StatisticParameterTypes
Statistic types.
字段
AverageDrawdown : StatisticParameterTypes
Average drawdown during the whole period.
AverageLossTrades : StatisticParameterTypes
Average losing trade.
AverageTradeProfit : StatisticParameterTypes
Average trade profit.
AverageWinTrades : StatisticParameterTypes
Average winning trade.
CalmarRatio : StatisticParameterTypes
Calmar ratio (annualized net profit / max drawdown).
Commission : StatisticParameterTypes
Total commission.
Expectancy : StatisticParameterTypes
The average profit of winning trades minus the average loss of losing trades.
GrossLoss : StatisticParameterTypes
Total currency amount of all completed losing trades.
GrossProfit : StatisticParameterTypes
Total currency amount of all completed winning trades.
LossingTrades : StatisticParameterTypes
Number of trades lost with zero profit (whose profit is less than or equal to 0).
MaxDrawdown : StatisticParameterTypes
Maximum absolute drawdown during the whole period.
MaxDrawdownDate : StatisticParameterTypes
Date of maximum absolute drawdown during the whole period.
MaxDrawdownPercent : StatisticParameterTypes
Maximum absolute drawdown during the whole period in percent.
MaxLatencyCancellation : StatisticParameterTypes
The maximal value of the order cancelling delay.
MaxLatencyRegistration : StatisticParameterTypes
The maximal value of the order registration delay.
MaxLongPosition : StatisticParameterTypes
Maximum long position size.
MaxProfit : StatisticParameterTypes
The maximal profit value for the entire period.
MaxProfitDate : StatisticParameterTypes
Date of maximum profit value for the entire period.
MaxProfitPercent : StatisticParameterTypes
Maximum profit value for the period, expressed as a percentage.
MaxRelativeDrawdown : StatisticParameterTypes
Maximum relative equity drawdown during the whole period.
MaxShortPosition : StatisticParameterTypes
Maximum short position size.
MinLatencyCancellation : StatisticParameterTypes
The minimal value of order cancelling delay.
MinLatencyRegistration : StatisticParameterTypes
The minimal value of order registration delay.
NetProfit : StatisticParameterTypes
Net profit for whole time period.
NetProfitPercent : StatisticParameterTypes
Net profit for whole time period in percent.
OrderCancelErrorCount : StatisticParameterTypes
Total number of errors during order cancellation.
OrderCount : StatisticParameterTypes
Total number of orders.
OrderErrorCount : StatisticParameterTypes
Total number of errors during order registration.
OrderInsufficientFundErrorCount : StatisticParameterTypes
Total number of insufficient fund error orders.
PerDayTrades : StatisticParameterTypes
Average trades count per one day.
PerMonthTrades : StatisticParameterTypes
Average trades count per one month.
ProfitFactor : StatisticParameterTypes
The ratio of the average profit of winning trades to the average loss of losing trades.
RecoveryFactor : StatisticParameterTypes
Recovery factor (net profit / maximum drawdown).
Return : StatisticParameterTypes
Relative income for the whole time period.
RoundtripCount : StatisticParameterTypes
Total number of closing trades.
SharpeRatio : StatisticParameterTypes
Sharpe ratio (annualized return - risk-free rate / annualized standard deviation).
SortinoRatio : StatisticParameterTypes
Sortino ratio (annualized return - risk-free rate / annualized downside deviation).
SterlingRatio : StatisticParameterTypes
Sterling ratio (annualized net profit / average drawdown).
TradeCount : StatisticParameterTypes
Total number of trades.
WinningTrades : StatisticParameterTypes
Number of trades won (whose profit is greater than 0).