tsa::metric Member List

This is the complete list of members for tsa::metric, including all inherited members.

avg_cost_per_unit	tsa::metric	static
avg_drawdown	tsa::metric	static
avg_drawdown__eod	tsa::metric	static
avg_drawdown_length	tsa::metric	static
avg_drawdown_length__eod	tsa::metric	static
avg_gain_to_avg_loss_ratio	tsa::metric	static
avg_gross_profit_per_unit	tsa::metric	static
avg_gross_trade_pl	tsa::metric	static
avg_loser	tsa::metric	static
avg_loser_bar_count	tsa::metric	static
avg_neg_excursion	tsa::metric	static
avg_net_profit_per_unit	tsa::metric	static
avg_net_trade_pl	tsa::metric	static
avg_pos_excursion	tsa::metric	static
avg_slippage_per_unit	tsa::metric	static
avg_trade_bar_count	tsa::metric	static
avg_trade_commission	tsa::metric	static
avg_trade_cost	tsa::metric	static
avg_trade_position_size	tsa::metric	static
avg_trade_slippage	tsa::metric	static
avg_trade_transaction_count	tsa::metric	static
avg_transaction_size	tsa::metric	static
avg_winner	tsa::metric	static
avg_winner_bar_count	tsa::metric	static
current_drawdown	tsa::metric	static
gross_profit	tsa::metric	static
in_drawdown	tsa::metric	static
last_trade_is_open	tsa::metric	static
loser_count	tsa::metric	static
losers_net	tsa::metric	static
max_account_balance	tsa::metric	static
max_closed_out_rundown	tsa::metric	static
max_closed_out_runup	tsa::metric	static
max_consec_losers	tsa::metric	static
max_consec_winners	tsa::metric	static
max_drawdown	tsa::metric	static
max_drawdown__eod	tsa::metric	static
max_drawdown_length	tsa::metric	static
max_drawdown_length__eod	tsa::metric	static
max_loser	tsa::metric	static
max_neg_excursion	tsa::metric	static
max_pos_excursion	tsa::metric	static
max_trade_position_size	tsa::metric	static
max_trade_transaction_count	tsa::metric	static
max_winner	tsa::metric	static
min_account_balance	tsa::metric	static
net_profit	tsa::metric	static
num_bars_in_trade	tsa::metric	static
num_drawdowns	tsa::metric	static
num_drawdowns__eod	tsa::metric	static
num_transactions	tsa::metric	static
num_transactions_at_limit	tsa::metric	static
num_transactions_at_market	tsa::metric	static
num_transactions_on_stop	tsa::metric	static
num_units_traded	tsa::metric	static
num_units_traded_at_limit	tsa::metric	static
num_units_traded_at_market	tsa::metric	static
num_units_traded_on_stop	tsa::metric	static
num_units_traded_without_slippage	tsa::metric	static
percent_bars_in_trade	tsa::metric	static
percent_profitable	tsa::metric	static
percent_units_without_slippage	tsa::metric	static
profit_factor	tsa::metric	static
sharpe_ratio	tsa::metric	static
sortino_ratio	tsa::metric	static
stddev_trade_pl	tsa::metric	static
sum_neg_excursion	tsa::metric	static
sum_pos_excursion	tsa::metric	static
total_commission	tsa::metric	static
total_loser_bar_count	tsa::metric	static
total_num_bars_processed	tsa::metric	static
total_slippage	tsa::metric	static
total_transaction_cost	tsa::metric	static
total_winner_bar_count	tsa::metric	static
trade_count	tsa::metric	static
winner_count	tsa::metric	static
winners_net	tsa::metric	static