Enum StatisticParameterTypes
- Namespace
- StockSharp.Messages
- Assembly
- StockSharp.Messages.dll
Statistic types.
public enum StatisticParameterTypes- Extension Methods
Fields
AverageDrawdown = 35Average drawdown during the whole period.
AverageLossTrades = 5Average losing trade.
AverageTradeProfit = 3Average trade profit.
AverageWinTrades = 4Average winning trade.
CalmarRatio = 33Calmar ratio (annualized net profit / max drawdown).
Commission = 26Total commission.
Expectancy = 32The average profit of winning trades minus the average loss of losing trades.
LossingTrades = 6Number of trades lost with zero profit (whose profit is less than or equal to 0).
MaxDrawdown = 10Maximum absolute drawdown during the whole period.
MaxDrawdownDate = 24Date of maximum absolute drawdown during the whole period.
MaxDrawdownPercent = 27Maximum absolute drawdown during the whole period in percent.
MaxLatencyCancellation = 16The maximal value of the order cancelling delay.
MaxLatencyRegistration = 15The maximal value of the order registration delay.
MaxLongPosition = 7Maximum long position size.
MaxProfit = 9The maximal profit value for the entire period.
MaxProfitDate = 25Date of maximum profit value for the entire period.
MaxRelativeDrawdown = 11Maximum relative equity drawdown during the whole period.
MaxShortPosition = 8Maximum short position size.
MinLatencyCancellation = 18The minimal value of order cancelling delay.
MinLatencyRegistration = 17The minimal value of order registration delay.
NetProfit = 14Net profit for whole time period.
NetProfitPercent = 28Net profit for whole time period in percent.
OrderCount = 19Total number of orders.
OrderErrorCount = 20Total number of error orders.
OrderInsufficientFundErrorCount = 21Total number of insufficient fund error orders.
PerDayTrades = 23Average trades count per one day.
PerMonthTrades = 22Average trades count per one month.
ProfitFactor = 31The ratio of the average profit of winning trades to the average loss of losing trades.
RecoveryFactor = 13Recovery factor (net profit / maximum drawdown).
Return = 12Relative income for the whole time period.
RoundtripCount = 2Total number of closing trades.
SharpeRatio = 29Sharpe ratio (annualized return - risk-free rate / annualized standard deviation).
SortinoRatio = 30Sortino ratio (annualized return - risk-free rate / annualized downside deviation).
SterlingRatio = 34Sterling ratio (annualized net profit / average drawdown).
TradeCount = 1Total number of trades.
WinningTrades = 0Number of trades won (whose profit is greater than 0).