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Add best / worst day to statistics

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This commit is contained in:
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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8
freqtrade/optimize/optimize_reports.py
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@@ -239,6 +239,9 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
max_open_trades=max_open_trades,
results=results.loc[results['open_at_end']],
skip_nan=True)
daily_profit = results.resample('1d', on='close_date')['profit_percent'].sum()
worst = min(daily_profit)
best = max(daily_profit)
backtest_days = (max_date - min_date).days
strat_stats = {
@@ -252,6 +255,9 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
'backtest_end': max_date.datetime,
'backtest_end_ts': max_date.timestamp,
'backtest_days': backtest_days,
'backtest_best_day': best,
'backtest_worst_day': worst,
'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else None,
'market_change': market_change,
'pairlist': list(btdata.keys()),
@@ -366,6 +372,8 @@ def text_table_add_metrics(strat_results: Dict) -> str:
('Backtesting from', strat_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)),
('Backtesting to', strat_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)),
('Trades per day', strat_results['trades_per_day']),
('Best day', f"{round(strat_results['backtest_best_day'] * 100, 2)}%"),
('Worst day', f"{round(strat_results['backtest_worst_day'] * 100, 2)}%"),
('', ''), # Empty line to improve readability
('Max Drawdown', f"{round(strat_results['max_drawdown'] * 100, 2)}%"),
('Drawdown Start', strat_results['drawdown_start'].strftime(DATETIME_PRINT_FORMAT)),