BacktestStats

Aggregated backtest statistics for a strategy version. Provides best, latest, and average metrics across all completed backtests.

type BacktestStats {
  count: Int!
  completedCount: Int!
  bestProfit: Float
  bestWinRate: Float
  bestMaxDrawdown: Float
  bestTrades: Int
  latestProfit: Float
  latestWinRate: Float
  latestMaxDrawdown: Float
  latestTrades: Int
  avgProfit: Float
  avgWinRate: Float
  avgMaxDrawdown: Float
  avgTrades: Float
  worstProfit: Float
  worstWinRate: Float
  worstMaxDrawdown: Float
  worstTrades: Int
}

Fields

BacktestStats.count ● Int! non-null scalar

Total number of backtests for this strategy

BacktestStats.completedCount ● Int! non-null scalar

Number of completed backtests

BacktestStats.bestProfit ● Float scalar

Profit from the best performing backtest

BacktestStats.bestWinRate ● Float scalar

Win rate from the best performing backtest

BacktestStats.bestMaxDrawdown ● Float scalar

Max drawdown from the best performing backtest

BacktestStats.bestTrades ● Int scalar

Total trades from the best performing backtest

BacktestStats.latestProfit ● Float scalar

Profit from the most recent completed backtest

BacktestStats.latestWinRate ● Float scalar

Win rate from the most recent completed backtest

BacktestStats.latestMaxDrawdown ● Float scalar

Max drawdown from the most recent completed backtest

BacktestStats.latestTrades ● Int scalar

Total trades from the most recent completed backtest

BacktestStats.avgProfit ● Float scalar

Average profit across all completed backtests

BacktestStats.avgWinRate ● Float scalar

Average win rate across all completed backtests

BacktestStats.avgMaxDrawdown ● Float scalar

Average max drawdown across all completed backtests

BacktestStats.avgTrades ● Float scalar

Average trades across all completed backtests

BacktestStats.worstProfit ● Float scalar

Profit from the worst performing backtest

BacktestStats.worstWinRate ● Float scalar

Win rate from the worst performing backtest

BacktestStats.worstMaxDrawdown ● Float scalar

Max drawdown from the worst performing backtest

BacktestStats.worstTrades ● Int scalar

Total trades from the worst performing backtest

Member Of

Strategy object