November 12, 2022

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Additional Markets Strategy Metrics Average Values

83 Strategy metrics that calculate the average value of a given metric for all additional markets tested in the additional markets cross-check. Thanks to these snippets it is possible to better evaluate the performance of a strategy in different markets and can therefore be used to evaluate the robustness of a strategy.

More about Crosschecks in StrategyQuantX you can find here.

 

List of 83 Average values of Stretegy Metrics on Additional Markets.

AddMAActualDrawdownPctAvg.java
AddMAAvgPctDrawdownAvg.java
AddMActualDDAvg.java
AddMAHPRAvg.java
AddMAmbiguousTradesAvg.java
AddMAnnualPctReturnAvg.java
AddMarketsUlcerIndexAvg.java
AddMAvgAbsTradeAvg.java
AddMAvgBarsInTradeAvg.java
AddMAvgBarsLossAvg.java
AddMAvgBarsWinAvg.java
AddMAvgConsecLossesAvg.java
AddMAvgConsecWinsAvg.java
AddMAvgDrawdownAvg.java
AddMAvgExitQualityAvg.java
AddMAvgExitQualityTimeWeightedAvg.java
AddMAvgHoursInTradeAvg.java
AddMAvgLossAvg.java
AddMAvgMAEPipsAvg.java
AddMAvgMAEPipsNormAvg.java
AddMAvgMFEPipsAvg.java
AddMAvgMFEPipsNormAvg.java
AddMAvgPctProfitPerYearAvg.java
AddMAvgProfitPerDayAvg.java
AddMAvgProfitPerMonthAvg.java
AddMAvgProfitPerYearAvg.java
AddMAvgTradeAvg.java
AddMAvgTradesPerDayAvg.java
AddMAvgTradesPerMonthAvg.java
AddMAvgTradesPerYearAvg.java
AddMAvgTrStddevRatioAvg.java
AddMAvgWinAvg.java
AddMCAGRAvg.java
AddMCalmarRatioAvg.java
AddMDegreesOfFreedomAvg.java
AddMDrawdownAvg.java
AddMDrawdownPctAvg.java
AddMDrawdownPipsAvg.java
AddMEdgeRatioInPips100TradesAvg.java
AddMEdgeRatioInPips10TradesAvg.java
AddMEdgeRatioInPips20TradesAvg.java
AddMEdgeRatioInPips30TradesAvg.java
AddMEdgeRatioInPips40TradesAvg.java
AddMEdgeRatioInPips50TradesAvg.java
AddMEdgeRatioInPipsAvg.java
AddMEfficiencyAvg.java
AddMExitQualityAvg.java
AddMExpectancyAvg.java
AddMFitnessAvg.java
AddMGrossLossAvg.java
AddMGrossProfitAvg.java
AddMMAFEProfitFactorAvg.java
AddMMaxIntradayDrawdownAvg.java
AddMMaxLossAvg.java
AddMMaxProfitAvg.java
AddMNetProfitAvg.java
AddMNetProfitInPctAvg.java
AddMNumberOfLossesAvg.java
AddMNumberOfProfitsAvg.java
AddMNumberOfTradesAvg.java
AddMOpenDrawdownAvg.java
AddMOpenDrawdownPctAvg.java
AddMPayoutRatioAvg.java
AddMProfitableMonthsAvg.java
AddMProfitableMonthsPctAvg.java
AddMProfitFactorAvg.java
AddMRecoveryFactorAvg.java
AddMReturnDDRatioAvg.java
AddMRExpectancyAvg.java
AddMRExpectancyScoreAvg.java
AddMRSquaredAvg.java
AddMSharpeRatioAvg.java
AddMSQNAvg.java
AddMSQNScoreAvg.java
AddMStabilityAvg.java
AddMStabilitySQ3Avg.java
AddMStagnationAvg.java
AddMStagnationPctAvg.java
AddMStandardDevAvg.java
AddMStatSignificanceAvg.java
AddMUlcerPerformanceIndexAvg.java
AddMWinLossRatioAvg.java
AddMWinningPctAvg.java
AvgExitQuality.java
AvgExitQualityTimeWeighted.java
AvgHoursInTrade.java
AvgMAEPips.java
AvgMAEPipsNorm.java
AvgMFEPips.java
AvgMFEPipsNorm.java
CAGRAvgDDPerDRatio.java
EdgeRatioInPips100Trades.java
EdgeRatioInPips10Trades.java
EdgeRatioInPips20Trades.java
EdgeRatioInPips30Trades.java
EdgeRatioInPips40Trades.java
EdgeRatioInPips50Trades.java
EdgeRatioInPipsNonNormalised.java
EdgeRatioInPipsTimeWeighted.java
ExitComplexity.java
MAFEProfitFactor.java
StatSignificance.java

 

 

 

 

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Emmanuel
Emmanuel
November 18, 2022 3:55 pm

Good idea !!!! Thank you Ivan !!!