Struct PerformanceMetrics

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pub struct PerformanceMetrics {
    pub num_trades: f64,
    pub win_rate: f64,
    pub profit_factor: f64,
    pub max_drawdown_pct: f64,
    pub cagr: f64,
    pub sharpe_ratio: f64,
    pub sortino_ratio: f64,
    pub total_return: f64,
    pub final_equity: f64,
    pub avg_trade_pnl: f64,
}

Expand description

Summary performance statistics for a completed backtest run.

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§num_trades: f64§win_rate: f64§profit_factor: f64§max_drawdown_pct: f64§cagr: f64§sharpe_ratio: f64§sortino_ratio: f64§total_return: f64§final_equity: f64§avg_trade_pnl: f64

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impl PerformanceMetrics

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pub const fn column_names() -> &'static [&'static str]

Column names for sweep / tabular export (stable order).

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pub fn values(&self) -> [f64; 10]

Metric values in Self::column_names order.

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pub fn row_iter(&self) -> impl Iterator<Item = (&'static str, f64)>

Iterate (column name, value) pairs for sweep row assembly.

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pub fn from_result(result: &BacktestResult) -> Self

Compute metrics from a BacktestResult.

Uses stats for initial/final equity when present; falls back to the equity curve endpoints.

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pub fn from_raw( trades: &[Trade], equity: &[EquityPoint], initial_cash: f64, ) -> Self

Trait Implementations§

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impl Clone for PerformanceMetrics

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fn clone(&self) -> PerformanceMetrics

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 PerformanceMetrics

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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 PartialEq for PerformanceMetrics

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fn eq(&self, other: &PerformanceMetrics) -> bool

Tests for self and other values to be equal, and is used by ==.

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fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

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impl StructuralPartialEq for PerformanceMetrics

Auto Trait Implementations§

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impl UnwindSafe for PerformanceMetrics

Blanket Implementations§

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

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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

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

Mutably borrows from an owned value. Read more

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

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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

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

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fn __clone_box(&self, _: Private) -> *mut ()

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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

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fn into(self) -> U

Calls U::from(self).

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

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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