ExScore 1.1.5-prerelease

This is a prerelease version of ExScore.
dotnet add package ExScore --version 1.1.5-prerelease                
NuGet\Install-Package ExScore -Version 1.1.5-prerelease                
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.
<PackageReference Include="ExScore" Version="1.1.5-prerelease" />                
For projects that support PackageReference, copy this XML node into the project file to reference the package.
paket add ExScore --version 1.1.5-prerelease                
#r "nuget: ExScore, 1.1.5-prerelease"                
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.
// Install ExScore as a Cake Addin
#addin nuget:?package=ExScore&version=1.1.5-prerelease&prerelease

// Install ExScore as a Cake Tool
#tool nuget:?package=ExScore&version=1.1.5-prerelease&prerelease                

Statistics and performance metrics in trading

Used for trading strategy evaluation in the Terminal application.

Nuget

Install-Package ExScore

Ratios

  • AHPR - average holding period returns
  • GHPR - geometric holding period returns
  • CAGR - compound annual growth rate
  • ROC - rate of change
  • Edge ratio or E-Ratio - ratio between MFE and MAE
  • Kestner ratio or K-Ratio - deviation from the expected returns curve
  • MAE - maximum adverse excursion or maximum unrealized loss
  • MFE - maximum favorable excursion or maximum unrealized profit
  • MAR ratio - minimum acceptance return or a gain-to-pain ratio between returns and max loss
  • LR Correlation - correlation between a series and its linear regression
  • Sharpe ratio - reward to risk ratio for a selected period
  • Sortino ratio - reward to risk ratio for a selected period measuring downside
  • Standard Z-Score - probability of the losing or winning strikes
  • Sterling ratio - ratio between returns and average loss
Product Compatible and additional computed target framework versions.
.NET net7.0 is compatible.  net7.0-android was computed.  net7.0-ios was computed.  net7.0-maccatalyst was computed.  net7.0-macos was computed.  net7.0-tvos was computed.  net7.0-windows was computed.  net8.0 was computed.  net8.0-android was computed.  net8.0-browser was computed.  net8.0-ios was computed.  net8.0-maccatalyst was computed.  net8.0-macos was computed.  net8.0-tvos was computed.  net8.0-windows was computed. 
Compatible target framework(s)
Included target framework(s) (in package)
Learn more about Target Frameworks and .NET Standard.
  • net7.0

    • No dependencies.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last updated
1.1.5-prerelease 200 12/16/2022
1.1.2-prerelease 113 11/24/2022
1.1.1-prerelease 115 11/15/2022
1.1.0-prerelease 99 11/15/2022
1.0.9-prerelease 109 11/13/2022
1.0.8-prerelease 112 11/13/2022
1.0.7-prerelease 151 4/4/2022
1.0.6-prerelease 128 4/3/2022
1.0.5-prerelease 180 3/26/2022
1.0.2-prerelease 120 4/3/2022
1.0.1-RC 283 3/13/2021
1.0.0-RC 181 3/13/2021