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