For relevant data indicators of Copy Trading, you can view the following content;
| 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 P&L | 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
|
Annualized Sharpe Ratio
|
|
| 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:
1. Risk free rate = 0%;
2. The Sharpe ratio is updated daily at approximately 08:00 (UTC)
3. The Sharpe ratio is a rolling value for the past 30 days.
How to calculate the win rate
Number of Profitable Closed Positions / Total Number of Positions * 100%
Notes:
- 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.
