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 Profit Rate Drawdown
Measures the largest decline from the signal provider's historical cumulative returns, reflecting their risk management capability. A lower Maximum Profit Rate Drawdown indicates more stable historical returns, lower risk, and stronger risk control.
Maximum Equity Drawdown
Measures the largest decline in the signal provider's account equity, including unrealized profit and loss from open positions, to evaluate overall risk exposure. A lower Maximum Equity Drawdown indicates smaller equity fluctuations, lower risk, and stronger risk management.