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win_rate

Function win_rate 

Source
pub fn win_rate(trade_pnls: &[Decimal]) -> Result<Decimal, MetricsError>
Expand description

Calculate win rate as a percentage.

Formula: winning_trades / total_trades * 100

§Arguments

  • trade_pnls - P&L of each trade (positive = win, negative = loss)

§Returns

Win rate as percentage (0-100).

§Example

use quant_metrics::win_rate;
use rust_decimal_macros::dec;

let trades = vec![dec!(100), dec!(-50), dec!(75), dec!(-25), dec!(80)];
assert_eq!(win_rate(&trades).unwrap(), dec!(60)); // 3 wins / 5 trades