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BacktestPairResult

Per-pair performance breakdown from a backtest run.

type BacktestPairResult {
  key: String!
  trades: Int!
  profitTotal: Float!
  profitTotalAbs: Float!
  winRate: Float!
  profitFactor: Float!
  sharpe: Float!
  sortino: Float!
  sqn: Float!
  maxDrawdownAbs: Float!
  wins: Int!
  losses: Int!
}

Fields​

BacktestPairResult.key ● String! non-null scalar​

BacktestPairResult.trades ● Int! non-null scalar​

BacktestPairResult.profitTotal ● Float! non-null scalar​

BacktestPairResult.profitTotalAbs ● Float! non-null scalar​

BacktestPairResult.winRate ● Float! non-null scalar​

BacktestPairResult.profitFactor ● Float! non-null scalar​

BacktestPairResult.sharpe ● Float! non-null scalar​

BacktestPairResult.sortino ● Float! non-null scalar​

BacktestPairResult.sqn ● Float! non-null scalar​

BacktestPairResult.maxDrawdownAbs ● Float! non-null scalar​

BacktestPairResult.wins ● Int! non-null scalar​

BacktestPairResult.losses ● Int! non-null scalar​

Member Of​

BacktestSummary object