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Update summary examples

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Nicolas Papp 2022-05-01 12:32:12 -03:00
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docs/backtesting.md
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@ -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. It contains some useful key metrics about performance of your strategy on backtesting data.
``` ```
================ SUMMARY METRICS =============== ================== SUMMARY METRICS ==================
| Metric | Value | | Metric | Value |
|------------------------+---------------------| |-----------------------------+---------------------|
| Backtesting from | 2019-01-01 00:00:00 | | Backtesting from | 2022-02-01 00:00:00 |
| Backtesting to | 2019-05-01 00:00:00 | | Backtesting to | 2022-03-15 00:15:00 |
| Max open trades | 3 | | Max open trades | 10 |
| | | | | |
| Total/Daily Avg Trades | 429 / 3.575 | | Total/Daily Avg Trades | 77 / 1.83 |
| Starting balance | 0.01000000 BTC | | Starting balance | 1000 USDT |
| Final balance | 0.01762792 BTC | | Final balance | 1135.843 USDT |
| Absolute profit | 0.00762792 BTC | | Absolute profit | 135.843 USDT |
| Total profit % | 76.2% | | Total profit % | 13.58% |
| CAGR % | 460.87% | | CAGR % | 202.51% |
| Avg. stake amount | 0.001 BTC | | Trades per day | 1.83 |
| Total trade volume | 0.429 BTC | | Avg. daily profit % | 0.32% |
| Avg. stake amount | 105.996 USDT |
| Total trade volume | 8161.695 USDT |
| | | | | |
| Long / Short | 352 / 77 | | Best Pair | THETA/USDT 61.28% |
| Total profit Long % | 1250.58% | | Worst Pair | SAND/USDT -15.57% |
| Total profit Short % | -15.02% | | Best trade | THETA/USDT 25.47% |
| Absolute profit Long | 0.00838792 BTC | | Worst trade | SAND/USDT -5.19% |
| Absolute profit Short | -0.00076 BTC | | Best day | 73.347 USDT |
| | | | Worst day | -56.261 USDT |
| Best Pair | LSK/BTC 26.26% | | Days win/draw/lose | 12 / 9 / 11 |
| Worst Pair | ZEC/BTC -10.18% | | Avg. Duration Winners | 1 day, 19:30:00 |
| Best Trade | LSK/BTC 4.25% | | Avg. Duration Loser | 20:31:00 |
| Worst Trade | ZEC/BTC -10.25% | | Rejected Entry signals | 16959 |
| 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 | | Entry/Exit Timeouts | 0 / 0 |
| | | | | |
| Min balance | 0.00945123 BTC | | Min balance | 970.12 USDT |
| Max balance | 0.01846651 BTC | | Max balance | 1141.775 USDT |
| Drawdown (Account) | 13.33% | | Max % of account underwater | 7.07% |
| Drawdown | 0.0015 BTC | | Absolute Drawdown (Account) | 7.07% |
| Drawdown high | 0.0013 BTC | | Absolute Drawdown | 77.666 USDT |
| Drawdown low | -0.0002 BTC | | Drawdown high | 97.995 USDT |
| Drawdown Start | 2019-02-15 14:10:00 | | Drawdown low | 20.329 USDT |
| Drawdown End | 2019-04-11 18:15:00 | | Drawdown Start | 2022-02-11 08:00:00 |
| Market change | -5.88% | | Drawdown End | 2022-02-13 15:30:00 |
================================================ | Market change | -6.67% |
=====================================================
``` ```