Struct BacktestResult 

pub struct BacktestResult {
    pub total_return: Decimal,
    pub sharpe_ratio: Decimal,
    pub max_drawdown: Decimal,
    pub win_rate: Decimal,
    pub trade_count: u64,
    pub final_equity: Decimal,
    pub equity_curve: Vec<Decimal>,
}

Summary statistics produced after a completed backtest run.

Fields

total_return: Decimal

Total return over the period: (final_equity - initial_capital) / initial_capital.

sharpe_ratio: Decimal

Annualised Sharpe ratio (assuming 252 trading days; NaN-free — returns 0 if std == 0).

max_drawdown: Decimal

Maximum peak-to-trough equity drawdown as a fraction, e.g. dec!(0.15) = 15%.

win_rate: Decimal

Fraction of closed trades that were profitable.

trade_count: u64

Total number of trades (fills) executed.

final_equity: Decimal

Final equity value at the end of the period.

equity_curve: Vec<Decimal>

Equity curve sampled once per bar.

Trait Implementations

impl Clone for BacktestResult

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for BacktestResult

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for BacktestResult

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for BacktestResult

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

where __S: Serializer,

Serialize this value into the given Serde serializer.