formula_id,concept_id,formula_latex,variable_definitions,interpretation
formula_000001,concept_000064,\text{Position Size} = \frac{\text{Risk Budget}}{\text{Entry} - \text{Stop}},n=number of years; Risk Budget=maximum capital willing to lose; Entry=planned entry price; Stop=planned stop price; S=underlying price,Shares/contracts sized against defined risk per trade.
formula_000002,concept_000074,\text{Drawdown} = \frac{\text{Peak} - \text{Trough}}{\text{Peak}},n=number of years; Peak=highest capital level; Trough=lowest capital level after the peak,Percent decline from peak capital to trough capital.
formula_000003,concept_000075,\text{Sortino} = \frac{R_p - R_f}{\sigma_d},R_p=portfolio return; R_f=risk-free rate; \sigma_d=downside volatility; n=number of years; S=underlying price,Excess return per unit of downside volatility.
formula_000004,concept_000076,\text{Sortino} = \frac{R_p - R_f}{\sigma_d},R_p=portfolio return; R_f=risk-free rate; \sigma_d=downside volatility; n=number of years; S=underlying price,Excess return per unit of downside volatility.
formula_000005,concept_000077,\text{Drawdown} = \frac{\text{Peak} - \text{Trough}}{\text{Peak}},n=number of years; Peak=highest capital level; Trough=lowest capital level after the peak,Percent decline from peak capital to trough capital.
formula_000006,concept_000078,\text{CAGR} = \left(\frac{V_f}{V_i}\right)^{1/n} - 1,V_f=final value; V_i=initial value; n=number of years; V=option value,Annualized compounded growth rate.
formula_000007,concept_000079,\text{Sharpe} = \frac{R_p - R_f}{\sigma_p},R_p=portfolio return; R_f=risk-free rate; \sigma_p=portfolio volatility; S=underlying price,Excess return per unit of total volatility.
formula_000008,concept_000080,\text{CAGR} = \left(\frac{V_f}{V_i}\right)^{1/n} - 1,V_f=final value; V_i=initial value; n=number of years; V=option value,Annualized compounded growth rate.
formula_000009,concept_000081,\text{Drawdown} = \frac{\text{Peak} - \text{Trough}}{\text{Peak}},n=number of years; Peak=highest capital level; Trough=lowest capital level after the peak,Percent decline from peak capital to trough capital.
formula_000010,concept_000156,\text{Position Size} = \frac{\text{Risk Budget}}{\text{Entry} - \text{Stop}},n=number of years; Risk Budget=maximum capital willing to lose; Entry=planned entry price; Stop=planned stop price; S=underlying price,Shares/contracts sized against defined risk per trade.
formula_000011,concept_000180,\text{VWAP} = \frac{\sum P_t V_t}{\sum V_t},V=option value,Volume-weighted average execution price.
formula_000012,concept_000184,\text{VWAP} = \frac{\sum P_t V_t}{\sum V_t},V=option value,Volume-weighted average execution price.
formula_000013,concept_000214,\text{VWAP} = \frac{\sum P_t V_t}{\sum V_t},V=option value,Volume-weighted average execution price.
formula_000014,concept_000217,\text{VWAP} = \frac{\sum P_t V_t}{\sum V_t},V=option value,Volume-weighted average execution price.
formula_000015,concept_000243,\text{Sharpe} = \frac{R_p - R_f}{\sigma_p},R_p=portfolio return; R_f=risk-free rate; \sigma_p=portfolio volatility; S=underlying price,Excess return per unit of total volatility.
formula_000016,concept_000244,\text{Profit Factor} = \frac{\text{Gross Profit}}{\text{Gross Loss}},Variables are defined in the context of the corresponding trading metric.,Ratio of gross gains to gross losses.
formula_000017,concept_000245,\text{Profit Factor} = \frac{\text{Gross Profit}}{\text{Gross Loss}},Variables are defined in the context of the corresponding trading metric.,Ratio of gross gains to gross losses.