{% extends "base.html" %} {% block sidebar %}
| Statistic | VaR | {% if es_stats is defined %}ES | {% endif %}
|---|---|---|
| Mean | {{ var_stats.mean | fmt_number(6) }} | {% if es_stats is defined %}{{ es_stats.mean | fmt_number(6) }} | {% endif %}
| Std Dev | {{ var_stats.std | fmt_number(6) }} | {% if es_stats is defined %}{{ es_stats.std | fmt_number(6) }} | {% endif %}
| Min | {{ var_stats.min | fmt_number(6) }} | {% if es_stats is defined %}{{ es_stats.min | fmt_number(6) }} | {% endif %}
| Max | {{ var_stats.max | fmt_number(6) }} | {% if es_stats is defined %}{{ es_stats.max | fmt_number(6) }} | {% endif %}
| Metric | Value |
|---|---|
| Violations | {{ backtest.n_violations }} |
| Expected Violations | {{ backtest.expected_violations | fmt_number(1) }} |
| Violation Ratio | {{ backtest.violation_ratio | fmt_number(3) }} |
| Kupiec LR stat | {{ backtest.kupiec.stat | fmt_number(3) }} |
| Kupiec p-value | {{ backtest.kupiec.pvalue | fmt_pvalue }} |
| Christoffersen LR stat | {{ backtest.christoffersen.stat | fmt_number(3) }} |
| Christoffersen p-value | {{ backtest.christoffersen.pvalue | fmt_pvalue }} |