Click on any of the stats for more detailed information.

Advanced

K/9 (strikeouts per 9 innings): The average of how many batters a pitcher strikes out per 9 innings pitched.

Win Probability

WE (win expectancy): The percent chance a particular team will win based on the score, inning, outs, runners on base, and the run environment.

LI (leverage index): A measure of how important a particular situation is in a baseball game depending on the inning, score, outs, and number of players on base, created by Tom Tango.

WPA (win probability added): WPA is the difference in win expectancy (WE) between the start of the play and the end of the play. That difference is then credited/debited to the batter and the pitcher. Over the course of the season, each players' WPA for individual plays is added up to get his season total WPA.

RE24 (runs above average by the 24 base/out states): RE24 is the difference in run expectancy (RE) between the start of the play and the end of the play. That difference is then credited/debited to the batter and the pitcher. Over the course of the season, each players' RE24 for individual plays is added up to get his season total RE24.

REW (run expectancy wins): REW is the same as RE24, except it has been converted to a wins scale.

+WPA (win advancement): The amount of positive wins a player contributed to his team, including only the plays where he increased his team's win expectancy.

-WPA (loss advancement): The amount of negative wins a player contributed to his team, including only the plays where he decreased his team's win expectancy.

pLI: A player's average LI for all game events.

phLI: A batter's average LI in only pinch hit events.

gmLI: A pitcher's average LI when he enters the game.

inLI: A pitcher's average LI at the start of each inning.

exLI: A pitcher's average LI when exiting the game.

WPA/LI (context neutral wins / game state linear weights): How many wins a player contributes to his team with the Leverage Index aspect removed, invented by Tom Tango.

Clutch: A measurement of how much better or worse a player does in high leverage situations than he would have done in a context neutral environment.

Pitch Types

FB – fastball
SL – slider
CT – cutter
CB – curveball
CH – changeup
SF – split-fingered
KN – knuckleball
XX – unidentified
PO – pitch out

References:
Sky Andrecheck's Research on Pitch Types and Batters

Plate Discipline

O-Swing% (outside swing percentage): The percentage of pitches a batter swings at outside the strike zone.

F-Strike% (first pitch strike percentage): The percentage of plate appearances (for batters) or batters faced (for pitchers) that the first pitch was a strike. This includes anytime that the count after the first pitch was 0-1, or anytime the ball was put into play on the first pitch of a plate appearance.

Fielding

DG (defensive games): The number of outs made by an average fielder at his position given the exact distribution of balls in play for that player divided by the number of outs an average player at that position makes per game.

exO (expected outs): The number of outs plus reached base errors that would be made by an average fielder given the distribution of balls in play while that fielder was on the field.

ARM (outfield arm runs): Outfielder’s get credit (plus or minus) depending on what the runners do on a hit or a fly ball out. A runner can stay put, advance, or get thrown out. A fielder will get credit not only if he throws out more than his share of runners, but also if he keeps more than his share of runners from advancing extra bases.

DPR (double play runs): The number of runs above or below average a fielder is, based on the number double plays versus the number forces at second they get, as compared to an average fielder at that position, given the speed and location of the ball and the handedness of the batter.

RngR (range runs): The number of runs above or below average a fielder is, determined by how the fielder is able to get to balls hit in his vicinity.

ErrR (error runs): The number of runs above or below average a fielder is, determined by the number of errors he makes as compared to an average fielder at that position given the same distribution of balls in play.

UZR (ultimate zone rating): The number of runs above or below average a fielder is in both range runs, outfield arm runs, double play runs and error runs combined.

UZR/150 (ultimate zone rate per 150 games): The number of runs above or below average a fielder is, per 150 defensive games.

Original UZR Primer:
Ultimate Zone Rating (UZR), Part 1
Ultimate Zone Rating (UZR), Part 2

References:
MGL on the differences between UZR and +/-

Win Values

Read Dave Cameron's Seven Part Series: Explaining Win Values

Part 1 – Batting
Part 2 – Fielding
Part 3 – Positional
Part 4 – Replacement
Part 5 – Converting Runs to Wins
Part 6 – Dollars
Part 7 – Additional Information

Read Dave Cameron's Seven Part Series: Pitching Win Values Explained

Part 1 – Introduction
Part 2 – FIP
Part 3 – Replacement
Part 4 – Run Environments
Part 5 – Converting Runs to Wins
Part 6 – Park Adjustments
Part 7 – Calculations

Other Stuff

MGL's Sacrifice Bunt Primer