| Name |
Description |
| 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 |
|