Add tests for rejected signals
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@@ -298,6 +298,7 @@ A backtesting result will look like that:
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| Avg. Duration Winners | 4:23:00 |
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| Avg. Duration Loser | 6:55:00 |
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| Zero Duration Trades | 4.6% (20) |
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| Rejected Buy signals | 3089 |
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| Min balance | 0.00945123 BTC |
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| Max balance | 0.01846651 BTC |
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@@ -386,6 +387,7 @@ It contains some useful key metrics about performance of your strategy on backte
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| Avg. Duration Winners | 4:23:00 |
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| Avg. Duration Loser | 6:55:00 |
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| Zero Duration Trades | 4.6% (20) |
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| Rejected Buy signals | 3089 |
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| Min balance | 0.00945123 BTC |
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| Max balance | 0.01846651 BTC |
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@@ -416,6 +418,7 @@ It contains some useful key metrics about performance of your strategy on backte
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- `Days win/draw/lose`: Winning / Losing days (draws are usually days without closed trade).
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- `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
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- `Zero Duration Trades`: A number of trades that completed within same candle as they opened and had `trailing_stop_loss` sell reason. A significant amount of such trades may indicate that strategy is exploiting trailing stoploss behavior in backtesting and produces unrealistic results.
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- `Rejected Buy signals`: Buy signals that could not be acted upon due to max_open_trades being reached.
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- `Min balance` / `Max balance`: Lowest and Highest Wallet balance during the backtest period.
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- `Drawdown`: Maximum drawdown experienced. For example, the value of 50% means that from highest to subsequent lowest point, a 50% drop was experienced).
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- `Drawdown high` / `Drawdown low`: Profit at the beginning and end of the largest drawdown period. A negative low value means initial capital lost.
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