TSLab API Docs: TSLab.Script.Optimization.Method.IOptimizationResult Interface Reference

TSLab API Docs 1

Properties
double	ScriptResult `[get]`

double	NetProfit `[get]`

double	NetProfitPct `[get]`

double	NetMFE `[get]`

double	CAGR `[get]`

double	CAGRMonth `[get]`

double	ProfitPerBar `[get]`

double	MaxDrawdown `[get]`

double	MaxDrawdownPct `[get]`

DateTime	MaxDrawdownDate `[get]`

DateTime	MaxDrawdownPctDate `[get]`

int	AllTrades `[get]`

double	AvgProfitLoss `[get]`

double	AvgProfitLossPct `[get]`

double	AvgBarsHeldAll `[get]`

double	WinTradesPct `[get]`

int	WinTrades `[get]`

double	GrossProfit `[get]`

double	AvgProfit `[get]`

double	AvgProfitPct `[get]`

double	AvgBarsHeldWin `[get]`

int	MaxConsectiveWin `[get]`

double	LossTradesPct `[get]`

int	LossTrades `[get]`

double	GrossLoss `[get]`

double	AvgLoss `[get]`

double	AvgLossPct `[get]`

double	AvgBarsHeldLoss `[get]`

int	MaxConsectiveLoss `[get]`

double	ProfitFactor `[get]`

double	RecoveryFactor `[get]`

double	PayoffRatio `[get]`

OptimDataBase[]	Properties `[get]`