Table of Contents

Class CalmarRatioParameter

Namespace
StockSharp.Algo.Statistics
Assembly
StockSharp.Algo.dll

Calmar ratio (annualized net profit / max drawdown).

[Display(ResourceType = typeof(LocalizedStrings), Name = "CalmarRatio", Description = "CalmarRatioDesc", GroupName = "PnL", Order = 13)]
public class CalmarRatioParameter : BasePnLStatisticParameter<decimal>, INotifyPropertyChangedEx, INotifyPropertyChanging, IStatisticParameter<decimal>, IPnLStatisticParameter, IStatisticParameter, IPersistable, INotifyPropertyChanged
Inheritance
CalmarRatioParameter
Implements
Inherited Members
Extension Methods

Remarks

Constructors

CalmarRatioParameter(NetProfitParameter, MaxDrawdownParameter)

Calmar ratio (annualized net profit / max drawdown).

public CalmarRatioParameter(NetProfitParameter profit, MaxDrawdownParameter maxDrawdown)

Parameters

profit NetProfitParameter

NetProfitParameter

maxDrawdown MaxDrawdownParameter

MaxDrawdownParameter

Remarks

Methods

Add(DateTimeOffset, decimal, decimal?)

To add new data to the parameter.

public override void Add(DateTimeOffset marketTime, decimal pnl, decimal? commission)

Parameters

marketTime DateTimeOffset

The exchange time.

pnl decimal

The profit-loss value.

commission decimal?

Commission.