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மனோஜ்குமார் பழனிச்சாமி
2022-05-18 02:08:25 +05:30
parent 2dbeb12511
commit 3dd03151a5
42 changed files with 567 additions and 162 deletions
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docs/backtesting.md
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@@ -320,6 +320,9 @@ A backtesting result will look like that:
| Avg. Duration Loser | 6:55:00 |
| Rejected Entry signals | 3089 |
| Entry/Exit Timeouts | 0 / 0 |
| Canceled Trade Entries | 34 |
| Canceled Entry Orders | 123 |
| Replaced Entry Orders | 89 |
| | |
| Min balance | 0.00945123 BTC |
| Max balance | 0.01846651 BTC |
@@ -416,6 +419,9 @@ It contains some useful key metrics about performance of your strategy on backte
| Avg. Duration Loser | 6:55:00 |
| Rejected Entry signals | 3089 |
| Entry/Exit Timeouts | 0 / 0 |
| Canceled Trade Entries | 34 |
| Canceled Entry Orders | 123 |
| Replaced Entry Orders | 89 |
| | |
| Min balance | 0.00945123 BTC |
| Max balance | 0.01846651 BTC |
@@ -447,6 +453,9 @@ It contains some useful key metrics about performance of your strategy on backte
- `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
- `Rejected Entry signals`: Trade entry 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).
- `Canceled Trade Entries`: Number of trades that have been canceled by user request via `adjust_entry_price`.
- `Canceled Entry Orders`: Number of entry orders that have been canceled by user request via `adjust_entry_price`.
- `Replaced Entry Orders`: Number of entry orders that have been replaced by user request via `adjust_entry_price`.
- `Min balance` / `Max balance`: Lowest and Highest Wallet balance during the backtest period.
- `Max % of account underwater`: Maximum percentage your account has decreased from the top since the simulation started.
Calculated as the maximum of `(Max Balance - Current Balance) / (Max Balance)`.