Performance Metric Scripts
Calculate custom performance metrics.
Performance Metric scripts are used for calculating performance statistics similar to those in the Performance tab of the Desktop. Common use-cases include calculating custom performance metrics and custom optimization scores.
System Scripts
| # | Language | Name |
|---|---|---|
| 1 | C# | Average PnL |
| 2 | C# | Average PnL % |
| 3 | C# | Average PnL Per Bar |
| 4 | C# | Average PnL Per Day |
| 5 | C# | Average Price Change % |
| 6 | C# | Average Value |
| 7 | C# | CAGR |
| 8 | C# | Cumulative Profit |
| 9 | C# | Entry Efficiency |
| 10 | C# | Equity |
| 11 | C# | Exit Efficiency |
| 12 | C# | Exposure |
| 13 | C# | Luck Coefficient |
| 14 | C# | Maximum Consecutive Losing |
| 15 | C# | Maximum Consecutive Winning |
| 16 | C# | Maximum Drawdown |
| 17 | C# | Maximum Drawdown % |
| 18 | C# | Net Profit |
| 19 | C# | Net Profit % |
| 20 | C# | Payoff Ratio |
| 21 | C# | PnL |
| 22 | C# | Profit Factor |
| 23 | C# | Recovery Factor |
| 24 | C# | Sharpe Ratio |
| 25 | C# | Total Efficiency |
| 26 | C# | Ulcer Index |
| 27 | C# | Van Tharp SQN |
| 28 | C# | Win Loss Ratio |