BacktestDigestPeer

Another completed backtest in the same strategy's version chain.

type BacktestDigestPeer {
  backtestID: ID!
  strategyID: ID!
  versionNumber: Int!
  completedAt: Time
  backtestStart: Time
  backtestEnd: Time
  tradeCount: Int!
  lowSample: Boolean!
  totalReturnFraction: Float!
  maxDrawdownFraction: Float
  winRateFraction: Float
  sharpe: Float
  marketChangeFraction: Float
  comparable: Boolean!
  differences: [BacktestDigestDifference!]!
}

Fields

BacktestDigestPeer.backtestID ● ID! non-null scalar

BacktestDigestPeer.strategyID ● ID! non-null scalar

BacktestDigestPeer.versionNumber ● Int! non-null scalar

BacktestDigestPeer.completedAt ● Time scalar

BacktestDigestPeer.backtestStart ● Time scalar

BacktestDigestPeer.backtestEnd ● Time scalar

BacktestDigestPeer.tradeCount ● Int! non-null scalar

BacktestDigestPeer.lowSample ● Boolean! non-null scalar

True when tradeCount is below the 50-trade confidence floor.

BacktestDigestPeer.totalReturnFraction ● Float! non-null scalar

FRACTION of starting balance, signed.

BacktestDigestPeer.maxDrawdownFraction ● Float scalar

POSITIVE FRACTION. Null on a zero-trade run.

BacktestDigestPeer.winRateFraction ● Float scalar

FRACTION 0..1. Null on a zero-trade run.

BacktestDigestPeer.sharpe ● Float scalar

BacktestDigestPeer.marketChangeFraction ● Float scalar

Buy-and-hold change of the pairs over the window, FRACTION, signed.

BacktestDigestPeer.comparable ● Boolean! non-null scalar

Same actual window (one candle tolerance), timeframe, trading mode, pairs and starting balance.

BacktestDigestPeer.differences ● [BacktestDigestDifference!]! non-null enum

Why the peer is not comparable. Empty when comparable.

Member Of

BacktestDigestComparison object