MaxDrawdownPercentParameter

StockSharp.Algo.Statistics

Maximum absolute drawdown during the whole period in percent.

継承元: BasePnLStatisticParameter<decimal>

コンストラクター

MaxDrawdownPercentParameter(MaxDrawdownParameter)

Maximum absolute drawdown during the whole period in percent.

underlying
MaxDrawdownParameter

メソッド

Add(DateTime, decimal, decimal?)

To add new data to the parameter.

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