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Make best / worst day absolute

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Matthias
2021-03-05 19:21:09 +01:00
parent 078b77d41b
commit bc05d03126
2 changed files with 19 additions and 10 deletions
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docs/backtesting.md
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@@ -289,8 +289,8 @@ A backtesting result will look like that:
| Worst Pair | ZEC/BTC -10.18% |
| Best Trade | LSK/BTC 4.25% |
| Worst Trade | ZEC/BTC -10.25% |
| Best day | 25.27% |
| Worst day | -30.67% |
| Best day | 0.00076 BTC |
| Worst day | -0.00036 BTC |
| Days win/draw/lose | 12 / 82 / 25 |
| Avg. Duration Winners | 4:23:00 |
| Avg. Duration Loser | 6:55:00 |
@@ -376,8 +376,8 @@ It contains some useful key metrics about performance of your strategy on backte
| Worst Pair | ZEC/BTC -10.18% |
| Best Trade | LSK/BTC 4.25% |
| Worst Trade | ZEC/BTC -10.25% |
| Best day | 25.27% |
| Worst day | -30.67% |
| Best day | 0.00076 BTC |
| Worst day | -0.00036 BTC |
| Days win/draw/lose | 12 / 82 / 25 |
| Avg. Duration Winners | 4:23:00 |
| Avg. Duration Loser | 6:55:00 |
@@ -406,7 +406,7 @@ It contains some useful key metrics about performance of your strategy on backte
- `Avg. stake amount`: Average stake amount, either `stake_amount` or the average when using dynamic stake amount.
- `Total trade volume`: Volume generated on the exchange to reach the above profit.
- `Best Pair` / `Worst Pair`: Best and worst performing pair, and it's corresponding `Cum Profit %`.
- `Best Trade` / `Worst Trade`: Biggest winning trade and biggest losing trade
- `Best Trade` / `Worst Trade`: Biggest single winning trade and biggest single losing trade.
- `Best day` / `Worst day`: Best and worst day based on daily profit.
- `Days win/draw/lose`: Winning / Losing days (draws are usually days without closed trade).
- `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.