QuantConnect.Report.DrawdownPeriod Class Reference

Represents a period of time where the drawdown ranks amongst the top N drawdowns. More...

Public Member Functions
	DrawdownPeriod (DateTime start, DateTime end, double drawdown)
	Creates an instance with the given start, end, and drawdown More...

Public Attributes
double	Drawdown => PeakToTrough
	Loss in percent from peak to trough - Alias for PeakToTrough More...

Properties
DateTime	Start [get]
	Start of the drawdown period More...
DateTime	End [get]
	End of the drawdown period More...
double	PeakToTrough [get]
	Loss in percent from peak to trough More...

Detailed Description

Represents a period of time where the drawdown ranks amongst the top N drawdowns.

Definition at line 23 of file DrawdownPeriod.cs.

Constructor & Destructor Documentation

DrawdownPeriod()

QuantConnect.Report.DrawdownPeriod.DrawdownPeriod	(	DateTime	start,
		DateTime	end,
		double	drawdown
	)

Creates an instance with the given start, end, and drawdown

Parameters

start	Start of the drawdown period
end	End of the drawdown period
drawdown	Max drawdown of the period

Definition at line 51 of file DrawdownPeriod.cs.

Member Data Documentation

Drawdown

double QuantConnect.Report.DrawdownPeriod.Drawdown => PeakToTrough

Loss in percent from peak to trough - Alias for PeakToTrough

Definition at line 43 of file DrawdownPeriod.cs.

Property Documentation

Start

DateTime QuantConnect.Report.DrawdownPeriod.Start

get

Start of the drawdown period

Definition at line 28 of file DrawdownPeriod.cs.

End

DateTime QuantConnect.Report.DrawdownPeriod.End

get

End of the drawdown period

Definition at line 33 of file DrawdownPeriod.cs.

PeakToTrough

double QuantConnect.Report.DrawdownPeriod.PeakToTrough

get

Loss in percent from peak to trough

Definition at line 38 of file DrawdownPeriod.cs.

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The documentation for this class was generated from the following file:

• Report/DrawdownPeriod.cs