NAME

    Performance::Probability - The performance probability is a likelihood
    measure of a client reaching his/her current profit and loss.

SYNOPSYS

      use Performance::Probability qw(get_performance_probability);
    
      my $probability = Performance::Probability::get_performance_probability(
                                       types        => [qw/CALL PUT/],
                                       payout       => [100, 100],
                                       bought_price => [75, 55],
                                       pnl          => 1000.0,
                                       underlying   => [qw/EURUSD EURUSD/],
                                       start_time   => [1461847439, 1461930839], #time in epoch
                                       sell_time    => [1461924960, 1461931561], #time in epoch
                                       );

DESCRIPTION

    The performance probability is a likelihood measure of a client
    reaching his/her current profit and loss.

 get_shared_winning_probability

    Calculate probability that a pair of digit contracts winning together.

    The outcome of a digit contract pairs are correlated if they expire at
    same time( same digit).

    The probability of a digit contract pair expiring at same digit is
    equal to the number of shared winning digits of the pair divied by 10.

    Example: i. The shared winning digits for a DIGITEVEN and a DIGITOVER 2
    are: 4,6, and 8. The probability would be equal to 3/10.

    ii. For a DIGITOVER 3 and a DIGITUNDER 9: 4,5,6,7, and 8. The
    probability would be equal to 5/10.

 get_winning_digits

    Return the digits that contribute to a winning contract.

    Example:DIGITEVEN : 0, 2, 4, 6, 8. DIGITODD: 1, 3, 5,7,9

 get_performance_probability

    Calculate performance probability ( modified sharpe ratio )