diff --git a/docs/backtesting.md b/docs/backtesting.md index 6a5109d06..206888c3a 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -287,43 +287,43 @@ A backtesting result will look like that: | ADA/BTC | 1 | 0.89 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 0 0 100 | | LTC/BTC | 1 | 0.68 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 0 0 100 | | TOTAL | 2 | 0.78 | 1.57 | 0.00007855 | 0.78 | 4:00:00 | 2 0 0 100 | -=============== SUMMARY METRICS =============== -| Metric | Value | -|-----------------------+---------------------| -| Backtesting from | 2019-01-01 00:00:00 | -| Backtesting to | 2019-05-01 00:00:00 | -| Max open trades | 3 | -| | | -| Total/Daily Avg Trades| 429 / 3.575 | -| Starting balance | 0.01000000 BTC | -| Final balance | 0.01762792 BTC | -| Absolute profit | 0.00762792 BTC | -| Total profit % | 76.2% | -| Trades per day | 3.575 | -| Avg. stake amount | 0.001 BTC | -| Total trade volume | 0.429 BTC | -| | | -| Best Pair | LSK/BTC 26.26% | -| Worst Pair | ZEC/BTC -10.18% | -| Best Trade | LSK/BTC 4.25% | -| Worst Trade | ZEC/BTC -10.25% | -| Best day | 0.00076 BTC | -| Worst day | -0.00036 BTC | -| Days win/draw/lose | 12 / 82 / 25 | -| Avg. Duration Winners | 4:23:00 | -| Avg. Duration Loser | 6:55:00 | -| Rejected Buy signals | 3089 | -| Entry/Exit Timeouts | 0 / 0 | -| | | -| Min balance | 0.00945123 BTC | -| Max balance | 0.01846651 BTC | -| Drawdown (Account) | 13.33% | -| Drawdown | 0.0015 BTC | -| Drawdown high | 0.0013 BTC | -| Drawdown low | -0.0002 BTC | -| Drawdown Start | 2019-02-15 14:10:00 | -| Drawdown End | 2019-04-11 18:15:00 | -| Market change | -5.88% | +================ SUMMARY METRICS =============== +| Metric | Value | +|------------------------+---------------------| +| Backtesting from | 2019-01-01 00:00:00 | +| Backtesting to | 2019-05-01 00:00:00 | +| Max open trades | 3 | +| | | +| Total/Daily Avg Trades | 429 / 3.575 | +| Starting balance | 0.01000000 BTC | +| Final balance | 0.01762792 BTC | +| Absolute profit | 0.00762792 BTC | +| Total profit % | 76.2% | +| Trades per day | 3.575 | +| Avg. stake amount | 0.001 BTC | +| Total trade volume | 0.429 BTC | +| | | +| Best Pair | LSK/BTC 26.26% | +| Worst Pair | ZEC/BTC -10.18% | +| Best Trade | LSK/BTC 4.25% | +| Worst Trade | ZEC/BTC -10.25% | +| Best day | 0.00076 BTC | +| Worst day | -0.00036 BTC | +| Days win/draw/lose | 12 / 82 / 25 | +| Avg. Duration Winners | 4:23:00 | +| Avg. Duration Loser | 6:55:00 | +| Rejected Entry signals | 3089 | +| Entry/Exit Timeouts | 0 / 0 | +| | | +| Min balance | 0.00945123 BTC | +| Max balance | 0.01846651 BTC | +| Drawdown (Account) | 13.33% | +| Drawdown | 0.0015 BTC | +| Drawdown high | 0.0013 BTC | +| Drawdown low | -0.0002 BTC | +| Drawdown Start | 2019-02-15 14:10:00 | +| Drawdown End | 2019-04-11 18:15:00 | +| Market change | -5.88% | =============================================== ``` @@ -406,7 +406,7 @@ It contains some useful key metrics about performance of your strategy on backte | Days win/draw/lose | 12 / 82 / 25 | | Avg. Duration Winners | 4:23:00 | | Avg. Duration Loser | 6:55:00 | -| Rejected Buy signals | 3089 | +| Rejected Entry signals | 3089 | | Entry/Exit Timeouts | 0 / 0 | | | | | Min balance | 0.00945123 BTC | @@ -436,7 +436,7 @@ It contains some useful key metrics about performance of your strategy on backte - `Best day` / `Worst day`: Best and worst day based on daily profit. - `Days win/draw/lose`: Winning / Losing days (draws are usually days without closed trade). - `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades. -- `Rejected Buy signals`: Buy signals that could not be acted upon due to max_open_trades being reached. +- `Rejected Entry signals`: Trade entry signals that could not be acted upon due to `max_open_trades` being reached. - `Entry/Exit Timeouts`: Entry/exit orders which did not fill (only applicable if custom pricing is used). - `Min balance` / `Max balance`: Lowest and Highest Wallet balance during the backtest period. - `Drawdown (Account)`: Maximum Account Drawdown experienced. Calculated as $(Absolute Drawdown) / (DrawdownHigh + startingBalance)$. diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 85b5e9e13..97cadd683 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -748,7 +748,7 @@ def text_table_add_metrics(strat_results: Dict) -> str: f"{strat_results['draw_days']} / {strat_results['losing_days']}"), ('Avg. Duration Winners', f"{strat_results['winner_holding_avg']}"), ('Avg. Duration Loser', f"{strat_results['loser_holding_avg']}"), - ('Rejected Buy signals', strat_results.get('rejected_signals', 'N/A')), + ('Rejected Entry signals', strat_results.get('rejected_signals', 'N/A')), ('Entry/Exit Timeouts', f"{strat_results.get('timedout_entry_orders', 'N/A')} / " f"{strat_results.get('timedout_exit_orders', 'N/A')}"), @@ -810,7 +810,7 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency: stake_currency=stake_currency) if isinstance(table, str) and len(table) > 0: - print(' BUY TAG STATS '.center(len(table.splitlines()[0]), '=')) + print(' ENTER TAG STATS '.center(len(table.splitlines()[0]), '=')) print(table) table = text_table_exit_reason(sell_reason_stats=results['sell_reason_summary'],