diff --git a/docs/backtesting.md b/docs/backtesting.md index 017289905..ac7c8e11a 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -137,12 +137,12 @@ A backtesting result will look like that: | ZEC/BTC | 22 | -0.46 | -10.18 | -0.00050971 | -5.09 | 2:22:00 | 7 | 15 | | TOTAL | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 | 243 | ========================================================= SELL REASON STATS ========================================================= -| Sell Reason | Count | -|:-------------------|--------:| -| trailing_stop_loss | 205 | -| stop_loss | 166 | -| sell_signal | 56 | -| force_sell | 2 | +| Sell Reason | Count | Profit | Loss | +|:-------------------|--------:|---------:|-------:| +| trailing_stop_loss | 205 | 150 | 55 | +| stop_loss | 166 | 0 | 166 | +| sell_signal | 56 | 36 | 20 | +| force_sell | 2 | 0 | 2 | ====================================================== LEFT OPEN TRADES REPORT ====================================================== | pair | buy count | avg profit % | cum profit % | tot profit BTC | tot profit % | avg duration | profit | loss | |:---------|------------:|---------------:|---------------:|-----------------:|---------------:|:---------------|---------:|-------:| @@ -154,6 +154,7 @@ A backtesting result will look like that: The 1st table contains all trades the bot made, including "left open trades". The 2nd table contains a recap of sell reasons. +This table can tell you which area needs some additional work (i.e. all `sell_signal` trades are losses, so we should disable the sell-signal or work on improving that). The 3rd table contains all trades the bot had to `forcesell` at the end of the backtest period to present a full picture. This is necessary to simulate realistic behaviour, since the backtest period has to end at some point, while realistically, you could leave the bot running forever. diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index ffa112bd5..21fb24b17 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -183,9 +183,11 @@ class Backtesting: Generate small table outlining Backtest results """ tabular_data = [] - headers = ['Sell Reason', 'Count'] + headers = ['Sell Reason', 'Count', 'Profit', 'Loss'] for reason, count in results['sell_reason'].value_counts().iteritems(): - tabular_data.append([reason.value, count]) + profit = len(results[(results['sell_reason'] == reason) & (results['profit_abs'] >= 0)]) + loss = len(results[(results['sell_reason'] == reason) & (results['profit_abs'] < 0)]) + tabular_data.append([reason.value, count, profit, loss]) return tabulate(tabular_data, headers=headers, tablefmt="pipe") def _generate_text_table_strategy(self, all_results: dict) -> str: diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 0ea35e41f..8a27c591f 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -394,8 +394,8 @@ def test_generate_text_table_sell_reason(default_conf, mocker): results = pd.DataFrame( { 'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'], - 'profit_percent': [0.1, 0.2, 0.3], - 'profit_abs': [0.2, 0.4, 0.5], + 'profit_percent': [0.1, 0.2, -0.3], + 'profit_abs': [0.2, 0.4, -0.5], 'trade_duration': [10, 30, 10], 'profit': [2, 0, 0], 'loss': [0, 0, 1], @@ -404,10 +404,10 @@ def test_generate_text_table_sell_reason(default_conf, mocker): ) result_str = ( - '| Sell Reason | Count |\n' - '|:--------------|--------:|\n' - '| roi | 2 |\n' - '| stop_loss | 1 |' + '| Sell Reason | Count | Profit | Loss |\n' + '|:--------------|--------:|---------:|-------:|\n' + '| roi | 2 | 2 | 0 |\n' + '| stop_loss | 1 | 0 | 1 |' ) assert backtesting._generate_text_table_sell_reason( data={'ETH/BTC': {}}, results=results) == result_str