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reports: add avg. profit and meidan profit and a quick summary block

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This commit is contained in:
Joe Schr 2021-04-24 12:57:23 +02:00
parent df16fbd742
commit 3c6b1da22f
1 changed files with 21 additions and 3 deletions
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24
freqtrade/optimize/optimize_reports.py
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@ -452,12 +452,19 @@ def text_table_add_metrics(strat_results: Dict) -> str:
if len(strat_results['trades']) > 0: if len(strat_results['trades']) > 0:
best_trade = max(strat_results['trades'], key=lambda x: x['profit_ratio']) best_trade = max(strat_results['trades'], key=lambda x: x['profit_ratio'])
worst_trade = min(strat_results['trades'], key=lambda x: x['profit_ratio']) worst_trade = min(strat_results['trades'], key=lambda x: x['profit_ratio'])
trades = DataFrame(strat_results['trades'])
wins = len(trades[trades['profit_ratio'] >0])
losses = len(trades[trades['profit_ratio'] <0])
win_rate = wins/(wins+losses)*100
profit_mean_pct = round(trades['profit_ratio'].mean() *
100.0, 2) if len(trades) > 0 else 0.0
profit_median_pct = round(trades['profit_ratio'].median() *
100.0, 2) if len(trades) > 0 else 0.0
metrics = [ metrics = [
('Backtesting from', strat_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)), ('Backtesting from', strat_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)),
('Backtesting to', strat_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)), ('Backtesting to', strat_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)),
('Max open trades', strat_results['max_open_trades']), ('Max open trades', strat_results['max_open_trades']),
('', ''), # Empty line to improve readability ('', ''), # Empty line to improve readability
('Total trades', strat_results['total_trades']),
('Starting balance', round_coin_value(strat_results['starting_balance'], ('Starting balance', round_coin_value(strat_results['starting_balance'],
strat_results['stake_currency'])), strat_results['stake_currency'])),
('Final balance', round_coin_value(strat_results['final_balance'], ('Final balance', round_coin_value(strat_results['final_balance'],
@ -486,8 +493,6 @@ def text_table_add_metrics(strat_results: Dict) -> str:
strat_results['stake_currency'])), strat_results['stake_currency'])),
('Days win/draw/lose', f"{strat_results['winning_days']} / " ('Days win/draw/lose', f"{strat_results['winning_days']} / "
f"{strat_results['draw_days']} / {strat_results['losing_days']}"), f"{strat_results['draw_days']} / {strat_results['losing_days']}"),
('Avg. Duration Winners', f"{strat_results['winner_holding_avg']}"),
('Avg. Duration Loser', f"{strat_results['loser_holding_avg']}"),
('', ''), # Empty line to improve readability ('', ''), # Empty line to improve readability
('Min balance', round_coin_value(strat_results['csum_min'], ('Min balance', round_coin_value(strat_results['csum_min'],
@ -504,7 +509,20 @@ def text_table_add_metrics(strat_results: Dict) -> str:
strat_results['stake_currency'])), strat_results['stake_currency'])),
('Drawdown Start', strat_results['drawdown_start'].strftime(DATETIME_PRINT_FORMAT)), ('Drawdown Start', strat_results['drawdown_start'].strftime(DATETIME_PRINT_FORMAT)),
('Drawdown End', strat_results['drawdown_end'].strftime(DATETIME_PRINT_FORMAT)), ('Drawdown End', strat_results['drawdown_end'].strftime(DATETIME_PRINT_FORMAT)),
('Avg. Duration Winners', f"{strat_results['winner_holding_avg']}"),
('Avg. Duration Loser', f"{strat_results['loser_holding_avg']}"),
('', ''), # Empty line to improve readability
('', ''), # Empty line to improve readability
('Trades per day', strat_results['trades_per_day']),
('Final balance', round_coin_value(strat_results['final_balance'],
strat_results['stake_currency'])),
('Absolute profit ', round_coin_value(strat_results['profit_total_abs'],
strat_results['stake_currency'])),
('Market change', f"{round(strat_results['market_change'] * 100, 2)}%"), ('Market change', f"{round(strat_results['market_change'] * 100, 2)}%"),
('Win Rate', f'{round(win_rate)}% ' + 'Wins {}:{}'.format(wins,losses),
('Total trades', strat_results['total_trades']),
('Total profit %', f'{round(strat_results["profit_total"] * 100, 2)}%'),
('Avg. / Median profit per Trade', f'{profit_mean_pct}% / {profit_median_pct}%')
] ]
return tabulate(metrics, headers=["Metric", "Value"], tablefmt="orgtbl") return tabulate(metrics, headers=["Metric", "Value"], tablefmt="orgtbl")