new: better stats

src/stats.rs

@@ -11,11 +11,32 @@ use crate::broker::Broker;
       pub best_trade: f64,
       pub worst_trade: f64,
       pub profit_factor: f64,
+      pub max_drawdown_pct: f64
+      
+  }
+
+  fn max_drawdown(equity_curve: &[f64]) -> f64 {
+      let mut peak = f64::NEG_INFINITY;
+      let mut max_dd = 0.0f64;
+
+      for &equity in equity_curve {
+          if equity > peak {
+              peak = equity;
+          }
+          if peak > 0.0 {
+              let dd = (peak - equity) / peak * 100.0;
+              if dd > max_dd {
+                  max_dd = dd;
+              }
+          }
+      }
+      max_dd
   }
 
   impl Stats {
-      pub fn compute(broker: &Broker, initial_cash: f64) -> Self {
+      pub fn compute(broker: &Broker, equity_curve: &[f64]) -> Self {
           let num_trades = broker.trade_history.len();
+          let initial_cash = broker.initial_cash;
           let final_cash = broker.cash;
           let total_return_pct = (final_cash - initial_cash) / initial_cash * 100.0;
 
@@ -39,6 +60,7 @@ use crate::broker::Broker;
               .filter(|t| t.pnl < 0.0).map(|t| t.pnl.abs()).sum();
           let profit_factor = if gross_loss > 0.0 { gross_profit / gross_loss } else {
   f64::INFINITY };
+            let max_drawdown_pct = max_drawdown(equity_curve);
 
           Stats {
               initial_cash,
@@ -51,6 +73,7 @@ use crate::broker::Broker;
               best_trade: if num_trades > 0 { best_trade } else { 0.0 },
               worst_trade: if num_trades > 0 { worst_trade } else { 0.0 },
               profit_factor,
+              max_drawdown_pct
           }
       }
   }
@@ -67,10 +90,12 @@ use crate::broker::Broker;
                Avg PnL:        {:.5}\n\
                Best Trade:     {:.5}\n\
                Worst Trade:    {:.5}\n\
-               Profit Factor:  {:.2}",
+               Profit Factor:  {:.2}\n\
+               Max Drawdown:   {:.2}%",
               self.initial_cash, self.final_cash, self.total_return_pct,
               self.num_trades, self.win_rate_pct, self.avg_pnl,
-              self.best_trade, self.worst_trade, self.profit_factor
+              self.best_trade, self.worst_trade, self.profit_factor,
+              self.max_drawdown_pct
           )
       }
   }