The system performance statistics option is available on the charting right-click menu only when you have run a custom study that includes trading signals. These statistics are much like those the Trading System Performance Evaluator creates based on the P&L data you enter input for your trading system.
Keep in mind that these statistics do not reflect any adjustments or corrections to compensate for curve fitting or excessive hindsight control of the trading system. They do not accurately predict future performance.
The initial screen shows a summary of the trading system (above). Click the "Trade-By-Trade" tab to see more detailed results:
Click the [Find Chart] button to bring forward the chart displaying the study shown. This might be useful if several charts are stacked and another chart is obscuring the one you wish to view.
Click the [TSPE] button to launch the Trading System Performance Evaluator.Ô The program will start directly with a screen asking for the commission and slippage that pertain to the above trading system. The P&L information for this trading system will already be entered automatically when you click the [TSPE] button. This is a great way to evaluate the custom study you may be considering.
Click the [Print] button to print the trade statistics for your custom study.
Click the [Export] button to create an ASCII text file of the trade-by-trade statistics for your custom study. Once the file is exported, you can import the data into other programs, including TSPE.