From c89218ebd2cf6d5137915d05158ed30ce09689e9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 22 Jul 2023 19:48:04 +0200 Subject: [PATCH] Improve expectancy output to include ratio --- src/components/ftbot/BacktestResultAnalysis.vue | 11 +++++++++-- src/types/backtest.ts | 1 + 2 files changed, 10 insertions(+), 2 deletions(-) diff --git a/src/components/ftbot/BacktestResultAnalysis.vue b/src/components/ftbot/BacktestResultAnalysis.vue index 019dca81..8329be18 100644 --- a/src/components/ftbot/BacktestResultAnalysis.vue +++ b/src/components/ftbot/BacktestResultAnalysis.vue @@ -169,9 +169,16 @@ const backtestResultStats = computed(() => { value: `${props.backtestResult.calmar ? props.backtestResult.calmar.toFixed(2) : 'N/A'}`, }, { - metric: 'Expectancy', + metric: `Expectancy ${props.backtestResult.expectancy_ratio ? '(ratio)' : ''}`, value: `${ - props.backtestResult.expectancy ? props.backtestResult.expectancy.toFixed(2) : 'N/A' + props.backtestResult.expectancy + ? props.backtestResult.expectancy_ratio + ? props.backtestResult.expectancy.toFixed(2) + + ' (' + + props.backtestResult.expectancy_ratio.toFixed(2) + + ')' + : props.backtestResult.expectancy.toFixed(2) + : 'N/A' }`, }, { diff --git a/src/types/backtest.ts b/src/types/backtest.ts index b306cad2..d5da84b1 100644 --- a/src/types/backtest.ts +++ b/src/types/backtest.ts @@ -162,6 +162,7 @@ export interface StrategyBacktestResult { sharpe?: number; calmar?: number; expectancy?: number; + expectancy_ratio?: number; winner_holding_avg: string; winner_holding_avg_s: number;