IHeatmapRow

Portfolio heatmap statistics for a single symbol. Aggregated metrics across all strategies for one trading pair.

Properties

symbol

symbol: string
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Trading pair symbol (e.g., "BTCUSDT")

totalPnl

totalPnl: number
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Total profit/loss percentage across all closed trades

sharpeRatio

sharpeRatio: number
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Risk-adjusted return (Sharpe Ratio)

maxDrawdown

maxDrawdown: number
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Maximum drawdown percentage (largest peak-to-trough decline)

totalTrades

totalTrades: number
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Total number of closed trades

winCount

winCount: number
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Number of winning trades

lossCount

lossCount: number
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Number of losing trades

winRate

winRate: number
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Win rate percentage

avgPnl

avgPnl: number
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Average PNL per trade

stdDev

stdDev: number
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Standard deviation of PNL

profitFactor

profitFactor: number
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Profit factor: sum of wins / sum of losses

avgWin

avgWin: number
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Average profit percentage on winning trades

avgLoss

avgLoss: number
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Average loss percentage on losing trades

maxWinStreak

maxWinStreak: number
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Maximum consecutive winning trades

maxLossStreak

maxLossStreak: number
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Maximum consecutive losing trades

expectancy

expectancy: number
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Expectancy: (winRate * avgWin) - (lossRate * avgLoss)