adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add avgduration for winners and losers

Browse Source
This commit is contained in:
Matthias
2020-07-03 19:58:02 +02:00
parent 8e0ff4bd86
commit 987188e41f
2 changed files with 31 additions and 18 deletions
Download Patch File Download Diff File Expand all files Collapse all files

9
freqtrade/optimize/optimize_reports.py
View File

@@ -218,12 +218,19 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
draw_days = sum(daily_profit == 0)
losing_days = sum(daily_profit < 0)
winning_trades = results.loc[results['profit_percent'] > 0]
losing_trades = results.loc[results['profit_percent'] < 0]
return {
'backtest_best_day': best,
'backtest_worst_day': worst,
'winning_days': winning_days,
'draw_days': draw_days,
'losing_days': losing_days,
'winner_holding_avg': (timedelta(minutes=round(winning_trades['trade_duration'].mean()))
if not winning_trades.empty else '0:00'),
'loser_holding_avg': (timedelta(minutes=round(losing_trades['trade_duration'].mean()))
if not losing_trades.empty else '0:00'),
}
@@ -390,6 +397,8 @@ def text_table_add_metrics(strat_results: Dict) -> str:
('Worst day', f"{round(strat_results['backtest_worst_day'] * 100, 2)}%"),
('Days win/draw/lose', f"{strat_results['winning_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
('Max Drawdown', f"{round(strat_results['max_drawdown'] * 100, 2)}%"),
('Drawdown Start', strat_results['drawdown_start'].strftime(DATETIME_PRINT_FORMAT)),