add backtesting

freqtrade/optimize/backtesting.py

@@ -105,6 +105,10 @@ def backtest(stake_amount: float, processed: Dict[str, DataFrame],
 
             # calculate win/lose forwards from buy point
             for row2 in ticker[row.Index + 1:].itertuples(index=True):
+                
+                # Update statistic values for trailing stoploss
+                trade.update_stats(row2.close, backtest=True)
+                
                 if max_open_trades > 0:
                     # Increase trade_count_lock for every iteration
                     trade_count_lock[row2.date] = trade_count_lock.get(row2.date, 0) + 1