Final Portfolio Value: ${atbp_formatCurrency(perf.finalPortfolioValue)}

Total Profit/Loss: ${atbp_formatCurrency(perf.totalPL)}

Return on Investment (ROI): ${perf.roiPercentage.toFixed(2)}%

Number of Trades: ${perf.numTrades}

Winning Trades: ${perf.winningTrades}

Losing Trades: ${perf.losingTrades}

Win/Loss Ratio: ${isFinite(perf.winLossRatio) ? perf.winLossRatio.toFixed(2) : 'N/A'}

Max Drawdown: ${perf.maxDrawdownPercentage.toFixed(2)}%

`; // Display Trade Log if (atbp_backtestResults.tradeLog.length > 0) { let tableHtml = ''; atbp_backtestResults.tradeLog.forEach(trade => { tableHtml += ``; }); tableHtml += '

Date	Type	Price ($)	Shares	Value ($)	Cash ($)	Portfolio ($)	P/L ($)
${trade.date}	${trade.type}	${trade.price}	${trade.shares}	${trade.value}	${trade.cash}	${trade.portfolioValue}	${trade.profit !== undefined ? trade.profit : '---'}

'; tradeLogDiv.innerHTML = tableHtml; } else { tradeLogDiv.innerHTML = '

No trades were executed.

'; } // Draw Equity Curve atbp_drawEquityChart(atbp_backtestResults.equityCurve); dlButton.style.display = 'block'; resultsTabLink.disabled = false; resultsTabLink.click(); } function atbp_drawEquityChart(equityData) { const svgContainer = d3.select("#atbp_equity_chart"); svgContainer.selectAll("*").remove(); const containerElement = svgContainer.node(); if (!containerElement) return; const clientRect = containerElement.getBoundingClientRect(); const containerWidth = clientRect.width; const containerHeight = clientRect.height > 100 ? clientRect.height : 350; // Ensure min height if (containerWidth <= 0 || equityData.length < 2) { svgContainer.append("text") .attr("x", containerWidth / 2) .attr("y", containerHeight / 2) .attr("text-anchor", "middle") .style("font-size", "14px") .style("fill", "#6b7280") .text(equityData.length < 2 ? "Not enough data for chart." : "Chart container not ready."); return; } const margin = {top: 20, right: 30, bottom: 40, left: 60}; const width = containerWidth - margin.left - margin.right; const height = containerHeight - margin.top - margin.bottom; const svg = svgContainer .attr("width", containerWidth) .attr("height", containerHeight) .append("g") .attr("transform", `translate(${margin.left},${margin.top})`); const x = d3.scaleTime() .domain(d3.extent(equityData, d => d.date)) .range([0, width]); const y = d3.scaleLinear() .domain([0, d3.max(equityData, d => d.value) * 1.05]) // Add 5% padding to y-axis .range([height, 0]); // Add X axis svg.append("g") .attr("class", "axis x-axis") .attr("transform", `translate(0,${height})`) .call(d3.axisBottom(x).ticks(5).tickFormat(d3.timeFormat("%Y-%m-%d"))); // Add Y axis svg.append("g") .attr("class", "axis y-axis") .call(d3.axisLeft(y).ticks(5).tickFormat(d => atbp_formatCurrency(d).replace('$', ''))); // Remove $ for cleaner axis // Add Y gridlines svg.append("g") .attr("class", "grid") .call(d3.axisLeft(y) .ticks(5) .tickSize(-width) .tickFormat("") ); // Add the line svg.append("path") .datum(equityData) .attr("class", "line") .attr("d", d3.line() .x(d => x(d.date)) .y(d => y(d.value)) ); } window.atbp_downloadPDF = function() { const { jsPDF } = window.jspdf; if (!jsPDF || !atbp_backtestResults.inputs || Object.keys(atbp_backtestResults.inputs).length === 0) { alert("PDF library not loaded or no data to export. Please run a backtest first."); return; } const doc = new jsPDF(); let yPos = 20; const lineHeight = 7; const indent = 5; const pageMargin = 15; const pageWidth = doc.internal.pageSize.getWidth(); const usableWidth = pageWidth - 2 * pageMargin; doc.setFontSize(18); doc.setTextColor(28, 42, 56); // #1e2a38 doc.text("Algorithmic Trading Backtest Report", pageWidth / 2, yPos, { align: 'center' }); yPos += lineHeight * 2.5; function addSection(title, dataObj) { if (yPos > doc.internal.pageSize.getHeight() - pageMargin - 30) { doc.addPage(); yPos = pageMargin; } doc.setFontSize(13); doc.setFont(undefined, 'bold'); doc.setTextColor(44, 62, 80); // #2c3e50 doc.text(title, pageMargin, yPos); yPos += lineHeight * 1.5; doc.setFontSize(10); doc.setFont(undefined, 'normal'); doc.setTextColor(51,51,51); for (const [key, value] of Object.entries(dataObj)) { if (yPos > doc.internal.pageSize.getHeight() - pageMargin - lineHeight) { doc.addPage(); yPos = pageMargin; } let formattedKey = key.replace(/([A-Z])/g, ' $1').replace(/^./, str => str.toUpperCase()); let valStr = String(value); if (typeof value === 'number') { if (key.toLowerCase().includes('percentage') || key.toLowerCase().includes('ratio') || key.toLowerCase().includes('period')) { valStr = value.toFixed(2) + (key.toLowerCase().includes('percentage') ? '%' : ''); } else if (key.toLowerCase().includes('capital') || key.toLowerCase().includes('value') || key.toLowerCase().includes('pl')) { valStr = atbp_formatCurrency(value); } else { valStr = value.toLocaleString(); } } doc.text(`${formattedKey}:`, pageMargin + indent, yPos); doc.text(valStr, pageMargin + indent + 75, yPos, {align: 'left', maxWidth: usableWidth - (indent + 75)}); yPos += lineHeight * 1.1; } yPos += lineHeight * 0.5; } addSection("Backtest Setup", { "Strategy Name": atbp_backtestResults.inputs.strategyName, "Strategy Type": atbp_backtestResults.inputs.strategyType.replace('_', ' '), "Asset Symbol": atbp_backtestResults.inputs.assetSymbol, "Short MA Period": atbp_backtestResults.inputs.shortMAPeriod, "Long MA Period": atbp_backtestResults.inputs.longMAPeriod, "Start Date": atbp_backtestResults.inputs.startDate, "End Date": atbp_backtestResults.inputs.endDate, "Initial Capital": atbp_backtestResults.inputs.initialCapital }); addSection("Performance Summary", { "Final Portfolio Value": atbp_backtestResults.performance.finalPortfolioValue, "Total P/L": atbp_backtestResults.performance.totalPL, "ROI Percentage": atbp_backtestResults.performance.roiPercentage, "Number of Trades": atbp_backtestResults.performance.numTrades, "Winning Trades": atbp_backtestResults.performance.winningTrades, "Losing Trades": atbp_backtestResults.performance.losingTrades, "Win/Loss Ratio": isFinite(atbp_backtestResults.performance.winLossRatio) ? atbp_backtestResults.performance.winLossRatio : 'N/A', "Max Drawdown Percentage": atbp_backtestResults.performance.maxDrawdownPercentage }); if (atbp_backtestResults.tradeLog && atbp_backtestResults.tradeLog.length > 0) { if (yPos > doc.internal.pageSize.getHeight() - pageMargin - 30) { doc.addPage(); yPos = pageMargin; } doc.setFontSize(13); doc.setFont(undefined, 'bold'); doc.setTextColor(44, 62, 80); doc.text("Trade Log (First 10 Trades)", pageMargin, yPos); yPos += lineHeight * 1.5; doc.setFontSize(8); doc.setFont(undefined, 'normal'); doc.setTextColor(51,51,51); const headers = ["Date", "Type", "Price", "Shares", "Value", "P/L"]; const colWidths = [25, 20, 25, 20, 30, 25]; let currentX = pageMargin + indent; headers.forEach((header, index) => { doc.text(header, currentX, yPos); currentX += colWidths[index]; }); yPos += lineHeight * 0.8; doc.setLineWidth(0.1); doc.line(pageMargin + indent, yPos, pageWidth - pageMargin - indent, yPos); yPos += lineHeight * 0.8; const tradesToShow = Math.min(atbp_backtestResults.tradeLog.length, 10); for(let i = 0; i < tradesToShow; i++) { const trade = atbp_backtestResults.tradeLog[i]; if (yPos > doc.internal.pageSize.getHeight() - pageMargin - lineHeight) { doc.addPage(); yPos = pageMargin; } currentX = pageMargin + indent; doc.text(trade.date, currentX, yPos); currentX += colWidths[0]; doc.text(trade.type, currentX, yPos); currentX += colWidths[1]; doc.text(trade.price, currentX, yPos); currentX += colWidths[2]; doc.text(String(trade.shares), currentX, yPos); currentX += colWidths[3]; doc.text(trade.value, currentX, yPos); currentX += colWidths[4]; doc.text(trade.profit !== undefined ? trade.profit : '---', currentX, yPos); yPos += lineHeight; } if (atbp_backtestResults.tradeLog.length > 10) { if (yPos > doc.internal.pageSize.getHeight() - pageMargin - lineHeight) { doc.addPage(); yPos = pageMargin; } doc.text("... and more trades.", pageMargin + indent, yPos); yPos += lineHeight; } } doc.save('Trading_Backtest_Report.pdf'); }