CalmarRatioParameter
StockSharp.Algo.Statistics
Calmar ratio (annualized net profit / max drawdown).
Inherits: BasePnLStatisticParameter<decimal>
Constructors
CalmarRatioParameter
public CalmarRatioParameter(NetProfitParameter profit, MaxDrawdownParameter maxDrawdown)calmarRatioParameter = CalmarRatioParameter(profit, maxDrawdown)Calmar ratio (annualized net profit / max drawdown).
- profit
- NetProfitParameter
- maxDrawdown
- MaxDrawdownParameter
Methods
Add
public override void Add(DateTime marketTime, decimal pnl, decimal? commission)calmarRatioParameter.Add(marketTime, pnl, commission)To add new data to the parameter.
- marketTime
- The exchange time.
- pnl
- The profit-loss value.
- commission
- Commission.