Stats

Name	Description
double StatsAverageBars()	Gets the average number of bars for the current statistics request (see the StatsRequest function).
double StatsAverageCommission()	Gets the average commissions for the current statistics request (see the StatsRequest function).
double StatsAverageDays()	Gets the average number of days for the current statistics request (see the StatsRequest function).
double StatsAveragePricePercentChange()	Gets the average percent change in the price for the current statistics request (see the StatsRequest function).
double StatsAverageProfitLoss()	Gets the average PnL for the current statistics request (see the StatsRequest function).
double StatsAverageProfitLossPerBar()	Gets the average PnL per bar for the current statistics request (see the StatsRequest function).
double StatsAverageProfitLossPercent()	Gets the average PnL percent for the current statistics request (see the StatsRequest function).
double StatsAverageProfitLossPerDay()	Gets the average PnL per day for the current statistics request (see the StatsRequest function).
double StatsAverageValue()	Gets the average value for the current statistics request (see the StatsRequest function).
double StatsCAGR()	Gets the CAGR for the current statistics request (see the StatsRequest function).
double StatsCommissionTotal()	Gets the total commissions paid in the current statistics request (see the StatsRequest function).
double StatsCount()	Counts the number of positions in the current statistics request (see the StatsRequest function).
double StatsCumulativeProfit()	Gets the cumulative profit in the current statistics request (see the StatsRequest function).
double StatsEfficiencyEntry()	Gets the entry efficiency for the current statistics request (see the StatsRequest function).
double StatsEfficiencyExit()	Gets the exit efficiency for the current statistics request (see the StatsRequest function).
double StatsEfficiencyTotal()	Gets the total efficiency for the current statistics request (see the StatsRequest function).
double StatsEquityAtEnd()	Gets the amount of equity at the end date/time specified in the current statistics request (see the StatsRequest function).
double StatsEquityAtStart()	Gets the amount of equity at the start date/time specified in the current statistics request (see the StatsRequest function).
double StatsExpectancy()	Gets the expectancy for the current statistics request (see the StatsRequest function). Expectancy = (Probability of Win * Average Win) - (Probability of Loss * Average Loss)
double StatsExposure()	Gets the market exposure for the current statistics request (see the StatsRequest function).
double StatsLuckCoefficient()	Gets the luck coefficient for the current statistics request (see the StatsRequest function).
double StatsMaxConsecutiveLosing()	Gets the maximum number of consecutive losing positions for the current statistics request (see the StatsRequest function).
double StatsMaxConsecutiveWinning()	Gets the maximum number of consecutive winning positions for the current statistics request (see the StatsRequest function).
double StatsMaxDrawdown()	Gets the maximum drawdown for the current statistics request (see the StatsRequest function).
double StatsMaxDrawdownPercent()	Gets the maximum drawdown percent for the current statistics request (see the StatsRequest function).
double StatsNetProfit()	Gets the net profit for the current statistics request (see the StatsRequest function).
double StatsNetProfitPercent()	Gets the net profit % for the current statistics request (see the StatsRequest function).
double StatsPayoffRatio()	Gets the payoff ratio for the current statistics request (see the StatsRequest function).
double StatsPercent()	Gets the percent of positions matching the specified statistics request.
double StatsProfitFactor()	Gets the profit factor for the current statistics request (see the StatsRequest function).
double StatsProfitLoss()	Gets the PnL for the current statistics request (see the StatsRequest function).
double StatsRecoveryFactor()	Gets the recovery factor for the current statistics request (see the StatsRequest function).
StatsRequest(long, long, bool, bool, bool, bool)	Sets the current statistics request using the specified arguments. In order to define the data on which the stats functions are calculated, the statistics request should be called at least once, prior to any other stats function.
StatsRequest(int[], long, long, bool, bool, bool, bool, string)	Sets the current statistics request using the specified arguments. In order to define the data on which the stats functions are calculated, the statistics request should be called at least once, prior to any other stats function.
double StatsRiskAdjustedReturn()	Gets the risk-adjusted return for the current statistics request (see the StatsRequest function).
double StatsSharpeRatio()	Gets the sharpe ratio for the current statistics request (see the StatsRequest function).
double StatsSortinoRatio()	Gets the sortino ratio for the current statistics request (see the StatsRequest function).
double StatsSQN()	Gets the SQN for the current statistics request (see the StatsRequest function).
double StatsUlcerIndex()	Gets the ulcer index for the current statistics request (see the StatsRequest function).
double StatsWinLossRatio()	Gets the win/loss ratio for the current statistics request (see the StatsRequest function).

double StatsAverageBars()

Gets the average number of bars for the current statistics request (see the StatsRequest function).

Returns

The average number of bars for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsAverageCommission()

Gets the average commissions for the current statistics request (see the StatsRequest function).

Returns

The average commissions for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsAverageDays()

Gets the average number of days for the current statistics request (see the StatsRequest function).

Returns

The average number of days for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsAveragePricePercentChange()

Gets the average percent change in the price for the current statistics request (see the StatsRequest function).

Returns

The average percent change in the price for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsAverageProfitLoss()

Gets the average PnL for the current statistics request (see the StatsRequest function).

Returns

The average PnL for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsAverageProfitLossPerBar()

Gets the average PnL per bar for the current statistics request (see the StatsRequest function).

Returns

The average PnL per bar for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsAverageProfitLossPercent()

Gets the average PnL percent for the current statistics request (see the StatsRequest function).

Returns

The average PnL percent for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsAverageProfitLossPerDay()

Gets the average PnL per day for the current statistics request (see the StatsRequest function).

Returns

The average PnL per day for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsAverageValue()

Gets the average value for the current statistics request (see the StatsRequest function).

Returns

The average value for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsCAGR()

Gets the CAGR for the current statistics request (see the StatsRequest function).

Returns

The CAGR for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsCommissionTotal()

Gets the total commissions paid in the current statistics request (see the StatsRequest function).

Returns

The total commissions paid in the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsCount()

Counts the number of positions in the current statistics request (see the StatsRequest function).

Returns

The number of positions in the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsCumulativeProfit()

Gets the cumulative profit in the current statistics request (see the StatsRequest function).

Returns

The cumulative profit in the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsEfficiencyEntry()

Gets the entry efficiency for the current statistics request (see the StatsRequest function).

Returns

The entry efficiency for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsEfficiencyExit()

Gets the exit efficiency for the current statistics request (see the StatsRequest function).

Returns

The exit efficiency for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsEfficiencyTotal()

Gets the total efficiency for the current statistics request (see the StatsRequest function).

Returns

The total efficiency for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsEquityAtEnd()

Gets the amount of equity at the end date/time specified in the current statistics request (see the StatsRequest function).

Returns

The amount of equity at the end date/time specified in the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsEquityAtStart()

Gets the amount of equity at the start date/time specified in the current statistics request (see the StatsRequest function).

Returns

The amount of equity at the start date/time specified in the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsExpectancy()

Gets the expectancy for the current statistics request (see the StatsRequest function). Expectancy = (Probability of Win * Average Win) - (Probability of Loss * Average Loss)

Returns

The expectancy for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsExposure()

Gets the market exposure for the current statistics request (see the StatsRequest function).

Returns

The market exposure for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsLuckCoefficient()

Gets the luck coefficient for the current statistics request (see the StatsRequest function).

Returns

The luck coefficient for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsMaxConsecutiveLosing()

Gets the maximum number of consecutive losing positions for the current statistics request (see the StatsRequest function).

Returns

The maximum number of consecutive losing positions for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsMaxConsecutiveWinning()

Gets the maximum number of consecutive winning positions for the current statistics request (see the StatsRequest function).

Returns

The maximum number of consecutive winning positions for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsMaxDrawdown()

Gets the maximum drawdown for the current statistics request (see the StatsRequest function).

Returns

The maximum drawdown for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsMaxDrawdownPercent()

Gets the maximum drawdown percent for the current statistics request (see the StatsRequest function).

Returns

The maximum drawdown percent for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsNetProfit()

Gets the net profit for the current statistics request (see the StatsRequest function).

Returns

The net profit for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsNetProfitPercent()

Gets the net profit % for the current statistics request (see the StatsRequest function).

Returns

The net profit % for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsPayoffRatio()

Gets the payoff ratio for the current statistics request (see the StatsRequest function).

Returns

The payoff ratio for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsPercent()

Gets the percent of positions matching the specified statistics request.

Returns

The percent of positions matching the specified statistics request.

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsProfitFactor()

Gets the profit factor for the current statistics request (see the StatsRequest function).

Returns

The profit factor for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsProfitLoss()

Gets the PnL for the current statistics request (see the StatsRequest function).

Returns

The PnL for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsRecoveryFactor()

Gets the recovery factor for the current statistics request (see the StatsRequest function).

Returns

The recovery factor for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

StatsRequest(long startDateTime, long endDateTime, bool winningPositions, bool losingPositions, bool longPositions, bool shortPositions)

Sets the current statistics request using the specified arguments. In order to define the data on which the stats functions are calculated, the statistics request should be called at least once, prior to any other stats function.

Parameters

Type	Identifier	Description
long	startDateTime	The start date/time of the request
long	endDateTime	The end date/time of the request
bool	winningPositions	Indicates whether to include winning positions
bool	losingPositions	Indicates whether to include losing positions
bool	longPositions	Indicates whether to include long positions
bool	shortPositions	Indicates whether to include short positions

Scripts

Alert, TradeManagementStrategy, MultiSymbolTradingStrategy, Screener, PositionSizing, TradingStrategy

StatsRequest(int[] strategyNumber, long startDateTime, long endDateTime, bool winningPositions, bool losingPositions, bool longPositions, bool shortPositions, string currencyCode)

Sets the current statistics request using the specified arguments. In order to define the data on which the stats functions are calculated, the statistics request should be called at least once, prior to any other stats function.

Parameters

Type	Identifier	Description
int[]	strategyNumber	The strategy numbers to process in the request
long	startDateTime	The start date/time of the request
long	endDateTime	The end date/time of the request
bool	winningPositions	Indicates whether to include winning positions
bool	losingPositions	Indicates whether to include losing positions
bool	longPositions	Indicates whether to include long positions
bool	shortPositions	Indicates whether to include short positions
string	currencyCode	The currency code to use for the calculation (optional - leave unassigned to use the Desktop base currency)

Scripts

AddOn, Commission, DynamicAllocation, PerformanceMetric, RiskManagement, Slippage, TaxSystem

double StatsRiskAdjustedReturn()

Gets the risk-adjusted return for the current statistics request (see the StatsRequest function).

Returns

The risk adjusted-return for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsSharpeRatio()

Gets the sharpe ratio for the current statistics request (see the StatsRequest function).

Returns

The sharpe ratio for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsSortinoRatio()

Gets the sortino ratio for the current statistics request (see the StatsRequest function).

Returns

The sortino ratio for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsSQN()

Gets the SQN for the current statistics request (see the StatsRequest function).

Returns

The SQN for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsUlcerIndex()

Gets the ulcer index for the current statistics request (see the StatsRequest function).

Returns

The ulcer index for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy

double StatsWinLossRatio()

Gets the win/loss ratio for the current statistics request (see the StatsRequest function).

Returns

The win/loss ratio for the current statistics request (see the StatsRequest function).

Scripts

AddOn, Commission, TradeManagementStrategy, DynamicAllocation, MultiSymbolTradingStrategy, Screener, PerformanceMetric, PositionSizing, RiskManagement, Slippage, TaxSystem, TradingStrategy