diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index cdf74f65f..e2ad0f090 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -404,12 +404,12 @@ class Backtesting: ) # Execute backtest and print results all_results[self.strategy.get_strategy_name()] = self.backtest( - processed=preprocessed, - stake_amount=self.config['stake_amount'], - start_date=min_date, - end_date=max_date, - max_open_trades=max_open_trades, - position_stacking=position_stacking, + processed=preprocessed, + stake_amount=self.config['stake_amount'], + start_date=min_date, + end_date=max_date, + max_open_trades=max_open_trades, + position_stacking=position_stacking, ) for strategy, results in all_results.items(): @@ -426,7 +426,10 @@ class Backtesting: results=results)) print(' SELL REASON STATS '.center(133, '=')) - print(generate_text_table_sell_reason(data, results)) + print(generate_text_table_sell_reason(data, + stake_currency=self.config['stake_currency'], + max_open_trades=self.config['max_open_trades'], + results=results)) print(' LEFT OPEN TRADES REPORT '.center(133, '=')) print(generate_text_table(data, diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 67056eaa9..c5cd944a1 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -19,9 +19,17 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f') tabular_data = [] - headers = ['pair', 'buy count', 'avg profit %', 'cum profit %', - f'tot profit {stake_currency}', 'tot profit %', 'avg duration', - 'profit', 'loss'] + headers = [ + 'Pair', + 'Buy Count', + 'Avg Profit %', + 'Cum Profit %', + f'Tot Profit {stake_currency}', + 'Tot Profit %', + 'Avg Duration', + 'Wins', + 'Losses' + ] for pair in data: result = results[results.pair == pair] if skip_nan and result.profit_abs.isnull().all(): @@ -58,7 +66,9 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra floatfmt=floatfmt, tablefmt="pipe") # type: ignore -def generate_text_table_sell_reason(data: Dict[str, Dict], results: DataFrame) -> str: +def generate_text_table_sell_reason( + data: Dict[str, Dict], stake_currency: str, max_open_trades: int, results: DataFrame +) -> str: """ Generate small table outlining Backtest results :param data: Dict of containing data that was used during backtesting. @@ -66,13 +76,36 @@ def generate_text_table_sell_reason(data: Dict[str, Dict], results: DataFrame) - :return: pretty printed table with tabulate as string """ tabular_data = [] - headers = ['Sell Reason', 'Count', 'Profit', 'Loss', 'Profit %'] + headers = [ + "Sell Reason", + "Sell Count", + "Wins", + "Losses", + "Avg Profit %", + "Cum Profit %", + f"Tot Profit {stake_currency}", + "Tot Profit %", + ] for reason, count in results['sell_reason'].value_counts().iteritems(): result = results.loc[results['sell_reason'] == reason] profit = len(result[result['profit_abs'] >= 0]) loss = len(result[result['profit_abs'] < 0]) profit_mean = round(result['profit_percent'].mean() * 100.0, 2) - tabular_data.append([reason.value, count, profit, loss, profit_mean]) + profit_sum = round(result["profit_percent"].sum() * 100.0, 2) + profit_tot = result['profit_abs'].sum() + profit_percent_tot = round(result['profit_percent'].sum() * 100.0 / max_open_trades, 2) + tabular_data.append( + [ + reason.value, + count, + profit, + loss, + profit_mean, + profit_sum, + profit_tot, + profit_percent_tot, + ] + ) return tabulate(tabular_data, headers=headers, tablefmt="pipe") diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 518b50d0f..8c1a3619d 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -21,14 +21,14 @@ def test_generate_text_table(default_conf, mocker): ) result_str = ( - '| pair | buy count | avg profit % | cum profit % | ' - 'tot profit BTC | tot profit % | avg duration | profit | loss |\n' - '|:--------|------------:|---------------:|---------------:|' - '-----------------:|---------------:|:---------------|---------:|-------:|\n' - '| ETH/BTC | 2 | 15.00 | 30.00 | ' - '0.60000000 | 15.00 | 0:20:00 | 2 | 0 |\n' - '| TOTAL | 2 | 15.00 | 30.00 | ' - '0.60000000 | 15.00 | 0:20:00 | 2 | 0 |' + '| Pair | Buy Count | Avg Profit % | Cum Profit % | Tot Profit BTC ' + '| Tot Profit % | Avg Duration | Wins | Losses |\n' + '|:--------|------------:|---------------:|---------------:|-----------------:' + '|---------------:|:---------------|-------:|---------:|\n' + '| ETH/BTC | 2 | 15.00 | 30.00 | 0.60000000 ' + '| 15.00 | 0:20:00 | 2 | 0 |\n' + '| TOTAL | 2 | 15.00 | 30.00 | 0.60000000 ' + '| 15.00 | 0:20:00 | 2 | 0 |' ) assert generate_text_table(data={'ETH/BTC': {}}, stake_currency='BTC', max_open_trades=2, @@ -50,13 +50,19 @@ def test_generate_text_table_sell_reason(default_conf, mocker): ) result_str = ( - '| Sell Reason | Count | Profit | Loss | Profit % |\n' - '|:--------------|--------:|---------:|-------:|-----------:|\n' - '| roi | 2 | 2 | 0 | 15 |\n' - '| stop_loss | 1 | 0 | 1 | -10 |' + '| Sell Reason | Sell Count | Wins | Losses | Avg Profit % |' + ' Cum Profit % | Tot Profit BTC | Tot Profit % |\n' + '|:--------------|-------------:|-------:|---------:|---------------:|' + '---------------:|-----------------:|---------------:|\n' + '| roi | 2 | 2 | 0 | 15 |' + ' 30 | 0.6 | 15 |\n' + '| stop_loss | 1 | 0 | 1 | -10 |' + ' -10 | -0.2 | -5 |' ) assert generate_text_table_sell_reason( - data={'ETH/BTC': {}}, results=results) == result_str + data={'ETH/BTC': {}}, + stake_currency='BTC', max_open_trades=2, + results=results) == result_str def test_generate_text_table_strategy(default_conf, mocker):