EdgeWare FastBreak Standard Version 5 - Manual (Page 54)

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This part of the Detail file shows statistics on each fund that was traded in the strategy.
Funds in the trading family not traded are not included. # TIMES PURCHASED is the
total number of times a buy signal was generated on the fund, % WINNERS is the per-
centage of winning trades for the fund, % SUM OF GAINS is simply the summation of
the gains (losses) each time the fund was purchased, % MAX GAIN is the maximum gain
(loss) realized on a trade of the fund, % MIN GAIN is the minimum gain (loss) realized
on a trade of the fund, % AVG GAIN is the average gain of all trades for this fund, %
ANNUAL GAIN is the annualized gain for all trades of the fund.
This information can be used to help determine what funds are providing the best per-
formance in a strategy and which funds should be considered for removal from the trad-
ing strategy. The % ANNUAL GAIN considers both the gain of trading the fund and the
time the fund is held. For instance, a fund that has an average gain of 10% per trade but
has very long holding periods may not be as valuable as a fund that has 6% per trade but
has very short trading periods. The % ANNUAL GAIN = 365 x % SUM OF GAINS/
total number of days the fund was held.
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