KeyMetricKind

API documentation for tradeexecutor.strategy.summary.KeyMetricKind Python class in Trading Strategy framework.

class KeyMetricKind

Bases: Enum

What key metrics we have available on a strategy summary card.

All othe metrics will be available as well, but we do not cache them for the quick frontend rendering.

__init__()

Methods

get_help_link()

Attributes

sharpe	Sharpe ratio for the execution
sortino	Sortino ratio for the execution
max_drawdown	Negative value 0...-1
started_at	UNIX timestamp when the first trade was executd
cagr	CAGR
profitability	All-time profitability
total_equity	Total equity
last_trade	Last trade
trades_last_week	Trades last week
trades_per_month	Trades per month estimate
trading_period_length	Duration of the trading period
return_percent	Percentage return over the trading period
annualised_return_percent	Annualized percentage return, adjusted for the length of the trading period
cash_at_start	Initial cash amount at the start of the trading period
value_at_end	Portfolio value at the end of the trading period
trade_volume	Total value of all trades conducted
position_win_percent	Percentage of positions that were profitable
total_positions	Total number of trading positions taken
won_positions	Number of positions that resulted in a profit
lost_positions	Number of positions that resulted in a loss
stop_losses_triggered	Number of times stop losses were triggered
stop_loss_percent_of_all	Percentage of all positions where stop losses were triggered
stop_loss_percent_of_lost	Percentage of losing positions where stop losses were triggered
winning_stop_losses	Number of winning positions where stop losses were set
winning_stop_losses_percent	Percentage of winning positions where stop losses were set
losing_stop_losses	Number of losing positions where stop losses were triggered
losing_stop_losses_percent	Percentage of losing positions where stop losses were triggered
take_profits_triggered	Number of times take profits were triggered
take_profit_percent_of_all	Percentage of all positions where take profits were triggered
take_profit_percent_of_won	Percentage of winning positions where take profits were triggered
zero_profit_positions	Number of positions closed with zero profit or loss
positions_open_at_the_end	Number of positions still open at the end of the trading period
realised_profit_and_loss	Total realized profit and loss from all closed positions
unrealised_profit_and_loss	Unrealized profit and loss from positions still open
portfolio_unrealised_value	Unrealized value of the portfolio
extra_returns_on_lending_pool_interest	Extra returns earned from lending pool interest
cash_left_at_the_end	Cash amount remaining at the end of the trading period
average_winning_position_profit_percent	Average profit percentage for winning positions
average_losing_position_loss_percent	Average loss percentage for losing positions
biggest_winning_position_percent	Largest percentage profit for a single position
biggest_losing_position_percent	Largest percentage loss for a single position
average_duration_of_winning_positions	Average duration for positions that ended in profit
average_duration_of_losing_positions	Average duration for positions that ended in loss
average_bars_of_winning_positions	Average number of price bars for winning positions
average_bars_of_losing_positions	Average number of price bars for losing positions
lp_fees_paid	Total liquidity provider fees paid
lp_fees_paid_percent_of_volume	Percentage of trade volume spent on liquidity provider fees
average_position	Average profit or loss for all positions
median_position	Median profit or loss for all positions
most_consecutive_wins	Highest number of consecutive winning trades
most_consecutive_losses	Highest number of consecutive losing trades
biggest_realised_risk	Largest risk realized in a single trade
avg_realised_risk	Average risk realized across all trades
max_pullback_of_total_capital	Maximum percentage pullback from peak capital
max_loss_risk_at_opening_of_position	Maximum loss risked at the opening of a position
average_interest_paid_usd
median_interest_paid_usd
max_interest_paid_usd
min_interest_paid_usd
total_interest_paid_usd
average_duration_between_position_openings
average_position_frequency

sharpe = 'sharpe'

Sharpe ratio for the execution

sortino = 'sortino'

Sortino ratio for the execution

max_drawdown = 'max_drawdown'

Negative value 0…-1

started_at = 'started_at'

UNIX timestamp when the first trade was executd

cagr = 'cagr'

CAGR

See CAGR

profitability = 'profitability'

All-time profitability

total_equity = 'total_equity'

Total equity

last_trade = 'last_trade'

Last trade

trades_last_week = 'trades_last_week'

Trades last week

trades_per_month = 'trades_per_month'

Trades per month estimate

trading_period_length = 'trading_period_length'

Duration of the trading period

return_percent = 'return_percent'

Percentage return over the trading period

annualised_return_percent = 'annualised_return_percent'

Annualized percentage return, adjusted for the length of the trading period

cash_at_start = 'cash_at_start'

Initial cash amount at the start of the trading period

value_at_end = 'value_at_end'

Portfolio value at the end of the trading period

trade_volume = 'trade_volume'

Total value of all trades conducted

position_win_percent = 'position_win_percent'

Percentage of positions that were profitable

total_positions = 'total_positions'

Total number of trading positions taken

won_positions = 'won_positions'

Number of positions that resulted in a profit

lost_positions = 'lost_positions'

Number of positions that resulted in a loss

stop_losses_triggered = 'stop_losses_triggered'

Number of times stop losses were triggered

stop_loss_percent_of_all = 'stop_loss_percent_of_all'

Percentage of all positions where stop losses were triggered

stop_loss_percent_of_lost = 'stop_loss_percent_of_lost'

Percentage of losing positions where stop losses were triggered

winning_stop_losses = 'winning_stop_losses'

Number of winning positions where stop losses were set

winning_stop_losses_percent = 'winning_stop_losses_percent'

Percentage of winning positions where stop losses were set

losing_stop_losses = 'losing_stop_losses'

Number of losing positions where stop losses were triggered

losing_stop_losses_percent = 'losing_stop_losses_percent'

Percentage of losing positions where stop losses were triggered

take_profits_triggered = 'take_profits_triggered'

Number of times take profits were triggered

take_profit_percent_of_all = 'take_profit_percent_of_all'

Percentage of all positions where take profits were triggered

take_profit_percent_of_won = 'take_profit_percent_of_won'

Percentage of winning positions where take profits were triggered

zero_profit_positions = 'zero_profit_positions'

Number of positions closed with zero profit or loss

positions_open_at_the_end = 'positions_open_at_the_end'

Number of positions still open at the end of the trading period

realised_profit_and_loss = 'realised_profit_and_loss'

Total realized profit and loss from all closed positions

unrealised_profit_and_loss = 'unrealised_profit_and_loss'

Unrealized profit and loss from positions still open

portfolio_unrealised_value = 'portfolio_unrealised_value'

Unrealized value of the portfolio

extra_returns_on_lending_pool_interest = 'extra_returns_on_lending_pool_interest'

Extra returns earned from lending pool interest

cash_left_at_the_end = 'cash_left_at_the_end'

Cash amount remaining at the end of the trading period

average_winning_position_profit_percent = 'average_winning_position_profit_percent'

Average profit percentage for winning positions

average_losing_position_loss_percent = 'average_losing_position_loss_percent'

Average loss percentage for losing positions

biggest_winning_position_percent = 'biggest_winning_position_percent'

Largest percentage profit for a single position

biggest_losing_position_percent = 'biggest_losing_position_percent'

Largest percentage loss for a single position

average_duration_of_winning_positions = 'average_duration_of_winning_positions'

Average duration for positions that ended in profit

average_duration_of_losing_positions = 'average_duration_of_losing_positions'

Average duration for positions that ended in loss

average_bars_of_winning_positions = 'average_bars_of_winning_positions'

Average number of price bars for winning positions

average_bars_of_losing_positions = 'average_bars_of_losing_positions'

Average number of price bars for losing positions

lp_fees_paid = 'lp_fees_paid'

Total liquidity provider fees paid

lp_fees_paid_percent_of_volume = 'lp_fees_paid_percent_of_volume'

Percentage of trade volume spent on liquidity provider fees

average_position = 'average_position'

Average profit or loss for all positions

median_position = 'median_position'

Median profit or loss for all positions

most_consecutive_wins = 'most_consecutive_wins'

Highest number of consecutive winning trades

most_consecutive_losses = 'most_consecutive_losses'

Highest number of consecutive losing trades

biggest_realised_risk = 'biggest_realised_risk'

Largest risk realized in a single trade

avg_realised_risk = 'avg_realised_risk'

Average risk realized across all trades

max_pullback_of_total_capital = 'max_pullback_of_total_capital'

Maximum percentage pullback from peak capital

max_loss_risk_at_opening_of_position = 'max_loss_risk_at_opening_of_position'

Maximum loss risked at the opening of a position