amirghadiri1987
1 line
19 KiB
Plaintext
1 line
19 KiB
Plaintext
// https://www.mql5.com/ru/forum/1111/page2440#comment_11395809
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//+------------------------------------------------------------------+
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//| Structure for trade statistics |
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//+------------------------------------------------------------------+
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struct ExpTradeSummary
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{
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public:
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long Pass;
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double initial_deposit; // initial deposit
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double withdrawal; // withdrawal amount
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double profit; // profit (+)
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double grossprofit; // gross profit
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double grossloss; // gross loss
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double maxprofit; // the most profitable trade
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double minprofit; // the most losing trade
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double conprofitmax; // the profit from a longest series of profitable deals
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double maxconprofit; // the highest profit among the profitable series
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double conlossmax; // the loss from a longest series of losing deals
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double maxconloss; // the highest loss among the losing series
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double balance_min; // the minimum balance value (for calculating the absolute drawdown)
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double maxdrawdown; // the maximum balance drawdown
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double drawdownpercent; // the ratio of the maximum balance drawdown to the highest value
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double reldrawdown; // maximum relative balance drawdown in money
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double reldrawdownpercent; // maximum relative balance drawdown in percent
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double equity_min; // the minimum equity value (for calculating the absolute equity drawdown)
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double maxdrawdown_e; // the maximum equity drawdown
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double drawdownpercent_e; // the ratio of the maximum equity drawdown to the highest value
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double reldrawdown_e; // maximum relative equity drawdown in money
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double reldrawdownpercnt_e; // maximum relative equity drawdown in percent
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double expected_payoff; // expected payoff (+)
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double profit_factor; // profit factor (+)
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double recovery_factor; // recovery factor (+)
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double sharpe_ratio; // Sharpe ratio (+)
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double margin_level; // minimum margin level
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double custom_fitness; // custom fitness - OnTester result (+)
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int deals; // the total number of deals
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int trades; // the number of out/inout deals
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int profittrades; // the number of profitable deals
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int losstrades; // the number of losing deals
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int shorttrades; // the number of short deals
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int longtrades; // the number of long deals
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int winshorttrades; // the number of profitable short deals
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int winlongtrades; // the number of profitable long deals
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int conprofitmax_trades; // the longest series of consecutive profitable deals
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int maxconprofit_trades; // maximum profit series
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int conlossmax_trades; // the longest series of consecutive losing deals
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int maxconloss_trades; // maximum losing series
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int avgconwinners; // the average number of consecutive profitable deals
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int avgconloosers; // the average number of consecutive losing deals
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#define TOSTRING(A) #A + " = " + (string)(A) + "\n"
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string ToString( void ) const
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{
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return(
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TOSTRING(Pass) +
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TOSTRING(initial_deposit) + // initial deposit
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TOSTRING(withdrawal) + // withdrawal amount
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TOSTRING(profit) + // profit (+)
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TOSTRING(grossprofit) + // gross profit
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TOSTRING(grossloss) + // gross loss
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TOSTRING(maxprofit) + // the most profitable trade
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TOSTRING(minprofit) + // the most losing trade
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TOSTRING(conprofitmax) + // the profit from a longest series of profitable deals
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TOSTRING(maxconprofit) + // the highest profit among the profitable series
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TOSTRING(conlossmax) + // the loss from a longest series of losing deals
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TOSTRING(maxconloss) + // the highest loss among the losing series
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TOSTRING(balance_min) + // the minimum balance value (for calculating the absolute drawdown)
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TOSTRING(maxdrawdown) + // the maximum balance drawdown
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TOSTRING(drawdownpercent) + // the ratio of the maximum balance drawdown to the highest value
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TOSTRING(reldrawdown) + // maximum relative balance drawdown in money
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TOSTRING(reldrawdownpercent) + // maximum relative balance drawdown in percent
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TOSTRING(equity_min) + // the minimum equity value (for calculating the absolute equity drawdown)
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TOSTRING(maxdrawdown_e) + // the maximum equity drawdown
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TOSTRING(drawdownpercent_e) + // the ratio of the maximum equity drawdown to the highest value
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TOSTRING(reldrawdown_e) + // maximum relative equity drawdown in money
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TOSTRING(reldrawdownpercnt_e) + // maximum relative equity drawdown in percent
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TOSTRING(expected_payoff) + // expected payoff (+)
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TOSTRING(profit_factor) + // profit factor (+)
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TOSTRING(recovery_factor) + // recovery factor (+)
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TOSTRING(sharpe_ratio) + // Sharpe ratio (+)
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TOSTRING(margin_level) + // minimum margin level
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TOSTRING(custom_fitness) + // minimum margin level
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TOSTRING(deals) + // the total number of deals
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TOSTRING(trades) + // the number of out/inout deals
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TOSTRING(profittrades) + // the number of profitable deals
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TOSTRING(losstrades) + // the number of losing deals
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TOSTRING(shorttrades) + // the number of short deals
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TOSTRING(longtrades) + // the number of long deals
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TOSTRING(winshorttrades) + // the number of profitable short deals
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TOSTRING(winlongtrades) + // the number of profitable long deals
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TOSTRING(conprofitmax_trades) + // the longest series of consecutive profitable deals
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TOSTRING(maxconprofit_trades) + // maximum profit series
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TOSTRING(conlossmax_trades) + // the longest series of consecutive losing deals
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TOSTRING(maxconloss_trades) + // maximum losing series
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TOSTRING(avgconwinners) + // the average number of consecutive profitable deals
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TOSTRING(avgconloosers) // the average number of consecutive losing deals
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);
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}
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double TesterStatistics( const ENUM_STATISTICS Statistic_ID ) const
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{
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switch (Statistic_ID)
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{
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case STAT_INITIAL_DEPOSIT:
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return(this.initial_deposit);
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case STAT_WITHDRAWAL:
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return(this.withdrawal);
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case STAT_PROFIT:
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return(this.profit);
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case STAT_GROSS_PROFIT:
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return(this.grossprofit);
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case STAT_GROSS_LOSS:
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return(-this.grossloss);
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case STAT_MAX_PROFITTRADE:
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return(this.maxprofit);
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case STAT_MAX_LOSSTRADE:
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return(-this.minprofit);
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case STAT_CONPROFITMAX:
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return(this.maxconprofit);
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case STAT_CONPROFITMAX_TRADES:
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return(this.maxconprofit_trades);
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case STAT_MAX_CONWINS:
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return(this.conprofitmax);
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case STAT_MAX_CONPROFIT_TRADES:
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return(this.conprofitmax_trades);
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case STAT_CONLOSSMAX:
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return(-this.conlossmax);
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case STAT_CONLOSSMAX_TRADES:
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return(this.conlossmax_trades);
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case STAT_MAX_CONLOSSES:
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return(-this.maxconloss);
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case STAT_MAX_CONLOSS_TRADES:
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return(this.maxconloss_trades);
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case STAT_BALANCEMIN:
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return(this.balance_min);
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case STAT_BALANCE_DD:
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return(this.maxdrawdown);
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case STAT_BALANCEDD_PERCENT:
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return(this.drawdownpercent);
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case STAT_BALANCE_DDREL_PERCENT:
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return(this.reldrawdownpercent);
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case STAT_BALANCE_DD_RELATIVE:
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return(this.reldrawdown);
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case STAT_EQUITYMIN:
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return(this.equity_min);
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case STAT_EQUITY_DD:
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return(this.maxdrawdown_e);
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case STAT_EQUITYDD_PERCENT:
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return(this.drawdownpercent_e);
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case STAT_EQUITY_DDREL_PERCENT:
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return(this.reldrawdownpercnt_e);
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case STAT_EQUITY_DD_RELATIVE:
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return(this.reldrawdown_e);
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case STAT_EXPECTED_PAYOFF:
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return(this.expected_payoff);
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case STAT_PROFIT_FACTOR:
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return(this.profit_factor);
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case STAT_RECOVERY_FACTOR:
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return(this.recovery_factor);
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case STAT_SHARPE_RATIO:
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return(this.sharpe_ratio);
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case STAT_MIN_MARGINLEVEL:
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return(this.margin_level);
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case STAT_CUSTOM_ONTESTER:
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return(this.custom_fitness);
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case STAT_DEALS:
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return(this.deals);
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case STAT_TRADES:
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return(this.trades);
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case STAT_PROFIT_TRADES:
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return(this.profittrades);
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case STAT_LOSS_TRADES:
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return(this.losstrades);
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case STAT_SHORT_TRADES:
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return(this.shorttrades);
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case STAT_LONG_TRADES:
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return(this.longtrades);
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case STAT_PROFIT_SHORTTRADES:
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return(this.winshorttrades);
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case STAT_PROFIT_LONGTRADES:
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return(this.winlongtrades);
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case STAT_PROFITTRADES_AVGCON:
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return(this.avgconwinners);
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case STAT_LOSSTRADES_AVGCON:
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return(this.avgconloosers);
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}
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return(0);
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}
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#undef TOSTRING
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}; |