Update scoring system

This commit is contained in:
2025-07-11 20:58:28 +07:00
parent 8a2b0ba323
commit 754a21da69
6 changed files with 304 additions and 95 deletions

View File

@@ -682,7 +682,13 @@ namespace Managing.Application.Tests
totalPnL: (double)backtestResult.FinalPnl,
fees: (double)backtestResult.Fees,
tradeCount: backtestResult.Positions?.Count ?? 0,
maxDrawdownRecoveryTime: backtestResult.Statistics?.MaxDrawdownRecoveryTime ?? TimeSpan.Zero
maxDrawdownRecoveryTime: backtestResult.Statistics?.MaxDrawdownRecoveryTime ?? TimeSpan.Zero,
maxDrawdown: backtestResult.Statistics?.MaxDrawdown ?? 0,
initialBalance: config.BotTradingBalance,
startDate: backtestResult.StartDate,
endDate: backtestResult.EndDate,
feesPaid: backtestResult.Fees,
timeframe: config.Timeframe
);
var scenarioResult = new ScenarioBacktestResult