Struct WalkForwardReport 

#[non_exhaustive]
pub struct WalkForwardReport {
    pub strategy_name: String,
    pub windows: Vec<WindowResult>,
    pub aggregate_metrics: PerformanceMetrics,
    pub consistency_ratio: f64,
    pub optimization_reports: Vec<OptimizationReport>,
}

Aggregate walk-forward report across all windows.

Fields (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.

strategy_name: String

Strategy name

windows: Vec<WindowResult>

Per-window results

aggregate_metrics: PerformanceMetrics

Aggregate performance metrics computed from the concatenated OOS equity curves

consistency_ratio: f64

Fraction of OOS windows that were profitable (0.0 – 1.0)

optimization_reports: Vec<OptimizationReport>

Full grid-search optimisation reports, one per window

Trait Implementations

impl Clone for WalkForwardReport

fn clone(&self) -> WalkForwardReport

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for WalkForwardReport

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for WalkForwardReport

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for WalkForwardReport

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

where __S: Serializer,

Serialize this value into the given Serde serializer.