public override string ToString()
{
base.ToString();
winners.Name = Name + " Winners";
losers.Name = Name + " Losers";
return(base.ToString() +
winners.Count.ToString("N0") + " winners. " +
losers.Count.ToString("N0") + " losers. " +
WinRate.ToString("P2") + " win ratio. " +
ProfitFactor.ToString("N2") + " profit factor.\n" +
Expectancy.ToString("N2") + " expectancy.\n" +
winners.ToString() +
losers.ToString());
}
/// <summary>
/// Sets the additional stats in Money.
/// </summary>
private static void SetAdditionalMoneyStats()
{
string unit = " " + Configs.AccountCurrency;
AdditionalStatsParamName = new[]
{
Language.T("Initial account"),
Language.T("Account balance"),
Language.T("Net profit"),
Language.T("Net profit") + " %",
Language.T("Gross profit"),
Language.T("Gross loss"),
Language.T("Profit factor"),
Language.T("Annualized profit"),
Language.T("Annualized profit") + " %",
Language.T("Minimum account"),
Language.T("Minimum account date"),
Language.T("Maximum account"),
Language.T("Maximum account date"),
Language.T("Absolute drawdown"),
Language.T("Maximum drawdown"),
Language.T("Maximum drawdown") + " %",
Language.T("Maximum drawdown date"),
Language.T("Historical bars"),
Language.T("Tested bars"),
Language.T("Bars with trades"),
Language.T("Bars with trades") + " %",
Language.T("Number of trades"),
Language.T("Winning trades"),
Language.T("Losing trades"),
Language.T("Win/loss ratio"),
Language.T("Maximum profit"),
Language.T("Average profit"),
Language.T("Maximum loss"),
Language.T("Average loss"),
Language.T("Expected payoff"),
Language.T("Average holding period returns"),
Language.T("Geometric holding period returns"),
Language.T("Sharpe ratio")
};
int totalWinTrades = winningLongTrades + winningShortTrades;
int totalLossTrades = losingLongTrades + losingShortTrades;
int trades = totalWinTrades + totalLossTrades;
AdditionalStatsValueTotal = new[]
{
Configs.InitialAccount.ToString("F2") + unit,
NetMoneyBalance.ToString("F2") + unit,
(NetMoneyBalance - Configs.InitialAccount).ToString("F2") + unit,
(100 * ((NetMoneyBalance - Configs.InitialAccount) / Configs.InitialAccount)).ToString("F2") + "%",
GrossMoneyProfit.ToString("F2") + unit,
GrossMoneyLoss.ToString("F2") + unit,
ProfitFactor.ToString("F2"),
AnnualizedProfit.ToString("F2") + unit,
AnnualizedProfitPercent.ToString("F2") + "%",
MinMoneyBalance.ToString("F2") + unit,
minMoneyBalanceDate.ToShortDateString(),
MaxMoneyBalance.ToString("F2") + unit,
maxMoneyBalanceDate.ToShortDateString(),
(Configs.InitialAccount - MinMoneyBalance).ToString("F2") + unit,
MaxMoneyDrawdown.ToString("F2") + unit,
maxMoneyDrawdownPercent.ToString("F2") + "%",
maxMoneyDrawdownDate.ToShortDateString(),
Bars.ToString(CultureInfo.InvariantCulture),
(Bars - FirstBar).ToString(CultureInfo.InvariantCulture),
barsWithPos.ToString(CultureInfo.InvariantCulture),
(100f * barsWithPos / (Bars - FirstBar)).ToString("F2") + "%",
trades.ToString(CultureInfo.InvariantCulture),
totalWinTrades.ToString(CultureInfo.InvariantCulture),
totalLossTrades.ToString(CultureInfo.InvariantCulture),
(1f * totalWinTrades / (totalWinTrades + totalLossTrades)).ToString("F2"),
Math.Max(maxLongMoneyWin, maxShortMoneyWin).ToString("F2") + unit,
(GrossMoneyProfit / totalWinTrades).ToString("F2") + unit,
Math.Min(maxLongMoneyLoss, maxShortMoneyLoss).ToString("F2") + unit,
(GrossMoneyLoss / totalLossTrades).ToString("F2") + unit,
(1f * (NetMoneyBalance - Configs.InitialAccount) / trades).ToString("F2") + unit,
AvrgHoldingPeriodRet.ToString("F2") + "%",
GeomHoldingPeriodRet.ToString("F2") + "%",
SharpeRatio.ToString("F2")
};
AdditionalStatsValueLong = new[]
{
Configs.InitialAccount.ToString("F2") + unit,
NetLongMoneyBalance.ToString("F2") + unit,
(NetLongMoneyBalance - Configs.InitialAccount).ToString("F2") + unit,
(100 * ((NetLongMoneyBalance - Configs.InitialAccount) / Configs.InitialAccount)).ToString("F2") + "%",
grossLongMoneyProfit.ToString("F2") + unit,
grossLongMoneyLoss.ToString("F2") + unit,
(Math.Abs(grossLongMoneyLoss - 0) < sigma
? grossLongMoneyProfit
: Math.Abs(grossLongMoneyProfit / grossLongMoneyLoss)).ToString("F2"),
((365f / Time[Bars - 1].Subtract(Time[0]).Days) *
(NetLongMoneyBalance - Configs.InitialAccount)).ToString("F2") + unit,
(100 * (365f / Time[Bars - 1].Subtract(Time[0]).Days) *
(NetLongMoneyBalance - Configs.InitialAccount) / Configs.InitialAccount).ToString("F2") + "%",
MinLongMoneyBalance.ToString("F2") + unit,
minLongMoneyBalanceDate.ToShortDateString(),
MaxLongMoneyBalance.ToString("F2") + unit,
maxLongMoneyBalanceDate.ToShortDateString(),
(Configs.InitialAccount - MinLongMoneyBalance).ToString("F2") + unit,
maxLongMoneyDrawdown.ToString("F2") + unit,
maxLongMoneyDrawdownPercent.ToString("F2") + "%",
maxLongMoneyDrawdownDate.ToShortDateString(),
Bars.ToString(CultureInfo.InvariantCulture),
(Bars - FirstBar).ToString(CultureInfo.InvariantCulture),
barsWithLongPos.ToString(CultureInfo.InvariantCulture),
(100f * barsWithLongPos / (Bars - FirstBar)).ToString("F2") + "%",
totalLongTrades.ToString(CultureInfo.InvariantCulture),
winningLongTrades.ToString(CultureInfo.InvariantCulture),
losingLongTrades.ToString(CultureInfo.InvariantCulture),
(1f * winningLongTrades / (winningLongTrades + losingLongTrades)).ToString("F2"),
maxLongMoneyWin.ToString("F2") + unit,
(grossLongMoneyProfit / winningLongTrades).ToString("F2") + unit,
maxLongMoneyLoss.ToString("F2") + unit,
(grossLongMoneyLoss / losingLongTrades).ToString("F2") + unit,
(1f * (NetLongMoneyBalance - Configs.InitialAccount) /
(winningLongTrades + losingLongTrades)).ToString("F2") + unit,
ahprLong.ToString("F2") + "%",
ghprLong.ToString("F2") + "%",
sharpeRatioLong.ToString("F2")
};
AdditionalStatsValueShort = new[]
{
Configs.InitialAccount.ToString("F2") + unit,
NetShortMoneyBalance.ToString("F2") + unit,
(NetShortMoneyBalance - Configs.InitialAccount).ToString("F2") + unit,
(100 * ((NetShortMoneyBalance - Configs.InitialAccount) / Configs.InitialAccount)).ToString("F2") + "%",
grossShortMoneyProfit.ToString("F2") + unit,
grossShortMoneyLoss.ToString("F2") + unit,
(Math.Abs(grossShortMoneyLoss - 0) < sigma
? grossShortMoneyProfit
: Math.Abs(grossShortMoneyProfit / grossShortMoneyLoss)).ToString("F2"),
((365f / Time[Bars - 1].Subtract(Time[0]).Days) *
(NetShortMoneyBalance - Configs.InitialAccount)).ToString("F2") + unit,
(100 * (365f / Time[Bars - 1].Subtract(Time[0]).Days) *
(NetShortMoneyBalance - Configs.InitialAccount) / Configs.InitialAccount).ToString("F2") + "%",
MinShortMoneyBalance.ToString("F2") + unit,
minShortMoneyBalanceDate.ToShortDateString(),
MaxShortMoneyBalance.ToString("F2") + unit,
maxShortMoneyBalanceDate.ToShortDateString(),
(Configs.InitialAccount - MinShortMoneyBalance).ToString("F2") + unit,
maxShortMoneyDrawdown.ToString("F2") + unit,
maxShortMoneyDrawdownPercent.ToString("F2") + "%",
maxShortMoneyDrawdownDate.ToShortDateString(),
Bars.ToString(CultureInfo.InvariantCulture),
(Bars - FirstBar).ToString(CultureInfo.InvariantCulture),
barsWithShortPos.ToString(CultureInfo.InvariantCulture),
(100f * barsWithShortPos / (Bars - FirstBar)).ToString("F2") + "%",
totalShortTrades.ToString(CultureInfo.InvariantCulture),
winningShortTrades.ToString(CultureInfo.InvariantCulture),
losingShortTrades.ToString(CultureInfo.InvariantCulture),
(1f * winningShortTrades / (winningShortTrades + losingShortTrades)).ToString("F2"),
maxShortMoneyWin.ToString("F2") + unit,
(grossShortMoneyProfit / winningShortTrades).ToString("F2") + unit,
maxShortMoneyLoss.ToString("F2") + unit,
(grossShortMoneyLoss / losingShortTrades).ToString("F2") + unit,
(1f * (NetShortMoneyBalance - Configs.InitialAccount) / (winningShortTrades + losingShortTrades))
.ToString("F2") + unit,
ahprShort.ToString("F2") + "%",
ghprShort.ToString("F2") + "%",
sharpeRatioShort.ToString("F2")
};
}
public string DisplayLine()
{
return(Description.PadRight(nameColumnWidth) + "|" + TradeCount.ToString().PadRight(columnWidth) + "|" + ProfitFactor.ToString("0.00").PadRight(columnWidth) + "|$" +
TotalProfit.ToString("0.00").PadRight(columnWidth) + "|$" + SpreadCost.ToString("0.00").PadRight(columnWidth) + "|" +
WinPercent.ToString("0.00").PadRight(columnWidth) + "%");
}
