package backtest import "testing" func TestMetrics(t *testing.T) { got := ComputeMetrics([]Point{ point("START", "100", "0"), point("2024-01-02", "110", "0.10"), point("2024-01-03", "99", "-0.10"), }, []Trade{{Return: point("", "0", "0.10").Return}, {Return: point("", "0", "-0.10").Return}}) if got.NumberOfTrades != 2 || got.WinRate != 0.5 || got.MaxDrawdown >= 0 || got.VaR95 >= 0 { t.Fatalf("unexpected metrics: %+v", got) } }