MaxDrawdownPercentParameter
StockSharp.Algo.Statistics
Maximum absolute drawdown during the whole period in percent.
Inherits: BasePnLStatisticParameter<decimal>
Constructors
MaxDrawdownPercentParameter
public MaxDrawdownPercentParameter(MaxDrawdownParameter underlying)maxDrawdownPercentParameter = MaxDrawdownPercentParameter(underlying)Maximum absolute drawdown during the whole period in percent.
- underlying
- MaxDrawdownParameter
Methods
Add
public override void Add(DateTime marketTime, decimal pnl, decimal? commission)maxDrawdownPercentParameter.Add(marketTime, pnl, commission)To add new data to the parameter.
- marketTime
- The exchange time.
- pnl
- The profit-loss value.
- commission
- Commission.