API Reference / BacktestMetrics
Interface: BacktestMetrics
Defined in: src/backtest/types.ts:70
Properties
totalTrades
totalTrades:
number
Defined in: src/backtest/types.ts:71
winRate
winRate:
number
Defined in: src/backtest/types.ts:72
totalPnl
totalPnl:
number
Defined in: src/backtest/types.ts:73
maxDrawdown
maxDrawdown:
number
Defined in: src/backtest/types.ts:75
Largest peak-to-trough drawdown on the equity curve, as a fraction (0.1 = 10%).
profitFactor
profitFactor:
number
Defined in: src/backtest/types.ts:77
grossProfit / grossLoss. Infinity when there were wins and no losses, 0 when there were no trades at all.
sharpe
sharpe:
number|null
Defined in: src/backtest/types.ts:84
Per-bar Sharpe ratio scaled by sqrt(n), not annualized to any specific trading-days convention — the harness doesn't know your bar interval's business meaning. null when there isn't enough equity-curve variance to compute one.