| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods |
| Total | 105 of 105 | 0% | 18 of 18 | 0% | 17 | 17 | 21 | 21 | 8 | 8 |
| HorizonTailPnLControl(int, double, double, double) | | 0% | | 0% | 10 | 10 | 11 | 11 | 1 | 1 |
| StandardStress() | | 0% | n/a | 1 | 1 | 4 | 4 | 1 | 1 | |
| grossScaler() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| horizonScaler() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| horizon() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| degreesOfFreedom() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| varConfidenceLevel() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 | |
| expectedShortfallConfidenceLevel() | | 0% | n/a | 1 | 1 | 1 | 1 | 1 | 1 |