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| <html class="default" lang="en" data-base=".."><head><meta charset="utf-8"/><meta http-equiv="x-ua-compatible" content="IE=edge"/><title>IHeatmapRow | backtest-kit</title><meta name="description" content="Documentation for backtest-kit"/><meta name="viewport" content="width=device-width, initial-scale=1"/><link rel="stylesheet" href="../assets/style.css"/><link rel="stylesheet" href="../assets/highlight.css"/><script defer src="../assets/main.js"></script><script async src="../assets/icons.js" id="tsd-icons-script"></script><script async src="../assets/search.js" id="tsd-search-script"></script><script async src="../assets/navigation.js" id="tsd-nav-script"></script><script async src="../assets/hierarchy.js" id="tsd-hierarchy-script"></script></head><body><script>document.documentElement.dataset.theme = localStorage.getItem("tsd-theme") || "os";document.body.style.display="none";setTimeout(() => app?app.showPage():document.body.style.removeProperty("display"),500)</script><header class="tsd-page-toolbar"><div class="tsd-toolbar-contents container"><div class="table-cell" id="tsd-search"><div class="field"><label for="tsd-search-field" class="tsd-widget tsd-toolbar-icon search no-caption"><svg width="16" height="16" viewBox="0 0 16 16" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-search"></use></svg></label><input type="text" id="tsd-search-field" aria-label="Search"/></div><div class="field"><div id="tsd-toolbar-links"></div></div><ul class="results"><li class="state loading">Preparing search index...</li><li class="state failure">The search index is not available</li></ul><a href="../index.html" class="title">backtest-kit</a></div><div class="table-cell" id="tsd-widgets"><a href="#" class="tsd-widget tsd-toolbar-icon menu no-caption" data-toggle="menu" aria-label="Menu"><svg width="16" height="16" viewBox="0 0 16 16" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-menu"></use></svg></a></div></div></header><div class="container container-main"><div class="col-content"><div class="tsd-page-title"><ul class="tsd-breadcrumb"><li><a href="../modules.html">backtest-kit</a></li><li><a href="../modules/types.html">types</a></li><li><a href="types.IHeatmapRow.html">IHeatmapRow</a></li></ul><h1>Interface IHeatmapRow</h1></div><section class="tsd-panel tsd-comment"><div class="tsd-comment tsd-typography"><p>Portfolio heatmap statistics for a single symbol. | |
| Aggregated metrics across all strategies for one trading pair.</p> | |
| </div><div class="tsd-comment tsd-typography"></div></section><div class="tsd-signature"><span class="tsd-signature-keyword">interface</span> <span class="tsd-kind-interface">IHeatmapRow</span> <span class="tsd-signature-symbol">{</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#avgfallpnl">avgFallPnl</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#avgloss">avgLoss</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#avgpeakpnl">avgPeakPnl</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#avgpnl">avgPnl</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#avgwin">avgWin</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#calmarratio">calmarRatio</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#expectancy">expectancy</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#losscount">lossCount</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#maxdrawdown">maxDrawdown</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#maxlossstreak">maxLossStreak</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#maxwinstreak">maxWinStreak</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#profitfactor">profitFactor</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#recoveryfactor">recoveryFactor</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#sharperatio">sharpeRatio</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#sortinoratio">sortinoRatio</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#stddev">stdDev</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#symbol">symbol</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">;</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#totalpnl">totalPnl</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#totaltrades">totalTrades</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#wincount">winCount</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/> <a class="tsd-kind-property" href="types.IHeatmapRow.html#winrate">winRate</a><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span><span class="tsd-signature-symbol">;</span><br/><span class="tsd-signature-symbol">}</span></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10231">types.d.ts:10231</a></li></ul></aside><section class="tsd-panel-group tsd-index-group"><section class="tsd-panel tsd-index-panel"><details class="tsd-index-content tsd-accordion" open><summary class="tsd-accordion-summary tsd-index-summary"><h5 class="tsd-index-heading uppercase" role="button" aria-expanded="false" tabIndex="0"><svg width="16" height="16" viewBox="0 0 16 16" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-chevronSmall"></use></svg> Index</h5></summary><div class="tsd-accordion-details"><section class="tsd-index-section"><h3 class="tsd-index-heading">Properties</h3><div class="tsd-index-list"><a href="types.IHeatmapRow.html#avgfallpnl" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>avg<wbr/>Fall<wbr/>Pnl</span></a> | |
| <a href="types.IHeatmapRow.html#avgloss" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>avg<wbr/>Loss</span></a> | |
| <a href="types.IHeatmapRow.html#avgpeakpnl" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>avg<wbr/>Peak<wbr/>Pnl</span></a> | |
| <a href="types.IHeatmapRow.html#avgpnl" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>avg<wbr/>Pnl</span></a> | |
| <a href="types.IHeatmapRow.html#avgwin" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>avg<wbr/>Win</span></a> | |
| <a href="types.IHeatmapRow.html#calmarratio" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>calmar<wbr/>Ratio</span></a> | |
| <a href="types.IHeatmapRow.html#expectancy" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>expectancy</span></a> | |
| <a href="types.IHeatmapRow.html#losscount" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>loss<wbr/>Count</span></a> | |
| <a href="types.IHeatmapRow.html#maxdrawdown" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>max<wbr/>Drawdown</span></a> | |
| <a href="types.IHeatmapRow.html#maxlossstreak" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>max<wbr/>Loss<wbr/>Streak</span></a> | |
| <a href="types.IHeatmapRow.html#maxwinstreak" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>max<wbr/>Win<wbr/>Streak</span></a> | |
| <a href="types.IHeatmapRow.html#profitfactor" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>profit<wbr/>Factor</span></a> | |
| <a href="types.IHeatmapRow.html#recoveryfactor" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>recovery<wbr/>Factor</span></a> | |
| <a href="types.IHeatmapRow.html#sharperatio" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>sharpe<wbr/>Ratio</span></a> | |
| <a href="types.IHeatmapRow.html#sortinoratio" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>sortino<wbr/>Ratio</span></a> | |
| <a href="types.IHeatmapRow.html#stddev" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>std<wbr/>Dev</span></a> | |
| <a href="types.IHeatmapRow.html#symbol" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>symbol</span></a> | |
| <a href="types.IHeatmapRow.html#totalpnl" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>total<wbr/>Pnl</span></a> | |
| <a href="types.IHeatmapRow.html#totaltrades" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>total<wbr/>Trades</span></a> | |
| <a href="types.IHeatmapRow.html#wincount" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>win<wbr/>Count</span></a> | |
| <a href="types.IHeatmapRow.html#winrate" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>win<wbr/>Rate</span></a> | |
| </div></section></div></details></section></section><details class="tsd-panel-group tsd-member-group tsd-accordion" open><summary class="tsd-accordion-summary" data-key="section-Properties"><h2><svg width="20" height="20" viewBox="0 0 24 24" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-chevronDown"></use></svg> Properties</h2></summary><section><section class="tsd-panel tsd-member"><a id="avgfallpnl" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>avg<wbr/>Fall<wbr/>Pnl</span><a href="#avgfallpnl" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">avgFallPnl</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div><div class="tsd-comment tsd-typography"><p>Average fall PNL percentage across all trades (_fall.pnlPercentage). Closer to 0 is better.</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10267">types.d.ts:10267</a></li></ul></aside></section><section class="tsd-panel tsd-member"><a id="avgloss" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>avg<wbr/>Loss</span><a href="#avgloss" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">avgLoss</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div><div class="tsd-comment tsd-typography"><p>Average loss percentage on losing trades</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10257">types.d.ts:10257</a></li></ul></aside></section><section class="tsd-panel tsd-member"><a id="avgpeakpnl" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>avg<wbr/>Peak<wbr/>Pnl</span><a href="#avgpeakpnl" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">avgPeakPnl</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div><div class="tsd-comment tsd-typography"><p>Average peak PNL percentage across all trades (_peak.pnlPercentage). Higher is better.</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10265">types.d.ts:10265</a></li></ul></aside></section><section class="tsd-panel tsd-member"><a id="avgpnl" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>avg<wbr/>Pnl</span><a href="#avgpnl" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">avgPnl</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div><div class="tsd-comment tsd-typography"><p>Average PNL per trade</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10249">types.d.ts:10249</a></li></ul></aside></section><section class="tsd-panel tsd-member"><a id="avgwin" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>avg<wbr/>Win</span><a href="#avgwin" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">avgWin</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div><div class="tsd-comment tsd-typography"><p>Average profit percentage on winning trades</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10255">types.d.ts:10255</a></li></ul></aside></section><section class="tsd-panel tsd-member"><a id="calmarratio" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>calmar<wbr/>Ratio</span><a href="#calmarratio" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">calmarRatio</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div><div class="tsd-comment tsd-typography"><p>Calmar Ratio (totalPnl / maxDrawdown). Higher is better.</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10271">types.d.ts:10271</a></li></ul></aside></section><section class="tsd-panel tsd-member"><a id="expectancy" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>expectancy</span><a href="#expectancy" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">expectancy</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div><div class="tsd-comment tsd-typography"><p>Expectancy: (winRate * avgWin) - (lossRate * avgLoss)</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10263">types.d.ts:10263</a></li></ul></aside></section><section class="tsd-panel tsd-member"><a id="losscount" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>loss<wbr/>Count</span><a href="#losscount" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">lossCount</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div><div class="tsd-comment tsd-typography"><p>Number of losing trades</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10245">types.d.ts:10245</a></li></ul></aside></section><section class="tsd-panel tsd-member"><a id="maxdrawdown" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>max<wbr/>Drawdown</span><a href="#maxdrawdown" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">maxDrawdown</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div><div class="tsd-comment tsd-typography"><p>Maximum drawdown percentage (largest peak-to-trough decline)</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10239">types.d.ts:10239</a></li></ul></aside></section><section class="tsd-panel tsd-member"><a id="maxlossstreak" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>max<wbr/>Loss<wbr/>Streak</span><a href="#maxlossstreak" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">maxLossStreak</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div><div class="tsd-comment tsd-typography"><p>Maximum consecutive losing trades</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10261">types.d.ts:10261</a></li></ul></aside></section><section class="tsd-panel tsd-member"><a id="maxwinstreak" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>max<wbr/>Win<wbr/>Streak</span><a href="#maxwinstreak" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">maxWinStreak</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div><div class="tsd-comment tsd-typography"><p>Maximum consecutive winning trades</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10259">types.d.ts:10259</a></li></ul></aside></section><section class="tsd-panel tsd-member"><a id="profitfactor" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>profit<wbr/>Factor</span><a href="#profitfactor" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">profitFactor</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div><div class="tsd-comment tsd-typography"><p>Profit factor: sum of wins / sum of losses</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10253">types.d.ts:10253</a></li></ul></aside></section><section class="tsd-panel tsd-member"><a id="recoveryfactor" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>recovery<wbr/>Factor</span><a href="#recoveryfactor" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">recoveryFactor</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div><div class="tsd-comment tsd-typography"><p>Recovery Factor (totalPnl / maxDrawdown). Higher is better.</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10273">types.d.ts:10273</a></li></ul></aside></section><section class="tsd-panel tsd-member"><a id="sharperatio" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>sharpe<wbr/>Ratio</span><a href="#sharperatio" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">sharpeRatio</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div><div class="tsd-comment tsd-typography"><p>Risk-adjusted return (Sharpe Ratio)</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10237">types.d.ts:10237</a></li></ul></aside></section><section class="tsd-panel tsd-member"><a id="sortinoratio" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>sortino<wbr/>Ratio</span><a href="#sortinoratio" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">sortinoRatio</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div><div class="tsd-comment tsd-typography"><p>Sortino Ratio (avgPnl / downside deviation — stdDev of losses only). Higher is better.</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10269">types.d.ts:10269</a></li></ul></aside></section><section class="tsd-panel tsd-member"><a id="stddev" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>std<wbr/>Dev</span><a href="#stddev" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">stdDev</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div><div class="tsd-comment tsd-typography"><p>Standard deviation of PNL</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10251">types.d.ts:10251</a></li></ul></aside></section><section class="tsd-panel tsd-member"><a id="symbol" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>symbol</span><a href="#symbol" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">symbol</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span></div><div class="tsd-comment tsd-typography"><p>Trading pair symbol (e.g., "BTCUSDT")</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10233">types.d.ts:10233</a></li></ul></aside></section><section class="tsd-panel tsd-member"><a id="totalpnl" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>total<wbr/>Pnl</span><a href="#totalpnl" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">totalPnl</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div><div class="tsd-comment tsd-typography"><p>Total profit/loss percentage across all closed trades</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10235">types.d.ts:10235</a></li></ul></aside></section><section class="tsd-panel tsd-member"><a id="totaltrades" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>total<wbr/>Trades</span><a href="#totaltrades" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">totalTrades</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div><div class="tsd-comment tsd-typography"><p>Total number of closed trades</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10241">types.d.ts:10241</a></li></ul></aside></section><section class="tsd-panel tsd-member"><a id="wincount" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>win<wbr/>Count</span><a href="#wincount" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">winCount</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div><div class="tsd-comment tsd-typography"><p>Number of winning trades</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10243">types.d.ts:10243</a></li></ul></aside></section><section class="tsd-panel tsd-member"><a id="winrate" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>win<wbr/>Rate</span><a href="#winrate" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><div class="tsd-signature"><span class="tsd-kind-property">winRate</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">number</span></div><div class="tsd-comment tsd-typography"><p>Win rate percentage</p> | |
| </div><div class="tsd-comment tsd-typography"></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L10247">types.d.ts:10247</a></li></ul></aside></section></section></details></div><div class="col-sidebar"><div class="page-menu"><div class="tsd-navigation settings"><details class="tsd-accordion"><summary class="tsd-accordion-summary"><h3><svg width="20" height="20" viewBox="0 0 24 24" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-chevronDown"></use></svg>Settings</h3></summary><div class="tsd-accordion-details"><div class="tsd-filter-visibility"><span class="settings-label">Member Visibility</span><ul id="tsd-filter-options"><li class="tsd-filter-item"><label class="tsd-filter-input"><input type="checkbox" id="tsd-filter-protected" name="protected"/><svg width="32" height="32" viewBox="0 0 32 32" aria-hidden="true"><rect class="tsd-checkbox-background" width="30" height="30" x="1" y="1" rx="6" fill="none"></rect><path class="tsd-checkbox-checkmark" d="M8.35422 16.8214L13.2143 21.75L24.6458 10.25" stroke="none" stroke-width="3.5" stroke-linejoin="round" fill="none"></path></svg><span>Protected</span></label></li><li class="tsd-filter-item"><label class="tsd-filter-input"><input type="checkbox" id="tsd-filter-inherited" name="inherited" checked/><svg width="32" height="32" viewBox="0 0 32 32" aria-hidden="true"><rect class="tsd-checkbox-background" width="30" height="30" x="1" y="1" rx="6" fill="none"></rect><path class="tsd-checkbox-checkmark" d="M8.35422 16.8214L13.2143 21.75L24.6458 10.25" stroke="none" stroke-width="3.5" stroke-linejoin="round" fill="none"></path></svg><span>Inherited</span></label></li><li class="tsd-filter-item"><label class="tsd-filter-input"><input type="checkbox" id="tsd-filter-external" name="external"/><svg width="32" height="32" viewBox="0 0 32 32" aria-hidden="true"><rect class="tsd-checkbox-background" width="30" height="30" x="1" y="1" rx="6" fill="none"></rect><path class="tsd-checkbox-checkmark" d="M8.35422 16.8214L13.2143 21.75L24.6458 10.25" stroke="none" stroke-width="3.5" stroke-linejoin="round" fill="none"></path></svg><span>External</span></label></li></ul></div><div class="tsd-theme-toggle"><label class="settings-label" for="tsd-theme">Theme</label><select id="tsd-theme"><option value="os">OS</option><option value="light">Light</option><option value="dark">Dark</option></select></div></div></details></div><details open class="tsd-accordion tsd-page-navigation"><summary class="tsd-accordion-summary"><h3><svg width="20" height="20" viewBox="0 0 24 24" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-chevronDown"></use></svg>On This Page</h3></summary><div class="tsd-accordion-details"><details open class="tsd-accordion tsd-page-navigation-section"><summary class="tsd-accordion-summary" data-key="section-Properties"><svg width="20" height="20" viewBox="0 0 24 24" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-chevronDown"></use></svg>Properties</summary><div><a href="#avgfallpnl" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>avg<wbr/>Fall<wbr/>Pnl</span></a><a href="#avgloss" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>avg<wbr/>Loss</span></a><a href="#avgpeakpnl" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>avg<wbr/>Peak<wbr/>Pnl</span></a><a href="#avgpnl" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>avg<wbr/>Pnl</span></a><a href="#avgwin" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>avg<wbr/>Win</span></a><a href="#calmarratio" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>calmar<wbr/>Ratio</span></a><a href="#expectancy" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>expectancy</span></a><a href="#losscount" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>loss<wbr/>Count</span></a><a href="#maxdrawdown" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>max<wbr/>Drawdown</span></a><a href="#maxlossstreak" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>max<wbr/>Loss<wbr/>Streak</span></a><a href="#maxwinstreak" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>max<wbr/>Win<wbr/>Streak</span></a><a href="#profitfactor" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>profit<wbr/>Factor</span></a><a href="#recoveryfactor" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>recovery<wbr/>Factor</span></a><a href="#sharperatio" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>sharpe<wbr/>Ratio</span></a><a href="#sortinoratio" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>sortino<wbr/>Ratio</span></a><a href="#stddev" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>std<wbr/>Dev</span></a><a href="#symbol" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>symbol</span></a><a href="#totalpnl" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>total<wbr/>Pnl</span></a><a href="#totaltrades" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>total<wbr/>Trades</span></a><a href="#wincount" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>win<wbr/>Count</span></a><a href="#winrate" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Property"><use href="../assets/icons.svg#icon-1024"></use></svg><span>win<wbr/>Rate</span></a></div></details></div></details></div><div class="site-menu"><nav class="tsd-navigation"><a href="../modules.html">backtest-kit</a><ul class="tsd-small-nested-navigation" id="tsd-nav-container"><li>Loading...</li></ul></nav></div></div></div><footer><p class="tsd-generator">Generated using <a href="https://typedoc.org/" target="_blank">TypeDoc</a></p></footer><div class="overlay"></div></body></html> | |
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