(It would be more modest to say that no one cares to answer, but ok, FWIW I give you my answer.]
I have my own off-line calculations, based on data published on C2. I calculate a lot of stats. Some relates to consistency.
Coefficient of Variance of the following stats (the less it is, the better):
++ Margin (this is not on individual trade, rather on margin of all open trades at any point in time.)
++ PnL per trade
++ PnL per losing trades
++ PnL per winning trades
I also look at expected PnL per losing trades and expected PnL per winning trades. [where I calculate expected = average + 2 * stdev] The first should be less than the 2nd.
++ Length (in hours) of trades, of losing trades, of winning trades.
See above for relationship/consistency of winning / losing.
++ Number of days between new equity highs.
Note: I use and calculate “trade” as the industry uses it (FIFO), not as C2 uses it (FILO).
At present I don’t calculate stats on trade frequency (but maybe I should.)
Here you have it.