
Constructors
Name | Description | |
---|---|---|
![]() | BacktestResults | Initializes a new instance of the BacktestResults class |
Methods
Name | Description | |
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![]() | ![]() | (Inherited from ![]() |
![]() | ![]() | Allows an (Inherited from ![]() ![]() ![]() |
![]() | ![]() | Serves as a hash function for a particular type. (Inherited from ![]() |
![]() | ![]() | Gets the (Inherited from ![]() ![]() |
![]() | ![]() | Creates a shallow copy of the current (Inherited from ![]() ![]() |
![]() | ![]() | (Inherited from ![]() |
Properties
Name | Description | |
---|---|---|
![]() | AnnualizedSortinoRatioMAR5 |
Gets the annualized sortino ratio where MAR=5%
|
![]() | AverageTradesPerMonth |
Gets the average trades per month.
|
![]() | CalmarRatio |
Gets the calmar ratio.
|
![]() | CompoundMonthlyROR |
Gets the compound monthly ROR.
|
![]() | DownsideDeviationMar10 |
Gets the downside deviation mar10.
|
![]() | Error |
Gets the error. This will be a non-null string if an error is generated by the Backtest function.
|
![]() | LargestLoss |
Gets the largest loss.
|
![]() | LargestProfit |
Gets the largest profit.
|
![]() | MaximumDrawDown |
Gets the maximum draw down.
|
![]() | MaximumDrawDownMonteCarlo |
Gets the maximum Monte Carlo draw down.
|
![]() | NumberOfLosingTrades |
Gets the number of losing trades.
|
![]() | NumberOfProfitableTrades |
Gets the number of profitable trades.
|
![]() | PercentProfit |
Gets the percent profit.
|
![]() | RiskRewardRatio |
Gets the risk reward ratio.
|
![]() | SharpeRatio |
Gets the sharpe ratio.
|
![]() | SortinoRatioMAR5 |
Gets the sortino ratio where MAR=5%
|
![]() | StandardDeviation |
Gets the standard deviation.
|
![]() | StandardDeviationAnnualized |
Gets the standard deviation annualized.
|
![]() | SterlingRatioMAR5 |
Gets the sterling ratio where MAR=5%
|
![]() | TotalLoss |
Gets the total loss.
|
![]() | TotalNumberOfTrades |
Gets the total number of trades.
|
![]() | TotalProfit |
Gets the total profit.
|
![]() | Trades |
Gets the list of trades. The number of trades may differ from the list of trades supplied to the backtest function.
|
![]() | ValueAddedMonthlyIndex |
Gets the value added monthly index
|
See Also