Jupyter notebook snippet: Plotting daily profit / equity line

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octaviusgus 2021-07-04 15:56:55 +02:00
parent 4aa2ae37bd
commit 558bcc7959

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@ -188,6 +188,47 @@
"trades.groupby(\"pair\")[\"sell_reason\"].value_counts()"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## Plotting daily profit / equity line"
]
},
{
"cell_type": "code",
"execution_count": 6,
"metadata": {},
"outputs": [],
"source": [
"# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)\n",
"\n",
"from freqtrade.configuration import Configuration\n",
"from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats\n",
"import plotly.express as px\n",
"import pandas as pd\n",
"\n",
"# strategy = 'SampleStrategy'\n",
"# config = Configuration.from_files([\"user_data/config.json\"])\n",
"# backtest_dir = config[\"user_data_dir\"] / \"backtest_results\"\n",
"\n",
"stats = load_backtest_stats(backtest_dir)\n",
"strategy_stats = stats['strategy'][strategy]\n",
"\n",
"equity = 0\n",
"equity_daily = []\n",
"for dp in strategy_stats['daily_profit']:\n",
" equity_daily.append(equity)\n",
" equity += float(dp)\n",
"\n",
"dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])\n",
"\n",
"df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})\n",
"\n",
"fig = px.line(df, x=\"dates\", y=\"equity_daily\")\n",
"fig.show()\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
@ -329,7 +370,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.7.4"
"version": "3.8.5"
},
"mimetype": "text/x-python",
"name": "python",