Interface IHeatmapRow

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

interface IHeatmapRow {
    avgLoss: number;
    avgPnl: number;
    avgWin: number;
    expectancy: number;
    lossCount: number;
    maxDrawdown: number;
    maxLossStreak: number;
    maxWinStreak: number;
    profitFactor: number;
    sharpeRatio: number;
    stdDev: number;
    symbol: string;
    totalPnl: number;
    totalTrades: number;
    winCount: number;
    winRate: number;
}

Properties

avgLoss avgPnl avgWin expectancy lossCount maxDrawdown maxLossStreak maxWinStreak profitFactor sharpeRatio stdDev symbol totalPnl totalTrades winCount winRate

Properties

avgLoss

avgLoss: number

Average loss percentage on losing trades

avgPnl

avgPnl: number

Average PNL per trade

avgWin

avgWin: number

Average profit percentage on winning trades

expectancy

expectancy: number

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

lossCount

lossCount: number

Number of losing trades

maxDrawdown

maxDrawdown: number

Maximum drawdown percentage (largest peak-to-trough decline)

maxLossStreak

maxLossStreak: number

Maximum consecutive losing trades

maxWinStreak

maxWinStreak: number

Maximum consecutive winning trades

profitFactor

profitFactor: number

Profit factor: sum of wins / sum of losses

sharpeRatio

sharpeRatio: number

Risk-adjusted return (Sharpe Ratio)

stdDev

stdDev: number

Standard deviation of PNL

symbol

symbol: string

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

totalPnl

totalPnl: number

Total profit/loss percentage across all closed trades

totalTrades

totalTrades: number

Total number of closed trades

winCount

winCount: number

Number of winning trades

winRate

winRate: number

Win rate percentage

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