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 = “NetProfit”;
• GROSS_PROFIT = “GrossProfit”;
• GROSS_LOSS = “GrossLoss”;
• PROFIT_FACTOR = “ProfitFactor”;

• NUMBER_OF_TRADES = “NumberOfTrades”;
• NUMBER_OF_LOSSES = “NumberOfLosses”;
• NUMBER_OF_PROFITS = “NumberOfProfits”;
• NUMBER_OF_CANCELED = “NumberOfCanceled”;
• WIN_LOSS_RATIO = “WinLossRatio”;

• AVG_BARS_TRADE = “AvgBarsTrade”;
• AVG_BARS_WIN = “AvgBarsWin”;
• AVG_BARS_LOSS = “AvgBarsLoss”;

• AVG_TRADE = “AvgTrade”;
• AVG_WIN = “AvgWin”;
• AVG_LOSS = “AvgLoss”;
• PAYOUT_RATIO = “PayoutRatio”;

• AVG_PROFIT_BY_DAY = “AvgProfitByDay”;
• AVG_PROFIT_BY_MONTH = “AvgProfitByMonth”;
• AVG_PROFIT_BY_YEAR = “AvgProfitByYear”;

• AVG_TRADES_PER_DAY = “AvgTradesPerDay”;
• AVG_TRADES_PER_MONTH = “AvgTradesPerMonth”;
• AVG_TRADES_PER_YEAR = “AvgTradesPerYear”;

• MAX_CONSEC_WINS = “MaxConsecWins”;
• MAX_CONSEC_LOSS = “MaxConsecLoss”;

• AVG_CONSEC_WIN = “AvgConsecWin”;
• AVG_CONSEC_LOSS = “AvgConsecLoss”;

• MAX_PROFIT = “MaxProfit”;
• MAX_LOSS = “MaxLoss”;

• STANDARD_DEV = “StandardDev”;

• Z_SCORE = “ZScore”;
• Z_PROBABILITY = “ZProbability”;

• EXPECTANCY = “Expectancy”;
• R_EXPECTANCY = “RExpectancy”;
• R_EXPECTANCY_SCORE = “RExpectancyscore”;

• SYMMETRY = “Symmetry”;

• STAGNATION_FROM = “StagnationFrom”;
• STAGNATION_TO = “StagnationTo”;
• STAGNATION_PERIOD = “StagnationPeriod”;
• STAGNATION_PERIOD_PCT = “StagnationPeriodPct”;

• EXPOSURE = “Exposure”;
• DRAWDOWN = “Drawdown”;
• PCT_DRAWDOWN = “PctDrawdown”;
• PIPS_DRAWDOWN = “PipsDrawdown”;

• RETURN_DD_RATIO = “ReturnDDRatio”;
• STABILITY = “Stability”;
• DEGREES_OF_FREEDOM = “DegreesOfFreedom”;
• AHPR = “Ahpr”;
• SHARPE_RATIO = “SharpeRatio”;
• SQN = “sqn”;
• SQN_SCORE = “Sqn_score”;
• AAR_DD_RATIO = “AarDDRatio”;

• TOTAL_TRADING_DAYS = “TotalTradingDays”;
• TOTAL_TRADING_MONTHS = “TotalTradingMonths”;
• TOTAL_TRADING_YEARS = “TotalTradingYears”;

• CAGR = “CAGR”;
• WINNING_PCT = “WinningPct”;