Constantes StatsValues

Vous trouverez ci-dessous une liste de constantes standard pour StatsValues ad définies dans com.strategyquant.lib.results.StatsConst medthod.

Vous pouvez les utiliser directement comme des chaînes de caractères, par exemple :

double grossProfit = stats.getDouble("GrossProfit") ;

ou (pour éviter les erreurs de frappe) en utilisant les constantes de la classe :

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 = “xpectancy” ;
• R_EXPECTANCY_SCORE = “xpectancyscore” ;

• SYMMETRY = “Symmetry” ;

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

• EXPOSURE = "Exposition" ;
• DRAWDOWN = “Drawdown ;
• PCT_DRAWDOWN = “PctDrawdown” ;
• PIPS_DRAWDOWN = “PipsDrawdown” ;

• RETURN_DD_RATIO = “ReturnDDRatio” ;
• STABILITE = "Stabilité" ;
• DEGREES_OF_FREEDOM = “DegreesOfFreedom” ;
• AHPR = "AHPR" & #157; ;
• 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" & #157; ;
• WINNING_PCT = “WinningPct” ;