Merge branch 'develop' of github.com:lolongcovas/freqtrade into strategies

docs/configuration.md

@@ -675,7 +675,7 @@ freqtrade
 
 #### Proxy exchange requests
 
-To use a proxy for exchange connections - you can will have to define the proxies as part of the ccxt configuration.
+To use a proxy for exchange connections - you will have to define the proxies as part of the ccxt configuration.
 
 ``` json
 { 

docs/developer.md

@@ -434,6 +434,11 @@ To keep the release-log short, best wrap the full git changelog into a collapsib
 </details>
 ```
 
+### FreqUI release
+
+If FreqUI has been updated substantially, make sure to create a release before merging the release branch.
+Make sure that freqUI CI on the release is finished and passed before merging the release.
+
 ### Create github release / tag
 
 Once the PR against stable is merged (best right after merging):

docs/producer-consumer.md

@@ -21,6 +21,7 @@ Enable subscribing to an instance by adding the `external_message_consumer` sect
                 "name": "default", // This can be any name you'd like, default is "default"
                 "host": "127.0.0.1", // The host from your producer's api_server config
                 "port": 8080, // The port from your producer's api_server config
+                "secure": false, // Use a secure websockets connection, default false
                 "ws_token": "sercet_Ws_t0ken" // The ws_token from your producer's api_server config
             }
         ],
@@ -42,6 +43,7 @@ Enable subscribing to an instance by adding the `external_message_consumer` sect
 | `producers.name` | **Required.** Name of this producer. This name must be used in calls to `get_producer_pairs()` and `get_producer_df()` if more than one producer is used.<br> **Datatype:** string
 | `producers.host` | **Required.** The hostname or IP address from your producer.<br> **Datatype:** string
 | `producers.port` | **Required.** The port matching the above host.<br> **Datatype:** string
+| `producers.secure` | **Optional.**  Use ssl in websockets connection. Default False.<br> **Datatype:** string
 | `producers.ws_token` | **Required.**  `ws_token` as configured on the producer.<br> **Datatype:** string
 | | **Optional settings**
 | `wait_timeout` | Timeout until we ping again if no message is received. <br>*Defaults to `300`.*<br> **Datatype:** Integer - in seconds.

docs/rest-api.md

@@ -389,6 +389,44 @@ Now anytime those types of RPC messages are sent in the bot, you will receive th
 }
 ```
 
+#### Reverse Proxy setup
+
+When using [Nginx](https://nginx.org/en/docs/), the following configuration is required for WebSockets to work (Note this configuration is incomplete, it's missing some information and can not be used as is):
+
+Please make sure to replace `<freqtrade_listen_ip>` (and the subsequent port) with the IP and Port matching your configuration/setup.
+
+```
+http {
+    map $http_upgrade $connection_upgrade {
+        default upgrade;
+        '' close;
+    }
+
+    #...
+
+    server {
+        #...
+
+        location / {
+            proxy_http_version 1.1;
+            proxy_pass http://<freqtrade_listen_ip>:8080;
+            proxy_set_header Upgrade $http_upgrade;
+            proxy_set_header Connection $connection_upgrade;
+            proxy_set_header Host $host;
+        }
+    }
+}
+```
+
+To properly configure your reverse proxy (securely), please consult it's documentation for proxying websockets.
+
+- **Traefik**: Traefik supports websockets out of the box, see the [documentation](https://doc.traefik.io/traefik/)
+- **Caddy**: Caddy v2 supports websockets out of the box, see the [documentation](https://caddyserver.com/docs/v2-upgrade#proxy)
+
+!!! Tip "SSL certificates"
+    You can use tools like certbot to setup ssl certificates to access your bot's UI through encrypted connection by using any fo the above reverse proxies.
+    While this will protect your data in transit, we do not recommend to run the freqtrade API outside of your private network (VPN, SSH tunnel).
+
 ### OpenAPI interface
 
 To enable the builtin openAPI interface (Swagger UI), specify `"enable_openapi": true` in the api_server configuration.

docs/strategy-customization.md

@@ -446,15 +446,17 @@ A full sample can be found [in the DataProvider section](#complete-data-provider
 
 ??? Note "Alternative candle types"
     Informative_pairs can also provide a 3rd tuple element defining the candle type explicitly.
-    Availability of alternative candle-types will depend on the trading-mode and the exchange. Details about this can be found in the exchange documentation.
+    Availability of alternative candle-types will depend on the trading-mode and the exchange. 
+    In general, spot pairs cannot be used in futures markets, and futures candles can't be used as informative pairs for spot bots.
+    Details about this may vary, if they do, this can be found in the exchange documentation.
 
     ``` python
     def informative_pairs(self):
         return [
-            ("ETH/USDT", "5m", ""),   # Uses default candletype, depends on trading_mode 
+            ("ETH/USDT", "5m", ""),   # Uses default candletype, depends on trading_mode (recommended)
-            ("ETH/USDT", "5m", "spot"),   # Forces usage of spot candles
+            ("ETH/USDT", "5m", "spot"),   # Forces usage of spot candles (only valid for bots running on spot markets).
-            ("BTC/TUSD", "15m", "futures"),  # Uses futures candles
+            ("BTC/TUSD", "15m", "futures"),  # Uses futures candles (only bots with `trading_mode=futures`)
-            ("BTC/TUSD", "15m", "mark"),  # Uses mark candles
+            ("BTC/TUSD", "15m", "mark"),  # Uses mark candles (only bots with `trading_mode=futures`)
         ]
     ```
 ***

freqtrade/constants.py

@@ -512,6 +512,7 @@ CONF_SCHEMA = {
                                 'minimum': 0,
                                 'maximum': 65535
                             },
+                            'secure': {'type': 'boolean', 'default': False},
                             'ws_token': {'type': 'string'},
                         },
                         'required': ['name', 'host', 'ws_token']

freqtrade/exchange/bybit.py

@@ -20,7 +20,7 @@ class Bybit(Exchange):
     """
 
     _ft_has: Dict = {
-        "ohlcv_candle_limit": 200,
+        "ohlcv_candle_limit": 1000,
         "ccxt_futures_name": "linear",
         "ohlcv_has_history": False,
     }

freqtrade/freqtradebot.py

@@ -191,10 +191,10 @@ class FreqtradeBot(LoggingMixin):
         # Check whether markets have to be reloaded and reload them when it's needed
         self.exchange.reload_markets()
 
-        self.update_closed_trades_without_assigned_fees()
+        self.update_trades_without_assigned_fees()
 
         # Query trades from persistence layer
-        trades = Trade.get_open_trades()
+        trades: List[Trade] = Trade.get_open_trades()
 
         self.active_pair_whitelist = self._refresh_active_whitelist(trades)
 
@@ -354,7 +354,7 @@ class FreqtradeBot(LoggingMixin):
         if self.trading_mode == TradingMode.FUTURES:
             self._schedule.run_pending()
 
-    def update_closed_trades_without_assigned_fees(self) -> None:
+    def update_trades_without_assigned_fees(self) -> None:
         """
         Update closed trades without close fees assigned.
         Only acts when Orders are in the database, otherwise the last order-id is unknown.
@@ -381,15 +381,16 @@ class FreqtradeBot(LoggingMixin):
 
         trades = Trade.get_open_trades_without_assigned_fees()
         for trade in trades:
-            if trade.is_open and not trade.fee_updated(trade.entry_side):
+            with self._exit_lock:
-                order = trade.select_order(trade.entry_side, False)
+                if trade.is_open and not trade.fee_updated(trade.entry_side):
-                open_order = trade.select_order(trade.entry_side, True)
+                    order = trade.select_order(trade.entry_side, False)
-                if order and open_order is None:
+                    open_order = trade.select_order(trade.entry_side, True)
-                    logger.info(
+                    if order and open_order is None:
-                        f"Updating {trade.entry_side}-fee on trade {trade}"
+                        logger.info(
-                        f"for order {order.order_id}."
+                            f"Updating {trade.entry_side}-fee on trade {trade}"
-                    )
+                            f"for order {order.order_id}."
-                    self.update_trade_state(trade, order.order_id, send_msg=False)
+                        )
+                        self.update_trade_state(trade, order.order_id, send_msg=False)
 
     def handle_insufficient_funds(self, trade: Trade):
         """
@@ -826,6 +827,8 @@ class FreqtradeBot(LoggingMixin):
                 co = self.exchange.cancel_stoploss_order_with_result(
                     trade.stoploss_order_id, trade.pair, trade.amount)
                 trade.update_order(co)
+                # Reset stoploss order id.
+                trade.stoploss_order_id = None
             except InvalidOrderException:
                 logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
         return trade
@@ -982,7 +985,7 @@ class FreqtradeBot(LoggingMixin):
 # SELL / exit positions / close trades logic and methods
 #
 
-    def exit_positions(self, trades: List[Any]) -> int:
+    def exit_positions(self, trades: List[Trade]) -> int:
         """
         Tries to execute exit orders for open trades (positions)
         """
@@ -1010,7 +1013,7 @@ class FreqtradeBot(LoggingMixin):
 
     def handle_trade(self, trade: Trade) -> bool:
         """
-        Sells/exits_short the current pair if the threshold is reached and updates the trade record.
+        Exits the current pair if the threshold is reached and updates the trade record.
         :return: True if trade has been sold/exited_short, False otherwise
         """
         if not trade.is_open:
@@ -1167,7 +1170,6 @@ class FreqtradeBot(LoggingMixin):
             if self.create_stoploss_order(trade=trade, stop_price=trade.stoploss_or_liquidation):
                 return False
             else:
-                trade.stoploss_order_id = None
                 logger.warning('Stoploss order was cancelled, but unable to recreate one.')
 
         # Finally we check if stoploss on exchange should be moved up because of trailing.

freqtrade/optimize/hyperopt_tools.py

@@ -17,6 +17,7 @@ from freqtrade.enums import HyperoptState
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import deep_merge_dicts, round_coin_value, round_dict, safe_value_fallback2
 from freqtrade.optimize.hyperopt_epoch_filters import hyperopt_filter_epochs
+from freqtrade.optimize.optimize_reports import generate_wins_draws_losses
 
 
 logger = logging.getLogger(__name__)
@@ -325,8 +326,10 @@ class HyperoptTools():
 
         # New mode, using backtest result for metrics
         trials['results_metrics.winsdrawslosses'] = trials.apply(
-            lambda x: f"{x['results_metrics.wins']} {x['results_metrics.draws']:>4} "
+            lambda x: generate_wins_draws_losses(
-                      f"{x['results_metrics.losses']:>4}", axis=1)
+                            x['results_metrics.wins'], x['results_metrics.draws'],
+                            x['results_metrics.losses']
+                      ), axis=1)
 
         trials = trials[['Best', 'current_epoch', 'results_metrics.total_trades',
                          'results_metrics.winsdrawslosses',
@@ -337,7 +340,7 @@ class HyperoptTools():
                          'loss', 'is_initial_point', 'is_random', 'is_best']]
 
         trials.columns = [
-            'Best', 'Epoch', 'Trades', ' Win Draw Loss', 'Avg profit',
+            'Best', 'Epoch', 'Trades', ' Win  Draw  Loss  Win%', 'Avg profit',
             'Total profit', 'Profit', 'Avg duration', 'max_drawdown', 'max_drawdown_account',
             'max_drawdown_abs', 'Objective', 'is_initial_point', 'is_random', 'is_best'
             ]
@@ -467,9 +470,9 @@ class HyperoptTools():
 
         base_metrics = ['Best', 'current_epoch', 'results_metrics.total_trades',
                         'results_metrics.profit_mean', 'results_metrics.profit_median',
-                        'results_metrics.profit_total',
+                        'results_metrics.profit_total', 'Stake currency',
-                        'Stake currency',
                         'results_metrics.profit_total_abs', 'results_metrics.holding_avg',
+                        'results_metrics.trade_count_long', 'results_metrics.trade_count_short',
                         'loss', 'is_initial_point', 'is_best']
         perc_multi = 100
 
@@ -477,7 +480,9 @@ class HyperoptTools():
         trials = trials[base_metrics + param_metrics]
 
         base_columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Median profit', 'Total profit',
-                        'Stake currency', 'Profit', 'Avg duration', 'Objective',
+                        'Stake currency', 'Profit', 'Avg duration',
+                        'Trade count long', 'Trade count short',
+                        'Objective',
                         'is_initial_point', 'is_best']
         param_columns = list(results[0]['params_dict'].keys())
         trials.columns = base_columns + param_columns

freqtrade/optimize/optimize_reports.py

@@ -86,7 +86,7 @@ def _get_line_header(first_column: str, stake_currency: str,
             'Win  Draw  Loss  Win%']
 
 
-def _generate_wins_draws_losses(wins, draws, losses):
+def generate_wins_draws_losses(wins, draws, losses):
     if wins > 0 and losses == 0:
         wl_ratio = '100'
     elif wins == 0:
@@ -600,7 +600,7 @@ def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: st
     output = [[
         t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
         t['profit_total_pct'], t['duration_avg'],
-        _generate_wins_draws_losses(t['wins'], t['draws'], t['losses'])
+        generate_wins_draws_losses(t['wins'], t['draws'], t['losses'])
     ] for t in pair_results]
     # Ignore type as floatfmt does allow tuples but mypy does not know that
     return tabulate(output, headers=headers,
@@ -626,7 +626,7 @@ def text_table_exit_reason(exit_reason_stats: List[Dict[str, Any]], stake_curren
 
     output = [[
         t.get('exit_reason', t.get('sell_reason')), t['trades'],
-        _generate_wins_draws_losses(t['wins'], t['draws'], t['losses']),
+        generate_wins_draws_losses(t['wins'], t['draws'], t['losses']),
         t['profit_mean_pct'], t['profit_sum_pct'],
         round_coin_value(t['profit_total_abs'], stake_currency, False),
         t['profit_total_pct'],
@@ -656,7 +656,7 @@ def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_curr
             t['profit_total_abs'],
             t['profit_total_pct'],
             t['duration_avg'],
-            _generate_wins_draws_losses(
+            generate_wins_draws_losses(
                 t['wins'],
                 t['draws'],
                 t['losses'])] for t in tag_results]
@@ -715,7 +715,7 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
     output = [[
         t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
         t['profit_total_pct'], t['duration_avg'],
-        _generate_wins_draws_losses(t['wins'], t['draws'], t['losses']), drawdown]
+        generate_wins_draws_losses(t['wins'], t['draws'], t['losses']), drawdown]
         for t, drawdown in zip(strategy_results, drawdown)]
     # Ignore type as floatfmt does allow tuples but mypy does not know that
     return tabulate(output, headers=headers,

freqtrade/rpc/external_message_consumer.py

@@ -31,6 +31,7 @@ class Producer(TypedDict):
     name: str
     host: str
     port: int
+    secure: bool
     ws_token: str
 
 
@@ -180,7 +181,8 @@ class ExternalMessageConsumer:
                 host, port = producer['host'], producer['port']
                 token = producer['ws_token']
                 name = producer['name']
-                ws_url = f"ws://{host}:{port}/api/v1/message/ws?token={token}"
+                scheme = 'wss' if producer.get('secure', False) else 'ws'
+                ws_url = f"{scheme}://{host}:{port}/api/v1/message/ws?token={token}"
 
                 # This will raise InvalidURI if the url is bad
                 async with websockets.connect(

freqtrade/rpc/rpc.py

@@ -789,17 +789,18 @@ class RPC:
         if not order_type:
             order_type = self._freqtrade.strategy.order_types.get(
                 'force_entry', self._freqtrade.strategy.order_types['entry'])
-        if self._freqtrade.execute_entry(pair, stake_amount, price,
+        with self._freqtrade._exit_lock:
-                                         ordertype=order_type, trade=trade,
+            if self._freqtrade.execute_entry(pair, stake_amount, price,
-                                         is_short=is_short,
+                                             ordertype=order_type, trade=trade,
-                                         enter_tag=enter_tag,
+                                             is_short=is_short,
-                                         leverage_=leverage,
+                                             enter_tag=enter_tag,
-                                         ):
+                                             leverage_=leverage,
-            Trade.commit()
+                                             ):
-            trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
+                Trade.commit()
-            return trade
+                trade = Trade.get_trades([Trade.is_open.is_(True), Trade.pair == pair]).first()
-        else:
+                return trade
-            raise RPCException(f'Failed to enter position for {pair}.')
+            else:
+                raise RPCException(f'Failed to enter position for {pair}.')
 
     def _rpc_delete(self, trade_id: int) -> Dict[str, Union[str, int]]:
         """

scripts/ws_client.py

@@ -199,6 +199,7 @@ async def create_client(
         host,
         port,
         token,
+        scheme='ws',
         name='default',
         protocol=ClientProtocol(),
         sleep_time=10,
@@ -211,13 +212,14 @@ async def create_client(
     :param host: The host
     :param port: The port
     :param token: The websocket auth token
+    :param scheme: `ws` for most connections, `wss` for ssl
     :param name: The name of the producer
     :param **kwargs: Any extra kwargs passed to websockets.connect
     """
 
     while 1:
         try:
-            websocket_url = f"ws://{host}:{port}/api/v1/message/ws?token={token}"
+            websocket_url = f"{scheme}://{host}:{port}/api/v1/message/ws?token={token}"
             logger.info(f"Attempting to connect to {name} @ {host}:{port}")
 
             async with websockets.connect(websocket_url, **kwargs) as ws:
@@ -304,6 +306,7 @@ async def _main(args):
         producer['host'],
         producer['port'],
         producer['ws_token'],
+        'wss' if producer.get('secure', False) else 'ws',
         producer['name'],
         sleep_time=sleep_time,
         ping_timeout=ping_timeout,

setup.sh

@@ -82,7 +82,7 @@ function updateenv() {
     dev=$REPLY
     if [[ $REPLY =~ ^[Yy]$ ]]
     then
-        REQUIREMENTS_FREQAI="-r requirements-freqai.txt"
+        REQUIREMENTS_FREQAI="-r requirements-freqai.txt --use-pep517"
     fi
 
     ${PYTHON} -m pip install --upgrade -r ${REQUIREMENTS} ${REQUIREMENTS_HYPEROPT} ${REQUIREMENTS_PLOT} ${REQUIREMENTS_FREQAI}

tests/commands/test_commands.py

@@ -1271,7 +1271,7 @@ def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results, tmpdir):
     assert csv_file.is_file()
     line = csv_file.read_text()
     assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in line
-            or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,0.43662" in line)
+            or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,2,0,0.43662" in line)
     csv_file.unlink()
 
 

tests/conftest.py

@@ -2679,7 +2679,7 @@ def saved_hyperopt_results():
             'params_dict': {
                 'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1190, 'roi_t2': 541, 'roi_t3': 408, 'roi_p1': 0.026035863879169705, 'roi_p2': 0.12508730043628782, 'roi_p3': 0.27766427921605896, 'stoploss': -0.2562930402099556},  # noqa: E501
             'params_details': {'buy': {'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4287874435315165, 408: 0.15112316431545753, 949: 0.026035863879169705, 2139: 0}, 'stoploss': {'stoploss': -0.2562930402099556}},  # noqa: E501
-            'results_metrics': {'total_trades': 2, 'wins': 0, 'draws': 0, 'losses': 2, 'profit_mean': -0.01254995, 'profit_median': -0.012222, 'profit_total': -0.00125625,  'profit_total_abs': -2.50999, 'max_drawdown': 0.23, 'max_drawdown_abs': -0.00125625,  'holding_avg': timedelta(minutes=3930.0), 'stake_currency': 'BTC', 'strategy_name': 'SampleStrategy'},  # noqa: E501
+            'results_metrics': {'total_trades': 2, 'trade_count_long': 2, 'trade_count_short': 0, 'wins': 0, 'draws': 0, 'losses': 2, 'profit_mean': -0.01254995, 'profit_median': -0.012222, 'profit_total': -0.00125625,  'profit_total_abs': -2.50999, 'max_drawdown': 0.23, 'max_drawdown_abs': -0.00125625,  'holding_avg': timedelta(minutes=3930.0), 'stake_currency': 'BTC', 'strategy_name': 'SampleStrategy'},  # noqa: E501
             'results_explanation': '     2 trades. Avg profit  -1.25%. Total profit -0.00125625 BTC (  -2.51Σ%). Avg duration 3930.0 min.',  # noqa: E501
             'total_profit': -0.00125625,
             'current_epoch': 1,
@@ -2696,7 +2696,7 @@ def saved_hyperopt_results():
                 'sell': {'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'},  # noqa: E501
                 'roi': {0: 0.4449309386008759, 140: 0.11955965746663, 823: 0.06403981740598495, 1157: 0},  # noqa: E501
                 'stoploss': {'stoploss': -0.338070047333259}},
-            'results_metrics': {'total_trades': 1, 'wins': 0, 'draws': 0, 'losses': 1, 'profit_mean': 0.012357, 'profit_median': -0.012222, 'profit_total': 6.185e-05, 'profit_total_abs': 0.12357, 'max_drawdown': 0.23, 'max_drawdown_abs': -0.00125625, 'holding_avg': timedelta(minutes=1200.0)},  # noqa: E501
+            'results_metrics': {'total_trades': 1, 'trade_count_long': 1, 'trade_count_short': 0, 'wins': 0, 'draws': 0, 'losses': 1, 'profit_mean': 0.012357, 'profit_median': -0.012222, 'profit_total': 6.185e-05, 'profit_total_abs': 0.12357, 'max_drawdown': 0.23, 'max_drawdown_abs': -0.00125625, 'holding_avg': timedelta(minutes=1200.0)},  # noqa: E501
             'results_explanation': '     1 trades. Avg profit   0.12%. Total profit  0.00006185 BTC (   0.12Σ%). Avg duration 1200.0 min.',  # noqa: E501
             'total_profit': 6.185e-05,
             'current_epoch': 2,
@@ -2707,7 +2707,7 @@ def saved_hyperopt_results():
             'loss': 14.241196856510731,
             'params_dict': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 889, 'roi_t2': 533, 'roi_t3': 263, 'roi_p1': 0.04759065393663096, 'roi_p2': 0.1488819964638463, 'roi_p3': 0.4102801822104605, 'stoploss': -0.05394588767607611},  # noqa: E501
             'params_details': {'buy': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.6067528326109377, 263: 0.19647265040047726, 796: 0.04759065393663096, 1685: 0}, 'stoploss': {'stoploss': -0.05394588767607611}},  # noqa: E501
-            'results_metrics': {'total_trades': 621, 'wins': 320, 'draws': 0, 'losses': 301, 'profit_mean': -0.043883302093397747, 'profit_median': -0.012222, 'profit_total': -0.13639474, 'profit_total_abs': -272.515306, 'max_drawdown': 0.25, 'max_drawdown_abs': -272.515306, 'holding_avg': timedelta(minutes=1691.207729468599)},  # noqa: E501
+            'results_metrics': {'total_trades': 621, 'trade_count_long': 621, 'trade_count_short': 0, 'wins': 320, 'draws': 0, 'losses': 301, 'profit_mean': -0.043883302093397747, 'profit_median': -0.012222, 'profit_total': -0.13639474, 'profit_total_abs': -272.515306, 'max_drawdown': 0.25, 'max_drawdown_abs': -272.515306, 'holding_avg': timedelta(minutes=1691.207729468599)},  # noqa: E501
             'results_explanation': '   621 trades. Avg profit  -0.44%. Total profit -0.13639474 BTC (-272.52Σ%). Avg duration 1691.2 min.',  # noqa: E501
             'total_profit': -0.13639474,
             'current_epoch': 3,
@@ -2718,14 +2718,14 @@ def saved_hyperopt_results():
             'loss': 100000,
             'params_dict': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1402, 'roi_t2': 676, 'roi_t3': 215, 'roi_p1': 0.06264755784937427, 'roi_p2': 0.14258587851894644, 'roi_p3': 0.20671291201040828, 'stoploss': -0.11818343570194478},  # noqa: E501
             'params_details': {'buy': {'mfi-value': 13, 'fastd-value': 35, 'adx-value': 39, 'rsi-value': 29, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 54, 'sell-adx-value': 63, 'sell-rsi-value': 93, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.411946348378729, 215: 0.2052334363683207, 891: 0.06264755784937427, 2293: 0}, 'stoploss': {'stoploss': -0.11818343570194478}},  # noqa: E501
-            'results_metrics': {'total_trades': 0, 'wins': 0, 'draws': 0, 'losses': 0, 'profit_mean': None, 'profit_median': None, 'profit_total': 0, 'profit': 0.0, 'holding_avg': timedelta()},  # noqa: E501
+            'results_metrics': {'total_trades': 0, 'trade_count_long': 0, 'trade_count_short': 0, 'wins': 0, 'draws': 0, 'losses': 0, 'profit_mean': None, 'profit_median': None, 'profit_total': 0, 'profit': 0.0, 'holding_avg': timedelta()},  # noqa: E501
             'results_explanation': '     0 trades. Avg profit    nan%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration   nan min.',  # noqa: E501
             'total_profit': 0, 'current_epoch': 4, 'is_initial_point': True, 'is_random': False, 'is_best': False  # noqa: E501
         }, {
             'loss': 0.22195522184191518,
             'params_dict': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 1269, 'roi_t2': 601, 'roi_t3': 444, 'roi_p1': 0.07280999507931168, 'roi_p2': 0.08946698095898986, 'roi_p3': 0.1454876733325284, 'stoploss': -0.18181041180901014},   # noqa: E501
             'params_details': {'buy': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3077646493708299, 444: 0.16227697603830155, 1045: 0.07280999507931168, 2314: 0}, 'stoploss': {'stoploss': -0.18181041180901014}},  # noqa: E501
-            'results_metrics': {'total_trades': 14, 'wins': 6, 'draws': 0, 'losses': 8, 'profit_mean': -0.003539515, 'profit_median': -0.012222, 'profit_total': -0.002480140000000001, 'profit_total_abs': -4.955321, 'max_drawdown': 0.34, 'max_drawdown_abs': -4.955321, 'holding_avg': timedelta(minutes=3402.8571428571427)},  # noqa: E501
+            'results_metrics': {'total_trades': 14, 'trade_count_long': 14, 'trade_count_short': 0, 'wins': 6, 'draws': 0, 'losses': 8, 'profit_mean': -0.003539515, 'profit_median': -0.012222, 'profit_total': -0.002480140000000001, 'profit_total_abs': -4.955321, 'max_drawdown': 0.34, 'max_drawdown_abs': -4.955321, 'holding_avg': timedelta(minutes=3402.8571428571427)},  # noqa: E501
             'results_explanation': '    14 trades. Avg profit  -0.35%. Total profit -0.00248014 BTC (  -4.96Σ%). Avg duration 3402.9 min.',  # noqa: E501
             'total_profit': -0.002480140000000001,
             'current_epoch': 5,
@@ -2736,7 +2736,7 @@ def saved_hyperopt_results():
             'loss': 0.545315889154162,
             'params_dict': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower', 'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 319, 'roi_t2': 556, 'roi_t3': 216, 'roi_p1': 0.06251955472249589, 'roi_p2': 0.11659519602202795, 'roi_p3': 0.0953744132197762, 'stoploss': -0.024551752215582423},  # noqa: E501
             'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.2744891639643, 216: 0.17911475074452382, 772: 0.06251955472249589, 1091: 0}, 'stoploss': {'stoploss': -0.024551752215582423}},  # noqa: E501
-            'results_metrics': {'total_trades': 39, 'wins': 20, 'draws': 0, 'losses': 19, 'profit_mean': -0.0021400679487179478, 'profit_median': -0.012222, 'profit_total': -0.0041773, 'profit_total_abs': -8.346264999999997, 'max_drawdown': 0.45, 'max_drawdown_abs': -4.955321, 'holding_avg': timedelta(minutes=636.9230769230769)},  # noqa: E501
+            'results_metrics': {'total_trades': 39, 'trade_count_long': 39, 'trade_count_short': 0, 'wins': 20, 'draws': 0, 'losses': 19, 'profit_mean': -0.0021400679487179478, 'profit_median': -0.012222, 'profit_total': -0.0041773, 'profit_total_abs': -8.346264999999997, 'max_drawdown': 0.45, 'max_drawdown_abs': -4.955321, 'holding_avg': timedelta(minutes=636.9230769230769)},  # noqa: E501
             'results_explanation': '    39 trades. Avg profit  -0.21%. Total profit -0.00417730 BTC (  -8.35Σ%). Avg duration 636.9 min.',  # noqa: E501
             'total_profit': -0.0041773,
             'current_epoch': 6,
@@ -2749,7 +2749,7 @@ def saved_hyperopt_results():
             'params_details': {
                 'buy': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.4837436938134452, 145: 0.10853310701097472, 765: 0.0586919200378493, 1536: 0},  # noqa: E501
                 'stoploss': {'stoploss': -0.14613268022709905}},  # noqa: E501
-            'results_metrics': {'total_trades': 318, 'wins': 100, 'draws': 0, 'losses': 218, 'profit_mean': -0.0039833954716981146, 'profit_median': -0.012222, 'profit_total': -0.06339929, 'profit_total_abs': -126.67197600000004, 'max_drawdown': 0.50, 'max_drawdown_abs': -200.955321, 'holding_avg': timedelta(minutes=3140.377358490566)},  # noqa: E501
+            'results_metrics': {'total_trades': 318, 'trade_count_long': 318, 'trade_count_short': 0, 'wins': 100, 'draws': 0, 'losses': 218, 'profit_mean': -0.0039833954716981146, 'profit_median': -0.012222, 'profit_total': -0.06339929, 'profit_total_abs': -126.67197600000004, 'max_drawdown': 0.50, 'max_drawdown_abs': -200.955321, 'holding_avg': timedelta(minutes=3140.377358490566)},  # noqa: E501
             'results_explanation': '   318 trades. Avg profit  -0.40%. Total profit -0.06339929 BTC (-126.67Σ%). Avg duration 3140.4 min.',  # noqa: E501
             'total_profit': -0.06339929,
             'current_epoch': 7,
@@ -2760,7 +2760,7 @@ def saved_hyperopt_results():
             'loss': 20.0,  # noqa: E501
             'params_dict': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal', 'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 1149, 'roi_t2': 375, 'roi_t3': 289, 'roi_p1': 0.05571820757172588, 'roi_p2': 0.0606240398618907, 'roi_p3': 0.1729012220156157, 'stoploss': -0.1588514289110401},  # noqa: E501
             'params_details': {'buy': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.2892434694492323, 289: 0.11634224743361658, 664: 0.05571820757172588, 1813: 0}, 'stoploss': {'stoploss': -0.1588514289110401}},  # noqa: E501
-            'results_metrics': {'total_trades': 1, 'wins': 0, 'draws': 1, 'losses': 0, 'profit_mean': 0.0, 'profit_median': 0.0, 'profit_total': 0.0, 'profit_total_abs': 0.0, 'max_drawdown': 0.0, 'max_drawdown_abs': 0.52, 'holding_avg': timedelta(minutes=5340.0)},  # noqa: E501
+            'results_metrics': {'total_trades': 1, 'trade_count_long': 1, 'trade_count_short': 0, 'wins': 0, 'draws': 1, 'losses': 0, 'profit_mean': 0.0, 'profit_median': 0.0, 'profit_total': 0.0, 'profit_total_abs': 0.0, 'max_drawdown': 0.0, 'max_drawdown_abs': 0.52, 'holding_avg': timedelta(minutes=5340.0)},  # noqa: E501
             'results_explanation': '     1 trades. Avg profit   0.00%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration 5340.0 min.',  # noqa: E501
             'total_profit': 0.0,
             'current_epoch': 8,
@@ -2771,7 +2771,7 @@ def saved_hyperopt_results():
             'loss': 2.4731817780991223,
             'params_dict': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1012, 'roi_t2': 584, 'roi_t3': 422, 'roi_p1': 0.036764323603472565, 'roi_p2': 0.10335480573205287, 'roi_p3': 0.10322347377503042, 'stoploss': -0.2780610808108503},  # noqa: E501
             'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.2433426031105559, 422: 0.14011912933552545, 1006: 0.036764323603472565, 2018: 0}, 'stoploss': {'stoploss': -0.2780610808108503}},  # noqa: E501
-            'results_metrics': {'total_trades': 229, 'wins': 150, 'draws': 0, 'losses': 79, 'profit_mean': -0.0038433433624454144, 'profit_median': -0.012222, 'profit_total': -0.044050070000000004, 'profit_total_abs': -88.01256299999999, 'max_drawdown': 0.41, 'max_drawdown_abs': -150.955321, 'holding_avg': timedelta(minutes=6505.676855895196)},  # noqa: E501
+            'results_metrics': {'total_trades': 229, 'trade_count_long': 229, 'trade_count_short': 0, 'wins': 150, 'draws': 0, 'losses': 79, 'profit_mean': -0.0038433433624454144, 'profit_median': -0.012222, 'profit_total': -0.044050070000000004, 'profit_total_abs': -88.01256299999999, 'max_drawdown': 0.41, 'max_drawdown_abs': -150.955321, 'holding_avg': timedelta(minutes=6505.676855895196)},  # noqa: E501
             'results_explanation': '   229 trades. Avg profit  -0.38%. Total profit -0.04405007 BTC ( -88.01Σ%). Avg duration 6505.7 min.',  # noqa: E501
             'total_profit': -0.044050070000000004,  # noqa: E501
             'current_epoch': 9,
@@ -2782,7 +2782,7 @@ def saved_hyperopt_results():
             'loss': -0.2604606005845212,  # noqa: E501
             'params_dict': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 792, 'roi_t2': 464, 'roi_t3': 215, 'roi_p1': 0.04594053535385903, 'roi_p2': 0.09623192684243963, 'roi_p3': 0.04428219070850663, 'stoploss': -0.16992287161634415},  # noqa: E501
             'params_details': {'buy': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.18645465290480528, 215: 0.14217246219629864, 679: 0.04594053535385903, 1471: 0}, 'stoploss': {'stoploss': -0.16992287161634415}},  # noqa: E501
-            'results_metrics': {'total_trades': 4, 'wins': 0, 'draws': 0, 'losses': 4, 'profit_mean': 0.001080385, 'profit_median': -0.012222, 'profit_total': 0.00021629, 'profit_total_abs': 0.432154, 'max_drawdown': 0.13, 'max_drawdown_abs': -4.955321, 'holding_avg': timedelta(minutes=2850.0)},  # noqa: E501
+            'results_metrics': {'total_trades': 4, 'trade_count_long': 4, 'trade_count_short': 0, 'wins': 0, 'draws': 0, 'losses': 4, 'profit_mean': 0.001080385, 'profit_median': -0.012222, 'profit_total': 0.00021629, 'profit_total_abs': 0.432154, 'max_drawdown': 0.13, 'max_drawdown_abs': -4.955321, 'holding_avg': timedelta(minutes=2850.0)},  # noqa: E501
             'results_explanation': '     4 trades. Avg profit   0.11%. Total profit  0.00021629 BTC (   0.43Σ%). Avg duration 2850.0 min.',  # noqa: E501
             'total_profit': 0.00021629,
             'current_epoch': 10,
@@ -2794,7 +2794,7 @@ def saved_hyperopt_results():
             'params_dict': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 579, 'roi_t2': 614, 'roi_t3': 273, 'roi_p1': 0.05307643172744114, 'roi_p2': 0.1352282078262871, 'roi_p3': 0.1913307406325751, 'stoploss': -0.25728526022513887},  # noqa: E501
             'params_details': {'buy': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3796353801863034, 273: 0.18830463955372825, 887: 0.05307643172744114, 1466: 0}, 'stoploss': {'stoploss': -0.25728526022513887}},  # noqa: E501
             # New Hyperopt mode!
-            'results_metrics': {'total_trades': 117, 'wins': 67, 'draws': 0, 'losses': 50, 'profit_mean': -0.012698609145299145, 'profit_median': -0.012222, 'profit_total': -0.07436117, 'profit_total_abs': -148.573727, 'max_drawdown': 0.52, 'max_drawdown_abs': -224.955321, 'holding_avg': timedelta(minutes=4282.5641025641025)},  # noqa: E501
+            'results_metrics': {'total_trades': 117, 'trade_count_long': 117, 'trade_count_short': 0, 'wins': 67, 'draws': 0, 'losses': 50, 'profit_mean': -0.012698609145299145, 'profit_median': -0.012222, 'profit_total': -0.07436117, 'profit_total_abs': -148.573727, 'max_drawdown': 0.52, 'max_drawdown_abs': -224.955321, 'holding_avg': timedelta(minutes=4282.5641025641025)},  # noqa: E501
             'results_explanation': '   117 trades. Avg profit  -1.27%. Total profit -0.07436117 BTC (-148.57Σ%). Avg duration 4282.6 min.',  # noqa: E501
             'total_profit': -0.07436117,
             'current_epoch': 11,
@@ -2805,7 +2805,7 @@ def saved_hyperopt_results():
             'loss': 100000,
             'params_dict': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1156, 'roi_t2': 581, 'roi_t3': 408, 'roi_p1': 0.06860454019988212, 'roi_p2': 0.12473718444931989, 'roi_p3': 0.2896360635226823, 'stoploss': -0.30889015124682806},  # noqa: E501
             'params_details': {'buy': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4829777881718843, 408: 0.19334172464920202, 989: 0.06860454019988212, 2145: 0}, 'stoploss': {'stoploss': -0.30889015124682806}},  # noqa: E501
-            'results_metrics': {'total_trades': 0, 'wins': 0, 'draws': 0, 'losses': 0, 'profit_mean': None, 'profit_median': None, 'profit_total': 0, 'profit_total_abs': 0.0, 'max_drawdown': 0.0, 'max_drawdown_abs': 0.0, 'holding_avg': timedelta()},  # noqa: E501
+            'results_metrics': {'total_trades': 0, 'trade_count_long': 0, 'trade_count_short': 0, 'wins': 0, 'draws': 0, 'losses': 0, 'profit_mean': None, 'profit_median': None, 'profit_total': 0, 'profit_total_abs': 0.0, 'max_drawdown': 0.0, 'max_drawdown_abs': 0.0, 'holding_avg': timedelta()},  # noqa: E501
             'results_explanation': '     0 trades. Avg profit    nan%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration   nan min.',  # noqa: E501
             'total_profit': 0,
             'current_epoch': 12,

tests/exchange/test_exchange.py

@@ -1207,12 +1207,17 @@ def test_create_dry_run_order_fees(
     assert order1['fee']['rate'] == fee
 
 
-@pytest.mark.parametrize("side,startprice,endprice", [
+@pytest.mark.parametrize("side,price,filled", [
-    ("buy", 25.563, 25.566),
+    # order_book_l2_usd spread:
-    ("sell", 25.566, 25.563)
+    # best ask: 25.566
+    # best bid: 25.563
+    ("buy", 25.563, False),
+    ("buy", 25.566, True),
+    ("sell", 25.566, False),
+    ("sell", 25.563, True),
 ])
 @pytest.mark.parametrize("exchange_name", EXCHANGES)
-def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice, endprice,
+def test_create_dry_run_order_limit_fill(default_conf, mocker, side, price, filled,
                                          exchange_name, order_book_l2_usd):
     default_conf['dry_run'] = True
     exchange = get_patched_exchange(mocker, default_conf, id=exchange_name)
@@ -1226,7 +1231,7 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice,
         ordertype='limit',
         side=side,
         amount=1,
-        rate=startprice,
+        rate=price,
         leverage=1.0
     )
     assert order_book_l2_usd.call_count == 1
@@ -1235,22 +1240,17 @@ def test_create_dry_run_order_limit_fill(default_conf, mocker, side, startprice,
     assert order["side"] == side
     assert order["type"] == "limit"
     assert order["symbol"] == "LTC/USDT"
+    assert order["average"] == price
+    assert order['status'] == 'open' if not filled else 'closed'
     order_book_l2_usd.reset_mock()
 
+    # fetch order again...
     order_closed = exchange.fetch_dry_run_order(order['id'])
-    assert order_book_l2_usd.call_count == 1
+    assert order_book_l2_usd.call_count == (1 if not filled else 0)
-    assert order_closed['status'] == 'open'
+    assert order_closed['status'] == ('open' if not filled else 'closed')
-    assert not order['fee']
+    assert order_closed['filled'] == (0 if not filled else 1)
-    assert order_closed['filled'] == 0
 
     order_book_l2_usd.reset_mock()
-    order_closed['price'] = endprice
-
-    order_closed = exchange.fetch_dry_run_order(order['id'])
-    assert order_closed['status'] == 'closed'
-    assert order['fee']
-    assert order_closed['filled'] == 1
-    assert order_closed['filled'] == order_closed['amount']
 
     # Empty orderbook test
     mocker.patch('freqtrade.exchange.Exchange.fetch_l2_order_book',

tests/test_freqtradebot.py

@@ -1498,6 +1498,7 @@ def test_handle_stoploss_on_exchange_trailing(
         })
     )
     assert freqtrade.handle_trade(trade) is True
+    assert trade.stoploss_order_id is None
 
 
 @pytest.mark.parametrize("is_short", [False, True])
@@ -5046,7 +5047,7 @@ def test_startup_backpopulate_precision(mocker, default_conf_usdt, fee, caplog):
 
 @pytest.mark.usefixtures("init_persistence")
 @pytest.mark.parametrize("is_short", [False, True])
-def test_update_closed_trades_without_assigned_fees(mocker, default_conf_usdt, fee, is_short):
+def test_update_trades_without_assigned_fees(mocker, default_conf_usdt, fee, is_short):
     freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
 
     def patch_with_fee(order):
@@ -5075,7 +5076,7 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf_usdt, f
         assert trade.fee_close_cost is None
         assert trade.fee_close_currency is None
 
-    freqtrade.update_closed_trades_without_assigned_fees()
+    freqtrade.update_trades_without_assigned_fees()
 
     # Does nothing for dry-run
     trades = Trade.get_trades().all()
@@ -5088,7 +5089,7 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf_usdt, f
 
     freqtrade.config['dry_run'] = False
 
-    freqtrade.update_closed_trades_without_assigned_fees()
+    freqtrade.update_trades_without_assigned_fees()
 
     trades = Trade.get_trades().all()
     assert len(trades) == MOCK_TRADE_COUNT
@@ -5551,7 +5552,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
     assert trade.stake_amount == 110
 
     # Assume it does nothing since order is closed and trade is open
-    freqtrade.update_closed_trades_without_assigned_fees()
+    freqtrade.update_trades_without_assigned_fees()
 
     trade = Trade.query.first()
     assert trade
@@ -5622,7 +5623,7 @@ def test_position_adjust(mocker, default_conf_usdt, fee) -> None:
     mocker.patch('freqtrade.exchange.Exchange.create_order', fetch_order_mm)
     mocker.patch('freqtrade.exchange.Exchange.fetch_order', fetch_order_mm)
     mocker.patch('freqtrade.exchange.Exchange.fetch_order_or_stoploss_order', fetch_order_mm)
-    freqtrade.update_closed_trades_without_assigned_fees()
+    freqtrade.update_trades_without_assigned_fees()
 
     orders = Order.query.all()
     assert orders
@@ -5839,7 +5840,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
     assert trade.stake_amount == bid * amount
 
     # Assume it does nothing since order is closed and trade is open
-    freqtrade.update_closed_trades_without_assigned_fees()
+    freqtrade.update_trades_without_assigned_fees()
 
     trade = Trade.query.first()
     assert trade