Stats refers to character parameters in Death's Gambit. Each class begins the game with specific stat allocation, and can increase them by spending Shards to level up. Equipment such as Weapons and Armor can have stat requirements for utilization, and may also grant bonuses to individual parameters.
The player status screen keeps track of your Level and shards as well as your values in the following categories:
10 hp, 2% healing effectiveness
4% damage scaling (strength weapons), 2 hp
4% damage scaling (finesse weapons), 2 hp
2 stamina, 2 hp, 1% damage scaling for all weapons
4% damage scaling (intelligence weapons), 2 hp