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Metrics#

About#

Metrics for a MetaTrader account

Fields#

Name Type Required Description
inclusive boolean indicates whether open positions are included in the metrics
balance number Yes balance - money on the account, not accounting for the results of currently open positions
highestBalanceDate string date of maximum balance that have ever been on the account, in broker timezone, YYYY-MM-DD HH:mm:ss.SSS format
highestBalance number maximum balance that have ever been on the account
equity number Yes equity is the result (current amount) of all positions, including opened
trades integer Yes total number of closed positions on the account
withdrawals number total amount withdrawn from the deposit
averageTradeLengthInMilliseconds number average trade length (time from open to close) in milliseconds
bestTrade number the best profit from one trade that has ever been on the account
worstTrade number the worst profit from one trade that has ever been on the account
bestTradePips number the best pips from one trade that have ever been on the account
worstTradePips number the worst pips from one trade that have ever been on the account
bestTradeDate string date of the best profit from one trade that have ever been on the account, in broker timezone, YYYY-MM-DD HH:mm:ss.SSS format
bestTradePipsDate string date of the best pips from one trade that have ever been on the account, in broker timezone, YYYY-MM-DD HH:mm:ss.SSS format
worstTradeDate string date of the worst profit from one trade that have ever been on the account, in broker timezone, YYYY-MM-DD HH:mm:ss.SSS format
worstTradePipsDate string date of the worst pips from one trade that have ever been on the account, in broker timezone, YYYY-MM-DD HH:mm:ss.SSS format
commissions number commissions charged by the broker for the entire period
dailyGain number compound daily rate of return
monthlyGain number compound monthly rate of return
equityPercent number percentage of current equity to balance
expectancy number the average expected profitability of one trade in basic currency
expectancyPips number the average expected profitability of one trade in pips
gain number time-weighted rate of return
geometricHoldingPeriodReturn number geometric holding period return
interest number cumulative interest and swap for the entire period
longTrades integer the number of long trades
shortTrades integer the number of short trades
longWonTrades integer the number of long winning trades
shortWonTrades integer the number of short winning trades
longWonTradesPercent number percentage of long winning trades
shortWonTradesPercent number percentage of short winning trades
maxDrawdown number percentage of maximum drawdown of balance during the entire trading history
lots number total volume of trades
pips number cumulative price units
profit number Yes profit is the total yield of closed positions for the entire period (total result)
deposits number Yes cumulative deposit for the entire period
absoluteGain number absolute gain is a simple deposit increase without regard to reinvestment
profitFactor number the amount yielded by winning trades divided by the amount of losses yielded by losing ones see
sharpeRatio number sharpe ratio is the average return earned in excess of the risk-free rate per unit of volatility
sortinoRatio number sortino ratio differentiates harmful volatility from total overall volatility
standardDeviationProfit number a statistical measure of volatility shows how much variation or dispersion there is from the mean profit in basic currency see
kurtosisProfit number a statistical measure that is used to describe profit distribution see
averageHoldingPeriodReturn number average holding period return
averageWin number average win in basic currency
averageWinPips number average win in pips
averageLoss number average loss in basic currency
averageLossPips number average loss in pips
wonTradesPercent number percentage of winning trades
lostTradesPercent number percentage of losing trades
zScore number zScore - the ability of a trading system to generate wins and losses in streaks
probability number probability that a profit will be followed by a profit and a loss by a loss
daysSinceTradingStarted number the number of days that have passed since the opening of the first trade
currencySummary Array<CurrencySum...> currency trading summary
dailyGrowth Array<DailyGrowth...> daily growth shows statistics by days
monthlyAnalytics Array<MonthlyAnal...> monthly analysis of trading on this account
closeTradesByWeekDay Array<TradeByTime...> closing deals by days of the week
openTradesByHour Array<TradeByTime...> opening deals by hour of the day
periods Periods there is trading stats for a few periods compared to the results for the previous period
riskOfRuin Array<RiskOfRuinM...> risk of ruin of balance
tradeDuration TradeDurationMetrics metrics for each duration of trades
tradeDurationDiagram Array<TradeDurati...> list of information columns about the duration of trades for the diagram
customPeriods Array<CustomPeriod> metrics related to custom periods configured via MetaStats account extension

Example#

{
  "equity": 101120.7,
  "lots": 2.21,
  "profit": 1120.6999999999985,
  "trades": 3,
  "deposits": 100000,
  "averageTradeLengthInMilliseconds": 72082075,
  "bestTrade": 849,
  "bestTradeDate": "2020-12-18 02:52:10.986",
  "worstTrade": -80.3,
  "worstTradeDate": "2020-12-15 11:23:04.332",
  "dailyGain": 0.02299061669379654,
  "monthlyGain": 0.7012819632221667,
  "absoluteGain": 1.1206999999999985,
  "wonTradesPercent": 66.66666666666666,
  "lostTradesPercent": 33.33333333333333,
  "wonTrades": 2,
  "lostTrades": 1,
  "balance": 101120.7,
  "highestBalance": 100768.7,
  "highestBalanceDate": "2020-12-18 02:52:10.986",
  "longWonTrades": 1,
  "shortWonTrades": 1,
  "longTrades": 1,
  "shortTrades": 2,
  "longWonTradesPercent": 100,
  "shortWonTradesPercent": 50,
  "equityPercent": 100,
  "averageWin": 600.4999999999993,
  "averageLoss": -80.3,
  "daysSinceTradingStarted": 80.37,
  "periods": {
    "thisYear": {
      "trades": 0,
      "tradesDifference": -2,
      "profitDifference": -768.7,
      "lotsDifference": -2.01,
      "gainDifference": -0.7687,
      "wonTradesPercentDifference": -50
    }
  },
  "currencySummary": [
    {
      "currency": "EURUSD",
      "long": {
        "profit": 849,
        "trades": 1
      },
      "short": {
        "profit": -80.3,
        "trades": 1
      },
      "total": {
        "lostTradesPercent": 50,
        "wonTradesPercent": 50,
        "profit": 768.7,
        "trades": 2,
        "wonTrades": 1,
        "lostTrades": 1
      },
      "history": [
        {
          "shortProfit": -80.3,
          "totalProfit": -80.3,
          "date": "2020-12-15"
        },
        {
          "longProfit": 849,
          "shortProfit": -80.3,
          "totalProfit": 768.7,
          "date": "2020-12-18"
        }
      ]
    }
  ],
  "gain": 1.1206999999999967,
  "geometricHoldingPeriodReturn": 0.3721797704011598,
  "expectancy": 373.5666666666662,
  "profitFactor": 14.956413449564119,
  "standardDeviationProfit": 465.02522870628576,
  "sortinoRatio": 0.000707281402889009,
  "kurtosisProfit": 9.41311416749099,
  "riskOfRuin": [
    {
      "lossSize": 0.1,
      "probabilityOfLoss": 4.4157980586753144e-108,
      "consecutiveLosingTrades": 125
    },
    {
      "lossSize": 0.2,
      "probabilityOfLoss": 1.9499272495000674e-215,
      "consecutiveLosingTrades": 251
    },
    {
      "lossSize": 0.3,
      "probabilityOfLoss": 8.4e-323,
      "consecutiveLosingTrades": 377
    },
    {
      "lossSize": 0.4,
      "probabilityOfLoss": 0,
      "consecutiveLosingTrades": 503
    },
    {
      "lossSize": 0.5,
      "probabilityOfLoss": 0,
      "consecutiveLosingTrades": 629
    },
    {
      "lossSize": 0.6,
      "probabilityOfLoss": 0,
      "consecutiveLosingTrades": 755
    },
    {
      "lossSize": 0.7,
      "probabilityOfLoss": 0,
      "consecutiveLosingTrades": 881
    },
    {
      "lossSize": 0.8,
      "probabilityOfLoss": 0,
      "consecutiveLosingTrades": 1007
    },
    {
      "lossSize": 0.9,
      "probabilityOfLoss": 0,
      "consecutiveLosingTrades": 1133
    },
    {
      "lossSize": 1,
      "probabilityOfLoss": 0,
      "consecutiveLosingTrades": 1259
    }
  ],
  "monthlyAnalytics": [
    {
      "trades": 2,
      "lots": 2.01,
      "profit": 768.7,
      "gains": 0.769382294882791,
      "date": "2020-12",
      "currencies": [
        {
          "rewardToRiskRatio": 9.572851805728519,
          "popularityPercent": 100,
          "currency": "EURUSD",
          "averageHoldingTimeLongsInMilliseconds": 204603354,
          "averageHoldingTimeShortsInMilliseconds": 11642871
        }
      ]
    }
  ],
  "closeTradesByWeekDay": [
    {
      "day": 2,
      "lostTradesPercent": 100,
      "shortTradesPercent": 100,
      "lostGains": -0.0803,
      "lostProfit": -80.3,
      "lostTrades": 1,
      "shortGains": -0.0803,
      "shortProfit": -80.3,
      "shortTrades": 1,
      "gains": -0.0803,
      "profit": -80.3,
      "trades": 1
    },
    {
      "day": 5,
      "wonTradesPercent": 100,
      "longTradesPercent": 100,
      "wonGains": 0.849682294882791,
      "wonProfit": 849,
      "wonTrades": 1,
      "longGains": 0.849682294882791,
      "longProfit": 849,
      "longTrades": 1,
      "gains": 0.849682294882791,
      "profit": 849,
      "trades": 1
    }
  ],
  "openTradesByHour": [
    {
      "trades": 1,
      "profit": 351.9999999999985,
      "gains": 0.3493148170017064,
      "shortTrades": 1,
      "shortProfit": 351.9999999999985,
      "shortGains": 0.3493148170017064,
      "wonTrades": 1,
      "wonProfit": 351.9999999999985,
      "wonGains": 0.3493148170017064,
      "shortTradesPercent": 100,
      "wonTradesPercent": 100,
      "hour": 2
    },
    {
      "hour": 8,
      "lostTradesPercent": 100,
      "shortTradesPercent": 100,
      "lostGains": -0.0803,
      "lostProfit": -80.3,
      "lostTrades": 1,
      "shortGains": -0.0803,
      "shortProfit": -80.3,
      "shortTrades": 1,
      "gains": -0.0803,
      "profit": -80.3,
      "trades": 1
    },
    {
      "hour": 18,
      "wonTradesPercent": 100,
      "longTradesPercent": 100,
      "wonGains": 0.849682294882791,
      "wonProfit": 849,
      "wonTrades": 1,
      "longGains": 0.849682294882791,
      "longProfit": 849,
      "longTrades": 1,
      "gains": 0.849682294882791,
      "profit": 849,
      "trades": 1
    }
  ],
  "dailyGrowth": [
    {
      "drawdownPercentage": 0.08030000000000291,
      "drawdownProfit": 80.30000000000291,
      "lots": 1.01,
      "totalProfit": -80.3,
      "profit": -80.3,
      "totalGains": -0.0803,
      "gains": -0.0803,
      "balance": 99919.7,
      "date": "2020-12-15"
    },
    {
      "balance": 100768.7,
      "lots": 1,
      "totalProfit": 768.7,
      "profit": 849,
      "totalGains": 0.769382294882791,
      "gains": 0.849682294882791,
      "date": "2020-12-18"
    }
  ],
  "tradeDuration": {
    "won": [
      {
        "durationInMinutes": 3410,
        "lots": [
          1
        ],
        "profits": [
          849
        ],
        "gains": [
          0.85
        ]
      }
    ],
    "lost": [
      {
        "durationInMinutes": 194,
        "lots": [
          1.01
        ],
        "profits": [
          -80.3
        ],
        "gains": [
          -0.08
        ]
      }
    ]
  },
  "tradeDurationDiagram": [
    {
      "minDurationInSeconds": 11643,
      "name": "hours",
      "lost": {
        "lots": [
          1.01
        ],
        "profits": [
          -80.3
        ],
        "gains": [
          -0.08
        ]
      },
      "trades": 1,
      "durations": 1
    },
    {
      "minDurationInSeconds": 204603,
      "name": "days",
      "won": {
        "lots": [
          1
        ],
        "profits": [
          849
        ],
        "gains": [
          0.85
        ]
      },
      "trades": 1,
      "durations": 1
    }
  ],
  "customPeriods": [
    {
      "metrics": {
        "lotWeightedWinRate":0.8,
        "gain":1.2761000000000022,
        "maxDrawdown":0.027788940001867615
      },
      "startTime":"2021-03-03T00:00:00.000Z",
      "endTime":"2021-04-04T00:00:00.000Z"
    }
  ],
  "inclusive": true
}

Usages#