Measuring Trading Performance by Symbol and Closing Hour
Summary
The document describes a dashboard that examines closed trades by instrument and hour of day. It extracts each trade’s symbol, close hour, and net result after swap and commission, then groups trades into symbol–hour cells. For each cell, it reports trade count, win rate, and edge ratio, and displays the two performance measures as color-coded grids alongside a ranked text summary.
The approach highlights how aggregated account statistics can conceal differences across instruments and trading times. The described verification checks the aggregation calculations, undefined ratios for cells containing only wins or only losses, and color interpolation endpoints. Its limits include treating the recorded close hour as UTC without conversion, omitting low-sample weighting or filtering, and using fixed rather than distribution-adjusted color scaling. The output is descriptive historical analysis; the document does not establish that a strong cell will remain profitable or provide statistical confidence estimates.
Key ideas
- Group closed trades by instrument and hour of day to expose performance differences hidden by account-wide averages.
- Calculate win rate and payoff ratio separately for each symbol–hour group.
- Include profit, swap, and commission when determining each trade’s net result.
- Treat payoff ratio as undefined when a group has only wins or only losses.
- Interpret the hourly grouping cautiously because the method assumes recorded deal times are UTC and does not adjust for sample size.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.