goodness
|
|
the statistic as set in the goodness preferences
|
expectationRatio
|
|
the expectation ratio
|
annualGeometricReturn
|
|
the annual geometric return
|
dailyGeometricReturn
|
|
the daily geometric return using calendar days
|
marRatio
|
|
the mar ratio
|
averageDailyReturn
|
|
the average daily return
|
averageMonthlyReturn
|
|
the average monthly return
|
averageAnnualReturn
|
|
the average annual return
|
dailyReturnStandardDeviation
|
|
the standard deviation of the daily returns
|
monthlyReturnStandardDeviation
|
|
the standard deviation of the monthly returns
|
annualReturnStandardDeviation
|
|
the standard deviation of the annual returns
|
modifiedSharpeRatio
|
|
the modified sharpe ratio
|
dailySharpeRatio
|
|
the daily sharpe ratio
|
dailyGeoSharpeRatio
|
|
the daily geometric sharpe ratio
|
monthlySharpeRatio
|
|
the monthly sharpe ratio
|
annualSharpeRatio
|
|
the annual sharpe ratio
|
annualizedMonthlySharpeRatio
|
|
the annualized monthly sharpe ratio
|
dailyReturnDownsideDeviation
|
|
the downside standard deviation of the daily return
|
monthlyReturnDownsideDeviation
|
|
the downside standard deviation of the monthly return
|
annualReturnDownsideDeviation
|
|
the downside standard deviation of the annual return
|
dailySortinoRatio
|
|
the daily sortino ratio
|
monthlySortinoRatio
|
|
the monthly sortino ratio
|
annualSortinoRatio
|
|
the annual sortino ratio
|
calmarRatio
|
|
the calmar ratio
|
rSquared
|
|
the R Squared
|
rar
|
|
the RAR
|
rCubed
|
|
the R Cubed
|
averageMaxDrawdown
|
|
the average maximum drawdown
|
averageLongestDrawdown
|
|
the average longest drawdown
|
robustSharpe
|
|
the robust sharpe
|
|
|
|
maxClosedDrawdown
|
|
the max closed equity drawdown percent
|
maxOpenDrawdown
|
|
the max total equity drawdown percent
|
maxOpenMonthlyDrawdown
|
|
the max total equity monthly drawdown percent
|
maxClosedMonthlyDrawdown
|
|
the max closed equity monthly drawdown percent
|
longestOpenDrawdownMonths
|
|
the longest total equity drawdown in months
|
averageClosedDrawdown
|
|
the average closed equity drawdown percent
|
averageOpenDrawdown
|
|
the average total equity drawdown percent
|
closedDrawdownStandardDeviation
|
|
the standard deviation of the closed equity drawdown percent
|
openDrawdownStandardDeviation
|
|
the standard deviation of the total equity drawdown percent
|
|
|
|
netProfit
|
|
the net profit
|
totalWinDollars
|
|
the total dollars from winning trades
|
totalLossDollars
|
|
the total dollars from losing trades
|
profitFactor
|
|
the profit factor (win/loss)
|
averageRiskPercent
|
|
the average percent risk per trade
|
averageWinPercent
|
|
the average percent win of the winning trades
|
averageLossPercent
|
|
the average percent loss of the losing trade
|
averageTradePercent
|
|
the average percent profit per trade
|
percentProfitFactor
|
|
the profit factor percent (win percent / loss percent)
|
|
|
|
totalTrades
|
|
the total trades not including zero size trades
|
winCount
|
|
the total winning trades, including break even
|
lossCount
|
|
the total losing trades
|
winningMonths
|
|
the total number of winning months
|
losingMonths
|
|
the total number of losing months
|
monthCount
|
|
the total number of months
|
roundTurnCount
|
|
the number of round turns
|
|
|
|
earnedInterest
|
|
the total earned interest
|
marginInterest
|
|
the total margin interest
|
totalSlippage
|
|
the total slippage
|
totalCommissions
|
|
the total commission
|
totalCarry
|
|
the total cost of carry
|
|
|
|
monteCarloConfidenceReturn
|
|
|
monteCarloConfidenceMAR
|
|
|
monteCarloConfidenceSharpe
|
|
|
monteCarloConfidenceRSquared
|
|
|
monteCarloConfidenceDrawdown
|
|
|
monteCarloConfidenceDrawdown2
|
|
|
monteCarloConfidenceDrawdown3
|
|
|
monteCarloConfidenceDrawdownLength
|
|
|
monteCarloConfidenceDrawdownLength2
|
|
|
monteCarloConfidenceDrawdownLength3
|
|
|