Test statistics are designed to be scripted in the After Test script. They match the summary statistics printed by Trading Blox in the summary report. They can also be used for export, other calculations, or with the AddStatistic function to have them in the sortable results list.
Example: 

' Each property can be used as value reported using a OR ' As a value assigned to a variable:

Note: 

Some statistics calculate the value when used, so use with care as this can be an issue that effects performance. 
Statistic Name: 
Description: 

annualGeometricReturn 
Annual geometric return 
annualizedDailyReturnSD 
Annualized Standard Deviation of the Daily Returns 
annualizedMonthlyReturnSD 
Annualized Standard Deviation of the Monthly Returns 
annualizedMonthlySharpeRatio 
Annualized monthly Sharpe Ratio 
annualReturnDownsideDeviation 
Downside Standard Deviation of the annual return 
annualReturnStandardDeviation 
Standard deviation of the annual returns 
annualSharpeRatio 
Annual Sharpe Ratio 
annualSortinoRatio 
Annual Sortino Ratio 
averageAnnualReturn 
Average annual return 
averageClosedDrawdown 
Average closed equity drawdown percent 
averageDailyReturn 
Average daily return 
averageLongestDrawdown 
Average longest drawdown 
averageLossPercent 
Average percent loss of the losing trade 
averageMarginEquityRatio 
Summary Margin to Equity Ratio ( See User Guide: Margin to Equity Ratio: MarginEquityTotal / TotalTradingDays ) 
averageMaxDrawdown 
Average maximum drawdown 
averageMonthlyReturn 
Average monthly return 
averageOpenDrawdown 
Average total equity drawdown percent 
averageRiskPercent 
Average percent risk per trade 
averageTradePercent 
Average percent profit per trade 
averageWinPercent 
Average percent win of the winning trades 
calmarRatio 
Calmar Ratio 
closedDrawdownStandardDeviation 
Standard Deviation of the closed equity drawdown percent 
dailyGeometricReturn 
Daily geometric return using calendar days 
dailyGeoSharpeRatio 
Daily geometric Sharpe Ratio 
dailyReturnDownsideDeviation 
Downside Standard Deviation of the daily return 
dailyReturnStandardDeviation 
Standard deviation of the daily returns 
dailySharpeRatio 
Daily Sharpe Ratio 
dailySortinoRatio 
Daily Sortino Ratio 
earnedInterest 
Total earned interest 
expectationRatio 
Sometimes known as Expectancy, this statistic shows the suite’s end of test Expectancy Ratio of how much one expects to gain for every amount bet or risked on a given trade. Numbers greater than '0.0' are winning systems, less than '0.0' are losing systems. 
goodness 
Return will be from the statistic assigned in Preferences' Reporting General MultiParameter Goodness field. Value display is the statistic current value. 
longestOpenDrawdownMonths 
Longest total equity drawdown in months 
losingMonths 
Total number of losing months 
lossCount 
Total losing trades 
marginInterest 
Total margin interest 
marRatio 
MAR ratio 
maxClosedDrawdown 
Max closed equity drawdown percent 
maxClosedMonthlyDrawdown 
Max closed equity monthly drawdown percent 
maxOpenDrawdown 
Max total equity drawdown percent 
maxOpenMonthlyDrawdown 
Max total equity monthly drawdown percent 
modifiedSharpeRatio 
Modified Sharpe Ratio 
monteCarloConfidenceDrawdown 

monteCarloConfidenceDrawdown2 

monteCarloConfidenceDrawdown3 

monteCarloConfidenceDrawdownLength 

monteCarloConfidenceDrawdownLength2 

monteCarloConfidenceDrawdownLength3 

monteCarloConfidenceMAR 

monteCarloConfidenceReturn 

monteCarloConfidenceRSquared 

monteCarloConfidenceSharpe 

monthCount 
Total number of months 
monthlyReturnDownsideDeviation 
Downside Standard Deviation of the monthly return 
monthlyReturnStandardDeviation 
Standard deviation of the monthly returns 
monthlySharpeRatio 
Monthly Sharpe Ratio 
monthlySortinoRatio 
Monthly Sortino Ratio 
netProfit 
Net profit 
openDrawdownStandardDeviation 
Standard Deviation of the total equity drawdown percent 
percentProfitFactor 
Profit factor percent (win percent / loss percent) 
profitFactor 
Profit factor (win/loss) 
rar 
RAR  Risk Adjusted Return. 
rCubed 
RCubed 
robustSharpe 
Robust Sharpe Ratio 
roundTurnCount 
Number of round turns 
rSquared 
RSquared 
totalCarry 
Total cost of carry 
totalCommissions 
Total commission 
totalLossDollars 
Total dollars from losing trades 
totalSlippage 
Total slippage 
totalTrades 
Total trades not including zero size trades 
totalWinDollars 
Total dollars from winning trades 
winCount 
Total winning trades, including break even 
winningMonths 
Total number of winning months 
Edit Time: 9/25/2017 09:09:58 AM 
Topic ID#: 618 