/// <summary> /// Creates a dictionary containing the statistics /// </summary> public Dictionary <string, string> ToDictionary() { var accountCurrencySymbol = Currencies.GetCurrencySymbol(_accountCurrencyProvider?.AccountCurrency ?? Currencies.USD); return(new Dictionary <string, string> { { "Fitness Score", $"{FitnessScore}" }, { "Kelly Criterion Estimate", $"{KellyCriterionEstimate}" }, { "Kelly Criterion Probability Value", $"{KellyCriterionProbabilityValue}" }, { "Sortino Ratio", $"{SortinoRatio}" }, { "Return Over Maximum Drawdown", $"{ReturnOverMaxDrawdown}" }, { "Portfolio Turnover", $"{PortfolioTurnover}" }, { "Total Insights Generated", $"{TotalInsightsGenerated}" }, { "Total Insights Closed", $"{TotalInsightsClosed}" }, { "Total Insights Analysis Completed", $"{TotalInsightsAnalysisCompleted}" }, { "Long Insight Count", $"{LongCount}" }, { "Short Insight Count", $"{ShortCount}" }, { "Long/Short Ratio", $"{Math.Round(100*LongShortRatio, 2)}%" }, { "Estimated Monthly Alpha Value", $"{accountCurrencySymbol}{EstimatedMonthlyAlphaValue.SmartRounding()}" }, { "Total Accumulated Estimated Alpha Value", $"{accountCurrencySymbol}{TotalAccumulatedEstimatedAlphaValue.SmartRounding()}" }, { "Mean Population Estimated Insight Value", $"{accountCurrencySymbol}{MeanPopulationEstimatedInsightValue.SmartRounding()}" }, { "Mean Population Direction", $"{Math.Round(100 * MeanPopulationScore.Direction, 4)}%" }, { "Mean Population Magnitude", $"{Math.Round(100 * MeanPopulationScore.Magnitude, 4)}%" }, { "Rolling Averaged Population Direction", $"{Math.Round(100 * RollingAveragedPopulationScore.Direction, 4)}%" }, { "Rolling Averaged Population Magnitude", $"{Math.Round(100 * RollingAveragedPopulationScore.Magnitude, 4)}%" }, }); }
/// <summary> /// Creates a dictionary containing the statistics /// </summary> public Dictionary <string, string> ToDictionary() { var accountCurrencySymbol = Currencies.GetCurrencySymbol(CashBook.AccountCurrency); return(new Dictionary <string, string> { { "Total Insights Generated", $"{TotalInsightsGenerated}" }, { "Total Insights Closed", $"{TotalInsightsClosed}" }, { "Total Insights Analysis Completed", $"{TotalInsightsAnalysisCompleted}" }, { "Long Insight Count", $"{LongCount}" }, { "Short Insight Count", $"{ShortCount}" }, { "Long/Short Ratio", $"{Math.Round(100*LongShortRatio, 2)}%" }, { "Total Estimated Alpha Value", $"{accountCurrencySymbol}{EstimatedMonthlyAlphaValue.SmartRounding()}" }, { "Mean Population Estimated Insight Value", $"{accountCurrencySymbol}{MeanPopulationEstimatedInsightValue.SmartRounding()}" }, { "Mean Population Direction", $"{Math.Round(100 * MeanPopulationScore.Direction, 4)}%" }, { "Mean Population Magnitude", $"{Math.Round(100 * MeanPopulationScore.Magnitude, 4)}%" }, { "Rolling Averaged Population Direction", $"{Math.Round(100 * RollingAveragedPopulationScore.Direction, 4)}%" }, { "Rolling Averaged Population Magnitude", $"{Math.Round(100 * RollingAveragedPopulationScore.Magnitude, 4)}%" }, }); }