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add wins and losses sequence statistics to a port (and sim) trades data report
As every system trader knows, systems eventually stop working. The trick is to know when this happens early enough in order to avoid accumulating too many losses. Comparing to historical statistics of the system is a good way of telling us whether we are still on track. Right now we get info regarding loosing and winning trades only as a whole, but not as a sequence. We can see what the average winning or loosing trade is but have little insight into that averge. I would like to suggest adding few more parameters to the port and sim trades statistics page and graphs page:
Adding a histogram chart of loosing trades and one of winning trades. Bar height would be in percentage points compared to the port/sim value. Sequence of winning trades will show as sequence of high bars, sequence of loosing trades will show as negtive bars. Seeing such chart will give instant information as to the system's characteristics.
We should also be able to see info about the sequences in each direction, as follows:
longest number of consecutive losing trades
average number of consecutive losing trades
median number of consecutive losing trades
number of loosing trades standard dev
longest number of consecutive winning trades
average number of consecutive winning trades
median number of consecutive winning trades
number of winning trades standard dev
BTW one reason I think we need to see both winning and loosing trades is that some ports are used for shorting, hence the roles reverse and an unusual sequence of out-of-whack wins in such a port would be an alarming signal.
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