Modulus C# BacktesterThe BacktestResults type exposes the following members.
Back to Top
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