Trade

dataclass backtide.backtest.Trade

A single round-trip trade (open + close of a position).

Attributes

symbol : str

The traded instrument's symbol.

quantity : float

Signed quantity. Positive = long round trip, negative = short. Floating-point so fractional units are tracked exactly for crypto.

entry_ts : int

Open timestamp (in Unix seconds).

exit_ts : int

Close timestamp (in Unix seconds).

entry_price : float

Average fill price at entry, in the instrument's quote currency.

exit_price : float

Average fill price at exit.

pnl : float

Profit and loss in the base currency, after commission.