Metric : Total P/L as ratio of total margin used?

Hi Mathew,

Is it possible to provide a metric that calculates the ratio of total profit(or loss) generated by the system to the total margin employed during these trades ?

This will give the subscribers an idea of how efficiently margin is employed and also point out potentially over-leveraged systems.

For example, if a system has 10 trades and traded 1 contract each time with a margin of $A, and after 10 trades the total profit was $B.

The ratio will be B / (10 x A).

Thanks in advance,


I think something like this is possible. I’ll need to look into what kind of data we already have in the historical database, and whether it’s sufficient for what you have in mind.

This is a great idea, Adheer. Not only would it benefit subscribers, it would help me hone my system to use margins more efficiently. I would strongly support this.


I second this - would be a GREAT statistic to be able to see.