Individual Trade Statistics
Overview
When a trading strategy is build from a series of trades, that is, each asset in a portfolio is considered separately and bought
if the trader receives a buy signal from the asset. This is contrast to
quantitative portfolio construction,
where an asset is included only in consideration to its effect on the overall portfolio, and not necessarily because it
represents a buy.
For the purposes of compiling trade statistics, a trade is considered an entry and an exit. That is once you buy the asset, you have entered the trade.
When you sell out the position, you have exited. In general, adding or subtracting to a position may be considered a new trade.
Topics
