OptimizationPass

Summary

Represents a single completed optimization pass and its key statistics.

Signature

1

public abstract interface OptimizationPass

Namespace

cAlgo.API

See Also

• cAlgo.API.Optimization

Properties

Id

Summary

Gets the pass id.

Signature

1

public abstract int Id {get;}

Return Value

int

TimeFrame

Summary

Gets the time frame of the pass.

Signature

1

public abstract TimeFrame TimeFrame {get;}

Return Value

TimeFrame

Fitness

Summary

Gets the fitness value of the pass.

Signature

1

public abstract double Fitness {get;}

Return Value

double

NetProfit

Summary

Gets the net profit of the pass.

Signature

1

public abstract double NetProfit {get;}

Return Value

double

ProfitFactor

Summary

Gets the profit factor of the pass.

Signature

1

public abstract double ProfitFactor {get;}

Return Value

double

MaxEquityDrawdownPercentages

Summary

Gets the maximum equity drawdown of the pass, as a percentage.

Signature

1

public abstract double MaxEquityDrawdownPercentages {get;}

Return Value

double

TotalTrades

Summary

Gets the total number of trades in the pass.

Signature

1

public abstract int TotalTrades {get;}

Return Value

int

ParameterValues

Summary

Gets the exact parameter values this pass used, keyed by parameter name.

Signature

1

public abstract IReadOnlyDictionary<string, string> ParameterValues {get;}

Return Value

IReadOnlyDictionary

JsonReport

Summary

Gets the full per-pass backtest result as JSON.

Signature

1

public abstract string JsonReport {get;}

Return Value

string