Oda/managing-apps
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Update scoring

Browse Source
This commit is contained in:
cryptooda
2025-07-17 21:53:19 +07:00
parent 7de18673f9
commit 7bf7f783a9
4 changed files with 59 additions and 60 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
src/Managing.Application/Backtesting/Backtester.cs
View File

@@ -302,7 +302,6 @@ namespace Managing.Application.Backtesting
var fees = bot.GetTotalFees();
var scoringParams = new BacktestScoringParams(
sharpeRatio: (double)stats.SharpeRatio,
maxDrawdownPc: (double)stats.MaxDrawdownPc,
growthPercentage: (double)growthPercentage,
hodlPercentage: (double)hodlPercentage,
winRate: winRate,
@@ -311,7 +310,8 @@ namespace Managing.Application.Backtesting
tradeCount: bot.Positions.Count,
maxDrawdownRecoveryTime: stats.MaxDrawdownRecoveryTime,
maxDrawdown: stats.MaxDrawdown,
initialBalance: config.BotTradingBalance,
initialBalance: bot.WalletBalances.FirstOrDefault().Value,
tradingBalance: config.BotTradingBalance,
startDate: candles[0].Date,
endDate: candles.Last().Date,
timeframe: config.Timeframe