Interface LiveStatistics

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.

Example

const stats = await Live.getData("my-strategy");

console.log(`Total events: ${stats.totalEvents}`);
console.log(`Closed signals: ${stats.totalClosed}`);
console.log(`Win rate: ${stats.winRate}%`);
console.log(`Sharpe Ratio: ${stats.sharpeRatio}`);

// Access raw event data (includes idle, opened, active, closed)
stats.eventList.forEach(event => {
  if (event.action === "closed") {
    console.log(`Closed signal: ${event.pnl}%`);
  }
});
interface LiveStatistics {
    annualizedSharpeRatio: number;
    avgPnl: number;
    certaintyRatio: number;
    eventList: TickEvent[];
    expectedYearlyReturns: number;
    lossCount: number;
    sharpeRatio: number;
    stdDev: number;
    totalClosed: number;
    totalEvents: number;
    totalPnl: number;
    winCount: number;
    winRate: number;
}

Properties

annualizedSharpeRatio avgPnl certaintyRatio eventList expectedYearlyReturns lossCount sharpeRatio stdDev totalClosed totalEvents totalPnl winCount winRate

Properties

annualizedSharpeRatio

annualizedSharpeRatio: number

Annualized Sharpe Ratio (sharpeRatio × √365), null if unsafe. Higher is better.

avgPnl

avgPnl: number

Average PNL per closed signal as percentage, null if unsafe. Higher is better.

certaintyRatio

certaintyRatio: number

Certainty Ratio (avgWin / |avgLoss|), null if unsafe. Higher is better.

eventList

eventList: TickEvent[]

Array of all events (idle, opened, active, closed) with full details

expectedYearlyReturns

expectedYearlyReturns: number

Expected yearly returns based on average trade duration and PNL, null if unsafe. Higher is better.

lossCount

lossCount: number

Number of losing closed signals (PNL < 0)

sharpeRatio

sharpeRatio: number

Sharpe Ratio (risk-adjusted return = avgPnl / stdDev), null if unsafe. Higher is better.

stdDev

stdDev: number

Standard deviation of returns (volatility metric), null if unsafe. Lower is better.

totalClosed

totalClosed: number

Total number of closed signals only

totalEvents

totalEvents: number

Total number of all events (includes idle, opened, active, closed)

totalPnl

totalPnl: number

Cumulative PNL across all closed signals as percentage, null if unsafe. Higher is better.

winCount

winCount: number

Number of winning closed signals (PNL > 0)

winRate

winRate: number

Win rate as percentage (0-100) based on closed signals, null if unsafe. Higher is better.

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Properties