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Backtest-reports should calculate total gains based on starting capital

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Matthias
2021-02-13 09:01:05 +01:00
parent 8d61a26382
commit 35e6a9ab3a
4 changed files with 44 additions and 17 deletions
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docs/backtesting.md
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@@ -252,7 +252,10 @@ A backtesting result will look like that:
| Max open trades | 3 |
| | |
| Total trades | 429 |
| Total Profit % | 152.41% |
| Starting capital | 0.01000000 BTC |
| End capital | 0.01762792 BTC |
| Absolute profit | 0.00762792 BTC |
| Total Profit % | 76.2% |
| Trades per day | 3.575 |
| | |
| Best Pair | LSK/BTC 26.26% |
@@ -261,6 +264,7 @@ A backtesting result will look like that:
| Worst Trade | ZEC/BTC -10.25% |
| Best day | 25.27% |
| Worst day | -30.67% |
| Days win/draw/lose | 12 / 82 / 25 |
| Avg. Duration Winners | 4:23:00 |
| Avg. Duration Loser | 6:55:00 |
| | |
@@ -328,7 +332,10 @@ It contains some useful key metrics about performance of your strategy on backte
| Max open trades | 3 |
| | |
| Total trades | 429 |
| Total Profit % | 152.41% |
| Starting capital | 0.01000000 BTC |
| End capital | 0.01762792 BTC |
| Absolute profit | 0.00762792 BTC |
| Total Profit % | 76.2% |
| Trades per day | 3.575 |
| | |
| Best Pair | LSK/BTC 26.26% |
@@ -337,6 +344,7 @@ It contains some useful key metrics about performance of your strategy on backte
| Worst Trade | ZEC/BTC -10.25% |
| Best day | 25.27% |
| Worst day | -30.67% |
| Days win/draw/lose | 12 / 82 / 25 |
| Avg. Duration Winners | 4:23:00 |
| Avg. Duration Loser | 6:55:00 |
| | |
@@ -351,11 +359,15 @@ It contains some useful key metrics about performance of your strategy on backte
- `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option).
- `Max open trades`: Setting of `max_open_trades` (or `--max-open-trades`) - or number of pairs in the pairlist (whatever is lower).
- `Total trades`: Identical to the total trades of the backtest output table.
- `Total Profit %`: Total profit. Aligned to the `TOTAL` row's `Tot Profit %` from the first table.
- `Starting capital`: Start capital - as given by dry-run-wallet (config or command line).
- `End capital`: Final capital - starting capital + absolute profit.
- `Absolute profit`: Profit made in stake currency.
- `Total Profit %`: Total profit. Aligned to the `TOTAL` row's `Tot Profit %` from the first table. Calculated as `(End capital − Starting capital) / Starting capital`.
- `Trades per day`: Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
- `Best Pair` / `Worst Pair`: Best and worst performing pair, and it's corresponding `Cum Profit %`.
- `Best Trade` / `Worst Trade`: Biggest winning trade and biggest losing trade
- `Best day` / `Worst day`: Best and worst day based on daily profit.
- `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.
- `Max Drawdown`: Maximum drawdown experienced. For example, the value of 50% means that from highest to subsequent lowest point, a 50% drop was experienced).
- `Drawdown Start` / `Drawdown End`: Start and end datetime for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command).