Statistics Constants

Description

Constants used to identify different types of trading statistics when using the TesterStatistics method.

Constants

Name
Description

STAT_STARTING_DEPOSIT

Initial deposit amount

STAT_NET_PROFIT

Total net profit/loss

STAT_TOTAL_GROSS_PROFIT

Total profit from all profitable trades

STAT_TOTAL_GROSS_LOSS

Total loss from all losing trades

STAT_LARGEST_PROFIT

Largest profit in a single trade

STAT_LARGEST_LOSS

Largest loss in a single trade

STAT_CONSECUTIVE_PROFITS_MAX

Maximum consecutive profit

STAT_CONSECUTIVE_PROFITS_MAX_COUNT

Maximum number of consecutive profitable trades

STAT_MAX_CONSECUTIVE_WINS

Maximum number of consecutive winning trades

STAT_MAX_CONSECUTIVE_PROFIT_COUNT

Count of maximum consecutive profitable trades

STAT_CONSECUTIVE_LOSSES_MAX

Maximum consecutive loss

STAT_CONSECUTIVE_LOSSES_MAX_COUNT

Maximum number of consecutive losing trades

STAT_MAX_CONSECUTIVE_LOSSES

Maximum number of consecutive losses

STAT_MAX_CONSECUTIVE_LOSS_COUNT

Count of maximum consecutive losing trades

STAT_EXPECTED_PROFIT

Expected payoff

STAT_PROFITABILITY_FACTOR

Ratio of gross profit to gross loss

STAT_TOTAL_TRADES

Total number of trades

STAT_TOTAL_PROFITABLE_TRADES

Number of profitable trades

STAT_TOTAL_LOSING_TRADES

Number of losing trades

STAT_TOTAL_SHORT_TRADES

Total number of short positions

STAT_TOTAL_LONG_TRADES

Total number of long positions

STAT_PROFIT_FROM_SHORT_TRADES

Total profit from short positions

STAT_PROFIT_FROM_LONG_TRADES

Total profit from long positions

STAT_AVG_CONSECUTIVE_PROFITS

Average number of consecutive profitable trades

STAT_AVG_CONSECUTIVE_LOSSES

Average number of consecutive losing trades

Usage Example

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