1.4.4 • Published 6 months ago

@debut/plugin-stats v1.4.4

Weekly downloads
-
License
Apache-2.0
Repository
github
Last release
6 months ago

@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

NameTypeDescription
amountnumbernumber 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

NameDescription
startBalancestart means
balanceend (current) level of funds
maxBalancemaximum level of funds for the trading period
minBalanceminimum level of funds for the trading period
maxMarginUsagemaximum margin (funds over one trade)
profitnet profit excluding commissions
longnumber of buy trades
longRightNumber of profitable buy trades
shortnumber of shorts
shortRightNumber of profitable shorts
absoluteDDabsolute drawdown
relativeDDrelative drawdown
maxWinMaximum gain per trade
maxLooseMaximum loss per trade
profitProbProbability of profitable trade
looseProbProbability of losing trade
expectationmathematical expectation of winning
failLineMaximum length of a series of losing trades of any type
rightLineMaximum length of a series of profitable trades of any type
avgFailLineAverage length of the series of losing trades
avgRightLineAverage length of the series of profitable trades
ticksHandledNumber of processed ticks for the period of work
candlesHandledNumber of candles processed during the period of work
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