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Merge pull request #5140 from barisengez/develop

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Moved daily avg trade row next to total trades on backtest results
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Matthias 2021-06-17 08:54:48 +01:00 committed by GitHub
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2 changed files with 5 additions and 7 deletions
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8
docs/backtesting.md
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@ -284,7 +284,7 @@ A backtesting result will look like that:
| Backtesting to | 2019-05-01 00:00:00 | | Backtesting to | 2019-05-01 00:00:00 |
| Max open trades | 3 | | Max open trades | 3 |
| | | | | |
| Total trades | 429 | | Total/Daily Avg Trades| 429 / 3.575 |
| Starting balance | 0.01000000 BTC | | Starting balance | 0.01000000 BTC |
| Final balance | 0.01762792 BTC | | Final balance | 0.01762792 BTC |
| Absolute profit | 0.00762792 BTC | | Absolute profit | 0.00762792 BTC |
@ -373,12 +373,11 @@ It contains some useful key metrics about performance of your strategy on backte
| Backtesting to | 2019-05-01 00:00:00 | | Backtesting to | 2019-05-01 00:00:00 |
| Max open trades | 3 | | Max open trades | 3 |
| | | | | |
| Total trades | 429 | | Total/Daily Avg Trades| 429 / 3.575 |
| Starting balance | 0.01000000 BTC | | Starting balance | 0.01000000 BTC |
| Final balance | 0.01762792 BTC | | Final balance | 0.01762792 BTC |
| Absolute profit | 0.00762792 BTC | | Absolute profit | 0.00762792 BTC |
| Total profit % | 76.2% | | Total profit % | 76.2% |
| Trades per day | 3.575 |
| Avg. stake amount | 0.001 BTC | | Avg. stake amount | 0.001 BTC |
| Total trade volume | 0.429 BTC | | Total trade volume | 0.429 BTC |
| | | | | |
@ -409,12 +408,11 @@ It contains some useful key metrics about performance of your strategy on backte
- `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option). - `Backtesting from` / `Backtesting to`: Backtesting range (usually defined with the `--timerange` option).
- `Max open trades`: Setting of `max_open_trades` (or `--max-open-trades`) - or number of pairs in the pairlist (whatever is lower). - `Max open trades`: Setting of `max_open_trades` (or `--max-open-trades`) - or number of pairs in the pairlist (whatever is lower).
- `Total trades`: Identical to the total trades of the backtest output table. - `Total/Daily Avg Trades`: Identical to the total trades of the backtest output table / Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
- `Starting balance`: Start balance - as given by dry-run-wallet (config or command line). - `Starting balance`: Start balance - as given by dry-run-wallet (config or command line).
- `Final balance`: Final balance - starting balance + absolute profit. - `Final balance`: Final balance - starting balance + absolute profit.
- `Absolute profit`: Profit made in stake currency. - `Absolute profit`: Profit made in stake currency.
- `Total profit %`: Total profit. Aligned to the `TOTAL` row's `Tot Profit %` from the first table. Calculated as `(End capital − Starting capital) / Starting capital`. - `Total profit %`: Total profit. Aligned to the `TOTAL` row's `Tot Profit %` from the first table. Calculated as `(End capital − Starting capital) / Starting capital`.
- `Trades per day`: Total trades divided by the backtesting duration in days (this will give you information about how many trades to expect from the strategy).
- `Avg. stake amount`: Average stake amount, either `stake_amount` or the average when using dynamic stake amount. - `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. - `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 Pair` / `Worst Pair`: Best and worst performing pair, and it's corresponding `Cum Profit %`.

4
freqtrade/optimize/optimize_reports.py
View File

@ -556,7 +556,8 @@ def text_table_add_metrics(strat_results: Dict) -> str:
('Backtesting to', strat_results['backtest_end']), ('Backtesting to', strat_results['backtest_end']),
('Max open trades', strat_results['max_open_trades']), ('Max open trades', strat_results['max_open_trades']),
('', ''), # Empty line to improve readability ('', ''), # Empty line to improve readability
('Total trades', strat_results['total_trades']), ('Total/Daily Avg Trades',
f"{strat_results['total_trades']} / {strat_results['trades_per_day']}"),
('Starting balance', round_coin_value(strat_results['starting_balance'], ('Starting balance', round_coin_value(strat_results['starting_balance'],
strat_results['stake_currency'])), strat_results['stake_currency'])),
('Final balance', round_coin_value(strat_results['final_balance'], ('Final balance', round_coin_value(strat_results['final_balance'],
@ -564,7 +565,6 @@ def text_table_add_metrics(strat_results: Dict) -> str:
('Absolute profit ', round_coin_value(strat_results['profit_total_abs'], ('Absolute profit ', round_coin_value(strat_results['profit_total_abs'],
strat_results['stake_currency'])), strat_results['stake_currency'])),
('Total profit %', f"{round(strat_results['profit_total'] * 100, 2):}%"), ('Total profit %', f"{round(strat_results['profit_total'] * 100, 2):}%"),
('Trades per day', strat_results['trades_per_day']),
('Avg. stake amount', round_coin_value(strat_results['avg_stake_amount'], ('Avg. stake amount', round_coin_value(strat_results['avg_stake_amount'],
strat_results['stake_currency'])), strat_results['stake_currency'])),
('Total trade volume', round_coin_value(strat_results['total_volume'], ('Total trade volume', round_coin_value(strat_results['total_volume'],