|
Lean
$LEAN_TAG$
|
This is the complete list of members for QuantConnect.Statistics.AlgorithmPerformance, including all inherited members.
| AlgorithmPerformance(List< Trade > trades, SortedDictionary< DateTime, decimal > profitLoss, SortedDictionary< DateTime, decimal > equity, SortedDictionary< DateTime, decimal > portfolioTurnover, List< double > listPerformance, List< double > listBenchmark, decimal startingCapital, int winningTransactions, int losingTransactions, IRiskFreeInterestRateModel riskFreeInterestRateModel, int tradingDaysPerYear) | QuantConnect.Statistics.AlgorithmPerformance | |
| AlgorithmPerformance() | QuantConnect.Statistics.AlgorithmPerformance | |
| ClosedTrades | QuantConnect.Statistics.AlgorithmPerformance | |
| PortfolioStatistics | QuantConnect.Statistics.AlgorithmPerformance | |
| TradeStatistics | QuantConnect.Statistics.AlgorithmPerformance |