GetFitnessArgs¶
Summary¶
Represents the custom fitness calculation interface.
Signature¶
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Namespace¶
cAlgo.API
Properties¶
Name | Description |
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History { get; } | Gets all the historical trades. |
Positions { get; } | Gets all open positions. |
PendingOrders { get; } | Gets all pending orders. |
Equity { get; } | Gets the equity of the account (balance plus unrealized profit and loss). |
NetProfit { get; } | Gets the net profit of all trades in account deposit currency. |
MaxBalanceDrawdownPercentages { get; } | Gets the maximum amount of balance drawdown in percentage (ex: 40%).It can return a positive value between 0-100. |
MaxEquityDrawdownPercentages { get; } | Gets the maximum amount of equity drawdown in percentage (ex: 40%).It can return a positive value between 0-100. |
MaxBalanceDrawdown { get; } | Gets the maximum amount of balance drawdown in account deposit currency. |
MaxEquityDrawdown { get; } | Gets the maximum amount of equity drawdown in account deposit currency. |
WinningTrades { get; } | Gets the total number of winning trades. |
LosingTrades { get; } | Gets total number of losing trades. |
TotalTrades { get; } | Gets the total number of trades taken. |
AverageTrade { get; } | Gets the average profit for all trades in account deposit currency. |
ProfitFactor { get; } | Gets the Profit Factor - the ratio of Total Net Profit divided by the Total Net Loss. |
SharpeRatio { get; } | Gets the ratio to measure risk-adjusted performance. The higher the value, the better. |
SortinoRatio { get; } | Gets the Sortino ratio is an alternative to the Sharpe ratio, using downward deviation in place of standard deviation. The higher the value, the better. |
Examples¶
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Last update: March 30, 2023