diff --git a/docs/backtesting.md b/docs/backtesting.md index d925e0e4e..3b1f940fb 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -377,50 +377,47 @@ The last element of the backtest report is the summary metrics table. It contains some useful key metrics about performance of your strategy on backtesting data. ``` -================ 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% | -| CAGR % | 460.87% | -| Avg. stake amount | 0.001 BTC | -| Total trade volume | 0.429 BTC | -| | | -| Long / Short | 352 / 77 | -| Total profit Long % | 1250.58% | -| Total profit Short % | -15.02% | -| Absolute profit Long | 0.00838792 BTC | -| Absolute profit Short | -0.00076 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% | -================================================ +================== SUMMARY METRICS ================== +| Metric | Value | +|-----------------------------+---------------------| +| Backtesting from | 2022-02-01 00:00:00 | +| Backtesting to | 2022-03-15 00:15:00 | +| Max open trades | 10 | +| | | +| Total/Daily Avg Trades | 77 / 1.83 | +| Starting balance | 1000 USDT | +| Final balance | 1135.843 USDT | +| Absolute profit | 135.843 USDT | +| Total profit % | 13.58% | +| CAGR % | 202.51% | +| Trades per day | 1.83 | +| Avg. daily profit % | 0.32% | +| Avg. stake amount | 105.996 USDT | +| Total trade volume | 8161.695 USDT | +| | | +| Best Pair | THETA/USDT 61.28% | +| Worst Pair | SAND/USDT -15.57% | +| Best trade | THETA/USDT 25.47% | +| Worst trade | SAND/USDT -5.19% | +| Best day | 73.347 USDT | +| Worst day | -56.261 USDT | +| Days win/draw/lose | 12 / 9 / 11 | +| Avg. Duration Winners | 1 day, 19:30:00 | +| Avg. Duration Loser | 20:31:00 | +| Rejected Entry signals | 16959 | +| Entry/Exit Timeouts | 0 / 0 | +| | | +| Min balance | 970.12 USDT | +| Max balance | 1141.775 USDT | +| Max % of account underwater | 7.07% | +| Absolute Drawdown (Account) | 7.07% | +| Absolute Drawdown | 77.666 USDT | +| Drawdown high | 97.995 USDT | +| Drawdown low | 20.329 USDT | +| Drawdown Start | 2022-02-11 08:00:00 | +| Drawdown End | 2022-02-13 15:30:00 | +| Market change | -6.67% | +===================================================== ```