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Refactor BacktestExecutor to use net PnL calculations consistently across methods. Updated variable names for clarity and ensured final results reflect net profit after fees. Minor adjustment in TradingBotBase to directly access net PnL from position profit and loss.

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cryptooda
2025-11-13 11:56:11 +07:00
parent d8f7a73605
commit 2cc6cc5dee
3 changed files with 7 additions and 6 deletions
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10
src/Managing.Application/Backtests/BacktestExecutor.cs
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@@ -335,11 +335,11 @@ public class BacktestExecutor
var resultCalculationStart = Stopwatch.GetTimestamp(); var resultCalculationStart = Stopwatch.GetTimestamp();
// Calculate final results (using existing optimized methods) // Calculate final results (using existing optimized methods)
var finalPnl = tradingBot.GetProfitAndLoss(); var netPnl = tradingBot.GetProfitAndLoss(); // This returns Net PnL (after fees)
var winRate = tradingBot.GetWinRate(); var winRate = tradingBot.GetWinRate();
var stats = TradingHelpers.GetStatistics(tradingBot.WalletBalances); var stats = TradingHelpers.GetStatistics(tradingBot.WalletBalances);
var growthPercentage = var growthPercentage =
TradingHelpers.GetGrowthFromInitalBalance(tradingBot.WalletBalances.FirstOrDefault().Value, finalPnl); TradingHelpers.GetGrowthFromInitalBalance(tradingBot.WalletBalances.FirstOrDefault().Value, netPnl);
var hodlPercentage = TradingHelpers.GetHodlPercentage(candles.First(), candles.Last()); var hodlPercentage = TradingHelpers.GetHodlPercentage(candles.First(), candles.Last());
var fees = tradingBot.GetTotalFees(); var fees = tradingBot.GetTotalFees();
@@ -348,7 +348,7 @@ public class BacktestExecutor
growthPercentage: (double)growthPercentage, growthPercentage: (double)growthPercentage,
hodlPercentage: (double)hodlPercentage, hodlPercentage: (double)hodlPercentage,
winRate: winRate, winRate: winRate,
totalPnL: (double)finalPnl, totalPnL: (double)netPnl,
fees: (double)fees, fees: (double)fees,
tradeCount: tradingBot.Positions.Count, tradeCount: tradingBot.Positions.Count,
maxDrawdownRecoveryTime: stats.MaxDrawdownRecoveryTime, maxDrawdownRecoveryTime: stats.MaxDrawdownRecoveryTime,
@@ -378,7 +378,7 @@ public class BacktestExecutor
var result = new Backtest(config, tradingBot.Positions, tradingBot.Signals, var result = new Backtest(config, tradingBot.Positions, tradingBot.Signals,
withCandles ? candles : new HashSet<Candle>()) withCandles ? candles : new HashSet<Candle>())
{ {
FinalPnl = finalPnl, FinalPnl = netPnl, // Net PnL (after fees)
WinRate = winRate, WinRate = winRate,
GrowthPercentage = growthPercentage, GrowthPercentage = growthPercentage,
HodlPercentage = hodlPercentage, HodlPercentage = hodlPercentage,
@@ -393,7 +393,7 @@ public class BacktestExecutor
StartDate = candles.FirstOrDefault()!.OpenTime, StartDate = candles.FirstOrDefault()!.OpenTime,
EndDate = candles.LastOrDefault()!.OpenTime, EndDate = candles.LastOrDefault()!.OpenTime,
InitialBalance = initialBalance, InitialBalance = initialBalance,
NetPnl = finalPnl - fees, NetPnl = netPnl, // Already net of fees
}; };
if (save && user != null) if (save && user != null)

2
src/Managing.Application/Bots/TradingBotBase.cs
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@@ -2132,7 +2132,7 @@ public class TradingBotBase : ITradingBot
{ {
if (position.IsValidForMetrics() && position.ProfitAndLoss != null) if (position.IsValidForMetrics() && position.ProfitAndLoss != null)
{ {
netPnl += position.GetPnLBeforeFees(); netPnl += position.ProfitAndLoss.Net;
} }
} }

1
src/Managing.WebApp/src/components/organism/PositionsModal/index.tsx
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@@ -1,2 +1,3 @@
export { default as PositionsModal } from './PositionsModal' export { default as PositionsModal } from './PositionsModal'