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Merge branch 'develop' into feat/short

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Matthias
2022-02-11 17:02:04 +01:00
parent 7237aa7edb 6a59103869
commit 0c6d92a7a6
63 changed files with 1158 additions and 349 deletions
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docs/backtesting.md
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@@ -313,6 +313,7 @@ A backtesting result will look like that:
| Avg. Duration Winners | 4:23:00 |
| Avg. Duration Loser | 6:55:00 |
| Rejected Buy signals | 3089 |
| Entry/Exit Timeouts | 0 / 0 |
| | |
| Min balance | 0.00945123 BTC |
| Max balance | 0.01846651 BTC |
@@ -406,6 +407,7 @@ It contains some useful key metrics about performance of your strategy on backte
| Avg. Duration Winners | 4:23:00 |
| Avg. Duration Loser | 6:55:00 |
| Rejected Buy signals | 3089 |
| Entry/Exit Timeouts | 0 / 0 |
| | |
| Min balance | 0.00945123 BTC |
| Max balance | 0.01846651 BTC |
@@ -435,6 +437,7 @@ It contains some useful key metrics about performance of your strategy on backte
- `Days win/draw/lose`: Winning / Losing days (draws are usually days without closed trade).
- `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
- `Rejected Buy signals`: Buy signals that could not be acted upon due to max_open_trades being reached.
- `Entry/Exit Timeouts`: Entry/exit orders which did not fill (only applicable if custom pricing is used).
- `Min balance` / `Max balance`: Lowest and Highest Wallet balance during the backtest period.
- `Drawdown (Account)`: Maximum Account Drawdown experienced. Calculated as $(Absolute Drawdown) / (DrawdownHigh + startingBalance)$.
- `Drawdown`: Maximum, absolute drawdown experienced. Difference between Drawdown High and Subsequent Low point.