public static List <SummaryStats> SummaryProfitLoss(List <Trade> Trades, Period Period)
{
var TradeList_Stats = new List <Trade>();
List <SummaryStats> statsList = new List <SummaryStats>();
if (TradeList_Stats.Count == 0)
{
foreach (Trade t in Trades)
{
if (t.RunningProfit != 0)
{
TradeList_Stats.Add(t);
}
}
}
try
{
#region Weekly
if (Period == Period.Weekly)
{
var weekly = from q in TradeList_Stats
group q by new
{
Y = q.TimeStamp.Year,
M = q.TimeStamp.Month,
W = Math.Floor((decimal)q.TimeStamp.DayOfYear / 7) + 1,
//D=(DateTime)q.TimeStamp
}
into FGroup
orderby FGroup.Key.Y, FGroup.Key.M, FGroup.Key.W
select new
{
Year = FGroup.Key.Y,
Month = FGroup.Key.M,
Week = FGroup.Key.W,
Count = FGroup.Count(z => z.Reason != Trade.Trigger.None),
FirstTradeDate = FGroup.First().TimeStamp,
LastTradeDate = FGroup.Last().TimeStamp,
AvPrice = (double)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
.Average(t => t.RunningProfit),
SumPrice = (int)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
.Sum(t => t.RunningProfit),
marketmovement = (FGroup.Last().CurrentPrice) - (FGroup.First().CurrentPrice),
Prices = FGroup.Select(z => z.CurrentPrice),
};
foreach (var v in weekly)
{
SummaryStats stat = new SummaryStats();
stat.Detail = "Weekly Profit and Loss Summary";
stat.Period = Period;
stat.Year = (int)v.Year;
stat.Month = (int)v.Month;
stat.Week = (int)v.Week;
stat.Count = (int)v.Count;
stat.Sum = (int)v.SumPrice;
stat.Average = (double)v.AvPrice;
stat.FirstTrade = v.FirstTradeDate;
stat.LastTrade = v.LastTradeDate;
stat.MarketMovement = v.marketmovement;
stat.StandardDeviation = StandardDeviation(v.Prices.ToList());
statsList.Add(stat);
// Debug.WriteLine(v.Year + " " + v.Month + " " + v.Week + " " + v.Count + " " + v.SumPrice + " " + v.AvPrice);
}
}
#endregion
#region Fortnight
if (Period == Period.TwoWeekly)
{
var fortnight = from q in TradeList_Stats
group q by new
{
Y = q.TimeStamp.Year,
M = q.TimeStamp.Month,
W = q.TimeStamp.Day <= 15 ? 1 : 2,
//D=(DateTime)q.TimeStamp
}
into FGroup
orderby FGroup.Key.Y, FGroup.Key.M, FGroup.Key.W
select new
{
Year = FGroup.Key.Y,
Month = FGroup.Key.M,
Week = FGroup.Key.W,
Count = FGroup.Count(z => z.Reason != Trade.Trigger.None),
FirstTradeDate = FGroup.First().TimeStamp,
LastTradeDate = FGroup.Last().TimeStamp,
AvPrice = (double)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
.Average(t => t.RunningProfit),
SumPrice = (int)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
.Sum(t => t.RunningProfit),
marketmovement = (FGroup.Last().CurrentPrice) - (FGroup.First().CurrentPrice),
Prices = FGroup.Select(z => z.CurrentPrice),
};
foreach (var v in fortnight)
{
SummaryStats stat = new SummaryStats();
stat.Detail = "Fortnightly Profit and Loss Summary";
stat.Period = Period;
stat.Year = (int)v.Year;
stat.Month = (int)v.Month;
stat.Week = (int)v.Week;
stat.Count = (int)v.Count;
stat.Sum = (int)v.SumPrice;
stat.Average = (double)v.AvPrice;
stat.FirstTrade = v.FirstTradeDate;
stat.LastTrade = v.LastTradeDate;
stat.MarketMovement = v.marketmovement;
stat.StandardDeviation = StandardDeviation(v.Prices.ToList());
statsList.Add(stat);
// Debug.WriteLine(v.Year + " " + v.Month + " " + v.Week + " " + v.Count + " " + v.SumPrice + " " + v.AvPrice);
}
}
#endregion
#region Monthly
if (Period == Period.Monthly)
{
var monthly = from q in TradeList_Stats
group q by new
{
Y = q.TimeStamp.Year,
M = q.TimeStamp.Month,
//D=(DateTime)q.TimeStamp
}
into FGroup
orderby FGroup.Key.Y, FGroup.Key.M
select new
{
Year = FGroup.Key.Y,
Month = FGroup.Key.M,
FirstTradeDate = FGroup.First().TimeStamp,
LastTradeDate = FGroup.Last().TimeStamp,
Count = FGroup.Count(z => z.Reason != Trade.Trigger.None),
AvPrice = (double)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
.Average(t => t.RunningProfit),
SumPrice = (int)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
.Sum(t => t.RunningProfit),
marketmovement = (FGroup.Last().CurrentPrice) - (FGroup.First().CurrentPrice),
Prices = FGroup.Select(z => z.CurrentPrice),
};
foreach (var v in monthly)
{
SummaryStats stat = new SummaryStats();
stat.Detail = "Monthly Profit and Loss Summary";
stat.Period = Period;
stat.Year = (int)v.Year;
stat.Month = (int)v.Month;
stat.Week = 0;
stat.Count = (int)v.Count;
stat.Sum = (int)v.SumPrice;
stat.Average = (double)v.AvPrice;
stat.FirstTrade = v.FirstTradeDate;
stat.LastTrade = v.LastTradeDate;
stat.MarketMovement = v.marketmovement;
stat.StandardDeviation = StandardDeviation(v.Prices.ToList());
statsList.Add(stat);
// Debug.WriteLine(v.Year + " " + v.Month + " " + v.Count + " " + v.SumPrice + " " + v.AvPrice);
}
}
#endregion
}
catch { return(statsList); }
return(statsList);
}
private void PopulateStatBox(SummaryStats Stats)
{
statsListView.Items.Clear();
ListViewItem n = new ListViewItem("Total Profit");
n.SubItems.Add(Stats.TotalProfit.ToString());
statsListView.Items.Add(n);
ListViewItem n1 = new ListViewItem("Trade Count");
n1.SubItems.Add(Stats.TradeCount.ToString());
statsListView.Items.Add(n1);
ListViewItem n2 = new ListViewItem("Total avg Profit");
n2.SubItems.Add(Stats.Total_Avg_PL.ToString());
statsListView.Items.Add(n2);
ListViewItem n3 = new ListViewItem("Win Trades");
n3.SubItems.Add(Stats.Pct_Prof.ToString());
statsListView.Items.Add(n3);
ListViewItem n4 = new ListViewItem("Loss Trades");
n4.SubItems.Add(Stats.Pct_Loss.ToString());
statsListView.Items.Add(n4);
}
public List <CompletedTrade> CalcExpandedTradeStats(List <CompletedTrade> Trades)
{
double totalProfit = 0;
double tradeCount = Trades.Count;
double prof_count = 0;
double loss_count = 0;
double prof_sum = 0;
double loss_sum = 0;
foreach (var t in Trades)
{
t.OpenTrade.Extention.newTotalProfit = totalProfit;
if (t.CloseTrade.Reason == Trade.Trigger.CloseLong)
{
double prof = (t.CloseTrade.TradedPrice - t.OpenTrade.TradedPrice) * t.OpenTrade.Extention.OrderVol;
t.CloseTrade.Extention.newRunningProf = prof;
totalProfit += prof;
t.CloseTrade.Extention.newTotalProfit = totalProfit;
if (prof > 0)
{
prof_sum += prof;
prof_count++;
}
else
{
loss_sum += prof;
loss_count++;
}
}
if (t.CloseTrade.Reason == Trade.Trigger.CloseShort)
{
double prof = (t.OpenTrade.TradedPrice - t.CloseTrade.TradedPrice) * t.OpenTrade.Extention.OrderVol;
t.CloseTrade.Extention.newRunningProf = prof;
totalProfit += prof;
t.CloseTrade.Extention.newTotalProfit = totalProfit;
if (prof > 0)
{
prof_sum += prof;
prof_count++;
}
else
{
loss_sum += prof;
loss_count++;
}
}
}
decimal avg_pl = (decimal)Math.Round((totalProfit / tradeCount), 5);
decimal loss_pct = (decimal)Math.Round((loss_count / tradeCount) * 100, 2);
decimal prof_pct = (decimal)Math.Round((prof_count / tradeCount) * 100, 2);
decimal pl_ratio = (decimal)Math.Round((prof_sum / loss_sum), 2);
decimal avg_profit = (decimal)Math.Round((prof_count / prof_sum), 2);
decimal avg_loss = (decimal)Math.Round((loss_count / loss_sum), 2);
SummaryStats s = new SummaryStats()
{
TotalProfit = totalProfit,
TradeCount = tradeCount,
Total_Avg_PL = avg_pl,
Pct_Prof = prof_pct,
Pct_Loss = loss_pct,
Avg_Loss = avg_loss,
Avg_Prof = avg_profit,
};
try
{
StatsCalculatedEvent sc = new StatsCalculatedEvent();
sc.SumStats = s;
OnStatsCaculated(this, sc);
}
catch
{
}
return(Trades);
}
public List <Trade> CalcBasicTradeStats(List <Trade> Trades)
{
double totalProfit = 0;
double tradeCount = 0;
double prof_count = 0;
double loss_count = 0;
double prof_sum = 0;
double loss_sum = 0;
for (int x = 1; x < Trades.Count; x++)
{
if (Trades[x].TradeTriggerGeneral == Trade.Trigger.Close)
{
totalProfit += Trades[x].RunningProfit;
tradeCount++;
if (Trades[x].RunningProfit <= 0)
{
loss_count++;
loss_sum += Trades[x].RunningProfit;
}
if (Trades[x].RunningProfit > 0)
{
prof_count++;
prof_sum += Trades[x].RunningProfit;
}
Trades[x].TotalPL = totalProfit;
Trades[x].TradeCount = (int)tradeCount;
}
if (Trades[x].Reason == Trade.Trigger.OpenLong || Trades[x].Reason == Trade.Trigger.OpenShort)
{
Trades[x].TotalPL = totalProfit;
}
}
decimal avg_pl = (decimal)Math.Round((totalProfit / tradeCount), 5);
decimal loss_pct = (decimal)Math.Round((loss_count / tradeCount) * 100, 2);
decimal prof_pct = (decimal)Math.Round((prof_count / tradeCount) * 100, 2);
decimal pl_ratio = (decimal)Math.Round((prof_sum / loss_sum), 2);
decimal avg_profit = (decimal)Math.Round((prof_count / prof_sum), 2);
decimal avg_loss = (decimal)Math.Round((loss_count / loss_sum), 2);
SummaryStats s = new SummaryStats()
{
TotalProfit = totalProfit,
TradeCount = tradeCount,
Total_Avg_PL = avg_pl,
Pct_Prof = prof_pct,
Pct_Loss = loss_pct,
Avg_Loss = avg_loss,
Avg_Prof = avg_profit,
};
try
{
StatsCalculatedEvent sc = new StatsCalculatedEvent();
sc.SumStats = s;
OnStatsCaculated(this, sc);
}
catch
{
}
return(Trades);
}
public static List<SummaryStats> SummaryProfitLoss(List<Trade> Trades, Period Period)
{
var TradeList_Stats = new List<Trade>();
List<SummaryStats> statsList = new List<SummaryStats>();
if (TradeList_Stats.Count == 0)
foreach (Trade t in Trades) if (t.RunningProfit != 0) TradeList_Stats.Add(t);
try
{
#region Weekly
if (Period == Period.Weekly)
{
var weekly = from q in TradeList_Stats
group q by new
{
Y = q.TimeStamp.Year,
M = q.TimeStamp.Month,
W = Math.Floor((decimal)q.TimeStamp.DayOfYear / 7) + 1,
//D=(DateTime)q.TimeStamp
}
into FGroup
orderby FGroup.Key.Y, FGroup.Key.M, FGroup.Key.W
select new
{
Year = FGroup.Key.Y,
Month = FGroup.Key.M,
Week = FGroup.Key.W,
Count = FGroup.Count(z => z.Reason != Trade.Trigger.None),
FirstTradeDate = FGroup.First().TimeStamp,
LastTradeDate = FGroup.Last().TimeStamp,
AvPrice = (double)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
.Average(t => t.RunningProfit),
SumPrice = (int)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
.Sum(t => t.RunningProfit),
marketmovement = (FGroup.Last().CurrentPrice) - (FGroup.First().CurrentPrice),
Prices = FGroup.Select(z => z.CurrentPrice),
};
foreach (var v in weekly)
{
SummaryStats stat = new SummaryStats();
stat.Detail = "Weekly Profit and Loss Summary";
stat.Period = Period;
stat.Year = (int)v.Year;
stat.Month = (int)v.Month;
stat.Week = (int)v.Week;
stat.Count = (int)v.Count;
stat.Sum = (int)v.SumPrice;
stat.Average = (double)v.AvPrice;
stat.FirstTrade = v.FirstTradeDate;
stat.LastTrade = v.LastTradeDate;
stat.MarketMovement = v.marketmovement;
stat.StandardDeviation = StandardDeviation(v.Prices.ToList());
statsList.Add(stat);
// Debug.WriteLine(v.Year + " " + v.Month + " " + v.Week + " " + v.Count + " " + v.SumPrice + " " + v.AvPrice);
}
}
#endregion
#region Fortnight
if (Period == Period.TwoWeekly)
{
var fortnight = from q in TradeList_Stats
group q by new
{
Y = q.TimeStamp.Year,
M = q.TimeStamp.Month,
W = q.TimeStamp.Day <= 15 ? 1 : 2,
//D=(DateTime)q.TimeStamp
}
into FGroup
orderby FGroup.Key.Y, FGroup.Key.M, FGroup.Key.W
select new
{
Year = FGroup.Key.Y,
Month = FGroup.Key.M,
Week = FGroup.Key.W,
Count = FGroup.Count(z => z.Reason != Trade.Trigger.None),
FirstTradeDate = FGroup.First().TimeStamp,
LastTradeDate = FGroup.Last().TimeStamp,
AvPrice = (double)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
.Average(t => t.RunningProfit),
SumPrice = (int)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
.Sum(t => t.RunningProfit),
marketmovement = (FGroup.Last().CurrentPrice) - (FGroup.First().CurrentPrice),
Prices = FGroup.Select(z => z.CurrentPrice),
};
foreach (var v in fortnight)
{
SummaryStats stat = new SummaryStats();
stat.Detail = "Fortnightly Profit and Loss Summary";
stat.Period = Period;
stat.Year = (int)v.Year;
stat.Month = (int)v.Month;
stat.Week = (int)v.Week;
stat.Count = (int)v.Count;
stat.Sum = (int)v.SumPrice;
stat.Average = (double)v.AvPrice;
stat.FirstTrade = v.FirstTradeDate;
stat.LastTrade = v.LastTradeDate;
stat.MarketMovement = v.marketmovement;
stat.StandardDeviation = StandardDeviation(v.Prices.ToList());
statsList.Add(stat);
// Debug.WriteLine(v.Year + " " + v.Month + " " + v.Week + " " + v.Count + " " + v.SumPrice + " " + v.AvPrice);
}
}
#endregion
#region Monthly
if (Period == Period.Monthly)
{
var monthly = from q in TradeList_Stats
group q by new
{
Y = q.TimeStamp.Year,
M = q.TimeStamp.Month,
//D=(DateTime)q.TimeStamp
}
into FGroup
orderby FGroup.Key.Y, FGroup.Key.M
select new
{
Year = FGroup.Key.Y,
Month = FGroup.Key.M,
FirstTradeDate = FGroup.First().TimeStamp,
LastTradeDate = FGroup.Last().TimeStamp,
Count = FGroup.Count(z => z.Reason != Trade.Trigger.None),
AvPrice = (double)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
.Average(t => t.RunningProfit),
SumPrice = (int)FGroup.Where(z => z.Reason == Trade.Trigger.CloseShort || z.Reason == Trade.Trigger.CloseLong)
.Sum(t => t.RunningProfit),
marketmovement = (FGroup.Last().CurrentPrice) - (FGroup.First().CurrentPrice),
Prices = FGroup.Select(z => z.CurrentPrice),
};
foreach (var v in monthly)
{
SummaryStats stat = new SummaryStats();
stat.Detail = "Monthly Profit and Loss Summary";
stat.Period = Period;
stat.Year = (int)v.Year;
stat.Month = (int)v.Month;
stat.Week = 0;
stat.Count = (int)v.Count;
stat.Sum = (int)v.SumPrice;
stat.Average = (double)v.AvPrice;
stat.FirstTrade = v.FirstTradeDate;
stat.LastTrade = v.LastTradeDate;
stat.MarketMovement = v.marketmovement;
stat.StandardDeviation = StandardDeviation(v.Prices.ToList());
statsList.Add(stat);
// Debug.WriteLine(v.Year + " " + v.Month + " " + v.Count + " " + v.SumPrice + " " + v.AvPrice);
}
}
#endregion
}
catch { return statsList; }
return statsList;
}
public List<CompletedTrade> CalcExpandedTradeStats(List<CompletedTrade> Trades)
{
double totalProfit = 0;
double tradeCount = Trades.Count;
double prof_count = 0;
double loss_count = 0;
double prof_sum = 0;
double loss_sum = 0;
foreach (var t in Trades)
{
t.OpenTrade.Extention.newTotalProfit = totalProfit;
if (t.CloseTrade.Reason == Trade.Trigger.CloseLong)
{
double prof = (t.CloseTrade.TradedPrice - t.OpenTrade.TradedPrice) * t.OpenTrade.Extention.OrderVol;
t.CloseTrade.Extention.newRunningProf = prof;
totalProfit += prof;
t.CloseTrade.Extention.newTotalProfit = totalProfit;
if (prof > 0)
{
prof_sum += prof;
prof_count++;
}
else
{
loss_sum += prof;
loss_count++;
}
}
if (t.CloseTrade.Reason == Trade.Trigger.CloseShort)
{
double prof = (t.OpenTrade.TradedPrice - t.CloseTrade.TradedPrice) * t.OpenTrade.Extention.OrderVol;
t.CloseTrade.Extention.newRunningProf = prof;
totalProfit += prof;
t.CloseTrade.Extention.newTotalProfit = totalProfit;
if (prof > 0)
{
prof_sum += prof;
prof_count++;
}
else
{
loss_sum += prof;
loss_count++;
}
}
}
decimal avg_pl = (decimal)Math.Round((totalProfit / tradeCount), 5);
decimal loss_pct = (decimal)Math.Round((loss_count / tradeCount) * 100, 2);
decimal prof_pct = (decimal)Math.Round((prof_count / tradeCount) * 100, 2);
decimal pl_ratio = (decimal)Math.Round((prof_sum / loss_sum), 2);
decimal avg_profit = (decimal)Math.Round((prof_count / prof_sum), 2);
decimal avg_loss = (decimal)Math.Round((loss_count / loss_sum), 2);
SummaryStats s = new SummaryStats()
{
TotalProfit = totalProfit,
TradeCount = tradeCount,
Total_Avg_PL = avg_pl,
Pct_Prof = prof_pct,
Pct_Loss = loss_pct,
Avg_Loss = avg_loss,
Avg_Prof = avg_profit,
};
try
{
StatsCalculatedEvent sc = new StatsCalculatedEvent();
sc.SumStats = s;
OnStatsCaculated(this, sc);
}
catch
{
}
return Trades;
}
public List<Trade> CalcBasicTradeStats(List<Trade> Trades)
{
double totalProfit = 0;
double tradeCount = 0;
double prof_count = 0;
double loss_count = 0;
double prof_sum = 0;
double loss_sum = 0;
for (int x = 1; x < Trades.Count; x++)
{
if (Trades[x].TradeTriggerGeneral == Trade.Trigger.Close)
{
totalProfit += Trades[x].RunningProfit;
tradeCount++;
if (Trades[x].RunningProfit <= 0)
{
loss_count++;
loss_sum += Trades[x].RunningProfit;
}
if (Trades[x].RunningProfit > 0)
{
prof_count++;
prof_sum += Trades[x].RunningProfit;
}
Trades[x].TotalPL = totalProfit;
Trades[x].TradeCount = (int)tradeCount;
}
if (Trades[x].Reason == Trade.Trigger.OpenLong || Trades[x].Reason == Trade.Trigger.OpenShort) Trades[x].TotalPL = totalProfit;
}
decimal avg_pl = (decimal)Math.Round((totalProfit / tradeCount), 5);
decimal loss_pct = (decimal)Math.Round((loss_count / tradeCount) * 100, 2);
decimal prof_pct = (decimal)Math.Round((prof_count / tradeCount) * 100, 2);
decimal pl_ratio = (decimal)Math.Round((prof_sum / loss_sum), 2);
decimal avg_profit = (decimal)Math.Round((prof_count / prof_sum), 2);
decimal avg_loss = (decimal)Math.Round((loss_count / loss_sum), 2);
SummaryStats s = new SummaryStats()
{
TotalProfit = totalProfit,
TradeCount = tradeCount,
Total_Avg_PL = avg_pl,
Pct_Prof = prof_pct,
Pct_Loss = loss_pct,
Avg_Loss = avg_loss,
Avg_Prof = avg_profit,
};
try
{
StatsCalculatedEvent sc = new StatsCalculatedEvent();
sc.SumStats = s;
OnStatsCaculated(this, sc);
}
catch
{
}
return Trades;
}
