Add avgduration for winners and losers

docs/backtesting.md

@@ -224,9 +224,10 @@ The last element of the backtest report is the summary metrics table.
 It contains some useful key metrics about your strategy.
 
 ```
-============ SUMMARY METRICS =============
+=============== SUMMARY METRICS ===============
 | Metric                | Value               |
-|------------------+---------------------|
+|-----------------------+---------------------|
+
 | Total trades          | 429                 |
 | First trade           | 2019-01-01 18:30:00 |
 | First trade Pair      | EOS/USDT            |
@@ -235,12 +236,14 @@ It contains some useful key metrics about your strategy.
 | Trades per day        | 3.575               |
 | Best day              | 25.27%              |
 | Worst day             | -30.67%             |
+| Avg. Duration Winners | 4:23:00             |
+| Avg. Duration Loser   | 6:55:00             |
 |                       |                     |
 | Max Drawdown          | 50.63%              |
 | Drawdown Start        | 2019-02-15 14:10:00 |
 | Drawdown End          | 2019-04-11 18:15:00 |
 | Market change         | -5.88%              |
-==========================================
+===============================================
 
 ```
 
@@ -250,6 +253,7 @@ It contains some useful key metrics about your strategy.
 - `Backtesting from` / `Backtesting to`: Backtesting range (usually defined as `--timerange from-to`).
 - `Trades per day`: Total trades / Backtest duration (this will give you information about how many trades to expect from the strategy).
 - `Best day` / `Worst day`: Best and worst day based on daily profit.
+- `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
 - `Max Drawdown`: Maximum drawown experienced. a value of 50% means that from highest to subsequent lowest point, a 50% drop was experiened).
 - `Drawdown Start` / `Drawdown End`: From when to when was this large drawdown (can also be visualized via `plot-dataframe` subcommand).
 - `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.

freqtrade/optimize/optimize_reports.py

@@ -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)),