CalmarRatioParameter
StockSharp.Algo.Statistics
Calmar ratio (annualized net profit / max drawdown).
Erbt von: BasePnLStatisticParameter<decimal>
Konstruktoren
CalmarRatioParameter(NetProfitParameter, MaxDrawdownParameter)
Calmar ratio (annualized net profit / max drawdown).
- profit
- NetProfitParameter
- maxDrawdown
- MaxDrawdownParameter