PINE LIBRARY
Deeptest
Library "Deeptest"
Comprehensive quantitative backtesting library with 50+ metrics:
Sharpe/Sortino ratios, R-Expectancy, SQN, drawdown analysis, Monte Carlo
simulation, Walk-Forward Analysis, VaR/CVaR, benchmark comparison, and
interactive table rendering for TradingView strategies.
version 15 (20.06.2026)
license MIT — opensource.org/licenses/MIT
IMPORTS:
fikira/Text/1 as FN — Font styling for table cells (Sans Bold / Sans-Serif Bold)
PUBLIC API:
runDeeptest(...) — Complete backtest analysis orchestrator (only export)
type Stats — 50+ metric container returned by runDeeptest
type ThresholdConfig — Metric threshold + color configuration
type RollingStats — Rolling window analysis results
══════════════════════════════════════════════════════════════════════════════════════
runDeeptest(tableBg, headerBg, borderColor, bullColor, bearColor, textSize, showComplementaryRow, showStressTestTable, showDrawdownRecoveryCards, showTradeCards, showRExpectancy, enableLogging)
runDeeptest — Complete backtest analysis orchestrator (PUBLIC API)
Calls calculateFromStrategy() for 50+ metrics, then renders:
├ Main backtest table (23 columns × 3 rows + complementary row + footer)
├ Stress test matrix (IS | Monte Carlo | OOS — if showStressTestTable)
├ Drawdown/recovery cards (if showDrawdownRecoveryCards)
└ Top/worst trade cards (if showTradeCards)
Execution model: heavy computation runs once on last confirmed bar, table
rendering on last bar. Benchmark returns accumulate per-bar from SPY daily.
Parameters:
tableBg (color): Table background color
headerBg (color): Header background color
borderColor (color): Border color
bullColor (color): Color for positive metric values
bearColor (color): Color for negative metric values
textSize (string): Cell font size
showComplementaryRow (bool): Toggle 2nd data row
showStressTestTable (bool): Toggle MC/WFA stress test table
showDrawdownRecoveryCards (bool): Toggle drawdown/recovery card tables
showTradeCards (bool): Toggle top/worst trade card tables
showRExpectancy (bool): R-multiple display mode for expectancy
enableLogging (bool): Output all metrics to Data Window via log.info()
Returns: Stats object with all computed metrics
═══════════════════════════════════════════════════════════════════════════
Stats
Stats — Comprehensive backtest statistics container (50+ fields)
Fields:
totalTrades (series int)
winTrades (series int)
lossTrades (series int)
evenTrades (series int)
winRate (series float)
lossRate (series float)
avgWinPct (series float)
avgLossPct (series float)
avgTradePct (series float)
profitFactor (series float)
payoffRatio (series float)
expectancy (series float)
rExpectancy (series float)
grossProfit (series float)
grossLoss (series float)
netProfit (series float)
netProfitPct (series float)
compEffect (series float)
sharpe (series float)
sortino (series float)
calmar (series float)
martin (series float)
maxDrawdownPct (series float)
currentDrawdownPct (series float)
maxEquity (series float)
minEquity (series float)
cagr (series float)
monthlyReturn (series float)
maxConsecWins (series int)
maxConsecLosses (series int)
avgTradeDuration (series float)
avgWinDuration (series float)
avgLossDuration (series float)
timeInMarketPct (series float)
tradesPerMonth (series float)
tradesPerYear (series float)
skewness (series float)
kurtosis (series float)
var95 (series float)
cvar95 (series float)
ulcerIndex (series float)
riskOfRuin (series float)
pValue (series float)
alpha (series float)
beta (series float)
buyHoldReturn (series float)
equityRSquared (series float)
firstTradeTime (series int)
lastTradeTime (series int)
tradingPeriodDays (series float)
sqn (series float)
Comprehensive quantitative backtesting library with 50+ metrics:
Sharpe/Sortino ratios, R-Expectancy, SQN, drawdown analysis, Monte Carlo
simulation, Walk-Forward Analysis, VaR/CVaR, benchmark comparison, and
interactive table rendering for TradingView strategies.
version 15 (20.06.2026)
license MIT — opensource.org/licenses/MIT
IMPORTS:
fikira/Text/1 as FN — Font styling for table cells (Sans Bold / Sans-Serif Bold)
PUBLIC API:
runDeeptest(...) — Complete backtest analysis orchestrator (only export)
type Stats — 50+ metric container returned by runDeeptest
type ThresholdConfig — Metric threshold + color configuration
type RollingStats — Rolling window analysis results
══════════════════════════════════════════════════════════════════════════════════════
runDeeptest(tableBg, headerBg, borderColor, bullColor, bearColor, textSize, showComplementaryRow, showStressTestTable, showDrawdownRecoveryCards, showTradeCards, showRExpectancy, enableLogging)
runDeeptest — Complete backtest analysis orchestrator (PUBLIC API)
Calls calculateFromStrategy() for 50+ metrics, then renders:
├ Main backtest table (23 columns × 3 rows + complementary row + footer)
├ Stress test matrix (IS | Monte Carlo | OOS — if showStressTestTable)
├ Drawdown/recovery cards (if showDrawdownRecoveryCards)
└ Top/worst trade cards (if showTradeCards)
Execution model: heavy computation runs once on last confirmed bar, table
rendering on last bar. Benchmark returns accumulate per-bar from SPY daily.
Parameters:
tableBg (color): Table background color
headerBg (color): Header background color
borderColor (color): Border color
bullColor (color): Color for positive metric values
bearColor (color): Color for negative metric values
textSize (string): Cell font size
showComplementaryRow (bool): Toggle 2nd data row
showStressTestTable (bool): Toggle MC/WFA stress test table
showDrawdownRecoveryCards (bool): Toggle drawdown/recovery card tables
showTradeCards (bool): Toggle top/worst trade card tables
showRExpectancy (bool): R-multiple display mode for expectancy
enableLogging (bool): Output all metrics to Data Window via log.info()
Returns: Stats object with all computed metrics
═══════════════════════════════════════════════════════════════════════════
Stats
Stats — Comprehensive backtest statistics container (50+ fields)
Fields:
totalTrades (series int)
winTrades (series int)
lossTrades (series int)
evenTrades (series int)
winRate (series float)
lossRate (series float)
avgWinPct (series float)
avgLossPct (series float)
avgTradePct (series float)
profitFactor (series float)
payoffRatio (series float)
expectancy (series float)
rExpectancy (series float)
grossProfit (series float)
grossLoss (series float)
netProfit (series float)
netProfitPct (series float)
compEffect (series float)
sharpe (series float)
sortino (series float)
calmar (series float)
martin (series float)
maxDrawdownPct (series float)
currentDrawdownPct (series float)
maxEquity (series float)
minEquity (series float)
cagr (series float)
monthlyReturn (series float)
maxConsecWins (series int)
maxConsecLosses (series int)
avgTradeDuration (series float)
avgWinDuration (series float)
avgLossDuration (series float)
timeInMarketPct (series float)
tradesPerMonth (series float)
tradesPerYear (series float)
skewness (series float)
kurtosis (series float)
var95 (series float)
cvar95 (series float)
ulcerIndex (series float)
riskOfRuin (series float)
pValue (series float)
alpha (series float)
beta (series float)
buyHoldReturn (series float)
equityRSquared (series float)
firstTradeTime (series int)
lastTradeTime (series int)
tradingPeriodDays (series float)
sqn (series float)
Pineライブラリ
TradingViewの精神に則り、作者はこのPineコードをオープンソースライブラリとして公開してくれました。コミュニティの他のPineプログラマーが再利用できるようにという配慮です。作者に拍手を！このライブラリは個人利用や他のオープンソースの公開コンテンツで使用できますが、公開物でのコードの再利用はハウスルールに準じる必要があります。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。
Pineライブラリ
TradingViewの精神に則り、作者はこのPineコードをオープンソースライブラリとして公開してくれました。コミュニティの他のPineプログラマーが再利用できるようにという配慮です。作者に拍手を！このライブラリは個人利用や他のオープンソースの公開コンテンツで使用できますが、公開物でのコードの再利用はハウスルールに準じる必要があります。
免責事項
これらの情報および投稿は、TradingViewが提供または承認する金融、投資、取引、またはその他の種類の助言もしくは推奨であることを意図したものではなく、またこれらに該当するものでもありません。詳細は利用規約をご覧ください。