이름 |
설명 |
AnnualReturn |
|
AnnualReturnPercent |
|
AnnualReturnPercentDownsideRisk |
|
AnnualReturnPercentStdDev |
|
Average |
|
AvgAnnualReturnPercent |
|
AvgDailyReturnPercent |
|
AvgDrawdown |
|
AvgDrawdownPercent |
|
AvgEndOfTradeDrawdown |
|
AvgLossTrade |
|
AvgMaxAdverseExcursion |
|
AvgMaxFavorableExcursion |
|
AvgTrade |
|
AvgTradesDuration |
|
AvgWinTrade |
|
CompoundAnnualGrowthRate |
|
ConsecutiveLossTrades |
|
ConsecutiveWinTrades |
|
DailyReturnPercent |
|
DailyReturnPercentDownsideRisk |
|
DailyReturnPercentStdDev |
|
Drawdown |
|
DrawdownPercent |
|
EndOfTradeDrawdown |
|
GrossLoss |
|
GrossProfit |
|
LossTradesPnL |
|
MARRatio |
|
MaxAdverseExcursion |
|
MaxConsecutiveLossTrades |
|
MaxConsecutiveWinTrades |
|
MaxDrawdown |
|
MaxDrawdownPercent |
|
MaxFavorableExcursion |
|
Maximum |
|
Minimum |
|
NetProfit |
|
NumOfLossTrades |
|
NumOfTrades |
|
NumOfWinTrades |
|
PayoffRatio |
|
ProfitFactor |
|
ProfitablePercent |
|
RecoveryFactor |
|
SharpeRatio |
|
SortinoRatio |
|
StandardDeviation |
|
TradesDuration |
|
TradesPnL |
|
ValueAtRisk |
|
WinTradesPnL |
|