tzu::PerformanceMetrics Struct Reference

#include <defs.h>

Public Attributes
double	total_return = 0.0
double	annual_return = 0.0
double	max_drawdown = 0.0
double	sharpe_ratio = 0.0
double	years = 0.0
bool	has_annual_return = false

Detailed Description

Portfolio performance metrics computed from equity curve and trade history.

Member Data Documentation

annual_return

double tzu::PerformanceMetrics::annual_return = 0.0

has_annual_return

bool tzu::PerformanceMetrics::has_annual_return = false

max_drawdown

double tzu::PerformanceMetrics::max_drawdown = 0.0

sharpe_ratio

double tzu::PerformanceMetrics::sharpe_ratio = 0.0

total_return

double tzu::PerformanceMetrics::total_return = 0.0

years

double tzu::PerformanceMetrics::years = 0.0

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The documentation for this struct was generated from the following file:

• include/tzu/defs.h