Superalgos - Statistics

Statistics

Track popular statistics consolidating both the base asset and the quoted asset. On this page: Episode Statistics, Position Statistics, and Order Statistics.

Statistics are accounts and performance metrics calculated by consolidating the base asset and the quoted asset, that is, taking both assets into account.

The mechanics of how both assets are consolidated and how the consolidation affects the calculations are explained in the definitions of each of the concepts.

Trading Episode Statistics

Foundations->Node->Trading Episode Statistics->Definition

Episode statistics keeps track of several metrics in the context of the episode.

Foundations->Concept->Reusable Snippets->Note for Hierarchy Tables No Discussion

Note: Click on any of the nodes to get the details, including particulars on their configuration, when applicable.

Position Statistics

Foundations->Node->Position Statistics->Definition

Position statistics keeps track of several metrics in the context of the position.

Foundations->Concept->Reusable Snippets->Note for Hierarchy Tables No Discussion

Note: Click on any of the nodes to get the details, including particulars on their configuration, when applicable.

Order Statistics

Foundations->Node->Order Statistics->Definition

Order statistics keeps track of several metrics in the context of the order.

Foundations->Concept->Reusable Snippets->Note for Hierarchy Tables No Discussion

Note: Click on any of the nodes to get the details, including particulars on their configuration, when applicable.

Trading Engine — TOC

You just read page 8 in the topic.

1. Trading Engine Hierarchy

2. Monitoring Runtime Data

3. Trading Bot Output

4. Temporal Context - Current and Last

5. Conceptual Context - Episode, Strategy, Position, Strategy Stages

6. Base Asset and Quoted Asset

7. Counters

8. Statistics

9. Distance-To-Trading-Events

10. Balances

11. Common Metrics - Hits, Fails, Hit Ratio, Profit Loss, ROI, Annualized Rate of Return

12. Accounts Specific to the Open and Close Stages

13. Accounts Specific to Orders

14. Market Data

15. Identity and Status

Superalgos is an open-source project run and governed by a decentralized community of contributors. There is no legal entity behind the project. Our body of work lives on the Internet.