Uses of Class
com.quantfinlib.backtest.BacktestResult

Packages that use BacktestResult

Package	Description
com.quantfinlib.backtest	Bar-based backtesting.
com.quantfinlib.dsl	Strategy Builder DSL: compose Rules (built via Rules factories over indicator arrays, with and/or/not combinators) into a backtestable strategy through StrategyBuilder — entry/exit rules, stop loss and take profit in a fluent chain.
com.quantfinlib.report	Professional report generation, all writers hand-rolled on the JDK: ReportGenerator assembles portfolio, performance, risk, allocation, trade, Monte Carlo and technical sections into a Report, exported as HTML (with inline SvgCharts equity/drawdown charts), CSV, PDF, or XLSX.

Uses of BacktestResult in com.quantfinlib.backtest

Methods in com.quantfinlib.backtest that return BacktestResult

Modifier and Type	Method	Description
BacktestResult	ExecutionAwareResult.backtest()
static BacktestResult	Backtester.run(TradingStrategy strategy, BarSeries series, BacktestConfig config)
static BacktestResult	Backtester.run(TradingStrategy strategy, BarSeries series, BacktestConfig config, int tradeFrom)	Variant with a WARM-UP prefix: indicators are initialized over the whole series, but no signal is acted on (and no equity recorded) before tradeFrom.

Uses of BacktestResult in com.quantfinlib.dsl

Methods in com.quantfinlib.dsl that return BacktestResult

Modifier and Type	Method	Description
BacktestResult	StrategyBuilder.DslStrategy.backtest(BarSeries series, double initialCapital)	Convenience: run a backtest with default costs and this strategy's risk settings.
BacktestResult	StrategyBuilder.DslStrategy.backtest(BarSeries series, BacktestConfig config)

Uses of BacktestResult in com.quantfinlib.report

Methods in com.quantfinlib.report with parameters of type BacktestResult

Modifier and Type	Method	Description
ReportGenerator	ReportGenerator.addStrategyPerformance(BacktestResult result)