What do each of the columns in the CSV file mean?

Strategy Samurai outputs detailed information to CSV files that it saves in its directory. All columns in the CSV file (except the first two) can be turned on or off from the settings. You may wish to do this to hide information that is not important to you. For columns that are turned off, they are still calculated by Strategy Samurai and can be used for filtering, sorting etc., only their output to the CSV file is disabled.

The CSV files have the following columns:

* means approved all filters + means approved this filter only #

This column output to the CSV files cannot be turned off.

This column may contain multiple symbols from the following legend:

  1. *
    • A “*” indicates if that magic or symbol was approved for all filters (LONG, MEDIUM and SHORT). If a magic or symbol has a “*” in one CSV file, for e.g. MagicStats_LONG_TERM_FILTER.csv), it will also have a “*” in the MEDIUM and SHORT CSV files. This means that the magic or symbol passed all the acceptance criteria for all of the filters, for e.g. Profit Factor > 1.2. We should see this magic or symbol in the approved list unless it was not included because of the sort by top “X” amount (see below) set by the “Sort approved list using the top X (magics or symbols)” input.
  2. +
    • A “+” indicates if that magic or symbol was approved for that individual filter (LONG, MEDIUM or SHORT). If a magic or symbol has a “+” in one CSV file, for e.g. MagicStats_LONG_TERM_FILTER.csv), it will either have a “+” in the MEDIUM or SHORT CSV files. This means that the magic or symbol passed the acceptance criteria for one or more of the filters, for e.g. Profit Factor > 1.2. We will not see this magic or symbol in the approved list.
  3. (in exclude list)
    • This means that the magic or symbol was specified in the ExcludeMagicNumbers or ExcludeSymbols input and is excluded from being approved.
  4. (approved but not in sorted by top X)
    • This means that the magic or symbol was approved for all filters, as described above, however when the approved list was sorted, it was outside the range. For e.g. if the strategy was number 6 in the sorted list but the “Sort approved list using the top X (magics or symbols)” input was set to 5. Magics or symbols that have this will not be added to the approved list.

Magic # or Symbol #

This column output to the CSV files cannot be turned off.

Shows the Magic or Symbol.

Trades #

Shows the total amount of trades.

Gross profit #

Shows the gross profit in account currency (not accounting for swap and commissions).

Gross loss #

Shows the gross loss in account currency.

Net profit #

Shows the net profit in account currency (accounting for swap and commissions).

% change #

Not used.

Opening balance #

Shows the virtual opening balance calculated from the trade history or the balance set in the “Starting balance override” input.

Closing balance #

Shows the calculated closing balance from the trade history.

Profit factor #

Shows the calculated Profit Factor using the formula Gross Profit / Gross Loss.

Winners #

Shows the number or winning trades.

Winner% #

Shows the winning trades as a percentage of Trades.

Losers #

Shows the number or losing trades.

Loser% #

Shows the losing trades as a percentage of Trades.

Avg Profit #

Shows the average profit of all winning trades.

Avg Loss #

Shows the average loss of all losing trades.

Avg trade (Expectancy) #

Shows the Expectancy of a trade in account currency using the formula Net profit / Trades or ((Winner% * Avg Profit) – (Loser% * Avg Loss)).

Avg Profit / Loss Ratio #

Shows the Avg Profit / Avg Loss ratio.

Best trade #

Shows the best trade in account currency.

Worst trade #

Shows the worst trade in account currency.

Longest (hours) #

Shows the longest trade length in hours.

Shortest (hours) #

Shows the shortest trade length in hours.

Average length (hours) #

Shows the average trade length in hours.

*** All Pip calculations use the difference between the open price and close price ***

Total win pips #

Shows the total pips from winning trades.

Total loss pips #

Shows the total pips from losing trades.

Net pips #

Shows the net pips from winning and losing trades.

Pip profit factor #

Shows the calculated Pip profit factor using the formula Total win pips / Total loss pips.

Avg win pips #

Shows the average pips of all winning trades.

Avg loss pips #

Shows the average pips of all losing trades.

Avg pips per trade #

Shows the Expectancy of a trade in pips using the formula Net pips / Trades or ((Winner% * Avg win pips) – (Loser% * Avg loss pips)).

Lots traded #

Shows the total lots.

Avg lots #

Shows the average lots per trade.

Average winner length (hours) #

Shows the average winning trade length in hours.

Average loser length (hours) #

Shows the average losing trade length in hours.

Consec winners #

Shows the largest number of consecutive winning trades (calculated independent to Consec profit and Consec win pips).

Consec losses #

Shows the largest number of consecutive losing trades (calculated independent to Consec loss and Consec loss pips).

Consec profit #

Shows the largest consecutive profit in account currency (calculated independent to Consec winners and Consec win pips).

Consec loss #

Shows the largest consecutive loss in account currency (calculated independent to Consec losses and Consec loss pips).

Consec win pips #

Shows the largest consecutive pips from winning trades (calculated independent to Consec winners and Consec profit).

Consec loss pips #

Shows the largest consecutive pips from losing trades (calculated independent to Consec losses and Consec loss).

Return/MaxDrawdown #

Shows the return to Max drawdown ratio calculated from Net profit / Maximum Drawdown (in account currency).

Return/AverageDrawdown #

Shows the return to average drawdown ratio calculated from Net profit / Average Drawdown (in account currency).

Average Drawdown (in $) #

Shows the average drawdown in account currency.

Average Drawdown (in %) #

Shows the average drawdown as a percent.

Current Drawdown (in $) #

Shows the current drawdown (if any) in account currency.

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