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OberMind.Statistics Namespace
Assembly: OberMind (in OberMind.dll)
Classes
Name
Description
AnnualReturn
AnnualReturnPercent
AnnualReturnPercentDownsideRisk
AnnualReturnPercentStdDev
AnnualizedReturnPercent
Average
AvgAnnualReturnPercent
AvgDailyReturnPercent
AvgDrawdown
AvgDrawdownPercent
AvgEndOfTradeDrawdown
AvgLossTrade
AvgMaxAdverseExcursion
AvgMaxFavorableExcursion
AvgTrade
AvgTradesDuration
AvgWinTrade
CompoundAnnualGrowthRate
ConsecutiveLossTrades
ConsecutiveWinTrades
DailyReturnPercent
DailyReturnPercentDownsideRisk
DailyReturnPercentStdDev
Drawdown
DrawdownPercent
EndOfTradeDrawdown
GrossLoss
GrossProfit
LossTradesPnL
MARRatio
MaxAdverseExcursion
MaxConsecutiveLossTrades
MaxConsecutiveWinTrades
MaxDrawdown
MaxDrawdownPercent
MaxFavorableExcursion
Maximum
Minimum
NetProfit
NumOfLossTrades
NumOfTrades
NumOfWinTrades
PayoffRatio
ProfitFactor
ProfitablePercent
RecoveryFactor
SharpeRatio
SortinoRatio
StandardDeviation
TradesDuration
TradesPnL
ValueAtRisk
WinTradesPnL
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Definition