Struct BacktestResult 

pub struct BacktestResult {

    pub initial_balance: f64,
    pub final_balance: f64,
    pub total_pnl: f64,
    pub total_trades: usize,
    pub winning_trades: usize,
    pub losing_trades: usize,
    pub win_rate: f64,
    pub max_drawdown: f64,
    pub max_drawdown_pct: f64,
    pub profit_factor: f64,
    pub equity_curve: Vec<(NaiveDateTime, f64)>,
    pub trade_log: Vec<TradeResult>,
    pub summary: SubsetStats,
    pub per_symbol: BTreeMap<String, SubsetStats>,
    pub per_group: BTreeMap<GroupId, SubsetStats>,
    pub long_stats: SubsetStats,
    pub short_stats: SubsetStats,
    pub per_close_reason: Vec<CloseReasonStats>,
    pub streaks: StreakStats,
    pub risk_metrics: RiskMetrics,
    pub duration_stats: Option<DurationStats>,
    pub monthly_returns: Vec<MonthlyReturn>,
    pub positions: Vec<PositionSummary>,
    pub total_positions: usize,
    pub winning_positions: usize,
    pub losing_positions: usize,
    pub position_win_rate: f64,
    pub future_format_version: Option<u32>,
    pub execution_metadata: Option<ExecutionMetadata>,
    pub recorded_fills: Vec<RecordedFill>,
    pub action_dispositions: Vec<ActionDisposition>,
    pub close_events: Vec<CloseEvent>,
    pub completed_positions: Vec<CompletedPosition>,
    pub open_position_snapshots: Vec<OpenPositionSnapshot>,
    pub pending_order_snapshots: Vec<PendingOrderSnapshot>,
    pub pending_order_lifecycle: Vec<PendingOrderLifecycleEvent>,
    pub mtm_equity_curve: Vec<EquityPoint>,
    pub mtm_output_summary: MtmOutputSummary,
    pub mtm_max_drawdown: Option<f64>,
    pub mtm_max_drawdown_pct: Option<f64>,
    pub provider_evaluation: Option<EvaluationReport>,
}

Aggregate backtest statistics produced by BacktestRunner.

Fields

initial_balance: f64

Starting account balance.

final_balance: f64

Final account balance (initial + total realized P&L).

total_pnl: f64

Sum of all realized P&L.

total_trades: usize

Number of completed trades (full + partial closes).

winning_trades: usize

Number of trades with positive P&L.

losing_trades: usize

Number of trades with negative P&L.

win_rate: f64

winning_trades / total_trades (0.0 if no trades).

max_drawdown: f64

Largest peak-to-trough drawdown in absolute terms.

max_drawdown_pct: f64

Largest peak-to-trough drawdown as a percentage of the peak.

profit_factor: f64

Sum of winning P&L / abs(sum of losing P&L). f64::INFINITY if no losers.

equity_curve: Vec<(NaiveDateTime, f64)>

Equity value at each trade close: (timestamp, balance).

trade_log: Vec<TradeResult>

Full trade log (one entry per close event).

summary: SubsetStats

Full aggregate stats in SubsetStats form.

per_symbol: BTreeMap<String, SubsetStats>

Stats broken down by symbol.

per_group: BTreeMap<GroupId, SubsetStats>

Stats broken down by group (empty if no positions were grouped).

long_stats: SubsetStats

Stats for long (Buy) trades.

short_stats: SubsetStats

Stats for short (Sell) trades.

per_close_reason: Vec<CloseReasonStats>

Breakdown by close reason, sorted by count descending.

streaks: StreakStats

Consecutive win/loss streak analysis.

risk_metrics: RiskMetrics

Risk-adjusted return metrics (Sharpe, Sortino, Calmar, drawdown duration).

duration_stats: Option<DurationStats>

Trade holding time statistics. None if no trades.

monthly_returns: Vec<MonthlyReturn>

Monthly P&L breakdown.

positions: Vec<PositionSummary>

Per-position summaries. Legacy reports aggregate close-event rows; FutureQuote reports include only campaigns present in completed_positions.

total_positions: usize

Number of unique legacy positions or completed FutureQuote campaigns.

winning_positions: usize

Winning legacy positions or epsilon-classified FutureQuote campaigns.

losing_positions: usize

Losing legacy positions or epsilon-classified FutureQuote campaigns.

position_win_rate: f64

Position-level win rate: winning_positions / total_positions.

future_format_version: Option<u32>

execution_metadata: Option<ExecutionMetadata>

recorded_fills: Vec<RecordedFill>

action_dispositions: Vec<ActionDisposition>

close_events: Vec<CloseEvent>

completed_positions: Vec<CompletedPosition>

open_position_snapshots: Vec<OpenPositionSnapshot>

pending_order_snapshots: Vec<PendingOrderSnapshot>

pending_order_lifecycle: Vec<PendingOrderLifecycleEvent>

mtm_equity_curve: Vec<EquityPoint>

mtm_output_summary: MtmOutputSummary

mtm_max_drawdown: Option<f64>

mtm_max_drawdown_pct: Option<f64>

provider_evaluation: Option<EvaluationReport>

Implementations

impl BacktestResult

pub fn from_trade_log(initial_balance: f64, trade_log: Vec<TradeResult>) -> Self

Build aggregate statistics from a trade log.

pub fn from_future_artifacts(artifacts: FutureBacktestArtifacts) -> Self

Build legacy close-event rows plus completed-position FutureQuoteV1 statistics and additive artifacts using the backward-compatible all-sections report.

pub fn from_future_artifacts_with_options( artifacts: FutureBacktestArtifacts, evaluation_options: EvaluationOptions, ) -> Self

Build a FutureQuoteV1 result and apply typed provider-evaluation selection.

Trait Implementations

impl Clone for BacktestResult

fn clone(&self) -> BacktestResult

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<'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 Display for BacktestResult

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

Formats the value using the given formatter.

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.