Struct BacktestMetrics

Source

pub struct BacktestMetrics {Show 15 fields
    pub total_return: f64,
    pub annual_return: f64,
    pub sharpe_ratio: f64,
    pub sortino_ratio: f64,
    pub max_drawdown: f64,
    pub win_rate: f64,
    pub profit_factor: f64,
    pub total_trades: u32,
    pub winning_trades: u32,
    pub losing_trades: u32,
    pub avg_win: f64,
    pub avg_loss: f64,
    pub largest_win: f64,
    pub largest_loss: f64,
    pub final_equity: f64,
}

Expand description

Backtest performance metrics

Fields§

§total_return: f64§annual_return: f64§sharpe_ratio: f64§sortino_ratio: f64§max_drawdown: f64§win_rate: f64§profit_factor: f64§total_trades: u32§winning_trades: u32§losing_trades: u32§avg_win: f64§avg_loss: f64§largest_win: f64§largest_loss: f64§final_equity: f64

BacktestMetrics

Struct BacktestMetrics Copy item path

Fields§

Trait Implementations§

impl FromNapiValue for BacktestMetrics

unsafe fn from_napi_value(env: napi_env, napi_val: napi_value) -> Result<Self>

fn from_unknown(value: JsUnknown) -> Result<Self, Error>

impl ToNapiValue for BacktestMetrics

unsafe fn to_napi_value( env: napi_env, val: BacktestMetrics, ) -> Result<napi_value>

impl TypeName for BacktestMetrics

fn type_name() -> &'static str

fn value_type() -> ValueType

impl ValidateNapiValue for BacktestMetrics

unsafe fn validate( env: *mut napi_env__, napi_val: *mut napi_value__, ) -> Result<*mut napi_value__, Error>

Auto Trait Implementations§

impl Freeze for BacktestMetrics

impl RefUnwindSafe for BacktestMetrics

impl Send for BacktestMetrics

impl Sync for BacktestMetrics

impl Unpin for BacktestMetrics

impl UnwindSafe for BacktestMetrics

Blanket Implementations§

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

fn type_id(&self) -> TypeId

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

fn borrow(&self) -> &T

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

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

impl<T> From<T> for T

fn from(t: T) -> T

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

fn in_current_span(self) -> Instrumented<Self>

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

fn into(self) -> U

impl<T> JsValuesTupleIntoVec for Twhere T: ToNapiValue,

fn into_vec(self, env: *mut napi_env__) -> Result<Vec<*mut napi_value__>, Error>

impl<T, U> TryFrom<U> for Twhere U: Into<T>,

type Error = Infallible

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

impl<T, U> TryInto<U> for Twhere U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>where S: Into<Dispatch>,

fn with_current_subscriber(self) -> WithDispatch<Self>

Struct BacktestMetrics

unsafe fn validate( env: mut napi_env__, napi_val: mut napi_value__, ) -> Result<*mut napi_value__, Error>

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

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

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

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

impl<T> JsValuesTupleIntoVec for T
where T: ToNapiValue,

fn into_vec(self, env: mut napi_env__) -> Result<Vec<mut napi_value__>, Error>

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

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,