Uses of Record Class
com.quantfinlib.backtest.DrawdownAnalytics.Result
Packages that use DrawdownAnalytics.Result
Package
Description
Bar-based backtesting engines, execution models and performance analytics.
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Uses of DrawdownAnalytics.Result in com.quantfinlib.backtest
Methods in com.quantfinlib.backtest that return DrawdownAnalytics.ResultModifier and TypeMethodDescriptionstatic DrawdownAnalytics.ResultDrawdownAnalytics.analyze(double[] equity) Analyses the drawdowns of an equity curve.