Testing Statistics

After the testing is over, different parameters of the trading results statistics are calculated. The values of the parameters can be obtained using the TesterStatistics() function, by specifying the parameter ID from the ENUM_STATISTICS enumeration.

Although two types of parameters (int and double) are used for calculating statistics, the function returns all values in the double form. All the statistic values of the double type are expressed in the deposit currency by default, unless otherwise specified.

ENUM_STATISTICS

ID	Description of a statistic parameter	Type
STAT_INITIAL_DEPOSIT	The value of the initial deposit	double
STAT_WITHDRAWAL	Money withdrawn from an account	double
STAT_PROFIT	Net profit after testing, the sum of STAT_GROSS_PROFIT and STAT_GROSS_LOSS (STAT_GROSS_LOSS is always less than or equal to zero)	double
STAT_GROSS_PROFIT	Total profit, the sum of all profitable (positive) trades. The value is greater than or equal to zero	double
STAT_GROSS_LOSS	Total loss, the sum of all negative trades. The value is less than or equal to zero	double
STAT_MAX_PROFITTRADE	Maximum profit – the largest value of all profitable trades. The value is greater than or equal to zero	double
STAT_MAX_LOSSTRADE	Maximum loss – the lowest value of all losing trades. The value is less than or equal to zero	double
STAT_CONPROFITMAX	Maximum profit in a series of profitable trades. The value is greater than or equal to zero	double
STAT_CONPROFITMAX_TRADES	The number of trades that have formed STAT_CONPROFITMAX (maximum profit in a series of profitable trades)	int
STAT_MAX_CONWINS	The total profit of the longest series of profitable trades	double
STAT_MAX_CONPROFIT_TRADES	The number of trades in the longest series of profitable trades STAT_MAX_CONWINS	int
STAT_CONLOSSMAX	Maximum loss in a series of losing trades. The value is less than or equal to zero	double
STAT_CONLOSSMAX_TRADES	The number of trades that have formed STAT_CONLOSSMAX (maximum loss in a series of losing trades)	int
STAT_MAX_CONLOSSES	The total loss of the longest series of losing trades	double
STAT_MAX_CONLOSS_TRADES	The number of trades in the longest series of losing trades STAT_MAX_CONLOSSES	int
STAT_BALANCEMIN	Minimum balance value	double
STAT_BALANCE_DD	Maximum balance drawdown in monetary terms. In the process of trading, a balance may have numerous drawdowns; here the largest value is taken	double
STAT_BALANCEDD_PERCENT	Balance drawdown as a percentage that was recorded at the moment of the maximum balance drawdown in monetary terms (STAT_BALANCE_DD).	double
STAT_BALANCE_DDREL_PERCENT	Maximum balance drawdown as a percentage. In the process of trading, a balance may have numerous drawdowns, for each of which the relative drawdown value in percents is calculated. The greatest value is returned	double
STAT_BALANCE_DD_RELATIVE	Balance drawdown in monetary terms that was recorded at the moment of the maximum balance drawdown as a percentage (STAT_BALANCE_DDREL_PERCENT).	double
STAT_EQUITYMIN	Minimum equity value	double
STAT_EQUITY_DD	Maximum equity drawdown in monetary terms. In the process of trading, numerous drawdowns may appear on the equity; here the largest value is taken	double
STAT_EQUITYDD_PERCENT	Drawdown in percent that was recorded at the moment of the maximum equity drawdown in monetary terms (STAT_EQUITY_DD).	double
STAT_EQUITY_DDREL_PERCENT	Maximum equity drawdown as a percentage. In the process of trading, an equity may have numerous drawdowns, for each of which the relative drawdown value in percents is calculated. The greatest value is returned	double
STAT_EQUITY_DD_RELATIVE	Equity drawdown in monetary terms that was recorded at the moment of the maximum equity drawdown in percent (STAT_EQUITY_DDREL_PERCENT).	double
STAT_EXPECTED_PAYOFF	Expected payoff	double
STAT_PROFIT_FACTOR	Profit factor, equal to the ratio of STAT_GROSS_PROFIT/STAT_GROSS_LOSS. If STAT_GROSS_LOSS=0, the profit factor is equal to DBL_MAX	double
STAT_RECOVERY_FACTOR	Recovery factor, equal to the ratio of STAT_PROFIT/STAT_BALANCE_DD	double
STAT_SHARPE_RATIO	Sharpe ratio	double
STAT_MIN_MARGINLEVEL	Minimum value of the margin level	double
STAT_CUSTOM_ONTESTER	The value of the calculated custom optimization criterion returned by the OnTester() function	double
STAT_DEALS	The number of deals	int
STAT_TRADES	The number of trades	int
STAT_PROFIT_TRADES	Profitable trades	int
STAT_LOSS_TRADES	Losing trades	int
STAT_SHORT_TRADES	Short trades	int
STAT_LONG_TRADES	Long trades	int
STAT_PROFIT_SHORTTRADES	Profitable short trades	int
STAT_PROFIT_LONGTRADES	Profitable long trades	int
STAT_PROFITTRADES_AVGCON	Average length of a profitable series of trades	int
STAT_LOSSTRADES_AVGCON	Average length of a losing series of trades	int
STAT_COMPLEX_CRITERION	Complex optimization criterion