CalmarRatioParameter
StockSharp.Algo.Statistics
Calmar ratio (annualized net profit / max drawdown).
继承自: BasePnLStatisticParameter<decimal>
构造函数
CalmarRatioParameter(NetProfitParameter, MaxDrawdownParameter)
Calmar ratio (annualized net profit / max drawdown).
- profit
- NetProfitParameter
- maxDrawdown
- MaxDrawdownParameter