Compound Monthly Return or Geometric Return or Annualized Return
doubleGainMean(this IEnumerable<double> data)
Average Gain or Gain Mean
This is a simple average (arithmetic mean) of the periods with a gain. It is calculated by summing the returns for gain periods (return 0)
and then dividing the total by the number of gain periods.
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doubleLossMean(this IEnumerable<double> data)
Average Loss or LossMean
This is a simple average (arithmetic mean) of the periods with a loss. It is calculated by summing the returns for loss periods (return < 0)
and then dividing the total by the number of loss periods.