The Calculations tab in the Properties section of the Result Analysis module provides various settings that influence how trading reports are calculated and displayed. These settings allow users to customize their analysis based on specific parameters and preferences.

Parameters

• Store New Statements on Close:

  • Description: Automatically save new statements when the application is closed.
  • Usage: Ensures that all new trading statements are stored without requiring manual saving.

• Max Number of Generated Reports:

  • Description: Limits the maximum number of reports that can be generated.
  • Usage: Prevents the system from generating an overwhelming number of reports, which can affect performance.

• Apply Filters to Reports:

  • Description: Apply predefined filters to the reports during analysis.
  • Usage: Filters help in refining the analysis by focusing on specific criteria or conditions.

• Calculate All Reports on Start:

  • Description: Automatically calculate all reports when the application starts.
  • Usage: Ensures that all reports are up-to-date without needing to manually initiate calculations.

• Return Calculation Type:

  • Options:
    
    • Net profit to initial balance ratio %
    • Net profit to previous balance ratio %
  • Description: Defines the method used to calculate returns.
  • Usage: Choose the most appropriate return calculation method for your analysis.

• Calculation Basis:

  • Options:
    
    • Monthly
    • Daily
  • Description: Sets the time basis for calculations.
  • Usage: Select the frequency at which the returns and other metrics are calculated.

• Benchmark:

  • Options:
    
    • SPDR S&P 500 ETF Trust
    • SPDR Gold Shares
  • Description: The benchmark used for comparison in the analysis.
  • Usage: Helps in evaluating the strategy's performance relative to the market.

• Risk Free Rate:

  • Description: The rate of return of a theoretically risk-free investment.
  • Usage: Used in various financial metrics like the Sharpe ratio.
  • Implementation: Currently using iShares 20+ Year Treasury Bond ETF.

• Equity Resolution:

  • Options:
    
    • Day
    • Minute
  • Description: Sets the resolution of equity calculations.
  • Usage: Determines the granularity of equity calculations.

• Disaster Level:

  • Description: The minimum target return or the "disaster level."
  • Usage: Used in risk metrics to set a threshold for minimum acceptable performance.

• Annual Risk Free Rate:

  • Description: The annualized risk-free rate.
  • Usage: Used for annualized calculations of returns and risk.

• Minimum Target Return:

  • Description: The minimum target return for the strategy.
  • Usage: Sets a target that the strategy aims to achieve.

• Risk Confidence Level:

  • Description: The confidence level used for risk calculations.
  • Usage: Helps in determining the confidence intervals for risk metrics.

• Gain Confidence Level:

  • Description: The confidence level used for gain calculations.
  • Usage: Helps in determining the confidence intervals for gain metrics.

• Round Down Digits:

  • Description: The number of decimal places to round down to in calculations.
  • Usage: Ensures consistency and precision in numerical results.

This tab is essential for setting up the initial conditions and preferences for your trading analysis, allowing for tailored and precise performance evaluations.