Statistics
Review your trading performance with an equity curve and grouped metrics
Statistics Overview
Statistics reviews your trading performance across every trade. It pairs an equity curve with a statistics table, and lets you slice the results however you like, by campaign, strategy type, symbol, timeframe, day, and more, over any date range.
Four controls shape the view: Trade Status (which trades to include), Group By and Then By (how to break them down), and the date ranges. Everything below updates to match.
Trade Status
Trade Status selects which trades and which P&L are counted:
- Closed: only closed trades, by realized P&L
- Open: only open trades, by unrealized P&L
- Closed + Open: both, showing realized and unrealized side by side
- Realized in Period: the profit actually realized within a date range, from closed trades and from the partially-closed portion of trades that are still open. Ideal for covered calls and other campaign-style trades, where you bank income over time while the position stays on.
How Realized in Period attributes P&L: to place each close in the period it actually happened, this mode uses FIFO (first-in, first-out) lot matching, where closing executions consume the oldest open lots first, and counts only the closes that fall inside your date range. A trade opened and closed entirely within the period uses its stored realized total. For trades that span more than one period (opened earlier, or partially closed across several), the realized figure here can differ slightly from the weighted-average realized total shown in Trade Detail and the Trades Summary.
Grouping & Filtering
Break the results down on up to two axes with Group By and Then By. Grouping on two axes produces combined rows such as "Campaign | Underlying Symbol." Available dimensions:
- Overall, Setup, Campaign, Strategy Type, Timeframe, Underlying Symbol, Account
- Day of Week Opened / Closed, Hour of Day Opened / Closed, Month / Year Opened / Closed
- Any of your user-defined fields that contain data appear here automatically, for example, a custom "Alert Source" field
When you group by a dimension, a matching Filter appears (e.g., Filter: Campaign) so you can narrow the table to specific values. Independent Open and Closed date ranges bound which trades are included; in Realized in Period mode these collapse into a single From / To period.
The Equity Curve
The equity curve plots cumulative P&L over time. When you group, each group is drawn as its own line with a legend; in Closed + Open mode each group shows three series: Net Realized, Unrealized, and Net P&L.
Click any item in the legend to toggle that line on or off, so you can isolate the groups you care about.
If any trade in the current view is missing pricing data, the equity curve is suppressed rather than shown understated, so incomplete data never silently distorts it.
The Statistics Table
The table summarizes each group:
- Trades, Winners, Losers: counts
- Win Rate: winners as a percentage of trades
- Avg Winner / Avg Loser: average P&L of winning and losing trades
- Net P&L: total P&L for the group
- Expectancy: average P&L per trade
In Closed + Open mode the table also splits out Net Realized P&L and Unrealized P&L. Click the list icon on any group row to expand it into the individual trades behind it (each showing its symbol, name, open date, and net P&L), and click a trade to open its Trade Detail.
Unrealized P&L & Historical Valuation
Unrealized P&L for open trades is valued from market prices:
- Live: from your configured data provider, refreshed during a live session
- As-of a past date: when your date range ends in the past, Stratsigma values open trades against historical prices for that point, useful for reviewing performance as of a specific date
- Missing data: if a leg has no price, the value shows as "—" rather than a misleading $0, so you can see which trades need attention