Result object class for the List Backtest response from the API More...
Properties | |
| decimal? | SharpeRatio [get, set] |
| Sharpe ratio with respect to risk free rate: measures excess of return per unit of risk More... | |
| decimal? | Alpha [get, set] |
| Algorithm "Alpha" statistic - abnormal returns over the risk free rate and the relationshio (beta) with the benchmark returns More... | |
| decimal? | Beta [get, set] |
| Algorithm "beta" statistic - the covariance between the algorithm and benchmark performance, divided by benchmark's variance More... | |
| decimal? | CompoundingAnnualReturn [get, set] |
| Annual compounded returns statistic based on the final-starting capital and years More... | |
| decimal? | Drawdown [get, set] |
| Drawdown maximum percentage More... | |
| decimal? | LossRate [get, set] |
| The ratio of the number of losing trades to the total number of trades More... | |
| decimal? | NetProfit [get, set] |
| Net profit percentage More... | |
| int? | Parameters [get, set] |
| Number of parameters in the backtest More... | |
| decimal? | Psr [get, set] |
| Price-to-sales ratio More... | |
| string? | SecurityTypes [get, set] |
| SecurityTypes present in the backtest More... | |
| decimal? | SortinoRatio [get, set] |
| Sortino ratio with respect to risk free rate: measures excess of return per unit of downside risk More... | |
| int? | Trades [get, set] |
| Number of trades in the backtest More... | |
| decimal? | TreynorRatio [get, set] |
| Treynor ratio statistic is a measurement of the returns earned in excess of that which could have been earned on an investment that has no diversifiable risk More... | |
| decimal? | WinRate [get, set] |
| The ratio of the number of winning trades to the total number of trades More... | |
| List< string > | Tags [get, set] |
| Collection of tags for the backtest More... | |
 Properties inherited from QuantConnect.Api.BasicBacktest | |
| string | Error [get, set] |
| Backtest error message More... | |
| string | Stacktrace [get, set] |
| Backtest error stacktrace More... | |
| string | BacktestId [get, set] |
| Assigned backtest Id More... | |
| string | Status [get, set] |
| Status of the backtest More... | |
| string | Name [get, set] |
| Name of the backtest More... | |
| DateTime | Created [get, set] |
| Backtest creation date and time More... | |
| decimal | Progress [get, set] |
| Progress of the backtest in percent 0-1. More... | |
| string | OptimizationId [get, set] |
| Optimization task ID, if the backtest is part of an optimization More... | |
| int | TradeableDates [get, set] |
| Number of tradeable days More... | |
| ParameterSet | ParameterSet [get, set] |
| Optimization parameters More... | |
| int | SnapShotId [get, set] |
| Snapshot id of this backtest result More... | |
| Properties inherited from QuantConnect.Api.RestResponse | |
| bool | Success [get, set] |
| Indicate if the API request was successful. More... | |
| List< string > | Errors [get, set] |
| List of errors with the API call. More... | |
Additional Inherited Members | |
| Public Member Functions inherited from QuantConnect.Api.RestResponse | |
| RestResponse () | |
| JSON Constructor More... | |
| Public Member Functions inherited from QuantConnect.Api.StringRepresentation | |
| override string | ToString () |
| Returns the string representation of this object More... | |
Detailed Description
Result object class for the List Backtest response from the API
Definition at line 208 of file Backtest.cs.
Property Documentation
◆ SharpeRatio
|
getset |
Sharpe ratio with respect to risk free rate: measures excess of return per unit of risk
Definition at line 213 of file Backtest.cs.
◆ Alpha
|
getset |
Algorithm "Alpha" statistic - abnormal returns over the risk free rate and the relationshio (beta) with the benchmark returns
Definition at line 218 of file Backtest.cs.
◆ Beta
|
getset |
Algorithm "beta" statistic - the covariance between the algorithm and benchmark performance, divided by benchmark's variance
Definition at line 223 of file Backtest.cs.
◆ CompoundingAnnualReturn
|
getset |
Annual compounded returns statistic based on the final-starting capital and years
Definition at line 228 of file Backtest.cs.
◆ Drawdown
|
getset |
Drawdown maximum percentage
Definition at line 233 of file Backtest.cs.
◆ LossRate
|
getset |
The ratio of the number of losing trades to the total number of trades
Definition at line 238 of file Backtest.cs.
◆ NetProfit
|
getset |
Net profit percentage
Definition at line 243 of file Backtest.cs.
◆ Parameters
|
getset |
Number of parameters in the backtest
Definition at line 248 of file Backtest.cs.
◆ Psr
|
getset |
Price-to-sales ratio
Definition at line 253 of file Backtest.cs.
◆ SecurityTypes
|
getset |
SecurityTypes present in the backtest
Definition at line 258 of file Backtest.cs.
◆ SortinoRatio
|
getset |
Sortino ratio with respect to risk free rate: measures excess of return per unit of downside risk
Definition at line 263 of file Backtest.cs.
◆ Trades
|
getset |
Number of trades in the backtest
Definition at line 268 of file Backtest.cs.
◆ TreynorRatio
|
getset |
Treynor ratio statistic is a measurement of the returns earned in excess of that which could have been earned on an investment that has no diversifiable risk
Definition at line 273 of file Backtest.cs.
◆ WinRate
|
getset |
The ratio of the number of winning trades to the total number of trades
Definition at line 278 of file Backtest.cs.
◆ Tags
|
getset |
Collection of tags for the backtest
Definition at line 283 of file Backtest.cs.
The documentation for this class was generated from the following file:
- Common/Api/Backtest.cs
