rho variations
Un-Realized (Theta)Component of the Un-Realized Profit/Loss amount relative to the Theta variations
Un-Realized (Vega)Component of the Un-Realized Profit/Loss amount relative to the Vega variations
UnderlyingFuture or option underlying contract
Underlying PriceFuture or option underlying contract price
Underlying Settlement PriceOption underlying contract Settlement price set by the user at option expiry
Upside Break-EvenOption upside break-even underlying price
Used To HedgeIndicates if the asset is used as an hedging financial instrument
Value At RiskSynthetic Risk amount, calculated from underlying historical volatility and days to expiration
VannaSecond 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
Vanna PortfolioPosition Vanna, equal to Vanna * Quantity * Lot Size * Point Value
VegaFirst 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
Vega PortfolioPosition Vega, equal to Vega * Quantity * Lot Size * Point Value
VetaSecond order greek, measures the option Vega change relative to a 1-day change in time to expiry
Veta PortfolioPosition Veta, equal to Veta * Quantity * Lot Size * Point Value
VommaSecond order greek, measures the option Vega change relative to a 1 point change in option implied volatility
Vomma PortfolioPosition Vomma, equal to Vomma * Quantity * Lot Size * Point Value
Working AreaWhen both Downside Break-Even and Upside Break-Even are defined, the Working Area represents the distance between the break-even points, equal to Upside Break-Even - Downside Break-Even
Yearly PriceAnnualized option price
ZommaThird order greek, measures the option Gamma change relative to a 1 point change in option implied volatility
Zomma PortfolioPosition Zomma, equal to Zomma * Quantity * Lot Size * Point Value

OverSpread

Asset A Indexed PriceIndexed 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 TimeLast bar of the Asset A on which the calculations are made, must coincide with Asset B Last Bar Time
Asset A Last PriceLast price of Asset A
Asset A Start DateFirst useful date of historical data of Asset A
Asset A WeightWeight 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 Z-Score Last ValueLast value of the Z-Score of Asset A
Asset B Indexed PriceIndexed 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 TimeLast bar of the Asset B on which the calculations are made, must coincide with Asset A Last Bar Time
Asset B Last PriceLast price of the Asset B
Asset B Start DateFirst useful date of historical data of the Asset B
Asset B WeightWeight 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 Z-Score Last ValueLast value of the Z-Score of the Asset B
Average Spread Crossing IntervalThe 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 Z-Score Crossing IntervalThe average in bars between a return to zero and the next one of the Z-Score. The lower the number, the less time it will take to close the spread on average
CointegrationValue that does not exceed unity and that is greater and greater is the bond we seek within the couple
Confidence LevelQuality, robustness, of the bond found in the cointegration. Higher percentage value and the higher the quality
Estimated bars to ZeroEstimated 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 BarsNumber 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. Z-Score (Final bars)The maximum positive value assumed by the Z-Score in the last 250 bars
Max. Z-Score DivergenceThe maximum divergence value that had the Z-Score calculated for the two assets. The greater the number, the greater the amount of possible gain or loss
Min. Z-Score (Final bars)The minimum value taken by the Z-Score in the last 250 bars
Optimized Avg Bars / TradeAverage 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 MarketNumber of bars in which the pair has remained in the market overall to generate the calculated results
Optimized Max DrawDown %Draw-Down expressed in% that would have been obtained in the time considered and at the values of Z-Score Optimized Upper Level, Optimized Lower Level
Optimized Z-Score Lower LevelLower level of Z-Score obtained from the optimization and that would have generated the best performances if used to enter the market. They indicate a cue to possibly adjust the entry levels because it is an average historical value and probably repeatable
Optimized Z-Score Upper LevelHigher level of Z-Score obtained from the optimization and that would have generated the best performances if used to enter the market. They indicate a cue to possibly adjust the entry levels because it is an average historical value and probably repeatable
Optimized Num. TradesNumber of trades obtained in the optimization and on which all the calculations have been made
Optimized Num. Losing TradesNumber of losing trades obtained in the optimization and on which all the calculations have been made
Optimized Num. Winning TradesNumber of winning trades obtained in the optimization and on which all the calculations have been made
Optimized Profit/Loss %The profit expressed in % that would have been obtained in the time considered and at the values of Z-Score Optimized Upper Level, Optimized Lower Level
Optimized P/L Std. Dev.Standard deviation of the profit that would have been obtained in the time considered and to the values of Z-Score Optimized Upper Level, Optimized Lower Level
Ratio A/BWeight 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%
R-Squared Last ValueLast value of R-Squared
Spread Bars from zeroNumber of bars elapsed since the spread has last crossed zero
Spread Zero-CrossesHow 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 / TradeAverage number of bars on the market per trade obtained using +2 and -2 as thresholds on the Z-Score 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 Z-Score 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 Z-Score to enter the market
Standard Bars in MarketNumber of bars in which the pair remained in the market overall, using +2 and -2 as thresholds on the Z-Score to enter the market
Standard Max. DrawDown %Draw-Down expressed in% that would have been obtained in the time considered and at the values of Z-Score +2 and -2
Standard Z-Score Lower LevelAlways equal to -2
Standard Z-Score Upper LevelAlways equal to +2
Standard Num. TradesNumber of trades obtained using +2 and -2 as thresholds on the Z-Score to enter the market
Standard Num. Losing TradesNumber of losing trades obtained using +2 and -2 as thresholds on the Z-Score to enter the market
Standard Num. Winning TradesNumber of winning trades obtained obtained using +2 and -2 as thresholds on the Z-Score to enter the market
Standard Profit/Loss %The profit expressed in% that would have been obtained in the time considered using +2 and -2 as thresholds on the Z-Score 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 Z-Score to enter the market
Z-Score Bars from ZeroNumber of bars elapsed since the Z-Score has last crossed zero
Z-Score DirectionCurrent direction of Z-Score Last Value, can be UP or DOWN
Z-Score Last ValueValue of the Z-Score 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
Z-Score Std. Dev.Standard deviation of the Z-Score
Z-Score Zero CrossesHow many times the Z-Score has crossed zero in the period expressed by Historical Bars. A higher number indicates better responsiveness of the Z-Score. If the Z-Score crosses the zero line it means that the assets have crossed and therefore any assumed position has gone to 0