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

Improve backtest documentation

Browse Source
This commit is contained in:
Matthias
2021-02-27 10:45:22 +01:00
parent 324b9dbdff
commit 6018a05343
1 changed files with 6 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files

9
docs/backtesting.md
View File

@@ -109,11 +109,12 @@ All profit calculations include fees, and freqtrade will use the exchange's defa
Using dynamic pairlists is possible, however it relies on the current market conditions - which will not reflect the historic status of the pairlist. Using dynamic pairlists is possible, however it relies on the current market conditions - which will not reflect the historic status of the pairlist.
Also, when using pairlists other than StaticPairlist, reproducability of backtesting-results cannot be guaranteed. Also, when using pairlists other than StaticPairlist, reproducability of backtesting-results cannot be guaranteed.
Please read the [pairlists documentation](plugins.md#pairlists) for more information. Please read the [pairlists documentation](plugins.md#pairlists) for more information.
To achieve reproducible results, best generate a pairlist via the [`test-pairlist`](utils.md#test-pairlist) command and use that as static pairlist. To achieve reproducible results, best generate a pairlist via the [`test-pairlist`](utils.md#test-pairlist) command and use that as static pairlist.
### Starting balance ### Starting balance
Backtesting will require a starting balance, which can be given as `--dry-run-wallet <balance>` or `--starting-balance <balance>` command line argument, or via `dry_run_wallet` configuration setting. Backtesting will require a starting balance, which can be provided as `--dry-run-wallet <balance>` or `--starting-balance <balance>` command line argument, or via `dry_run_wallet` configuration setting.
This amount must be higher than `stake_amount`, otherwise the bot will not be able to simulate any trade. This amount must be higher than `stake_amount`, otherwise the bot will not be able to simulate any trade.
### Dynamic stake amount ### Dynamic stake amount
@@ -281,7 +282,7 @@ A backtesting result will look like that:
| Absolute profit | 0.00762792 BTC | | Absolute profit | 0.00762792 BTC |
| Total profit % | 76.2% | | Total profit % | 76.2% |
| Trades per day | 3.575 | | Trades per day | 3.575 |
| Avg. stake amount | 0.001 | | Avg. stake amount | 0.001 BTC |
| Total trade volume | 0.429 BTC | | Total trade volume | 0.429 BTC |
| | | | | |
| Best Pair | LSK/BTC 26.26% | | Best Pair | LSK/BTC 26.26% |
@@ -368,7 +369,7 @@ It contains some useful key metrics about performance of your strategy on backte
| Absolute profit | 0.00762792 BTC | | Absolute profit | 0.00762792 BTC |
| Total profit % | 76.2% | | Total profit % | 76.2% |
| Trades per day | 3.575 | | Trades per day | 3.575 |
| Avg. stake amount | 0.001 | | Avg. stake amount | 0.001 BTC |
| Total trade volume | 0.429 BTC | | Total trade volume | 0.429 BTC |
| | | | | |
| Best Pair | LSK/BTC 26.26% | | Best Pair | LSK/BTC 26.26% |
@@ -398,7 +399,7 @@ It contains some useful key metrics about performance of your strategy on backte
- `Max open trades`: Setting of `max_open_trades` (or `--max-open-trades`) - or number of pairs in the pairlist (whatever is lower). - `Max open trades`: Setting of `max_open_trades` (or `--max-open-trades`) - or number of pairs in the pairlist (whatever is lower).
- `Total trades`: Identical to the total trades of the backtest output table. - `Total trades`: Identical to the total trades of the backtest output table.
- `Starting balance`: Start balance - as given by dry-run-wallet (config or command line). - `Starting balance`: Start balance - as given by dry-run-wallet (config or command line).
- `End balance`: Final balance - starting balance + absolute profit. - `Final balance`: Final balance - starting balance + absolute profit.
- `Absolute profit`: Profit made in stake currency. - `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`. - `Total profit %`: Total profit. Aligned to the `TOTAL` row's `Tot Profit %` from the first table. Calculated as `(End capital − Starting capital) / Starting capital`.
- `Trades per day`: Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy). - `Trades per day`: Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).