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trading.optimizer.experiments.backtest_experiment_result

trading.optimizer.experiments.backtest_experiment_result

BacktestExperimentResult

Bases: NamedTuple

The results from a single backtest experiment.

Attributes:

Name Type Description
experiment BacktestExperiment

The experiment object that was backtested.

backtest_metrics Metrics

The metrics to analyze strategy effectiveness & results for the backtest.

raw_backtest_data ExecutionData

The raw backtest events for the experiment.