Result Anatomy

client.backtest() returns a Result object wrapping the full engine response.

Properties

Property	Type	Description
result.stats	dict	120+ performance metrics
result.trades	list[dict]	Full trade log
result.equity	pd.Series	Equity curve, datetime-indexed
result.returns	pd.Series	Net-of-cost log-return series
result.signals	pd.Series	Signal series {-1, 0, 1}
result.raw	dict	Full engine response dict

Key stats

# Return metrics
result.stats["CAGR"]              # Compound annual growth rate
result.stats["Total Return"]      # Gross return over the period
result.stats["Sharpe"]            # Annualised Sharpe ratio
result.stats["Sortino"]           # Sortino ratio (downside deviation)
result.stats["Calmar"]            # CAGR / Max Drawdown

# Risk metrics
result.stats["Max Drawdown"]      # Worst peak-to-trough drawdown
result.stats["Volatility"]        # Annualised return volatility

# Trade metrics
result.stats["Win Rate"]          # Fraction of winning trades
result.stats["Profit Factor"]     # Gross profit / gross loss
result.stats["Avg Trade"]         # Average net trade return

# Benchmark metrics (when benchmark supplied)
result.stats["Alpha"]             # Jensen's Alpha (log-space)
result.stats["Beta"]              # Market beta
result.stats["Up Capture"]        # Up-market capture ratio (Morningstar)
result.stats["Down Capture"]      # Down-market capture ratio
result.stats["Information Ratio"] # Active return / tracking error

Trade log fields

Each entry in result.trades:

{
    "entry_date":    "2023-01-15",
    "exit_date":     "2023-02-03",
    "direction":     1,             # 1=long, -1=short
    "entry_price":   16800.0,
    "exit_price":    23400.0,
    "return_gross":  0.0392,
    "return_net":    0.0387,        # after costs
    "fee_cost":     -0.0002,
    "slippage_cost": -0.0003,
    "bars_held":     19,
    "stop_hit":      False,
}

Accessing all metrics

for name, value in sorted(result.stats.items()):
    print(f"{name:30s} {value}")

See SDK Reference: Client for the full Result API.