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QuantConnect.Statistics.PortfolioStatistics Member List

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

AlphaQuantConnect.Statistics.PortfolioStatistics
AnnualStandardDeviationQuantConnect.Statistics.PortfolioStatistics
AnnualVarianceQuantConnect.Statistics.PortfolioStatistics
AverageLossRateQuantConnect.Statistics.PortfolioStatistics
AverageWinRateQuantConnect.Statistics.PortfolioStatistics
BetaQuantConnect.Statistics.PortfolioStatistics
CompoundingAnnualReturnQuantConnect.Statistics.PortfolioStatistics
DrawdownQuantConnect.Statistics.PortfolioStatistics
EndEquityQuantConnect.Statistics.PortfolioStatistics
ExpectancyQuantConnect.Statistics.PortfolioStatistics
InformationRatioQuantConnect.Statistics.PortfolioStatistics
LossRateQuantConnect.Statistics.PortfolioStatistics
PortfolioStatistics(SortedDictionary< DateTime, decimal > profitLoss, SortedDictionary< DateTime, decimal > equity, SortedDictionary< DateTime, decimal > portfolioTurnover, List< double > listPerformance, List< double > listBenchmark, decimal startingCapital, IRiskFreeInterestRateModel riskFreeInterestRateModel, int tradingDaysPerYear, int? winCount=null, int? lossCount=null)QuantConnect.Statistics.PortfolioStatistics
PortfolioStatistics()QuantConnect.Statistics.PortfolioStatistics
PortfolioTurnoverQuantConnect.Statistics.PortfolioStatistics
ProbabilisticSharpeRatioQuantConnect.Statistics.PortfolioStatistics
ProfitLossRatioQuantConnect.Statistics.PortfolioStatistics
SharpeRatioQuantConnect.Statistics.PortfolioStatistics
SortinoRatioQuantConnect.Statistics.PortfolioStatistics
StartEquityQuantConnect.Statistics.PortfolioStatistics
TotalNetProfitQuantConnect.Statistics.PortfolioStatistics
TrackingErrorQuantConnect.Statistics.PortfolioStatistics
TreynorRatioQuantConnect.Statistics.PortfolioStatistics
ValueAtRisk95QuantConnect.Statistics.PortfolioStatistics
ValueAtRisk99QuantConnect.Statistics.PortfolioStatistics
WinRateQuantConnect.Statistics.PortfolioStatistics