|
|
|
|
STAT_INITIAL_DEPOSIT
|
The value of the initial deposit
|
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_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_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
|
标准常量，列举和架构 
