Merge pull request #4268 from freqtrade/backtest_trade_object

Backtest trade object

docs/advanced-hyperopt.md

@@ -63,7 +63,7 @@ class SuperDuperHyperOptLoss(IHyperOptLoss):
         * 0.25: Avoiding trade loss
         * 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above
         """
-        total_profit = results['profit_percent'].sum()
+        total_profit = results['profit_ratio'].sum()
         trade_duration = results['trade_duration'].mean()
 
         trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
@@ -77,10 +77,10 @@ Currently, the arguments are:
 
 * `results`: DataFrame containing the result  
     The following columns are available in results (corresponds to the output-file of backtesting when used with `--export trades`):  
-    `pair, profit_percent, profit_abs, open_date, open_rate, open_fee, close_date, close_rate, close_fee, amount, trade_duration, open_at_end, sell_reason`
+    `pair, profit_ratio, profit_abs, open_date, open_rate, fee_open, close_date, close_rate, fee_close, amount, trade_duration, is_open, sell_reason, stake_amount, min_rate, max_rate, stop_loss_ratio, stop_loss_abs`
 * `trade_count`: Amount of trades (identical to `len(results)`)
-* `min_date`: Start date of the hyperopting TimeFrame
+* `min_date`: Start date of the timerange used
-* `min_date`: End date of the hyperopting TimeFrame
+* `min_date`: End date of the timerange used
 
 This function needs to return a floating point number (`float`). Smaller numbers will be interpreted as better results. The parameters and balancing for this is up to you.
 

docs/backtesting.md

@@ -262,9 +262,9 @@ It contains some useful key metrics about performance of your strategy on backte
 ```
 
 - `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option).
-- `Max open trades`: Setting of `max_open_trades` (or `--max-open-trades`) - to clearly see settings for this.
+- `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 Profit %`: Total profit per stake amount. Aligned to the TOTAL column of the first table.
+- `Total Profit %`: Total profit. Aligned to the `TOTAL` row's `Tot Profit %` from the first table.
 - `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).
 - `Best Pair` / `Worst Pair`: Best and worst performing pair, and it's corresponding `Cum Profit %`.
 - `Best Trade` / `Worst Trade`: Biggest winning trade and biggest losing trade

freqtrade/data/btanalysis.py

@@ -2,9 +2,8 @@
 Helpers when analyzing backtest data
 """
 import logging
-from datetime import timezone
 from pathlib import Path
-from typing import Any, Dict, Optional, Tuple, Union
+from typing import Any, Dict, List, Optional, Tuple, Union
 
 import numpy as np
 import pandas as pd
@@ -16,9 +15,22 @@ from freqtrade.persistence import Trade, init_db
 
 logger = logging.getLogger(__name__)
 
-# must align with columns in backtest.py
+# Old format - maybe remove?
-BT_DATA_COLUMNS = ["pair", "profit_percent", "open_date", "close_date", "index", "trade_duration",
+BT_DATA_COLUMNS_OLD = ["pair", "profit_percent", "open_date", "close_date", "index",
-                   "open_rate", "close_rate", "open_at_end", "sell_reason"]
+                       "trade_duration", "open_rate", "close_rate", "open_at_end", "sell_reason"]
+
+# Mid-term format, crated by BacktestResult Named Tuple
+BT_DATA_COLUMNS_MID = ['pair', 'profit_percent', 'open_date', 'close_date', 'trade_duration',
+                       'open_rate', 'close_rate', 'open_at_end', 'sell_reason', 'fee_open',
+                       'fee_close', 'amount', 'profit_abs', 'profit_ratio']
+
+# Newest format
+BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
+                   'open_rate', 'close_rate',
+                   'fee_open', 'fee_close', 'trade_duration',
+                   'profit_ratio', 'profit_abs', 'sell_reason',
+                   'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs',
+                   'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', ]
 
 
 def get_latest_optimize_filename(directory: Union[Path, str], variant: str) -> str:
@@ -154,7 +166,7 @@ def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = Non
                                           )
     else:
         # old format - only with lists.
-        df = pd.DataFrame(data, columns=BT_DATA_COLUMNS)
+        df = pd.DataFrame(data, columns=BT_DATA_COLUMNS_OLD)
 
         df['open_date'] = pd.to_datetime(df['open_date'],
                                          unit='s',
@@ -166,7 +178,10 @@ def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = Non
                                           utc=True,
                                           infer_datetime_format=True
                                           )
+        # Create compatibility with new format
         df['profit_abs'] = df['close_rate'] - df['open_rate']
+    if 'profit_ratio' not in df.columns:
+        df['profit_ratio'] = df['profit_percent']
     df = df.sort_values("open_date").reset_index(drop=True)
     return df
 
@@ -209,6 +224,20 @@ def evaluate_result_multi(results: pd.DataFrame, timeframe: str,
     return df_final[df_final['open_trades'] > max_open_trades]
 
 
+def trade_list_to_dataframe(trades: List[Trade]) -> pd.DataFrame:
+    """
+    Convert list of Trade objects to pandas Dataframe
+    :param trades: List of trade objects
+    :return: Dataframe with BT_DATA_COLUMNS
+    """
+    df = pd.DataFrame.from_records([t.to_json() for t in trades], columns=BT_DATA_COLUMNS)
+    if len(df) > 0:
+        df.loc[:, 'close_date'] = pd.to_datetime(df['close_date'], utc=True)
+        df.loc[:, 'open_date'] = pd.to_datetime(df['open_date'], utc=True)
+        df.loc[:, 'close_rate'] = df['close_rate'].astype('float64')
+    return df
+
+
 def load_trades_from_db(db_url: str, strategy: Optional[str] = None) -> pd.DataFrame:
     """
     Load trades from a DB (using dburl)
@@ -219,36 +248,10 @@ def load_trades_from_db(db_url: str, strategy: Optional[str] = None) -> pd.DataF
     """
     init_db(db_url, clean_open_orders=False)
 
-    columns = ["pair", "open_date", "close_date", "profit", "profit_percent",
-               "open_rate", "close_rate", "amount", "trade_duration", "sell_reason",
-               "fee_open", "fee_close", "open_rate_requested", "close_rate_requested",
-               "stake_amount", "max_rate", "min_rate", "id", "exchange",
-               "stop_loss", "initial_stop_loss", "strategy", "timeframe"]
-
     filters = []
     if strategy:
         filters.append(Trade.strategy == strategy)
-
+    trades = trade_list_to_dataframe(Trade.get_trades(filters).all())
-    trades = pd.DataFrame([(t.pair,
-                            t.open_date.replace(tzinfo=timezone.utc),
-                            t.close_date.replace(tzinfo=timezone.utc) if t.close_date else None,
-                            t.calc_profit(), t.calc_profit_ratio(),
-                            t.open_rate, t.close_rate, t.amount,
-                            (round((t.close_date.timestamp() - t.open_date.timestamp()) / 60, 2)
-                             if t.close_date else None),
-                            t.sell_reason,
-                            t.fee_open, t.fee_close,
-                            t.open_rate_requested,
-                            t.close_rate_requested,
-                            t.stake_amount,
-                            t.max_rate,
-                            t.min_rate,
-                            t.id, t.exchange,
-                            t.stop_loss, t.initial_stop_loss,
-                            t.strategy, t.timeframe
-                            )
-                           for t in Trade.get_trades(filters).all()],
-                          columns=columns)
 
     return trades
 

freqtrade/optimize/backtesting.py

@@ -7,13 +7,14 @@ import logging
 from collections import defaultdict
 from copy import deepcopy
 from datetime import datetime, timedelta, timezone
-from typing import Any, Dict, List, NamedTuple, Optional, Tuple
+from typing import Any, Dict, List, Optional, Tuple
 
 from pandas import DataFrame
 
 from freqtrade.configuration import TimeRange, remove_credentials, validate_config_consistency
 from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.data import history
+from freqtrade.data.btanalysis import trade_list_to_dataframe
 from freqtrade.data.converter import trim_dataframe
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import OperationalException
@@ -41,25 +42,6 @@ LOW_IDX = 5
 HIGH_IDX = 6
 
 
-class BacktestResult(NamedTuple):
-    """
-    NamedTuple Defining BacktestResults inputs.
-    """
-    pair: str
-    profit_percent: float
-    profit_abs: float
-    open_date: datetime
-    open_rate: float
-    open_fee: float
-    close_date: datetime
-    close_rate: float
-    close_fee: float
-    amount: float
-    trade_duration: float
-    open_at_end: bool
-    sell_reason: SellType
-
-
 class Backtesting:
     """
     Backtesting class, this class contains all the logic to run a backtest
@@ -264,7 +246,7 @@ class Backtesting:
         else:
             return sell_row[OPEN_IDX]
 
-    def _get_sell_trade_entry(self, trade: Trade, sell_row: Tuple) -> Optional[BacktestResult]:
+    def _get_sell_trade_entry(self, trade: Trade, sell_row: Tuple) -> Optional[Trade]:
 
         sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX], sell_row[DATE_IDX],
                                          sell_row[BUY_IDX], sell_row[SELL_IDX],
@@ -276,25 +258,12 @@ class Backtesting:
             trade.close_date = sell_row[DATE_IDX]
             trade.sell_reason = sell.sell_type
             trade.close(closerate, show_msg=False)
+            return trade
 
-            return BacktestResult(pair=trade.pair,
-                                  profit_percent=trade.calc_profit_ratio(rate=closerate),
-                                  profit_abs=trade.calc_profit(rate=closerate),
-                                  open_date=trade.open_date,
-                                  open_rate=trade.open_rate,
-                                  open_fee=self.fee,
-                                  close_date=sell_row[DATE_IDX],
-                                  close_rate=closerate,
-                                  close_fee=self.fee,
-                                  amount=trade.amount,
-                                  trade_duration=trade_dur,
-                                  open_at_end=False,
-                                  sell_reason=sell.sell_type
-                                  )
         return None
 
     def handle_left_open(self, open_trades: Dict[str, List[Trade]],
-                         data: Dict[str, List[Tuple]]) -> List[BacktestResult]:
+                         data: Dict[str, List[Tuple]]) -> List[Trade]:
         """
         Handling of left open trades at the end of backtesting
         """
@@ -304,24 +273,11 @@ class Backtesting:
                 for trade in open_trades[pair]:
                     sell_row = data[pair][-1]
 
-                    trade_entry = BacktestResult(pair=trade.pair,
+                    trade.close_date = sell_row[DATE_IDX]
-                                                 profit_percent=trade.calc_profit_ratio(
+                    trade.sell_reason = SellType.FORCE_SELL
-                                                     rate=sell_row[OPEN_IDX]),
+                    trade.close(sell_row[OPEN_IDX], show_msg=False)
-                                                 profit_abs=trade.calc_profit(sell_row[OPEN_IDX]),
+                    trade.is_open = True
-                                                 open_date=trade.open_date,
+                    trades.append(trade)
-                                                 open_rate=trade.open_rate,
-                                                 open_fee=self.fee,
-                                                 close_date=sell_row[DATE_IDX],
-                                                 close_rate=sell_row[OPEN_IDX],
-                                                 close_fee=self.fee,
-                                                 amount=trade.amount,
-                                                 trade_duration=int((
-                                                     sell_row[DATE_IDX] - trade.open_date
-                                                 ).total_seconds() // 60),
-                                                 open_at_end=True,
-                                                 sell_reason=SellType.FORCE_SELL
-                                                 )
-                    trades.append(trade_entry)
         return trades
 
     def backtest(self, processed: Dict, stake_amount: float,
@@ -348,7 +304,7 @@ class Backtesting:
                      f"start_date: {start_date}, end_date: {end_date}, "
                      f"max_open_trades: {max_open_trades}, position_stacking: {position_stacking}"
                      )
-        trades = []
+        trades: List[Trade] = []
         self.prepare_backtest(enable_protections)
 
         # Use dict of lists with data for performance
@@ -429,7 +385,7 @@ class Backtesting:
 
         trades += self.handle_left_open(open_trades, data=data)
 
-        return DataFrame.from_records(trades, columns=BacktestResult._fields)
+        return trade_list_to_dataframe(trades)
 
     def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, Any], timerange: TimeRange):
         logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())

freqtrade/optimize/default_hyperopt_loss.py

@@ -42,7 +42,7 @@ class ShortTradeDurHyperOptLoss(IHyperOptLoss):
         * 0.25: Avoiding trade loss
         * 1.0 to total profit, compared to the expected value (`EXPECTED_MAX_PROFIT`) defined above
         """
-        total_profit = results['profit_percent'].sum()
+        total_profit = results['profit_ratio'].sum()
         trade_duration = results['trade_duration'].mean()
 
         trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)

freqtrade/optimize/hyperopt.py

@@ -574,20 +574,20 @@ class Hyperopt:
         }
 
     def _calculate_results_metrics(self, backtesting_results: DataFrame) -> Dict:
-        wins = len(backtesting_results[backtesting_results.profit_percent > 0])
+        wins = len(backtesting_results[backtesting_results['profit_ratio'] > 0])
-        draws = len(backtesting_results[backtesting_results.profit_percent == 0])
+        draws = len(backtesting_results[backtesting_results['profit_ratio'] == 0])
-        losses = len(backtesting_results[backtesting_results.profit_percent < 0])
+        losses = len(backtesting_results[backtesting_results['profit_ratio'] < 0])
         return {
             'trade_count': len(backtesting_results.index),
             'wins': wins,
             'draws': draws,
             'losses': losses,
             'winsdrawslosses': f"{wins:>4} {draws:>4} {losses:>4}",
-            'avg_profit': backtesting_results.profit_percent.mean() * 100.0,
+            'avg_profit': backtesting_results['profit_ratio'].mean() * 100.0,
-            'median_profit': backtesting_results.profit_percent.median() * 100.0,
+            'median_profit': backtesting_results['profit_ratio'].median() * 100.0,
-            'total_profit': backtesting_results.profit_abs.sum(),
+            'total_profit': backtesting_results['profit_abs'].sum(),
-            'profit': backtesting_results.profit_percent.sum() * 100.0,
+            'profit': backtesting_results['profit_ratio'].sum() * 100.0,
-            'duration': backtesting_results.trade_duration.mean(),
+            'duration': backtesting_results['trade_duration'].mean(),
         }
 
     def _format_results_explanation_string(self, results_metrics: Dict) -> str:

freqtrade/optimize/hyperopt_loss_onlyprofit.py

@@ -34,5 +34,5 @@ class OnlyProfitHyperOptLoss(IHyperOptLoss):
         """
         Objective function, returns smaller number for better results.
         """
-        total_profit = results['profit_percent'].sum()
+        total_profit = results['profit_ratio'].sum()
         return 1 - total_profit / EXPECTED_MAX_PROFIT

freqtrade/optimize/hyperopt_loss_sharpe.py

@@ -28,7 +28,7 @@ class SharpeHyperOptLoss(IHyperOptLoss):
 
         Uses Sharpe Ratio calculation.
         """
-        total_profit = results["profit_percent"]
+        total_profit = results["profit_ratio"]
         days_period = (max_date - min_date).days
 
         # adding slippage of 0.1% per trade

freqtrade/optimize/hyperopt_loss_sharpe_daily.py

@@ -34,9 +34,9 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
         annual_risk_free_rate = 0.0
         risk_free_rate = annual_risk_free_rate / days_in_year
 
-        # apply slippage per trade to profit_percent
+        # apply slippage per trade to profit_ratio
-        results.loc[:, 'profit_percent_after_slippage'] = \
+        results.loc[:, 'profit_ratio_after_slippage'] = \
-            results['profit_percent'] - slippage_per_trade_ratio
+            results['profit_ratio'] - slippage_per_trade_ratio
 
         # create the index within the min_date and end max_date
         t_index = date_range(start=min_date, end=max_date, freq=resample_freq,
@@ -44,10 +44,10 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
 
         sum_daily = (
             results.resample(resample_freq, on='close_date').agg(
-                {"profit_percent_after_slippage": sum}).reindex(t_index).fillna(0)
+                {"profit_ratio_after_slippage": sum}).reindex(t_index).fillna(0)
         )
 
-        total_profit = sum_daily["profit_percent_after_slippage"] - risk_free_rate
+        total_profit = sum_daily["profit_ratio_after_slippage"] - risk_free_rate
         expected_returns_mean = total_profit.mean()
         up_stdev = total_profit.std()
 

freqtrade/optimize/hyperopt_loss_sortino.py

@@ -28,7 +28,7 @@ class SortinoHyperOptLoss(IHyperOptLoss):
 
         Uses Sortino Ratio calculation.
         """
-        total_profit = results["profit_percent"]
+        total_profit = results["profit_ratio"]
         days_period = (max_date - min_date).days
 
         # adding slippage of 0.1% per trade
@@ -36,7 +36,7 @@ class SortinoHyperOptLoss(IHyperOptLoss):
         expected_returns_mean = total_profit.sum() / days_period
 
         results['downside_returns'] = 0
-        results.loc[total_profit < 0, 'downside_returns'] = results['profit_percent']
+        results.loc[total_profit < 0, 'downside_returns'] = results['profit_ratio']
         down_stdev = np.std(results['downside_returns'])
 
         if down_stdev != 0:

freqtrade/optimize/hyperopt_loss_sortino_daily.py

@@ -36,9 +36,9 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
         days_in_year = 365
         minimum_acceptable_return = 0.0
 
-        # apply slippage per trade to profit_percent
+        # apply slippage per trade to profit_ratio
-        results.loc[:, 'profit_percent_after_slippage'] = \
+        results.loc[:, 'profit_ratio_after_slippage'] = \
-            results['profit_percent'] - slippage_per_trade_ratio
+            results['profit_ratio'] - slippage_per_trade_ratio
 
         # create the index within the min_date and end max_date
         t_index = date_range(start=min_date, end=max_date, freq=resample_freq,
@@ -46,17 +46,17 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
 
         sum_daily = (
             results.resample(resample_freq, on='close_date').agg(
-                {"profit_percent_after_slippage": sum}).reindex(t_index).fillna(0)
+                {"profit_ratio_after_slippage": sum}).reindex(t_index).fillna(0)
         )
 
-        total_profit = sum_daily["profit_percent_after_slippage"] - minimum_acceptable_return
+        total_profit = sum_daily["profit_ratio_after_slippage"] - minimum_acceptable_return
         expected_returns_mean = total_profit.mean()
 
         sum_daily['downside_returns'] = 0
         sum_daily.loc[total_profit < 0, 'downside_returns'] = total_profit
         total_downside = sum_daily['downside_returns']
         # Here total_downside contains min(0, P - MAR) values,
-        # where P = sum_daily["profit_percent_after_slippage"]
+        # where P = sum_daily["profit_ratio_after_slippage"]
         down_stdev = math.sqrt((total_downside**2).sum() / len(total_downside))
 
         if down_stdev != 0:

freqtrade/optimize/optimize_reports.py

@@ -58,14 +58,14 @@ def _generate_result_line(result: DataFrame, max_open_trades: int, first_column:
     """
     Generate one result dict, with "first_column" as key.
     """
-    profit_sum = result['profit_percent'].sum()
+    profit_sum = result['profit_ratio'].sum()
     profit_total = profit_sum / max_open_trades
 
     return {
         'key': first_column,
         'trades': len(result),
-        'profit_mean': result['profit_percent'].mean() if len(result) > 0 else 0.0,
+        'profit_mean': result['profit_ratio'].mean() if len(result) > 0 else 0.0,
-        'profit_mean_pct': result['profit_percent'].mean() * 100.0 if len(result) > 0 else 0.0,
+        'profit_mean_pct': result['profit_ratio'].mean() * 100.0 if len(result) > 0 else 0.0,
         'profit_sum': profit_sum,
         'profit_sum_pct': round(profit_sum * 100.0, 2),
         'profit_total_abs': result['profit_abs'].sum(),
@@ -124,8 +124,8 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List
     for reason, count in results['sell_reason'].value_counts().iteritems():
         result = results.loc[results['sell_reason'] == reason]
 
-        profit_mean = result['profit_percent'].mean()
+        profit_mean = result['profit_ratio'].mean()
-        profit_sum = result['profit_percent'].sum()
+        profit_sum = result['profit_ratio'].sum()
         profit_total = profit_sum / max_open_trades
 
         tabular_data.append(
@@ -150,7 +150,7 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List
 def generate_strategy_metrics(all_results: Dict) -> List[Dict]:
     """
     Generate summary per strategy
-    :param all_results: Dict of <Strategyname: BacktestResult> containing results for all strategies
+    :param all_results: Dict of <Strategyname: DataFrame> containing results for all strategies
     :return: List of Dicts containing the metrics per Strategy
     """
 
@@ -199,15 +199,15 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
             'winner_holding_avg': timedelta(),
             'loser_holding_avg': timedelta(),
         }
-    daily_profit = results.resample('1d', on='close_date')['profit_percent'].sum()
+    daily_profit = results.resample('1d', on='close_date')['profit_ratio'].sum()
     worst = min(daily_profit)
     best = max(daily_profit)
     winning_days = sum(daily_profit > 0)
     draw_days = sum(daily_profit == 0)
     losing_days = sum(daily_profit < 0)
 
-    winning_trades = results.loc[results['profit_percent'] > 0]
+    winning_trades = results.loc[results['profit_ratio'] > 0]
-    losing_trades = results.loc[results['profit_percent'] < 0]
+    losing_trades = results.loc[results['profit_ratio'] < 0]
 
     return {
         'backtest_best_day': best,
@@ -243,7 +243,7 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
         if not isinstance(results, DataFrame):
             continue
         config = content['config']
-        max_open_trades = config['max_open_trades']
+        max_open_trades = min(config['max_open_trades'], len(btdata.keys()))
         stake_currency = config['stake_currency']
 
         pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
@@ -253,7 +253,7 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
                                                        results=results)
         left_open_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
                                                   max_open_trades=max_open_trades,
-                                                  results=results.loc[results['open_at_end']],
+                                                  results=results.loc[results['is_open']],
                                                   skip_nan=True)
         daily_stats = generate_daily_stats(results)
         best_pair = max([pair for pair in pair_results if pair['key'] != 'TOTAL'],
@@ -273,8 +273,8 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
             'sell_reason_summary': sell_reason_stats,
             'left_open_trades': left_open_results,
             'total_trades': len(results),
-            'profit_mean': results['profit_percent'].mean() if len(results) > 0 else 0,
+            'profit_mean': results['profit_ratio'].mean() if len(results) > 0 else 0,
-            'profit_total': results['profit_percent'].sum(),
+            'profit_total': results['profit_ratio'].sum() / max_open_trades,
             'profit_total_abs': results['profit_abs'].sum(),
             'backtest_start': min_date.datetime,
             'backtest_start_ts': min_date.int_timestamp * 1000,
@@ -290,8 +290,9 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
             'pairlist': list(btdata.keys()),
             'stake_amount': config['stake_amount'],
             'stake_currency': config['stake_currency'],
-            'max_open_trades': (config['max_open_trades']
+            'max_open_trades': max_open_trades,
-                                if config['max_open_trades'] != float('inf') else -1),
+            'max_open_trades_setting': (config['max_open_trades']
+                                        if config['max_open_trades'] != float('inf') else -1),
             'timeframe': config['timeframe'],
             'timerange': config.get('timerange', ''),
             'enable_protections': config.get('enable_protections', False),
@@ -314,7 +315,7 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
 
         try:
             max_drawdown, drawdown_start, drawdown_end = calculate_max_drawdown(
-                results, value_col='profit_percent')
+                results, value_col='profit_ratio')
             strat_stats.update({
                 'max_drawdown': max_drawdown,
                 'drawdown_start': drawdown_start,
@@ -392,7 +393,7 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
     Generate summary table per strategy
     :param stake_currency: stake-currency - used to correctly name headers
     :param max_open_trades: Maximum allowed open trades used for backtest
-    :param all_results: Dict of <Strategyname: BacktestResult> containing results for all strategies
+    :param all_results: Dict of <Strategyname: DataFrame> containing results for all strategies
     :return: pretty printed table with tabulate as string
     """
     floatfmt = _get_line_floatfmt()
@@ -409,8 +410,8 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
 
 def text_table_add_metrics(strat_results: Dict) -> str:
     if len(strat_results['trades']) > 0:
-        best_trade = max(strat_results['trades'], key=lambda x: x['profit_percent'])
+        best_trade = max(strat_results['trades'], key=lambda x: x['profit_ratio'])
-        worst_trade = min(strat_results['trades'], key=lambda x: x['profit_percent'])
+        worst_trade = min(strat_results['trades'], key=lambda x: x['profit_ratio'])
         metrics = [
             ('Backtesting from', strat_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)),
             ('Backtesting to', strat_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)),
@@ -424,9 +425,9 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                           f"{round(strat_results['best_pair']['profit_sum_pct'], 2)}%"),
             ('Worst Pair', f"{strat_results['worst_pair']['key']} "
                            f"{round(strat_results['worst_pair']['profit_sum_pct'], 2)}%"),
-            ('Best trade', f"{best_trade['pair']} {round(best_trade['profit_percent'] * 100, 2)}%"),
+            ('Best trade', f"{best_trade['pair']} {round(best_trade['profit_ratio'] * 100, 2)}%"),
             ('Worst trade', f"{worst_trade['pair']} "
-                            f"{round(worst_trade['profit_percent'] * 100, 2)}%"),
+                            f"{round(worst_trade['profit_ratio'] * 100, 2)}%"),
 
             ('Best day', f"{round(strat_results['backtest_best_day'] * 100, 2)}%"),
             ('Worst day', f"{round(strat_results['backtest_worst_day'] * 100, 2)}%"),

freqtrade/persistence/models.py

@@ -302,6 +302,11 @@ class Trade(_DECL_BASE):
             'close_profit_pct': round(self.close_profit * 100, 2) if self.close_profit else None,
             'close_profit_abs': self.close_profit_abs,  # Deprecated
 
+            'trade_duration_s': (int((self.close_date - self.open_date).total_seconds())
+                                 if self.close_date else None),
+            'trade_duration': (int((self.close_date - self.open_date).total_seconds() // 60)
+                               if self.close_date else None),
+
             'profit_ratio': self.close_profit,
             'profit_pct': round(self.close_profit * 100, 2) if self.close_profit else None,
             'profit_abs': self.close_profit_abs,

freqtrade/plot/plotting.py

@@ -175,7 +175,7 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
     # Trades can be empty
     if trades is not None and len(trades) > 0:
         # Create description for sell summarizing the trade
-        trades['desc'] = trades.apply(lambda row: f"{round(row['profit_percent'] * 100, 1)}%, "
+        trades['desc'] = trades.apply(lambda row: f"{round(row['profit_ratio'] * 100, 1)}%, "
                                                   f"{row['sell_reason']}, "
                                                   f"{row['trade_duration']} min",
                                       axis=1)
@@ -195,9 +195,9 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
         )
 
         trade_sells = go.Scatter(
-            x=trades.loc[trades['profit_percent'] > 0, "close_date"],
+            x=trades.loc[trades['profit_ratio'] > 0, "close_date"],
-            y=trades.loc[trades['profit_percent'] > 0, "close_rate"],
+            y=trades.loc[trades['profit_ratio'] > 0, "close_rate"],
-            text=trades.loc[trades['profit_percent'] > 0, "desc"],
+            text=trades.loc[trades['profit_ratio'] > 0, "desc"],
             mode='markers',
             name='Sell - Profit',
             marker=dict(
@@ -208,9 +208,9 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
             )
         )
         trade_sells_loss = go.Scatter(
-            x=trades.loc[trades['profit_percent'] <= 0, "close_date"],
+            x=trades.loc[trades['profit_ratio'] <= 0, "close_date"],
-            y=trades.loc[trades['profit_percent'] <= 0, "close_rate"],
+            y=trades.loc[trades['profit_ratio'] <= 0, "close_rate"],
-            text=trades.loc[trades['profit_percent'] <= 0, "desc"],
+            text=trades.loc[trades['profit_ratio'] <= 0, "desc"],
             mode='markers',
             name='Sell - Loss',
             marker=dict(

freqtrade/templates/sample_hyperopt_loss.py

@@ -39,8 +39,8 @@ class SampleHyperOptLoss(IHyperOptLoss):
         """
         Objective function, returns smaller number for better results
         """
-        total_profit = results.profit_percent.sum()
+        total_profit = results['profit_ratio'].sum()
-        trade_duration = results.trade_duration.mean()
+        trade_duration = results['trade_duration'].mean()
 
         trade_loss = 1 - 0.25 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.8)
         profit_loss = max(0, 1 - total_profit / EXPECTED_MAX_PROFIT)

tests/data/test_btanalysis.py

@@ -7,14 +7,13 @@ from pandas import DataFrame, DateOffset, Timestamp, to_datetime
 
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import LAST_BT_RESULT_FN
-from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, analyze_trade_parallelism,
+from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, BT_DATA_COLUMNS_MID, BT_DATA_COLUMNS_OLD,
-                                       calculate_market_change, calculate_max_drawdown,
+                                       analyze_trade_parallelism, calculate_market_change,
-                                       combine_dataframes_with_mean, create_cum_profit,
+                                       calculate_max_drawdown, combine_dataframes_with_mean,
-                                       extract_trades_of_period, get_latest_backtest_filename,
+                                       create_cum_profit, extract_trades_of_period,
-                                       get_latest_hyperopt_file, load_backtest_data, load_trades,
+                                       get_latest_backtest_filename, get_latest_hyperopt_file,
-                                       load_trades_from_db)
+                                       load_backtest_data, load_trades, load_trades_from_db)
 from freqtrade.data.history import load_data, load_pair_history
-from freqtrade.optimize.backtesting import BacktestResult
 from tests.conftest import create_mock_trades
 from tests.conftest_trades import MOCK_TRADE_COUNT
 
@@ -55,7 +54,7 @@ def test_load_backtest_data_old_format(testdatadir):
     filename = testdatadir / "backtest-result_test.json"
     bt_data = load_backtest_data(filename)
     assert isinstance(bt_data, DataFrame)
-    assert list(bt_data.columns) == BT_DATA_COLUMNS + ["profit_abs"]
+    assert list(bt_data.columns) == BT_DATA_COLUMNS_OLD + ['profit_abs', 'profit_ratio']
     assert len(bt_data) == 179
 
     # Test loading from string (must yield same result)
@@ -71,7 +70,7 @@ def test_load_backtest_data_new_format(testdatadir):
     filename = testdatadir / "backtest-result_new.json"
     bt_data = load_backtest_data(filename)
     assert isinstance(bt_data, DataFrame)
-    assert set(bt_data.columns) == set(list(BacktestResult._fields) + ["profit_abs"])
+    assert set(bt_data.columns) == set(BT_DATA_COLUMNS_MID)
     assert len(bt_data) == 179
 
     # Test loading from string (must yield same result)
@@ -95,7 +94,7 @@ def test_load_backtest_data_multi(testdatadir):
     for strategy in ('DefaultStrategy', 'TestStrategy'):
         bt_data = load_backtest_data(filename, strategy=strategy)
         assert isinstance(bt_data, DataFrame)
-        assert set(bt_data.columns) == set(list(BacktestResult._fields) + ["profit_abs"])
+        assert set(bt_data.columns) == set(BT_DATA_COLUMNS_MID)
         assert len(bt_data) == 179
 
         # Test loading from string (must yield same result)
@@ -122,7 +121,7 @@ def test_load_trades_from_db(default_conf, fee, mocker):
     assert isinstance(trades, DataFrame)
     assert "pair" in trades.columns
     assert "open_date" in trades.columns
-    assert "profit_percent" in trades.columns
+    assert "profit_ratio" in trades.columns
 
     for col in BT_DATA_COLUMNS:
         if col not in ['index', 'open_at_end']:

tests/optimize/conftest.py

@@ -37,7 +37,7 @@ def hyperopt_results():
     return pd.DataFrame(
         {
             'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
-            'profit_percent': [-0.1, 0.2, 0.3],
+            'profit_ratio': [-0.1, 0.2, 0.3],
             'profit_abs': [-0.2, 0.4, 0.6],
             'trade_duration': [10, 30, 10],
             'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.ROI],

tests/optimize/test_backtest_detail.py

@@ -510,7 +510,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
     )
 
     assert len(results) == len(data.trades)
-    assert round(results["profit_percent"].sum(), 3) == round(data.profit_perc, 3)
+    assert round(results["profit_ratio"].sum(), 3) == round(data.profit_perc, 3)
 
     for c, trade in enumerate(data.trades):
         res = results.iloc[c]

tests/optimize/test_backtesting.py

@@ -445,7 +445,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
         Backtesting(default_conf)
 
 
-def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
+def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
     default_conf['ask_strategy']['use_sell_signal'] = False
     mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
     patch_exchange(mocker)
@@ -469,21 +469,28 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
 
     expected = pd.DataFrame(
         {'pair': [pair, pair],
-         'profit_percent': [0.0, 0.0],
+         'stake_amount': [0.001, 0.001],
-         'profit_abs': [0.0, 0.0],
+         'amount': [0.00957442, 0.0097064],
          'open_date': pd.to_datetime([Arrow(2018, 1, 29, 18, 40, 0).datetime,
                                       Arrow(2018, 1, 30, 3, 30, 0).datetime], utc=True
                                      ),
-         'open_rate': [0.104445, 0.10302485],
-         'open_fee': [0.0025, 0.0025],
          'close_date': pd.to_datetime([Arrow(2018, 1, 29, 22, 35, 0).datetime,
                                        Arrow(2018, 1, 30, 4, 10, 0).datetime], utc=True),
+         'open_rate': [0.104445, 0.10302485],
          'close_rate': [0.104969, 0.103541],
-         'close_fee': [0.0025, 0.0025],
+         'fee_open': [0.0025, 0.0025],
-         'amount': [0.00957442, 0.0097064],
+         'fee_close': [0.0025, 0.0025],
          'trade_duration': [235, 40],
-         'open_at_end': [False, False],
+         'profit_ratio': [0.0, 0.0],
-         'sell_reason': [SellType.ROI, SellType.ROI]
+         'profit_abs': [0.0, 0.0],
+         'sell_reason': [SellType.ROI, SellType.ROI],
+         'initial_stop_loss_abs': [0.0940005, 0.09272236],
+         'initial_stop_loss_ratio': [-0.1, -0.1],
+         'stop_loss_abs': [0.0940005, 0.09272236],
+         'stop_loss_ratio': [-0.1, -0.1],
+         'min_rate': [0.1038, 0.10302485],
+         'max_rate': [0.10501, 0.1038888],
+         'is_open': [False, False],
          })
     pd.testing.assert_frame_equal(results, expected)
     data_pair = processed[pair]
@@ -629,7 +636,7 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
     # 100 buys signals
     assert len(results) == 100
     # One trade was force-closed at the end
-    assert len(results.loc[results.open_at_end]) == 0
+    assert len(results.loc[results['is_open']]) == 0
 
 
 @pytest.mark.parametrize("pair", ['ADA/BTC', 'LTC/BTC'])
@@ -737,7 +744,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
 def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
 
     patch_exchange(mocker)
-    backtestmock = MagicMock(return_value=pd.DataFrame(columns=BT_DATA_COLUMNS + ['profit_abs']))
+    backtestmock = MagicMock(return_value=pd.DataFrame(columns=BT_DATA_COLUMNS))
     mocker.patch('freqtrade.plugins.pairlistmanager.PairListManager.whitelist',
                  PropertyMock(return_value=['UNITTEST/BTC']))
     mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock)
@@ -803,7 +810,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
     patch_exchange(mocker)
     backtestmock = MagicMock(side_effect=[
         pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'],
-                      'profit_percent': [0.0, 0.0],
+                      'profit_ratio': [0.0, 0.0],
                       'profit_abs': [0.0, 0.0],
                       'open_date': pd.to_datetime(['2018-01-29 18:40:00',
                                                    '2018-01-30 03:30:00', ], utc=True
@@ -811,13 +818,13 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
                       'close_date': pd.to_datetime(['2018-01-29 20:45:00',
                                                     '2018-01-30 05:35:00', ], utc=True),
                       'trade_duration': [235, 40],
-                      'open_at_end': [False, False],
+                      'is_open': [False, False],
                       'open_rate': [0.104445, 0.10302485],
                       'close_rate': [0.104969, 0.103541],
                       'sell_reason': [SellType.ROI, SellType.ROI]
                       }),
         pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
-                      'profit_percent': [0.03, 0.01, 0.1],
+                      'profit_ratio': [0.03, 0.01, 0.1],
                       'profit_abs': [0.01, 0.02, 0.2],
                       'open_date': pd.to_datetime(['2018-01-29 18:40:00',
                                                    '2018-01-30 03:30:00',
@@ -827,7 +834,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
                                                     '2018-01-30 05:35:00',
                                                     '2018-01-30 08:30:00'], utc=True),
                       'trade_duration': [47, 40, 20],
-                      'open_at_end': [False, False, False],
+                      'is_open': [False, False, False],
                       'open_rate': [0.104445, 0.10302485, 0.122541],
                       'close_rate': [0.104969, 0.103541, 0.123541],
                       'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]

tests/optimize/test_hyperopt.py

@@ -427,7 +427,7 @@ def test_format_results(hyperopt):
         ('LTC/BTC', 1, 1, 123),
         ('XPR/BTC', -1, -2, -246)
     ]
-    labels = ['currency', 'profit_percent', 'profit_abs', 'trade_duration']
+    labels = ['currency', 'profit_ratio', 'profit_abs', 'trade_duration']
     df = pd.DataFrame.from_records(trades, columns=labels)
     results_metrics = hyperopt._calculate_results_metrics(df)
     results_explanation = hyperopt._format_results_explanation_string(results_metrics)
@@ -567,7 +567,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
     trades = [
         ('TRX/BTC', 0.023117, 0.000233, 100)
     ]
-    labels = ['currency', 'profit_percent', 'profit_abs', 'trade_duration']
+    labels = ['currency', 'profit_ratio', 'profit_abs', 'trade_duration']
     backtest_result = pd.DataFrame.from_records(trades, columns=labels)
 
     mocker.patch(

tests/optimize/test_hyperoptloss.py

@@ -60,9 +60,9 @@ def test_loss_calculation_prefer_shorter_trades(hyperopt_conf, hyperopt_results)
 
 def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) -> None:
     results_over = hyperopt_results.copy()
-    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
+    results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
     results_under = hyperopt_results.copy()
-    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
+    results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
 
     hl = HyperOptLossResolver.load_hyperoptloss(hyperopt_conf)
     correct = hl.hyperopt_loss_function(hyperopt_results, 600,
@@ -77,9 +77,9 @@ def test_loss_calculation_has_limited_profit(hyperopt_conf, hyperopt_results) ->
 
 def test_sharpe_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
     results_over = hyperopt_results.copy()
-    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
+    results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
     results_under = hyperopt_results.copy()
-    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
+    results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
 
     default_conf.update({'hyperopt_loss': 'SharpeHyperOptLoss'})
     hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
@@ -95,9 +95,9 @@ def test_sharpe_loss_prefers_higher_profits(default_conf, hyperopt_results) -> N
 
 def test_sharpe_loss_daily_prefers_higher_profits(default_conf, hyperopt_results) -> None:
     results_over = hyperopt_results.copy()
-    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
+    results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
     results_under = hyperopt_results.copy()
-    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
+    results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
 
     default_conf.update({'hyperopt_loss': 'SharpeHyperOptLossDaily'})
     hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
@@ -113,9 +113,9 @@ def test_sharpe_loss_daily_prefers_higher_profits(default_conf, hyperopt_results
 
 def test_sortino_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
     results_over = hyperopt_results.copy()
-    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
+    results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
     results_under = hyperopt_results.copy()
-    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
+    results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
 
     default_conf.update({'hyperopt_loss': 'SortinoHyperOptLoss'})
     hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
@@ -131,9 +131,9 @@ def test_sortino_loss_prefers_higher_profits(default_conf, hyperopt_results) ->
 
 def test_sortino_loss_daily_prefers_higher_profits(default_conf, hyperopt_results) -> None:
     results_over = hyperopt_results.copy()
-    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
+    results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
     results_under = hyperopt_results.copy()
-    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
+    results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
 
     default_conf.update({'hyperopt_loss': 'SortinoHyperOptLossDaily'})
     hl = HyperOptLossResolver.load_hyperoptloss(default_conf)
@@ -149,9 +149,9 @@ def test_sortino_loss_daily_prefers_higher_profits(default_conf, hyperopt_result
 
 def test_onlyprofit_loss_prefers_higher_profits(default_conf, hyperopt_results) -> None:
     results_over = hyperopt_results.copy()
-    results_over['profit_percent'] = hyperopt_results['profit_percent'] * 2
+    results_over['profit_ratio'] = hyperopt_results['profit_ratio'] * 2
     results_under = hyperopt_results.copy()
-    results_under['profit_percent'] = hyperopt_results['profit_percent'] / 2
+    results_under['profit_ratio'] = hyperopt_results['profit_ratio'] / 2
 
     default_conf.update({'hyperopt_loss': 'OnlyProfitHyperOptLoss'})
     hl = HyperOptLossResolver.load_hyperoptloss(default_conf)

tests/optimize/test_optimize_reports.py

@@ -27,7 +27,7 @@ def test_text_table_bt_results():
     results = pd.DataFrame(
         {
             'pair': ['ETH/BTC', 'ETH/BTC'],
-            'profit_percent': [0.1, 0.2],
+            'profit_ratio': [0.1, 0.2],
             'profit_abs': [0.2, 0.4],
             'trade_duration': [10, 30],
             'wins': [2, 0],
@@ -59,7 +59,7 @@ def test_generate_backtest_stats(default_conf, testdatadir):
     results = {'DefStrat': {
         'results': pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC",
                                           "UNITTEST/BTC", "UNITTEST/BTC"],
-                                 "profit_percent": [0.003312, 0.010801, 0.013803, 0.002780],
+                                 "profit_ratio": [0.003312, 0.010801, 0.013803, 0.002780],
                                  "profit_abs": [0.000003, 0.000011, 0.000014, 0.000003],
                                  "open_date": [Arrow(2017, 11, 14, 19, 32, 00).datetime,
                                                Arrow(2017, 11, 14, 21, 36, 00).datetime,
@@ -72,7 +72,7 @@ def test_generate_backtest_stats(default_conf, testdatadir):
                                  "open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
                                  "close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
                                  "trade_duration": [123, 34, 31, 14],
-                                 "open_at_end": [False, False, False, True],
+                                 "is_open": [False, False, False, True],
                                  "sell_reason": [SellType.ROI, SellType.STOP_LOSS,
                                                  SellType.ROI, SellType.FORCE_SELL]
                                  }),
@@ -103,7 +103,7 @@ def test_generate_backtest_stats(default_conf, testdatadir):
     results = {'DefStrat': {
         'results': pd.DataFrame(
             {"pair": ["UNITTEST/BTC", "UNITTEST/BTC", "UNITTEST/BTC", "UNITTEST/BTC"],
-             "profit_percent": [0.003312, 0.010801, -0.013803, 0.002780],
+             "profit_ratio": [0.003312, 0.010801, -0.013803, 0.002780],
              "profit_abs": [0.000003, 0.000011, -0.000014, 0.000003],
              "open_date": [Arrow(2017, 11, 14, 19, 32, 00).datetime,
                            Arrow(2017, 11, 14, 21, 36, 00).datetime,
@@ -179,7 +179,7 @@ def test_generate_pair_metrics():
     results = pd.DataFrame(
         {
             'pair': ['ETH/BTC', 'ETH/BTC'],
-            'profit_percent': [0.1, 0.2],
+            'profit_ratio': [0.1, 0.2],
             'profit_abs': [0.2, 0.4],
             'trade_duration': [10, 30],
             'wins': [2, 0],
@@ -227,7 +227,7 @@ def test_text_table_sell_reason():
     results = pd.DataFrame(
         {
             'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
-            'profit_percent': [0.1, 0.2, -0.1],
+            'profit_ratio': [0.1, 0.2, -0.1],
             'profit_abs': [0.2, 0.4, -0.2],
             'trade_duration': [10, 30, 10],
             'wins': [2, 0, 0],
@@ -259,7 +259,7 @@ def test_generate_sell_reason_stats():
     results = pd.DataFrame(
         {
             'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
-            'profit_percent': [0.1, 0.2, -0.1],
+            'profit_ratio': [0.1, 0.2, -0.1],
             'profit_abs': [0.2, 0.4, -0.2],
             'trade_duration': [10, 30, 10],
             'wins': [2, 0, 0],
@@ -295,7 +295,7 @@ def test_text_table_strategy(default_conf):
     results['TestStrategy1'] = {'results': pd.DataFrame(
         {
             'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
-            'profit_percent': [0.1, 0.2, 0.3],
+            'profit_ratio': [0.1, 0.2, 0.3],
             'profit_abs': [0.2, 0.4, 0.5],
             'trade_duration': [10, 30, 10],
             'wins': [2, 0, 0],
@@ -307,7 +307,7 @@ def test_text_table_strategy(default_conf):
     results['TestStrategy2'] = {'results': pd.DataFrame(
         {
             'pair': ['LTC/BTC', 'LTC/BTC', 'LTC/BTC'],
-            'profit_percent': [0.4, 0.2, 0.3],
+            'profit_ratio': [0.4, 0.2, 0.3],
             'profit_abs': [0.4, 0.4, 0.5],
             'trade_duration': [15, 30, 15],
             'wins': [4, 1, 0],

tests/rpc/test_rpc.py

@@ -80,6 +80,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'amount': 91.07468123,
         'amount_requested': 91.07468123,
         'stake_amount': 0.001,
+        'trade_duration': None,
+        'trade_duration_s': None,
         'close_profit': None,
         'close_profit_pct': None,
         'close_profit_abs': None,
@@ -144,6 +146,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
         'current_rate': ANY,
         'amount': 91.07468123,
         'amount_requested': 91.07468123,
+        'trade_duration': ANY,
+        'trade_duration_s': ANY,
         'stake_amount': 0.001,
         'close_profit': None,
         'close_profit_pct': None,

tests/test_persistence.py

@@ -815,6 +815,8 @@ def test_to_json(default_conf, fee):
                       'amount': 123.0,
                       'amount_requested': 123.0,
                       'stake_amount': 0.001,
+                      'trade_duration': None,
+                      'trade_duration_s': None,
                       'close_profit': None,
                       'close_profit_pct': None,
                       'close_profit_abs': None,
@@ -869,6 +871,8 @@ def test_to_json(default_conf, fee):
                       'amount': 100.0,
                       'amount_requested': 101.0,
                       'stake_amount': 0.001,
+                      'trade_duration': 60,
+                      'trade_duration_s': 3600,
                       'stop_loss_abs': None,
                       'stop_loss_pct': None,
                       'stop_loss_ratio': None,