From e22da45474aee9487d2e2a38556bcac987bd88b2 Mon Sep 17 00:00:00 2001 From: xmatthias Date: Wed, 13 Jun 2018 07:00:05 +0200 Subject: [PATCH] update documentation with forcesell at the end of the backtest period --- docs/backtesting.md | 49 ++++++++++++++++++++++++++++++++------------- 1 file changed, 35 insertions(+), 14 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index e46999d4b..127b4ee20 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -141,22 +141,43 @@ The most important in the backtesting is to understand the result. A backtesting result will look like that: ``` -====================== BACKTESTING REPORT ================================ -pair buy count avg profit % total profit BTC avg duration --------- ----------- -------------- ------------------ -------------- -ETH/BTC 56 -0.67 -0.00075455 62.3 -LTC/BTC 38 -0.48 -0.00036315 57.9 -ETC/BTC 42 -1.15 -0.00096469 67.0 -DASH/BTC 72 -0.62 -0.00089368 39.9 -ZEC/BTC 45 -0.46 -0.00041387 63.2 -XLM/BTC 24 -0.88 -0.00041846 47.7 -NXT/BTC 24 0.68 0.00031833 40.2 -POWR/BTC 35 0.98 0.00064887 45.3 -ADA/BTC 43 -0.39 -0.00032292 55.0 -XMR/BTC 40 -0.40 -0.00032181 47.4 -TOTAL 419 -0.41 -0.00348593 52.9 +======================================== BACKTESTING REPORT ========================================= +| pair | buy count | avg profit % | total profit BTC | avg duration | profit | loss | +|:---------|------------:|---------------:|-------------------:|---------------:|---------:|-------:| +| ETH/BTC | 44 | 0.18 | 0.00159118 | 50.9 | 44 | 0 | +| LTC/BTC | 27 | 0.10 | 0.00051931 | 103.1 | 26 | 1 | +| ETC/BTC | 24 | 0.05 | 0.00022434 | 166.0 | 22 | 2 | +| DASH/BTC | 29 | 0.18 | 0.00103223 | 192.2 | 29 | 0 | +| ZEC/BTC | 65 | -0.02 | -0.00020621 | 202.7 | 62 | 3 | +| XLM/BTC | 35 | 0.02 | 0.00012877 | 242.4 | 32 | 3 | +| BCH/BTC | 12 | 0.62 | 0.00149284 | 50.0 | 12 | 0 | +| POWR/BTC | 21 | 0.26 | 0.00108215 | 134.8 | 21 | 0 | +| ADA/BTC | 54 | -0.19 | -0.00205202 | 191.3 | 47 | 7 | +| XMR/BTC | 24 | -0.43 | -0.00206013 | 120.6 | 20 | 4 | +| TOTAL | 335 | 0.03 | 0.00175246 | 157.9 | 315 | 20 | +2018-06-13 06:57:27,347 - freqtrade.optimize.backtesting - INFO - +====================================== LEFT OPEN TRADES REPORT ====================================== +| pair | buy count | avg profit % | total profit BTC | avg duration | profit | loss | +|:---------|------------:|---------------:|-------------------:|---------------:|---------:|-------:| +| ETH/BTC | 3 | 0.16 | 0.00009619 | 25.0 | 3 | 0 | +| LTC/BTC | 1 | -1.00 | -0.00020118 | 1085.0 | 0 | 1 | +| ETC/BTC | 2 | -1.80 | -0.00071933 | 1092.5 | 0 | 2 | +| DASH/BTC | 0 | nan | 0.00000000 | nan | 0 | 0 | +| ZEC/BTC | 3 | -4.27 | -0.00256826 | 1301.7 | 0 | 3 | +| XLM/BTC | 3 | -1.11 | -0.00066744 | 965.0 | 0 | 3 | +| BCH/BTC | 0 | nan | 0.00000000 | nan | 0 | 0 | +| POWR/BTC | 0 | nan | 0.00000000 | nan | 0 | 0 | +| ADA/BTC | 7 | -3.58 | -0.00503604 | 850.0 | 0 | 7 | +| XMR/BTC | 4 | -3.79 | -0.00303456 | 291.2 | 0 | 4 | +| TOTAL | 23 | -2.63 | -0.01213062 | 750.4 | 3 | 20 | + ``` +The 1st table will contain all trades the bot made. + +The 2nd table will contain all trades the bot had to `forcesell` at the end of the backtest period to prsent a full picture. +These trades are also included in the first table, but are extracted separately for clarity. + The last line will give you the overall performance of your strategy, here: