more consistent backtesting tables and labels

freqtrade/optimize/backtesting.py

@@ -404,12 +404,12 @@ class Backtesting:
             )
             # Execute backtest and print results
             all_results[self.strategy.get_strategy_name()] = self.backtest(
-                    processed=preprocessed,
+                processed=preprocessed,
-                    stake_amount=self.config['stake_amount'],
+                stake_amount=self.config['stake_amount'],
-                    start_date=min_date,
+                start_date=min_date,
-                    end_date=max_date,
+                end_date=max_date,
-                    max_open_trades=max_open_trades,
+                max_open_trades=max_open_trades,
-                    position_stacking=position_stacking,
+                position_stacking=position_stacking,
             )
 
         for strategy, results in all_results.items():
@@ -426,7 +426,10 @@ class Backtesting:
                                       results=results))
 
             print(' SELL REASON STATS '.center(133, '='))
-            print(generate_text_table_sell_reason(data, results))
+            print(generate_text_table_sell_reason(data,
+                                                  stake_currency=self.config['stake_currency'],
+                                                  max_open_trades=self.config['max_open_trades'],
+                                                  results=results))
 
             print(' LEFT OPEN TRADES REPORT '.center(133, '='))
             print(generate_text_table(data,

freqtrade/optimize/optimize_reports.py

@@ -19,9 +19,17 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra
 
     floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')
     tabular_data = []
-    headers = ['pair', 'buy count', 'avg profit %', 'cum profit %',
+    headers = [
-               f'tot profit {stake_currency}', 'tot profit %', 'avg duration',
+        'Pair',
-               'profit', 'loss']
+        'Buy Count',
+        'Avg Profit %',
+        'Cum Profit %',
+        f'Tot Profit {stake_currency}',
+        'Tot Profit %',
+        'Avg Duration',
+        'Wins',
+        'Losses'
+    ]
     for pair in data:
         result = results[results.pair == pair]
         if skip_nan and result.profit_abs.isnull().all():
@@ -58,7 +66,9 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra
                     floatfmt=floatfmt, tablefmt="pipe")  # type: ignore
 
 
-def generate_text_table_sell_reason(data: Dict[str, Dict], results: DataFrame) -> str:
+def generate_text_table_sell_reason(
+    data: Dict[str, Dict], stake_currency: str, max_open_trades: int, results: DataFrame
+) -> str:
     """
     Generate small table outlining Backtest results
     :param data: Dict of <pair: dataframe> containing data that was used during backtesting.
@@ -66,13 +76,36 @@ def generate_text_table_sell_reason(data: Dict[str, Dict], results: DataFrame) -
     :return: pretty printed table with tabulate as string
     """
     tabular_data = []
-    headers = ['Sell Reason', 'Count', 'Profit', 'Loss', 'Profit %']
+    headers = [
+        "Sell Reason",
+        "Sell Count",
+        "Wins",
+        "Losses",
+        "Avg Profit %",
+        "Cum Profit %",
+        f"Tot Profit {stake_currency}",
+        "Tot Profit %",
+    ]
     for reason, count in results['sell_reason'].value_counts().iteritems():
         result = results.loc[results['sell_reason'] == reason]
         profit = len(result[result['profit_abs'] >= 0])
         loss = len(result[result['profit_abs'] < 0])
         profit_mean = round(result['profit_percent'].mean() * 100.0, 2)
-        tabular_data.append([reason.value, count, profit, loss, profit_mean])
+        profit_sum = round(result["profit_percent"].sum() * 100.0, 2)
+        profit_tot = result["profit_abs"].sum()
+        profit_percent_tot = result["profit_percent"].sum() * 100.0 / max_open_trades
+        tabular_data.append(
+            [
+                reason.value,
+                count,
+                profit,
+                loss,
+                profit_mean,
+                profit_sum,
+                profit_tot,
+                profit_percent_tot,
+            ]
+        )
     return tabulate(tabular_data, headers=headers, tablefmt="pipe")
 
 

tests/optimize/test_optimize_reports.py

@@ -21,14 +21,14 @@ def test_generate_text_table(default_conf, mocker):
     )
 
     result_str = (
-        '| pair    |   buy count |   avg profit % |   cum profit % |   '
+        '| Pair    |   Buy Count |   Avg Profit % |   Cum Profit % |   Tot Profit BTC '
-        'tot profit BTC |   tot profit % | avg duration   |   profit |   loss |\n'
+        '|   Tot Profit % | Avg Duration   |   Wins |   Losses |\n'
-        '|:--------|------------:|---------------:|---------------:|'
+        '|:--------|------------:|---------------:|---------------:|-----------------:'
-        '-----------------:|---------------:|:---------------|---------:|-------:|\n'
+        '|---------------:|:---------------|-------:|---------:|\n'
-        '| ETH/BTC |           2 |          15.00 |          30.00 |       '
+        '| ETH/BTC |           2 |          15.00 |          30.00 |       0.60000000 '
-        '0.60000000 |          15.00 | 0:20:00        |        2 |      0 |\n'
+        '|          15.00 | 0:20:00        |      2 |        0 |\n'
-        '| TOTAL   |           2 |          15.00 |          30.00 |       '
+        '| TOTAL   |           2 |          15.00 |          30.00 |       0.60000000 '
-        '0.60000000 |          15.00 | 0:20:00        |        2 |      0 |'
+        '|          15.00 | 0:20:00        |      2 |        0 |'
     )
     assert generate_text_table(data={'ETH/BTC': {}},
                                stake_currency='BTC', max_open_trades=2,
@@ -50,13 +50,19 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
     )
 
     result_str = (
-        '| Sell Reason   |   Count |   Profit |   Loss |   Profit % |\n'
+        '| Sell Reason   |   Sell Count |   Wins |   Losses |   Avg Profit % |'
-        '|:--------------|--------:|---------:|-------:|-----------:|\n'
+        '   Cum Profit % |   Tot Profit BTC |   Tot Profit % |\n'
-        '| roi           |       2 |        2 |      0 |         15 |\n'
+        '|:--------------|-------------:|-------:|---------:|---------------:|'
-        '| stop_loss     |       1 |        0 |      1 |        -10 |'
+        '---------------:|-----------------:|---------------:|\n'
+        '| roi           |            2 |      2 |        0 |             15 |'
+        '             30 |              0.6 |             15 |\n'
+        '| stop_loss     |            1 |      0 |        1 |            -10 |'
+        '            -10 |             -0.2 |             -5 |'
     )
     assert generate_text_table_sell_reason(
-        data={'ETH/BTC': {}}, results=results) == result_str
+        data={'ETH/BTC': {}},
+        stake_currency='BTC', max_open_trades=2,
+        results=results) == result_str
 
 
 def test_generate_text_table_strategy(default_conf, mocker):