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added wins/draws/losses

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Yazeed Al Oyoun 2020-02-22 15:49:18 +01:00 committed by Matthias
parent a19ea0f46f
commit 2fb3d94938
1 changed files with 9 additions and 1 deletions
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10
freqtrade/optimize/hyperopt.py
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@ -533,10 +533,14 @@ class Hyperopt:
'total_profit': total_profit, 'total_profit': total_profit,
} }
def _calculate_results_metrics(self, backtesting_results: DataFrame) -> Dict: def _calculate_results_metrics(self, backtesting_results: DataFrame) -> Dict:
return { return {
'trade_count': len(backtesting_results.index), 'trade_count': len(backtesting_results.index),
'wins': len(backtesting_results[backtesting_results.profit_percent > 0]),
'draws': len(backtesting_results[backtesting_results.profit_percent == 0]),
'losses': len(backtesting_results[backtesting_results.profit_percent < 0]),
'avg_profit': backtesting_results.profit_percent.mean() * 100.0, 'avg_profit': backtesting_results.profit_percent.mean() * 100.0,
'median_profit': backtesting_results.profit_percent.median() * 100.0,
'total_profit': backtesting_results.profit_abs.sum(), 'total_profit': backtesting_results.profit_abs.sum(),
'profit': backtesting_results.profit_percent.sum() * 100.0, 'profit': backtesting_results.profit_percent.sum() * 100.0,
'duration': backtesting_results.trade_duration.mean(), 'duration': backtesting_results.trade_duration.mean(),
@ -548,7 +552,11 @@ class Hyperopt:
""" """
stake_cur = self.config['stake_currency'] stake_cur = self.config['stake_currency']
return (f"{results_metrics['trade_count']:6d} trades. " return (f"{results_metrics['trade_count']:6d} trades. "
f"{results_metrics['wins']:6d} wins. "
f"{results_metrics['draws']:6d} draws. "
f"{results_metrics['losses']:6d} losses. "
f"Avg profit {results_metrics['avg_profit']: 6.2f}%. " f"Avg profit {results_metrics['avg_profit']: 6.2f}%. "
f"Median profit {results_metrics['median_profit']: 6.2f}%. "
f"Total profit {results_metrics['total_profit']: 11.8f} {stake_cur} " f"Total profit {results_metrics['total_profit']: 11.8f} {stake_cur} "
f"({results_metrics['profit']: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). " f"({results_metrics['profit']: 7.2f}\N{GREEK CAPITAL LETTER SIGMA}%). "
f"Avg duration {results_metrics['duration']:5.1f} min." f"Avg duration {results_metrics['duration']:5.1f} min."