# Trade statistics

The following system variables can be used to obtain trade statistics separately per asset, algorithm, and long/short trade direction. They can be evaluated in real time while trading, or at the end of a simulation cycle for calculating statistics in [Test] mode. All parameters are read/only. Most come in three flavors:

**...Long**: Results of all long trades with the current asset and algorithm. Including phantom trades, but not including pool trades.

**...Short**: Results of all short trades with the current asset and algorithm, including phantom trades, but no pool trades.

**...Total**: Results of all trades with all assets and algorithms, not including phantom trades.

In [Test] mode the **...Long** and **...Short** results are from the current sample cycle only, which allows to produce statistics distributions of sample cycles. If the ALLCYCLES flag is set, the **...Long** and **...Short** results are summed up from the all sample cycles. The **...Total** results are always summed up.

A set of overall strategy statistics is available after the end of a simulation, and can be evaluated in the objective or the evaluate function.

## WinLong

## WinShort

## WinTotal

Sum of profits of all trades won so far. When oversampling or phantom trades are used, **WinLong** or **WinShort** can be higher than **WinTotal**.
## PipsTotal

Pips of all won trades minus pips of all lost trades, volume neutral.
## LossLong

## LossShort

## LossTotal

Sum of losses by all trades lost so far. The accumulated balance, i.e. the return of all closed trades is **WinTotal - LossTotal**. **WinTotal** or **LossTotal** can be modified by script for simulating additional wins or losses
in the backtest.
## WinValLong

## WinValShort

## WinValTotal

Open profit of all currently winning trades.
## LossValLong

## LossValShort

## LossValTotal

Open loss amount of all currently losing trades. The accumulated equity, i.e. the current profit of all open and closed trades is **WinTotal - LossTotal + WinValTotal - LossValTotal**.
## ProfitClosed

Realized component profit so far; **WinLong-LossLong+WinShort-LossShort**.
## ProfitOpen

Unrealized component profit so far; **WinValLong-LossValLong+WinValShort-LossValShort**.
## BalanceLong

## BalanceShort

Sum of returns of all closed trades; **WinLong-LossLong** resp. **WinShort-LossShort**.
## EquityLong

## EquityShort

Sum of returns of all closed, plus value of all open trades; **BalanceLong+WinValLong-LossValLong** resp. **BalanceShort+WinValShort-LossValShort**.
## WinMaxLong

## WinMaxShort

## WinMaxTotal

Maximum profit of a trade so far.
## LossMaxLong

## LossMaxShort

## LossMaxTotal

Maximum loss of a trade so far.
## NumWinLong

## NumWinShort

## NumWinTotal

Number of profitable trades so far. The average return per winning trade is **WinTotal/NumWinTotal**.
## NumLossLong

## NumLossShort

## NumLossTotal

Number of lost trades so far. The average return per trade is **(WinTotal-LossTotal)/(NumWinTotal+NumLossTotal)**.
## LossStreakLong

## LossStreakShort

## LossStreakTotal

Current number of losses in a row, or **0** if the last trade was a winner.
## WinStreakLong

## WinStreakShort

## WinStreakTotal

Current number of wins in a row, or **0** if the last trade was lost.
## LossStreakValLong

## LossStreakValShort

## LossStreakValTotal

Accumulated loss of the current loss streak, or **0** if the last trade was a winner.
## WinStreakValLong

## WinStreakValShort

## WinStreakValTotal

Accumulated profit of the current win streak, or **0** if the last trade was lost.
## NumWinningLong

## NumWinningShort

Number of currently open winning trades with the current asset and algorithm, including phantom trades.
## NumLosingLong

## NumLosingShort

Number of currently open losing trades with the current asset and algorithm, including phantom trades.
## NumOpenLong

## NumOpenShort

Number of currently open trades with the current asset and algorithm, including phantom trades.
## NumLongTotal

## NumShortTotal

## NumOpenTotal

## NumOpenPhantom

Numbers of currently open trades with all assets and algorithms.
## NumPendingLong

## NumPendingShort

## NumPendingTotal

Number of currently pending trades, i.e. trades that have just been entered, or that have not yet reached their Entry Stop or Limit within their EntryTime period. **NumPendingTotal** includes pending phantom trades in Virtual Hedging mode, as they also trigger real trades.
## NumRejected

Number of rejected open or close orders in live trading, due to lack or market liquidity, broker connection failure, market closures, holidays, or other reasons.
## LotsPool

## LotsPhantom

Open net lot sum of real trades and phantom trades for virtual hedging with the current asset. The net lot sum is the difference of long lots and short lots. **LotsPool** is also valid when no virtual hedging is used.
## ResultLong[0] .. ResultLong[19]

## ResultShort[0] .. ResultShort[19]

Arrays containing the last 20 trade results as difference between entry and exit prices. The **[0]** element contains the result of the most recent trade. **Result/PIP** gives the profit or loss of the trade in pips (disregarding the trade volume). These arrays can be used for equity curve trading.

### Type:

**int** for numbers that count something, otherwise** var**.
### Remarks:

- The parameters are part of the
**GLOBALS** struct and the **STATUS** structs. They are defined in **include\variables.h**.
- The parameters are only affected by trades opened with the current Zorro instance. Trades opened manually or with other platforms on the same account do not affect the trade statistics parameters.
- Every algo and asset call changes the component-dependent
**...Long** and **...Short** statistics variables. They are set to the statistics of the selected asset and algorithm identifier. The **...Total** statistics variables are unaffected by algo and asset calls.
- If a backtest or training runs over several bar cycles, the
**...Long** and **...Short** statistics variables are taken from the last bar cycle, while the **...Total** statistics variables are taken from the average of all bar cycles.
- Arbitrary metrics can be calculated by enumerating trades with for(open_trades) or for(all_trades) and summing up the desired value.
- Trade statistics are updated on every bar. They are reset when the strategy is restarted. For preventing this, they could be copied into global variables or saved in a file that is loaded at start of the strategy.

### Example:

*// suspend trading after 4 losses in a row*

if(LossStreakShort >= 4 || LossStreakLong >= 4)

Lots = -1; *// phantom trades*

else
Lots = 1;

### See also:

Trade parameters, Balance, Lots, for(trades), strategy statistics, performance report

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