From c5489d530a8f62d9666866b1501fa66e581ba175 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sun, 4 Jul 2021 19:50:44 +0200
Subject: [PATCH] Reexport File to docs to have this available as documentation
 too

---
 docs/strategy_analysis_example.md             | 33 +++++++++++++++++++
 .../templates/strategy_analysis_example.ipynb |  4 +--
 2 files changed, 35 insertions(+), 2 deletions(-)

diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index 4c938500c..27c620c3d 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -130,6 +130,39 @@ trades = load_backtest_data(backtest_dir)
 trades.groupby("pair")["sell_reason"].value_counts()
 ```
 
+## Plotting daily profit / equity line
+
+
+```python
+# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)
+
+from freqtrade.configuration import Configuration
+from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
+import plotly.express as px
+import pandas as pd
+
+# strategy = 'SampleStrategy'
+# config = Configuration.from_files(["user_data/config.json"])
+# backtest_dir = config["user_data_dir"] / "backtest_results"
+
+stats = load_backtest_stats(backtest_dir)
+strategy_stats = stats['strategy'][strategy]
+
+equity = 0
+equity_daily = []
+for dp in strategy_stats['daily_profit']:
+    equity_daily.append(equity)
+    equity += float(dp)
+
+dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])
+
+df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})
+
+fig = px.line(df, x="dates", y="equity_daily")
+fig.show()
+
+```
+
 ### Load live trading results into a pandas dataframe
 
 In case you did already some trading and want to analyze your performance
diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
index 9af24ae2d..f3b0d8d03 100644
--- a/freqtrade/templates/strategy_analysis_example.ipynb
+++ b/freqtrade/templates/strategy_analysis_example.ipynb
@@ -197,7 +197,7 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 6,
+   "execution_count": null,
    "metadata": {},
    "outputs": [],
    "source": [
@@ -223,7 +223,7 @@
     "\n",
     "dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])\n",
     "\n",
-    "df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})\n",
+    "df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})\n",
     "\n",
     "fig = px.line(df, x=\"dates\", y=\"equity_daily\")\n",
     "fig.show()\n"