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Description

MS123 Scorecard is a library of performance metrics used in Wealth-Lab's Strategy Rank and Optimization tools. It is a part of MS123 Visualizers. Typically, these can be strategy performance or especially reward/risk metrics.

The following metrics are included in the library:

NetProfit
Profit per Bar ( APR % )
Number of Trades
Winning %
Avg Profit %
Avg Bars Held
Maximum Drawdown Duration
Maximum Drawdown $ (in RP mode) / % (in Port.Sim mode)
Maximum Drawdown of closed equity ($/%)
Average drawdown %
Average Entry/Exit/Total Trade Efficiency
Coefficient of Variation (Entry/Exit/Total) - companion to the Average Efficiency
e-ratio
Average risk/reward ratio (for total, winning and losing trades)
Performance Ratio
Select Net Profit
MEGAN Ratio
APD Ratio
APAD Ratio (by Beau Wolinsky)
Seykota Lake Ratio
K-Ratio
MAR Ratio
Ulcer Performance Index
Sharpe ratio, on monthly and annualized basis
Sortino ratio
Upside Capture ratio, Downside Capture ratio, and Capture ratio
Wealth-Lab Score
Exposure
Expectancy
Expectancy (traditional)
Profit Factor
Recovery Factor
Ulcer Index
Max Consecutive Winners/Losers
Select Net Profit, Select Net Profit %
Tail ratio
Median profit
and more

To use the library, select "MS123 Scorecard" on the dropdown list in Strategy Ranking or Optimization tools - it's next to the Basic or Extended scorecards.

Download Demo Project Source Code

You can find its zipped source code by clicking on "Attachments" on top of the page.

To download attachments, you need to log in to the Wiki with a SEPARATE Wiki account authorized by Wealth-Lab staff for this purpose! Logging in on the wealth-lab.com site is NOT enough.

Wealth-Lab customers who can't see "Attachments" - please visit Support section at wealth-lab.com.

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