<< Click here to display Table of Contents >> Navigation: Trading Objects Reference > Test:

Test Statistics

Contents

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 ' Print or other output type of function: Print "Goodness Measure ", test.goodness OR ' As a value assigned to a variable: value = test.goodness

Example:

' Each property can be used as value reported using a
' Print or other output type of function:
Print "Goodness Measure ", test.goodness

' As a value assigned to a variable:
value = test.goodness

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 Multi-Parameter 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	R-Cubed
robustSharpe	Robust Sharpe Ratio
roundTurnCount	Number of round turns
rSquared	R-Squared
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
walkForwardGoodnessValue ( )	This is the same as test.goodness - Return will be from the statistic assigned in Preferences' Reporting General Multi-Parameter Goodness field. Value display is the statistic current value
walkForwardGoodnessName	Returns the GoodnessName text.
winCount	Total winning trades, including break even
winningMonths	Total number of winning months

Edit Time: 3/13/2022 4:36:10 PM

Topic ID#: 618

Test Statistics

Example:

Note:

Statistic Name:

Description: