5. Backtest Results Evaluation and Analysis

5.1. Complete list of performance metrics (list and briefly explain)

Below are commonly used metrics in backtest results or those available in evaluate, consistent with qteasy 2.0.

Metrics	Meaning
Total return / total_return	Cumulative return over the period.
Annualized return / annual_return	The annualized rate of return.
Sharpe ratio / sharpe_ratio	Risk-adjusted return.
Maximum drawdown / max_drawdown	Maximum net value drawdown within the period.
Win rate / win_rate	The proportion of winning trades out of total trades.
Profit/loss ratio	Average profit / average loss (if any).
Other	Such as Calmar, volatility, etc., refer to the evaluate output.

visual=True: When running qt.run(…, visual=True), it will generate and display charts such as the equity curve and drawdown.
You can also call the plotting interface (if available) separately and pass in the result object to get the same or more charts.

Export the equity curve and trade list to a DataFrame or CSV: retrieve the corresponding attributes from the result object, then use to_csv() or to_excel(), etc.
This makes it easier to perform further analysis or create reports externally.

Combine trade_log with performance metrics: check the trades corresponding to high-drawdown periods and how well the win rate matches the profit/loss ratio.
You can run sensitivity analysis on strategy parameters, the universe, or time ranges, or use the parameter optimization (mode=2) in “Optimize Trading Strategies” to find better parameters.