Reading results

After calculate(), each metric is a public property on the Analytics instance — null when its calculator didn’t run:

The comments in these examples show each value’s string form for the three example trades from Running the engine, at ->scale(2).

Breakdowns

Where it applies, a metric exposes a ->global figure plus ->forPair(), ->forBaseCurrency() and ->forQuoteCurrency() breakdowns, each split into total, buy and sell. Pairs are written BASE/QUOTE, exactly as Trade::pair() returns them:

// Every level splits into total, buy and sell
$analytics->counts->global->total;                  // '3' — every trade
$analytics->counts->global->buy;                    // '2'
$analytics->counts->global->sell;                   // '1'

$analytics->counts->forPair('ETH/USD')->total;      // '2'
$analytics->counts->forBaseCurrency('ETH')->sell;   // '1'
$analytics->counts->forQuoteCurrency('USD')->total; // '3'

Aggregates

Amount-like metrics — volume, value, commission, duration, P&L and cumulative return — hold an aggregate at every level, with the pair responsible for the extremes. Every aggregate also carries a count — the trades it was built from — and its average divides by exactly those: realized figures by the closed trades, unrealized ones by the open trades:

$pnl = $analytics->realizedProfitAndLoss->net->global->total;

$pnl->total;        // '781.00' — the sum
$pnl->count;        // 3 — the trades that fed it: here, the closed trades
$pnl->average;      // '260.33' — the total divided by that count
$pnl->highest;      // '990.00' — the best single trade
$pnl->highestPair;  // 'BTC/USD'
$pnl->lowest;       // '-306.00' — the worst single trade
$pnl->lowestPair;   // 'ETH/USD'

Break-even trades and empty figures

• A break-even trade (P&L exactly 0) is a closed trade that neither won nor lost: it counts towards the win ratio’s denominator and the expectancy, but not towards the average loss of the risk/reward ratio, and it ends both the winning and the losing streak.
• Fewer than two trades, or trades that all opened in the same second, leave the frequency at 0 with no unit.
• A figure with nothing to divide — no loss for the profit factor or risk/reward ratio, no deviation for Sharpe or Sortino — stays 0.

Result shapes

Iterating breakdowns

The public perPair, perBaseCurrency and perQuoteCurrency arrays hold every breakdown the run produced, keyed by pair or currency:

foreach ($analytics->realizedProfitAndLoss->net->perPair as $pair => $pnl) {
    echo $pair, ': ', $pnl->total->total, PHP_EOL;
}
// BTC/USD: 990.00
// ETH/USD: -209.00

array_keys($analytics->counts->perBaseCurrency);  // ['BTC', 'ETH']
array_keys($analytics->counts->perQuoteCurrency); // ['USD']

forPair() and the other breakdown methods return zero values — never null — for a pair or currency without trades.

Several quote currencies

Global totals add amounts from every quote currency as they are. If you trade against more than one quote currency, read amounts per quote currency with forQuoteCurrency().