Portfolio Analysis with Statistics
Last updated
Last updated
League of Traders automatically collects trading data, providing users with practical statistics. By providing traders with the information below, not only do they learn about their own trading habits, but they also make better overall trades.
League of Traders displays the allocations of user assets, extracted from the exchanges that are connected to their account. Those assets are then summed up into a total that will be displayed in a currency selected by the user.
The returns are displayed as a percentage in relation to the US dollar. The following formulas are used:
{((CurrentAmount + TotalWithdraw) - (InitialAmount + Deposit)) }{InitialAmount + Deposit} * 100
Netflow = |Total Deposit - Total Withdraw|
If (Deposit >= Withdraw)
If (Deposit < Withdraw)
If the netflow undergoes significant changes, the correction factor is utilized.
The Hold Average is the average time a token is held before a trade is made. The following formula is used to calculate the average holding period:
Average Holding Days = (Total Holding Period for all Trades) / (Number of Trades)
Trading frequency refers to the number of trades executed within a specific period, League of Traders uses a 30-day period as shown below:
Trading Frequency = Number of Trades / Number of 30 days
Win/Loss Ratio = (Number of Winning Trades) / (Number of Losing Trades)
Volatility is the standard deviation or measure of volatility.
Volatility = sqrt(1/n * Σ((Ri - Ravg)^2))
Where
n is the number of observations or time periods.
Ri represents individual returns for each observation.
Ravg is the average or mean return over the observed period.
Σ represents the summation or adding up of the squared differences between individual returns and the average return.
Maximum Drawdown is the maximum observed loss from a peak to the trough of a portfolio before a new peak is attained.
Maximum Drawdown = (Peak Value - Trough Value) / Peak Value
The maximum Drawdown is updated every day.
