RecoveryFactorParameter
StockSharp.Algo.Statistics
Recovery factor (net profit / maximum drawdown).
Inherits: BasePnLStatisticParameter<decimal>
Constructors
RecoveryFactorParameter(MaxDrawdownParameter, NetProfitParameter)
Recovery factor (net profit / maximum drawdown).
- maxDrawdown
- MaxDrawdownParameter
- netProfit
- NetProfitParameter