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en/develop/backtesting/index.html
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@@ -2652,58 +2652,59 @@ This fee must be a ratio, and will be applied twice (once for trade entry, and o
│ TOTAL │ │ 77 │ 0.22 │ 54.774 │ 5.48 │ 22:12:00 │ 67 0 10 87.0 │
└───────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
SUMMARY METRICS
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Metric ┃ Value ┃
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
│ Backtesting from │ 2025-07-01 00:00:00 │
│ Backtesting to │ 2025-08-01 00:00:00 │
│ Trading Mode │ Isolated Futures │
│ Max open trades │ 3 │
│ │ │
│ Total/Daily Avg Trades │ 77 / 2.48 │
│ Starting balance │ 1000 USDT │
│ Final balance │ 1054.774 USDT │
│ Absolute profit │ 54.774 USDT │
│ Total profit % │ 5.48% │
│ CAGR % │ 87.36% │
│ Sortino │ 2.48 │
│ Sharpe │ 3.75 │
│ Calmar │ 40.99 │
│ SQN │ 0.69 │
│ Profit factor │ 1.29 │
│ Expectancy (Ratio) │ 0.71 (0.04) │
│ Avg. daily profit │ 1.767 USDT │
│ Avg. stake amount │ 345.016 USDT │
│ Total trade volume │ 53316.954 USDT │
│ │ │
│ Long / Short trades │ 67 / 10 │
│ Long / Short profit % │ 8.94% / -3.47% │
│ Long / Short profit USDT │ 89.425 / -34.651 │
│ │ │
│ Best Pair │ LTC/USDT:USDT 5.62% │
│ Worst Pair │ ADA/USDT:USDT -5.21% │
│ Best trade │ ETC/USDT:USDT 2.00% │
│ Worst trade │ ADA/USDT:USDT -10.17% │
│ Best day │ 26.91 USDT │
│ Worst day │ -47.741 USDT │
│ Days win/draw/lose │ 20 / 6 / 5 │
│ Min/Max/Avg. Duration Winners │ 0d 00:35 / 5d 18:15 / 0d 15:49 │
│ Min/Max/Avg. Duration Losers │ 0d 10:40 / 17d 08:00 / 2d 17:00 │
│ Max Consecutive Wins / Loss │ 36 / 3 │
│ Rejected Entry signals │ 258 │
│ Entry/Exit Timeouts │ 0 / 0 │
│ │ │
│ Min balance │ 1003.168 USDT │
│ Max balance │ 1149.421 USDT │
│ Max % of account underwater │ 8.23% │
│ Absolute drawdown │ 94.647 USDT (8.23%) │
│ Drawdown duration │ 9 days 08:50:00 │
│ Profit at drawdown start │ 149.421 USDT │
│ Profit at drawdown end │ 54.774 USDT │
│ Drawdown start │ 2025-07-22 15:10:00 │
│ Drawdown end │ 2025-08-01 00:00:00 │
│ Market change │ 30.51% │
└───────────────────────────────┴─────────────────────────────────┘
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Metric ┃ Value ┃
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
│ Backtesting from │ 2025-07-01 00:00:00 │
│ Backtesting to │ 2025-08-01 00:00:00 │
│ Trading Mode │ Isolated Futures │
│ Max open trades │ 3 │
│ │ │
│ Total/Daily Avg Trades │ 77 / 2.48 │
│ Starting balance │ 1000 USDT │
│ Final balance │ 1054.669 USDT │
│ Absolute profit │ 54.669 USDT │
│ Total profit % │ 5.47% │
│ CAGR % │ 87.14% │
│ Sortino │ 2.46 │
│ Sharpe │ 3.73 │
│ Calmar │ 40.81 │
│ SQN │ 0.69 │
│ Profit factor │ 1.29 │
│ Expectancy (Ratio) │ 0.71 (0.04) │
│ Avg. daily profit │ 1.764 USDT │
│ Avg. stake amount │ 345.251 USDT │
│ Total trade volume │ 53352.96 USDT │
│ │ │
│ Long / Short trades │ 67 / 10 │
│ Long / Short profit % │ 8.93% / -3.46% │
│ Long / Short profit USDT │ 89.262 / -34.593 │
│ │ │
│ Best Pair │ LTC/USDT:USDT 5.62% │
│ Worst Pair │ ADA/USDT:USDT -5.21% │
│ Best trade │ ETC/USDT:USDT 2.00% │
│ Worst trade │ ADA/USDT:USDT -10.17% │
│ Best day │ 26.931 USDT │
│ Worst day │ -47.741 USDT │
│ Days win/draw/lose │ 20 / 6 / 5 │
│ Min/Max/Avg. Duration Winners │ 0d 00:35 / 5d 18:15 / 0d 15:49 │
│ Min/Max/Avg. Duration Losers │ 0d 10:40 / 17d 08:00 / 2d 17:00 │
│ Max Consecutive Wins / Loss │ 36 / 3 │
│ Rejected Entry signals │ 258 │
│ Entry/Exit Timeouts │ 0 / 0 │
│ │ │
│ Min/Max balance realized │ 1003.168 USDT / 1149.577 USDT │
│ Min/Max balance unrealized │ 1000 USDT / 1149.577 USDT │
│ Min/Max balance dates │ 2025-07-01 00:05:00 / 2025-07-22 15:15:00 │
│ Max % of account underwater │ 8.26% │
│ Absolute drawdown │ 94.908 USDT (8.26%) │
│ Drawdown duration │ 9 days 08:50:00 │
│ Profit at drawdown start │ 149.577 USDT │
│ Profit at drawdown end │ 54.669 USDT │
│ Drawdown start │ 2025-07-22 15:10:00 │
│ Drawdown end │ 2025-08-01 00:00:00 │
│ Market change │ 30.51% │
└───────────────────────────────┴───────────────────────────────────────────┘
Backtested 2025-07-01 00:00:00 -> 2025-08-01 00:00:00 | Max open trades : 3
STRATEGY SUMMARY
@@ -2745,54 +2746,59 @@ These trades are also included in the first table, but are also shown separately
<h3 id="summary-metrics">Summary metrics<a class="headerlink" href="#summary-metrics" title="Permanent link">&para;</a></h3>
<p>The last element of the backtest report is the summary metrics table.
It contains key metrics about the performance of your strategy on backtesting data.</p>
<div class="highlight"><pre><span></span><code>┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Metric ┃ Value ┃
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
│ Backtesting from │ 2025-07-01 00:00:00 │
│ Backtesting to │ 2025-08-01 00:00:00 │
│ Trading Mode │ Isolated Futures │
│ Max open trades │ 3 │
│ │ │
│ Total/Daily Avg Trades │ 72 / 2.32 │
│ Starting balance │ 1000 USDT │
│ Final balance │ 1106.734 USDT │
│ Absolute profit │ 106.734 USDT │
│ Total profit % │ 10.67% │
│ CAGR % │ 230.04% │
│ Sortino │ 4.99 │
│ Sharpe │ 8.00 │
│ Calmar │ 77.76 │
│ SQN │ 1.52 │
│ Profit factor │ 1.79 │
│ Expectancy (Ratio) │ 1.48 (0.07) │
│ Avg. daily profit │ 3.443 USDT │
│ Avg. stake amount │ 363.133 USDT │
│ Total trade volume │ 52466.174 USDT │
│ │ │
│ Best Pair │ LTC/USDT:USDT 4.48% │
│ Worst Pair │ ADA/USDT:USDT -1.78% │
│ Best trade │ ETC/USDT:USDT 2.00% │
│ Worst trade │ ADA/USDT:USDT -10.17% │
│ Best day │ 23.535 USDT │
│ Worst day │ -49.813 USDT │
│ Days win/draw/lose │ 21 / 6 / 4 │
│ Min/Max/Avg. Duration Winners │ 0d 00:35 / 5d 18:15 / 0d 15:30 │
│ Min/Max/Avg. Duration Losers │ 0d 12:00 / 17d 08:00 / 3d 23:28 │
│ Max Consecutive Wins / Loss │ 58 / 4 │
│ Rejected Entry signals │ 254 │
│ Entry/Exit Timeouts │ 0 / 0 │
│ │ │
│ Min balance │ 1003.168 USDT │
│ Max balance │ 1209 USDT │
│ Max % of account underwater │ 8.46% │
│ Absolute drawdown │ 102.266 USDT (8.46%) │
│ Drawdown duration │ 9 days 08:50:00 │
│ Profit at drawdown start │ 209 USDT │
│ Profit at drawdown end │ 106.734 USDT │
│ Drawdown start │ 2025-07-22 15:10:00 │
│ Drawdown end │ 2025-08-01 00:00:00 │
│ Market change │ 30.51% │
└───────────────────────────────┴─────────────────────────────────┘
<div class="highlight"><pre><span></span><code>┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Metric ┃ Value ┃
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┩
│ Backtesting from │ 2025-07-01 00:00:00 │
│ Backtesting to │ 2025-08-01 00:00:00 │
│ Trading Mode │ Isolated Futures │
│ Max open trades │ 3 │
│ │ │
│ Total/Daily Avg Trades │ 77 / 2.48 │
│ Starting balance │ 1000 USDT │
│ Final balance │ 1054.669 USDT │
│ Absolute profit │ 54.669 USDT │
│ Total profit % │ 5.47% │
│ CAGR % │ 87.14% │
│ Sortino │ 2.46 │
│ Sharpe │ 3.73 │
│ Calmar │ 40.81 │
│ SQN │ 0.69 │
│ Profit factor │ 1.29 │
│ Expectancy (Ratio) │ 0.71 (0.04) │
│ Avg. daily profit │ 1.764 USDT │
│ Avg. stake amount │ 345.251 USDT │
│ Total trade volume │ 53352.96 USDT │
│ │ │
│ Long / Short trades │ 67 / 10 │
│ Long / Short profit % │ 8.93% / -3.46% │
│ Long / Short profit USDT │ 89.262 / -34.593 │
│ │ │
│ Best Pair │ LTC/USDT:USDT 5.62% │
│ Worst Pair │ ADA/USDT:USDT -5.21% │
│ Best trade │ ETC/USDT:USDT 2.00% │
│ Worst trade │ ADA/USDT:USDT -10.17% │
│ Best day │ 26.931 USDT │
│ Worst day │ -47.741 USDT │
│ Days win/draw/lose │ 20 / 6 / 5 │
│ Min/Max/Avg. Duration Winners │ 0d 00:35 / 5d 18:15 / 0d 15:49 │
│ Min/Max/Avg. Duration Losers │ 0d 10:40 / 17d 08:00 / 2d 17:00 │
│ Max Consecutive Wins / Loss │ 36 / 3 │
│ Rejected Entry signals │ 258 │
│ Entry/Exit Timeouts │ 0 / 0 │
│ │ │
│ Min/Max balance realized │ 1003.168 USDT / 1149.577 USDT │
│ Min/Max balance unrealized │ 1000 USDT / 1149.577 USDT │
│ Min/Max balance dates │ 2025-07-01 00:05:00 / 2025-07-22 15:15:00 │
│ Max % of account underwater │ 8.26% │
│ Absolute drawdown │ 94.908 USDT (8.26%) │
│ Drawdown duration │ 9 days 08:50:00 │
│ Profit at drawdown start │ 149.577 USDT │
│ Profit at drawdown end │ 54.669 USDT │
│ Drawdown start │ 2025-07-22 15:10:00 │
│ Drawdown end │ 2025-08-01 00:00:00 │
│ Market change │ 30.51% │
└───────────────────────────────┴───────────────────────────────────────────┘
</code></pre></div>
<ul>
<li><code>Backtesting from</code> / <code>Backtesting to</code>: Backtesting range (usually defined with the <code>--timerange</code> option).</li>
@@ -2825,7 +2831,9 @@ It contains key metrics about the performance of your strategy on backtesting da
<li><code>Max Consecutive Wins / Loss</code>: Maximum consecutive wins/losses in a row.</li>
<li><code>Rejected Entry signals</code>: Trade entry signals that could not be acted upon due to <code>max_open_trades</code> being reached.</li>
<li><code>Entry/Exit Timeouts</code>: Entry/exit orders which did not fill (only applicable if custom pricing is used).</li>
<li><code>Min balance</code> / <code>Max balance</code>: Lowest and Highest Wallet balance during the backtest period.</li>
<li><code>Min/Max balance realized</code>: Lowest and Highest Wallet balance during the backtest period based on closed trades trades.</li>
<li><code>Min/Max balance unrealized</code>: Lowest and Highest Wallet balance during the backtest period - including capital tied in open trades.</li>
<li><code>Min/Max balance dates</code>: Dates when the minimum and maximum unrealized balance occurred.</li>
<li><code>Max % of account underwater</code>: Maximum percentage your account has decreased from the top since the simulation started. Calculated as the maximum of <code>(Max Balance - Current Balance) / (Max Balance)</code>.</li>
<li><code>Absolute drawdown</code>: Maximum absolute drawdown experienced, including percentage relative to the account calculated as <code>(Absolute Drawdown) / (DrawdownHigh + startingBalance)</code>..</li>
<li><code>Drawdown duration</code>: Duration of the largest drawdown period.</li>
en/develop/freq-ui/index.html
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@@ -757,6 +757,34 @@
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#dashboard" class="md-nav__link">
<span class="md-ellipsis">
Dashboard
</span>
</a>
<nav class="md-nav" aria-label="Dashboard">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#wallet-balance" class="md-nav__link">
<span class="md-ellipsis">
Wallet Balance
</span>
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
@@ -1986,6 +2014,34 @@
</span>
</a>
</li>
<li class="md-nav__item">
<a href="#dashboard" class="md-nav__link">
<span class="md-ellipsis">
Dashboard
</span>
</a>
<nav class="md-nav" aria-label="Dashboard">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#wallet-balance" class="md-nav__link">
<span class="md-ellipsis">
Wallet Balance
</span>
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
@@ -2115,6 +2171,16 @@ The theme of the screenshots on this page will adapt to the selected documentati
On this page, you can also interact with the bot by starting and stopping it and - if configured - force trade entries and exits.</p>
<p><img alt="FreqUI - trade view" src="../assets/freqUI-trade-pane-dark.png#only-dark" />
<img alt="FreqUI - trade view" src="../assets/freqUI-trade-pane-light.png#only-light" /></p>
<h3 id="dashboard">Dashboard<a class="headerlink" href="#dashboard" title="Permanent link">&para;</a></h3>
<p>The dashboard view provides an overview of the bot's performance and status.
If multiple bots are connected, the dashboard will show an overview of all connected bots, allowing you to easily switch between them or show just a subset of available bots.</p>
<h4 id="wallet-balance">Wallet Balance<a class="headerlink" href="#wallet-balance" title="Permanent link">&para;</a></h4>
<p>New in freqtrade 2026.4: This shows the balance of the bot over time.</p>
<p>Compared to the "cumulative Profit" chart, this chart will show the actual balance of the bot over time, including unrealized profit and losses, as well as deposits and withdrawals.</p>
<p>Historic data has re-populated based on available exchange data - however is assumed to be best-effort and may not be 100% accurate.
More specifically, it won't cover deposits and withdrawals, and will assume a starting balance of current balance - profit/losses.</p>
<p>For clarity - a "Capture start" marker line is shown on the chart, which indicates the point at which the migration to the new wallet balance tracking system happened.
Only beyond this point, the wallet balance is expected to be accurate.</p>
<h3 id="plot-configurator">Plot Configurator<a class="headerlink" href="#plot-configurator" title="Permanent link">&para;</a></h3>
<p>FreqUI Plots can be configured either via a <code>plot_config</code> configuration object in the strategy (which can be loaded via "from strategy" button) or via the UI.
Multiple plot configurations can be created and switched at will - allowing for flexible, different views into your charts.</p>
en/develop/search/search_index.json
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