hyperliquid_backtest::backtest

Struct EnhancedMetrics

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pub struct EnhancedMetrics {
    pub total_return_with_funding: f64,
    pub trading_only_return: f64,
    pub funding_only_return: f64,
    pub sharpe_ratio_with_funding: f64,
    pub max_drawdown_with_funding: f64,
    pub funding_payments_received: usize,
    pub funding_payments_paid: usize,
    pub average_funding_rate: f64,
    pub funding_rate_volatility: f64,
}
Expand description

Enhanced metrics for Hyperliquid backtesting

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§total_return_with_funding: f64

Total return including funding

§trading_only_return: f64

Total return from trading only

§funding_only_return: f64

Total return from funding only

§sharpe_ratio_with_funding: f64

Sharpe ratio including funding

§max_drawdown_with_funding: f64

Maximum drawdown including funding

§funding_payments_received: usize

Number of funding payments received

§funding_payments_paid: usize

Number of funding payments paid

§average_funding_rate: f64

Average funding rate

§funding_rate_volatility: f64

Funding rate volatility

Trait Implementations§

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impl Clone for EnhancedMetrics

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fn clone(&self) -> EnhancedMetrics

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 EnhancedMetrics

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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 Default for EnhancedMetrics

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl<'de> Deserialize<'de> for EnhancedMetrics

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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 EnhancedMetrics

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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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