From e0e421ed05d44d0d8fed8141a63cf0a92f73978b Mon Sep 17 00:00:00 2001 From: romysaputrasihananda Date: Tue, 9 Jun 2026 04:01:40 +0700 Subject: [PATCH] =?UTF-8?q?feat:=20initial=20Ares=20scalping=20bot=20?= =?UTF-8?q?=E2=80=94=20momentum=20FVG=20strategy?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit Strategy: detect 3-candle momentum FVG on M5, enter on retrace fill. Signal logic: - Candle[i-1] must be a momentum candle: body ≥ BODY_PCT_MIN (default 60%) and close in top/bottom CLOSE_PCT_MIN (default 80%) of range - FVG must exist between candle[i-2] and candle[i] (gap on momentum side) - FVG zone midpoint = limit entry level - SL: just outside FVG zone (+ optional SL_BUFFER) - TP: entry ± SL_distance × MIN_RR Features: - EMA trend filter (EMA_PERIOD, same timeframe) - FVG expiry (FVG_EXPIRY_CANDLES): stale setups auto-invalidate - Currency conversion for non-USD profit pairs (JPY, CAD, CHF) - Full friction model: spread, slippage, commission - Date range filter (DATE_FROM / DATE_TO) - Same stats output format as Hermes Dependencies: domain + mt5-client from hermes/crates (path deps) Co-Authored-By: Claude Sonnet 4.6 --- .env.example | 32 + .gitignore | 1 + Cargo.lock | 2070 +++++++++++++++++++++++++++++++++++++++++++++++ Cargo.toml | 21 + src/detector.rs | 154 ++++ src/main.rs | 401 +++++++++ 6 files changed, 2679 insertions(+) create mode 100644 .env.example create mode 100644 .gitignore create mode 100644 Cargo.lock create mode 100644 Cargo.toml create mode 100644 src/detector.rs create mode 100644 src/main.rs diff --git a/.env.example b/.env.example new file mode 100644 index 0000000..cd7fecc --- /dev/null +++ b/.env.example @@ -0,0 +1,32 @@ +# MT5 bridge URL (required) +MT5_BASE_URL=http://localhost:8080 + +# ── Symbol & Timeframe ────────────────────────────────────────────────────── +SYMBOL=EURUSDm +TIMEFRAME=M5 + +# ── Backtest ───────────────────────────────────────────────────────────────── +BACKTEST_BALANCE=600 +BACKTEST_CANDLES=50000 +# DATE_FROM=2025-01-01 +# DATE_TO=2025-12-31 + +# ── Risk ───────────────────────────────────────────────────────────────────── +RISK_PCT=0.01 # risk per trade (0.01 = 1%) + +# ── Momentum Candle Thresholds ─────────────────────────────────────────────── +BODY_PCT_MIN=0.6 # minimum body/range ratio (0.6 = 60% body) +CLOSE_PCT_MIN=0.8 # close must be in top/bottom 20% of range + +# ── FVG Setup ──────────────────────────────────────────────────────────────── +FVG_EXPIRY_CANDLES=10 # invalidate setup after N candles without fill +SL_BUFFER=0 # extra buffer below/above FVG zone for SL (price units) +MIN_RR=1.5 # minimum reward:risk ratio + +# ── Friction ───────────────────────────────────────────────────────────────── +COMMISSION_PER_LOT=7 # round-trip commission in USD +SLIPPAGE_POINTS=5 # extra SL slippage in MT5 points +SPREAD_OVERRIDE=0 # override spread (0 = Zero/Raw account) + +# ── EMA Trend Filter ───────────────────────────────────────────────────────── +EMA_PERIOD=20 # 0 = disabled diff --git a/.gitignore b/.gitignore new file mode 100644 index 0000000..ea8c4bf --- /dev/null +++ b/.gitignore @@ -0,0 +1 @@ +/target diff --git a/Cargo.lock b/Cargo.lock new file mode 100644 index 0000000..8812b55 --- /dev/null +++ b/Cargo.lock @@ -0,0 +1,2070 @@ +# This file is automatically @generated by Cargo. +# It is not intended for manual editing. +version = 4 + 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0000000..6db47c6 --- /dev/null +++ b/Cargo.toml @@ -0,0 +1,21 @@ +[package] +name = "ares" +version = "0.1.0" +edition = "2024" + +[[bin]] +name = "ares" +path = "src/main.rs" + +[dependencies] +anyhow = "1" +chrono = { version = "0.4", features = ["serde"] } +dotenvy = "0.15" +rust_decimal = { version = "1", features = ["serde"] } +serde = { version = "1", features = ["derive"] } +tokio = { version = "1", features = ["full"] } +tracing = "0.1" +tracing-subscriber = { version = "0.3", features = ["env-filter"] } + +domain = { path = "../hermes/crates/domain" } +mt5-client = { path = "../hermes/crates/mt5-client" } diff --git a/src/detector.rs b/src/detector.rs new file mode 100644 index 0000000..dd6c87a --- /dev/null +++ b/src/detector.rs @@ -0,0 +1,154 @@ +use domain::{Candle, Side}; +use rust_decimal::Decimal; + +/// A momentum FVG setup pending entry fill. +#[derive(Debug, Clone)] +pub struct PendingFvg { + pub side: Side, + pub zone_high: Decimal, + pub zone_low: Decimal, + pub entry: Decimal, // FVG midpoint — limit order level + pub expiry_idx: usize, // invalidate if not filled by this walk-forward index +} + +impl PendingFvg { + /// Returns true if `c` touches the FVG zone (limit-order fill semantics). + pub fn is_touched(&self, c: &Candle) -> bool { + match self.side { + Side::Long => c.low <= self.zone_high, + Side::Short => c.high >= self.zone_low, + } + } +} + +/// Classify a candle as momentum (Long/Short) or None. +/// +/// Criteria: +/// - body/range >= `body_pct_min` (e.g. 0.6 = 60% body) +/// - close is in the top `close_pct_min` fraction for bullish +/// (or bottom for bearish); e.g. 0.8 means close ≥ 80% of range from low +pub fn momentum_side(c: &Candle, body_pct_min: Decimal, close_pct_min: Decimal) -> Option { + let range = c.high - c.low; + if range == Decimal::ZERO { + return None; + } + let body_pct = (c.close - c.open).abs() / range; + if body_pct < body_pct_min { + return None; + } + let close_pos = (c.close - c.low) / range; // 0 = at low, 1 = at high + if c.close > c.open && close_pos >= close_pct_min { + Some(Side::Long) + } else if c.close < c.open && close_pos <= (Decimal::ONE - close_pct_min) { + Some(Side::Short) + } else { + None + } +} + +/// Attempt to build a PendingFvg from three consecutive candles `[pre, impulse, post]`. +/// +/// Rules: +/// - `impulse` must qualify as a momentum candle +/// - There must be a price gap between `pre` and `post` matching the momentum side +/// (bullish: post.low > pre.high; bearish: post.high < pre.low) +/// +/// `post_idx` is the walk-forward index of `post` (used to set expiry). +pub fn detect( + pre: &Candle, + impulse: &Candle, + post: &Candle, + body_pct_min: Decimal, + close_pct_min: Decimal, + post_idx: usize, + expiry_candles: usize, +) -> Option { + let side = momentum_side(impulse, body_pct_min, close_pct_min)?; + + let (zone_low, zone_high) = match side { + Side::Long if post.low > pre.high => (pre.high, post.low), + Side::Short if post.high < pre.low => (post.high, pre.low), + _ => return None, + }; + + if zone_high <= zone_low { + return None; + } + + let entry = (zone_high + zone_low) / Decimal::from(2u32); + + Some(PendingFvg { + side, + zone_high, + zone_low, + entry, + expiry_idx: post_idx + expiry_candles, + }) +} + +#[cfg(test)] +mod tests { + use super::*; + use chrono::Utc; + + fn candle(o: &str, h: &str, l: &str, c: &str) -> Candle { + Candle { + time: Utc::now(), + open: o.parse().unwrap(), + high: h.parse().unwrap(), + low: l.parse().unwrap(), + close: c.parse().unwrap(), + tick_volume: 100, + spread: 2, + real_volume: 0, + } + } + + #[test] + fn momentum_bullish_detected() { + // body = 0.0080 / range = 0.0090 = 89%; close at top + let c = candle("1.1000", "1.1095", "1.1005", "1.1080"); + let side = momentum_side(&c, "0.6".parse().unwrap(), "0.8".parse().unwrap()); + assert_eq!(side, Some(Side::Long)); + } + + #[test] + fn momentum_bearish_detected() { + let c = candle("1.1080", "1.1085", "1.0995", "1.1005"); + let side = momentum_side(&c, "0.6".parse().unwrap(), "0.8".parse().unwrap()); + assert_eq!(side, Some(Side::Short)); + } + + #[test] + fn small_body_rejected() { + // doji — body is tiny + let c = candle("1.1040", "1.1090", "1.1000", "1.1045"); + let side = momentum_side(&c, "0.6".parse().unwrap(), "0.8".parse().unwrap()); + assert_eq!(side, None); + } + + #[test] + fn bullish_fvg_detected() { + let pre = candle("1.1000", "1.1020", "1.0990", "1.1010"); + let impulse = candle("1.1010", "1.1110", "1.1005", "1.1100"); // big bull + let post = candle("1.1090", "1.1130", "1.1070", "1.1120"); // low > pre.high + + let fvg = detect(&pre, &impulse, &post, "0.6".parse().unwrap(), "0.8".parse().unwrap(), 10, 5); + assert!(fvg.is_some()); + let fvg = fvg.unwrap(); + assert_eq!(fvg.side, Side::Long); + assert_eq!(fvg.zone_low, "1.1020".parse::().unwrap()); // pre.high + assert_eq!(fvg.zone_high, "1.1070".parse::().unwrap()); // post.low + } + + #[test] + fn no_gap_returns_none() { + // post.low <= pre.high — no gap + let pre = candle("1.1000", "1.1060", "1.0990", "1.1050"); + let impulse = candle("1.1050", "1.1110", "1.1040", "1.1100"); + let post = candle("1.1090", "1.1130", "1.1055", "1.1120"); // post.low=1.1055 < pre.high=1.1060 + + let fvg = detect(&pre, &impulse, &post, "0.6".parse().unwrap(), "0.8".parse().unwrap(), 10, 5); + assert!(fvg.is_none()); + } +} diff --git a/src/main.rs b/src/main.rs new file mode 100644 index 0000000..5373ed8 --- /dev/null +++ b/src/main.rs @@ -0,0 +1,401 @@ +mod detector; + +use anyhow::Context; +use chrono::NaiveDate; +use domain::Side; +use rust_decimal::Decimal; + +// ── helpers ────────────────────────────────────────────────────────────────── + +fn rolling_ema(prices: &[Decimal], period: usize) -> Vec> { + let k = Decimal::from(2u32) / Decimal::from((period + 1) as u32); + let mut out = vec![None; prices.len()]; + if prices.len() < period { return out; } + let seed: Decimal = prices[..period].iter().sum::() / Decimal::from(period); + out[period - 1] = Some(seed); + let mut ema = seed; + for i in period..prices.len() { + ema = prices[i] * k + ema * (Decimal::ONE - k); + out[i] = Some(ema); + } + out +} + +fn size_position( + balance: Decimal, + risk_pct: Decimal, + sl_distance: Decimal, + value_per_lot: Decimal, + vol_step: Decimal, + min_vol: Decimal, + max_vol: Decimal, +) -> Option { + if sl_distance == Decimal::ZERO { return None; } + let raw = (balance * risk_pct) / (sl_distance * value_per_lot); + let volume = (raw / vol_step).floor() * vol_step; + if volume < min_vol { return None; } + Some(volume.min(max_vol)) +} + +fn actual_entry(side: Side, level: Decimal, spread: Decimal) -> Decimal { + match side { + Side::Long => level + spread, + Side::Short => level, + } +} + +fn actual_exit(side: Side, level: Decimal, is_sl: bool, spread: Decimal, slip: Decimal) -> Decimal { + match (side, is_sl) { + (Side::Long, false) => level, + (Side::Long, true) => level - slip, + (Side::Short, false) => level + spread, + (Side::Short, true) => level + spread + slip, + } +} + +fn fmt_price(d: Decimal, prec: usize) -> String { format!("{0:.1$}", d, prec) } +fn fmt_pnl(pnl: Decimal) -> String { + if pnl >= Decimal::ZERO { format!("+{:.2}", pnl) } else { format!("{:.2}", pnl) } +} + +// ── open trade ──────────────────────────────────────────────────────────────── + +struct OpenTrade { + open_time: String, + side: Side, + entry_level: Decimal, + actual_entry: Decimal, + sl: Decimal, + tp: Decimal, + volume: Decimal, +} + +// ── main ────────────────────────────────────────────────────────────────────── + +#[tokio::main] +async fn main() -> anyhow::Result<()> { + dotenvy::dotenv().ok(); + + tracing_subscriber::fmt() + .with_env_filter( + tracing_subscriber::EnvFilter::try_from_default_env() + .unwrap_or_else(|_| tracing_subscriber::EnvFilter::new("info")), + ) + .init(); + + let mt5_base_url = std::env::var("MT5_BASE_URL").context("MT5_BASE_URL missing")?; + let symbol = std::env::var("SYMBOL").context("SYMBOL missing")?; + let tf_str = std::env::var("TIMEFRAME").unwrap_or_else(|_| "M5".to_string()); + + let backtest_candles: u32 = std::env::var("BACKTEST_CANDLES") + .unwrap_or_else(|_| "50000".to_string()).parse().context("BACKTEST_CANDLES")?; + let backtest_balance: Decimal = std::env::var("BACKTEST_BALANCE") + .unwrap_or_else(|_| "600".to_string()).parse().context("BACKTEST_BALANCE")?; + let risk_pct: Decimal = std::env::var("RISK_PCT") + .unwrap_or_else(|_| "0.01".to_string()).parse().context("RISK_PCT")?; + + let body_pct_min: Decimal = std::env::var("BODY_PCT_MIN") + .unwrap_or_else(|_| "0.6".to_string()).parse().context("BODY_PCT_MIN")?; + let close_pct_min: Decimal = std::env::var("CLOSE_PCT_MIN") + .unwrap_or_else(|_| "0.8".to_string()).parse().context("CLOSE_PCT_MIN")?; + let fvg_expiry: usize = std::env::var("FVG_EXPIRY_CANDLES") + .unwrap_or_else(|_| "10".to_string()).parse().context("FVG_EXPIRY_CANDLES")?; + let sl_buffer: Decimal = std::env::var("SL_BUFFER") + .unwrap_or_else(|_| "0".to_string()).parse().context("SL_BUFFER")?; + let min_rr: Decimal = std::env::var("MIN_RR") + .unwrap_or_else(|_| "1.5".to_string()).parse().context("MIN_RR")?; + + let commission_per_lot: Decimal = std::env::var("COMMISSION_PER_LOT") + .unwrap_or_else(|_| "0".to_string()).parse().context("COMMISSION_PER_LOT")?; + let slippage_points: Decimal = std::env::var("SLIPPAGE_POINTS") + .unwrap_or_else(|_| "5".to_string()).parse().context("SLIPPAGE_POINTS")?; + let spread_override: Option = match std::env::var("SPREAD_OVERRIDE") { + Ok(s) => Some(s.parse().context("SPREAD_OVERRIDE")?), + Err(_) => None, + }; + + let ema_period: usize = std::env::var("EMA_PERIOD") + .unwrap_or_else(|_| "20".to_string()).parse().context("EMA_PERIOD")?; + + let date_from: Option = match std::env::var("DATE_FROM") { + Ok(s) => Some(s.parse().context("DATE_FROM")?), + Err(_) => None, + }; + let date_to: Option = match std::env::var("DATE_TO") { + Ok(s) => Some(s.parse().context("DATE_TO")?), + Err(_) => None, + }; + + let timeframe = tf_str.parse::().map_err(|e| anyhow::anyhow!("{e}"))?; + let mt5 = mt5_client::Mt5Client::new(mt5_base_url); + + tracing::info!(symbol = %symbol, tf = %tf_str, backtest_candles, "fetching data"); + + let (sym_info, candles) = tokio::try_join!( + mt5.symbol(&symbol), + mt5.rates_from_pos(&symbol, timeframe, 0, backtest_candles), + )?; + + let total = candles.len(); + let contract_size = sym_info.trade_contract_size; + let point = sym_info.point; + let prec = sym_info.digits as usize; + let spread_price = spread_override.unwrap_or_else(|| Decimal::from(sym_info.spread) * point); + let slippage_price = slippage_points * point; + let profit_is_usd = sym_info.currency_profit.eq_ignore_ascii_case("USD"); + + let ema_vals: Vec> = if ema_period > 0 { + let closes: Vec = candles.iter().map(|c| c.close).collect(); + rolling_ema(&closes, ema_period) + } else { + vec![None; total] + }; + + tracing::info!(total, "starting walk-forward"); + + let mut balance = backtest_balance; + let mut peak = balance; + let mut max_drawdown = Decimal::ZERO; + let mut open_trade: Option = None; + let mut pending_fvg: Option = None; + + let mut trades = 0u32; + let mut wins = 0u32; + let mut losses = 0u32; + let mut timeouts = 0u32; + let mut missed_fills = 0u32; + let mut total_pnl = Decimal::ZERO; + let mut total_friction = Decimal::ZERO; + let mut sum_wins = Decimal::ZERO; + let mut sum_losses = Decimal::ZERO; + let mut max_consec = 0u32; + let mut cur_consec = 0u32; + + for i in 2..total { + let candle = &candles[i]; + let date = candle.time.date_naive(); + + // ── manage open trade ──────────────────────────────────────────────── + if let Some(ref t) = open_trade { + let (sl_hit, tp_hit) = match t.side { + Side::Long => (candle.low <= t.sl, candle.high >= t.tp), + Side::Short => (candle.high >= t.sl, candle.low <= t.tp), + }; + if sl_hit || tp_hit { + let t = open_trade.take().unwrap(); + let is_sl = sl_hit; + let exit_lvl = if is_sl { t.sl } else { t.tp }; + let label = if is_sl { "SL" } else { "TP" }; + let exit = actual_exit(t.side, exit_lvl, is_sl, spread_price, slippage_price); + + let commission = commission_per_lot * t.volume; + let profit_rate = if profit_is_usd || exit <= Decimal::ZERO { + Decimal::ONE + } else { + Decimal::ONE / exit + }; + let pnl = (match t.side { + Side::Long => (exit - t.actual_entry) * t.volume * contract_size, + Side::Short => (t.actual_entry - exit) * t.volume * contract_size, + }) * profit_rate - commission; + + let fl_rate = if profit_is_usd || exit_lvl <= Decimal::ZERO { + Decimal::ONE + } else { + Decimal::ONE / exit_lvl + }; + let frictionless = (match t.side { + Side::Long => (exit_lvl - t.entry_level) * t.volume * contract_size, + Side::Short => (t.entry_level - exit_lvl) * t.volume * contract_size, + }) * fl_rate; + let friction = frictionless - pnl; + + balance += pnl; + if balance > peak { peak = balance; } + let dd = balance - peak; + if dd < max_drawdown { max_drawdown = dd; } + + if is_sl { + losses += 1; + sum_losses += pnl.abs(); + cur_consec += 1; + if cur_consec > max_consec { max_consec = cur_consec; } + } else { + wins += 1; + sum_wins += pnl; + cur_consec = 0; + } + trades += 1; + total_pnl += pnl; + total_friction += friction; + + println!( + "[{} {}] {} {} entry={} sl={} tp={} vol={:.2} → {label} exit={} friction={} pnl={} bal={:.2}", + t.open_time, tf_str, symbol, + if t.side == Side::Long { "LONG " } else { "SHORT" }, + fmt_price(t.actual_entry, prec), + fmt_price(t.sl, prec), + fmt_price(t.tp, prec), + t.volume, + fmt_price(exit, prec), + fmt_pnl(-friction), + fmt_pnl(pnl), balance, + ); + } + continue; + } + + // ── date filter ─────────────────────────────────────────────────────── + if date_from.is_some_and(|d| date < d) { continue; } + if date_to.is_some_and(|d| date > d) { continue; } + + // ── expire stale FVG ────────────────────────────────────────────────── + if pending_fvg.as_ref().is_some_and(|f| i >= f.expiry_idx) { + pending_fvg = None; + } + + // ── try to fill pending FVG ─────────────────────────────────────────── + if let Some(ref fvg) = pending_fvg { + if fvg.is_touched(candle) { + let ema_ok = if ema_period > 0 { + match ema_vals.get(i).copied().flatten() { + Some(ema) => match fvg.side { + Side::Long => candle.close > ema, + Side::Short => candle.close < ema, + }, + None => false, + } + } else { + true + }; + + if ema_ok { + let sl = match fvg.side { + Side::Long => fvg.zone_low - sl_buffer, + Side::Short => fvg.zone_high + sl_buffer, + }; + let sl_dist = (fvg.entry - sl).abs(); + let tp = match fvg.side { + Side::Long => fvg.entry + sl_dist * min_rr, + Side::Short => fvg.entry - sl_dist * min_rr, + }; + + let fill_ok = match fvg.side { + Side::Long => candle.low <= fvg.entry, + Side::Short => candle.high >= fvg.entry, + }; + if !fill_ok { + missed_fills += 1; + pending_fvg = None; + continue; + } + + let value_per_lot = if profit_is_usd || candle.close == Decimal::ZERO { + contract_size + } else { + contract_size / candle.close + }; + + match size_position(balance, risk_pct, sl_dist, value_per_lot, + sym_info.volume_step, sym_info.volume_min, sym_info.volume_max) + { + None => { pending_fvg = None; continue; } + Some(v) => { + let ae = actual_entry(fvg.side, fvg.entry, spread_price); + open_trade = Some(OpenTrade { + open_time: candle.time.format("%Y-%m-%d %H:%M").to_string(), + side: fvg.side, + entry_level: fvg.entry, + actual_entry: ae, + sl, + tp, + volume: v, + }); + pending_fvg = None; + } + } + } else { + pending_fvg = None; + } + } + continue; + } + + // ── detect new momentum FVG ─────────────────────────────────────────── + pending_fvg = detector::detect( + &candles[i - 2], + &candles[i - 1], + candle, + body_pct_min, + close_pct_min, + i, + fvg_expiry, + ); + } + + // ── end-of-data timeout ─────────────────────────────────────────────────── + if let Some(t) = open_trade.take() { + let exit_lvl = candles.last().unwrap().close; + let exit = actual_exit(t.side, exit_lvl, false, spread_price, slippage_price); + let commission = commission_per_lot * t.volume; + let profit_rate = if profit_is_usd || exit <= Decimal::ZERO { + Decimal::ONE + } else { + Decimal::ONE / exit + }; + let pnl = (match t.side { + Side::Long => (exit - t.actual_entry) * t.volume * contract_size, + Side::Short => (t.actual_entry - exit) * t.volume * contract_size, + }) * profit_rate - commission; + + balance += pnl; + timeouts += 1; + trades += 1; + total_pnl += pnl; + + println!( + "[{} {}] {} {} entry={} → TIMEOUT exit={} pnl={} bal={:.2}", + t.open_time, tf_str, symbol, + if t.side == Side::Long { "LONG " } else { "SHORT" }, + fmt_price(t.actual_entry, prec), + fmt_price(exit, prec), + fmt_pnl(pnl), balance, + ); + } + + // ── summary ─────────────────────────────────────────────────────────────── + let win_pct = if trades > 0 { wins as f64 / trades as f64 * 100.0 } else { 0.0 }; + let loss_pct = if trades > 0 { losses as f64 / trades as f64 * 100.0 } else { 0.0 }; + let timeout_pct = if trades > 0 { timeouts as f64 / trades as f64 * 100.0 } else { 0.0 }; + let avg_win = if wins > 0 { sum_wins / Decimal::from(wins) } else { Decimal::ZERO }; + let avg_loss = if losses > 0 { sum_losses / Decimal::from(losses) } else { Decimal::ZERO }; + let expectancy = if trades > 0 { total_pnl / Decimal::from(trades) } else { Decimal::ZERO }; + let pf = if sum_losses > Decimal::ZERO { sum_wins / sum_losses } else { Decimal::MAX }; + let ret_pct = (balance - backtest_balance) / backtest_balance * Decimal::from(100u32); + + println!("─────────────────────────────────────────"); + println!("Ares Scalper: {} {} | {} candles", symbol, tf_str, total); + println!("Strategy : Momentum FVG body≥{body_pct_min} close≥{close_pct_min} expiry={fvg_expiry}c min_rr={min_rr}"); + println!("Friction : spread={} slip={} commission/lot={}", fmt_price(spread_price, prec), fmt_price(slippage_price, prec), commission_per_lot); + println!("─────────────────────────────────────────"); + println!("Trades : {trades}"); + println!("Win : {wins} ({win_pct:.1}%)"); + println!("Loss : {losses} ({loss_pct:.1}%)"); + println!("Timeout : {timeouts} ({timeout_pct:.1}%)"); + println!("Missed fills : {missed_fills}"); + println!("Max consec loss: {max_consec}"); + println!("─────────────────────────────────────────"); + println!("Avg win : +{avg_win:.2}"); + println!("Avg loss : -{avg_loss:.2}"); + println!("Expectancy : {}", fmt_pnl(expectancy)); + println!("Profit factor : {pf:.2}"); + println!("Total friction : {}", fmt_pnl(-total_friction)); + println!("─────────────────────────────────────────"); + println!("Total PnL : {}", fmt_pnl(total_pnl)); + println!("Max Drawdown : {max_drawdown:.2}"); + println!("Return : {ret_pct:.1}%"); + println!("Final Balance : {balance:.2}"); + println!("─────────────────────────────────────────"); + + Ok(()) +}