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, YYYY-MM-DD 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| withdrawals | number | total amount withdrawn from the deposit | |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, 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 | |
| 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 | 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 | |
| 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 risk-free 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 YYYY-MM-DD 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": "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,
"tradingStartBrokerTime": "2020-09-08 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": "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
}
],
"inclusive": true
}