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Keep Backtest-metrics aligned

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Matthias 2022-05-02 20:08:38 +02:00
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docs/backtesting.md
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@ -287,45 +287,51 @@ A backtesting result will look like that:
| ADA/BTC | 1 | 0.89 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 0 0 100 | | ADA/BTC | 1 | 0.89 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 0 0 100 |
| LTC/BTC | 1 | 0.68 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 0 0 100 | | LTC/BTC | 1 | 0.68 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 0 0 100 |
| TOTAL | 2 | 0.78 | 1.57 | 0.00007855 | 0.78 | 4:00:00 | 2 0 0 100 | | TOTAL | 2 | 0.78 | 1.57 | 0.00007855 | 0.78 | 4:00:00 | 2 0 0 100 |
================ SUMMARY METRICS =============== ================== SUMMARY METRICS ==================
| Metric | Value | | Metric | Value |
|------------------------+---------------------| |-----------------------------+---------------------|
| Backtesting from | 2019-01-01 00:00:00 | | Backtesting from | 2019-01-01 00:00:00 |
| Backtesting to | 2019-05-01 00:00:00 | | Backtesting to | 2019-05-01 00:00:00 |
| Max open trades | 3 | | Max open trades | 3 |
| | | | | |
| Total/Daily Avg Trades | 429 / 3.575 | | Total/Daily Avg Trades | 429 / 3.575 |
| Starting balance | 0.01000000 BTC | | Starting balance | 0.01000000 BTC |
| Final balance | 0.01762792 BTC | | Final balance | 0.01762792 BTC |
| Absolute profit | 0.00762792 BTC | | Absolute profit | 0.00762792 BTC |
| Total profit % | 76.2% | | Total profit % | 76.2% |
| CAGR % | 460.87% | | CAGR % | 460.87% |
| Trades per day | 3.575 | | Avg. stake amount | 0.001 BTC |
| Avg. stake amount | 0.001 BTC | | Total trade volume | 0.429 BTC |
| Total trade volume | 0.429 BTC | | | |
| | | | Long / Short | 352 / 77 |
| Best Pair | LSK/BTC 26.26% | | Total profit Long % | 1250.58% |
| Worst Pair | ZEC/BTC -10.18% | | Total profit Short % | -15.02% |
| Best Trade | LSK/BTC 4.25% | | Absolute profit Long | 0.00838792 BTC |
| Worst Trade | ZEC/BTC -10.25% | | Absolute profit Short | -0.00076 BTC |
| Best day | 0.00076 BTC | | | |
| Worst day | -0.00036 BTC | | Best Pair | LSK/BTC 26.26% |
| Days win/draw/lose | 12 / 82 / 25 | | Worst Pair | ZEC/BTC -10.18% |
| Avg. Duration Winners | 4:23:00 | | Best Trade | LSK/BTC 4.25% |
| Avg. Duration Loser | 6:55:00 | | Worst Trade | ZEC/BTC -10.25% |
| Rejected Entry signals | 3089 | | Best day | 0.00076 BTC |
| Entry/Exit Timeouts | 0 / 0 | | Worst day | -0.00036 BTC |
| | | | Days win/draw/lose | 12 / 82 / 25 |
| Min balance | 0.00945123 BTC | | Avg. Duration Winners | 4:23:00 |
| Max balance | 0.01846651 BTC | | Avg. Duration Loser | 6:55:00 |
| Drawdown (Account) | 13.33% | | Rejected Entry signals | 3089 |
| Drawdown | 0.0015 BTC | | Entry/Exit Timeouts | 0 / 0 |
| Drawdown high | 0.0013 BTC | | | |
| Drawdown low | -0.0002 BTC | | Min balance | 0.00945123 BTC |
| Drawdown Start | 2019-02-15 14:10:00 | | Max balance | 0.01846651 BTC |
| Drawdown End | 2019-04-11 18:15:00 | | Max % of account underwater | 25.19% |
| Market change | -5.88% | | Absolute Drawdown (Account) | 13.33% |
=============================================== | Drawdown | 0.0015 BTC |
| Drawdown high | 0.0013 BTC |
| Drawdown low | -0.0002 BTC |
| Drawdown Start | 2019-02-15 14:10:00 |
| Drawdown End | 2019-04-11 18:15:00 |
| Market change | -5.88% |
=====================================================
``` ```
### Backtesting report table ### Backtesting report table
@ -380,43 +386,47 @@ It contains some useful key metrics about performance of your strategy on backte
================== SUMMARY METRICS ================== ================== SUMMARY METRICS ==================
| Metric | Value | | Metric | Value |
|-----------------------------+---------------------| |-----------------------------+---------------------|
| Backtesting from | 2022-02-01 00:00:00 | | Backtesting from | 2019-01-01 00:00:00 |
| Backtesting to | 2022-03-15 00:15:00 | | Backtesting to | 2019-05-01 00:00:00 |
| Max open trades | 10 | | Max open trades | 3 |
| | | | | |
| Total/Daily Avg Trades | 77 / 1.83 | | Total/Daily Avg Trades | 429 / 3.575 |
| Starting balance | 1000 USDT | | Starting balance | 0.01000000 BTC |
| Final balance | 1135.843 USDT | | Final balance | 0.01762792 BTC |
| Absolute profit | 135.843 USDT | | Absolute profit | 0.00762792 BTC |
| Total profit % | 13.58% | | Total profit % | 76.2% |
| CAGR % | 202.51% | | CAGR % | 460.87% |
| Trades per day | 1.83 | | Avg. stake amount | 0.001 BTC |
| Avg. daily profit % | 0.32% | | Total trade volume | 0.429 BTC |
| Avg. stake amount | 105.996 USDT |
| Total trade volume | 8161.695 USDT |
| | | | | |
| Best Pair | THETA/USDT 61.28% | | Long / Short | 352 / 77 |
| Worst Pair | SAND/USDT -15.57% | | Total profit Long % | 1250.58% |
| Best trade | THETA/USDT 25.47% | | Total profit Short % | -15.02% |
| Worst trade | SAND/USDT -5.19% | | Absolute profit Long | 0.00838792 BTC |
| Best day | 73.347 USDT | | Absolute profit Short | -0.00076 BTC |
| Worst day | -56.261 USDT | | | |
| Days win/draw/lose | 12 / 9 / 11 | | Best Pair | LSK/BTC 26.26% |
| Avg. Duration Winners | 1 day, 19:30:00 | | Worst Pair | ZEC/BTC -10.18% |
| Avg. Duration Loser | 20:31:00 | | Best Trade | LSK/BTC 4.25% |
| Rejected Entry signals | 16959 | | Worst Trade | ZEC/BTC -10.25% |
| 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 | 970.12 USDT | | Min balance | 0.00945123 BTC |
| Max balance | 1141.775 USDT | | Max balance | 0.01846651 BTC |
| Max % of account underwater | 7.07% | | Max % of account underwater | 25.19% |
| Absolute Drawdown (Account) | 7.07% | | Absolute Drawdown (Account) | 13.33% |
| Absolute Drawdown | 77.666 USDT | | Drawdown | 0.0015 BTC |
| Drawdown high | 97.995 USDT | | Drawdown high | 0.0013 BTC |
| Drawdown low | 20.329 USDT | | Drawdown low | -0.0002 BTC |
| Drawdown Start | 2022-02-11 08:00:00 | | Drawdown Start | 2019-02-15 14:10:00 |
| Drawdown End | 2022-02-13 15:30:00 | | Drawdown End | 2019-04-11 18:15:00 |
| Market change | -6.67% | | Market change | -5.88% |
===================================================== =====================================================
``` ```