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Profit and Loss statistics can be manipulated as attributes, and accessed from a query. Each term can be modified to specify some subset of answers upon which to calculate TERM [ [ only ( Open | Close ) | ( Short | Long ) ] | <symbol> | from <order block> ] for example:
At the bottom of this document, is a query which "shows" these variables.
All require time period modifiers to equal the default output of the P & L Statistics Report
Statistical Term Description avail_equity Avail Equity avg_consec_lose_periods Avg Consec Lose Periods avg_consec_lose_trades Avg Consec Lose Trades avg_consec_win_periods Avg Consec Win Periods avg_consec_win_trades Avg Consec Win Trades avg_lose_trade_length Avg Lose Trades Length avg_profit_lose_trade Avg Profit Lose Trade avg_profit_trade Avg Profit Trade avg_profit_win_trade Avg Profit Win Trade avg_ret_period Avg Return Period avg_trade_length Avg Trades Length avg_win_trade_length Avg Win Trades Length biggest_loss Biggest Loss biggest_win Biggest Win closed_equity Closed Equity commission Commission compound_ret_period Compound Return Period entry_date Entry Date entry_price Entry Price entry_time Entry Time equity Equity exit_date Exit Date exit_price Exit Price exit_time Exit Time geom_error_ratio Geom Error Ratio max_closed_equity Max Closed Equity max_consec_lose_periods Max Consec Lose Periods max_consec_lose_trades Max Consec Lose Trades max_consec_win_periods Max Consec Win Periods max_consec_win_trades Max Consec Win Trades max_contracts Max Contracts max_drawdown Max Draw Down max_drawdown_per_trade Max Draw Down Per Trade max_open_equity Max Open Equity max_open_loss Max Open Loss min_closed_equity Min Closed Equity min_exit_equity Min Exit Equity min_open_equity Min Open Equity num_closed_trades Num Closed Trades num_contracts Num Contracts num_lose_periods Num Lose Periods num_lose_trades Num Lose Trades num_periods Num Periods num_trades Num Trades num_win_periods Num Win Periods num_win_trades Num Win Trades open_equity Open Equity original_entry_date Original Entry Date original_entry_time Original Entry Time pct_lose_periods Percent Lose Periods pct_lose_trades Percent Lose Trades pct_new_high_trades Percent New Equity High Trades pct_new_low_trades Percent New Equity Low Trades pct_periods_invested Percent Periods Invested pct_periods_new_high Pct Periods New High pct_win_periods Percent Win Periods pct_win_trades Pct Win Trades performance_ratio Performance Ratio pessimistic_return Pessimistic Return profit_factor Profit Factor ratio_avg Ratio Avg sharpe_ratio Sharpe Ratio slippage Slippage standard_error Standard Error std_error_ratio Standard Error Ratio stddev_of_period_returns Stand Deviation Of Return Period zstat Zstat
1: ORDER 1.1: Buy 1 contract of CCE Enter on the market WHEN Date is within 10 years AND Close of CCE is more than exponential_average ( Close of CCE, 0.0476 ) * (1 - 0.02) AND Close of CCE is less than exponential_average ( Close of CCE, 0.0476 ) * (1 + 0.02) AND Close of CCE is DEFINED AND Low of CCE crosses below exponential_average ( Close of CCE, 0.0476 ) * (1 - 0.02) EXIT Date is 3/10/98 2: ORDER SHOW NumTrades: num_trades SHOW SHOW NumPeriods: num_periods SHOW SHOW AvgTradesLength: avg_trade_length SHOW NumContracts: num_contracts SHOW AvgReturnPeriod: 1 month avg_ret_period SHOW SHOW AvgProfitTrade: avg_profit_trade SHOW BiggestWin: biggest_win SHOW SHOW ClosedEquity: closed_equity
SHOW
EntryPrice: entry_price SHOW ExitPrice: exit_price |
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