Structure to hold the advanced result of a backtest simulation.
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#include <tradebench_core.h>
Structure to hold the advanced result of a backtest simulation.
◆ buy_signals
| std::vector<int> BacktestResult::buy_signals |
◆ equity_curve
| std::vector<double> BacktestResult::equity_curve |
◆ max_drawdown
| double BacktestResult::max_drawdown |
◆ profit
| double BacktestResult::profit |
◆ sell_signals
| std::vector<int> BacktestResult::sell_signals |
◆ timestamps
| std::vector<long long> BacktestResult::timestamps |
◆ trades_count
| int BacktestResult::trades_count |
◆ win_rate
| double BacktestResult::win_rate |
The documentation for this struct was generated from the following file:
