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TradeStatistics

Struct TradeStatistics 

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pub struct TradeStatistics {
Show 17 fields pub number_of_trades: usize, pub winners: usize, pub losers: usize, pub break_even: usize, pub average_trade_return: Decimal, pub median_trade_return: Decimal, pub largest_win: Option<Decimal>, pub largest_loss: Option<Decimal>, pub average_holding_period: Positive, pub median_holding_period: Positive, pub min_holding_period: Positive, pub max_holding_period: Positive, pub long_trades: usize, pub short_trades: usize, pub call_trades: usize, pub put_trades: usize, pub spread_trades: usize,
}
Expand description

Represents detailed statistical information aggregated from a collection of individual trades.

This struct provides insights into trading performance by summarizing various aspects such as the number of trades, win/loss ratios, average returns, trade durations, and breakdowns by trade type (e.g., long, short, call, put).

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§number_of_trades: usize

The total number of trades included in the statistics.

§winners: usize

The number of trades that resulted in a profit.

§losers: usize

The number of trades that resulted in a loss.

§break_even: usize

The number of trades that resulted in neither profit nor loss (return is zero).

§average_trade_return: Decimal

The average return per trade, expressed as a decimal value.

§median_trade_return: Decimal

The median return across all trades. Half the trades had a return less than or equal to this value, and half had a return greater than or equal to this value.

§largest_win: Option<Decimal>

The largest profit recorded among all winning trades. None if there were no winning trades.

§largest_loss: Option<Decimal>

The largest loss recorded among all losing trades (represented as a negative value). None if there were no losing trades.

§average_holding_period: Positive

The average duration for which trades were held open. Represented as a non-negative Decimal.

§median_holding_period: Positive

The median duration for which trades were held open. Represented as a non-negative Decimal.

§min_holding_period: Positive

The minimum duration any trade was held open. Represented as a non-negative Decimal.

§max_holding_period: Positive

The maximum duration any trade was held open. Represented as a non-negative Decimal.

§long_trades: usize

The number of trades that were long positions.

§short_trades: usize

The number of trades that were short positions.

§call_trades: usize

The number of trades involving call options.

§put_trades: usize

The number of trades involving put options.

§spread_trades: usize

The number of trades involving spreads (multi-leg option strategies).

Trait Implementations§

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impl Clone for TradeStatistics

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fn clone(&self) -> Self

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for TradeStatistics

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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 TradeStatistics

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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 TradeStatistics

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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 TradeStatistics

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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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