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StockSharp.Algo.Statistics Namespace

Statistics calculation.

Classes
  ClassDescription
Public classAverageLossTradeParameter
Average losing trade.
Public classAverageTradeParameter
Average trade profit.
Public classAverageWinTradeParameter
Average winning trade.
Public classBaseOrderStatisticParameterTValue
The base statistic parameter, calculated based on orders.
Public classBaseStatisticParameterTValue
The base statistics parameter.
Public classLossingTradesParameter
Number of trades lost with zero profit (whose profit is less than or equal to 0).
Public classMaxDrawdownParameter
Maximum absolute drawdown during the whole period.
Public classMaxLatencyCancellationParameter
The maximal value of the order cancelling delay.
Public classMaxLatencyRegistrationParameter
The maximal value of the order registration delay.
Public classMaxLongPositionParameter
Maximum long position size.
Public classMaxProfitParameter
The maximal profit value for the entire period.
Public classMaxRelativeDrawdownParameter
Maximum relative equity drawdown during the whole period.
Public classMaxShortPositionParameter
Maximum short position size.
Public classMinLatencyCancellationParameter
The minimal value of order cancelling delay.
Public classMinLatencyRegistrationParameter
The minimal value of order registration delay.
Public classNetProfitParameter
Net profit for whole time period.
Public classOrderCountParameter
Total number of orders.
Public classRecoveryFactorParameter
Recovery factor (net profit / maximum drawdown).
Public classReturnParameter
Relative income for the whole time period.
Public classRoundtripCountParameter
Total number of closing trades.
Public classStatisticManager
The statistics manager.
Public classTradeCountParameter
Total number of trades.
Public classWinningTradesParameter
Number of trades won (whose profit is greater than 0).
Interfaces
  InterfaceDescription
Public interfaceIOrderStatisticParameter
The interface, describing statistic parameter, calculated based on orders.
Public interfaceIPnLStatisticParameter
The interface, describing statistic parameter, calculated based on the profit-loss value (maximal contraction, Sharp coefficient etc.).
Public interfaceIPositionStatisticParameter
The interface, describing statistic parameter, calculated based on position.
Public interfaceIStatisticParameter
The interface, describing statistic parameter.
Public interfaceIStatisticParameterTValue
The interface, describing statistic parameter.
Public interfaceITradeStatisticParameter
The interface, describing statistic parameter, calculated based on trade.