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. This is presented in points, I.E. 0.25 for 1 execution on Emini S&P 500 Futures. 

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}} 