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  current value of 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, YYYYMMDD HH:mm:ss.SSS format  
highestBalance  number  maximum balance that have ever been on the account  
equity  number  Yes  current value of equity is the result (current amount) of all positions, including opened 
margin  number  Yes  current value of margin used 
freeMargin  number  Yes  current value of free margin 
marginLevel  number  current value of margin level calculated as % of equity/margin  
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withdrawals  number  total amount withdrawn from the deposit  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, YYYYMMDD 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, YYYYMMDD 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, YYYYMMDD 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, YYYYMMDD 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  
cagr  number  compound annual growth rate  
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  timeweighted 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  
mar  number  mar ratio calculated by dividing the compound annual growth rate by maximum drawdown  
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 (read more). Result in range 0  Infinity means: 0  only loss, 1  profit equals to loss, Infinity  only profit. 

sharpeRatio  number  sharpe ratio is the average return earned in excess of the riskfree rate per unit of volatility. It is calculated if there are at least 30 closed deals in the history  
sortinoRatio  number  sortino ratio differentiates harmful volatility from total overall volatility. It is calculated if there are at least 30 closed deals in the history  
standardDeviationProfit  number  a statistical measure of volatility shows how much variation or dispersion there is from the mean profit in basic currency (read more). It is calculated if there are at least 30 closed deals in the history  
kurtosisProfit  number  a statistical measure that is used to describe profit distribution (read more). It is calculated if there are at least 30 closed deals in the history  
averageHoldingPeriodReturn  number  average holding period return. It is calculated if there are at least 30 closed deals in the history  
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. It is calculated if there are at least 30 closed deals in the history  
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  
tradingStartBrokerTime  string  the time trading did start in broker timezone, formatted as YYYYMMDD HH:mm:ss.SSS  
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 
Example#
{
"equity": 101120.7,
"margin": 184.1,
"freeMargin": 7120.22,
"marginLevel": 54927.05,
"lots": 2.21,
"profit": 1120.6999999999985,
"trades": 3,
"deposits": 100000,
"averageTradeLengthInMilliseconds": 72082075,
"bestTrade": 849,
"bestTradeDate": "20201218 02:52:10.986",
"worstTrade": 80.3,
"worstTradeDate": "20201215 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": "20201218 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,
"tradingStartBrokerTime": "20200908 22:21:36.000",
"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": "20201215"
},
{
"longProfit": 849,
"shortProfit": 80.3,
"totalProfit": 768.7,
"date": "20201218"
}
]
}
],
"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": 4.4157980586753144e108,
"consecutiveLosingTrades": 125
},
{
"lossSize": 0.2,
"probabilityOfLoss": 1.9499272495000674e215,
"consecutiveLosingTrades": 251
},
{
"lossSize": 0.3,
"probabilityOfLoss": 8.4e323,
"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": "202012",
"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": "20201215"
},
{
"balance": 100768.7,
"lots": 1,
"totalProfit": 768.7,
"profit": 849,
"totalGains": 0.769382294882791,
"gains": 0.849682294882791,
"date": "20201218"
}
],
"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
}
],
"inclusive": true
}