Statistical data calculated from backtest results.
All numeric values are null if calculation is unsafe (NaN, Infinity, etc). Provides comprehensive metrics for strategy performance analysis.
signalList: IStrategyTickResultClosed[]
Array of all closed signals with full details (price, PNL, timestamps, etc.)
totalSignals: number
Total number of closed signals
winCount: number
Number of winning signals (PNL > 0)
lossCount: number
Number of losing signals (PNL < 0)
winRate: number
Win rate as percentage (0-100), null if unsafe. Higher is better.
avgPnl: number
Average PNL per signal as percentage, null if unsafe. Higher is better.
totalPnl: number
Cumulative PNL across all signals as percentage, null if unsafe. Higher is better.
stdDev: number
Standard deviation of returns (volatility metric), null if unsafe. Lower is better.
sharpeRatio: number
Sharpe Ratio (risk-adjusted return = avgPnl / stdDev), null if unsafe. Higher is better.
annualizedSharpeRatio: number
Annualized Sharpe Ratio (sharpeRatio × √365), null if unsafe. Higher is better.
certaintyRatio: number
Certainty Ratio (avgWin / |avgLoss|), null if unsafe. Higher is better.
expectedYearlyReturns: number
Expected yearly returns based on average trade duration and PNL, null if unsafe. Higher is better.