Struct Metrics

Source

pub struct Metrics {Show 19 fields
    pub strategy: String,
    pub period: String,
    pub total_return: f64,
    pub cagr: f64,
    pub vol: f64,
    pub sharpe: f64,
    pub sortino: f64,
    pub max_drawdown: f64,
    pub calmar: f64,
    pub exposure: f64,
    pub trades: usize,
    pub win_ratio: f64,
    pub avg_win: f64,
    pub avg_loss: f64,
    pub ev_per_trade: f64,
    pub profit_factor: f64,
    pub avg_days: f64,
    pub best_trade: f64,
    pub worst_trade: f64,
}

Expand description

The standard scorecard.

Fields§

§strategy: String§period: String§total_return: f64§cagr: f64§vol: f64§sharpe: f64§sortino: f64§max_drawdown: f64§calmar: f64§exposure: f64§trades: usize§win_ratio: f64§avg_win: f64§avg_loss: f64§ev_per_trade: f64§profit_factor: f64§avg_days: f64§best_trade: f64§worst_trade: f64

Metrics

Struct Metrics Copy item path

Fields§

Trait Implementations§

impl Clone for Metrics

fn clone(&self) -> Metrics

fn clone_from(&mut self, source: &Self)

impl Debug for Metrics

fn fmt(&self, f: &mut Formatter<'_>) -> Result

impl Default for Metrics

fn default() -> Metrics

impl Serialize for Metrics

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>where __S: Serializer,

Auto Trait Implementations§

impl Freeze for Metrics

impl RefUnwindSafe for Metrics

impl Send for Metrics

impl Sync for Metrics

impl Unpin for Metrics

impl UnsafeUnpin for Metrics

impl UnwindSafe for Metrics

Blanket Implementations§

impl<T> Any for Twhere T: 'static + ?Sized,

fn type_id(&self) -> TypeId

impl<T> Borrow<T> for Twhere T: ?Sized,

fn borrow(&self) -> &T

impl<T> BorrowMut<T> for Twhere T: ?Sized,

fn borrow_mut(&mut self) -> &mut T

impl<T> CloneToUninit for Twhere T: Clone,

unsafe fn clone_to_uninit(&self, dest: *mut u8)

impl<T> From<T> for T

fn from(t: T) -> T

impl<T> Instrument for T

fn instrument(self, span: Span) -> Instrumented<Self>

fn in_current_span(self) -> Instrumented<Self>

impl<T, U> Into<U> for Twhere U: From<T>,

fn into(self) -> U

impl<T> PolicyExt for Twhere T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>where T: Policy<B, E>, P: Policy<B, E>,

fn or<P, B, E>(self, other: P) -> Or<T, P>where T: Policy<B, E>, P: Policy<B, E>,

impl<T> ToOwned for Twhere T: Clone,

type Owned = T

fn to_owned(&self) -> T

fn clone_into(&self, target: &mut T)

impl<T, U> TryFrom<U> for Twhere U: Into<T>,

type Error = Infallible

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

impl<T, U> TryInto<U> for Twhere U: TryFrom<T>,

type Error = <U as TryFrom<T>>::Error

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

impl<T> WithSubscriber for T

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>where S: Into<Dispatch>,

fn with_current_subscriber(self) -> WithDispatch<Self>

Struct Metrics

fn serialize<S>(&self, serializer: S) -> Result<S::Ok, S::Error>
where S: Serializer,

impl<T> Any for T
where T: 'static + ?Sized,

impl<T> Borrow<T> for T
where T: ?Sized,

impl<T> BorrowMut<T> for T
where T: ?Sized,

impl<T> CloneToUninit for T
where T: Clone,

impl<T, U> Into<U> for T
where U: From<T>,

impl<T> PolicyExt for T
where T: ?Sized,

fn and<P, B, E>(self, other: P) -> And<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

fn or<P, B, E>(self, other: P) -> Or<T, P>
where T: Policy<B, E>, P: Policy<B, E>,

impl<T> ToOwned for T
where T: Clone,

impl<T, U> TryFrom<U> for T
where U: Into<T>,

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

fn with_subscriber<S>(self, subscriber: S) -> WithDispatch<Self>
where S: Into<Dispatch>,