Signal Provider Metrics
Profit Rate
Return on investment (ROI). The return rate displayed here represents the cumulative return of the signal from inception to the present.
Sharpe Ratio
Measures the return generated per unit of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance.
Standard Deviation
Indicates the volatility of the signal’s returns. A lower standard deviation suggests more stable returns and lower risk.
Profit Factor
Profit Factor = Total profit from winning trades ÷ Total loss from losing trades. A higher value indicates stronger profitability of the signal.
Maximum Drawdown
Measures the risk control capability of the signal. A lower maximum drawdown indicates lower risk.