Constructors
| Name | Description | |
|---|---|---|
| BacktestResults | Initializes a new instance of the BacktestResults class |
Methods
| Name | Description | |
|---|---|---|
| (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