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Add drawdown column to strategy summary table.

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This commit is contained in:
Rokas Kupstys
2021-05-15 12:00:01 +03:00
parent edcfa94093
commit e1dc1357ce
3 changed files with 39 additions and 15 deletions
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18
freqtrade/optimize/optimize_reports.py
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@@ -164,6 +164,17 @@ def generate_strategy_comparison(all_results: Dict) -> List[Dict]:
tabular_data.append(_generate_result_line(
results['results'], results['config']['dry_run_wallet'], strategy)
)
try:
max_drawdown_per, _, _, _, _ = calculate_max_drawdown(results['results'],
value_col='profit_ratio')
max_drawdown_abs, _, _, _, _ = calculate_max_drawdown(results['results'],
value_col='profit_abs')
except ValueError:
max_drawdown_per = 0
max_drawdown_abs = 0
tabular_data[-1]['max_drawdown_per'] = round(max_drawdown_per * 100, 2)
tabular_data[-1]['max_drawdown_abs'] = \
round_coin_value(max_drawdown_abs, results['config']['stake_currency'], False)
return tabular_data
@@ -485,10 +496,15 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
"""
floatfmt = _get_line_floatfmt(stake_currency)
headers = _get_line_header('Strategy', stake_currency)
# _get_line_header() is also used for per-pair summary. Per-pair drawdown is mostly useless
# therefore we slip this column in only for strategy summary here.
headers.append(f'Drawdown {stake_currency}')
headers.append('Drawdown %')
output = [[
t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses'],
t['max_drawdown_abs'], t['max_drawdown_per']
] for t in strategy_results]
# Ignore type as floatfmt does allow tuples but mypy does not know that
return tabulate(output, headers=headers,