compute_stats
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Compute the engine's performance metrics from a returns series.
Use when the returns came from somewhere
other than run_backtest (an external system, a portfolio) — backtest
results already include these statistics.
Args:
returns: Per-bar log returns as {"dates": [...], "values": [...]}
parallel arrays (ISO-8601 dates).
trading_days_per_year: Required annualization factor — 252 for a
daily equities calendar, 365 for 24/7 crypto. Must match the bar
calendar of the returns series; a wrong value silently
mis-annualizes Sharpe, volatility, and CAGR.
benchmark_returns: Optional benchmark series, same shape — adds
alpha/beta/capture metrics.
trades: Optional trade records (entry_date, exit_date, direction,
return_net, ...) — adds trade-level metrics.
risk_free_rate: Annual risk-free rate as a decimal.
Returns:
{"stats": {...}} — the metric set the API key's plan allows.
See get_catalog('sections') for every metric's id and description.
Input schema
| Property | Type | Required | Description |
|---|---|---|---|
| returns | object | yes | |
| trading_days_per_year | integer | yes | |
| benchmark_returns | any | no | |
| trades | any | no | |
| risk_free_rate | number | no |
Raw JSON schema
{
"properties": {
"returns": {
"additionalProperties": true,
"title": "Returns",
"type": "object"
},
"trading_days_per_year": {
"title": "Trading Days Per Year",
"type": "integer"
},
"benchmark_returns": {
"anyOf": [
{
"additionalProperties": true,
"type": "object"
},
{
"type": "null"
}
],
"default": null,
"title": "Benchmark Returns"
},
"trades": {
"anyOf": [
{
"items": {
"additionalProperties": true,
"type": "object"
},
"type": "array"
},
{
"type": "null"
}
],
"default": null,
"title": "Trades"
},
"risk_free_rate": {
"default": 0,
"title": "Risk Free Rate",
"type": "number"
}
},
"required": [
"returns",
"trading_days_per_year"
],
"title": "compute_statsArguments",
"type": "object"
}