Read Backtest

Backtest Statistics

Introduction

List all the backtests for the project.

Request

Fetch the results for the project Id provided. The /backtests/list API accepts requests in the following format:

ListBacktestRequest Model - Request to list the backtests from a project.
projectId integer
Id of the project from which to read one or multiple backtests.
includeStatistics bool
If true, the backtests summaries from the response will contain the statistics with their corresponding values.
Example 
{
  "projectId": 0,
  "includeStatistics": 
}

Responses

The /backtests/list API provides a response in the following format:

200 Success

BacktestSummaryResponse Model - Collection container for a list of backtest summaries for a project.
backtest BacktestSummaryResult Array
Collection of backtest summaries for a project.
count int
Number of backtest summaries retrieved in the response.
success boolean
Indicate if the API request was successful.
errors string Array
List of errors with the API call.
Example 
{
  "backtest": [
    {
      "backtestId": "string",
      "status": "Completed.",
      "name": "string",
      "created": "2021-11-26T15:18:27.693Z",
      "progress": 0,
      "optimizationId": "string",
      "tradeableDates": 0,
      "parameterSet": {
        "name": "string",
        "value": 0
      },
      "snapshotId": 0,
      "tags": [
        "string"
      ],
      "sharpeRatio": ,
      "alpha": ,
      "beta": ,
      "compoundingAnnualReturn": ,
      "drawdown": ,
      "lossRate": ,
      "netProfit": ,
      "parameters": ,
      "psr": ,
      "securityTypes": "string",
      "sortinoRatio": ,
      "trades": ,
      "treynorRatio": ,
      "winRate": 
    }
  ],
  "count": ,
  "success": true,
  "errors": [
    "string"
  ]
}
BacktestSummaryResult Model - Result object class for the List Backtest response from the API.
backtestId string
Assigned backtest ID.
status string Enum
Status of the backtest. Options : ['Completed.', 'In Queue...', "'Running: _%'"]
name string
Name of the backtest.
created string($date-time)
Backtest creation date and time.
progress number
Progress of the backtest in percent 0-1.
optimizationId string
Optimization task ID, if the backtest is part of an optimization.
tradeableDates integer
Number of traadeable days.
parameterSet ParameterSet object
Parameters used in the backtest.
snapshotId integer
Snapshot id of this backtest result.
tags string Array
Collection of tags for the backtest.
sharpeRatio float
Sharpe ratio with respect to risk free rate; measures excess of return per unit of risk.
alpha float
Algorithm "Alpha" statistic - abnormal returns over the risk free rate and the relationshio (beta) with the benchmark returns.
beta float
Algorithm "beta" statistic - the covariance between the algorithm and benchmark performance, divided by benchmark's variance.
compoundingAnnualReturn float
Annual compounded returns statistic based on the final-starting capital and years.
drawdown float
Drawdown maximum percentage.
lossRate float
The ratio of the number of losing trades to the total number of trades.
netProfit float
Net profit percentage.
parameters int
Number of parameters in the backtest.
psr float
Price-to-sales ratio.
securityTypes string
SecurityTypes present in the backtest.
sortinoRatio float
Sortino ratio with respect to risk free rate; measures excess of return per unit of downside risk.
trades int
Number of trades in the backtest.
treynorRatio float
Treynor ratio statistic is a measurement of the returns earned in excess of that which could have been earned on an investment that has no diversifiable risk.
winRate float
The ratio of the number of winning trades to the total number of trades.
Example 
{
  "backtestId": "string",
  "status": "Completed.",
  "name": "string",
  "created": "2021-11-26T15:18:27.693Z",
  "progress": 0,
  "optimizationId": "string",
  "tradeableDates": 0,
  "parameterSet": {
    "name": "string",
    "value": 0
  },
  "snapshotId": 0,
  "tags": [
    "string"
  ],
  "sharpeRatio": ,
  "alpha": ,
  "beta": ,
  "compoundingAnnualReturn": ,
  "drawdown": ,
  "lossRate": ,
  "netProfit": ,
  "parameters": ,
  "psr": ,
  "securityTypes": "string",
  "sortinoRatio": ,
  "trades": ,
  "treynorRatio": ,
  "winRate": 
}
ParameterSet Model - Parameter set.
name string
Name of parameter.
value number
Value of parameter.
Example 
{
  "name": "string",
  "value": 0
}

401 Authentication Error

UnauthorizedError Model - Unauthorized response from the API. Key is missing, invalid, or timestamp is too old for hash.
www_authenticate string
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