Jhonathan Abreu ecb8e8da41 Fix trades drawdown calculation (#9249) ...

* Fix trade drawdown calculation

* Cleanup

* Disable MAE. MFE and Drawdown calculation for FlatToFlat and FlatToReduced trade grouping methods

* Minor test fixes

2026-01-30 15:46:41 -04:00

..

AlgorithmPerformance.cs

Flexible trading days per year property (#7690)

2024-01-17 14:45:57 -03:00

DrawdownMetrics.cs

Add MaxDrawdownRecovery metric (#8865)

2025-07-17 16:32:23 -03:00

IStatisticsService.cs

Make summary statistics available to algorithms at runtime (#7320)

2023-06-19 17:34:59 -03:00

PerformanceMetrics.cs

Add MaxDrawdownRecovery metric (#8865)

2025-07-17 16:32:23 -03:00

PortfolioStatistics.cs

Add MaxDrawdownRecovery metric (#8865)

2025-07-17 16:32:23 -03:00

Statistics.cs

Add MaxDrawdownRecovery metric (#8865)

2025-07-17 16:32:23 -03:00

StatisticsBuilder.cs

Add MaxDrawdownRecovery metric (#8865)

2025-07-17 16:32:23 -03:00

StatisticsResults.cs

Make summary statistics available to algorithms at runtime (#7320)

2023-06-19 17:34:59 -03:00

Trade.cs

Fix trades drawdown calculation (#9249)

2026-01-30 15:46:41 -04:00

TradeBuilder.cs

Fix trades drawdown calculation (#9249)

2026-01-30 15:46:41 -04:00

TradeEnums.cs

Update enum values in comments (#6460)

2022-07-05 10:29:28 -03:00

TradeStatistics.cs

Fix trades drawdown calculation (#9249)

2026-01-30 15:46:41 -04:00