SterlingRatioParameter
StockSharp.Algo.Statistics
Sterling ratio (annualized net profit / average drawdown).
Inherits: BasePnLStatisticParameter<decimal>
Constructors
SterlingRatioParameter(NetProfitParameter, AverageDrawdownParameter)
Sterling ratio (annualized net profit / average drawdown).
- profit
- NetProfitParameter
- avgDrawdown
- AverageDrawdownParameter