PortfolioStatisticsType Class

Namespace: OberMind
Assembly: OberMind (in OberMind.dll)

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public class PortfolioStatisticsType

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public ref class PortfolioStatisticsType

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C++

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public class PortfolioStatisticsType

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Fields

	Name	Description
	AnnualDownsideRisk
	AnnualReturn
	AnnualReturnPercent
	AnnualReturnPercentStdDev
	AnnualizedReturnPercent
	AvgAnnualReturnPercent
	AvgDailyReturnPercent
	AvgDrawdown
	AvgDrawdownPercent
	AvgEndOfTradeDrawdown
	AvgLossTrade
	AvgMaxAdverseExcursion
	AvgMaxFavorableExcursion
	AvgTrade
	AvgTradesDuration
	AvgWinTrade
	CompoundAnnualGrowthRate
	ConsecutiveLossTrades
	ConsecutiveWinTrades
	DailyDownsideRisk
	DailyReturnPercent
	DailyReturnPercentStdDev
	Drawdown
	DrawdownPercent
	EndOfTradeDrawdown
	GrossLoss
	GrossProfit
	LossTradesPnL
	MARRatio
	MaxAdverseExcursion
	MaxConsecutiveLossTrades
	MaxConsecutiveWinTrades
	MaxDrawdown
	MaxDrawdownPercent
	MaxFavorableExcursion
	NetProfit
	NumOfLossTrades
	NumOfTrades
	NumOfWinTrades
	PayoffRatio
	ProfitFactor
	ProfitablePercent
	RecoveryFactor
	SharpeRatio
	SortinoRatio
	TradesDuration
	TradesPnL
	ValueAtRisk
	WinTradesPnL

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PortfolioStatisticsType Class

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