Interface IHeatmapStatistics

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

interface IHeatmapStatistics {
    portfolioSharpeRatio: number;
    portfolioTotalPnl: number;
    portfolioTotalTrades: number;
    symbols: IHeatmapRow[];
    totalSymbols: number;
}

Index

Properties

portfolioSharpeRatio portfolioTotalPnl portfolioTotalTrades symbols totalSymbols

Properties

portfolioSharpeRatio

portfolioSharpeRatio: number

Portfolio-wide Sharpe Ratio

portfolioTotalPnl

portfolioTotalPnl: number

Portfolio-wide total PNL

portfolioTotalTrades

portfolioTotalTrades: number

Portfolio-wide total trades

symbols

symbols: IHeatmapRow[]

Array of symbol statistics

totalSymbols

totalSymbols: number

Total number of symbols tracked