Struct BacktestResult 

pub struct BacktestResult {

    pub general_performance: GeneralPerformanceMetrics,
    pub options_metrics: OptionsSpecificMetrics,
    pub trade_statistics: TradeStatistics,
    pub drawdown_analysis: DrawdownAnalysis,
    pub capital_utilization: CapitalUtilization,
    pub time_series: TimeSeriesData,
    pub trades: Vec<TradeRecord>,
    pub market_conditions: Option<MarketConditionMetrics>,
    pub volatility_data: Option<VolatilityData>,
    pub risk_metrics: Option<AdvancedRiskMetrics>,
    pub monte_carlo_simulation: Option<SimulationResult>,
    pub strategy_name: String,
    pub test_period_start: DateTime<Utc>,
    pub test_period_end: DateTime<Utc>,
    pub initial_capital: Decimal,
    pub final_capital: Decimal,
    pub custom_metrics: HashMap<String, Decimal>,
}

Comprehensive container for all results generated during a backtest simulation.

This struct aggregates various performance metrics, time-series data, trade details, risk analysis, and context related to a specific trading strategy simulation.

Fields

general_performance: GeneralPerformanceMetrics

Core performance metrics applicable to most trading strategies. Includes returns, risk measures (like volatility), risk-adjusted returns (like Sharpe), and win/loss statistics.

options_metrics: OptionsSpecificMetrics

Metrics specifically relevant to options trading strategies. Includes metrics like return on margin, premium capture, and average Greek exposures.

trade_statistics: TradeStatistics

Statistical analysis of the trades executed during the backtest. Contains counts, averages, and distributions related to trade outcomes.

drawdown_analysis: DrawdownAnalysis

Analysis of the portfolio’s value declines (drawdowns) from peak equity. Includes metrics like maximum drawdown and longest drawdown period.

capital_utilization: CapitalUtilization

Metrics detailing how capital was deployed and managed throughout the backtest. Includes average/max capital usage, margin metrics, and premium flows.

time_series: TimeSeriesData

Time-series data tracking the evolution of key portfolio metrics over the backtest period. Includes equity curve, drawdown curve, margin usage, position counts, and potentially Greek exposures.

trades: Vec<TradeRecord>

A detailed record of each individual trade executed during the backtest simulation.

market_conditions: Option<MarketConditionMetrics>

Optional metrics describing the market environment during the backtest period. Can include classifications like bull/bear market days or high/low volatility periods.

volatility_data: Option<VolatilityData>

Optional data related to implied volatility observed during the backtest, often at trade execution times. Includes metrics like average IV traded or IV rank/percentile.

risk_metrics: Option<AdvancedRiskMetrics>

Optional advanced risk analytics beyond standard deviation. May include metrics like Value at Risk (VaR), Expected Shortfall (ES), or Ulcer Index.

monte_carlo_simulation: Option<SimulationResult>

Optional results from Monte Carlo simulations performed on the strategy’s outcomes. Provides probabilistic insights into future performance potential and risk.

strategy_name: String

The name identifier of the trading strategy being backtested.

test_period_start: DateTime<Utc>

The starting date and time of the backtest period.

test_period_end: DateTime<Utc>

The ending date and time of the backtest period.

initial_capital: Decimal

The initial amount of capital allocated at the beginning of the backtest.

final_capital: Decimal

The final amount of capital remaining at the end of the backtest.

custom_metrics: HashMap<String, Decimal>

A flexible map allowing storage of custom, strategy-specific metrics. Keys are metric names (strings), and values are the calculated metric values (Decimals).

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 Default for BacktestResult

fn default() -> Self

Returns the “default value” for a type.

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.