Performance family — Sharpe, Win Rate, Max Drawdown, Avg P&L, Profit Factor, SQN, System Score
Metrics
From abstract numbers to a sharper decision
Read the numbers to choose better. Two metric families to evaluate every system.
A practical guide to MetricAlgo Options metrics — Sharpe Ratio, Win Rate, Max Drawdown, System Score, Entry Percentile, Stop Loss — grouped into two families: performance and configuration.
Configuration family — Entry Percentile, Stop Loss, target horizon, execution rate, contracts and sizing constraints
Each metric is explained in plain terms so non-quant traders can still judge a system