Reporting & Metrics 📊

Outputs are written to reports/ with a report_name prefix.

Files

• *_metrics.csv — machine-readable metrics
• *_metrics.md — human-readable summary
• *_equity.png — equity curve
• *_drawdown.png — drawdown chart

Core Metrics (qbt/core/metrics.py)

• Annualized Return, Volatility
• Sharpe Ratio
• Drawdown series & Max Drawdown (compute_drawdown)

Trade Metrics (qbt/analytics/metrics_ext.py)

• trade_stats_from_fills(fills_df) returns:
• num_trades, win_rate, profit_factor
• avg_win, avg_loss, max_win, max_loss