Update some docs terminology
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@@ -345,9 +345,9 @@ The column `Avg Profit %` shows the average profit for all trades made while the
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The column `Tot Profit %` shows instead the total profit % in relation to the starting balance.
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In the above results, we have a starting balance of 0.01 BTC and an absolute profit of 0.00762792 BTC - so the `Tot Profit %` will be `(0.00762792 / 0.01) * 100 ~= 76.2%`.
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Your strategy performance is influenced by your buy strategy, your sell strategy, and also by the `minimal_roi` and `stop_loss` you have set.
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Your strategy performance is influenced by your buy strategy, your exit strategy, and also by the `minimal_roi` and `stop_loss` you have set.
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For example, if your `minimal_roi` is only `"0": 0.01` you cannot expect the bot to make more profit than 1% (because it will sell every time a trade reaches 1%).
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For example, if your `minimal_roi` is only `"0": 0.01` you cannot expect the bot to make more profit than 1% (because it will exit every time a trade reaches 1%).
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```json
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"minimal_roi": {
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@@ -362,7 +362,7 @@ Hence, keep in mind that your performance is an integral mix of all different el
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### Exit reasons table
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The 2nd table contains a recap of exit reasons.
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This table can tell you which area needs some additional work (e.g. all or many of the `exit_signal` trades are losses, so you should work on improving the sell signal, or consider disabling it).
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This table can tell you which area needs some additional work (e.g. all or many of the `exit_signal` trades are losses, so you should work on improving the exit signal, or consider disabling it).
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### Left open trades table
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@@ -492,24 +492,24 @@ Since backtesting lacks some detailed information about what happens within a ca
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- Buys happen at open-price
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- All orders are filled at the requested price (no slippage, no unfilled orders)
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- Sell-signal sells happen at open-price of the consecutive candle
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- Sell-signal is favored over Stoploss, because sell-signals are assumed to trigger on candle's open
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- Exit-signal exits happen at open-price of the consecutive candle
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- Exit-signal is favored over Stoploss, because exit-signals are assumed to trigger on candle's open
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- ROI
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- sells are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the sell will be at 2%)
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- sells are never "below the candle", so a ROI of 2% may result in a sell at 2.4% if low was at 2.4% profit
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- Forcesells caused by `<N>=-1` ROI entries use low as sell value, unless N falls on the candle open (e.g. `120: -1` for 1h candles)
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- Stoploss sells happen exactly at stoploss price, even if low was lower, but the loss will be `2 * fees` higher than the stoploss price
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- exits are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the exit will be at 2%)
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- exits are never "below the candle", so a ROI of 2% may result in a exit at 2.4% if low was at 2.4% profit
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- Forceexits caused by `<N>=-1` ROI entries use low as exit value, unless N falls on the candle open (e.g. `120: -1` for 1h candles)
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- Stoploss exits happen exactly at stoploss price, even if low was lower, but the loss will be `2 * fees` higher than the stoploss price
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- Stoploss is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` exit reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes
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- Low happens before high for stoploss, protecting capital first
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- Trailing stoploss
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- Trailing Stoploss is only adjusted if it's below the candle's low (otherwise it would be triggered)
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- On trade entry candles that trigger trailing stoploss, the "minimum offset" (`stop_positive_offset`) is assumed (instead of high) - and the stop is calculated from this point
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- High happens first - adjusting stoploss
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- Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly)
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- Low uses the adjusted stoploss (so exits with large high-low difference are backtested correctly)
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- ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies
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- Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used)
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- Exit-reason does not explain if a trade was positive or negative, just what triggered the exit (this can look odd if negative ROI values are used)
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- Evaluation sequence (if multiple signals happen on the same candle)
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- Sell-signal
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- Exit-signal
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- ROI (if not stoploss)
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- Stoploss
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