strategy - Pine Script Variable

strategy

Overview

Performance and position statistics for strategy scripts.

Fields

Field	Type	Description
strategy.account_currency	simple string	Returns the currency used to calculate results, which can be set in the strategy’s properties.
strategy.avg_losing_trade	series float	Returns the average amount of money lost per losing trade. Calculated as the sum of losses divided by the number of losing trades.
strategy.avg_losing_trade_percent	series float	Returns the average percentage loss per losing trade. Calculated as the sum of loss percentages divided by the number of losing trades.
strategy.avg_trade	series float	Returns the average amount of money gained or lost per trade. Calculated as the sum of all profits and losses divided by the number of closed trades.
strategy.avg_trade_percent	series float	Returns the average percentage gain or loss per trade. Calculated as the sum of all profit and loss percentages divided by the number of closed trades.
strategy.avg_winning_trade	series float	Returns the average amount of money gained per winning trade. Calculated as the sum of profits divided by the number of winning trades.
strategy.avg_winning_trade_percent	series float	Returns the average percentage gain per winning trade. Calculated as the sum of profit percentages divided by the number of winning trades.
strategy.closedtrades.first_index	series int	The index, or trade number, of the first (oldest) trade listed in the List of Trades. This number is usually zero. If more trades than the allowed limit have been closed, the oldest trades are removed, and this number is the index of the oldest remaining trade.
strategy.equity	series float	Current equity (strategy.initial_capital + strategy.netprofit + strategy.openprofit).
strategy.eventrades	series int	Number of breakeven trades for the whole trading range.
strategy.grossloss	series float	Total currency value of all completed losing trades.
strategy.grossloss_percent	series float	The total value of all completed losing trades, expressed as a percentage of the initial capital.
strategy.grossprofit	series float	Total currency value of all completed winning trades.
strategy.grossprofit_percent	series float	The total currency value of all completed winning trades, expressed as a percentage of the initial capital.
strategy.initial_capital	series float	The amount of initial capital set in the strategy properties.
strategy.losstrades	series int	Number of unprofitable trades for the whole trading range.
strategy.margin_liquidation_price	series float	When margin is used in a strategy, returns the price point where a simulated margin call will occur and liquidate enough of the position to meet the margin requirements.
strategy.max_contracts_held_all	series float	Maximum number of contracts/shares/lots/units in one trade for the whole trading range.
strategy.max_contracts_held_long	series float	Maximum number of contracts/shares/lots/units in one long trade for the whole trading range.
strategy.max_contracts_held_short	series float	Maximum number of contracts/shares/lots/units in one short trade for the whole trading range.
strategy.max_drawdown	series float	Maximum equity drawdown value for the whole trading range.
strategy.max_drawdown_percent	series float	The maximum equity drawdown value for the whole trading range, expressed as a percentage and calculated by formula: Lowest Value During Trade / (Entry Price x Quantity) * 100.
strategy.max_runup	series float	Maximum equity run-up value for the whole trading range.
strategy.max_runup_percent	series float	The maximum equity run-up value for the whole trading range, expressed as a percentage and calculated by formula: Highest Value During Trade / (Entry Price x Quantity) * 100.
strategy.netprofit	series float	Total currency value of all completed trades.
strategy.netprofit_percent	series float	The total value of all completed trades, expressed as a percentage of the initial capital.
strategy.openprofit	series float	Current unrealized profit or loss for all open positions.
strategy.openprofit_percent	series float	The current unrealized profit or loss for all open positions, expressed as a percentage and calculated by formula: openPL / realizedEquity * 100.
strategy.opentrades.capital_held	series float	Returns the capital amount currently held by open trades.
strategy.position_avg_price	series float	Average entry price of current market position. If the market position is flat, ‘NaN’ is returned.
strategy.position_entry_name	series string	Name of the order that initially opened current market position.
strategy.position_size	series float	Direction and size of the current market position. If the value is > 0, the market position is long. If the value is < 0, the market position is short. The absolute value is the number of contracts/shares/lots/units in trade (position size).
strategy.wintrades	series int	Number of profitable trades for the whole trading range.

Remarks

• Values are only available in strategy() scripts and may be na until trades are present.
• Metrics update as bars complete on historical data. Use barstate.isconfirmed to avoid partial-bar reads.
• strategy.margin_liquidation_price: The variable returns na if the strategy does not use margin, i.e., the strategy declaration statement does not specify an argument for the margin_long or margin_short parameter.
• strategy.opentrades.capital_held: This variable returns na if the strategy does not simulate funding trades with a portion of the hypothetical account, i.e., if the strategy function does not include nonzero margin_long or margin_short arguments.

Example

//@version=6
strategy("Strategy snapshot", overlay=true, max_labels_count=1)

if barstate.islast
    winRate = strategy.closedtrades > 0
        ? strategy.wintrades / strategy.closedtrades * 100
        : na

    label.new(bar_index, high,
        text=str.format("Equity: {0}\nOpen trades: {1}\nWin rate: {2,number,#.##}%",
            strategy.equity, strategy.opentrades, winRate),
        style=label.style_label_left)

See Also

• strategy (namespace)
• ta (namespace)
• barstate
• ta
• syminfo