OptimizationCriterionType
Summary
The performance index used as an optimization criterion.
Signature
1 | |
Namespace
cAlgo.API
See Also
Fields
NetProfit
Summary
Net profit.
Signature
1 | |
Return Value
OptimizationCriterionType
ProfitFactor
Summary
Profit factor.
Signature
1 | |
Return Value
OptimizationCriterionType
MaxEquityDrawdownPercentages
Summary
Maximum equity drawdown, as a percentage.
Signature
1 | |
Return Value
OptimizationCriterionType
MaxBalanceDrawdownPercentages
Summary
Maximum balance drawdown, as a percentage.
Signature
1 | |
Return Value
OptimizationCriterionType
MaxEquityDrawdown
Summary
Maximum equity drawdown, in deposit currency.
Signature
1 | |
Return Value
OptimizationCriterionType
MaxBalanceDrawdown
Summary
Maximum balance drawdown, in deposit currency.
Signature
1 | |
Return Value
OptimizationCriterionType
WinningTrades
Summary
Number of winning trades.
Signature
1 | |
Return Value
OptimizationCriterionType
LosingTrades
Summary
Number of losing trades.
Signature
1 | |
Return Value
OptimizationCriterionType
TotalTrades
Summary
Total number of trades.
Signature
1 | |
Return Value
OptimizationCriterionType
AverageTrade
Summary
Average trade result.
Signature
1 | |
Return Value
OptimizationCriterionType