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Update documentation with new result

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Matthias 2019-12-25 09:39:44 +01:00
parent e5aed098b5
commit 63f41cf1c6
1 changed files with 7 additions and 6 deletions
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docs/backtesting.md
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@ -137,12 +137,12 @@ A backtesting result will look like that:
| ZEC/BTC | 22 | -0.46 | -10.18 | -0.00050971 | -5.09 | 2:22:00 | 7 | 15 | | ZEC/BTC | 22 | -0.46 | -10.18 | -0.00050971 | -5.09 | 2:22:00 | 7 | 15 |
| TOTAL | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 | 243 | | TOTAL | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 | 243 |
========================================================= SELL REASON STATS ========================================================= ========================================================= SELL REASON STATS =========================================================
| Sell Reason | Count | | Sell Reason | Count | Profit | Loss |
|:-------------------|--------:| |:-------------------|--------:|---------:|-------:|
| trailing_stop_loss | 205 | | trailing_stop_loss | 205 | 150 | 55 |
| stop_loss | 166 | | stop_loss | 166 | 0 | 166 |
| sell_signal | 56 | | sell_signal | 56 | 36 | 20 |
| force_sell | 2 | | force_sell | 2 | 0 | 2 |
====================================================== LEFT OPEN TRADES REPORT ====================================================== ====================================================== LEFT OPEN TRADES REPORT ======================================================
| pair | buy count | avg profit % | cum profit % | tot profit BTC | tot profit % | avg duration | profit | loss | | pair | buy count | avg profit % | cum profit % | tot profit BTC | tot profit % | avg duration | profit | loss |
|:---------|------------:|---------------:|---------------:|-----------------:|---------------:|:---------------|---------:|-------:| |:---------|------------:|---------------:|---------------:|-----------------:|---------------:|:---------------|---------:|-------:|
@ -154,6 +154,7 @@ A backtesting result will look like that:
The 1st table contains all trades the bot made, including "left open trades". The 1st table contains all trades the bot made, including "left open trades".
The 2nd table contains a recap of sell reasons. The 2nd table contains a recap of sell reasons.
This table can tell you which area needs some additional work (i.e. all `sell_signal` trades are losses, so we should disable the sell-signal or work on improving that).
The 3rd table contains all trades the bot had to `forcesell` at the end of the backtest period to present a full picture. The 3rd table contains all trades the bot had to `forcesell` at the end of the backtest period to present a full picture.
This is necessary to simulate realistic behaviour, since the backtest period has to end at some point, while realistically, you could leave the bot running forever. This is necessary to simulate realistic behaviour, since the backtest period has to end at some point, while realistically, you could leave the bot running forever.