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replaybt

Reporting

mitrionxyz/replaybt

Reporting¶

BacktestResults¶

Complete backtest results with all metrics.

results = engine.run()
print(results.summary())
print(results.monthly_table())

Fields¶

Field	Type	Description
`symbol`	`str`	Asset symbol
`initial_equity`	`float`	Starting capital
`final_equity`	`float`	Ending capital
`net_pnl`	`float`	Net profit/loss
`net_return_pct`	`float`	Return percentage
`max_drawdown_pct`	`float`	Peak-to-trough drawdown
`total_trades`	`int`	Number of trades
`winning_trades`	`int`	Profitable trades
`losing_trades`	`int`	Unprofitable trades
`win_rate`	`float`	Win rate (0-100)
`avg_win`	`float`	Average win in USD
`avg_loss`	`float`	Average loss in USD (absolute)
`avg_win_pct`	`float`	Average win percent
`avg_loss_pct`	`float`	Average loss percent
`profit_factor`	`float`	Gross profit / gross loss
`total_fees`	`float`	Cumulative fees
`trades`	`List[Trade]`	All closed trades
`exit_breakdown`	`Dict[str, int]`	Count by exit reason
`equity_curve`	`List[Tuple[datetime, float]]`	Equity after each trade
`buy_hold_return_pct`	`Optional[float]`	Buy & hold return
`first_price`	`Optional[float]`	First bar close
`last_price`	`Optional[float]`	Last bar close
`monthly`	`List[MonthStats]`	Monthly breakdown

Methods¶

Method	Returns	Description
`summary()`	`str`	Formatted summary table
`monthly_table()`	`str`	Monthly breakdown table

Class Methods¶

Method	Returns	Description
`from_portfolio(portfolio, symbol, first_bar, last_bar)`	`BacktestResults`	Build from Portfolio

MultiAssetResults¶

Combined results from multi-asset backtest.

results = multi_engine.run()
print(results.summary())

Fields¶

Field	Type	Description
`per_symbol`	`Dict[str, BacktestResults]`	Individual results
`combined_equity_curve`	`List[Tuple[datetime, float]]`	Summed equity
`combined_max_drawdown_pct`	`float`	Portfolio drawdown
`combined_net_pnl`	`float`	Total PnL
`combined_return_pct`	`float`	Total return
`combined_total_trades`	`int`	Total trades
`combined_win_rate`	`float`	Combined win rate
`combined_total_fees`	`float`	Total fees
`combined_profit_factor`	`float`	Combined profit factor
`total_initial_equity`	`float`	Sum of initial equities
`combined_monthly`	`List[MonthStats]`	Combined monthly breakdown

Methods¶

Method	Returns	Description
`summary()`	`str`	Combined + per-symbol summary
`monthly_table()`	`str`	Combined monthly table

Class Methods¶

Method	Returns	Description
`from_portfolios(portfolios, first_bars, last_bars, config)`	`MultiAssetResults`	Build from per-symbol portfolios

MonthStats¶

Statistics for a single month.

Field	Type	Description
`year`	`int`	Year
`month`	`int`	Month (1-12)
`trades`	`int`	Trade count
`wins`	`int`	Winning trades
`losses`	`int`	Losing trades
`gross_profit`	`float`	Sum of winning PnL
`gross_loss`	`float`	Sum of losing PnL
`net_pnl`	`float`	Net PnL
`fees`	`float`	Fees paid
`max_win`	`float`	Largest win
`max_loss`	`float`	Largest loss

Properties¶

Property	Type	Description
`win_rate`	`float`	Win rate (0-100)
`label`	`str`	"YYYY-MM"

Utility Functions¶

from replaybt import monthly_breakdown, format_monthly_table

months = monthly_breakdown(trades)
table = format_monthly_table(months, initial_equity=10_000)