Lean  $LEAN_TAG$
QuantConnect.Statistics.PerformanceMetrics Member List

This is the complete list of members for QuantConnect.Statistics.PerformanceMetrics, including all inherited members.

Alpha (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
AnnualStandardDeviation (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
AnnualVariance (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
AverageLoss (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
AverageWin (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
Beta (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
CompoundingAnnualReturn (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
Drawdown (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
EndEquity (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
EstimatedStrategyCapacity (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
Expectancy (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
InformationRatio (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
LossRate (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
LowestCapacityAsset (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
NetProfit (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
PortfolioTurnover (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
ProbabilisticSharpeRatio (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
ProfitLossRatio (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
SharpeRatio (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
SortinoRatio (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
StartEquity (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
TotalFees (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
TotalOrders (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
TrackingError (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
TreynorRatio (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic
WinRate (defined in QuantConnect.Statistics.PerformanceMetrics)QuantConnect.Statistics.PerformanceMetricsstatic