Struct Backtest 

pub struct Backtest {

    pub initial_capital: f64,
    pub equity: Vec<f64>,
    pub trades: Vec<Trade>,
    pub net_profit: f64,
    pub open_profit: f64,
    pub gross_profit: f64,
    pub gross_loss: f64,
    pub max_drawdown: f64,
    pub max_runup: f64,
    pub win_trades: usize,
    pub loss_trades: usize,
    pub even_trades: usize,
    pub position_size: f64,
    pub mark_price: f64,
}

What a strategy produced over a run: the equity curve, the trade log, and the summary values Pine exposes as strategy.*. Field names follow Pine’s.

Fields

initial_capital: f64

equity: Vec<f64>

Account value at each bar’s close.

trades: Vec<Trade>

Every trade, closed ones (in the order they closed) before still-open ones. exit_price is None while open; profit(price) values it.

net_profit: f64

open_profit: f64

gross_profit: f64

gross_loss: f64

Total loss of the losing trades, as a positive magnitude.

max_drawdown: f64

max_runup: f64

win_trades: usize

loss_trades: usize

even_trades: usize

position_size: f64

Signed: positive long, negative short.

mark_price: f64

The last bar’s close, at which open trades are valued.

Implementations

impl Backtest

pub fn final_equity(&self) -> f64

The final account value, or the initial capital if no bar ran.

pub fn closed_trades(&self) -> impl Iterator<Item = &Trade>

The trades already closed, in the order they closed.

pub fn open_trades(&self) -> impl Iterator<Item = &Trade>

The trades still open at the end of the run.

Trait Implementations

impl Clone for Backtest

fn clone(&self) -> Backtest

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Backtest

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

Formats the value using the given formatter.

impl Default for Backtest

fn default() -> Backtest

Returns the “default value” for a type.