Skip to content

RunResult


dataclass backtide.backtest.RunResult

Result of running a single strategy as part of an experiment.

Attributes

strategy_id : str

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 | None
None 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".

is_benchmark : bool
Whether this run is the benchmark run for the experiment.


See Also

EquitySample

A single equity-curve sample taken once per simulated bar.

ExperimentResult

The complete result of a single experiment.

query_strategy_runs

Return every per-strategy result for a given experiment.