openpine_vm::report

Struct PerformanceMetrics

Source 
pub struct PerformanceMetrics {
Show 38 fields
    pub net_profit: f64,
    pub net_profit_percent: f64,
    pub gross_profit: f64,
    pub gross_profit_percent: f64,
    pub gross_loss: f64,
    pub gross_loss_percent: f64,
    pub max_drawdown: f64,
    pub max_drawdown_percent: f64,
    pub max_runup: f64,
    pub max_runup_percent: f64,
    pub buy_hold_return: Option<f64>,
    pub buy_hold_return_percent: Option<f64>,
    pub sharpe_ratio: Option<f64>,
    pub sortino_ratio: Option<f64>,
    pub profit_factor: Option<f64>,
    pub total_closed_trades: usize,
    pub total_open_trades: usize,
    pub num_winning_trades: usize,
    pub num_losing_trades: usize,
    pub num_even_trades: usize,
    pub percent_profitable: Option<f64>,
    pub avg_trade: f64,
    pub avg_trade_percent: f64,
    pub avg_winning_trade: f64,
    pub avg_winning_trade_percent: f64,
    pub avg_losing_trade: f64,
    pub avg_losing_trade_percent: f64,
    pub ratio_avg_win_loss: Option<f64>,
    pub largest_winning_trade: f64,
    pub largest_winning_trade_percent: f64,
    pub largest_losing_trade: f64,
    pub largest_losing_trade_percent: f64,
    pub avg_bars_in_trades: usize,
    pub avg_bars_in_winning_trades: usize,
    pub avg_bars_in_losing_trades: usize,
    pub commission_paid: f64,
    pub max_contracts_held: f64,
    pub margin_calls: usize,

}
Expand description

Aggregated performance metrics for one slice of trades (All, Long-only, or Short-only).

Mirrors TradingView’s Performance Summary columns.

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§net_profit: f64

Net profit in account currency.

§net_profit_percent: f64

Net profit as percentage of initial capital.

§gross_profit: f64

Sum of profits from winning trades.

§gross_profit_percent: f64

Gross profit as percentage of initial capital.

§gross_loss: f64

Sum of losses from losing trades (positive number).

§gross_loss_percent: f64

Gross loss as percentage of initial capital.

§max_drawdown: f64

Maximum equity drawdown in account currency.

§max_drawdown_percent: f64

Maximum equity drawdown as percentage.

§max_runup: f64

Maximum equity run-up in account currency.

§max_runup_percent: f64

Maximum equity run-up as percentage.

§buy_hold_return: Option<f64>

Buy & hold return in account currency.

§buy_hold_return_percent: Option<f64>

Buy & hold return as percentage of initial capital.

§sharpe_ratio: Option<f64>

Annualized Sharpe ratio.

§sortino_ratio: Option<f64>

Annualized Sortino ratio.

§profit_factor: Option<f64>

Gross profit / gross loss.

§total_closed_trades: usize

Total number of closed trades.

§total_open_trades: usize

Total number of currently open trades.

§num_winning_trades: usize

Number of winning (profit > 0) closed trades.

§num_losing_trades: usize

Number of losing (profit < 0) closed trades.

§num_even_trades: usize

Number of break-even (profit == 0) closed trades.

§percent_profitable: Option<f64>

Winning trades / total closed trades × 100.

§avg_trade: f64

Average P&L per closed trade.

§avg_trade_percent: f64

Average P&L percentage per closed trade.

§avg_winning_trade: f64

Average profit per winning trade.

§avg_winning_trade_percent: f64

Average profit percentage per winning trade.

§avg_losing_trade: f64

Average loss per losing trade.

§avg_losing_trade_percent: f64

Average loss percentage per losing trade.

§ratio_avg_win_loss: Option<f64>

Average winning trade / average losing trade (absolute).

§largest_winning_trade: f64

Largest single winning trade profit.

§largest_winning_trade_percent: f64

Largest single winning trade profit percentage.

§largest_losing_trade: f64

Largest single losing trade loss.

§largest_losing_trade_percent: f64

Largest single losing trade loss percentage.

§avg_bars_in_trades: usize

Average number of bars held across all closed trades.

§avg_bars_in_winning_trades: usize

Average number of bars held across winning trades.

§avg_bars_in_losing_trades: usize

Average number of bars held across losing trades.

§commission_paid: f64

Total commission paid.

§max_contracts_held: f64

Peak number of contracts/shares held simultaneously.

§margin_calls: usize

Number of margin calls triggered.

Trait Implementations§

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impl Clone for PerformanceMetrics

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fn clone(&self) -> PerformanceMetrics

Returns a duplicate of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for PerformanceMetrics

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

Formats the value using the given formatter. Read more
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impl Serialize for PerformanceMetrics

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

Serialize this value into the given Serde serializer. Read more

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