Struct TradeStats 

pub struct TradeStats {
    pub total_trades: usize,
    pub winrate: f64,
    pub profit_factor: f64,
    pub average_r_multiple: f64,
    pub expectancy_r: f64,
    pub max_drawdown_r: f64,
}

Aggregated statistical metrics over a series of evaluations.

Fields

total_trades: usize

winrate: f64

profit_factor: f64

average_r_multiple: f64

expectancy_r: f64

max_drawdown_r: f64

Implementations

impl TradeStats

pub fn compute(records: &[SignalEvaluationRecord]) -> Self

Computes realized statistics after normalizing outcome/R inconsistencies: wins are positive, losses are negative, break-even records are zero, and expired records retain their finite realized R value. Non-finite R values are treated as zero.

Trait Implementations

impl Clone for TradeStats

fn clone(&self) -> TradeStats

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for TradeStats

impl Debug for TradeStats

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

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for TradeStats

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl PartialEq for TradeStats

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for TradeStats

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

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for TradeStats