Statistical data calculated from live trading results.
All numeric values are null if calculation is unsafe (NaN, Infinity, etc). Provides comprehensive metrics for live trading performance analysis.
eventList: TickEvent[]
Array of all events (idle, opened, active, closed) with full details
totalEvents: number
Total number of all events (includes idle, opened, active, closed)
totalClosed: number
Total number of closed signals only
winCount: number
Number of winning closed signals (PNL > 0)
lossCount: number
Number of losing closed signals (PNL < 0)
winRate: number
Win rate as percentage (0-100) based on closed signals, null if unsafe. Higher is better.
avgPnl: number
Average PNL per closed signal as percentage, null if unsafe. Higher is better.
totalPnl: number
Cumulative PNL across all closed signals as percentage, null if unsafe. Higher is better.
stdDev: number
Standard deviation of returns (volatility metric), null if unsafe. Lower is better.
sharpeRatio: number
Sharpe Ratio (risk-adjusted return = avgPnl / stdDev), null if unsafe. Higher is better.
annualizedSharpeRatio: number
Annualized Sharpe Ratio (sharpeRatio × √365), null if unsafe. Higher is better.
certaintyRatio: number
Certainty Ratio (avgWin / |avgLoss|), null if unsafe. Higher is better.
expectedYearlyReturns: number
Expected yearly returns based on average trade duration and PNL, null if unsafe. Higher is better.