GetFitnessArgs


Syntax

public interface GetFitnessArgs

Members

NameTypeSummary
AverageTrade PropertyAverage profit for all trades
Equity PropertyRepresents the equity of the account (balance plus unrealized profit and loss)
History PropertyCollection of all historical trades
LosingTrades PropertyTotal number of losing trades
MaxBalanceDrawdown PropertyThe maximum amount of balance drawdown in deposit currency.
MaxBalanceDrawdownPercentages PropertyThe maximum amount of balance drawdown (%).
MaxEquityDrawdown PropertyThe maximum amount of equity drawdown in deposit currency.
MaxEquityDrawdownPercentages PropertyThe maximum amount of equity drawdown (%).
NetProfit PropertyThe net profit of all trades
PendingOrders PropertyCollection of all pending orders
Positions PropertyCollection of all open positions
ProfitFactor PropertyProfit Factor is the ratio of Total Net Profit divided by Total Net Loss
SharpeRatio PropertyA ratio to measure risk-adjusted performance. The higher the value, the better.
SortinoRatio PropertyThe Sortino ratio is an alternative to the Sharpe ratio, using downward deviation in place of standard deviation. The higher the value, the better.
TotalTrades PropertyTotal number of trades taken
WinningTrades PropertyTotal number of winning trades