fastmm::bt::Metrics Member List

This is the complete list of members for fastmm::bt::Metrics, including all inherited members.

bars	fastmm::bt::Metrics
cancels	fastmm::bt::Metrics
decomposition	fastmm::bt::Metrics
duration_s	fastmm::bt::Metrics
fees	fastmm::bt::Metrics
fill_quality	fastmm::bt::Metrics
fill_ratio	fastmm::bt::Metrics
fills	fastmm::bt::Metrics
final_position	fastmm::bt::Metrics
inventory_abs_mean	fastmm::bt::Metrics
inventory_max	fastmm::bt::Metrics
inventory_mean	fastmm::bt::Metrics
maker_fills	fastmm::bt::Metrics
markout(std::int64_t horizon_ns) const noexcept	fastmm::bt::Metrics
markouts	fastmm::bt::Metrics
max_drawdown	fastmm::bt::Metrics
max_drawdown_pct	fastmm::bt::Metrics
net_pnl	fastmm::bt::Metrics
orders	fastmm::bt::Metrics
quote_uptime	fastmm::bt::Metrics
realized_pnl	fastmm::bt::Metrics
rejects	fastmm::bt::Metrics
replaces	fastmm::bt::Metrics
sharpe_annualized	fastmm::bt::Metrics
sharpe_bar	fastmm::bt::Metrics
spread_captured_bps	fastmm::bt::Metrics
taker_fills	fastmm::bt::Metrics
unrealized_pnl	fastmm::bt::Metrics
virtual_tick_to_order_p50_ns	fastmm::bt::Metrics
virtual_tick_to_order_p99_ns	fastmm::bt::Metrics
volume_base	fastmm::bt::Metrics
volume_quote	fastmm::bt::Metrics
wall_tick_to_order_p50_ns	fastmm::bt::Metrics
wall_tick_to_order_p99_ns	fastmm::bt::Metrics