Core Metric Calculation

Lesson Overview

In "Trading Data Analysis" → "Performance Metrics", this lesson "Core Metric Calculation" builds knowledge you can apply immediately.

Win rate, avg R:R, expectancy, annualized Sharpe, max drawdown, profit factor. Python functions for each.

Core Concepts

These points align with the video walkthrough—take notes as you watch.

• ▸Win rate, avg R:R, expectancy, annualized Sharpe, max drawdown, profit factor.
• ▸Python functions for each.

Practical Application

After studying, complete the companion practice lesson to move from understanding to doing.

• ▸Follow along in Jupyter or VS Code
• ▸Log how parameter changes affect backtest results
• ▸Submit a reproducible analysis notebook

FAQ

• ▸Q: How does this lesson fit the course? A: Part of "Performance Metrics"—follow the curriculum order.
• ▸Q: What do I need? A: Demo account and notes; quant lessons need a Python environment.
• ▸Q: How do I know I've mastered it? A: Pass the quiz and explain three key points of Core Metric Calculation on your own.