adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add Profit factor to backtesting

Browse Source
This commit is contained in:
Matthias
2022-06-18 16:27:43 +02:00
parent b7e4dea6c5
commit 474e6705e6
3 changed files with 13 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
docs/backtesting.md
View File

@@ -300,6 +300,7 @@ A backtesting result will look like that:
| Absolute profit | 0.00762792 BTC |
| Total profit % | 76.2% |
| CAGR % | 460.87% |
| Profit factor | 1.11 |
| Avg. stake amount | 0.001 BTC |
| Total trade volume | 0.429 BTC |
| | |
@@ -399,6 +400,7 @@ It contains some useful key metrics about performance of your strategy on backte
| Absolute profit | 0.00762792 BTC |
| Total profit % | 76.2% |
| CAGR % | 460.87% |
| Profit factor | 1.11 |
| Avg. stake amount | 0.001 BTC |
| Total trade volume | 0.429 BTC |
| | |
@@ -444,6 +446,8 @@ It contains some useful key metrics about performance of your strategy on backte
- `Final balance`: Final balance - starting balance + absolute profit.
- `Absolute profit`: Profit made in stake currency.
- `Total profit %`: Total profit. Aligned to the `TOTAL` row's `Tot Profit %` from the first table. Calculated as `(End capital − Starting capital) / Starting capital`.
- `CAGR %`: Compound annual growth rate.
- `Profit factor`: profit / loss.
- `Avg. stake amount`: Average stake amount, either `stake_amount` or the average when using dynamic stake amount.
- `Total trade volume`: Volume generated on the exchange to reach the above profit.
- `Best Pair` / `Worst Pair`: Best and worst performing pair, and it's corresponding `Cum Profit %`.