adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add trade-volume metric

Browse Source
This commit is contained in:
Matthias
2021-02-14 13:08:49 +01:00
parent 35e6a9ab3a
commit 72f21fc5ec
4 changed files with 10 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files

3
docs/backtesting.md
View File

@@ -257,6 +257,7 @@ A backtesting result will look like that:
| Absolute profit | 0.00762792 BTC |
| Total Profit % | 76.2% |
| Trades per day | 3.575 |
| Total trade volume | 0.429 BTC |
| | |
| Best Pair | LSK/BTC 26.26% |
| Worst Pair | ZEC/BTC -10.18% |
@@ -337,6 +338,7 @@ It contains some useful key metrics about performance of your strategy on backte
| Absolute profit | 0.00762792 BTC |
| Total Profit % | 76.2% |
| Trades per day | 3.575 |
| Total trade volume | 0.429 BTC |
| | |
| Best Pair | LSK/BTC 26.26% |
| Worst Pair | ZEC/BTC -10.18% |
@@ -364,6 +366,7 @@ It contains some useful key metrics about performance of your strategy on backte
- `Absolute profit`: Profit made in stake currency.
- `Total Profit %`: Total profit. Aligned to the `TOTAL` row's `Tot Profit %` from the first table. Calculated as `(End capital − Starting capital) / Starting capital`.
- `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).
- `Total trade volume`: Volume generated on the exchange to reach the above profit.
- `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
- `Best day` / `Worst day`: Best and worst day based on daily profit.