work on backtest engine
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11 changed files with 1525 additions and 318 deletions
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@ -81,29 +81,29 @@ export function BacktestResults({ status, results, currentTime }: BacktestResult
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<div className="grid grid-cols-2 lg:grid-cols-3 gap-4">
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<MetricsCard
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title="Total Return"
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value={`${results.metrics.totalReturn >= 0 ? '+' : ''}${results.metrics.totalReturn.toFixed(2)}%`}
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trend={results.metrics.totalReturn >= 0 ? 'up' : 'down'}
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value={`${(results.metrics.totalReturn || 0) >= 0 ? '+' : ''}${(results.metrics.totalReturn || 0).toFixed(2)}%`}
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trend={(results.metrics.totalReturn || 0) >= 0 ? 'up' : 'down'}
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/>
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<MetricsCard
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title="Sharpe Ratio"
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value={results.metrics.sharpeRatio.toFixed(2)}
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trend={results.metrics.sharpeRatio >= 1 ? 'up' : 'down'}
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value={results.metrics.sharpeRatio?.toFixed(2) || '0.00'}
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trend={(results.metrics.sharpeRatio || 0) >= 1 ? 'up' : 'down'}
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/>
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<MetricsCard
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title="Max Drawdown"
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value={`${(results.metrics.maxDrawdown * 100).toFixed(2)}%`}
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value={`${((results.metrics.maxDrawdown || 0) * 100).toFixed(2)}%`}
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trend="down"
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/>
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<MetricsCard
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title="Win Rate"
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value={`${results.metrics.winRate.toFixed(1)}%`}
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trend={results.metrics.winRate >= 50 ? 'up' : 'down'}
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value={`${(results.metrics.winRate || 0).toFixed(1)}%`}
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trend={(results.metrics.winRate || 0) >= 50 ? 'up' : 'down'}
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/>
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<MetricsCard
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title="Total Trades"
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value={results.metrics.totalTrades.toString()}
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value={(results.metrics.totalTrades || 0).toString()}
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/>
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{results.metrics.profitFactor && (
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{results.metrics.profitFactor !== null && results.metrics.profitFactor !== undefined && (
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<MetricsCard
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title="Profit Factor"
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value={results.metrics.profitFactor.toFixed(2)}
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