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BacktestSummary

Backtest result summary providing type-safe access to common performance metrics. Mapped to internal/backtest.BacktestSummary via gqlgen autobind.

type BacktestSummary {
  strategyName: String!
  totalTrades: Int!
  wins: Int!
  losses: Int!
  profitTotalAbs: Float!
  profitTotal: Float!
  profitMean: Float
  winRate: Float
  maxDrawdown: Float
  profitFactor: Float
  expectancy: Float
  sharpe: Float
  sortino: Float
  calmar: Float
  avgStakeAmount: Float
  stakeCurrency: String!
  backtestStart: Time
  backtestEnd: Time
  backtestDays: Int
  marketChange: Float
  finalBalance: Float
  startingBalance: Float
  maxDrawdownAbs: Float
  cagr: Float
  recoveryFactor: Float
  resultsPerPair: [BacktestPairResult!]
}

Fields​

BacktestSummary.strategyName ● String! non-null scalar​

BacktestSummary.totalTrades ● Int! non-null scalar​

BacktestSummary.wins ● Int! non-null scalar​

BacktestSummary.losses ● Int! non-null scalar​

BacktestSummary.profitTotalAbs ● Float! non-null scalar​

BacktestSummary.profitTotal ● Float! non-null scalar​

BacktestSummary.profitMean ● Float scalar​

BacktestSummary.winRate ● Float scalar​

BacktestSummary.maxDrawdown ● Float scalar​

BacktestSummary.profitFactor ● Float scalar​

BacktestSummary.expectancy ● Float scalar​

BacktestSummary.sharpe ● Float scalar​

BacktestSummary.sortino ● Float scalar​

BacktestSummary.calmar ● Float scalar​

BacktestSummary.avgStakeAmount ● Float scalar​

BacktestSummary.stakeCurrency ● String! non-null scalar​

BacktestSummary.backtestStart ● Time scalar​

BacktestSummary.backtestEnd ● Time scalar​

BacktestSummary.backtestDays ● Int scalar​

BacktestSummary.marketChange ● Float scalar​

BacktestSummary.finalBalance ● Float scalar​

BacktestSummary.startingBalance ● Float scalar​

BacktestSummary.maxDrawdownAbs ● Float scalar​

BacktestSummary.cagr ● Float scalar​

BacktestSummary.recoveryFactor ● Float scalar​

BacktestSummary.resultsPerPair ● [BacktestPairResult!] list object​

Member Of​

Backtest object