Skip to main content

Metrics

wickra_backtest_core::metrics

Struct Metrics 

Source 
pub struct Metrics {
    pub pnl: f64,
    pub return_pct: f64,
    pub sharpe: f64,
    pub sortino: f64,
    pub calmar: f64,
    pub max_drawdown: f64,
    pub win_rate: f64,
    pub profit_factor: f64,
    pub num_trades: usize,
}
Expand description

Summary performance metrics.

Fields§

§pnl: f64

Absolute PnL (final equity − initial equity).

§return_pct: f64

Total return in percent.

§sharpe: f64

Per-bar Sharpe ratio (mean / std of per-bar equity returns).

§sortino: f64

Per-bar Sortino ratio (mean / downside deviation of per-bar returns).

§calmar: f64

Calmar ratio (total return divided by maximum drawdown).

§max_drawdown: f64

Maximum drawdown in percent (peak-to-trough).

§win_rate: f64

Fraction of trades that were profitable, in percent.

§profit_factor: f64

Gross profit divided by gross loss.

§num_trades: usize

Number of completed trades.

Trait Implementations§

Source§

impl Clone for Metrics

Source§

fn clone(&self) -> Metrics

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
Source§

impl Debug for Metrics

Source§

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

Formats the value using the given formatter. Read more
Source§

impl Default for Metrics

Source§

fn default() -> Metrics

Returns the “default value” for a type. Read more
Source§

impl PartialEq for Metrics

Source§

fn eq(&self, other: &Metrics) -> bool

Equality operator ==. Read more
1.0.0 (const: unstable) · Source§

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=. Read more
Source§

impl Serialize for Metrics

Source§

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more
Source§

impl StructuralPartialEq for Metrics

Auto Trait Implementations§

Blanket Implementations§

Source§

impl<T> Any for T
where T: 'static + ?Sized,

Source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
Source§

impl<T> Borrow<T> for T
where T: ?Sized,

Source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
Source§

impl<T> BorrowMut<T> for T
where T: ?Sized,

Source§

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
Source§

impl<T> CloneToUninit for T
where T: Clone,

Source§

unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)
Performs copy-assignment from self to dest. Read more
Source§

impl<T> DynClone for T
where T: Clone,

Source§

fn __clone_box(&self, _: Private) -> *mut ()

Source§

impl<T> From<T> for T

Source§

fn from(t: T) -> T

Returns the argument unchanged.

Source§

impl<T, U> Into<U> for T
where U: From<T>,

Source§

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

Source§

impl<T> IntoEither for T

Source§

fn into_either(self, into_left: bool) -> Either<Self, Self> ⓘ

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
Source§

fn into_either_with<F>(self, into_left: F) -> Either<Self, Self> ⓘ
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
Source§

impl<T> Pointable for T

Source§

const ALIGN: usize

The alignment of pointer.
Source§

type Init = T

The type for initializers.
Source§

unsafe fn init(init: <T as Pointable>::Init) -> usize

Initializes a with the given initializer. Read more
Source§

unsafe fn deref<'a>(ptr: usize) -> &'a T

Dereferences the given pointer. Read more
Source§

unsafe fn deref_mut<'a>(ptr: usize) -> &'a mut T

Mutably dereferences the given pointer. Read more
Source§

unsafe fn drop(ptr: usize)

Drops the object pointed to by the given pointer. Read more
Source§

impl<T> ToOwned for T
where T: Clone,

Source§

type Owned = T

The resulting type after obtaining ownership.
Source§

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
Source§

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
Source§

impl<T, U> TryFrom<U> for T
where U: Into<T>,

Source§

type Error = !

The type returned in the event of a conversion error.
Source§

fn try_from(value: U) -> Result<T, !>

Performs the conversion.
Source§

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

Source§

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
Source§

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.