CQG API 4.0 - Revised
eTradingSystemStatistic Enumeration
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Glossary Item Box

Description

Indicates the trading system statistics.

Members

MemberValueDescription
tssAverageDuration5

Average duration

tssAverageLoss9

Average loss

tssAverageProfit6

Average profit

tssAverageWin7

Average win

tssClosedNetProfit1

Closed net profit

tssCurConsecLosses17

Current consecutive losses

tssCurConsecWins15

Current consecutive wins

tssCurDrawDown23

Current draw down

tssLinearRegression25

Linear regression

tssMaxClosedDraw11

Maximum closed draw

tssMaxConsecLosses16

Maximum consecutive losses

tssMaxConsecWins14

Maximum consecutive wins

tssMaxDrawAmount12

Maximum draw amount

tssMaxDrawDuration13

Maximum draw duration

tssMaximumLoss10

Maximum loss

tssMaximumWin8

Maximum win

tssOpenPosition3

Open position

tssPercentLong4

Percent long

tssPercentWinners20

Percent winners

tssProfitLossRatio19

Profit/loss ration

tssProfitToMaxDraw18

Profit to maximum draw

tssRemoveToNeutral21

Remove to neutral

tssReturnRetracement24

Return retracement

tssTimePercentage22

Time percentage

tssTotalNetProfit0

Total net profit

tssTotalTradeCount2

Total trade count