關於績效表的閱讀 - 財經

小弟最近看到一個交易績效表
有一些問題想請教各位前輩

以下是該績效表

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Total Net Profit $1411600 Open position P/L $ 251400
Gross Profit $1928200 Gross Loss ($ 516600)

Total # of trades 46 Percent profitable 43.48%
Number of winning trades 20 Number losing trades 26

Largest winning trade $ 243000 Largest losing trade ($ 55400)
Average winning trade $ 96410 Average losing trade ($ 19869)
Ratio avg win/avg loss 4.85 Avg trade (win & loss) $ 30686

max consec. Winners 4 Max consec. losers 5
avg # bars in winners 24 Avg # bars in losers 5

Max intraday drawdown ($ 150600)
Profit Factor 3.73 Max # contracts held 2
Account size required $ 382600 Return on account 368.95%

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問題如下

1. 何謂 Open position P/L ? 如何計算 ? 代表什麼意思呢?

2. 何謂 max consec. winners 與 max consec. losers ?

3. 何謂 avg # bars in winners 與 avg # bars in losers ?

4. 何謂 max intraday drawdown ?

5. 何謂 Account size required 與 Return on account ?

6. 風報比是 3.73 or 4.85 ?

希望前輩能指點一下

謝謝







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