tzutrader
A composable C++ backtesting library for trading strategies (experimental)
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tzu::PerformanceMetrics Member List
This is the complete list of members for
tzu::PerformanceMetrics
, including all inherited members.
annual_return
tzu::PerformanceMetrics
has_annual_return
tzu::PerformanceMetrics
max_drawdown
tzu::PerformanceMetrics
sharpe_ratio
tzu::PerformanceMetrics
total_return
tzu::PerformanceMetrics
years
tzu::PerformanceMetrics
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1.16.1