Package com.strategyquant.tradinglib

Class StatsKey

java.lang.Object

com.strategyquant.tradinglib.StatsKey

public class StatsKey
extends Object

Stats metrics constants (strings).

Field Summary

Fields

Modifier and Type	Field	Description
static String	AAR_DD_RATIO	Constant AAR_DD_RATIO.
static String	AHPR	Constant AHPR.
static String	AVG_ABS_TRADE	Constant AVG_TRADE.
static String	AVG_BARS_LOSS	Constant AVG_BARS_LOSS.
static String	AVG_BARS_TRADE	Constant AVG_BARS_TRADE.
static String	AVG_BARS_WIN	Constant AVG_BARS_WIN.
static String	AVG_CONSEC_LOSS	Constant AVG_CONSEC_LOSS.
static String	AVG_CONSEC_WIN	Constant AVG_CONSEC_WIN.
static String	AVG_LOSS	Constant AVG_LOSS.
static String	AVG_PCT_PROFIT_BY_YEAR	The Constant AVG_PCT_PROFIT_BY_YEAR.
static String	AVG_PROFIT_BY_DAY	Constant AVG_PROFIT_BY_DAY.
static String	AVG_PROFIT_BY_MONTH	Constant AVG_PROFIT_BY_MONTH.
static String	AVG_PROFIT_BY_YEAR	Constant AVG_PROFIT_BY_YEAR.
static String	AVG_TRADE	Constant AVG_TRADE.
static String	AVG_TRADES_PER_DAY	Constant AVG_TRADES_PER_DAY.
static String	AVG_TRADES_PER_MONTH	Constant AVG_TRADES_PER_MONTH.
static String	AVG_TRADES_PER_YEAR	Constant AVG_TRADES_PER_YEAR.
static String	AVG_WIN	Constant AVG_WIN.
static String	CAGR	Constant CAGR.
static String	CALMAR_RATIO	Constant CALMAR_RATIO.
static String	COMMISSION	Constant COMMISSION.
static String	COMMSWAP_IN_MONEY	Constant COMMSWAP_IN_MONEY.
static String	DEGREES_OF_FREEDOM	Constant DEGREES_OF_FREEDOM.
static String	DRAWDOWN	Constant DRAWDOWN.
static String	EXPECTANCY	Constant EXPECTANCY.
static String	EXPOSURE	Constant EXPOSURE.
static String	EXPOSURE_POSITION	Constant EXPOSURE_POSITION.
static String	GROSS_LOSS	Constant GROSS_LOSS.
static String	GROSS_PROFIT	Constant GROSS_PROFIT.
static String	MAX_CONSEC_LOSS	Constant MAX_CONSEC_LOSS.
static String	MAX_CONSEC_WINS	Constant MAX_CONSEC_WINS.
static String	MAX_LOSS	Constant MAX_LOSS.
static String	MAX_NEW_HIGH_DURATION_FROM	Constant MAX_NEW_HIGH_DURATION_FROM.
static String	MAX_NEW_HIGH_DURATION_PCT	Constant MAX_NEW_HIGH_DURATION_PCT.
static String	MAX_NEW_HIGH_DURATION_PERIOD	Constant MAX_NEW_HIGH_DURATION_PERIOD.
static String	MAX_NEW_HIGH_DURATION_TO	Constant MAX_NEW_HIGH_DURATION_TO.
static String	MAX_PROFIT	Constant MAX_PROFIT.
static String	NET_PROFIT	Constant NET_PROFIT.
static String	NET_PROFIT_PIPS	Constant NET_PROFIT_PIPS.
static String	NUMBER_OF_CANCELED	Constant NUMBER_OF_CANCELED.
static String	NUMBER_OF_LOSSES	Constant NUMBER_OF_LOSSES.
static String	NUMBER_OF_PROFITS	Constant NUMBER_OF_PROFITS.
static String	NUMBER_OF_TRADES	Constant NUMBER_OF_TRADES.
static String	OPTIMIZATION_PARAMETERS	Constant OPTIMIZATION_PARAMETERS.
static String	OPTIMIZATION_PARAMETERS_ARRAY	Constant OPTIMIZATION_PARAMETERS_ARRAY.
static String	PAYOUT_RATIO	Constant PAYOUT_RATIO.
static String	PCT_DRAWDOWN	Constant PCT_DRAWDOWN.
static String	PIPS_DRAWDOWN	Constant PIPS_DRAWDOWN.
static String	PROFIT_FACTOR	Constant PROFIT_FACTOR.
static String	PROFITABLE_MONTHS	Constant PROFITABLE_MONTHS.
static String	R_EXPECTANCY	Constant R_EXPECTANCY.
static String	R_EXPECTANCY_SCORE	Constant R_EXPECTANCY_SCORE.
static String	RETURN_DD_RATIO	Constant RETURN_DD_RATIO.
static String	SHARPE_RATIO	Constant SHARPE_RATIO.
static String	SLIPPAGE_IN_MONEY	Constant SLIPPAGE_IN_MONEY.
static String	SQN	Constant SQN.
static String	SQN_SCORE	Constant SQN_SCORE.
static String	STABILITY	Constant STABILITY.
static String	STAGNATION_FROM	Constant STAGNATION_FROM.
static String	STAGNATION_PERIOD	Constant STAGNATION_PERIOD.
static String	STAGNATION_PERIOD_PCT	Constant STAGNATION_PERIOD_PCT.
static String	STAGNATION_TO	Constant STAGNATION_TO.
static String	STANDARD_DEV	Constant STANDARD_DEV.
static String	SYMMETRY	Constant SYMMETRY.
static String	TOTAL_TRADING_DAYS	Constant TOTAL_TRADING_DAYS.
static String	TOTAL_TRADING_MONTHS	Constant TOTAL_TRADING_MONTHS.
static String	TOTAL_TRADING_YEARS	Constant TOTAL_TRADING_YEARS.
static String	WIN_LOSS_RATIO	Constant WIN_LOSS_RATIO.
static String	WINNING_PCT	Constant WINNING_PCT.
static String	Z_PROBABILITY	Constant Z_PROBABILITY.
static String	Z_SCORE	Constant Z_SCORE.

Constructor Summary

Constructors

Constructor	Description
StatsKey()

Method Summary

Modifier and Type	Method	Description
static String	join(String... constants)	Join.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

NET_PROFIT

public static final String NET_PROFIT

Constant NET_PROFIT.

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Constant Field Values

GROSS_PROFIT

public static final String GROSS_PROFIT

Constant GROSS_PROFIT.

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Constant Field Values

GROSS_LOSS

public static final String GROSS_LOSS

Constant GROSS_LOSS.

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Constant Field Values

PROFIT_FACTOR

public static final String PROFIT_FACTOR

Constant PROFIT_FACTOR.

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Constant Field Values

NUMBER_OF_TRADES

public static final String NUMBER_OF_TRADES

Constant NUMBER_OF_TRADES.

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Constant Field Values

NUMBER_OF_LOSSES

public static final String NUMBER_OF_LOSSES

Constant NUMBER_OF_LOSSES.

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Constant Field Values

NUMBER_OF_PROFITS

public static final String NUMBER_OF_PROFITS

Constant NUMBER_OF_PROFITS.

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Constant Field Values

NUMBER_OF_CANCELED

public static final String NUMBER_OF_CANCELED

Constant NUMBER_OF_CANCELED.

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Constant Field Values

WIN_LOSS_RATIO

public static final String WIN_LOSS_RATIO

Constant WIN_LOSS_RATIO.

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Constant Field Values

AVG_BARS_TRADE

public static final String AVG_BARS_TRADE

Constant AVG_BARS_TRADE.

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Constant Field Values

AVG_BARS_WIN

public static final String AVG_BARS_WIN

Constant AVG_BARS_WIN.

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Constant Field Values

AVG_BARS_LOSS

public static final String AVG_BARS_LOSS

Constant AVG_BARS_LOSS.

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Constant Field Values

AVG_TRADE

public static final String AVG_TRADE

Constant AVG_TRADE.

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Constant Field Values

AVG_ABS_TRADE

public static final String AVG_ABS_TRADE

Constant AVG_TRADE.

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Constant Field Values

AVG_WIN

public static final String AVG_WIN

Constant AVG_WIN.

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Constant Field Values

AVG_LOSS

public static final String AVG_LOSS

Constant AVG_LOSS.

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Constant Field Values

PAYOUT_RATIO

public static final String PAYOUT_RATIO

Constant PAYOUT_RATIO.

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Constant Field Values

AVG_PROFIT_BY_DAY

public static final String AVG_PROFIT_BY_DAY

Constant AVG_PROFIT_BY_DAY.

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Constant Field Values

AVG_PROFIT_BY_MONTH

public static final String AVG_PROFIT_BY_MONTH

Constant AVG_PROFIT_BY_MONTH.

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Constant Field Values

AVG_PROFIT_BY_YEAR

public static final String AVG_PROFIT_BY_YEAR

Constant AVG_PROFIT_BY_YEAR.

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Constant Field Values

AVG_PCT_PROFIT_BY_YEAR

public static final String AVG_PCT_PROFIT_BY_YEAR

The Constant AVG_PCT_PROFIT_BY_YEAR.

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Constant Field Values

AVG_TRADES_PER_DAY

public static final String AVG_TRADES_PER_DAY

Constant AVG_TRADES_PER_DAY.

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Constant Field Values

AVG_TRADES_PER_MONTH

public static final String AVG_TRADES_PER_MONTH

Constant AVG_TRADES_PER_MONTH.

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Constant Field Values

AVG_TRADES_PER_YEAR

public static final String AVG_TRADES_PER_YEAR

Constant AVG_TRADES_PER_YEAR.

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Constant Field Values

MAX_CONSEC_WINS

public static final String MAX_CONSEC_WINS

Constant MAX_CONSEC_WINS.

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Constant Field Values

MAX_CONSEC_LOSS

public static final String MAX_CONSEC_LOSS

Constant MAX_CONSEC_LOSS.

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Constant Field Values

AVG_CONSEC_WIN

public static final String AVG_CONSEC_WIN

Constant AVG_CONSEC_WIN.

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Constant Field Values

AVG_CONSEC_LOSS

public static final String AVG_CONSEC_LOSS

Constant AVG_CONSEC_LOSS.

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Constant Field Values

MAX_PROFIT

public static final String MAX_PROFIT

Constant MAX_PROFIT.

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Constant Field Values

MAX_LOSS

public static final String MAX_LOSS

Constant MAX_LOSS.

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Constant Field Values

STANDARD_DEV

public static final String STANDARD_DEV

Constant STANDARD_DEV.

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Constant Field Values

Z_SCORE

public static final String Z_SCORE

Constant Z_SCORE.

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Constant Field Values

Z_PROBABILITY

public static final String Z_PROBABILITY

Constant Z_PROBABILITY.

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Constant Field Values

EXPECTANCY

public static final String EXPECTANCY

Constant EXPECTANCY.

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Constant Field Values

R_EXPECTANCY

public static final String R_EXPECTANCY

Constant R_EXPECTANCY.

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Constant Field Values

R_EXPECTANCY_SCORE

public static final String R_EXPECTANCY_SCORE

Constant R_EXPECTANCY_SCORE.

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Constant Field Values

SYMMETRY

public static final String SYMMETRY

Constant SYMMETRY.

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Constant Field Values

MAX_NEW_HIGH_DURATION_FROM

public static final String MAX_NEW_HIGH_DURATION_FROM

Constant MAX_NEW_HIGH_DURATION_FROM.

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Constant Field Values

MAX_NEW_HIGH_DURATION_TO

public static final String MAX_NEW_HIGH_DURATION_TO

Constant MAX_NEW_HIGH_DURATION_TO.

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Constant Field Values

MAX_NEW_HIGH_DURATION_PERIOD

public static final String MAX_NEW_HIGH_DURATION_PERIOD

Constant MAX_NEW_HIGH_DURATION_PERIOD.

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Constant Field Values

MAX_NEW_HIGH_DURATION_PCT

public static final String MAX_NEW_HIGH_DURATION_PCT

Constant MAX_NEW_HIGH_DURATION_PCT.

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Constant Field Values

STAGNATION_FROM

public static final String STAGNATION_FROM

Constant STAGNATION_FROM.

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Constant Field Values

STAGNATION_TO

public static final String STAGNATION_TO

Constant STAGNATION_TO.

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Constant Field Values

STAGNATION_PERIOD

public static final String STAGNATION_PERIOD

Constant STAGNATION_PERIOD.

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Constant Field Values

STAGNATION_PERIOD_PCT

public static final String STAGNATION_PERIOD_PCT

Constant STAGNATION_PERIOD_PCT.

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Constant Field Values

EXPOSURE

public static final String EXPOSURE

Constant EXPOSURE.

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Constant Field Values

EXPOSURE_POSITION

public static final String EXPOSURE_POSITION

Constant EXPOSURE_POSITION.

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Constant Field Values

DRAWDOWN

public static final String DRAWDOWN

Constant DRAWDOWN.

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Constant Field Values

PCT_DRAWDOWN

public static final String PCT_DRAWDOWN

Constant PCT_DRAWDOWN.

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Constant Field Values

PIPS_DRAWDOWN

public static final String PIPS_DRAWDOWN

Constant PIPS_DRAWDOWN.

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Constant Field Values

RETURN_DD_RATIO

public static final String RETURN_DD_RATIO

Constant RETURN_DD_RATIO.

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Constant Field Values

STABILITY

public static final String STABILITY

Constant STABILITY.

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Constant Field Values

DEGREES_OF_FREEDOM

public static final String DEGREES_OF_FREEDOM

Constant DEGREES_OF_FREEDOM.

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Constant Field Values

AHPR

public static final String AHPR

Constant AHPR.

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Constant Field Values

SHARPE_RATIO

public static final String SHARPE_RATIO

Constant SHARPE_RATIO.

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Constant Field Values

SQN

public static final String SQN

Constant SQN.

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Constant Field Values

SQN_SCORE

public static final String SQN_SCORE

Constant SQN_SCORE.

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Constant Field Values

AAR_DD_RATIO

public static final String AAR_DD_RATIO

Constant AAR_DD_RATIO.

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Constant Field Values

TOTAL_TRADING_DAYS

public static final String TOTAL_TRADING_DAYS

Constant TOTAL_TRADING_DAYS.

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Constant Field Values

TOTAL_TRADING_MONTHS

public static final String TOTAL_TRADING_MONTHS

Constant TOTAL_TRADING_MONTHS.

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Constant Field Values

PROFITABLE_MONTHS

public static final String PROFITABLE_MONTHS

Constant PROFITABLE_MONTHS.

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Constant Field Values

TOTAL_TRADING_YEARS

public static final String TOTAL_TRADING_YEARS

Constant TOTAL_TRADING_YEARS.

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Constant Field Values

CAGR

public static final String CAGR

Constant CAGR.

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Constant Field Values

WINNING_PCT

public static final String WINNING_PCT

Constant WINNING_PCT.

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Constant Field Values

COMMISSION

public static final String COMMISSION

Constant COMMISSION.

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Constant Field Values

CALMAR_RATIO

public static final String CALMAR_RATIO

Constant CALMAR_RATIO.

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Constant Field Values

OPTIMIZATION_PARAMETERS

public static final String OPTIMIZATION_PARAMETERS

Constant OPTIMIZATION_PARAMETERS.

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Constant Field Values

OPTIMIZATION_PARAMETERS_ARRAY

public static final String OPTIMIZATION_PARAMETERS_ARRAY

Constant OPTIMIZATION_PARAMETERS_ARRAY.

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Constant Field Values

NET_PROFIT_PIPS

public static final String NET_PROFIT_PIPS

Constant NET_PROFIT_PIPS.

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Constant Field Values

SLIPPAGE_IN_MONEY

public static final String SLIPPAGE_IN_MONEY

Constant SLIPPAGE_IN_MONEY.

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Constant Field Values

COMMSWAP_IN_MONEY

public static final String COMMSWAP_IN_MONEY

Constant COMMSWAP_IN_MONEY.

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Constant Field Values

Constructor Details

StatsKey

public StatsKey()

Method Details

join

public static String join(String... constants)

Join.

Parameters:

constants - the constants

Returns:

the string