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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 |
| Long / Short | 352 / 77 | | Total trade volume | 8161.695 USDT |
| Total profit Long % | 1250.58% | | | |
| Total profit Short % | -15.02% | | Best Pair | THETA/USDT 61.28% |
| Absolute profit Long | 0.00838792 BTC | | Worst Pair | SAND/USDT -15.57% |
| Absolute profit Short | -0.00076 BTC | | Best trade | THETA/USDT 25.47% |
| | | | Worst trade | SAND/USDT -5.19% |
| Best Pair | LSK/BTC 26.26% | | Best day | 73.347 USDT |
| Worst Pair | ZEC/BTC -10.18% | | Worst day | -56.261 USDT |
| Best Trade | LSK/BTC 4.25% | | Days win/draw/lose | 12 / 9 / 11 |
| Worst Trade | ZEC/BTC -10.25% | | Avg. Duration Winners | 1 day, 19:30:00 |
| Best day | 0.00076 BTC | | Avg. Duration Loser | 20:31:00 |
| Worst day | -0.00036 BTC | | Rejected Entry signals | 16959 |
| Days win/draw/lose | 12 / 82 / 25 | | Entry/Exit Timeouts | 0 / 0 |
| Avg. Duration Winners | 4:23:00 | | | |
| Avg. Duration Loser | 6:55:00 | | Min balance | 970.12 USDT |
| Rejected Entry signals | 3089 | | Max balance | 1141.775 USDT |
| Entry/Exit Timeouts | 0 / 0 | | Max % of account underwater | 7.07% |
| | | | Absolute Drawdown (Account) | 7.07% |
| Min balance | 0.00945123 BTC | | Absolute Drawdown | 77.666 USDT |
| Max balance | 0.01846651 BTC | | Drawdown high | 97.995 USDT |
| Drawdown (Account) | 13.33% | | Drawdown low | 20.329 USDT |
| Drawdown | 0.0015 BTC | | Drawdown Start | 2022-02-11 08:00:00 |
| Drawdown high | 0.0013 BTC | | Drawdown End | 2022-02-13 15:30:00 |
| Drawdown low | -0.0002 BTC | | Market change | -6.67% |
| Drawdown Start | 2019-02-15 14:10:00 | =====================================================
| Drawdown End | 2019-04-11 18:15:00 |
| Market change | -5.88% |
================================================
``` ```