BacktestSummary
BacktestSummary()
Bases: BasicBacktest
Result object class for the List Backtest response from the API
JSON Constructor
sharpe_ratio: Optional[float]
Sharpe ratio with respect to risk free rate: measures excess of return per unit of risk
alpha: Optional[float]
Algorithm "Alpha" statistic - abnormal returns over the risk free rate and the relationshio (beta) with the benchmark returns
beta: Optional[float]
Algorithm "beta" statistic - the covariance between the algorithm and benchmark performance, divided by benchmark's variance
compounding_annual_return: Optional[float]
Annual compounded returns statistic based on the final-starting capital and years
drawdown: Optional[float]
Drawdown maximum percentage
loss_rate: Optional[float]
The ratio of the number of losing trades to the total number of trades
net_profit: Optional[float]
Net profit percentage
parameters: Optional[int]
Number of parameters in the backtest
psr: Optional[float]
Price-to-sales ratio
security_types: str
SecurityTypes present in the backtest
sortino_ratio: Optional[float]
Sortino ratio with respect to risk free rate: measures excess of return per unit of downside risk
trades: Optional[int]
Number of trades in the backtest
treynor_ratio: Optional[float]
Treynor ratio statistic is a measurement of the returns earned in excess of that which could have been earned on an investment that has no diversifiable risk
win_rate: Optional[float]
The ratio of the number of winning trades to the total number of trades
tags: List[str]
Collection of tags for the backtest
success: bool
Indicate if the API request was successful.
errors: List[str]
List of errors with the API call.
error: str
Backtest error message
stacktrace: str
Backtest error stacktrace
backtest_id: str
Assigned backtest Id
status: str
Status of the backtest
name: str
Name of the backtest
created: datetime
Backtest creation date and time
progress: float
Progress of the backtest in percent 0-1.
optimization_id: str
Optimization task ID, if the backtest is part of an optimization
tradeable_dates: int
Number of tradeable days
snap_shot_id: int
Snapshot id of this backtest result
to_string() -> str
Returns the string representation of this object