Portfolio heatmap statistics structure. Contains aggregated data for all symbols in the portfolio.
symbols: IHeatmapRow[]
Array of symbol statistics
totalSymbols: number
Total number of symbols tracked
portfolioTotalPnl: number
Portfolio-wide total PNL
portfolioSharpeRatio: number
Portfolio-wide Sharpe Ratio
portfolioTotalTrades: number
Portfolio-wide total trades
portfolioAvgPeakPnl: number
Trade-count-weighted average peak PNL across all symbols. Higher is better.
portfolioAvgFallPnl: number
Trade-count-weighted average fall PNL across all symbols. Closer to 0 is better.
portfolioPeakProfitPnl: number
Maximum peak PNL across all trades of all symbols (best best-case). Higher is better.
portfolioMaxDrawdownPnl: number
Minimum fall PNL across all trades of all symbols (worst worst-case). Closer to 0 is better.
portfolioAvgDuration: number
Pooled average trade duration in minutes across all trades of all symbols.
portfolioMedianPnl: number
Pooled median pnlPercentage across all trades of all symbols.
portfolioAvgConsecutiveWinPnl: number
Trade-count-weighted mean of per-symbol avgConsecutiveWinPnl. Null if no symbol has a win streak.
portfolioAvgConsecutiveLossPnl: number
Trade-count-weighted mean of per-symbol avgConsecutiveLossPnl. Null if no symbol has a loss streak.
portfolioAvgWinDuration: number
Pooled average duration in minutes of winning trades.
portfolioAvgLossDuration: number
Pooled average duration in minutes of losing trades.
portfolioStdDev: number
Pooled sample standard deviation of returns across all symbols.
portfolioSortinoRatio: number
Pooled Sortino Ratio over all trades. Same canonical formula as per-symbol.
portfolioCalmarRatio: number
Pooled Calmar Ratio: pooled compound annual / equity drawdown. Capped at ±MAX_CALMAR_RATIO.
portfolioRecoveryFactor: number
Pooled Recovery Factor: (equityFinal-1)*100 / equityMaxDrawdown. Capped at ±MAX_CALMAR_RATIO.
portfolioExpectancy: number
Pooled Expectancy: winProbavgWin + lossProbavgLoss (per-trade expected %).
portfolioAnnualizedSharpeRatio: number
Pooled Annualized Sharpe Ratio (portfolioSharpeRatio × √portfolioTradesPerYear). Higher is better.
portfolioCertaintyRatio: number
Pooled Certainty Ratio (pooledAvgWin / |pooledAvgLoss|). Higher is better.
portfolioExpectedYearlyReturns: number
Pooled expected yearly returns (geometric annualization of pooled equity, capped at ±MAX_EXPECTED_YEARLY_RETURNS).
portfolioTradesPerYear: number
Pooled observed trade frequency extrapolated to one year.