System metrics to add

I have several requests for missing metrics (in the “Statisitcs” module on a system’s main page). Perhaps some of these requests are repeats of previous posts, but I figured I would list all of these in one place. [Matthew: please reply with whether you agree these are important, and if so, what timeline you have for implementation].

1) Annualized Return
2) Annualized Return (vs. S&P 500)
3) Cumulative Return (vs. S&P 500)
4) Average gain (pct.) per trade
5) Sharpe ratio per trade (avg. return per trade/std dev. of all trade returns)

Requests for additional metrics under “Open Positions”:

1) Provide a total line with total open pos. P/L and total dollar exposure (long minus short positions in dollars).
2) Show P/L in percent.

On the Dashboard page, show today’s mark-to-market P/L (in both $ and pct. change) for each system you own or are subscribed to. That is, most recent system equity vs. system equity from yesterday’s close.

Finally, please consider adding the option to show a graph of [system equity minus S&P 500].

I agree these would be good to add. I can’t commit to an exact development time yet, because I need to wrap up another C2 project first. I’ll have more visibility in the next week or so.

good idea