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Remove Cum Profit %

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it's a missleading metric in any case where stake-amount is not 100% identical.
This commit is contained in:
Matthias
2024-03-30 11:10:25 +01:00
parent 79719bbe82
commit 0a186eb8b7
1 changed files with 5 additions and 6 deletions
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freqtrade/optimize/optimize_reports/bt_output.py
+5 -6
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@@ -16,7 +16,7 @@ def _get_line_floatfmt(stake_currency: str) -> List[str]:
""" """
Generate floatformat (goes in line with _generate_result_line()) Generate floatformat (goes in line with _generate_result_line())
""" """
return ['s', 'd', '.2f', '.2f', f'.{decimals_per_coin(stake_currency)}f', return ['s', 'd', '.2f', f'.{decimals_per_coin(stake_currency)}f',
'.2f', 'd', 's', 's'] '.2f', 'd', 's', 's']
@@ -25,7 +25,7 @@ def _get_line_header(first_column: str, stake_currency: str,
""" """
Generate header lines (goes in line with _generate_result_line()) Generate header lines (goes in line with _generate_result_line())
""" """
return [first_column, direction, 'Avg Profit %', 'Cum Profit %', return [first_column, direction, 'Avg Profit %',
f'Tot Profit {stake_currency}', 'Tot Profit %', 'Avg Duration', f'Tot Profit {stake_currency}', 'Tot Profit %', 'Avg Duration',
'Win Draw Loss Win%'] 'Win Draw Loss Win%']
@@ -51,7 +51,7 @@ def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: st
headers = _get_line_header('Pair', stake_currency) headers = _get_line_header('Pair', stake_currency)
floatfmt = _get_line_floatfmt(stake_currency) floatfmt = _get_line_floatfmt(stake_currency)
output = [[ output = [[
t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], t['key'], t['trades'], t['profit_mean_pct'], t['profit_total_abs'],
t['profit_total_pct'], t['duration_avg'], t['profit_total_pct'], t['duration_avg'],
generate_wins_draws_losses(t['wins'], t['draws'], t['losses']) generate_wins_draws_losses(t['wins'], t['draws'], t['losses'])
] for t in pair_results] ] for t in pair_results]
@@ -72,7 +72,6 @@ def text_table_exit_reason(exit_reason_stats: List[Dict[str, Any]], stake_curren
'Exits', 'Exits',
'Win Draws Loss Win%', 'Win Draws Loss Win%',
'Avg Profit %', 'Avg Profit %',
'Cum Profit %',
f'Tot Profit {stake_currency}', f'Tot Profit {stake_currency}',
'Tot Profit %', 'Tot Profit %',
] ]
@@ -80,7 +79,7 @@ def text_table_exit_reason(exit_reason_stats: List[Dict[str, Any]], stake_curren
output = [[ output = [[
t.get('exit_reason', t.get('sell_reason')), t['trades'], t.get('exit_reason', t.get('sell_reason')), t['trades'],
generate_wins_draws_losses(t['wins'], t['draws'], t['losses']), generate_wins_draws_losses(t['wins'], t['draws'], t['losses']),
t['profit_mean_pct'], t['profit_sum_pct'], t['profit_mean_pct'],
fmt_coin(t['profit_total_abs'], stake_currency, False), fmt_coin(t['profit_total_abs'], stake_currency, False),
t['profit_total_pct'], t['profit_total_pct'],
] for t in exit_reason_stats] ] for t in exit_reason_stats]
@@ -166,7 +165,7 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
for t, dd in zip(strategy_results, drawdown)] for t, dd in zip(strategy_results, drawdown)]
output = [[ output = [[
t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], t['key'], t['trades'], t['profit_mean_pct'], t['profit_total_abs'],
t['profit_total_pct'], t['duration_avg'], t['profit_total_pct'], t['duration_avg'],
generate_wins_draws_losses(t['wins'], t['draws'], t['losses']), drawdown] generate_wins_draws_losses(t['wins'], t['draws'], t['losses']), drawdown]
for t, drawdown in zip(strategy_results, drawdown)] for t, drawdown in zip(strategy_results, drawdown)]