StatisticParameterTypes

AverageDrawdown

public const StatisticParameterTypes AverageDrawdown

value = StatisticParameterTypes.AverageDrawdown

Average drawdown during the whole period.

AverageLossTrades

public const StatisticParameterTypes AverageLossTrades

value = StatisticParameterTypes.AverageLossTrades

Average losing trade.

AverageTradeProfit

public const StatisticParameterTypes AverageTradeProfit

value = StatisticParameterTypes.AverageTradeProfit

Average trade profit.

AverageWinTrades

public const StatisticParameterTypes AverageWinTrades

value = StatisticParameterTypes.AverageWinTrades

Average winning trade.

CalmarRatio

public const StatisticParameterTypes CalmarRatio

value = StatisticParameterTypes.CalmarRatio

Calmar ratio (annualized net profit / max drawdown).

Commission

public const StatisticParameterTypes Commission

value = StatisticParameterTypes.Commission

Total commission.

Expectancy

public const StatisticParameterTypes Expectancy

value = StatisticParameterTypes.Expectancy

The average profit of winning trades minus the average loss of losing trades.

GrossLoss

public const StatisticParameterTypes GrossLoss

value = StatisticParameterTypes.GrossLoss

Total currency amount of all completed losing trades.

GrossProfit

public const StatisticParameterTypes GrossProfit

value = StatisticParameterTypes.GrossProfit

Total currency amount of all completed winning trades.

LossingTrades

public const StatisticParameterTypes LossingTrades

value = StatisticParameterTypes.LossingTrades

Number of trades lost with zero profit (whose profit is less than or equal to 0).

MaxDrawdown

public const StatisticParameterTypes MaxDrawdown

value = StatisticParameterTypes.MaxDrawdown

Maximum absolute drawdown during the whole period.

MaxDrawdownDate

public const StatisticParameterTypes MaxDrawdownDate

value = StatisticParameterTypes.MaxDrawdownDate

Date of maximum absolute drawdown during the whole period.

MaxDrawdownPercent

public const StatisticParameterTypes MaxDrawdownPercent

value = StatisticParameterTypes.MaxDrawdownPercent

Maximum absolute drawdown during the whole period in percent.

MaxLatencyCancellation

public const StatisticParameterTypes MaxLatencyCancellation

value = StatisticParameterTypes.MaxLatencyCancellation

The maximal value of the order cancelling delay.

MaxLatencyRegistration

public const StatisticParameterTypes MaxLatencyRegistration

value = StatisticParameterTypes.MaxLatencyRegistration

The maximal value of the order registration delay.

MaxLongPosition

public const StatisticParameterTypes MaxLongPosition

value = StatisticParameterTypes.MaxLongPosition

Maximum long position size.

MaxProfit

public const StatisticParameterTypes MaxProfit

value = StatisticParameterTypes.MaxProfit

The maximal profit value for the entire period.

MaxProfitDate

public const StatisticParameterTypes MaxProfitDate

value = StatisticParameterTypes.MaxProfitDate

Date of maximum profit value for the entire period.

MaxProfitPercent

public const StatisticParameterTypes MaxProfitPercent

value = StatisticParameterTypes.MaxProfitPercent

Maximum profit value for the period, expressed as a percentage.

MaxRelativeDrawdown

public const StatisticParameterTypes MaxRelativeDrawdown

value = StatisticParameterTypes.MaxRelativeDrawdown

Maximum relative equity drawdown during the whole period.

MaxShortPosition

public const StatisticParameterTypes MaxShortPosition

value = StatisticParameterTypes.MaxShortPosition

Maximum short position size.

MinLatencyCancellation

public const StatisticParameterTypes MinLatencyCancellation

value = StatisticParameterTypes.MinLatencyCancellation

The minimal value of order cancelling delay.

MinLatencyRegistration

public const StatisticParameterTypes MinLatencyRegistration

value = StatisticParameterTypes.MinLatencyRegistration

The minimal value of order registration delay.

NetProfit

public const StatisticParameterTypes NetProfit

value = StatisticParameterTypes.NetProfit

Net profit for whole time period.

NetProfitPercent

public const StatisticParameterTypes NetProfitPercent

value = StatisticParameterTypes.NetProfitPercent

Net profit for whole time period in percent.

OrderCancelErrorCount

public const StatisticParameterTypes OrderCancelErrorCount

value = StatisticParameterTypes.OrderCancelErrorCount

Total number of errors during order cancellation.

OrderCount

public const StatisticParameterTypes OrderCount

value = StatisticParameterTypes.OrderCount

Total number of orders.

OrderErrorCount

public const StatisticParameterTypes OrderErrorCount

value = StatisticParameterTypes.OrderErrorCount

Total number of errors during order registration.

OrderInsufficientFundErrorCount

public const StatisticParameterTypes OrderInsufficientFundErrorCount

value = StatisticParameterTypes.OrderInsufficientFundErrorCount

Total number of insufficient fund error orders.

PerDayTrades

public const StatisticParameterTypes PerDayTrades

value = StatisticParameterTypes.PerDayTrades

Average trades count per one day.

PerMonthTrades

public const StatisticParameterTypes PerMonthTrades

value = StatisticParameterTypes.PerMonthTrades

Average trades count per one month.

ProfitFactor

public const StatisticParameterTypes ProfitFactor

value = StatisticParameterTypes.ProfitFactor

The ratio of the average profit of winning trades to the average loss of losing trades.

RecoveryFactor

public const StatisticParameterTypes RecoveryFactor

value = StatisticParameterTypes.RecoveryFactor

Recovery factor (net profit / maximum drawdown).

Return

public const StatisticParameterTypes Return

value = StatisticParameterTypes.Return

Relative income for the whole time period.

RoundtripCount

public const StatisticParameterTypes RoundtripCount

value = StatisticParameterTypes.RoundtripCount

Total number of closing trades.

SharpeRatio

public const StatisticParameterTypes SharpeRatio

value = StatisticParameterTypes.SharpeRatio

Sharpe ratio (annualized return - risk-free rate / annualized standard deviation).

SortinoRatio

public const StatisticParameterTypes SortinoRatio

value = StatisticParameterTypes.SortinoRatio

Sortino ratio (annualized return - risk-free rate / annualized downside deviation).

SterlingRatio

public const StatisticParameterTypes SterlingRatio

value = StatisticParameterTypes.SterlingRatio

Sterling ratio (annualized net profit / average drawdown).

TradeCount

public const StatisticParameterTypes TradeCount

value = StatisticParameterTypes.TradeCount

Total number of trades.

WinningTrades

public const StatisticParameterTypes WinningTrades

value = StatisticParameterTypes.WinningTrades

Number of trades won (whose profit is greater than 0).