Add score
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@@ -50,7 +50,8 @@ public class Backtest
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[Required] public MoneyManagement OptimizedMoneyManagement { get; set; }
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[Required] public MoneyManagement MoneyManagement { get; set; }
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public Dictionary<StrategyType, StrategiesResultBase> StrategiesValues { get; set; }
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[Required] public Dictionary<StrategyType, StrategiesResultBase> StrategiesValues { get; set; }
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[Required] public double Score { get; set; }
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public string GetStringReport()
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{
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36
src/Managing.Domain/Backtests/BacktestScoringParams.cs
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36
src/Managing.Domain/Backtests/BacktestScoringParams.cs
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@@ -0,0 +1,36 @@
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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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public double TotalPnL { get; }
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public double Fees { get; }
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public int TradeCount { get; }
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public TimeSpan MaxDrawdownRecoveryTime { 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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double totalPnL,
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double fees,
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int tradeCount,
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TimeSpan maxDrawdownRecoveryTime)
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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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TotalPnL = totalPnL;
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Fees = fees;
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TradeCount = tradeCount;
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MaxDrawdownRecoveryTime = maxDrawdownRecoveryTime;
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}
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}
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