Search Framework:
Namespace: WealthLab.Backtest
Parent: Object
Descendants: WFOResult

Contains the set of performance metrics for a particular optimization run, and other details about the run.

public double AnnualizedReturn

Returns the annulaized return (APR) of the run. This is used when calculating WFO Efficiency.

public string ErrorMessage

This property will contain the message field from any Exception that was thrown during the optimization run, or null if no Exception was thrown.

public List<string> MetricNames

Returns the list of performance metric Names, obtained from the OptimizableMetricNames property of the ScoreCard that was used during this optimization.

public List<double> ParameterValues

Returns the values of this run's parameters.

public Dictionary<string, double> PerformanceMetrics

Returns a Dictionary that contains entries for each of the run's performance metrics. The performance metrics themselves are determined by the ScoreCard that was used during the optimization. This Dictionary returns the metric value for each of the metrics in the MetricNames.

public int RunNumber

Returns the chronological run number of these results.