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Class BacktestReport

Creates a back-test report.

Hierarchy

  • BacktestReport

Index

Constructors

Properties

Methods

Constructors

constructor

  • Defines the initial capital for the back-test.

    Parameters

    • initialCapital: number

      Initial capital for the back-test.

    Returns BacktestReport

Properties

_currentCapital

_currentCapital: number

finalCapital

finalCapital: number

initialCapital

initialCapital: number

loss

loss: number

numberOfTrades

numberOfTrades: number

profit

profit: number

returns

returns: number

Methods

markEntry

  • markEntry(tradedValue: number): void

  • Updates the capital according to the traded value after executing the entry position.

    Parameters

    • tradedValue: number

      Traded value at the time.

    Returns void

markExit

  • markExit(tradedValue: number): void

  • Updates the capital according to the traded value after executing the exit position.

    Parameters

    • tradedValue: number

      Traded value at the time.

    Returns void

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