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Make best / worst day absolute

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This commit is contained in:
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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19
freqtrade/optimize/optimize_reports.py
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@@ -196,13 +196,18 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
return {
'backtest_best_day': 0,
'backtest_worst_day': 0,
'backtest_best_day_abs': 0,
'backtest_worst_day_abs': 0,
'winning_days': 0,
'draw_days': 0,
'losing_days': 0,
'winner_holding_avg': timedelta(),
'loser_holding_avg': timedelta(),
}
daily_profit = results.resample('1d', on='close_date')['profit_ratio'].sum()
daily_profit_rel = results.resample('1d', on='close_date')['profit_ratio'].sum()
daily_profit = results.resample('1d', on='close_date')['profit_abs'].sum().round(10)
worst_rel = min(daily_profit_rel)
best_rel = max(daily_profit_rel)
worst = min(daily_profit)
best = max(daily_profit)
winning_days = sum(daily_profit > 0)
@@ -213,8 +218,10 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
losing_trades = results.loc[results['profit_ratio'] < 0]
return {
'backtest_best_day': best,
'backtest_worst_day': worst,
'backtest_best_day': best_rel,
'backtest_worst_day': worst_rel,
'backtest_best_day_abs': best,
'backtest_worst_day_abs': worst,
'winning_days': winning_days,
'draw_days': draw_days,
'losing_days': losing_days,
@@ -470,8 +477,10 @@ def text_table_add_metrics(strat_results: Dict) -> str:
('Worst trade', f"{worst_trade['pair']} "
f"{round(worst_trade['profit_ratio'] * 100, 2)}%"),
('Best day', f"{round(strat_results['backtest_best_day'] * 100, 2)}%"),
('Worst day', f"{round(strat_results['backtest_worst_day'] * 100, 2)}%"),
('Best day', round_coin_value(strat_results['backtest_best_day_abs'],
strat_results['stake_currency'])),
('Worst day', round_coin_value(strat_results['backtest_worst_day_abs'],
strat_results['stake_currency'])),
('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']}"),