Expand description
Backtest executor — simulates fills and tracks P&L.
The BacktestExecutor receives Effects produced by the trade engine
and translates them into simulated trade results (entries, exits, P&L).
It maintains a map of open entries so that when a position closes it can
compute realised profit/loss.
§Contract sizes
P&L is calculated as (exit - entry) * close_size * contract_size.
The contract_size (also called “point value”) converts lot-denominated
sizes into monetary units. For forex, 1 standard lot = 100,000 base
currency units, so the contract size is 100,000. For gold (XAUUSD),
1 lot = 100 troy ounces, so the contract size is 100.
When no contract size is provided for a symbol the multiplier defaults
to 1.0, preserving backward compatibility with existing tests.
Structs§
- Backtest
Executor - Simulates trade execution and tracks account balance / P&L.