Portfolio Performance Indicators in Toobit Copytrading

For relevant data indicators of Copytrading, you can view the following content;

IndicatorDescription
ROI
A ratio or percentage that reflects the profitability or efficiency of the portfolio.
PNLRPL + 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 PNLThe 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.)
OrdersThe 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 daysSince 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 10%0%--
Day 240%30%0.511.4629
Day 3-4%20%0.315.2839
Day 4-8%10%0.29.55248

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%
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.
 

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