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SubsetStats

qs_backtest::report

Struct SubsetStats

pub struct SubsetStats {Show 15 fields
    pub total_trades: usize,
    pub winning_trades: usize,
    pub losing_trades: usize,
    pub breakeven_trades: usize,
    pub total_pnl: f64,
    pub gross_profit: f64,
    pub gross_loss: f64,
    pub win_rate: f64,
    pub profit_factor: f64,
    pub avg_win: f64,
    pub avg_loss: f64,
    pub win_loss_ratio: f64,
    pub expectancy: f64,
    pub largest_win: f64,
    pub largest_loss: f64,
}

Expand description

Reusable statistics block computed from any subset of trades.

Fields§

§total_trades: usize

Number of trades in this subset.

§winning_trades: usize

Trades with positive P&L.

§losing_trades: usize

Trades with negative P&L.

§breakeven_trades: usize

Trades with exactly zero P&L.

§total_pnl: f64

Sum of all P&L.

§gross_profit: f64

Sum of positive P&L.

§gross_loss: f64

Sum of absolute negative P&L.

§win_rate: f64

winning / total (0.0 if no trades).

§profit_factor: f64

gross_profit / gross_loss (INFINITY if no losers, 0.0 if no trades).

§avg_win: f64

gross_profit / winning_trades (0.0 if no winners).

§avg_loss: f64

gross_loss / losing_trades (0.0 if no losers).

§win_loss_ratio: f64

avg_win / avg_loss (INFINITY if no losers, 0.0 if no winners).

§expectancy: f64

(win_rate * avg_win) - (loss_rate * avg_loss). Expected P&L per trade.

§largest_win: f64

Largest single winning trade P&L.

§largest_loss: f64

Largest single losing trade (as positive number).

Implementations§

impl SubsetStats

pub fn from_trades(trades: &[&TradeResult]) -> Self

Compute statistics from a slice of trade references.

pub fn from_trade_slice(trades: &[TradeResult]) -> Self

Compute statistics from an owned slice (convenience wrapper).

Trait Implementations§

impl Clone for SubsetStats

fn clone(&self) -> SubsetStats

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

impl Debug for SubsetStats

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

Formats the value using the given formatter. Read more

impl<'de> Deserialize<'de> for SubsetStats

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

Deserialize this value from the given Serde deserializer. Read more

impl Serialize for SubsetStats

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

Serialize this value into the given Serde serializer. Read more

Auto Trait Implementations§

impl Freeze for SubsetStats

impl RefUnwindSafe for SubsetStats

impl Send for SubsetStats

impl Sync for SubsetStats

impl Unpin for SubsetStats

impl UnsafeUnpin for SubsetStats

impl UnwindSafe for SubsetStats

Blanket Implementations§

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

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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

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

Mutably borrows from an owned value. Read more

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

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

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

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

impl<T> From<T> for T

fn from(t: T) -> T

Returns the argument unchanged.

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

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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

type Owned = T

The resulting type after obtaining ownership.

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more

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

Uses borrowed data to replace owned data, usually by cloning. Read more

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

type Error = Infallible

The type returned in the event of a conversion error.

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

Performs the conversion.

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

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

The type returned in the event of a conversion error.

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

Performs the conversion.

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

fn vzip(self) -> V