Hi there,

I am backtesting my strategy, need to write “CARG, Profit Factor(PPR), Sharpe Ratio, Ulcer index, Max Drawdown and Max Adverse Excursion”, 7 variables into my report. I found MAE and DrawDownMax are system variables which I can use directly, how about others? If they are, pls tell me what variables are for them? If not, could you please provide some code snippets?

Thank you

Jeff