openbacktesting 0.2.0__py3-none-any.whl

openbacktesting/portfolio/catalog.json

@@ -0,0 +1,1404 @@
+{
+  "version": 1,
+  "entries": [
+    {
+      "id": "closedFragmentCount",
+      "region": "Metrics",
+      "path": ["summary", "all", "closedFragmentCount"],
+      "unit": "count",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "openLotCount",
+      "region": "Metrics",
+      "path": ["summary", "all", "openLotCount"],
+      "unit": "count",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "closedLotCount",
+      "region": "Metrics",
+      "path": ["summary", "all", "closedLotCount"],
+      "unit": "count",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "openedLotCount",
+      "region": "Metrics",
+      "path": ["summary", "all", "openedLotCount"],
+      "unit": "count",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "winningCount",
+      "region": "Metrics",
+      "path": ["summary", "all", "winningCount"],
+      "unit": "count",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "losingCount",
+      "region": "Metrics",
+      "path": ["summary", "all", "losingCount"],
+      "unit": "count",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "evenCount",
+      "region": "Metrics",
+      "path": ["summary", "all", "evenCount"],
+      "unit": "count",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "closedNetPnl",
+      "region": "Metrics",
+      "path": ["summary", "all", "closedNetPnl"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "grossProfit",
+      "region": "Metrics",
+      "path": ["summary", "all", "grossProfit"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "grossLoss",
+      "region": "Metrics",
+      "path": ["summary", "all", "grossLoss"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "expectedPayoff",
+      "region": "Metrics",
+      "path": ["summary", "all", "expectedPayoff"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "averageProfit",
+      "region": "Metrics",
+      "path": ["summary", "all", "averageProfit"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "averageLoss",
+      "region": "Metrics",
+      "path": ["summary", "all", "averageLoss"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "closedFees",
+      "region": "Metrics",
+      "path": ["summary", "all", "closedFees"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "profitFactorMoney",
+      "region": "Metrics",
+      "path": ["summary", "all", "profitFactorMoney"],
+      "unit": "ratio",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "winRate",
+      "region": "Metrics",
+      "path": ["summary", "all", "winRate"],
+      "unit": "ratio",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "meanTradeReturn",
+      "region": "Metrics",
+      "path": ["summary", "all", "meanTradeReturn"],
+      "unit": "ratio",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "averageTradeBars",
+      "region": "Metrics",
+      "path": ["summary", "all", "averageTradeBars"],
+      "unit": "bars",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "averageWinningBars",
+      "region": "Metrics",
+      "path": ["summary", "all", "averageWinningBars"],
+      "unit": "bars",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "averageLosingBars",
+      "region": "Metrics",
+      "path": ["summary", "all", "averageLosingBars"],
+      "unit": "bars",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "averageProfitReturn",
+      "region": "Metrics",
+      "path": ["summary", "all", "averageProfitReturn"],
+      "unit": "ratio",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "largestProfit",
+      "region": "Metrics",
+      "path": ["summary", "all", "largestProfit"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "largestProfitReturn",
+      "region": "Metrics",
+      "path": ["summary", "all", "largestProfitReturn"],
+      "unit": "ratio",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "largestProfitShare",
+      "region": "Metrics",
+      "path": ["summary", "all", "largestProfitShare"],
+      "unit": "ratio",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "averageLossReturn",
+      "region": "Metrics",
+      "path": ["summary", "all", "averageLossReturn"],
+      "unit": "ratio",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "largestLoss",
+      "region": "Metrics",
+      "path": ["summary", "all", "largestLoss"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "largestLossReturn",
+      "region": "Metrics",
+      "path": ["summary", "all", "largestLossReturn"],
+      "unit": "ratio",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "largestLossShare",
+      "region": "Metrics",
+      "path": ["summary", "all", "largestLossShare"],
+      "unit": "ratio",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "averageProfitLossRatio",
+      "region": "Metrics",
+      "path": ["summary", "all", "averageProfitLossRatio"],
+      "unit": "ratio",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "maxTradeDurationNs",
+      "region": "Metrics",
+      "path": ["summary", "all", "maxTradeDurationNs"],
+      "unit": "nanoseconds",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "averageTradeDurationNs",
+      "region": "Metrics",
+      "path": ["summary", "all", "averageTradeDurationNs"],
+      "unit": "nanoseconds",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "maxDrawdown",
+      "region": "Metrics",
+      "path": ["summary", "all", "maxDrawdown"],
+      "unit": "money",
+      "methodId": "close_path_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "maxRunup",
+      "region": "Metrics",
+      "path": ["summary", "all", "maxRunup"],
+      "unit": "money",
+      "methodId": "close_path_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "maxDrawdownFraction",
+      "region": "Metrics",
+      "path": ["summary", "all", "maxDrawdownFraction"],
+      "unit": "ratio",
+      "methodId": "close_path_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "maxRunupFraction",
+      "region": "Metrics",
+      "path": ["summary", "all", "maxRunupFraction"],
+      "unit": "ratio",
+      "methodId": "close_path_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "maxDrawdownInitialFraction",
+      "region": "Metrics",
+      "path": ["summary", "all", "maxDrawdownInitialFraction"],
+      "unit": "ratio",
+      "methodId": "close_path_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "maxRunupInitialFraction",
+      "region": "Metrics",
+      "path": ["summary", "all", "maxRunupInitialFraction"],
+      "unit": "ratio",
+      "methodId": "close_path_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "initialCapital",
+      "region": "Metrics",
+      "path": ["summary", "all", "initialCapital"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "equityFinal",
+      "region": "Metrics",
+      "path": ["summary", "all", "equityFinal"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "equityPeak",
+      "region": "Metrics",
+      "path": ["summary", "all", "equityPeak"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "totalPnl",
+      "region": "Metrics",
+      "path": ["summary", "all", "totalPnl"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "totalReturn",
+      "region": "Metrics",
+      "path": ["summary", "all", "totalReturn"],
+      "unit": "ratio",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "openPnlGross",
+      "region": "Metrics",
+      "path": ["summary", "all", "openPnlGross"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "openPnlNet",
+      "region": "Metrics",
+      "path": ["summary", "all", "openPnlNet"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "remainingEntryFees",
+      "region": "Metrics",
+      "path": ["summary", "all", "remainingEntryFees"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "balance",
+      "region": "Metrics",
+      "path": ["summary", "all", "balance"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "feesPaid",
+      "region": "Metrics",
+      "path": ["summary", "all", "feesPaid"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "commissionLoad",
+      "region": "Metrics",
+      "path": ["summary", "all", "commissionLoad"],
+      "unit": "ratio",
+      "methodId": "commission_load_gross_activity_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py",
+      "definition": {
+        "numerator": "feesPaid",
+        "denominator": "sum(abs(fill.qty * fill.price))",
+        "scope": "all_fills"
+      }
+    },
+    {
+      "id": "averageMarginUsed",
+      "region": "Metrics",
+      "path": ["summary", "all", "averageMarginUsed"],
+      "unit": "money",
+      "methodId": "bar_close_mean_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "maxMarginUsed",
+      "region": "Metrics",
+      "path": ["summary", "all", "maxMarginUsed"],
+      "unit": "money",
+      "methodId": "execution_samples_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "maxGrossQuantity",
+      "region": "Metrics",
+      "path": ["summary", "all", "maxGrossQuantity"],
+      "unit": "quantity",
+      "methodId": "execution_samples_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "maxLongQuantity",
+      "region": "Metrics",
+      "path": ["summary", "all", "maxLongQuantity"],
+      "unit": "quantity",
+      "methodId": "execution_samples_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "maxShortQuantity",
+      "region": "Metrics",
+      "path": ["summary", "all", "maxShortQuantity"],
+      "unit": "quantity",
+      "methodId": "execution_samples_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "maxNetQuantity",
+      "region": "Metrics",
+      "path": ["summary", "all", "maxNetQuantity"],
+      "unit": "quantity",
+      "methodId": "execution_samples_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "intrabar.maxDrawdown",
+      "region": "Metrics",
+      "path": ["summary", "all", "intrabar.maxDrawdown"],
+      "unit": "money",
+      "methodId": "sampled_bounds_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "intrabar.maxRunup",
+      "region": "Metrics",
+      "path": ["summary", "all", "intrabar.maxRunup"],
+      "unit": "money",
+      "methodId": "sampled_bounds_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "intrabar.maxDrawdownFraction",
+      "region": "Metrics",
+      "path": ["summary", "all", "intrabar.maxDrawdownFraction"],
+      "unit": "ratio",
+      "methodId": "sampled_bounds_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "intrabar.maxRunupFraction",
+      "region": "Metrics",
+      "path": ["summary", "all", "intrabar.maxRunupFraction"],
+      "unit": "ratio",
+      "methodId": "sampled_bounds_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "intrabar.maxDrawdownInitialFraction",
+      "region": "Metrics",
+      "path": ["summary", "all", "intrabar.maxDrawdownInitialFraction"],
+      "unit": "ratio",
+      "methodId": "sampled_bounds_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "intrabar.maxRunupInitialFraction",
+      "region": "Metrics",
+      "path": ["summary", "all", "intrabar.maxRunupInitialFraction"],
+      "unit": "ratio",
+      "methodId": "sampled_bounds_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "observedCapitalRequired",
+      "region": "Metrics",
+      "path": ["summary", "all", "observedCapitalRequired"],
+      "unit": "money",
+      "methodId": "observed_capital_requirement_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "returnOnInitialCapital",
+      "region": "Metrics",
+      "path": ["summary", "all", "returnOnInitialCapital"],
+      "unit": "ratio",
+      "methodId": "observed_capital_efficiency_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py",
+      "definition": {
+        "numerator": "closedNetPnl",
+        "denominator": "initialCapital",
+        "scope": "executed_range"
+      }
+    },
+    {
+      "id": "returnOnMaxDrawdown",
+      "region": "Metrics",
+      "path": ["summary", "all", "returnOnMaxDrawdown"],
+      "unit": "ratio",
+      "methodId": "observed_capital_efficiency_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py",
+      "definition": {
+        "numerator": "closedNetPnl",
+        "denominator": "intrabar.maxDrawdown",
+        "scope": "ordered_samples_and_unordered_bar_bounds"
+      }
+    },
+    {
+      "id": "netPnlToLargestLoss",
+      "region": "Metrics",
+      "path": ["summary", "all", "netPnlToLargestLoss"],
+      "unit": "ratio",
+      "methodId": "observed_capital_efficiency_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py",
+      "definition": {
+        "numerator": "closedNetPnl",
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+      "region": "Metrics",
+      "path": ["summary", "all", "marginEfficiency"],
+      "unit": "ratio",
+      "methodId": "observed_capital_efficiency_v1",
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+        "denominator": "averageMarginUsed",
+        "scope": "bar_close_mean"
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+      "id": "returnOnObservedCapital",
+      "region": "Metrics",
+      "path": ["summary", "all", "returnOnObservedCapital"],
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+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py",
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+        "denominator": "observedCapitalRequired",
+        "scope": "execution_samples"
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+    {
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+      "region": "Metrics",
+      "path": ["summary", "all", "marginCalls"],
+      "unit": "count",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "unsupported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+    {
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+      "region": "Metrics",
+      "path": ["summary", "all", "totalMarginLiquidatedVolume"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "unsupported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+    {
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+      "region": "Metrics",
+      "path": ["summary", "all", "largestMarginLiquidatedVolume"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "unsupported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+    {
+      "id": "tvAccountSizeRequired",
+      "region": "Metrics",
+      "path": ["summary", "all", "tvAccountSizeRequired"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "unsupported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+    {
+      "id": "tvReturnOnAccountSize",
+      "region": "Metrics",
+      "path": ["summary", "all", "tvReturnOnAccountSize"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "unsupported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+    {
+      "id": "currencyConversion",
+      "region": "Metrics",
+      "path": ["summary", "all", "currencyConversion"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "unsupported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+    {
+      "id": "contractMultiplier",
+      "region": "Metrics",
+      "path": ["summary", "all", "contractMultiplier"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "unsupported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Metrics",
+      "path": ["summary", "all", "sharpe"],
+      "unit": "ratio",
+      "methodId": "monthly_compounded_rf_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Metrics",
+      "path": ["summary", "all", "sortino"],
+      "unit": "ratio",
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+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Metrics",
+      "path": ["summary", "all", "cagr"],
+      "unit": "ratio",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Metrics",
+      "path": ["summary", "all", "buyHoldReturn"],
+      "unit": "ratio",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Metrics",
+      "path": ["summary", "all", "outperformance"],
+      "unit": "ratio",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Metrics",
+      "path": ["summary", "all", "correlation"],
+      "unit": "ratio",
+      "methodId": "paired_period_returns_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "unit": "dataset",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+    {
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+      "unit": "dataset",
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+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "unit": "dataset",
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+      "verification": "test_portfolio.py"
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+      "verification": "test_portfolio.py"
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+      "path": ["analysis", "growthAndDecline"],
+      "unit": "dataset",
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+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "path": ["analysis", "distribution"],
+      "unit": "dataset",
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+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Streaks",
+      "path": ["analysis", "streaks"],
+      "unit": "dataset",
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+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+    {
+      "id": "Time patterns:analysis.timePatterns",
+      "region": "Time patterns",
+      "path": ["analysis", "timePatterns"],
+      "unit": "dataset",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
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+      "region": "List of Trades",
+      "path": ["trades", "closedFragments"],
+      "unit": "dataset",
+      "methodId": "openbacktesting_portfolio_v1",
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+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "List of Trades",
+      "path": ["trades", "openLots"],
+      "unit": "dataset",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Native",
+      "path": ["extensions", "legacy", "Start"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Native",
+      "path": ["extensions", "legacy", "End"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Native",
+      "path": ["extensions", "legacy", "Duration"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Native",
+      "path": ["extensions", "legacy", "Exposure Time [%]"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Native",
+      "path": ["extensions", "legacy", "Equity Final [$]"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Native",
+      "path": ["extensions", "legacy", "Equity Peak [$]"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Native",
+      "path": ["extensions", "legacy", "Return [%]"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "id": "legacy:Buy & Hold Return [%]",
+      "region": "Native",
+      "path": ["extensions", "legacy", "Buy & Hold Return [%]"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Native",
+      "path": ["extensions", "legacy", "Return (Ann.) [%]"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
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+      "verification": "test_portfolio.py"
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+      "region": "Native",
+      "path": ["extensions", "legacy", "Volatility (Ann.) [%]"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Native",
+      "path": ["extensions", "legacy", "CAGR [%]"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Native",
+      "path": ["extensions", "legacy", "Sharpe Ratio"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Native",
+      "path": ["extensions", "legacy", "Sortino Ratio"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Native",
+      "path": ["extensions", "legacy", "Calmar Ratio"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+    {
+      "id": "legacy:Alpha [%]",
+      "region": "Native",
+      "path": ["extensions", "legacy", "Alpha [%]"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Native",
+      "path": ["extensions", "legacy", "Beta"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Native",
+      "path": ["extensions", "legacy", "Max. Drawdown [%]"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Native",
+      "path": ["extensions", "legacy", "Avg. Drawdown [%]"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Native",
+      "path": ["extensions", "legacy", "Max. Drawdown Duration"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+      "region": "Native",
+      "path": ["extensions", "legacy", "Avg. Drawdown Duration"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+    {
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+      "region": "Native",
+      "path": ["extensions", "legacy", "# Trades"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
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+      "verification": "test_portfolio.py"
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+    {
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+      "region": "Native",
+      "path": ["extensions", "legacy", "Win Rate [%]"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+    {
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+      "region": "Native",
+      "path": ["extensions", "legacy", "Best Trade [%]"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+    {
+      "id": "legacy:Worst Trade [%]",
+      "region": "Native",
+      "path": ["extensions", "legacy", "Worst Trade [%]"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
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+    {
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+      "region": "Native",
+      "path": ["extensions", "legacy", "Avg. Trade [%]"],
+      "unit": "native",
+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
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+      "methodId": "engine_legacy_v1",
+      "availability": "supported",
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+      "availability": "supported",
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+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    },
+    {
+      "id": "buyHoldPnl",
+      "region": "Metrics",
+      "path": ["summary", "all", "buyHoldPnl"],
+      "unit": "money",
+      "methodId": "openbacktesting_portfolio_v1",
+      "availability": "supported",
+      "example": "advanced/portfolio_report.py",
+      "verification": "test_portfolio.py"
+    }
+  ],
+  "research": "docs/research/engine-portfolio-tradingview-report-design.md",
+  "schemaVersion": "1.0.0",
+  "regions": {
+    "Key stats": [
+      "totalPnl",
+      "maxDrawdown",
+      "winningCount",
+      "closedFragmentCount",
+      "winRate",
+      "profitFactorMoney"
+    ],
+    "Performance": [
+      "Performance:series.account",
+      "Performance:series.closedCumulative",
+      "Performance:series.benchmark",
+      "List of Trades:trades.closedFragments"
+    ],
+    "Breakdown": [
+      "grossProfit",
+      "grossLoss",
+      "profitFactorMoney",
+      "commissionLoad",
+      "Breakdown:analysis.breakdown"
+    ],
+    "Periodical": [
+      "cagr",
+      "totalReturn",
+      "sharpe",
+      "sortino",
+      "Periodical:analysis.periodical"
+    ],
+    "Benchmarking": [
+      "buyHoldReturn",
+      "outperformance",
+      "correlation",
+      "Benchmarking:series.benchmark"
+    ],
+    "Margin usage": [
+      "marginEfficiency",
+      "averageMarginUsed",
+      "marginCalls",
+      "totalMarginLiquidatedVolume",
+      "Margin usage:series.margin"
+    ],
+    "Growth and decline": [
+      "maxDrawdown",
+      "maxDrawdownFraction",
+      "maxDrawdownInitialFraction",
+      "Growth and decline:analysis.growthAndDecline"
+    ],
+    "Distribution": [
+      "expectedPayoff",
+      "largestProfit",
+      "largestLoss",
+      "Distribution:analysis.distribution"
+    ],
+    "Streaks": ["Streaks:analysis.streaks"],
+    "Time patterns": ["Time patterns:analysis.timePatterns"],
+    "List of Trades": [
+      "List of Trades:trades.closedFragments",
+      "List of Trades:trades.openLots"
+    ]
+  },
+  "tradeColumns": {
+    "Trade number": "fragmentId/displayOrdinal",
+    "Long/Short": "direction",
+    "Type": "entry/exit/status",
+    "Date and time": "entry.time/exit.time",
+    "Signal": "entry.signal/exit.signal",
+    "Price": "entry.price/exit.price",
+    "Size": "quantity/entryNotional/exitNotional",
+    "Net PnL": "pnlNet",
+    "Return": "returnFraction",
+    "Commission": "feeTotal",
+    "Favorable excursion": "excursion.mfeMoney/mfeFraction",
+    "Adverse excursion": "excursion.maeMoney/maeFraction",
+    "Cumulative PnL": "cumulativeClosedPnl/fractionOfInitialCapital",
+    "Duration (bars)": "barsHeld/barsElapsed/durationNs"
+  }
+}