NinjaScript > Language Reference > Strategy > TradeCollection >
TradesPerformance
Definition
Performance profile of a collection of Trade objects.
Methods and Properties
AvgBarsInTrade
A double value representing the avg number of bars per trade
AvgTradeDuration
A TimeSpan value representing quantity-weighted avg duration of a trade
Commission
A double value representing the total commission
Currency
Gets a TradesPerformanceValues object in currency
GetSharpeRatio()
Calculates the Sharpe ratio using a defined risk free return
GrossLoss
A double value representing the gross loss
GrossProfit
A double value representing the gross profit
MaxConsecLoser
An int value representing the maximum number of consecutive losses seen
MaxConsecWinner
An int value representing the maximum number of consecutive winners seen
MaxTime2Recover
A TimeSpan value representing maximum time to recover from a draw down
Percent
Gets a TradesPerformanceValues object in percent
Points
Gets a TradesPerformanceValues object in points
ProfitFactor
A double value representing the profit factor
SharpeRatio
A double value representing Sharpe ratio using a zero risk free return
TradesPerDay
An int value representing the avg trades per day
Examples
protected override void OnBarUpdate() { // Only trade if you have less than 5 consecutive losers in a row if (Performance.RealtimeTrades.TradesPerformance.MaxConsecLoser < 5) { // Trade logic here } }