FDR Formula
FDR is a weighted score based on four metrics:
Metric | Weight |
Sharpe Ratio | 40% |
Profit Factor | 30% |
Trade Size Consistency | 15% |
Daily Trade Consistency | 15% |
Calculation Formula
FDR Score = (Sharpe Score × 0.40) + (Profit Factor Score × 0.30) + (Trade Size Consistency Score × 0.15) + (Daily Consistency Score × 0.15)
Important Note
Each metric is first:
Calculated from your trading data
Then normalized to a score between 0 and 5
Example
Metric | Score | Weight | Contribution |
Sharpe | 3.0 | 40% | 1.20 |
Profit Factor | 2.5 | 30% | 0.75 |
Trade Consistency | 4.0 | 15% | 0.60 |
Daily Consistency | 3.0 | 15% | 0.45 |
Final FDR Score = 3.00
Key Notes
Maximum score is 5.0
Scores update as you trade
One weak metric can reduce overall score