Strategy HealthThese metrics describe quality. Each one answers a different version of "should I keep doing this?" — for the dollars, for the volatility, and for the downside specifically.
Profit Factor
EDGE
—
<1
1-1.3
1-3.2
2-3
3+
—
Sharpe Ratio
RISK - ADJUSTED
—
<1
1-2
2-3
3+
—
Sortino Ratio
DOWNSIDE - ADJUSTED
—
<1
1-2
2-3
3+
—
Per Pair BreakdownReview closed pair and basket positions, their PnL, and their share of your position history.
