Update notebook with new statistics example

docs/plotting.md

@@ -285,7 +285,7 @@ Examples:
 Use custom backtest-export file
 
 ``` bash
-freqtrade plot-profit  -p LTC/BTC --export-filename user_data/backtest_results/backtest-result-Strategy005.json
+freqtrade plot-profit  -p LTC/BTC --export-filename user_data/backtest_results/backtest-result.json
 ```
 
 Use custom database

docs/strategy_analysis_example.md

@@ -18,7 +18,7 @@ config = Configuration.from_files([])
 # config = Configuration.from_files(["config.json"])
 
 # Define some constants
-config["timeframe"] = "5m"
+config["ticker_interval"] = "5m"
 # Name of the strategy class
 config["strategy"] = "SampleStrategy"
 # Location of the data
@@ -33,7 +33,7 @@ pair = "BTC_USDT"
 from freqtrade.data.history import load_pair_history
 
 candles = load_pair_history(datadir=data_location,
-                            timeframe=config["timeframe"],
+                            timeframe=config["ticker_interval"],
                             pair=pair)
 
 # Confirm success
@@ -85,10 +85,44 @@ Analyze a trades dataframe (also used below for plotting)
 
 
 ```python
-from freqtrade.data.btanalysis import load_backtest_data
+from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
 
-# Load backtest results
+# if backtest_dir points to a directory, it'll automatically load the last backtest file.
-trades = load_backtest_data(config["user_data_dir"] / "backtest_results/backtest-result.json")
+backtest_dir = config["user_data_dir"] / "backtest_results"
+# backtest_dir can also point to a specific file 
+# backtest_dir = config["user_data_dir"] / "backtest_results/backtest-result-2020-07-01_20-04-22.json"
+```
+
+
+```python
+# You can get the full backtest statistics by using the following command.
+# This contains all information used to generate the backtest result.
+stats = load_backtest_stats(backtest_dir)
+
+strategy = 'SampleStrategy'
+# All statistics are available per strategy, so if `--strategy-list` was used during backtest, this will be reflected here as well.
+# Example usages:
+print(stats['strategy'][strategy]['results_per_pair'])
+# Get pairlist used for this backtest
+print(stats['strategy'][strategy]['pairlist'])
+# Get market change (average change of all pairs from start to end of the backtest period)
+print(stats['strategy'][strategy]['market_change'])
+# Maximum drawdown ()
+print(stats['strategy'][strategy]['max_drawdown'])
+# Maximum drawdown start and end
+print(stats['strategy'][strategy]['drawdown_start'])
+print(stats['strategy'][strategy]['drawdown_end'])
+
+
+# Get strategy comparison (only relevant if multiple strategies were compared)
+print(stats['strategy_comparison'])
+
+```
+
+
+```python
+# Load backtested trades as dataframe
+trades = load_backtest_data(backtest_dir)
 
 # Show value-counts per pair
 trades.groupby("pair")["sell_reason"].value_counts()

freqtrade/data/btanalysis.py

@@ -72,7 +72,7 @@ def load_backtest_stats(filename: Union[Path, str]) -> Dict[str, Any]:
 def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = None) -> pd.DataFrame:
     """
     Load backtest data file.
-    :param filename: pathlib.Path object, or string pointing to the file.
+    :param filename: pathlib.Path object, or string pointing to a file or directory
     :param strategy: Strategy to load - mainly relevant for multi-strategy backtests
                      Can also serve as protection to load the correct result.
     :return: a dataframe with the analysis results

freqtrade/templates/strategy_analysis_example.ipynb

@@ -136,10 +136,51 @@
    "metadata": {},
    "outputs": [],
    "source": [
-    "from freqtrade.data.btanalysis import load_backtest_data\n",
+    "from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats\n",
     "\n",
-    "# Load backtest results\n",
+    "# if backtest_dir points to a directory, it'll automatically load the last backtest file.\n",
-    "trades = load_backtest_data(config[\"user_data_dir\"] / \"backtest_results/backtest-result.json\")\n",
+    "backtest_dir = config[\"user_data_dir\"] / \"backtest_results\"\n",
+    "# backtest_dir can also point to a specific file \n",
+    "# backtest_dir = config[\"user_data_dir\"] / \"backtest_results/backtest-result-2020-07-01_20-04-22.json\""
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# You can get the full backtest statistics by using the following command.\n",
+    "# This contains all information used to generate the backtest result.\n",
+    "stats = load_backtest_stats(backtest_dir)\n",
+    "\n",
+    "strategy = 'SampleStrategy'\n",
+    "# All statistics are available per strategy, so if `--strategy-list` was used during backtest, this will be reflected here as well.\n",
+    "# Example usages:\n",
+    "print(stats['strategy'][strategy]['results_per_pair'])\n",
+    "# Get pairlist used for this backtest\n",
+    "print(stats['strategy'][strategy]['pairlist'])\n",
+    "# Get market change (average change of all pairs from start to end of the backtest period)\n",
+    "print(stats['strategy'][strategy]['market_change'])\n",
+    "# Maximum drawdown ()\n",
+    "print(stats['strategy'][strategy]['max_drawdown'])\n",
+    "# Maximum drawdown start and end\n",
+    "print(stats['strategy'][strategy]['drawdown_start'])\n",
+    "print(stats['strategy'][strategy]['drawdown_end'])\n",
+    "\n",
+    "\n",
+    "# Get strategy comparison (only relevant if multiple strategies were compared)\n",
+    "print(stats['strategy_comparison'])\n"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "# Load backtested trades as dataframe\n",
+    "trades = load_backtest_data(backtest_dir)\n",
     "\n",
     "# Show value-counts per pair\n",
     "trades.groupby(\"pair\")[\"sell_reason\"].value_counts()"