(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 â€śtradeâ€ť as the industry uses it (FIFO), not as C2 uses it (FILO).

At present I donâ€™t calculate stats on trade frequency (but maybe I should.)

Here you have it.

HTH

Joseph