Keep Backtest-metrics aligned
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Matthias
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@ -287,9 +287,9 @@ A backtesting result will look like that:
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| ADA/BTC | 1 | 0.89 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 0 0 100 |
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| LTC/BTC | 1 | 0.68 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 0 0 100 |
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| TOTAL | 2 | 0.78 | 1.57 | 0.00007855 | 0.78 | 4:00:00 | 2 0 0 100 |
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================ SUMMARY METRICS ===============
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================== SUMMARY METRICS ==================
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| Metric | Value |
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|------------------------+---------------------|
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|-----------------------------+---------------------|
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| Backtesting from | 2019-01-01 00:00:00 |
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| Backtesting to | 2019-05-01 00:00:00 |
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| Max open trades | 3 |
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@ -300,10 +300,15 @@ A backtesting result will look like that:
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| Absolute profit | 0.00762792 BTC |
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| Total profit % | 76.2% |
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| CAGR % | 460.87% |
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| Trades per day | 3.575 |
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| Avg. stake amount | 0.001 BTC |
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| Total trade volume | 0.429 BTC |
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| | |
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| Long / Short | 352 / 77 |
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| Total profit Long % | 1250.58% |
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| Total profit Short % | -15.02% |
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| Absolute profit Long | 0.00838792 BTC |
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| Absolute profit Short | -0.00076 BTC |
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| | |
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| Best Pair | LSK/BTC 26.26% |
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| Worst Pair | ZEC/BTC -10.18% |
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| Best Trade | LSK/BTC 4.25% |
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@ -318,14 +323,15 @@ A backtesting result will look like that:
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| | |
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| Min balance | 0.00945123 BTC |
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| Max balance | 0.01846651 BTC |
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| Drawdown (Account) | 13.33% |
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| Max % of account underwater | 25.19% |
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| Absolute Drawdown (Account) | 13.33% |
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| Drawdown | 0.0015 BTC |
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| Drawdown high | 0.0013 BTC |
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| Drawdown low | -0.0002 BTC |
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| Drawdown Start | 2019-02-15 14:10:00 |
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| Drawdown End | 2019-04-11 18:15:00 |
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| Market change | -5.88% |
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===============================================
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=====================================================
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```
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### Backtesting report table
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@ -380,43 +386,47 @@ It contains some useful key metrics about performance of your strategy on backte
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================== SUMMARY METRICS ==================
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| Metric | Value |
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|-----------------------------+---------------------|
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| Backtesting from | 2022-02-01 00:00:00 |
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| Backtesting to | 2022-03-15 00:15:00 |
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| Max open trades | 10 |
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| Backtesting from | 2019-01-01 00:00:00 |
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| Backtesting to | 2019-05-01 00:00:00 |
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| Max open trades | 3 |
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| | |
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| Total/Daily Avg Trades | 77 / 1.83 |
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| Starting balance | 1000 USDT |
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| Final balance | 1135.843 USDT |
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| Absolute profit | 135.843 USDT |
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| Total profit % | 13.58% |
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| CAGR % | 202.51% |
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| Trades per day | 1.83 |
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| Avg. daily profit % | 0.32% |
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| Avg. stake amount | 105.996 USDT |
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| Total trade volume | 8161.695 USDT |
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| Total/Daily Avg Trades | 429 / 3.575 |
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| Starting balance | 0.01000000 BTC |
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| Final balance | 0.01762792 BTC |
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| Absolute profit | 0.00762792 BTC |
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| Total profit % | 76.2% |
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| CAGR % | 460.87% |
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| Avg. stake amount | 0.001 BTC |
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| Total trade volume | 0.429 BTC |
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| | |
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| Best Pair | THETA/USDT 61.28% |
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| Worst Pair | SAND/USDT -15.57% |
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| Best trade | THETA/USDT 25.47% |
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| Worst trade | SAND/USDT -5.19% |
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| Best day | 73.347 USDT |
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| Worst day | -56.261 USDT |
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| Days win/draw/lose | 12 / 9 / 11 |
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| Avg. Duration Winners | 1 day, 19:30:00 |
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| Avg. Duration Loser | 20:31:00 |
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| Rejected Entry signals | 16959 |
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| Long / Short | 352 / 77 |
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| Total profit Long % | 1250.58% |
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| Total profit Short % | -15.02% |
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| Absolute profit Long | 0.00838792 BTC |
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| Absolute profit Short | -0.00076 BTC |
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| Best Pair | LSK/BTC 26.26% |
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| Worst Pair | ZEC/BTC -10.18% |
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| Best Trade | LSK/BTC 4.25% |
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| Worst Trade | ZEC/BTC -10.25% |
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| Best day | 0.00076 BTC |
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| Worst day | -0.00036 BTC |
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| Days win/draw/lose | 12 / 82 / 25 |
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| Avg. Duration Winners | 4:23:00 |
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| Avg. Duration Loser | 6:55:00 |
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| Rejected Entry signals | 3089 |
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| Entry/Exit Timeouts | 0 / 0 |
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| Min balance | 970.12 USDT |
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| Max balance | 1141.775 USDT |
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| Max % of account underwater | 7.07% |
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| Absolute Drawdown (Account) | 7.07% |
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| Absolute Drawdown | 77.666 USDT |
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| Drawdown high | 97.995 USDT |
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| Drawdown low | 20.329 USDT |
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| Drawdown Start | 2022-02-11 08:00:00 |
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| Drawdown End | 2022-02-13 15:30:00 |
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| Market change | -6.67% |
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| Min balance | 0.00945123 BTC |
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| Max balance | 0.01846651 BTC |
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| Max % of account underwater | 25.19% |
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| Absolute Drawdown (Account) | 13.33% |
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| Drawdown | 0.0015 BTC |
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| Drawdown high | 0.0013 BTC |
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| Drawdown low | -0.0002 BTC |
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| Drawdown Start | 2019-02-15 14:10:00 |
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| Drawdown End | 2019-04-11 18:15:00 |
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| Market change | -5.88% |
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=====================================================
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```
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