Struct SubsetStats 

pub struct SubsetStats {

    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,
    pub commission: f64,
    pub swap: f64,
    pub gross_pnl: Option<f64>,
}

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).

commission: f64

Commission settled on this subset’s rows.

A subset that contains every row of a position reports that position’s complete commission, because the row that fully closes a position settles its entry commission. A subset that splits a position reports only the commission settled on the rows it kept.

swap: f64

Swap settled on this subset’s rows, under the same subset rule as commission.

gross_pnl: Option<f64>

Subset profit and loss before commission and swap, present only when either was settled.

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) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SubsetStats

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

Formats the value using the given formatter.

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.

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.