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Backtest

Struct Backtest

pub struct Backtest {Show 16 fields
    pub initial_capital: f64,
    pub equity: Vec<f64>,
    pub trades: Vec<Trade>,
    pub net_profit: f64,
    pub open_profit: f64,
    pub gross_profit: f64,
    pub gross_loss: f64,
    pub max_drawdown: f64,
    pub max_runup: f64,
    pub win_trades: usize,
    pub loss_trades: usize,
    pub even_trades: usize,
    pub position_size: f64,
    pub mark_price: f64,
    pub halted: Option<u64>,
    pub timeframe: Timeframe,
}

Expand description

What a strategy produced over a run: the equity curve, the trade log, and the summary values Pine exposes as strategy.*. Field names follow Pine’s.

Fields§

§initial_capital: f64§equity: Vec<f64>

Account value at each bar’s close.

§trades: Vec<Trade>

Every trade, closed ones (in the order they closed) before still-open ones. exit_price is None while open; profit(price) values it.

§net_profit: f64§open_profit: f64§gross_profit: f64§gross_loss: f64

Total loss of the losing trades, as a positive magnitude.

§max_drawdown: f64§max_runup: f64§win_trades: usize§loss_trades: usize§even_trades: usize§position_size: f64

Signed: positive long, negative short.

§mark_price: f64

The last bar’s close, at which open trades are valued.

§halted: Option<u64>

The bar the run halted on if a rest-of-run risk rule fired (strategy.risk.max_drawdown / max_cons_loss_days)

§timeframe: Timeframe

The chart timeframe, so per-bar figures can be annualised.

Implementations§

impl Backtest

pub fn final_equity(&self) -> f64

The final account value, or the initial capital if no bar ran.

pub fn closed_trades(&self) -> impl Iterator<Item = &Trade>

The trades already closed, in the order they closed.

pub fn open_trades(&self) -> impl Iterator<Item = &Trade>

The trades still open at the end of the run.

pub fn generate_metrics(&self) -> Metrics

Standard summary metrics derived from the equity curve and trade log.

Trait Implementations§

impl Clone for Backtest

fn clone(&self) -> Backtest

Returns a duplicate of the value. Read more

1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more

impl Debug for Backtest

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

Formats the value using the given formatter. Read more

impl Default for Backtest

fn default() -> Backtest

Returns the “default value” for a type. Read more

Auto Trait Implementations§

impl Freeze for Backtest

impl RefUnwindSafe for Backtest

impl Send for Backtest

impl Sync for Backtest

impl Unpin for Backtest

impl UnsafeUnpin for Backtest

impl UnwindSafe for Backtest

Blanket Implementations§

impl<T> Any for T
where T: 'static + ?Sized,

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

impl<T> Borrow<T> for T
where T: ?Sized,

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

impl<T> BorrowMut<T> for T
where T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

impl<T> CloneToUninit for T
where T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

impl<T, U> Into<U> for T
where U: From<T>,

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

impl<T> Same for T

type Output = T

Should always be Self

impl<SS, SP> SupersetOf<SS> for SP
where SS: SubsetOf<SP>,

fn to_subset(&self) -> Option<SS>

The inverse inclusion map: attempts to construct self from the equivalent element of its superset. Read more

fn is_in_subset(&self) -> bool

Checks if self is actually part of its subset T (and can be converted to it).

fn to_subset_unchecked(&self) -> SS

Use with care! Same as self.to_subset but without any property checks. Always succeeds.

fn from_subset(element: &SS) -> SP

The inclusion map: converts self to the equivalent element of its superset.

impl<T> ToOwned for T
where T: Clone,

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T, U> TryFrom<U> for T
where U: Into<T>,

type Error = Infallible

The type returned in the event of a conversion error.

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.