Update scoring
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@@ -5,7 +5,6 @@ namespace Managing.Domain.Backtests;
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public class BacktestScoringParams
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{
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public double SharpeRatio { get; }
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public double MaxDrawdownPc { get; }
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public double GrowthPercentage { get; }
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public double HodlPercentage { get; }
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public double WinRate { get; }
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@@ -17,14 +16,13 @@ public class BacktestScoringParams
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// New properties for enhanced scoring
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public decimal MaxDrawdown { get; }
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public decimal InitialBalance { get; }
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public decimal TradingBalance { get; }
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public DateTime StartDate { get; }
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public DateTime EndDate { get; }
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public decimal FeesPaid { get; }
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public Timeframe Timeframe { get; }
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public BacktestScoringParams(
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double sharpeRatio,
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double maxDrawdownPc,
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double growthPercentage,
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double hodlPercentage,
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double winRate,
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@@ -34,12 +32,12 @@ public class BacktestScoringParams
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TimeSpan maxDrawdownRecoveryTime,
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decimal maxDrawdown = 0,
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decimal initialBalance = 0,
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decimal tradingBalance = 0,
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DateTime startDate = default,
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DateTime endDate = default,
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Timeframe timeframe = Timeframe.OneHour)
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{
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SharpeRatio = sharpeRatio;
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MaxDrawdownPc = maxDrawdownPc;
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GrowthPercentage = growthPercentage;
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HodlPercentage = hodlPercentage;
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WinRate = winRate;
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@@ -49,6 +47,7 @@ public class BacktestScoringParams
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MaxDrawdownRecoveryTime = maxDrawdownRecoveryTime;
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MaxDrawdown = maxDrawdown;
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InitialBalance = initialBalance;
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TradingBalance = tradingBalance;
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StartDate = startDate;
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EndDate = endDate;
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Timeframe = timeframe;
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