Documentation
Applications
Last updated on May 5, 2015 by Mark Fric
StatsValues constants
Below is a list of standard constants for StatsValues ad defined in com.strategyquant.lib.results.StatsConst medthod.
You can use them either directly as strings, for example:
double grossProfit = stats.getDouble("GrossProfit");
or (to avoid typo errors) using the class constants:
double grossProfit = stats.getDouble(StatsConst.GROSS_PROFIT);
-
NET_PROFIT = “NetProfitâ€;
-
GROSS_PROFIT = “GrossProfitâ€;
-
GROSS_LOSS = “GrossLossâ€;
-
PROFIT_FACTOR = “ProfitFactorâ€;
-
NUMBER_OF_TRADES = “NumberOfTradesâ€;
-
NUMBER_OF_LOSSES = “NumberOfLossesâ€;
-
NUMBER_OF_PROFITS = “NumberOfProfitsâ€;
-
NUMBER_OF_CANCELED = “NumberOfCanceledâ€;
-
WIN_LOSS_RATIO = “WinLossRatioâ€;
-
AVG_BARS_TRADE = “AvgBarsTradeâ€;
-
AVG_BARS_WIN = “AvgBarsWinâ€;
-
AVG_BARS_LOSS = “AvgBarsLossâ€;
-
AVG_TRADE = “AvgTradeâ€;
-
AVG_WIN = “AvgWinâ€;
-
AVG_LOSS = “AvgLossâ€;
-
PAYOUT_RATIO = “PayoutRatioâ€;
-
AVG_PROFIT_BY_DAY = “AvgProfitByDayâ€;
-
AVG_PROFIT_BY_MONTH = “AvgProfitByMonthâ€;
-
AVG_PROFIT_BY_YEAR = “AvgProfitByYearâ€;
-
AVG_TRADES_PER_DAY = “AvgTradesPerDayâ€;
-
AVG_TRADES_PER_MONTH = “AvgTradesPerMonthâ€;
-
AVG_TRADES_PER_YEAR = “AvgTradesPerYearâ€;
-
MAX_CONSEC_WINS = “MaxConsecWinsâ€;
-
MAX_CONSEC_LOSS = “MaxConsecLossâ€;
-
AVG_CONSEC_WIN = “AvgConsecWinâ€;
-
AVG_CONSEC_LOSS = “AvgConsecLossâ€;
-
MAX_PROFIT = “MaxProfitâ€;
-
MAX_LOSS = “MaxLossâ€;
-
STANDARD_DEV = “StandardDevâ€;
-
Z_SCORE = “ZScoreâ€;
-
Z_PROBABILITY = “ZProbabilityâ€;
-
EXPECTANCY = “Expectancyâ€;
-
R_EXPECTANCY = “RExpectancyâ€;
-
R_EXPECTANCY_SCORE = “RExpectancyscoreâ€;
-
SYMMETRY = “Symmetryâ€;
-
STAGNATION_FROM = “StagnationFromâ€;
-
STAGNATION_TO = “StagnationToâ€;
-
STAGNATION_PERIOD = “StagnationPeriodâ€;
-
STAGNATION_PERIOD_PCT = “StagnationPeriodPctâ€;
-
EXPOSURE = “Exposureâ€;
-
DRAWDOWN = “Drawdownâ€;
-
PCT_DRAWDOWN = “PctDrawdownâ€;
-
PIPS_DRAWDOWN = “PipsDrawdownâ€;
-
RETURN_DD_RATIO = “ReturnDDRatioâ€;
-
STABILITY = “Stabilityâ€;
-
DEGREES_OF_FREEDOM = “DegreesOfFreedomâ€;
-
AHPR = “Ahprâ€;
-
SHARPE_RATIO = “SharpeRatioâ€;
-
SQN = “sqnâ€;
-
SQN_SCORE = “Sqn_scoreâ€;
-
AAR_DD_RATIO = “AarDDRatioâ€;
-
TOTAL_TRADING_DAYS = “TotalTradingDaysâ€;
-
TOTAL_TRADING_MONTHS = “TotalTradingMonthsâ€;
-
TOTAL_TRADING_YEARS = “TotalTradingYearsâ€;
-
CAGR = “CAGRâ€;
-
WINNING_PCT = “WinningPctâ€;
Was this article helpful? The article was useful The article was not useful