C_Performance

The C_Performance represents the performance options.

Name	Description
AVERAGE_BARS	The average number of bars per position.
AVERAGE_COMMISSION	The average commissions per position.
AVERAGE_DAYS	The average number of days per position.
AVERAGE_PRICE_PERCENT_CHANGE	The average price percent change per position.
AVERAGE_PROFIT_LOSS	The average PnL per position.
AVERAGE_PROFIT_LOSS_PER_BAR	The average PnL per bar per position.
AVERAGE_PROFIT_LOSS_PER_DAY	The average PnL per day per position.
AVERAGE_PROFIT_LOSS_PERCENT	The average PnL percent per position.
AVERAGE_VALUE	The average value per position.
CAGR	The CAGR.
COMMISSION_TOTAL	The total commissions paid.
COUNT	The number of positions.
CUMULATIVE_PROFIT	The cumulative profit.
EFFICIENCY_ENTRY	The entry efficiency per position.
EFFICIENCY_EXIT	The exit efficiency per position.
EFFICIENCY_TOTAL	The total efficiency per position.
EQUITY_END	The amount of equity at the end date/time.
EQUITY_START	The amount of equity at the start date/time.
EXPECTANCY	The expectancy per position.
EXPOSURE	The market exposure.
LUCK_COEFFICIENT	The luck coefficient metric.
MAX_CONSECUTIVE_LOSING	The maximum number of consecutive losing positions.
MAX_CONSECUTIVE_WINNING	The maximum number of consecutive winning positions.
MAX_DRAWDOWN	The maximum drawdown.
MAX_DRAWDOWN_PERCENT	The maximum drawdown percent.
NET_PROFIT	The net profit.
NET_PROFIT_PERCENT	The net profit %.
PAYOFF_RATIO	The payoff ratio metric.
PERCENT	The percent of positions.
PROFIT_FACTOR	The profit factor metric.
PROFIT_LOSS	The total PnL.
RECOVERY_FACTOR	The recovery factor metric.
RISK_ADJUSTED_RETURN	The risk adjusted-return metric.
SHARPE_RATIO	The sharpe ratio metric.
SORTINO_RATIO	The sortino ratio metric.
SQN	The SQN metric.
ULCER_INDEX	The ulcer index metric.
WIN_LOSS_RATIO	The win/loss ratio metric.