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MaxDrawdownPercentParameter

StockSharp.Algo.Statistics

Maximum absolute drawdown during the whole period in percent.

Inherits: BasePnLStatisticParameter<decimal>

Constructors

MaxDrawdownPercentParameter(MaxDrawdownParameter)

Maximum absolute drawdown during the whole period in percent.

underlying
MaxDrawdownParameter

Methods

Add(DateTime, decimal, decimal?)

To add new data to the parameter.

marketTime
The exchange time.
pnl
The profit-loss value.
commission
Commission.