So, far I have been able to come up with the following (where each indentation means a subclass/method/function):
SystemPerformance
- AllTrades
-- Count
-- TradesPerformance
--- GrossProfit
--- GrossLoss
--- Percent
---- Drawdown
---- AvgProfit
---- StdDev
--- SharpeRatio
--- ProfitFactor
--- Currency
---- AvgMfe
-- Trade t
--- ProfitPoints
--- Quantity
--- Entry
---- Instrument
----- MasterInstrument
------ PointValue
-- WinningTrades (same as AllTrades)
-- LosingTrades (same as AllTrades)
-- TradesCount
- LongTrades (same as AllTrades)
- ShortTrades (same as AllTrades)
Comment