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Improve expectancy output to include ratio

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This commit is contained in:
Matthias 2023-07-22 19:48:04 +02:00
parent f7516ee4ab
commit c89218ebd2
2 changed files with 10 additions and 2 deletions
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11
src/components/ftbot/BacktestResultAnalysis.vue
View File

@ -169,9 +169,16 @@ const backtestResultStats = computed(() => {
value: `${props.backtestResult.calmar ? props.backtestResult.calmar.toFixed(2) : 'N/A'}`, value: `${props.backtestResult.calmar ? props.backtestResult.calmar.toFixed(2) : 'N/A'}`,
}, },
{ {
metric: 'Expectancy', metric: `Expectancy ${props.backtestResult.expectancy_ratio ? '(ratio)' : ''}`,
value: `${ 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'
}`, }`,
}, },
{ {

1
src/types/backtest.ts
View File

@ -162,6 +162,7 @@ export interface StrategyBacktestResult {
sharpe?: number; sharpe?: number;
calmar?: number; calmar?: number;
expectancy?: number; expectancy?: number;
expectancy_ratio?: number;
winner_holding_avg: string; winner_holding_avg: string;
winner_holding_avg_s: number; winner_holding_avg_s: number;