Results and strategy
UI-side event normalization, trade pairing, metrics, equity curve, and ResultsPanel export pipeline.
This page
Results and strategy
Results UI turns opaque engine payloads into operator-consumable tables, metrics, and files. It is a pure-ish viewer layer over lastRun + bars.
Abstract
| Module | Role |
|---|---|
results/events.ts | Normalize heterogeneous event shapes; markers; equity series |
results/strategy.ts | Shared walker walkStrategyEvents → trades, stats, positions, stream; CSV |
results/positions.ts | Pyramiding-aware position cycles (avg-entry parity with the pyne broker, per-fill P&L) |
ui/ResultsModal.tsx | Tabs, Events Stream/Open⇄Close switcher, export, jump-to-time |
ui/StrategyReport.tsx | Stats cards (return %, bars-held, fills), equity curve, trades table, CSV |
ui/StatusBar.tsx | Compact trade summary |
Conceptual model
Rendering…
Event normalization
Engines may emit Pro API parity fields (kind, bar_time, direction, ohlc) or legacy UI fields (type, time, dir, price). Normalizer:
- Unifies time/price/dir/id
- Optionally fills price from bars when OHLC present/empty
- Can include order-like events for the Events tab
Trade pairing algorithm
Sketch (buildStrategyReport):
- Sort by time.
- On entry-like kind → open map by
id. - On exit/close-like → match id, else sole open trade.
- PnL = Δprice × long/short sign.
- Aggregate win rate, profit factor, max DD on cumulative PnL.
Not modeled: fees, funding, partial fills, portfolio multi-symbol—viewer honesty.
ResultsPanel tabs
| Tab | Data source |
|---|---|
| Events | normalizedEvents — Stream (chronological) or Open⇄Close (position cycles via results/positions.ts) view |
| Strategy | report.trades + report.stats (single column: stats → equity → trades) |
| Plots | series / plots summary |
| Metrics | meta + context + stats subset |
| Raw | JSON.stringify(lastRun) |
Interactions: copy, export, scrollToTime on trade rows. Scriptlogs / Debug Pins also jump the chart (jumpToDebugPin) when bar time/index is present — see Debugging.
Equity
buildEquityCurve feeds chart equity pane when runner/strategy path requests it—derived series, not engine-native unless also provided.
Export (ADR-013)
| Artifact | Function |
|---|---|
axis-run-*.json | Full payload |
axis-trades-*.csv | tradesToCsv |
| Clipboard | CSV when permitted |
Invariants
- Results recompute from
lastRunreactively; they do not re-query engines. - Changing bars without re-run can change normalization fills—re-run after Load.
lastRunnot rehydrated from localStorage (session artifact).- Infinite profit factor when no losses but profits exist—display must tolerate non-finite.
Failure modes
| Symptom | AXIS explanation |
|---|---|
| Events > 0, trades = 0 | Unpaired or missing prices |
| CSV disabled | No closed trades |
| Jump no-ops | Manager unmounted / invalid time |
Internals cross-links
Operator narrative: Strategy and results.
Architecture: ADR-013.