TradesPerformance
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Performance profile of a collection of Trade objects.
A double value representing the average number of bars per trade 

A double value representing the average entry efficiency 

A double value representing the average exit efficiency 

A TimeSpan value representing quantityweighted average duration of a trade 

A double value representing the average total efficiency 

A double value representing the total commission 

Gets a TradesPerformanceValues object in currency 

A double value representing the gross loss 

A double value representing the gross profit 

A TimeSpan value representing longest duration of being flat 

An int value representing the maximum number of consecutive losses seen 

An int value representing the maximum number of consecutive winners seen 

A TimeSpan value representing maximum time to recover from a draw down 

A double value representing the monthly standard deviation 

A double value representing the monthly Ulcer index 

A double value representing the net profit 

Gets a TradesPerformanceValues object in percent 

An array of custom NinjaScript performance metrics 

Gets a TradesPerformanceValues object in pips 

Gets a TradesPerformanceValues object in points 

A double value representing the profit factor 

A double value representing the Rsquared value 

A double value representing the risk free return rate 

A double value representing the Sharpe Ratio 

A double value representing the Sortino Ratio 

Gets a TradesPerformanceValues object in ticks 

An int value representing the total quantity 

An double value representing the total slippage 

An int value representing the trades count 

An int value representing the avg trades per day 
protected override void OnBarUpdate(){// Only trade if you have less than 5 consecutive losers in a rowif (SystemPerformance.RealTimeTrades.TradesPerformance.MaxConsecutiveLoser < 5){// Trade logic here}} 