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QuantConnect.Statistics.Statistics Member List

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

AnnualDownsideStandardDeviation(List< double > performance, double tradingDaysPerYear, double minimumAcceptableReturn=0)QuantConnect.Statistics.Statisticsstatic
AnnualDownsideVariance(List< double > performance, double tradingDaysPerYear, double minimumAcceptableReturn=0)QuantConnect.Statistics.Statisticsstatic
AnnualPerformance(List< double > performance, double tradingDaysPerYear)QuantConnect.Statistics.Statisticsstatic
AnnualStandardDeviation(List< double > performance, double tradingDaysPerYear)QuantConnect.Statistics.Statisticsstatic
AnnualVariance(List< double > performance, double tradingDaysPerYear)QuantConnect.Statistics.Statisticsstatic
CompoundingAnnualPerformance(decimal startingCapital, decimal finalCapital, decimal years)QuantConnect.Statistics.Statisticsstatic
DrawdownPercent(SortedDictionary< DateTime, decimal > equityOverTime, int rounding=2)QuantConnect.Statistics.Statisticsstatic
DrawdownPercent(decimal current, decimal high, int roundingDecimals=2)QuantConnect.Statistics.Statisticsstatic
ObservedSharpeRatio(List< double > listPerformance)QuantConnect.Statistics.Statisticsstatic
ProbabilisticSharpeRatio(List< double > listPerformance, double benchmarkSharpeRatio)QuantConnect.Statistics.Statisticsstatic
SharpeRatio(double averagePerformance, double standardDeviation, double riskFreeRate)QuantConnect.Statistics.Statisticsstatic
SharpeRatio(decimal averagePerformance, decimal standardDeviation, decimal riskFreeRate)QuantConnect.Statistics.Statisticsstatic
SharpeRatio(List< double > algoPerformance, double riskFreeRate, double tradingDaysPerYear)QuantConnect.Statistics.Statisticsstatic
SortinoRatio(List< double > algoPerformance, double riskFreeRate, double tradingDaysPerYear, double minimumAcceptableReturn=0)QuantConnect.Statistics.Statisticsstatic
TrackingError(List< double > algoPerformance, List< double > benchmarkPerformance, double tradingDaysPerYear)QuantConnect.Statistics.Statisticsstatic