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Improve expectancy output to include ratio
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@ -169,9 +169,16 @@ const backtestResultStats = computed(() => {
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value: `${props.backtestResult.calmar ? props.backtestResult.calmar.toFixed(2) : 'N/A'}`,
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value: `${props.backtestResult.calmar ? props.backtestResult.calmar.toFixed(2) : 'N/A'}`,
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},
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},
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{
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{
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metric: 'Expectancy',
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metric: `Expectancy ${props.backtestResult.expectancy_ratio ? '(ratio)' : ''}`,
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value: `${
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value: `${
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props.backtestResult.expectancy ? props.backtestResult.expectancy.toFixed(2) : 'N/A'
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props.backtestResult.expectancy
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? props.backtestResult.expectancy_ratio
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? props.backtestResult.expectancy.toFixed(2) +
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' (' +
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props.backtestResult.expectancy_ratio.toFixed(2) +
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')'
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: props.backtestResult.expectancy.toFixed(2)
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: 'N/A'
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}`,
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}`,
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},
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},
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{
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{
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@ -162,6 +162,7 @@ export interface StrategyBacktestResult {
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sharpe?: number;
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sharpe?: number;
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calmar?: number;
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calmar?: number;
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expectancy?: number;
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expectancy?: number;
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expectancy_ratio?: number;
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winner_holding_avg: string;
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winner_holding_avg: string;
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winner_holding_avg_s: number;
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winner_holding_avg_s: number;
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