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Update buy output for backtesting

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This commit is contained in:
Matthias 2022-03-22 06:45:36 +01:00
parent 08777abd85
commit 5b4f343d36
2 changed files with 41 additions and 41 deletions
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12
docs/backtesting.md
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@ -287,14 +287,14 @@ 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 ===============
================ 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 |
| Total/Daily Avg Trades | 429 / 3.575 |
| Starting balance | 0.01000000 BTC |
| Final balance | 0.01762792 BTC |
| Absolute profit | 0.00762792 BTC |
@ -312,7 +312,7 @@ A backtesting result will look like that:
| 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 |
@ -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 $(Absolute Drawdown) / (DrawdownHigh + startingBalance)$.

4
freqtrade/optimize/optimize_reports.py
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@ -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'],