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| withdrawals | number | total amount withdrawn from the deposit | |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
}