From 2bed41da5dcc899b45c0d984b81b44cfc5094340 Mon Sep 17 00:00:00 2001
From: rextea <amir.friedmanz@gmail.com>
Date: Fri, 26 Mar 2021 18:40:50 +0300
Subject: [PATCH 01/16] Add days breakdown table to backtesting

---
 docs/backtesting.md                      |  1 +
 freqtrade/commands/arguments.py          |  2 +-
 freqtrade/commands/cli_options.py        |  6 ++
 freqtrade/configuration/configuration.py |  3 +
 freqtrade/optimize/optimize_reports.py   | 71 +++++++++++++++++++++---
 5 files changed, 74 insertions(+), 9 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index d02c59f05..91faa07bb 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -67,6 +67,7 @@ optional arguments:
                         Requires `--export` to be set as well. Example:
                         `--export-filename=user_data/backtest_results/backtest
                         _today.json`
+  --show-days           Print a days breakdown table of the backtest results
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 9468a7f7d..b71819ef2 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -21,7 +21,7 @@ ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
                                         "enable_protections", "dry_run_wallet",
-                                        "strategy_list", "export", "exportfilename"]
+                                        "strategy_list", "export", "exportfilename", "show_days"]
 
 ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
                                         "position_stacking", "use_max_market_positions",
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 15c13cec9..dc193ee4f 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -183,6 +183,12 @@ AVAILABLE_CLI_OPTIONS = {
         type=float,
         metavar='FLOAT',
     ),
+    "show_days": Arg(
+        '--show-days',
+        help='Print days breakdown for backtest results',
+        action='store_true',
+        default=False,
+    ),
     # Edge
     "stoploss_range": Arg(
         '--stoplosses',
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index a40a4fd83..1eb6351d0 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -260,6 +260,9 @@ class Configuration:
         self._args_to_config(config, argname='export',
                              logstring='Parameter --export detected: {} ...')
 
+        self._args_to_config(config, argname='show_days',
+                             logstring='Parameter --show-days detected ...')
+
         # Edge section:
         if 'stoploss_range' in self.args and self.args["stoploss_range"]:
             txt_range = eval(self.args["stoploss_range"])
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 099976aa9..d15988669 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -13,7 +13,6 @@ from freqtrade.data.btanalysis import (calculate_csum, calculate_market_change,
                                        calculate_max_drawdown)
 from freqtrade.misc import decimals_per_coin, file_dump_json, round_coin_value
 
-
 logger = logging.getLogger(__name__)
 
 
@@ -32,7 +31,7 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N
         filename = Path.joinpath(
             recordfilename.parent,
             f'{recordfilename.stem}-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}'
-            ).with_suffix(recordfilename.suffix)
+        ).with_suffix(recordfilename.suffix)
     file_dump_json(filename, stats)
 
     latest_filename = Path.joinpath(filename.parent, LAST_BT_RESULT_FN)
@@ -75,8 +74,8 @@ def _generate_result_line(result: DataFrame, starting_balance: int, first_column
         'profit_total': profit_total,
         'profit_total_pct': round(profit_total * 100.0, 2),
         'duration_avg': str(timedelta(
-                            minutes=round(result['trade_duration'].mean()))
-                            ) if not result.empty else '0:00',
+            minutes=round(result['trade_duration'].mean()))
+        ) if not result.empty else '0:00',
         # 'duration_max': str(timedelta(
         #                     minutes=round(result['trade_duration'].max()))
         #                     ) if not result.empty else '0:00',
@@ -161,12 +160,11 @@ def generate_strategy_metrics(all_results: Dict) -> List[Dict]:
     for strategy, results in all_results.items():
         tabular_data.append(_generate_result_line(
             results['results'], results['config']['dry_run_wallet'], strategy)
-            )
+        )
     return tabular_data
 
 
 def generate_edge_table(results: dict) -> str:
-
     floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', 'd', 'd')
     tabular_data = []
     headers = ['Pair', 'Stoploss', 'Win Rate', 'Risk Reward Ratio',
@@ -191,6 +189,29 @@ def generate_edge_table(results: dict) -> str:
                     floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
 
 
+def generate_days_breakdown_stats(results: DataFrame, starting_balance: int) -> Dict[str, Any]:
+    days = results.resample('1d', on='close_date')
+    days_stats = []
+    for name, day in days:
+        profit_abs = day['profit_abs'].sum().round(10)
+        profit_total = day['profit_abs'].sum() / starting_balance
+        wins = sum(day['profit_abs'] > 0)
+        draws = sum(day['profit_abs'] == 0)
+        loses = sum(day['profit_abs'] < 0)
+        profit_percentage = round(profit_total * 100.0, 2)
+        days_stats.append(
+            {
+                'date': name.strftime('%d/%m/%Y'),
+                'profit_percentage': profit_percentage,
+                'profit_abs': profit_abs,
+                'wins': wins,
+                'draws': draws,
+                'loses': loses
+            }
+        )
+    return days_stats
+
+
 def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
     if len(results) == 0:
         return {
@@ -266,6 +287,8 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
                                                   starting_balance=starting_balance,
                                                   results=results.loc[results['is_open']],
                                                   skip_nan=True)
+        days_breakdown_stats = generate_days_breakdown_stats(results=results,
+                                                             starting_balance=starting_balance)
         daily_stats = generate_daily_stats(results)
         best_pair = max([pair for pair in pair_results if pair['key'] != 'TOTAL'],
                         key=lambda x: x['profit_sum']) if len(pair_results) > 1 else None
@@ -283,6 +306,7 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
             'results_per_pair': pair_results,
             'sell_reason_summary': sell_reason_stats,
             'left_open_trades': left_open_results,
+            'days_breakdown_stats': days_breakdown_stats,
             'total_trades': len(results),
             'total_volume': float(results['stake_amount'].sum()),
             'avg_stake_amount': results['stake_amount'].mean() if len(results) > 0 else 0,
@@ -425,6 +449,28 @@ def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren
     return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
 
 
+def text_table_days_breakdown(days_breakdown_stats: List[Dict[str, Any]], stake_currency: str) -> str:
+    """
+    Generate small table with Backtest results by days
+    :param days_breakdown_stats: Days breakdown metrics
+    :param stake_currency: Stakecurrency used
+    :return: pretty printed table with tabulate as string
+    """
+    headers = [
+        'Day',
+        'Profit %',
+        f'Tot Profit {stake_currency}',
+        'Wins',
+        'Draws',
+        'Losses',
+    ]
+    output = [[
+        d['date'], d['profit_percentage'], round_coin_value(d['profit_abs'], stake_currency, False),
+        d['wins'], d['draws'], d['loses'],
+    ] for d in days_breakdown_stats]
+    return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
+
+
 def text_table_strategy(strategy_results, stake_currency: str) -> str:
     """
     Generate summary table per strategy
@@ -463,6 +509,8 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                                                   strat_results['stake_currency'])),
             ('Total profit %', f"{round(strat_results['profit_total'] * 100, 2)}%"),
             ('Trades per day', strat_results['trades_per_day']),
+            ('Avg. daily profit %',
+             f"{round(strat_results['profit_total'] / strat_results['backtest_days'] * 100, 2)}%"),
             ('Avg. stake amount', round_coin_value(strat_results['avg_stake_amount'],
                                                    strat_results['stake_currency'])),
             ('Total trade volume', round_coin_value(strat_results['total_volume'],
@@ -482,7 +530,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Worst day', round_coin_value(strat_results['backtest_worst_day_abs'],
                                            strat_results['stake_currency'])),
             ('Days win/draw/lose', f"{strat_results['winning_days']} / "
-                f"{strat_results['draw_days']} / {strat_results['losing_days']}"),
+                                   f"{strat_results['draw_days']} / {strat_results['losing_days']}"),
             ('Avg. Duration Winners', f"{strat_results['winner_holding_avg']}"),
             ('Avg. Duration Loser', f"{strat_results['loser_holding_avg']}"),
             ('', ''),  # Empty line to improve readability
@@ -510,7 +558,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                                          strat_results['stake_currency'])
         stake_amount = round_coin_value(
             strat_results['stake_amount'], strat_results['stake_currency']
-            ) if strat_results['stake_amount'] != UNLIMITED_STAKE_AMOUNT else 'unlimited'
+        ) if strat_results['stake_amount'] != UNLIMITED_STAKE_AMOUNT else 'unlimited'
 
         message = ("No trades made. "
                    f"Your starting balance was {start_balance}, "
@@ -542,6 +590,13 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
             print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
         print(table)
 
+        if config.get('show_days', False):
+            table = text_table_days_breakdown(days_breakdown_stats=results['days_breakdown_stats'],
+                                              stake_currency=stake_currency)
+            if isinstance(table, str) and len(table) > 0:
+                print(' DAYS BREAKDOWN '.center(len(table.splitlines()[0]), '='))
+            print(table)
+
         table = text_table_add_metrics(results)
         if isinstance(table, str) and len(table) > 0:
             print(' SUMMARY METRICS '.center(len(table.splitlines()[0]), '='))

From 76a02ff70aa4016ed6755fa1f00cbb6246edab97 Mon Sep 17 00:00:00 2001
From: rextea <amir.friedmanz@gmail.com>
Date: Fri, 26 Mar 2021 18:49:17 +0300
Subject: [PATCH 02/16] fix indentations

---
 freqtrade/optimize/optimize_reports.py | 11 ++++++-----
 1 file changed, 6 insertions(+), 5 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index d15988669..286fa5c46 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -13,6 +13,7 @@ from freqtrade.data.btanalysis import (calculate_csum, calculate_market_change,
                                        calculate_max_drawdown)
 from freqtrade.misc import decimals_per_coin, file_dump_json, round_coin_value
 
+
 logger = logging.getLogger(__name__)
 
 
@@ -31,7 +32,7 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N
         filename = Path.joinpath(
             recordfilename.parent,
             f'{recordfilename.stem}-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}'
-        ).with_suffix(recordfilename.suffix)
+            ).with_suffix(recordfilename.suffix)
     file_dump_json(filename, stats)
 
     latest_filename = Path.joinpath(filename.parent, LAST_BT_RESULT_FN)
@@ -74,8 +75,8 @@ def _generate_result_line(result: DataFrame, starting_balance: int, first_column
         'profit_total': profit_total,
         'profit_total_pct': round(profit_total * 100.0, 2),
         'duration_avg': str(timedelta(
-            minutes=round(result['trade_duration'].mean()))
-        ) if not result.empty else '0:00',
+                            minutes=round(result['trade_duration'].mean()))
+                            ) if not result.empty else '0:00',
         # 'duration_max': str(timedelta(
         #                     minutes=round(result['trade_duration'].max()))
         #                     ) if not result.empty else '0:00',
@@ -530,7 +531,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Worst day', round_coin_value(strat_results['backtest_worst_day_abs'],
                                            strat_results['stake_currency'])),
             ('Days win/draw/lose', f"{strat_results['winning_days']} / "
-                                   f"{strat_results['draw_days']} / {strat_results['losing_days']}"),
+            f"{strat_results['draw_days']} / {strat_results['losing_days']}"),
             ('Avg. Duration Winners', f"{strat_results['winner_holding_avg']}"),
             ('Avg. Duration Loser', f"{strat_results['loser_holding_avg']}"),
             ('', ''),  # Empty line to improve readability
@@ -558,7 +559,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
                                          strat_results['stake_currency'])
         stake_amount = round_coin_value(
             strat_results['stake_amount'], strat_results['stake_currency']
-        ) if strat_results['stake_amount'] != UNLIMITED_STAKE_AMOUNT else 'unlimited'
+            ) if strat_results['stake_amount'] != UNLIMITED_STAKE_AMOUNT else 'unlimited'
 
         message = ("No trades made. "
                    f"Your starting balance was {start_balance}, "

From 5a9983086a75275f2fbeb7f0569e7a3a09277b71 Mon Sep 17 00:00:00 2001
From: daniila <tanelkollamaa@gmail.com>
Date: Sun, 17 Oct 2021 00:24:00 +0300
Subject: [PATCH 03/16] How to run multiple instances with docker

Basic guide on how to run multiple instances using docker.
---
 docs/advanced-setup.md | 65 ++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 65 insertions(+)

diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md
index f03bc10c0..e7e5b6cec 100644
--- a/docs/advanced-setup.md
+++ b/docs/advanced-setup.md
@@ -52,6 +52,71 @@ freqtrade trade -c MyConfigUSDT.json -s MyCustomStrategy --db-url sqlite:///user
 
 For more information regarding usage of the sqlite databases, for example to manually enter or remove trades, please refer to the [SQL Cheatsheet](sql_cheatsheet.md).
 
+### Multiple instances using docker
+
+To run multiple instances of freqtrade using docker you will need to edit the docker-compose.yml file and add all the instances you want as separate services. Remember, you can separate your configuration into multiple files, so it's a good idea to think about making them modular, then if you need to edit something common to all bots, you can do that in a single config file. 
+```
+---
+version: '3'
+services:
+  freqtrade1:
+    image: freqtradeorg/freqtrade:stable
+    # image: freqtradeorg/freqtrade:develop
+    # Use plotting image
+    # image: freqtradeorg/freqtrade:develop_plot
+    # Build step - only needed when additional dependencies are needed
+    # build:
+    #   context: .
+    #   dockerfile: "./docker/Dockerfile.custom"
+    restart: always
+    container_name: freqtrade1
+    volumes:
+      - "./user_data:/freqtrade/user_data"
+    # Expose api on port 8080 (localhost only)
+    # Please read the https://www.freqtrade.io/en/latest/rest-api/ documentation
+    # before enabling this.
+     ports:
+     - "127.0.0.1:8080:8080"
+    # Default command used when running `docker compose up`
+    command: >
+      trade
+      --logfile /freqtrade/user_data/logs/freqtrade1.log
+      --db-url sqlite:////freqtrade/user_data/tradesv3_freqtrade1.sqlite
+      --config /freqtrade/user_data/config.json
+      --config /freqtrade/user_data/config.freqtrade1.json
+      --strategy SampleStrategy
+  
+  freqtrade2:
+    image: freqtradeorg/freqtrade:stable
+    # image: freqtradeorg/freqtrade:develop
+    # Use plotting image
+    # image: freqtradeorg/freqtrade:develop_plot
+    # Build step - only needed when additional dependencies are needed
+    # build:
+    #   context: .
+    #   dockerfile: "./docker/Dockerfile.custom"
+    restart: always
+    container_name: freqtrade2
+    volumes:
+      - "./user_data:/freqtrade/user_data"
+    # Expose api on port 8080 (localhost only)
+    # Please read the https://www.freqtrade.io/en/latest/rest-api/ documentation
+    # before enabling this.
+    ports:
+      - "127.0.0.1:8081:8081"
+    # Default command used when running `docker compose up`
+    command: >
+      trade
+      --logfile /freqtrade/user_data/logs/freqtrade2.log
+      --db-url sqlite:////freqtrade/user_data/tradesv3_freqtrade2.sqlite
+      --config /freqtrade/user_data/config.json
+      --config /freqtrade/user_data/config.freqtrade2.json
+      --strategy SampleStrategy
+
+```
+You can use whatever naming convention you want, freqtrade1 and 2 are arbitrary.
+
+
 ## Configure the bot running as a systemd service
 
 Copy the `freqtrade.service` file to your systemd user directory (usually `~/.config/systemd/user`) and update `WorkingDirectory` and `ExecStart` to match your setup.

From 7d8cd736b8113904c427ccba13b2a5113e959be3 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 17 Oct 2021 16:48:31 +0200
Subject: [PATCH 04/16] Support days-breakdown also for hyperopt results

---
 freqtrade/commands/arguments.py         |  2 +-
 freqtrade/commands/hyperopt_commands.py |  2 +-
 freqtrade/optimize/optimize_reports.py  | 14 ++++++++------
 3 files changed, 10 insertions(+), 8 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 00aa0ded0..11c1e9191 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -89,7 +89,7 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
 
 ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
                       "print_json", "hyperoptexportfilename", "hyperopt_show_no_header",
-                      "disableparamexport"]
+                      "disableparamexport", "show_days"]
 
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
                     "list-markets", "list-pairs", "list-strategies", "list-data",
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index 614c4b3f5..d2f8c188c 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -96,7 +96,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
         if 'strategy_name' in metrics:
             strategy_name = metrics['strategy_name']
             show_backtest_result(strategy_name, metrics,
-                                 metrics['stake_currency'])
+                                 metrics['stake_currency'], config.get('show_days', False))
 
             HyperoptTools.try_export_params(config, strategy_name, val)
 
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 384ca006b..a6eedc6c7 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -4,7 +4,7 @@ from pathlib import Path
 from typing import Any, Dict, List, Union
 
 from numpy import int64
-from pandas import DataFrame
+from pandas import DataFrame, to_datetime
 from tabulate import tabulate
 
 from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN, UNLIMITED_STAKE_AMOUNT
@@ -213,7 +213,9 @@ def generate_edge_table(results: dict) -> str:
                     floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
 
 
-def generate_days_breakdown_stats(results: DataFrame, starting_balance: int) -> Dict[str, Any]:
+def generate_days_breakdown_stats(trade_list: List, starting_balance: int) -> List[Dict[str, Any]]:
+    results = DataFrame.from_records(trade_list)
+    results['close_date'] = to_datetime(results['close_date'], utc=True)
     days = results.resample('1d', on='close_date')
     days_stats = []
     for name, day in days:
@@ -341,8 +343,6 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
                                               starting_balance=starting_balance,
                                               results=results.loc[results['is_open']],
                                               skip_nan=True)
-    days_breakdown_stats = generate_days_breakdown_stats(
-        results=results, starting_balance=starting_balance)
     daily_stats = generate_daily_stats(results)
     trade_stats = generate_trading_stats(results)
     best_pair = max([pair for pair in pair_results if pair['key'] != 'TOTAL'],
@@ -362,7 +362,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         'results_per_pair': pair_results,
         'sell_reason_summary': sell_reason_stats,
         'left_open_trades': left_open_results,
-        'days_breakdown_stats': days_breakdown_stats,
+        # 'days_breakdown_stats': days_breakdown_stats,
 
         'total_trades': len(results),
         'total_volume': float(results['stake_amount'].sum()),
@@ -690,7 +690,9 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
     print(table)
 
     if show_days:
-        table = text_table_days_breakdown(days_breakdown_stats=results['days_breakdown_stats'],
+        days_breakdown_stats = generate_days_breakdown_stats(
+            trade_list=results['trades'], starting_balance=results['starting_balance'])
+        table = text_table_days_breakdown(days_breakdown_stats=days_breakdown_stats,
                                           stake_currency=stake_currency)
         if isinstance(table, str) and len(table) > 0:
             print(' DAYS BREAKDOWN '.center(len(table.splitlines()[0]), '='))

From f9b166747847c529c16900904a80e07284f46108 Mon Sep 17 00:00:00 2001
From: daniila <tanelkollamaa@gmail.com>
Date: Mon, 18 Oct 2021 23:36:47 +0300
Subject: [PATCH 05/16] Update docs/advanced-setup.md

Co-authored-by: Matthias <xmatthias@outlook.com>
---
 docs/advanced-setup.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md
index e7e5b6cec..79e17fb4e 100644
--- a/docs/advanced-setup.md
+++ b/docs/advanced-setup.md
@@ -103,7 +103,7 @@ services:
     # Please read the https://www.freqtrade.io/en/latest/rest-api/ documentation
     # before enabling this.
     ports:
-      - "127.0.0.1:8081:8081"
+      - "127.0.0.1:8081:8080"
     # Default command used when running `docker compose up`
     command: >
       trade

From 5d2e37409962970a45cbffd255ea9080c595fc52 Mon Sep 17 00:00:00 2001
From: daniila <tanelkollamaa@gmail.com>
Date: Mon, 18 Oct 2021 23:38:45 +0300
Subject: [PATCH 06/16] Update docs/advanced-setup.md

Co-authored-by: Matthias <xmatthias@outlook.com>
---
 docs/advanced-setup.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md
index 79e17fb4e..6eda8489b 100644
--- a/docs/advanced-setup.md
+++ b/docs/advanced-setup.md
@@ -55,7 +55,7 @@ For more information regarding usage of the sqlite databases, for example to man
 ### Multiple instances using docker
 
 To run multiple instances of freqtrade using docker you will need to edit the docker-compose.yml file and add all the instances you want as separate services. Remember, you can separate your configuration into multiple files, so it's a good idea to think about making them modular, then if you need to edit something common to all bots, you can do that in a single config file. 
-```
+``` yml
 ---
 version: '3'
 services:

From f863f4fdfca815bd5c8a20f3915b948b90f7d753 Mon Sep 17 00:00:00 2001
From: daniila <tanelkollamaa@gmail.com>
Date: Mon, 18 Oct 2021 23:49:59 +0300
Subject: [PATCH 07/16] Update advanced-setup.md

A note on having to use different database files, ports and telegram configs for each bot.
---
 docs/advanced-setup.md | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/docs/advanced-setup.md b/docs/advanced-setup.md
index 6eda8489b..02b0307e5 100644
--- a/docs/advanced-setup.md
+++ b/docs/advanced-setup.md
@@ -114,7 +114,7 @@ services:
       --strategy SampleStrategy
 
 ```
-You can use whatever naming convention you want, freqtrade1 and 2 are arbitrary.
+You can use whatever naming convention you want, freqtrade1 and 2 are arbitrary. Note, that you will need to use different database files, port mappings and telegram configurations for each instance, as mentioned above. 
 
 
 ## Configure the bot running as a systemd service

From 42a4dfed28be1425016836ae5c09b4e2a883662d Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 19 Oct 2021 19:11:17 +0200
Subject: [PATCH 08/16] Reallow bitstamp

revert #1984, related to #1983
---
 docs/utils.md                | 2 +-
 freqtrade/exchange/common.py | 2 --
 2 files changed, 1 insertion(+), 3 deletions(-)

diff --git a/docs/utils.md b/docs/utils.md
index d8fbcacb7..e915528ec 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -281,7 +281,7 @@ bitmax              True     missing opt: fetchMyTrades
 bitmex              False    Various reasons.
 bitpanda            True
 bitso               False    missing: fetchOHLCV
-bitstamp            False    Does not provide history. Details in https://github.com/freqtrade/freqtrade/issues/1983
+bitstamp            True     missing opt: fetchTickers
 bitstamp1           False    missing: fetchOrder, fetchOHLCV
 bittrex             True
 bitvavo             True
diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py
index 7b89adf06..644a13e93 100644
--- a/freqtrade/exchange/common.py
+++ b/freqtrade/exchange/common.py
@@ -16,8 +16,6 @@ API_FETCH_ORDER_RETRY_COUNT = 5
 
 BAD_EXCHANGES = {
     "bitmex": "Various reasons.",
-    "bitstamp": "Does not provide history. "
-                "Details in https://github.com/freqtrade/freqtrade/issues/1983",
     "phemex": "Does not provide history. ",
     "poloniex": "Does not provide fetch_order endpoint to fetch both open and closed orders.",
 }

From 55b021618067d1c3183611027f4963e48394b6ed Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Tue, 19 Oct 2021 19:48:56 +0200
Subject: [PATCH 09/16] Allow StaticPairlist in non-first position

closes #5754
---
 docs/includes/pairlists.md                   |  2 ++
 freqtrade/plugins/pairlist/StaticPairList.py | 12 ++++++------
 tests/plugins/test_pairlist.py               | 13 +++----------
 3 files changed, 11 insertions(+), 16 deletions(-)

diff --git a/docs/includes/pairlists.md b/docs/includes/pairlists.md
index 3d10747d3..589bc23b2 100644
--- a/docs/includes/pairlists.md
+++ b/docs/includes/pairlists.md
@@ -52,6 +52,8 @@ To skip pair validation against active markets, set `"allow_inactive": true` wit
 This can be useful for backtesting expired pairs (like quarterly spot-markets).
 This option must be configured along with `exchange.skip_pair_validation` in the exchange configuration.
 
+When used in a "follow-up" position (e.g. after VolumePairlist), all pairs in `'pair_whitelist'` will be added to the end of the pairlist.
+
 #### Volume Pair List
 
 `VolumePairList` employs sorting/filtering of pairs by their trading volume. It selects `number_assets` top pairs with sorting based on the `sort_key` (which can only be `quoteVolume`).
diff --git a/freqtrade/plugins/pairlist/StaticPairList.py b/freqtrade/plugins/pairlist/StaticPairList.py
index d8623e13d..30fa474e4 100644
--- a/freqtrade/plugins/pairlist/StaticPairList.py
+++ b/freqtrade/plugins/pairlist/StaticPairList.py
@@ -4,9 +4,9 @@ Static Pair List provider
 Provides pair white list as it configured in config
 """
 import logging
+from copy import deepcopy
 from typing import Any, Dict, List
 
-from freqtrade.exceptions import OperationalException
 from freqtrade.plugins.pairlist.IPairList import IPairList
 
 
@@ -20,10 +20,6 @@ class StaticPairList(IPairList):
                  pairlist_pos: int) -> None:
         super().__init__(exchange, pairlistmanager, config, pairlistconfig, pairlist_pos)
 
-        if self._pairlist_pos != 0:
-            raise OperationalException(f"{self.name} can only be used in the first position "
-                                       "in the list of Pairlist Handlers.")
-
         self._allow_inactive = self._pairlistconfig.get('allow_inactive', False)
 
     @property
@@ -64,4 +60,8 @@ class StaticPairList(IPairList):
         :param tickers: Tickers (from exchange.get_tickers()). May be cached.
         :return: new whitelist
         """
-        return pairlist
+        pairlist_ = deepcopy(pairlist)
+        for pair in self._config['exchange']['pair_whitelist']:
+            if pair not in pairlist_:
+                pairlist_.append(pair)
+        return pairlist_
diff --git a/tests/plugins/test_pairlist.py b/tests/plugins/test_pairlist.py
index c6246dccb..6333266aa 100644
--- a/tests/plugins/test_pairlist.py
+++ b/tests/plugins/test_pairlist.py
@@ -415,10 +415,10 @@ def test_VolumePairList_refresh_empty(mocker, markets_empty, whitelist_conf):
     # SpreadFilter only
     ([{"method": "SpreadFilter", "max_spread_ratio": 0.005}],
      "BTC", 'filter_at_the_beginning'),  # OperationalException expected
-    # Static Pairlist after VolumePairList, on a non-first position
-    ([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume"},
+    # Static Pairlist after VolumePairList, on a non-first position (appends pairs)
+    ([{"method": "VolumePairList", "number_assets": 2, "sort_key": "quoteVolume"},
       {"method": "StaticPairList"}],
-        "BTC", 'static_in_the_middle'),
+        "BTC", ['ETH/BTC', 'TKN/BTC', 'TRST/BTC', 'SWT/BTC', 'BCC/BTC', 'HOT/BTC']),
     ([{"method": "VolumePairList", "number_assets": 20, "sort_key": "quoteVolume"},
       {"method": "PriceFilter", "low_price_ratio": 0.02}],
         "USDT", ['ETH/USDT', 'NANO/USDT']),
@@ -469,13 +469,6 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
 
     mocker.patch('freqtrade.exchange.Exchange.exchange_has', MagicMock(return_value=True))
 
-    if whitelist_result == 'static_in_the_middle':
-        with pytest.raises(OperationalException,
-                           match=r"StaticPairList can only be used in the first position "
-                                 r"in the list of Pairlist Handlers."):
-            freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
-        return
-
     freqtrade = get_patched_freqtradebot(mocker, whitelist_conf)
     mocker.patch.multiple('freqtrade.exchange.Exchange',
                           get_tickers=tickers,

From 5454460227dcf63b578096c3862dd2269673ec85 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 20 Oct 2021 07:46:15 +0200
Subject: [PATCH 10/16] Revert initial_points to 30

closes #5760
---
 freqtrade/optimize/hyperopt.py | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 6397bbacb..2c7cc0ea7 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -45,7 +45,7 @@ progressbar.streams.wrap_stdout()
 logger = logging.getLogger(__name__)
 
 
-INITIAL_POINTS = 5
+INITIAL_POINTS = 30
 
 # Keep no more than SKOPT_MODEL_QUEUE_SIZE models
 # in the skopt model queue, to optimize memory consumption

From de5497c76660242d41839df07c22b18ed48ba7b1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 20 Oct 2021 19:39:37 +0200
Subject: [PATCH 11/16] backtest_days cannot be below 1

---
 freqtrade/optimize/optimize_reports.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index a6eedc6c7..abfccaa86 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -353,7 +353,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         results['open_timestamp'] = results['open_date'].view(int64) // 1e6
         results['close_timestamp'] = results['close_date'].view(int64) // 1e6
 
-    backtest_days = (max_date - min_date).days
+    backtest_days = (max_date - min_date).days or 1
     strat_stats = {
         'trades': results.to_dict(orient='records'),
         'locks': [lock.to_json() for lock in content['locks']],
@@ -380,7 +380,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
         'backtest_run_start_ts': content['backtest_start_time'],
         'backtest_run_end_ts': content['backtest_end_time'],
 
-        'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else 0,
+        'trades_per_day': round(len(results) / backtest_days, 2),
         'market_change': market_change,
         'pairlist': list(btdata.keys()),
         'stake_amount': config['stake_amount'],

From 7197f4ce77d0fe331fbfcdb7edd64b2de16f6c60 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 20 Oct 2021 20:01:31 +0200
Subject: [PATCH 12/16] Don't show daily % profit (it's wrong)

---
 freqtrade/optimize/optimize_reports.py | 6 +-----
 1 file changed, 1 insertion(+), 5 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index abfccaa86..9a4591e67 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -220,15 +220,12 @@ def generate_days_breakdown_stats(trade_list: List, starting_balance: int) -> Li
     days_stats = []
     for name, day in days:
         profit_abs = day['profit_abs'].sum().round(10)
-        profit_total = day['profit_abs'].sum() / starting_balance
         wins = sum(day['profit_abs'] > 0)
         draws = sum(day['profit_abs'] == 0)
         loses = sum(day['profit_abs'] < 0)
-        profit_percentage = round(profit_total * 100.0, 2)
         days_stats.append(
             {
                 'date': name.strftime('%d/%m/%Y'),
-                'profit_percentage': profit_percentage,
                 'profit_abs': profit_abs,
                 'wins': wins,
                 'draws': draws,
@@ -542,14 +539,13 @@ def text_table_days_breakdown(days_breakdown_stats: List[Dict[str, Any]],
     """
     headers = [
         'Day',
-        'Profit %',
         f'Tot Profit {stake_currency}',
         'Wins',
         'Draws',
         'Losses',
     ]
     output = [[
-        d['date'], d['profit_percentage'], round_coin_value(d['profit_abs'], stake_currency, False),
+        d['date'], round_coin_value(d['profit_abs'], stake_currency, False),
         d['wins'], d['draws'], d['loses'],
     ] for d in days_breakdown_stats]
     return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")

From fa028c2134440bbf794920d52e7822a128cdccf7 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 21 Oct 2021 06:58:40 +0200
Subject: [PATCH 13/16] Support day/week/month breakdowns

---
 freqtrade/commands/arguments.py          |  4 +-
 freqtrade/commands/cli_options.py        | 10 ++---
 freqtrade/commands/hyperopt_commands.py  |  2 +-
 freqtrade/configuration/configuration.py |  4 +-
 freqtrade/constants.py                   |  5 +++
 freqtrade/optimize/optimize_reports.py   | 47 +++++++++++++++---------
 6 files changed, 45 insertions(+), 27 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 11c1e9191..53cdda95d 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -23,7 +23,7 @@ ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
                                         "enable_protections", "dry_run_wallet", "timeframe_detail",
-                                        "strategy_list", "export", "exportfilename", "show_days"]
+                                        "strategy_list", "export", "exportfilename", "backtest_breakdown"]
 
 ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
                                         "position_stacking", "use_max_market_positions",
@@ -89,7 +89,7 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
 
 ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
                       "print_json", "hyperoptexportfilename", "hyperopt_show_no_header",
-                      "disableparamexport", "show_days"]
+                      "disableparamexport", "backtest_breakdown"]
 
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
                     "list-markets", "list-pairs", "list-strategies", "list-data",
diff --git a/freqtrade/commands/cli_options.py b/freqtrade/commands/cli_options.py
index 758e1d9ec..2c2c957df 100644
--- a/freqtrade/commands/cli_options.py
+++ b/freqtrade/commands/cli_options.py
@@ -193,11 +193,11 @@ AVAILABLE_CLI_OPTIONS = {
         type=float,
         metavar='FLOAT',
     ),
-    "show_days": Arg(
-        '--show-days',
-        help='Print days breakdown for backtest results',
-        action='store_true',
-        default=False,
+    "backtest_breakdown": Arg(
+        '--breakdown',
+        help='Show backtesting breakdown per [day, week, month].',
+        nargs='+',
+        choices=constants.BACKTEST_BREAKDOWNS
     ),
     # Edge
     "stoploss_range": Arg(
diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index d2f8c188c..344828282 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -96,7 +96,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
         if 'strategy_name' in metrics:
             strategy_name = metrics['strategy_name']
             show_backtest_result(strategy_name, metrics,
-                                 metrics['stake_currency'], config.get('show_days', False))
+                                 metrics['stake_currency'], config.get('backtest_breakdown', []))
 
             HyperoptTools.try_export_params(config, strategy_name, val)
 
diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py
index 845e87b83..c6bad9305 100644
--- a/freqtrade/configuration/configuration.py
+++ b/freqtrade/configuration/configuration.py
@@ -269,8 +269,8 @@ class Configuration:
         self._args_to_config(config, argname='export',
                              logstring='Parameter --export detected: {} ...')
 
-        self._args_to_config(config, argname='show_days',
-                             logstring='Parameter --show-days detected ...')
+        self._args_to_config(config, argname='backtest_breakdown',
+                             logstring='Parameter --breakdown detected ...')
 
         self._args_to_config(config, argname='disableparamexport',
                              logstring='Parameter --disableparamexport detected: {} ...')
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
index c6b8f0e62..8bef6610c 100644
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -32,6 +32,7 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'ShuffleFilter', 'SpreadFilter', 'VolatilityFilter']
 AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
+BACKTEST_BREAKDOWNS = ['day', 'week', 'month']
 DRY_RUN_WALLET = 1000
 DATETIME_PRINT_FORMAT = '%Y-%m-%d %H:%M:%S'
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
@@ -146,6 +147,10 @@ CONF_SCHEMA = {
         'sell_profit_offset': {'type': 'number'},
         'ignore_roi_if_buy_signal': {'type': 'boolean'},
         'ignore_buying_expired_candle_after': {'type': 'number'},
+        'backtest_breakdown': {
+            'type': 'array',
+            'items': {'type': 'string', 'enum': BACKTEST_BREAKDOWNS}
+        },
         'bot_name': {'type': 'string'},
         'unfilledtimeout': {
             'type': 'object',
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 9a4591e67..a97f85637 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -213,17 +213,28 @@ def generate_edge_table(results: dict) -> str:
                     floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
 
 
-def generate_days_breakdown_stats(trade_list: List, starting_balance: int) -> List[Dict[str, Any]]:
+def _get_resample_from_period(period: str) -> str:
+    if period == 'day':
+        return '1d'
+    if period == 'week':
+        return '1w'
+    if period == 'month':
+        return '1m'
+    raise ValueError(f"Period {period} is not supported.")
+
+
+def generate_periodic_breakdown_stats(trade_list: List, period: str) -> List[Dict[str, Any]]:
     results = DataFrame.from_records(trade_list)
     results['close_date'] = to_datetime(results['close_date'], utc=True)
-    days = results.resample('1d', on='close_date')
-    days_stats = []
-    for name, day in days:
+    resample = _get_resample_from_period(period)
+    period = results.resample(resample, on='close_date')
+    stats = []
+    for name, day in period:
         profit_abs = day['profit_abs'].sum().round(10)
         wins = sum(day['profit_abs'] > 0)
         draws = sum(day['profit_abs'] == 0)
         loses = sum(day['profit_abs'] < 0)
-        days_stats.append(
+        stats.append(
             {
                 'date': name.strftime('%d/%m/%Y'),
                 'profit_abs': profit_abs,
@@ -232,7 +243,7 @@ def generate_days_breakdown_stats(trade_list: List, starting_balance: int) -> Li
                 'loses': loses
             }
         )
-    return days_stats
+    return stats
 
 
 def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
@@ -529,8 +540,8 @@ def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren
     return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
 
 
-def text_table_days_breakdown(days_breakdown_stats: List[Dict[str, Any]],
-                              stake_currency: str) -> str:
+def text_table_periodic_breakdown(days_breakdown_stats: List[Dict[str, Any]],
+                                  stake_currency: str, period: str) -> str:
     """
     Generate small table with Backtest results by days
     :param days_breakdown_stats: Days breakdown metrics
@@ -538,7 +549,7 @@ def text_table_days_breakdown(days_breakdown_stats: List[Dict[str, Any]],
     :return: pretty printed table with tabulate as string
     """
     headers = [
-        'Day',
+        period.capitalize(),
         f'Tot Profit {stake_currency}',
         'Wins',
         'Draws',
@@ -663,7 +674,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
 
 
 def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency: str,
-                         show_days=False):
+                         backtest_breakdown=[]):
     """
     Print results for one strategy
     """
@@ -685,13 +696,13 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
         print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
     print(table)
 
-    if show_days:
-        days_breakdown_stats = generate_days_breakdown_stats(
-            trade_list=results['trades'], starting_balance=results['starting_balance'])
-        table = text_table_days_breakdown(days_breakdown_stats=days_breakdown_stats,
-                                          stake_currency=stake_currency)
+    for period in backtest_breakdown:
+        days_breakdown_stats = generate_periodic_breakdown_stats(
+            trade_list=results['trades'], period=period)
+        table = text_table_periodic_breakdown(days_breakdown_stats=days_breakdown_stats,
+                                              stake_currency=stake_currency, period=period)
         if isinstance(table, str) and len(table) > 0:
-            print(' DAYS BREAKDOWN '.center(len(table.splitlines()[0]), '='))
+            print(f' {period.upper()} BREAKDOWN '.center(len(table.splitlines()[0]), '='))
         print(table)
 
     table = text_table_add_metrics(results)
@@ -708,7 +719,9 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
     stake_currency = config['stake_currency']
 
     for strategy, results in backtest_stats['strategy'].items():
-        show_backtest_result(strategy, results, stake_currency, config.get('show_days', False))
+        show_backtest_result(
+            strategy, results, stake_currency,
+            config.get('backtest_breakdown', []))
 
     if len(backtest_stats['strategy']) > 1:
         # Print Strategy summary table

From 7b5346b984508fb48f646a3f36e8aea566d51f0c Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 21 Oct 2021 07:09:17 +0200
Subject: [PATCH 14/16] Add test for breakdown-stats

---
 freqtrade/optimize/optimize_reports.py  |  4 ++-
 tests/optimize/test_backtesting.py      |  2 ++
 tests/optimize/test_optimize_reports.py | 34 ++++++++++++++++++++++---
 3 files changed, 36 insertions(+), 4 deletions(-)

diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index a97f85637..a2590c10b 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -219,12 +219,14 @@ def _get_resample_from_period(period: str) -> str:
     if period == 'week':
         return '1w'
     if period == 'month':
-        return '1m'
+        return '1M'
     raise ValueError(f"Period {period} is not supported.")
 
 
 def generate_periodic_breakdown_stats(trade_list: List, period: str) -> List[Dict[str, Any]]:
     results = DataFrame.from_records(trade_list)
+    if len(results) == 0:
+        return []
     results['close_date'] = to_datetime(results['close_date'], utc=True)
     resample = _get_resample_from_period(period)
     period = results.resample(resample, on='close_date')
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 2248cd4c1..b5fa44d01 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -1102,6 +1102,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
         '--timerange', '1510694220-1510700340',
         '--enable-position-stacking',
         '--disable-max-market-positions',
+        '--breakdown', 'day',
         '--strategy-list',
         'StrategyTestV2',
         'TestStrategyLegacyV1',
@@ -1130,6 +1131,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
     captured = capsys.readouterr()
     assert 'BACKTESTING REPORT' in captured.out
     assert 'SELL REASON STATS' in captured.out
+    assert 'DAY BREAKDOWN' in captured.out
     assert 'LEFT OPEN TRADES REPORT' in captured.out
     assert '2017-11-14 21:17:00 -> 2017-11-14 22:58:00 | Max open trades : 1' in captured.out
     assert 'STRATEGY SUMMARY' in captured.out
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 83caefd2d..4bf20e547 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -13,9 +13,9 @@ from freqtrade.data import history
 from freqtrade.data.btanalysis import get_latest_backtest_filename, load_backtest_data
 from freqtrade.edge import PairInfo
 from freqtrade.enums import SellType
-from freqtrade.optimize.optimize_reports import (generate_backtest_stats, generate_daily_stats,
-                                                 generate_edge_table, generate_pair_metrics,
-                                                 generate_sell_reason_stats,
+from freqtrade.optimize.optimize_reports import (_get_resample_from_period, generate_backtest_stats,
+                                                 generate_daily_stats, generate_edge_table,
+                                                 generate_pair_metrics, generate_periodic_breakdown_stats, generate_sell_reason_stats,
                                                  generate_strategy_comparison,
                                                  generate_trading_stats, store_backtest_stats,
                                                  text_table_bt_results, text_table_sell_reason,
@@ -377,3 +377,31 @@ def test_generate_edge_table():
     assert generate_edge_table(results).count('| ETH/BTC |') == 1
     assert generate_edge_table(results).count(
         '|   Risk Reward Ratio |   Required Risk Reward |   Expectancy |') == 1
+
+
+def test_generate_periodic_breakdown_stats(testdatadir):
+    filename = testdatadir / "backtest-result_new.json"
+    bt_data = load_backtest_data(filename).to_dict(orient='records')
+
+    res = generate_periodic_breakdown_stats(bt_data, 'day')
+    assert isinstance(res, list)
+    assert len(res) == 21
+    day = res[0]
+    assert 'date' in day
+    assert 'draws' in day
+    assert 'loses' in day
+    assert 'wins' in day
+    assert 'profit_abs' in day
+
+    # Select empty dataframe!
+    res = generate_periodic_breakdown_stats([], 'day')
+    assert res == []
+
+
+def test__get_resample_from_period():
+
+    assert _get_resample_from_period('day') == '1d'
+    assert _get_resample_from_period('week') == '1w'
+    assert _get_resample_from_period('month') == '1M'
+    with pytest.raises(ValueError, match=r"Period noooo is not supported."):
+        _get_resample_from_period('noooo')

From e458c9867a54991ac5067f517fe2d088187e7674 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 21 Oct 2021 07:42:19 +0200
Subject: [PATCH 15/16] Styling fixes

---
 freqtrade/commands/arguments.py         | 3 ++-
 freqtrade/optimize/optimize_reports.py  | 6 +++---
 tests/optimize/test_optimize_reports.py | 4 +++-
 3 files changed, 8 insertions(+), 5 deletions(-)

diff --git a/freqtrade/commands/arguments.py b/freqtrade/commands/arguments.py
index 53cdda95d..87ef49a9b 100644
--- a/freqtrade/commands/arguments.py
+++ b/freqtrade/commands/arguments.py
@@ -23,7 +23,8 @@ ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
                                         "enable_protections", "dry_run_wallet", "timeframe_detail",
-                                        "strategy_list", "export", "exportfilename", "backtest_breakdown"]
+                                        "strategy_list", "export", "exportfilename",
+                                        "backtest_breakdown"]
 
 ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
                                         "position_stacking", "use_max_market_positions",
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index a2590c10b..96549316d 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -228,10 +228,10 @@ def generate_periodic_breakdown_stats(trade_list: List, period: str) -> List[Dic
     if len(results) == 0:
         return []
     results['close_date'] = to_datetime(results['close_date'], utc=True)
-    resample = _get_resample_from_period(period)
-    period = results.resample(resample, on='close_date')
+    resample_period = _get_resample_from_period(period)
+    resampled = results.resample(resample_period, on='close_date')
     stats = []
-    for name, day in period:
+    for name, day in resampled:
         profit_abs = day['profit_abs'].sum().round(10)
         wins = sum(day['profit_abs'] > 0)
         draws = sum(day['profit_abs'] == 0)
diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py
index 4bf20e547..b5eb09923 100644
--- a/tests/optimize/test_optimize_reports.py
+++ b/tests/optimize/test_optimize_reports.py
@@ -15,7 +15,9 @@ from freqtrade.edge import PairInfo
 from freqtrade.enums import SellType
 from freqtrade.optimize.optimize_reports import (_get_resample_from_period, generate_backtest_stats,
                                                  generate_daily_stats, generate_edge_table,
-                                                 generate_pair_metrics, generate_periodic_breakdown_stats, generate_sell_reason_stats,
+                                                 generate_pair_metrics,
+                                                 generate_periodic_breakdown_stats,
+                                                 generate_sell_reason_stats,
                                                  generate_strategy_comparison,
                                                  generate_trading_stats, store_backtest_stats,
                                                  text_table_bt_results, text_table_sell_reason,

From 053fb076e42124285ee9cedf5848a0da2f1b5f75 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 21 Oct 2021 10:56:18 +0200
Subject: [PATCH 16/16] Add documentation for breakdown command

---
 docs/backtesting.md | 34 ++++++++++++++++++++++++++++++----
 docs/utils.md       |  3 +++
 2 files changed, 33 insertions(+), 4 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 4a9532894..37724b02a 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -21,6 +21,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                              [--timeframe-detail TIMEFRAME_DETAIL]
                              [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]]
                              [--export {none,trades}] [--export-filename PATH]
+                             [--breakdown {day,week,month} [{day,week,month} ...]]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -30,7 +31,7 @@ optional arguments:
                         Specify what timerange of data to use.
   --data-format-ohlcv {json,jsongz,hdf5}
                         Storage format for downloaded candle (OHLCV) data.
-                        (default: `None`).
+                        (default: `json`).
   --max-open-trades INT
                         Override the value of the `max_open_trades`
                         configuration setting.
@@ -65,8 +66,7 @@ optional arguments:
                         set either in config or via command line. When using
                         this together with `--export trades`, the strategy-
                         name is injected into the filename (so `backtest-
-                        data.json` becomes `backtest-data-
-                        SampleStrategy.json`
+                        data.json` becomes `backtest-data-SampleStrategy.json`
   --export {none,trades}
                         Export backtest results (default: trades).
   --export-filename PATH
@@ -74,7 +74,8 @@ optional arguments:
                         Requires `--export` to be set as well. Example:
                         `--export-filename=user_data/backtest_results/backtest
                         _today.json`
-  --show-days           Print a days breakdown table of the backtest results
+  --breakdown {day,week,month} [{day,week,month} ...]
+                        Show backtesting breakdown per [day, week, month].
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).
@@ -430,6 +431,31 @@ It contains some useful key metrics about performance of your strategy on backte
 - `Drawdown Start` / `Drawdown End`: Start and end datetime for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command).
 - `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column.
 
+### Daily / Weekly / Monthly breakdown
+
+You can get an overview over daily / weekly or monthly results by using the `--breakdown <>` switch.
+
+To visualize daily and weekly breakdowns, you can use the following:
+
+``` bash
+freqtrade backtesting --strategy MyAwesomeStrategy --breakdown day month
+```
+
+``` output
+======================== DAY BREAKDOWN =========================
+|        Day |   Tot Profit USDT |   Wins |   Draws |   Losses |
+|------------+-------------------+--------+---------+----------|
+| 03/07/2021 |           200.0   |      2 |       0 |        0 |
+| 04/07/2021 |           -50.31  |      0 |       0 |        2 |
+| 05/07/2021 |           220.611 |      3 |       2 |        0 |
+| 06/07/2021 |           150.974 |      3 |       0 |        2 |
+| 07/07/2021 |           -70.193 |      1 |       0 |        2 |
+| 08/07/2021 |           212.413 |      2 |       0 |        3 |
+
+```
+
+The output will show a table containing the realized absolute Profit (in stake currency) for the given timeperiod, as well as wins, draws and losses that materialized (closed) on this day.
+
 ### Further backtest-result analysis
 
 To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
diff --git a/docs/utils.md b/docs/utils.md
index d8fbcacb7..4845828ab 100644
--- a/docs/utils.md
+++ b/docs/utils.md
@@ -667,6 +667,7 @@ usage: freqtrade hyperopt-show [-h] [-v] [--logfile FILE] [-V] [-c PATH]
                                [--profitable] [-n INT] [--print-json]
                                [--hyperopt-filename FILENAME] [--no-header]
                                [--disable-param-export]
+                               [--breakdown {day,week,month} [{day,week,month} ...]]
 
 optional arguments:
   -h, --help            show this help message and exit
@@ -680,6 +681,8 @@ optional arguments:
   --no-header           Do not print epoch details header.
   --disable-param-export
                         Disable automatic hyperopt parameter export.
+  --breakdown {day,week,month} [{day,week,month} ...]
+                        Show backtesting breakdown per [day, week, month].
 
 Common arguments:
   -v, --verbose         Verbose mode (-vv for more, -vvv to get all messages).