srfm::backtest::BacktestComparison Struct Reference

Side-by-side comparison of raw vs relativistic strategy metrics. More...

#include <backtest.hpp>

Public Member Functions
double	sharpe_lift () const noexcept
	rel.sharpe − raw.sharpe
double	sortino_lift () const noexcept
	rel.sortino − raw.sortino
double	drawdown_delta () const noexcept
	raw.mdd − rel.mdd (positive = improvement)
double	ir_lift () const noexcept
	rel.ir − raw.ir
std::string	to_string () const
	Formatted comparison table.

Public Attributes
PerformanceMetrics	raw
	Metrics from unmodified (unit-position) signals.
PerformanceMetrics	relativistic
	Metrics from γ-scaled position signals.
double	mean_gamma = 1.0
	Mean Lorentz factor γ across all bars.
double	max_gamma_applied = 1.0
	Maximum γ multiplier actually applied (capped at BacktestConfig::max_gamma).
double	relativistic_lift = 0.0

Detailed Description

Side-by-side comparison of raw vs relativistic strategy metrics.

Definition at line 87 of file backtest.hpp.

Member Function Documentation

drawdown_delta()

double srfm::backtest::BacktestComparison::drawdown_delta ( ) const

noexcept

raw.mdd − rel.mdd (positive = improvement)

Definition at line 234 of file performance_metrics.cpp.

ir_lift()

double srfm::backtest::BacktestComparison::ir_lift ( ) const

noexcept

rel.ir − raw.ir

Definition at line 237 of file performance_metrics.cpp.

sharpe_lift()

double srfm::backtest::BacktestComparison::sharpe_lift ( ) const

noexcept

rel.sharpe − raw.sharpe

Definition at line 228 of file performance_metrics.cpp.

sortino_lift()

double srfm::backtest::BacktestComparison::sortino_lift ( ) const

noexcept

rel.sortino − raw.sortino

Definition at line 231 of file performance_metrics.cpp.

to_string()

std::string srfm::backtest::BacktestComparison::to_string

(

)

const

Formatted comparison table.

Definition at line 241 of file performance_metrics.cpp.

Member Data Documentation

max_gamma_applied

double srfm::backtest::BacktestComparison::max_gamma_applied = 1.0

Maximum γ multiplier actually applied (capped at BacktestConfig::max_gamma).

Definition at line 96 of file backtest.hpp.

mean_gamma

double srfm::backtest::BacktestComparison::mean_gamma = 1.0

Mean Lorentz factor γ across all bars.

Definition at line 94 of file backtest.hpp.

raw

PerformanceMetrics srfm::backtest::BacktestComparison::raw

Metrics from unmodified (unit-position) signals.

Definition at line 88 of file backtest.hpp.

relativistic

PerformanceMetrics srfm::backtest::BacktestComparison::relativistic

Metrics from γ-scaled position signals.

Definition at line 89 of file backtest.hpp.

relativistic_lift

double srfm::backtest::BacktestComparison::relativistic_lift = 0.0

IR_γ_relativistic / IR_γ_raw. Values > 1 indicate relativistic lift. Set to 0.0 when raw IR_γ is zero (undefined ratio).

Definition at line 99 of file backtest.hpp.

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The documentation for this struct was generated from the following files:

• include/srfm/backtest.hpp
• src/backtest/performance_metrics.cpp