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 Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
double[]	equityCurve()
PerformanceMetrics	metrics()
String	strategyName()
String	symbol()
String	toString()
List<Trade>	trades()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

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()

trades

public List<Trade> trades()

metrics

public PerformanceMetrics metrics()

toString

public String toString()

Overrides:

toString in class Object