srfm::backtest::PerformanceMetrics Member List

This is the complete list of members for srfm::backtest::PerformanceMetrics, including all inherited members.

gamma_weighted_ir	srfm::backtest::PerformanceMetrics
max_drawdown	srfm::backtest::PerformanceMetrics
sharpe_ratio	srfm::backtest::PerformanceMetrics
sortino_ratio	srfm::backtest::PerformanceMetrics
to_string() const	srfm::backtest::PerformanceMetrics