The statistics shown in the GoldAIBot live stats panel and the public trading journal are computed directly from real broker trade history — not from a marketing spreadsheet. Here's exactly how.
Every closed trade on the master account is recorded with its real broker-reported open time, close time, open/close price, and profit/commission/swap — sourced either live (streamed the moment a trade closes) or via a one-time history import directly from the broker's trade history, never hand-entered.
| Metric | How it's computed |
|---|---|
| Win rate | (Number of winning trades) ÷ (Total trades) × 100, over the selected period. |
| Total gain | Sum of profit + commission + swap across all closed trades in the period. |
| Avg. drawdown | Maximum peak-to-trough decline on the running equity curve built from the period's trades. |
| Sharpe ratio | Mean daily return ÷ standard deviation of daily returns, annualized (×√252 trading days). Requires at least 2 days of data. |
| Sortino ratio | Same as Sharpe, but using only the standard deviation of negative daily returns (downside deviation) instead of total volatility. |
| Avg R:R | Average ratio of trade profit to initial risk across closed trades. |
The journal shows every closed trade for the selected period — daily, weekly, or monthly — with no filtering of losing trades or selective date ranges. If the master account has a losing day, it shows up in the calendar exactly like a winning one.
A strong historical Sharpe/Sortino ratio describes past risk-adjusted performance — it is not a forecast. Your own follower account's results will differ from the master account's due to execution latency, broker spread, and slippage. See our risk disclosure for the full picture.
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