Struct RMetricsSection

Source

pub struct RMetricsSection {Show 17 fields
    pub observed_count: usize,
    pub missing_or_invalid_count: usize,
    pub total_r: MetricValue<f64>,
    pub mean_r: MetricValue<f64>,
    pub median_r: MetricValue<f64>,
    pub standard_deviation_r: MetricValue<f64>,
    pub positive_r_rate: MetricValue<f64>,
    pub positive_r_rate_confidence: MetricValue<ConfidenceInterval>,
    pub mean_r_confidence: MetricValue<ConfidenceInterval>,
    pub profit_factor: MetricValue<f64>,
    pub average_winner_r: MetricValue<f64>,
    pub average_loser_r: MetricValue<f64>,
    pub best_r: MetricValue<f64>,
    pub worst_r: MetricValue<f64>,
    pub quantiles: MetricValue<RQuantiles>,
    pub cumulative_r_curve: MetricValue<Vec<CumulativeRPoint>>,
    pub max_realized_r_drawdown: MetricValue<f64>,
}

Fields§

§observed_count: usize§missing_or_invalid_count: usize§total_r: MetricValue<f64>§mean_r: MetricValue<f64>§median_r: MetricValue<f64>§standard_deviation_r: MetricValue<f64>§positive_r_rate: MetricValue<f64>§positive_r_rate_confidence: MetricValue<ConfidenceInterval>§mean_r_confidence: MetricValue<ConfidenceInterval>§profit_factor: MetricValue<f64>

Sum of positive R divided by the absolute sum of negative R.

§average_winner_r: MetricValue<f64>§average_loser_r: MetricValue<f64>

Arithmetic mean of negative R observations (retains its negative sign).

§best_r: MetricValue<f64>§worst_r: MetricValue<f64>§quantiles: MetricValue<RQuantiles>§cumulative_r_curve: MetricValue<Vec<CumulativeRPoint>>

Ordered by (ordinal, position_id, realized_r) for deterministic output.

§max_realized_r_drawdown: MetricValue<f64>

Largest peak-to-trough decline on the cumulative realized-R curve.

RMetricsSection

Struct RMetricsSection Copy item path

Fields§

Trait Implementations§

impl Clone for RMetricsSection

fn clone(&self) -> RMetricsSection

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

impl Debug for RMetricsSection

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

impl<'de> Deserialize<'de> for RMetricsSection

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where __D: Deserializer<'de>,

impl PartialEq for RMetricsSection

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

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

impl Serialize for RMetricsSection

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

impl StructuralPartialEq for RMetricsSection

Auto Trait Implementations§

impl Freeze for RMetricsSection

impl RefUnwindSafe for RMetricsSection

impl Send for RMetricsSection

impl Sync for RMetricsSection

impl Unpin for RMetricsSection

impl UnsafeUnpin for RMetricsSection

impl UnwindSafe for RMetricsSection

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> CloneToUninit for Twhere T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

impl<T> DeserializeOwned for Twhere T: for<'de> Deserialize<'de>,

impl<T> From<T> for T

fn from(t: T) -> T

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

fn into(self) -> U

impl<T> ToOwned for Twhere T: Clone,

type Owned = T

fn to_owned(&self) -> T

fn clone_into(&self, target: &mut T)

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<V, T> VZip<V> for Twhere V: MultiLane<T>,

fn vzip(self) -> V

Struct RMetricsSection

fn deserialize<D>(deserializer: D) -> Result<Self, D::Error>
where __D: Deserializer<'de>,

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

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> CloneToUninit for T
where T: Clone,

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

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

impl<T> ToOwned for T
where T: Clone,

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

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

impl<V, T> VZip<V> for T
where V: MultiLane<T>,