private void CalculateSummary(IEnumerable <TradeViewModel> trades, PerformanceData performanceData)
{
var hasTrades = trades.Any();
var profitableTrades = trades.Where(x => x.Profit > 0).ToList();
var losingTrades = trades.Where(x => x.Profit <= 0).ToList();
performanceData.ProfitLoss = trades.Sum(x => x.Profit);
performanceData.GrossProfits = profitableTrades.Sum(x => x.Profit);
performanceData.GrossLosses = losingTrades.Sum(x => x.Profit);
performanceData.MaxProfit = hasTrades ? trades.Max(x => x.Profit) : 0;
performanceData.MaxLoss = hasTrades
? losingTrades.Any()
? -losingTrades.Min(x => x.Profit)
: 0
: 0;
performanceData.AverageWin = hasTrades && profitableTrades.Any() ? profitableTrades.Select(x => x.Profit).Average() : 0;
performanceData.AverageLoss = hasTrades && losingTrades.Any() ? losingTrades.Select(x => x.Profit).Average() : 0;
performanceData.TotalTrades = trades.Count();
performanceData.TotalWins = profitableTrades.Count();
performanceData.TotalLosses = losingTrades.Count();
performanceData.WinLossRatio = performanceData.TotalTrades > 0
? (performanceData.TotalLosses == 0 ? 100 : (double)performanceData.TotalWins / performanceData.TotalTrades * 100)
: 0;
performanceData.ProfitFactor = performanceData.GrossLosses != 0
? performanceData.GrossProfits / -performanceData.GrossLosses
: 0;
performanceData.NumberConsecutiveLosses = CalculateConsecutiveLosses(trades);
performanceData.AverageHoldingTime = hasTrades
? TimeSpan.FromMinutes(trades.Average(x => x.HoldingTime.TotalMinutes))
: TimeSpan.Zero;
}
public void CalculateSummary(TradeCollection trades)
{
_trades = trades;
var includedTrades = trades.Where(x => Filter.IsIncluded(x));
var excludedTrades = trades.Where(x => !Filter.IsIncluded(x));
CalculateSummary(includedTrades, PerformanceData);
CalculateSummary(excludedTrades, ExcludedPerformanceData);
var basicStrategyPerformance = new PerformanceData();
CalculateSummary(trades, basicStrategyPerformance);
CalculateComparisonSummary(basicStrategyPerformance, PerformanceData);
}
private void CalculateComparisonSummary(PerformanceData basicStrategyPerformance, PerformanceData filteredStrategyPerformance)
{
if (basicStrategyPerformance.ProfitFactor != 0)
{
var value = Math.Abs((filteredStrategyPerformance.ProfitFactor - basicStrategyPerformance.ProfitFactor) / basicStrategyPerformance.ProfitFactor) * 100;
var temp = filteredStrategyPerformance.ProfitFactor > basicStrategyPerformance.ProfitFactor ? "IMPROVED" : "MADE WORSE";
ComparisonPerformanceData.ProfitFactor = $"{temp} by {value:0.0}%";
}
else
{
ComparisonPerformanceData.ProfitFactor = string.Empty;
}
if (basicStrategyPerformance.WinLossRatio != 0)
{
var value = Math.Abs((filteredStrategyPerformance.WinLossRatio - basicStrategyPerformance.WinLossRatio) / basicStrategyPerformance.WinLossRatio) * 100;
var temp = filteredStrategyPerformance.WinLossRatio > basicStrategyPerformance.WinLossRatio ? "IMPROVED" : "MADE WORSE";
ComparisonPerformanceData.WinLossRatio = $"{temp} by {value:0.0}%";
}
else
{
ComparisonPerformanceData.WinLossRatio = string.Empty;
}
ComparisonPerformanceData.LosingTradesEliminated = basicStrategyPerformance.TotalLosses - filteredStrategyPerformance.TotalLosses;
ComparisonPerformanceData.WinningTradesEliminated = basicStrategyPerformance.TotalWins - filteredStrategyPerformance.TotalWins;
if (ComparisonPerformanceData.WinningTradesEliminated != 0)
{
var value = (double)ComparisonPerformanceData.WinningTradesEliminated / ComparisonPerformanceData.LosingTradesEliminated * 100;
ComparisonPerformanceData.EliminationRatio = $"{value:0.00}";
}
else
{
ComparisonPerformanceData.EliminationRatio = string.Empty;
}
ComparisonPerformanceData.LossesEliminated = -basicStrategyPerformance.GrossLosses - (-filteredStrategyPerformance.GrossLosses);
ComparisonPerformanceData.WinningsEliminated = basicStrategyPerformance.GrossProfits - filteredStrategyPerformance.GrossProfits;
}
