Package com.strategyquant.tradinglib
Class StatsKey
java.lang.Object
com.strategyquant.tradinglib.StatsKey
Stats metrics constants (strings).
-
Field Summary
Modifier and TypeFieldDescriptionstatic String
Constant AAR_DD_RATIO.static String
Constant AHPR.static String
Constant AVG_TRADE.static String
Constant AVG_BARS_LOSS.static String
Constant AVG_BARS_TRADE.static String
Constant AVG_BARS_WIN.static String
Constant AVG_CONSEC_LOSS.static String
Constant AVG_CONSEC_WIN.static String
Constant AVG_LOSS.static String
The Constant AVG_PCT_PROFIT_BY_YEAR.static String
Constant AVG_PROFIT_BY_DAY.static String
Constant AVG_PROFIT_BY_MONTH.static String
Constant AVG_PROFIT_BY_YEAR.static String
Constant AVG_TRADE.static String
Constant AVG_TRADES_PER_DAY.static String
Constant AVG_TRADES_PER_MONTH.static String
Constant AVG_TRADES_PER_YEAR.static String
Constant AVG_WIN.static String
Constant CAGR.static String
Constant CALMAR_RATIO.static String
Constant COMMISSION.static String
Constant COMMSWAP_IN_MONEY.static String
Constant DEGREES_OF_FREEDOM.static String
Constant DRAWDOWN.static String
Constant EXPECTANCY.static String
Constant EXPOSURE.static String
Constant EXPOSURE_POSITION.static String
Constant GROSS_LOSS.static String
Constant GROSS_PROFIT.static String
Constant MAX_CONSEC_LOSS.static String
Constant MAX_CONSEC_WINS.static String
Constant MAX_LOSS.static String
Constant MAX_NEW_HIGH_DURATION_FROM.static String
Constant MAX_NEW_HIGH_DURATION_PCT.static String
Constant MAX_NEW_HIGH_DURATION_PERIOD.static String
Constant MAX_NEW_HIGH_DURATION_TO.static String
Constant MAX_PROFIT.static String
Constant NET_PROFIT.static String
Constant NET_PROFIT_PIPS.static String
Constant NUMBER_OF_CANCELED.static String
Constant NUMBER_OF_LOSSES.static String
Constant NUMBER_OF_PROFITS.static String
Constant NUMBER_OF_TRADES.static String
Constant OPTIMIZATION_PARAMETERS.static String
Constant OPTIMIZATION_PARAMETERS_ARRAY.static String
Constant PAYOUT_RATIO.static String
Constant PCT_DRAWDOWN.static String
Constant PIPS_DRAWDOWN.static String
Constant PROFIT_FACTOR.static String
Constant PROFITABLE_MONTHS.static String
Constant R_EXPECTANCY.static String
Constant R_EXPECTANCY_SCORE.static String
Constant RETURN_DD_RATIO.static String
Constant SHARPE_RATIO.static String
Constant SLIPPAGE_IN_MONEY.static String
Constant SQN.static String
Constant SQN_SCORE.static String
Constant STABILITY.static String
Constant STAGNATION_FROM.static String
Constant STAGNATION_PERIOD.static String
Constant STAGNATION_PERIOD_PCT.static String
Constant STAGNATION_TO.static String
Constant STANDARD_DEV.static String
Constant SYMMETRY.static String
Constant TOTAL_TRADING_DAYS.static String
Constant TOTAL_TRADING_MONTHS.static String
Constant TOTAL_TRADING_YEARS.static String
Constant WIN_LOSS_RATIO.static String
Constant WINNING_PCT.static String
Constant Z_PROBABILITY.static String
Constant Z_SCORE. -
Constructor Summary
-
Method Summary
-
Field Details
-
NET_PROFIT
Constant NET_PROFIT.- See Also:
- Constant Field Values
-
GROSS_PROFIT
Constant GROSS_PROFIT.- See Also:
- Constant Field Values
-
GROSS_LOSS
Constant GROSS_LOSS.- See Also:
- Constant Field Values
-
PROFIT_FACTOR
Constant PROFIT_FACTOR.- See Also:
- Constant Field Values
-
NUMBER_OF_TRADES
Constant NUMBER_OF_TRADES.- See Also:
- Constant Field Values
-
NUMBER_OF_LOSSES
Constant NUMBER_OF_LOSSES.- See Also:
- Constant Field Values
-
NUMBER_OF_PROFITS
Constant NUMBER_OF_PROFITS.- See Also:
- Constant Field Values
-
NUMBER_OF_CANCELED
Constant NUMBER_OF_CANCELED.- See Also:
- Constant Field Values
-
WIN_LOSS_RATIO
Constant WIN_LOSS_RATIO.- See Also:
- Constant Field Values
-
AVG_BARS_TRADE
Constant AVG_BARS_TRADE.- See Also:
- Constant Field Values
-
AVG_BARS_WIN
Constant AVG_BARS_WIN.- See Also:
- Constant Field Values
-
AVG_BARS_LOSS
Constant AVG_BARS_LOSS.- See Also:
- Constant Field Values
-
AVG_TRADE
Constant AVG_TRADE.- See Also:
- Constant Field Values
-
AVG_ABS_TRADE
Constant AVG_TRADE.- See Also:
- Constant Field Values
-
AVG_WIN
Constant AVG_WIN.- See Also:
- Constant Field Values
-
AVG_LOSS
Constant AVG_LOSS.- See Also:
- Constant Field Values
-
PAYOUT_RATIO
Constant PAYOUT_RATIO.- See Also:
- Constant Field Values
-
AVG_PROFIT_BY_DAY
Constant AVG_PROFIT_BY_DAY.- See Also:
- Constant Field Values
-
AVG_PROFIT_BY_MONTH
Constant AVG_PROFIT_BY_MONTH.- See Also:
- Constant Field Values
-
AVG_PROFIT_BY_YEAR
Constant AVG_PROFIT_BY_YEAR.- See Also:
- Constant Field Values
-
AVG_PCT_PROFIT_BY_YEAR
The Constant AVG_PCT_PROFIT_BY_YEAR.- See Also:
- Constant Field Values
-
AVG_TRADES_PER_DAY
Constant AVG_TRADES_PER_DAY.- See Also:
- Constant Field Values
-
AVG_TRADES_PER_MONTH
Constant AVG_TRADES_PER_MONTH.- See Also:
- Constant Field Values
-
AVG_TRADES_PER_YEAR
Constant AVG_TRADES_PER_YEAR.- See Also:
- Constant Field Values
-
MAX_CONSEC_WINS
Constant MAX_CONSEC_WINS.- See Also:
- Constant Field Values
-
MAX_CONSEC_LOSS
Constant MAX_CONSEC_LOSS.- See Also:
- Constant Field Values
-
AVG_CONSEC_WIN
Constant AVG_CONSEC_WIN.- See Also:
- Constant Field Values
-
AVG_CONSEC_LOSS
Constant AVG_CONSEC_LOSS.- See Also:
- Constant Field Values
-
MAX_PROFIT
Constant MAX_PROFIT.- See Also:
- Constant Field Values
-
MAX_LOSS
Constant MAX_LOSS.- See Also:
- Constant Field Values
-
STANDARD_DEV
Constant STANDARD_DEV.- See Also:
- Constant Field Values
-
Z_SCORE
Constant Z_SCORE.- See Also:
- Constant Field Values
-
Z_PROBABILITY
Constant Z_PROBABILITY.- See Also:
- Constant Field Values
-
EXPECTANCY
Constant EXPECTANCY.- See Also:
- Constant Field Values
-
R_EXPECTANCY
Constant R_EXPECTANCY.- See Also:
- Constant Field Values
-
R_EXPECTANCY_SCORE
Constant R_EXPECTANCY_SCORE.- See Also:
- Constant Field Values
-
SYMMETRY
Constant SYMMETRY.- See Also:
- Constant Field Values
-
MAX_NEW_HIGH_DURATION_FROM
Constant MAX_NEW_HIGH_DURATION_FROM.- See Also:
- Constant Field Values
-
MAX_NEW_HIGH_DURATION_TO
Constant MAX_NEW_HIGH_DURATION_TO.- See Also:
- Constant Field Values
-
MAX_NEW_HIGH_DURATION_PERIOD
Constant MAX_NEW_HIGH_DURATION_PERIOD.- See Also:
- Constant Field Values
-
MAX_NEW_HIGH_DURATION_PCT
Constant MAX_NEW_HIGH_DURATION_PCT.- See Also:
- Constant Field Values
-
STAGNATION_FROM
Constant STAGNATION_FROM.- See Also:
- Constant Field Values
-
STAGNATION_TO
Constant STAGNATION_TO.- See Also:
- Constant Field Values
-
STAGNATION_PERIOD
Constant STAGNATION_PERIOD.- See Also:
- Constant Field Values
-
STAGNATION_PERIOD_PCT
Constant STAGNATION_PERIOD_PCT.- See Also:
- Constant Field Values
-
EXPOSURE
Constant EXPOSURE.- See Also:
- Constant Field Values
-
EXPOSURE_POSITION
Constant EXPOSURE_POSITION.- See Also:
- Constant Field Values
-
DRAWDOWN
Constant DRAWDOWN.- See Also:
- Constant Field Values
-
PCT_DRAWDOWN
Constant PCT_DRAWDOWN.- See Also:
- Constant Field Values
-
PIPS_DRAWDOWN
Constant PIPS_DRAWDOWN.- See Also:
- Constant Field Values
-
RETURN_DD_RATIO
Constant RETURN_DD_RATIO.- See Also:
- Constant Field Values
-
STABILITY
Constant STABILITY.- See Also:
- Constant Field Values
-
DEGREES_OF_FREEDOM
Constant DEGREES_OF_FREEDOM.- See Also:
- Constant Field Values
-
AHPR
Constant AHPR.- See Also:
- Constant Field Values
-
SHARPE_RATIO
Constant SHARPE_RATIO.- See Also:
- Constant Field Values
-
SQN
Constant SQN.- See Also:
- Constant Field Values
-
SQN_SCORE
Constant SQN_SCORE.- See Also:
- Constant Field Values
-
AAR_DD_RATIO
Constant AAR_DD_RATIO.- See Also:
- Constant Field Values
-
TOTAL_TRADING_DAYS
Constant TOTAL_TRADING_DAYS.- See Also:
- Constant Field Values
-
TOTAL_TRADING_MONTHS
Constant TOTAL_TRADING_MONTHS.- See Also:
- Constant Field Values
-
PROFITABLE_MONTHS
Constant PROFITABLE_MONTHS.- See Also:
- Constant Field Values
-
TOTAL_TRADING_YEARS
Constant TOTAL_TRADING_YEARS.- See Also:
- Constant Field Values
-
CAGR
Constant CAGR.- See Also:
- Constant Field Values
-
WINNING_PCT
Constant WINNING_PCT.- See Also:
- Constant Field Values
-
COMMISSION
Constant COMMISSION.- See Also:
- Constant Field Values
-
CALMAR_RATIO
Constant CALMAR_RATIO.- See Also:
- Constant Field Values
-
OPTIMIZATION_PARAMETERS
Constant OPTIMIZATION_PARAMETERS.- See Also:
- Constant Field Values
-
OPTIMIZATION_PARAMETERS_ARRAY
Constant OPTIMIZATION_PARAMETERS_ARRAY.- See Also:
- Constant Field Values
-
NET_PROFIT_PIPS
Constant NET_PROFIT_PIPS.- See Also:
- Constant Field Values
-
SLIPPAGE_IN_MONEY
Constant SLIPPAGE_IN_MONEY.- See Also:
- Constant Field Values
-
COMMSWAP_IN_MONEY
Constant COMMSWAP_IN_MONEY.- See Also:
- Constant Field Values
-
-
Constructor Details
-
StatsKey
public StatsKey()
-
-
Method Details
-
join
Join.- Parameters:
constants
- the constants- Returns:
- the string
-