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backtesting reformatted

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misagh 2018-12-30 17:14:56 +01:00
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# Backtesting # Backtesting
This page explains how to validate your strategy performance by using This page explains how to validate your strategy performance by using
Backtesting. Backtesting.
## Table of Contents
- [Test your strategy with Backtesting](#test-your-strategy-with-backtesting)
- [Understand the backtesting result](#understand-the-backtesting-result)
## Test your strategy with Backtesting ## Test your strategy with Backtesting
Now you have good Buy and Sell strategies, you want to test it against Now you have good Buy and Sell strategies, you want to test it against
real data. This is what we call real data. This is what we call
[backtesting](https://en.wikipedia.org/wiki/Backtesting). [backtesting](https://en.wikipedia.org/wiki/Backtesting).
Backtesting will use the crypto-currencies (pair) from your config file Backtesting will use the crypto-currencies (pair) from your config file
and load static tickers located in and load static tickers located in
[/freqtrade/tests/testdata](https://github.com/freqtrade/freqtrade/tree/develop/freqtrade/tests/testdata). [/freqtrade/tests/testdata](https://github.com/freqtrade/freqtrade/tree/develop/freqtrade/tests/testdata).
If the 5 min and 1 min ticker for the crypto-currencies to test is not If the 5 min and 1 min ticker for the crypto-currencies to test is not
already in the `testdata` folder, backtesting will download them already in the `testdata` folder, backtesting will download them
automatically. Testdata files will not be updated until you specify it. automatically. Testdata files will not be updated until you specify it.
The result of backtesting will confirm you if your bot has better odds of making a profit than a loss. The result of backtesting will confirm you if your bot has better odds of making a profit than a loss.
@ -216,15 +211,15 @@ TOTAL 419 -0.41 -0.00348593 52.9
``` ```
We understand the bot has made `419` trades for an average duration of We understand the bot has made `419` trades for an average duration of
`52.9` min, with a performance of `-0.41%` (loss), that means it has `52.9` min, with a performance of `-0.41%` (loss), that means it has
lost a total of `-0.00348593 BTC`. lost a total of `-0.00348593 BTC`.
As you will see your strategy performance will be influenced by your buy As you will see your strategy performance will be influenced by your buy
strategy, your sell strategy, and also by the `minimal_roi` and strategy, your sell strategy, and also by the `minimal_roi` and
`stop_loss` you have set. `stop_loss` you have set.
As for an example if your minimal_roi is only `"0": 0.01`. You cannot As for an 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 expect the bot to make more profit than 1% (because it will sell every
time a trade will reach 1%). time a trade will reach 1%).
```json ```json
@ -234,21 +229,21 @@ time a trade will reach 1%).
``` ```
On the other hand, if you set a too high `minimal_roi` like `"0": 0.55` On the other hand, if you set a too high `minimal_roi` like `"0": 0.55`
(55%), there is a lot of chance that the bot will never reach this (55%), there is a lot of chance that the bot will never reach this
profit. Hence, keep in mind that your performance is a mix of your profit. Hence, keep in mind that your performance is a mix of your
strategies, your configuration, and the crypto-currency you have set up. strategies, your configuration, and the crypto-currency you have set up.
## Backtesting multiple strategies ## Backtesting multiple strategies
To backtest multiple strategies, a list of Strategies can be provided. To backtest multiple strategies, a list of Strategies can be provided.
This is limited to 1 ticker-interval per run, however, data is only loaded once from disk so if you have multiple This is limited to 1 ticker-interval per run, however, data is only loaded once from disk so if you have multiple
strategies you'd like to compare, this should give a nice runtime boost. strategies you'd like to compare, this should give a nice runtime boost.
All listed Strategies need to be in the same folder. All listed Strategies need to be in the same folder.
``` bash ``` bash
freqtrade backtesting --timerange 20180401-20180410 --ticker-interval 5m --strategy-list Strategy001 Strategy002 --export trades freqtrade backtesting --timerange 20180401-20180410 --ticker-interval 5m --strategy-list Strategy001 Strategy002 --export trades
``` ```
This will save the results to `user_data/backtest_data/backtest-result-<strategy>.json`, injecting the strategy-name into the target filename. This will save the results to `user_data/backtest_data/backtest-result-<strategy>.json`, injecting the strategy-name into the target filename.
@ -266,5 +261,5 @@ Detailed output for all strategies one after the other will be available, so mak
## Next step ## Next step
Great, your strategy is profitable. What if the bot can give your the Great, your strategy is profitable. What if the bot can give your the
optimal parameters to use for your strategy? optimal parameters to use for your strategy?
Your next step is to learn [how to find optimal parameters with Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md) Your next step is to learn [how to find optimal parameters with Hyperopt](https://github.com/freqtrade/freqtrade/blob/develop/docs/hyperopt.md)