 InitialCapital (of type Double) |
Initial Capital
|
| EndCapital (of type Double) |
End Capital
|
| NetProfit (of type Double) |
Net Profit
|
| NetProfitInPercentage (of type Double) |
Net Profit In Percentage
|
| Exposure (of type Double) |
Exposure
|
| NetRiskAdjustedReturn (of type Double) |
Net Risk Adjusted Return
|
| AnnualReturn (of type Double) |
Annual Return
|
| RiskAdjustedReturn (of type Double) |
Risk Adjusted Return
|
| AverageProfitLoss (of type Double) |
Average ProfitLoss
|
| AverageProfitLossInPercentage (of type Double) |
Average ProfitLoss In Percentage
|
| AverageBarsHeld (of type Double) |
Average Bars Held
|
| TotalProfit (of type Double) |
Total Profit
|
| NumberOfWinners (of type Double) |
Number Of Winners
|
| AverageProfit (of type Double) |
Average Profit
|
| AverageProfitInPercentage (of type Double) |
Average Profit In Percentage
|
| AverageBarsHeldForWinners (of type Double) |
Average Bars Held For Winners
|
| MaxConsecutiveWinner (of type Double) |
Max Consecutive Winner
|
| LargestWinner (of type Double) |
Largest Winner
|
| NumberOfBarsInLargestWinner (of type Double) |
Number Of Bars In Largest Winner
|
| TotalLoss (of type Double) |
Total Loss
|
| NumberOfLosers (of type Double) |
Number Of Losers
|
| AverageLoss (of type Double) |
Average Loss
|
| AverageLossInPercentage (of type Double) |
Average Loss In Percentage
|
| AverageBarsHeldForLosers (of type Double) |
Average Bars Held For Losers
|
| MaxConsecutiveLoser (of type Double) |
Max Consecutive Loser
|
| LargestLoser (of type Double) |
Largest Loser
|
| NumberOfBarsInLargestLoser (of type Double) |
Number Of Bars In Largest Loser
|
| MaximumTradeDrawdown (of type Double) |
Maximum Trade Drawdown
|
| MaximumTradeDrawdownInpercentage (of type Double) |
Maximum Trade Drawdown In percentage
|
| MaximumSystemDrawdown (of type Double) |
Maximum System Drawdown
|
| MaximumSystemDrawdownInpercentage (of type Double) |
Maximum System Drawdown In percentage
|
| RecoveryFactor (of type Double) |
Recovery Factor
|
| CarMaxDD (of type Double) |
Car MaxDD
|
| RarMaxDD (of type Double) |
Rar MaxDD
|
| NumberOfTrades (of type Double) |
Number Of Trades
|
| PercentOfWinners (of type Double) |
Percent Of Winners
|
| AnnualTurnover (of type Double) |
Annual Turnover
|
| TotalTradingCosts (of type Double) |
Total Trading Costs
|
| VolumeActivity (of type Double) |
Volume Activity
|
| PercentTradingCostOfVolume (of type Double) |
Percent Trading Cost Of Volume
|
| PercentPositiveDays (of type Double) |
Percent Positive Days
|
| PercentPositiveWeeks (of type Double) |
Percent Positive Weeks
|
| PercentPositiveMonths (of type Double) |
Percent Positive Months
|
| PercentPositiveYears (of type Double) |
Percent Positive Years
|
| AverageDailyReturn (of type Double) |
Average Daily Return
|
| AverageWeeklyReturn (of type Double) |
Average Weekly Return
|
| AverageMonthlyReturn (of type Double) |
Average Monthly Return
|
| UlcerIndex (of type Double) |
Ulcer Index
|
| UlcerPerformanceIndex (of type Double) |
Ulcer Performance Index
|
| KRatio (of type Double) |
K Ratio
|
| StandardDeviation (of type Double) |
Standard Deviation
|
| DownsideStandardDeviation (of type Double) |
Downside Standard Deviation
|
| SharpeRatio (of type Double) |
Sharpe Ratio
|
| SortinoRatio (of type Double) |
Sortino Ratio
|
| ProfitFactor (of type Double) |
Profit Factor
|
| PayoffRatio (of type Double) |
Payoff Ratio
|
| Beta (of type Double) |
Beta
|
| Alpha (of type Double) |
Alpha
|
| RSquared (of type Double) |
R Squared
|
| Correlation (of type Double) |
Correlation
|
| Fitness (of type Double) |
Fitness value
|
