RunResult
dataclass backtide.backtest.RunResult
Result of running a single strategy as part of an experiment.
| Attributes |
Unique identifier for this strategy run.
strategy_name : str
The name of the strategy.
equity_curve : list[EquitySample]
Per-bar equity samples in chronological order.
trades : list[Trade]
All round-trip trades closed during the run.
orders : list[OrderRecord]
All orders the engine processed (filled, canceled, rejected).
metrics : dict[str, float]
Summary metrics (total_return, sharpe, max_drawdown, ...).
base_currency : Currency
The portfolio's base currency for this run. Equity, PnL and drawdown
values stored on the run are denominated in this currency.
error : str | NoneNone on success. Otherwise, the first error raised by the strategy
during the run. Strategies that fail still produce a result row so the
rest of the experiment isn't lost — the engine simply records the error
and reports the experiment status as "failed".
Whether this run is the benchmark run for the experiment.
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See Also
A single equity-curve sample taken once per simulated bar.
The complete result of a single experiment.
Return every per-strategy result for a given experiment.