StatisticParameterTypes

AverageDrawdown

public const StatisticParameterTypes AverageDrawdown

value = StatisticParameterTypes.AverageDrawdown

整个期间平均缩编。

AverageLossTrades

public const StatisticParameterTypes AverageLossTrades

value = StatisticParameterTypes.AverageLossTrades

平均贸易损失。

AverageTradeProfit

public const StatisticParameterTypes AverageTradeProfit

value = StatisticParameterTypes.AverageTradeProfit

平均贸易利润.

AverageWinTrades

public const StatisticParameterTypes AverageWinTrades

value = StatisticParameterTypes.AverageWinTrades

平均赢取交易.

CalmarRatio

public const StatisticParameterTypes CalmarRatio

value = StatisticParameterTypes.CalmarRatio

平分率(年净利润/最大提用)。

Commission

public const StatisticParameterTypes Commission

value = StatisticParameterTypes.Commission

佣金总额

Expectancy

public const StatisticParameterTypes Expectancy

value = StatisticParameterTypes.Expectancy

赢取交易的平均利润减去输取交易的平均损失.

GrossLoss

public const StatisticParameterTypes GrossLoss

value = StatisticParameterTypes.GrossLoss

所有已完成的贸易损失的货币总额。

GrossProfit

public const StatisticParameterTypes GrossProfit

value = StatisticParameterTypes.GrossProfit

所有已完成的赢家交易的货币总额。

LossingTrades

public const StatisticParameterTypes LossingTrades

value = StatisticParameterTypes.LossingTrades

以零利润(其利润低于或等于0)损失的交易数量.

MaxDrawdown

public const StatisticParameterTypes MaxDrawdown

value = StatisticParameterTypes.MaxDrawdown

整个期间最大绝对缩编.

MaxDrawdownDate

public const StatisticParameterTypes MaxDrawdownDate

value = StatisticParameterTypes.MaxDrawdownDate

整个期间最大绝对缩编日期。

MaxDrawdownPercent

public const StatisticParameterTypes MaxDrawdownPercent

value = StatisticParameterTypes.MaxDrawdownPercent

整个期间最大绝对削减百分比。

MaxLatencyCancellation

public const StatisticParameterTypes MaxLatencyCancellation

value = StatisticParameterTypes.MaxLatencyCancellation

取消延迟命令的最大值 。

MaxLatencyRegistration

public const StatisticParameterTypes MaxLatencyRegistration

value = StatisticParameterTypes.MaxLatencyRegistration

订单登记延迟的最大价值 。

MaxLongPosition

public const StatisticParameterTypes MaxLongPosition

value = StatisticParameterTypes.MaxLongPosition

最大长位置大小 。

MaxProfit

public const StatisticParameterTypes MaxProfit

value = StatisticParameterTypes.MaxProfit

整个时期的最大利润价值.

MaxProfitDate

public const StatisticParameterTypes MaxProfitDate

value = StatisticParameterTypes.MaxProfitDate

整个期间最高利润价值的日期。

MaxProfitPercent

public const StatisticParameterTypes MaxProfitPercent

value = StatisticParameterTypes.MaxProfitPercent

期间最大利润值,以百分比表示.

MaxRelativeDrawdown

public const StatisticParameterTypes MaxRelativeDrawdown

value = StatisticParameterTypes.MaxRelativeDrawdown

整个期间最大相对股本提用.

MaxShortPosition

public const StatisticParameterTypes MaxShortPosition

value = StatisticParameterTypes.MaxShortPosition

最大短位置大小 。

MinLatencyCancellation

public const StatisticParameterTypes MinLatencyCancellation

value = StatisticParameterTypes.MinLatencyCancellation

命令取消延迟的最小值 。

MinLatencyRegistration

public const StatisticParameterTypes MinLatencyRegistration

value = StatisticParameterTypes.MinLatencyRegistration

订单登记延迟的最小值。

NetProfit

public const StatisticParameterTypes NetProfit

value = StatisticParameterTypes.NetProfit

整个期间的净利润.

NetProfitPercent

public const StatisticParameterTypes NetProfitPercent

value = StatisticParameterTypes.NetProfitPercent

全期间的净利润百分比。

OrderCancelErrorCount

public const StatisticParameterTypes OrderCancelErrorCount

value = StatisticParameterTypes.OrderCancelErrorCount

取消订单时出错总数.

OrderCount

public const StatisticParameterTypes OrderCount

value = StatisticParameterTypes.OrderCount

令总数.

OrderErrorCount

public const StatisticParameterTypes OrderErrorCount

value = StatisticParameterTypes.OrderErrorCount

订单登记时出错总数.

OrderInsufficientFundErrorCount

public const StatisticParameterTypes OrderInsufficientFundErrorCount

value = StatisticParameterTypes.OrderInsufficientFundErrorCount

基金错误订单不足的总数。

PerDayTrades

public const StatisticParameterTypes PerDayTrades

value = StatisticParameterTypes.PerDayTrades

平均交易量计算为一日一日.

PerMonthTrades

public const StatisticParameterTypes PerMonthTrades

value = StatisticParameterTypes.PerMonthTrades

平均每月计算交易额。

ProfitFactor

public const StatisticParameterTypes ProfitFactor

value = StatisticParameterTypes.ProfitFactor

赢出交易的平均利润与输出交易的平均损失的比例.

RecoveryFactor

public const StatisticParameterTypes RecoveryFactor

value = StatisticParameterTypes.RecoveryFactor

回收系数(净利润/最大提款)。

Return

public const StatisticParameterTypes Return

value = StatisticParameterTypes.Return

整个期间的相对收入。

RoundtripCount

public const StatisticParameterTypes RoundtripCount

value = StatisticParameterTypes.RoundtripCount

关闭交易总数。

SharpeRatio

public const StatisticParameterTypes SharpeRatio

value = StatisticParameterTypes.SharpeRatio

锐率(年化回报率 -- -- 无风险率/年化标准差)。

SortinoRatio

public const StatisticParameterTypes SortinoRatio

value = StatisticParameterTypes.SortinoRatio

排序比率(年收益 -- -- 无风险率/年收益率下降)。

SterlingRatio

public const StatisticParameterTypes SterlingRatio

value = StatisticParameterTypes.SterlingRatio

植入率(年净利润/平均提用)。

TradeCount

public const StatisticParameterTypes TradeCount

value = StatisticParameterTypes.TradeCount

行业总数.

WinningTrades

public const StatisticParameterTypes WinningTrades

value = StatisticParameterTypes.WinningTrades

获奖交易数量(其利润大于0).