25 lines
1.2 KiB
C#
Executable File
25 lines
1.2 KiB
C#
Executable File
using MarketData.DataAccess;
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using MarketData.MarketDataModel;
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using MarketData.Utils;
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Runtime.Serialization;
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using System.Text;
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using System.Threading.Tasks;
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namespace MarketData.Generator.Model
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{
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public class ModelStatistics
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{
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public long TotalTrades{get;set;} // The total number of trades
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public long WinningTrades{get;set;} // The number of winning trades
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public long LosingTrades{get;set;} // The number of losing trades
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public double AverageWinningTradePercentGain{get;set;} // Average percent gain of the winning trades
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public double AverageLosingTradePercentLoss{get;set;} // Average percent loss of the losing trades
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public double WinningTradesPercent{get;set;} // Percentage of trades that are winners
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public double LosingTradesPercent{get;set;} // Percentage of trades that are losers
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public double Expectancy { get; set; } // The Expectancy. (WinningTradesPercent * AverageWinningTradePercent)/(percent losing trades * average loss) We are looking for a number greater than zero.
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}
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}
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