BacktestDriftReport

A bot's live trades compared with its shadow backtest.

type BacktestDriftReport {
  windowStart: Time!
  windowEnd: Time!
  timeframe: String!
  matchRate: Float!
  meanProfitGap: Float
  tooFewTrades: Boolean!
  drifted: Boolean!
  reasons: [BacktestDriftReason!]!
  matched: [BacktestDriftMatch!]!
  liveOnly: [BacktestDriftTrade!]!
  backtestOnly: [BacktestDriftTrade!]!
}

Fields

BacktestDriftReport.windowStart ● Time! non-null scalar

BacktestDriftReport.windowEnd ● Time! non-null scalar

BacktestDriftReport.timeframe ● String! non-null scalar

BacktestDriftReport.matchRate ● Float! non-null scalar

Matched / the larger side's trade count.

BacktestDriftReport.meanProfitGap ● Float scalar

Mean absolute profit-ratio difference over matched trades.

BacktestDriftReport.tooFewTrades ● Boolean! non-null scalar

Fewer trades than the minimum on both sides: never drift.

BacktestDriftReport.drifted ● Boolean! non-null scalar

BacktestDriftReport.reasons ● [BacktestDriftReason!]! non-null enum

BacktestDriftReport.matched ● [BacktestDriftMatch!]! non-null object

BacktestDriftReport.liveOnly ● [BacktestDriftTrade!]! non-null object

BacktestDriftReport.backtestOnly ● [BacktestDriftTrade!]! non-null object

Member Of

BotBacktestDrift object