Class BacktestResult

java.lang.Object
com.quantfinlib.backtest.BacktestResult
public final class BacktestResult extends Object
Result of a backtest run: full equity curve (one point per bar), completed trade history, and derived performance metrics.

  • Constructor Details

    • BacktestResult

      public BacktestResult(String strategyName, String symbol, double[] equityCurve, List<Trade> trades, int periodsPerYear)

  • Method Details

    • strategyName

      public String strategyName()

    • symbol

      public String symbol()

    • equityCurve

      public double equityCurve(int i)
      Equity at bar i.

    • equityCurveLength

      public int equityCurveLength()
      Number of points on the equity curve (one per bar).

    • equityCurveCopy

      public double[] equityCurveCopy()
      A fresh copy of the equity curve.

    • trades

      public List<Trade> trades()

    • metrics

      public PerformanceMetrics metrics()

    • toString

      public String toString()
      Overrides:
      toString in class Object