Interface HeatmapStatisticsModel

Portfolio heatmap statistics structure. Contains aggregated data for all symbols in the portfolio.

interface HeatmapStatisticsModel {
    portfolioAvgFallPnl: number;
    portfolioAvgPeakPnl: number;
    portfolioSharpeRatio: number;
    portfolioTotalPnl: number;
    portfolioTotalTrades: number;
    symbols: IHeatmapRow[];
    totalSymbols: number;
}

Properties

portfolioAvgFallPnl: number

Trade-count-weighted average fall PNL across all symbols. Closer to 0 is better.

portfolioAvgPeakPnl: number

Trade-count-weighted average peak PNL across all symbols. Higher is better.

portfolioSharpeRatio: number

Portfolio-wide Sharpe Ratio

portfolioTotalPnl: number

Portfolio-wide total PNL

portfolioTotalTrades: number

Portfolio-wide total trades

Array of symbol statistics

totalSymbols: number

Total number of symbols tracked