BacktestResults MembersModulus Backtester
OnlineModulus C# Backtester

The BacktestResults type exposes the following members.
Constructors

  NameDescription
Public methodBacktestResults
Initializes a new instance of the BacktestResults class
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Methods

  NameDescription
Public methodOnlineEquals
Determines whether the specified OnlineObject is equal to the current OnlineObject.
(Inherited from OnlineObject.)
Protected methodOnlineFinalize
Allows an OnlineObject to attempt to free resources and perform other cleanup operations before the OnlineObject is reclaimed by garbage collection.
(Inherited from OnlineObject.)
Public methodOnlineGetHashCode
Serves as a hash function for a particular type.
(Inherited from OnlineObject.)
Public methodOnlineGetType
Gets the OnlineType of the current instance.
(Inherited from OnlineObject.)
Protected methodOnlineMemberwiseClone
Creates a shallow copy of the current OnlineObject.
(Inherited from OnlineObject.)
Public methodOnlineToString
Returns a OnlineString that represents the current OnlineObject.
(Inherited from OnlineObject.)
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Properties

  NameDescription
Public propertyAnnualizedSortinoRatioMAR5
Gets the annualized sortino ratio where MAR=5%
Public propertyAverageTradesPerMonth
Gets the average trades per month.
Public propertyCalmarRatio
Gets the calmar ratio.
Public propertyCompoundMonthlyROR
Gets the compound monthly ROR.
Public propertyDownsideDeviationMar10
Gets the downside deviation mar10.
Public propertyError
Gets the error. This will be a non-null string if an error is generated by the Backtest function.
Public propertyLargestLoss
Gets the largest loss.
Public propertyLargestProfit
Gets the largest profit.
Public propertyMaximumDrawDown
Gets the maximum draw down.
Public propertyMaximumDrawDownMonteCarlo
Gets the maximum Monte Carlo draw down.
Public propertyNumberOfLosingTrades
Gets the number of losing trades.
Public propertyNumberOfProfitableTrades
Gets the number of profitable trades.
Public propertyPercentProfit
Gets the percent profit.
Public propertyRiskRewardRatio
Gets the risk reward ratio.
Public propertySharpeRatio
Gets the sharpe ratio.
Public propertySortinoRatioMAR5
Gets the sortino ratio where MAR=5%
Public propertyStandardDeviation
Gets the standard deviation.
Public propertyStandardDeviationAnnualized
Gets the standard deviation annualized.
Public propertySterlingRatioMAR5
Gets the sterling ratio where MAR=5%
Public propertyTotalLoss
Gets the total loss.
Public propertyTotalNumberOfTrades
Gets the total number of trades.
Public propertyTotalProfit
Gets the total profit.
Public propertyTrades
Gets the list of trades. The number of trades may differ from the list of trades supplied to the backtest function.
Public propertyValueAddedMonthlyIndex
Gets the value added monthly index
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See Also