Toobitコピートレーディングにおけるポートフォリオパフォーマンス指標 – Toobit

コピートレードの関連データ指標については、以下のコンテンツをご覧ください。

Indicator	Description
ROI	A ratio or percentage that reflects the profitability or efficiency of the portfolio.
PNL	RPL + UPL
Sharp Ratio	Measures the return of a portfolio compared to its risk. The greater the Sharpe Ratio value, the more attractive the risk-adjusted return on the portfolio.
Win Rate	Number of Profitable Closed Positions / Total Number of Positions * 100% Note: When a position is completely closed after the order is executed, it counts as a single closed position. If the order is partially closed, it doesn't count as a closed position.
AUM	Pro Trader's Portfolio Investment Amount + Total Copy Trading Investment Amount
Followers PNL	The cumulative profit generated by the user's trading orders following the pro trader. (It may be due to issues such as manual closing of positions in advance by the copying user, different leverage multiples from the trader, insufficient position margin, etc.)
Orders	The number of closing orders since becoming a pro trader to the current time
Average Earnings	Average profits=Total net profit of orders with net profits/Number of earning times.
Average Losses	Average losses=Total net profit of orders with net losses/Number of losses incurred.
Trading days	Since the users became the pro traders
Runtime	Time period since the portfolio was created.

How to calculate the Sharpe Ratio?

The Sharpe Ratio is calculated as follows:

	Daily ROI	Mean of Daily ROI	Standard Deviation of Portfolio ROI	Коэффициент Шарпа за год
Day 1	0%	0%	-	-
Day 2	40%	30%	0.5	11.4629
Day 3	-4%	20%	0.3	15.2839
Day 4	-8%	10%	0.2	9.55248

Notes:
Risk free rate = 0%;
The Sharpe ratio is updated daily at approximately 08:00 (UTC)
The Sharpe ratio is a rolling value for the past 30 days.

Number of Profitable Closed Positions / Total Number of Positions * 100%

Note:

When a position is completely closed after the order is executed, it counts as a single closed position.