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@debut/plugin-stats

v1.4.4

Published

Debut stretegies stats

Downloads

93

Readme

@debut/plugin-stats

The Debut plugin, for collecting trade statistics. It works both in real time and in the strategy tester.

Installation

npm install @debut/plugin-stats --save

Parameters

| Name | Type | Description | |-----------|----------|------------| | amount | number | number Initial amount to trade |

API

The plugin has only two methods:

this.plugins.stats.report() - allows you to generate a report in human-understandable form, with rounded numbers to 2 decimal places

this.plugins.stats.getState() - gives the current state of data without any processing, allows to get real data quickly, if necessary, without causing slow formatting

Stats description

| Name | Description | |----------|------------| | startBalance | start means | | balance | end (current) level of funds | | maxBalance | maximum level of funds for the trading period | | minBalance | minimum level of funds for the trading period | | maxMarginUsage | maximum margin (funds over one trade) | | profit | net profit excluding commissions | | long | number of buy trades | | longRight | Number of profitable buy trades | | short | number of shorts | | shortRight | Number of profitable shorts | | absoluteDD | absolute drawdown | | relativeDD | relative drawdown | | maxWin | Maximum gain per trade | | maxLoose | Maximum loss per trade | | profitProb | Probability of profitable trade | | looseProb | Probability of losing trade | | expectation | mathematical expectation of winning | | failLine | Maximum length of a series of losing trades of any type | | rightLine | Maximum length of a series of profitable trades of any type | | avgFailLine | Average length of the series of losing trades | | avgRightLine | Average length of the series of profitable trades | | ticksHandled | Number of processed ticks for the period of work | | candlesHandled | Number of candles processed during the period of work |