AggregatedScanPerformanceResponse

  • time_taken
    Type: string Pattern: ^d+$
    required
  • results
    Type: object
    • propertyName
      Type: object
      • count
        Type: string Pattern: ^d+$
        required
      • scan_ids
        Type: array string[] | null
        required
      • top_tickers
        Type: array object[] | null
        required
      • avg_bars_held
        Type: number
      • avg_calmar_ratio
        Type: number
      • avg_daily_return
        Type: number
      • avg_expectancy
        Type: number
      • avg_holding_period_seconds
        Type: number
      • avg_loss_percentage
        Type: number
      • avg_loss_rate
        Type: number
      • avg_max_drawdown
        Type: number
      • avg_max_loss_since_entry
        Type: number
      • avg_max_profit_since_entry
        Type: number
      • avg_percent_return
        Type: number
      • avg_profit_drawdown_ratio
        Type: number
      • avg_profit_drawdown_ratio_close_only
        Type: number
      • avg_profit_drawdown_ratio_close_only_weighted_by_num_trades
        Type: number
      • avg_profit_drawdown_ratio_weighted_by_num_trades
        Type: number
      • avg_sharpe_ratio
        Type: number
      • avg_sortino_ratio
        Type: number
      • avg_total_losses
        Type: number
      • avg_total_trades
        Type: number
      • avg_total_wins
        Type: number
      • avg_win_percentage
        Type: number
      • avg_win_rate
        Type: number
      • max_daily_return
        Type: number
      • max_daily_return_scan_id
        Type: string Pattern: ^d+$
      • max_drawdown
        Type: number
      • max_drawdown_scan_id
        Type: string Pattern: ^d+$
      • max_expectancy
        Type: number
      • max_expectancy_scan_id
        Type: string Pattern: ^d+$
      • max_loss
        Type: number
      • max_loss_percentage
        Type: number
      • max_loss_percentage_scan_id
        Type: string Pattern: ^d+$
      • max_loss_scan_id
        Type: string Pattern: ^d+$
      • max_profit
        Type: number
      • max_profit_drawdown_ratio
        Type: number
      • max_profit_drawdown_ratio_scan_id
        Type: string Pattern: ^d+$
      • max_profit_scan_id
        Type: string Pattern: ^d+$
      • max_sharpe_ratio
        Type: number
      • max_sharpe_ratio_scan_id
        Type: string Pattern: ^d+$
      • max_sortino_ratio
        Type: number
      • max_sortino_ratio_scan_id
        Type: string Pattern: ^d+$
      • max_win_percentage
        Type: number
      • max_win_percentage_scan_id
        Type: string Pattern: ^d+$
      • max_win_rate
        Type: number
      • max_win_rate_scan_id
        Type: string Pattern: ^d+$
      • min_daily_return
        Type: number
      • min_daily_return_scan_id
        Type: string Pattern: ^d+$
      • min_drawdown
        Type: number
      • min_drawdown_scan_id
        Type: string Pattern: ^d+$
      • min_expectancy
        Type: number
      • min_expectancy_scan_id
        Type: string Pattern: ^d+$
      • min_profit_drawdown_ratio
        Type: number
      • min_profit_drawdown_ratio_scan_id
        Type: string Pattern: ^d+$
      • min_sharpe_ratio
        Type: number
      • min_sharpe_ratio_scan_id
        Type: string Pattern: ^d+$
      • min_sortino_ratio
        Type: number
      • min_sortino_ratio_scan_id
        Type: string Pattern: ^d+$
      • min_win_rate
        Type: number
      • min_win_rate_scan_id
        Type: string Pattern: ^d+$
      • stddev_avg_daily_return
        Type: number
      • total_losses
        Type: number
      • total_trades
        Type: number
      • total_wins
        Type: number

scanr.ai API (dev)