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ComparisonRow

finance_query::backtesting::comparison

Struct ComparisonRow 

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#[non_exhaustive]
pub struct ComparisonRow {
Show 19 fields
    pub label: String,
    pub strategy_name: String,
    pub symbol: String,
    pub total_return_pct: f64,
    pub annualized_return_pct: f64,
    pub sharpe_ratio: f64,
    pub sortino_ratio: f64,
    pub calmar_ratio: f64,
    pub max_drawdown_pct: f64,
    pub win_rate: f64,
    pub profit_factor: f64,
    pub total_trades: usize,
    pub kelly_criterion: f64,
    pub sqn: f64,
    pub expectancy: f64,
    pub omega_ratio: f64,
    pub time_in_market_pct: f64,
    pub rank_score: f64,
    pub rank: usize,

}
Expand description

A single row in the comparison table — one strategy’s key metrics.

Fields (Non-exhaustive)§

This struct is marked as non-exhaustive
Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.
§label: String

User-supplied label for the strategy (e.g. "SMA 10/50").

§strategy_name: String

Name embedded in the BacktestResult by the engine.

§symbol: String

Symbol that was tested.

§total_return_pct: f64

Total return percentage.

§annualized_return_pct: f64

Annualised return percentage.

§sharpe_ratio: f64

Sharpe ratio.

§sortino_ratio: f64

Sortino ratio.

§calmar_ratio: f64

Calmar ratio.

§max_drawdown_pct: f64

Maximum drawdown as a fraction (0.0–1.0).

Multiply by 100 to get a conventional percentage.

§win_rate: f64

Win rate (winning_trades / total_trades).

§profit_factor: f64

Profit factor (gross_profit / gross_loss).

§total_trades: usize

Total number of completed trades.

§kelly_criterion: f64

Kelly Criterion: optimal capital fraction to risk per trade.

§sqn: f64

System Quality Number.

§expectancy: f64

Expectancy in dollar terms per trade.

§omega_ratio: f64

Omega Ratio.

§time_in_market_pct: f64

Time in market as a fraction (0.0–1.0).

§rank_score: f64

The score on the metric used to rank the comparison.

§rank: usize

1-based rank within the comparison (1 = best).

Trait Implementations§

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impl Clone for ComparisonRow

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fn clone(&self) -> ComparisonRow

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for ComparisonRow

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl<'de> Deserialize<'de> for ComparisonRow

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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
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impl Serialize for ComparisonRow

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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more

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