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@debut/plugin-stats

The Debut plugin, for collecting trade statistics. It works both in real time and in the strategy tester.

Installation

npm install @debut/plugin-stats --save

Parameters

Name Type Description
amount number number Initial amount to trade

API

The plugin has only two methods:

this.plugins.stats.report() - allows you to generate a report in human-understandable form, with rounded numbers to 2 decimal places

this.plugins.stats.getState() - gives the current state of data without any processing, allows to get real data quickly, if necessary, without causing slow formatting

Stats description

Name Description
startBalance start means
balance end (current) level of funds
maxBalance maximum level of funds for the trading period
minBalance minimum level of funds for the trading period
maxMarginUsage maximum margin (funds over one trade)
profit net profit excluding commissions
long number of buy trades
longRight Number of profitable buy trades
short number of shorts
shortRight Number of profitable shorts
absoluteDD absolute drawdown
relativeDD relative drawdown
maxWin Maximum gain per trade
maxLoose Maximum loss per trade
profitProb Probability of profitable trade
looseProb Probability of losing trade
expectation mathematical expectation of winning
failLine Maximum length of a series of losing trades of any type
rightLine Maximum length of a series of profitable trades of any type
avgFailLine Average length of the series of losing trades
avgRightLine Average length of the series of profitable trades
ticksHandled Number of processed ticks for the period of work
candlesHandled Number of candles processed during the period of work