Add documentation for breakdown command
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@ -21,6 +21,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
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[--timeframe-detail TIMEFRAME_DETAIL]
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[--timeframe-detail TIMEFRAME_DETAIL]
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[--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
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[--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
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[--export {none,trades}] [--export-filename PATH]
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[--export {none,trades}] [--export-filename PATH]
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[--breakdown {day,week,month} [{day,week,month} ...]]
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optional arguments:
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optional arguments:
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-h, --help show this help message and exit
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-h, --help show this help message and exit
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@ -30,7 +31,7 @@ optional arguments:
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Specify what timerange of data to use.
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Specify what timerange of data to use.
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--data-format-ohlcv {json,jsongz,hdf5}
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--data-format-ohlcv {json,jsongz,hdf5}
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Storage format for downloaded candle (OHLCV) data.
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Storage format for downloaded candle (OHLCV) data.
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(default: `None`).
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(default: `json`).
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--max-open-trades INT
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--max-open-trades INT
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Override the value of the `max_open_trades`
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Override the value of the `max_open_trades`
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configuration setting.
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configuration setting.
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@ -65,8 +66,7 @@ optional arguments:
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set either in config or via command line. When using
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set either in config or via command line. When using
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this together with `--export trades`, the strategy-
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this together with `--export trades`, the strategy-
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name is injected into the filename (so `backtest-
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name is injected into the filename (so `backtest-
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data.json` becomes `backtest-data-
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data.json` becomes `backtest-data-SampleStrategy.json`
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SampleStrategy.json`
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--export {none,trades}
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--export {none,trades}
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Export backtest results (default: trades).
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Export backtest results (default: trades).
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--export-filename PATH
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--export-filename PATH
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@ -74,7 +74,8 @@ optional arguments:
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Requires `--export` to be set as well. Example:
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Requires `--export` to be set as well. Example:
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`--export-filename=user_data/backtest_results/backtest
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`--export-filename=user_data/backtest_results/backtest
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_today.json`
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_today.json`
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--show-days Print a days breakdown table of the backtest results
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--breakdown {day,week,month} [{day,week,month} ...]
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Show backtesting breakdown per [day, week, month].
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Common arguments:
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Common arguments:
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-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
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-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
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@ -430,6 +431,31 @@ It contains some useful key metrics about performance of your strategy on backte
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- `Drawdown Start` / `Drawdown End`: Start and end datetime for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command).
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- `Drawdown Start` / `Drawdown End`: Start and end datetime for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command).
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- `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column.
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- `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column.
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### Daily / Weekly / Monthly breakdown
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You can get an overview over daily / weekly or monthly results by using the `--breakdown <>` switch.
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To visualize daily and weekly breakdowns, you can use the following:
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``` bash
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freqtrade backtesting --strategy MyAwesomeStrategy --breakdown day month
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```
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``` output
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======================== DAY BREAKDOWN =========================
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| Day | Tot Profit USDT | Wins | Draws | Losses |
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|------------+-------------------+--------+---------+----------|
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| 03/07/2021 | 200.0 | 2 | 0 | 0 |
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| 04/07/2021 | -50.31 | 0 | 0 | 2 |
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| 05/07/2021 | 220.611 | 3 | 2 | 0 |
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| 06/07/2021 | 150.974 | 3 | 0 | 2 |
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| 07/07/2021 | -70.193 | 1 | 0 | 2 |
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| 08/07/2021 | 212.413 | 2 | 0 | 3 |
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```
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The output will show a table containing the realized absolute Profit (in stake currency) for the given timeperiod, as well as wins, draws and losses that materialized (closed) on this day.
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### Further backtest-result analysis
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### Further backtest-result analysis
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To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
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To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
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@ -667,6 +667,7 @@ usage: freqtrade hyperopt-show [-h] [-v] [--logfile FILE] [-V] [-c PATH]
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[--profitable] [-n INT] [--print-json]
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[--profitable] [-n INT] [--print-json]
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[--hyperopt-filename FILENAME] [--no-header]
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[--hyperopt-filename FILENAME] [--no-header]
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[--disable-param-export]
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[--disable-param-export]
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[--breakdown {day,week,month} [{day,week,month} ...]]
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optional arguments:
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optional arguments:
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-h, --help show this help message and exit
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-h, --help show this help message and exit
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@ -680,6 +681,8 @@ optional arguments:
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--no-header Do not print epoch details header.
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--no-header Do not print epoch details header.
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--disable-param-export
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--disable-param-export
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Disable automatic hyperopt parameter export.
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Disable automatic hyperopt parameter export.
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--breakdown {day,week,month} [{day,week,month} ...]
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Show backtesting breakdown per [day, week, month].
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Common arguments:
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Common arguments:
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-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
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-v, --verbose Verbose mode (-vv for more, -vvv to get all messages).
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