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Add trade-volume metric

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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
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5
freqtrade/optimize/optimize_reports.py
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@@ -277,6 +277,7 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
'sell_reason_summary': sell_reason_stats,
'left_open_trades': left_open_results,
'total_trades': len(results),
'total_volume': results['stake_amount'].sum(),
'profit_mean': results['profit_ratio'].mean() if len(results) > 0 else 0,
'profit_total': results['profit_abs'].sum() / starting_balance,
'profit_total_abs': results['profit_abs'].sum(),
@@ -442,9 +443,11 @@ def text_table_add_metrics(strat_results: Dict) -> str:
strat_results['stake_currency'])),
('Absolute profit ', round_coin_value(strat_results['profit_total_abs'],
strat_results['stake_currency'])),
('Total Profit %', f"{round(strat_results['profit_total'] * 100, 2)}%"),
('Trades per day', strat_results['trades_per_day']),
('Total trade volume', round_coin_value(strat_results['total_volume'],
strat_results['stake_currency'])),
('', ''), # Empty line to improve readability
('Best Pair', f"{strat_results['best_pair']['key']} "
f"{round(strat_results['best_pair']['profit_sum_pct'], 2)}%"),