Search Framework:
Namespace: WealthLab.Backtest
Parent: Object

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

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 Strategy GenerateStrategy()

Generates and returns a new instance of a Strategy object based on the Building Blocks of this run's evolved Genes. The method also assigns the position size based on the PosSize of the run.

public string DisplayName

Returns a combination of the run's Name and GeneCode.

public string GeneCode

Returns a string that contains the concatenated codes for the Evolver Genes that compose the Strategy for this run.

public int Generation

Returns the generation number that this Evolver run occurred in.

public int GenerationsSurvived

Returns the number of generations that this Evolver run was present.

public bool IsApex

Returns true if the Strategy was flagged as an Apex Strategy during the Evolver run.

public bool IsSinglePosition

Returns whether the Building Block Strategy for this run employed the single-position or multiple-position option.

public string Name

The Name of the run is composed of the word "Strategy" followed by its PatternNumber.

public int PatternNumber

Returns a number that indicates when the run occurred within the overall evolution process.

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 Evolver run.

public PositionSize PosSize

Returns the position size used during the run.

public int SlotNumber

Contains the initial slot number of this run. Slots 1-5 typically contain pre-set template Strategies, and slots 6-10 contain Strategies that the user can optionally set up in Evolver Preferences.

public string StrategyData

Returns an encoded string that represents this run's Strategy Building Blocks. Used in the GenerateStrategy method to generate a Strategy instance for the run.

public bool WasFiltered

Returns whether or not this run was filtered out by the Evolver because it failed to pass the selected Filter Set criteria, or it was a duplicate of another Strategy in the generation.