The purpose of this post is to list trading metrics that potential proprietary firms and hedge funds may find useful when examining ones trading success and a potential hire. This by no means is the holy grail, but rather the purpose is to list some for others out there and hopefully so we can expand on it. So when trading keep some of these figures in mind and perhaps mention them when applying.
- CAGR (compounded annual growth rate)
- Starting and Ending Value
- Drawdown
- Sharpe Ratio
- Summary of trading strategy including products traded
- Description of why you took best and worst trade (why you stay in trade, what prompted trade etc)
- Average winning trade
- Average losing trade.
- Average hold/trade period (breakout by overall, winner, and loser)
- Trading time(how long has account been active/trading for)
If you have more please list below
