MaxDD (Maximum Drawdown): Measures the largest peak-to-trough decline in a portfolio or investment’s value, used to assess potential risk.
ROR (Rate of Return): Represents the percentage change in the value of an investment over a given period, showing the investment's performance.
MAR (Managed Account Ratio): Calculated as the annualized return divided by maximum drawdown, it indicates risk-adjusted performance. A higher MAR suggests better performance relative to risk.
PctWins (Percentage of Wins): Shows the proportion of profitable trades or investments relative to the total, indicating the success rate.
Sharpe (Sharpe Ratio): A metric for assessing risk-adjusted return, calculated by dividing the excess return of an investment by its standard deviation. It shows return per unit of risk.