EdgityCore — Indicator Statistics Report Guide

EdgityCore Statistics Report Guide

The Statistics Report provides a complete overview of the historical performance of an EdgityCore trading strategy over the selected testing period.

Unlike the Yearly Report, which separates the results year by year, the Statistics Report aggregates the complete historical dataset into a single performance summary.

It allows traders to evaluate the profitability, consistency, risk profile, exit distribution and complete strategy configuration used during the historical analysis.

Every figure in this report is computed exclusively from the eligible signal set for the active Trading Mode / Quant Analysis Mode configuration. When the Circuit Breaker is enabled, signals rejected by it were never created in the first place, so they cannot appear here.

The terminology used throughout this guide follows the EdgityCore Customer Terminology Policy (FP-041).

 

Report Header

Field	Description
Symbol	The financial instrument analysed. Performance statistics are always specific to the analysed instrument and should not be compared directly with different markets.
Timeframe	Chart timeframe used during the historical analysis. Different timeframes generate different trading signals and statistical characteristics.
Exported	Date and time when the report was generated. This allows traders to identify the exact version of the historical analysis.

 

Historical Performance

Field	Description
Total Entries	Total number of trading signals generated during the historical testing period. Represents the statistical sample supporting the report. Larger sample sizes generally provide greater statistical confidence.
Bullish	Number of Buy signals generated. Shows how frequently the strategy traded long positions.
Bearish	Number of Sell signals generated. Shows how frequently the strategy traded short positions. Comparing Bullish and Bearish entries may reveal historical market bias.
Resolved	Number of entries that have already received a performance classification (SL, TP1–TP5 or Trail). In Quant Mode this classification is independent of the signal lifecycle. Therefore, a classified entry may still belong to a signal whose lifecycle state is Active. Only classified entries contribute to the performance statistics.
Pending	Number of entries that have not yet received a performance classification. Pending entries are excluded from performance statistics until they receive their first performance classification (SL or a TP level). In Quant Mode, Pending does not mean "all signals still active": an entry leaves Pending as soon as it is classified, independently of the signal lifecycle. See Quant Mode — Entry Classification vs Signal Lifecycle (FAQ Part 3, Q50).

 

Exit Distribution

The Exit Distribution explains how historical entries were classified (SL, TP1–TP5 or Trail).

Exit Type	Description
SL Hits	Number of trades reaching the initial Stop Loss. Represents the historical losing trades.
RML Fixed Exits	Number of trades closed at the fixed Risk Management Level.
TP2 Fixed Exits	Number of trades closed at the fixed Take Profit 2.
TP3 Fixed Exits	Number of trades closed at the fixed Take Profit 3.
TP4 Fixed Exits	Number of trades closed at the fixed Take Profit 4.
TP5 Fixed Exits	Number of trades closed at the fixed Take Profit 5. When trailing is disabled, trades reaching TP5 are closed immediately at the TP5 target.
TP5 Trail Exits	Number of trades activating the trailing stop after reaching TP5. The same line also reports the average number of points captured by those exits ("Avg pts"); the Yearly Report additionally lists it per year ("TP5 Trail Avg"). When the trailing stop is armed at a lower level (RML, TP2, TP3 or TP4), the report writes a matching Trail Exits line for that level in the same way.

 

Performance Statistics

Statistic	Description
Win Rate (%)	Percentage of completed trades closing with a profitable outcome.
Wins	Total profitable trades.
Losses	Total losing trades.
Net Points	Total accumulated historical points generated during the complete testing period.
Avg per Trade	Average historical expectancy generated by every classified entry. Higher values indicate greater historical profitability per trading signal.
Max Drawdown	Largest historical equity decline observed during the historical analysis.
Max Cons Wins	Longest uninterrupted historical winning sequence.
Max Cons Losses	Longest uninterrupted losing sequence within the eligible signal set.
Profit Factor	Ratio between total gross profits and total gross losses.
Avg R/R (1:x)	Average Reward-to-Risk ratio achieved by historical winning trades. Higher values indicate greater average reward relative to the predefined Stop Loss.

 

Historical Interpretation

Win Rate (%)

Win Rate	Interpretation
>68%	Excellent
64–68%	Strong
58–64%	Acceptable
<58%	Weak

 

Profit Factor

Profit Factor	Interpretation
>3.0	Excellent
2.0–3.0	Strong
1.5–2.0	Acceptable
<1.5	Weak

 

Max Drawdown

Maximum Drawdown	Interpretation
Less than 5 × SL	Excellent
5–8 × SL	Good
8–12 × SL	Moderate
More than 12 × SL	Elevated historical risk

 

Max Cons Losses

Max CL	Interpretation
≤6	Excellent robustness
7–8	Very Good
9–10	Acceptable
>10	Elevated historical risk

 

Maximum Consecutive Losses is the longest uninterrupted losing sequence within the eligible signal set. The interpretation table above applies when the effective Circuit Breaker is disabled (Quant Analysis Mode, Raw Strategy) — the true unrestricted historical worst case. When the effective Circuit Breaker is enabled (Trading Mode, or Quant Analysis Mode with the Circuit Breaker turned on), the streak resets every broker day exactly like the Circuit Breaker itself, so Maximum Consecutive Losses can never exceed the configured daily loss-streak threshold and this interpretation table does not apply.

 

Risk Settings

The Risk Settings section documents the complete strategy configuration used during the historical analysis.

Documenting these parameters ensures that the historical statistics can always be reproduced using identical settings.

• Stop Loss Distance
• Risk Management Level (RML)
• Take Profit Levels
• Trailing Stop Configuration
• End-of-Day Evaluation
• Historical Lookback Period

 

Filters

The Filters section documents every market filter applied during the historical analysis.

• Historical Date Range
• Trading Sessions
• Direction Filters
• Maximum Trades per Session

Recording these filters ensures that the historical analysis remains fully reproducible.

 

Reading the Statistics Report

1. Review the total number of historical entries to evaluate the statistical sample size.
2. Evaluate Win Rate together with Profit Factor rather than individually.
3. Study the Exit Distribution to understand how profitable trades were historically closed.
4. Review Maximum Drawdown and Maximum Consecutive Losses to evaluate historical downside risk.
5. Verify the Risk Settings and Filters before comparing statistics with other reports.
6. Interpret the Statistics Report together with the Yearly Report, the CW|CL Report (Raw Strategy only — disabled when the Circuit Breaker is enabled), the Drawdown Report and the Trade History Report (Trading Mode only) for a complete understanding of the strategy's historical performance.

 

© 2026 Marc Quentier. All Rights Reserved. This document is part of the EdgityCore Suite. No part of this publication may be reproduced, distributed or transmitted in any form or by any means without the prior written permission of the copyright holder, except as permitted by applicable copyright law.