PublicBacktestDigest

The anonymous-surface projection of Backtest.digest, served on share links and marketplace listings (#2669). Money stays relative: it carries no starting balance, no return/drawdown in stake currency, no stake currency and no comparison with the publisher's other runs. Every *Fraction is a FRACTION (0.05 = 5 %), never a percent.

type PublicBacktestDigest {
  tradeCount: Int!
  wins: Int!
  losses: Int!
  draws: Int!
  lowSample: Boolean!
  totalReturnFraction: Float!
  maxDrawdownFraction: Float
  winRateFraction: Float
  sharpe: Float
  sortino: Float
  marketChangeFraction: Float
  backtestStart: Time
  backtestEnd: Time
  worstTrade: PublicBacktestDigestTrade
}

Fields

PublicBacktestDigest.tradeCount ● Int! non-null scalar

PublicBacktestDigest.wins ● Int! non-null scalar

PublicBacktestDigest.losses ● Int! non-null scalar

PublicBacktestDigest.draws ● Int! non-null scalar

PublicBacktestDigest.lowSample ● Boolean! non-null scalar

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

PublicBacktestDigest.totalReturnFraction ● Float! non-null scalar

FRACTION of starting balance, signed.

PublicBacktestDigest.maxDrawdownFraction ● Float scalar

POSITIVE FRACTION. Null on a zero-trade run.

PublicBacktestDigest.winRateFraction ● Float scalar

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

PublicBacktestDigest.sharpe ● Float scalar

PublicBacktestDigest.sortino ● Float scalar

PublicBacktestDigest.marketChangeFraction ● Float scalar

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

PublicBacktestDigest.backtestStart ● Time scalar

PublicBacktestDigest.backtestEnd ● Time scalar

PublicBacktestDigest.worstTrade ● PublicBacktestDigestTrade object

Member Of

PublicBacktest object