Module report 

Backtest reporting — trade log, aggregate statistics, and enhanced analytics.

This module provides per-trade results, per-position summaries, and rich aggregate statistics including risk-adjusted metrics (Sharpe, Sortino, Calmar), streak analysis, duration stats, monthly returns, and breakdowns by symbol, group, side, and close reason.

Structs

BacktestResult

Aggregate backtest statistics produced by BacktestRunner.

CloseReasonStats

Statistics for one close reason.

DurationStats

Trade or completed-campaign holding time statistics (all values in seconds).

MonthlyReturn

P&L summary for one calendar month.

PositionSummary

Aggregated result for one position across all its close events.

RiskMetrics

Risk-adjusted return metrics.

StreakStats

Consecutive win/loss streak analysis.

SubsetStats

Reusable statistics block computed from any subset of trades.

TradeResult

Result of a single closed trade (or partial close).