Profit Factor
Ratio of gross winning trades to gross losing trades. Above 1 means the strategy is net positive.
Profit Factor (PF) = sum of gains / absolute sum of losses. A PF of 2.0 means the strategy makes $2 for every $1 it loses. PF accounts for trade sizing, unlike a simple win rate. A strategy with 40% win rate and PF > 1.5 typically outperforms a 60% win rate strategy with PF 1.1, because the winning trades are large enough to overcome losing streaks. We compute net Profit Factor (after fees + slippage + funding) across every signal we've ever fired · the full number is on /performance.
See it live on ByKaranteli
Other terms
Funding Rate
Periodic payment between perpetual futures longs and shorts that keeps the contr...
Open InterestTotal notional value of all open futures positions at a given moment....
BasisPrice gap between a futures contract and its underlying spot index....
LiquidationForced closure of a leveraged position when its margin is exhausted....
Win RatePercentage of trades that closed profitably....
Basis Points (bps)1 basis point = 0.01%. We use bps as the canonical unit for signal net return....