8405ccc15e
Seperate detail data loading from regular backest-data loading
2021-08-14 16:33:01 +02:00
b9356a5564
Autopep8 formatting
2021-08-06 16:35:39 -06:00
6129c5ca9e
Fix deprecation warnings from pandas 1.3.0
...
closes #5251
2021-07-09 20:46:38 +02:00
d1104bd434
fix daily profit data and daily profit curve example
2021-07-06 22:47:39 +02:00
4aa2ae37bd
add daily_profit_list
...
added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook
```
# 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 = 'Strat'
# 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()
```
2021-07-04 14:38:17 +02:00
77293b1f1e
Remove Zero duration Trades
...
after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.
2021-07-04 10:50:10 +02:00
a8117c6e0b
Refactored to use results variable from for loop
2021-06-29 11:24:49 +02:00
a0f28f4a15
Added max open trades to strategy summary first line
2021-06-28 17:05:12 +02:00
2e5b719de8
Added timerange above multiple strategy backtest result summary table
2021-06-28 10:54:54 +02:00
c99ae3b419
Added timerange above multiple strategy backtest result summary table
2021-06-28 10:20:34 +02:00
1067a9f356
Move strategy-override signals to top-level of the config
...
closes #2867
2021-06-26 16:06:13 +02:00
d294ef10d7
unexpected docstring params
2021-06-25 23:56:16 +05:30
a46f60bd94
spell corrections
2021-06-25 22:10:04 +05:30
1c9def2fdb
Update freqtrade/optimize/optimize_reports.py
2021-06-16 20:17:44 +01:00
1bb04bb0c2
Moved daily avg trade row next to total trades on backtest results
2021-06-16 11:40:55 +02:00
f920c26802
fix Hyperopt-list avg-time filters
...
These should use a numeric field (which currently isn't available).
closes #5061
2021-05-31 20:01:40 +02:00
971d5b2ecc
Merge pull request #5002 from freqtrade/track_rejected_trades
...
Track rejected trades
2021-05-23 14:56:50 +01:00
3f956441fc
Properly format % of zero_duration_trades
2021-05-23 15:53:54 +02:00
a39860e0de
Add tests for rejected signals
2021-05-23 14:15:02 +02:00
7f125315b0
Track Rejected Trades
...
closes #3423
2021-05-23 09:42:05 +02:00
db985cbc2e
Fix hyperopt-show failing to display old results with missing new fields.
2021-05-23 09:45:26 +03:00
25cc4eae96
Fix tests that broke after table formatting changed.
2021-05-22 15:25:37 +02:00
981b2df7ca
Include win:loss ratio in results tables.
2021-05-21 12:18:08 +03:00
debd98ad9a
Make results table more compact by merging win/draw/loss columns and drawdown abs/% into single columns.
2021-05-21 11:36:23 +03:00
e1dc1357ce
Add drawdown column to strategy summary table.
2021-05-21 11:36:23 +03:00
edcfa94093
Include zero duration trades in backtesting report.
2021-05-21 11:36:23 +03:00
7398ea88e0
Change optimize_reports to convert dates to string earlier
2021-05-11 20:37:49 +02:00
4f529fe424
Don't use Arrow to get min/max backtest dates
2021-05-06 19:43:14 +02:00
420e75af65
Extract show_backtest_result for one strategy
2021-05-02 09:46:27 +02:00
f2e182002d
Simplify calling backtesting by returning the proper result
2021-05-02 09:46:27 +02:00
545cba7fd8
Refactor optimize_report
...
we should not calculate non-daily statistics in the daily stats method
2021-05-02 09:46:27 +02:00
9994fce577
Extract generation of report for one strategy to it's own method
2021-05-02 09:46:27 +02:00
b125c975c7
Rename strategy_comparison method
2021-05-02 09:46:27 +02:00
9e56f6d4eb
Sort pair lists by total profit
2021-04-04 01:19:38 +03:00
bc05d03126
Make best / worst day absolute
2021-03-05 19:21:09 +01:00
078b77d41b
Fix crash when using unlimited stake and no trades are made
2021-03-02 16:12:22 +01:00
55a315be14
fix: avg_stake_amount should not be `NaN` if df is empty
2021-03-02 13:38:55 +01:00
9cb37409fd
Explicitly convert starting-balance to float
2021-02-28 09:56:29 +01:00
394a6bbf2a
Fix some type errors
2021-02-27 09:33:00 +01:00
f04f07299c
Improve backtesting metrics
2021-02-27 09:33:00 +01:00
f367375e5b
ABS drawdown should show wallet high and low values
2021-02-27 09:33:00 +01:00
0d2f877e77
Use absolute drawdown calc
2021-02-27 09:32:59 +01:00
72f21fc5ec
Add trade-volume metric
2021-02-27 09:32:59 +01:00
35e6a9ab3a
Backtest-reports should calculate total gains based on starting capital
2021-02-27 09:32:59 +01:00
712d503e6c
Use sell-reason value in backtesting, not the enum object
2021-02-27 09:32:59 +01:00
5c263c7ffd
add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed
2021-02-14 19:41:12 +01:00
e7acee7904
Improve coin value output by rounding coin specific
2021-02-13 16:05:56 +01:00
072abde9b7
Introduce round_coin_value to simplify coin rounding
2021-02-13 16:05:35 +01:00
62e43539c9
Limit max_open_trades to maximum available pairs
...
closes #4008
2021-01-24 19:59:54 +01:00
8ee264bc59
Don't use profit_percent for backtesting results anymore
2021-01-24 08:58:41 +01:00
Matthias
Sam Germain
octaviusgus
octaviusgus
barbarius
aayush-jain18
Rokas Kupstys
rextea
Joe Schr
Florian Reitmeir