Gainway Edge

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Available Statistics

Complete reference for all statistics available in Gainway — formulas, interpretations, and how they are calculated.

In Gainway, a "trade" refers to the current analysis unit: an individual trade, a group (e.g., by day/symbol/tag), or an idea — depending on the selected mode. All metrics on this page respect the global filters (date range, tags, accounts, symbols, etc.) — every statistic reflects only the filtered data.

P&L Metrics

Total P&L+

Formula: Sum of (Exit Price - Entry Price) × Quantity × Point Value - Commissions - Fees

Description: Total profit or loss for the selected group/period. Positive = profit, negative = loss.

Use case: Bottom-line performance measure.

Avg Daily P&L+

Formula: Total P&L ÷ Trading Days

Description: Average profit or loss per trading day.

Use case: Normalizes performance across different time periods.

Total Profit+

Formula: Sum of P&L for all winning trades (P&L > 0)

Description: Total profit from winning trades only.

Use case: Component of Profit Factor calculation.

Total Loss+

Formula: Sum of |P&L| for all losing trades (P&L < 0)

Description: Total loss from losing trades only (expressed as positive number).

Use case: Component of Profit Factor calculation.

Total Fees+

Formula: Sum of Commissions + Fees for all trades

Description: Total transaction costs (commissions + exchange fees) for the period.

Use case: Cost analysis, broker comparison, net performance calculation.

Largest Win+

Formula: Max(P&L) across all winning trades

Description: Single largest profitable trade.

Use case: Risk assessment, position sizing calibration.

Largest Loss+

Formula: Min(P&L) across all losing trades

Description: Single largest losing trade (most negative P&L).

Use case: Risk assessment, stop-loss validation.

Avg Trade P&L+

Formula: Total P&L ÷ Total Trades

Description: Average profit or loss per trade (same as Trade Expectancy).

Use case: Quick per-trade performance snapshot.

Win Rate Metrics

Win Rate+

Formula: Winning Trades ÷ Total Trades × 100

Description: Percentage of trades that closed with a profit.

Interpretation:

  • > 50% = more winners than losers
  • > 60% = strong win rate
  • Context matters: scalpers often have >60%, swing traders may be profitable at 40-50%

Use case: Basic consistency measure.

Win/Loss Count+

Formulas:

  • Winning Trades: Count of trades where P&L > 0
  • Losing Trades: Count of trades where P&L < 0
  • Breakeven Trades: Count of trades where P&L = 0

Description: Breakdown of trade outcomes by count.

Use case: Understanding trade distribution, verifying win rate calculation.

Risk/Return Metrics

Profit Factor+

Formula: Total Profit ÷ Total Loss

Description: How many dollars of profit per dollar of loss.

Interpretation:

  • < 1.0 = losing strategy
  • 1.0 - 1.5 = marginally profitable
  • 1.5 - 2.0 = solid
  • > 2.0 = elite

Use case: Primary risk-adjusted return measure. More robust than win rate alone.

Trade Expectancy+

Formula: (Win Rate × Avg Winning Trade) - (Loss Rate × Avg Losing Trade)

Where:

  • Win Rate = Winning Trades ÷ Total Trades
  • Loss Rate = Losing Trades ÷ Total Trades
  • Avg Winning Trade = Total Profit ÷ Winning Trades
  • Avg Losing Trade = Total Loss ÷ Losing Trades

Description: Average dollar amount expected per trade.

  • Positive = profitable edge
  • Higher = better edge
  • Allows comparing strategies with different win rates / payoff ratios

Use case: Strategy comparison, position sizing.

R:R+

Formula: Avg Winning Trade ÷ Avg Losing Trade

Description: Risk-to-reward ratio — average winner size relative to average loser size.

Interpretation:

  • > 1.0 = winners larger than losers on average
  • Combined with win rate determines expectancy
  • High R:R with low win rate can still be profitable

Use case: Trade setup evaluation, strategy design.

Avg Winning Trade+

Formula: Total Profit ÷ Winning Trades

Description: Average profit per winning trade.

Use case: Component of expectancy and R:R calculations.

Avg Losing Trade+

Formula: Total Loss ÷ Losing Trades

Description: Average loss per losing trade (expressed as positive number).

Use case: Component of expectancy and R:R calculations.

Trade Metrics

Total Trades+

Formula: Total number of closed trades

Description: Count of all completed round-turn trades.

Use case: Sample size validation, activity level.

Winning Trades+

Formula: Count of trades where P&L > 0

Description: Number of profitable trades.

Use case: Win rate numerator, trade distribution analysis.

Losing Trades+

Formula: Count of trades where P&L < 0

Description: Number of losing trades.

Use case: Loss rate numerator, trade distribution analysis.

Total Volume+

Formula: Sum of |Quantity| for all trades

Description: Total contracts traded (sum of absolute quantity).

Use case: Activity measurement, commission estimation.

Avg Daily Volume+

Formula: Total Volume ÷ Trading Days

Description: Average contracts traded per trading day.

Use case: Activity normalization, capacity planning.

Points Metrics

Avg Points (Winners)+

Formula: Average of (Exit Price - Entry Price) × Point Value for winning trades

Description: Average points (ticks) gained on winning trades, before commissions/fees.

Use case: Strategy edge measurement independent of contract size.

Avg Points (Losers)+

Formula: Average of |(Exit Price - Entry Price) × Point Value| for losing trades

Description: Average points (ticks) lost on losing trades, before commissions/fees.

Use case: Stop-loss adherence, strategy edge measurement.

Hold Time Metrics

Avg Hold Time (All)+

Formula: Average(Exit Time - Entry Time) per trade

Description: Average duration across all closed trades.

Use case: Trading style identification (scalping vs day trading vs swing).

Avg Hold Time (Winners)+

Formula: Average(Exit Time - Entry Time) for winning trades only

Description: Average duration of profitable trades.

Use case: Identifying if winners are held longer (trend following) or shorter (scalping).

Avg Hold Time (Losers)+

Formula: Average(Exit Time - Entry Time) for losing trades only

Description: Average duration of losing trades.

Use case: Detecting if losers are held too long (hope trading) vs cut quickly.

Avg Hold Time (Breakeven)+

Formula: Average(Exit Time - Entry Time) for breakeven trades only

Description: Average duration of breakeven trades (P&L = 0).

Use case: Understanding noise trades, commission impact on quick flips.

Streak Metrics

Max Consecutive Wins+

Formula: Longest sequence of consecutive winning trades

Description: Maximum number of winning trades in a row.

Use case: Psychological benchmark, strategy consistency check.

Max Consecutive Losses+

Formula: Longest sequence of consecutive losing trades

Description: Maximum number of losing trades in a row.

Use case: Drawdown mental preparation, position sizing stress test.

Current Win Streak+

Formula: Number of consecutive winning trades at end of period

Description: Active winning streak (resets on first loss).

Use case: Current momentum indicator.

Current Loss Streak+

Formula: Number of consecutive losing trades at end of period

Description: Active losing streak (resets on first win).

Use case: Current drawdown context, tilt risk indicator.

Daily Metrics

Trading Days+

Formula: Count of unique days with at least one closed trade

Description: Number of days on which trading occurred.

Use case: Activity frequency, daily metric denominators.

Winning Days+

Formula: Count of days where daily net P&L > 0

Description: Number of profitable trading days.

Use case: Daily win rate calculation, consistency measure.

Losing Days+

Formula: Count of days where daily net P&L < 0

Description: Number of losing trading days.

Use case: Daily loss frequency, risk management.

Avg Winning Day P&L+

Formula: Sum of daily P&L for winning days ÷ Winning Days

Description: Average profit on profitable days.

Use case: Daily profit target setting, expectancy at day level.

Avg Losing Day P&L+

Formula: Sum of |daily P&L| for losing days ÷ Losing Days

Description: Average loss on losing days (expressed as positive number).

Use case: Daily loss limit calibration, risk management.

Largest Profitable Day+

Formula: Max(daily net P&L) across all trading days

Description: Single best day by net P&L.

Use case: Peak performance benchmark, outlier detection.

Largest Losing Day+

Formula: Min(daily net P&L) across all trading days

Description: Single worst day by net P&L (most negative).

Use case: Worst-case daily loss, daily stop-loss setting.

Max Consecutive Winning Days+

Formula: Longest sequence of consecutive days with net P&L > 0

Description: Maximum streak of profitable trading days.

Use case: Consistency measurement, confidence builder.

Max Consecutive Losing Days+

Formula: Longest sequence of consecutive days with net P&L < 0

Description: Maximum streak of losing trading days.

Use case: Mental resilience test, drawdown duration estimate.

Current Day Loss Streak+

Formula: Number of consecutive losing days at end of period

Description: Active losing day streak (resets on first winning day).

Use case: Current drawdown context, tilt risk.

Calculation Notes

How Statistics Are Calculated+
  • Timezone: All time-based calculations use your configured local timezone (Settings → Display & Theme).
  • Filtering: All metrics respect active filters: Date range, tags (include/exclude), Account selection, Symbol selection, etc.
  • Grouping: When "Group By" is applied, each metric calculates independently per group.

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