Class AutoFilter.TStats

Namespace

Balsam.FactorAnalysis

Assembly

Balsam.Backtester.dll

Encapsulates some simple trade stats.

public class AutoFilter.TStats

Inheritance

object

AutoFilter.TStats

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Extension Methods

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Properties

Accuracy

Gets/sets the accuracy.

public double Accuracy { get; set; }

Property Value

double

CustomMetric

Gets/sets a custom metric.

public double CustomMetric { get; set; }

Property Value

double

PercentProfitable

Gets/sets the percent profitable.

public double PercentProfitable { get; set; }

Property Value

double

PnL

Gets/sets the P&L

public double PnL { get; set; }

Property Value

double

Proba

Gets/sets a dictionary

public Dictionary<long, double> Proba { get; set; }

Property Value

Dictionary<long, double>

RejectedTrades

Gets/sets the number of rejected trades.

public int RejectedTrades { get; set; }

Property Value

int

SharpeRatio

Gets/sets the Sharpe Ratio.

public double SharpeRatio { get; set; }

Property Value

double

TStat

Gets/sets the t-stat.

public double TStat { get; set; }

Property Value

double

Trades

Gets/sets the number of trades.

public int Trades { get; set; }

Property Value

int

WinningTrades

Gets/sets the number of winning trades.

public int WinningTrades { get; set; }

Property Value

int