PortfolioStatistics(SortedDictionary< DateTime, decimal > profitLoss, SortedDictionary< DateTime, decimal > equity, SortedDictionary< DateTime, decimal > portfolioTurnover, List< double > listPerformance, List< double > listBenchmark, decimal startingCapital, IRiskFreeInterestRateModel riskFreeInterestRateModel, int tradingDaysPerYear, int? winCount=null, int? lossCount=null) | QuantConnect.Statistics.PortfolioStatistics | |