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Add best / worst day to statistics

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Matthias
2020-07-03 19:30:29 +02:00
parent 804c42933d
commit 42868ad24a
2 changed files with 15 additions and 4 deletions
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docs/backtesting.md
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@@ -233,6 +233,8 @@ It contains some useful key metrics about your strategy.
| Backtesting from | 2019-01-01 00:00:00 |
| Backtesting to | 2019-05-01 00:00:00 |
| Trades per day | 3.575 |
| Best day | 25.27% |
| Worst day | -30.67% |
| | |
| Max Drawdown | 50.63% |
| Drawdown Start | 2019-02-15 14:10:00 |
@@ -244,11 +246,12 @@ It contains some useful key metrics about your strategy.
- `Total trades`: Identical to the total trades of the backtest output table.
- `First trade`: First trade entered.
- `First trade pair`: Which pair was part of the first trade
- `Backtesting from` / `Backtesting to`: Backtesting range (usually defined as `--timerange from-to`)
- `Trades per day`: Total trades / Backtest duration (this will give you information about how many trades to expect from the strategy)
- `First trade pair`: Which pair was part of the first trade.
- `Backtesting from` / `Backtesting to`: Backtesting range (usually defined as `--timerange from-to`).
- `Trades per day`: Total trades / Backtest duration (this will give you information about how many trades to expect from the strategy).
- `Best day` / `Worst day`: Best and worst day based on daily profit.
- `Max Drawdown`: Maximum drawown experienced. a value of 50% means that from highest to subsequent lowest point, a 50% drop was experiened).
- `Drawdown Start` / `Drawdown End`: From when to when was this large drawdown (can also be visualized via `plot-dataframe` subcommand)
- `Drawdown Start` / `Drawdown End`: From when to when was this large drawdown (can also be visualized via `plot-dataframe` subcommand).
- `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column.
### Assumptions made by backtesting