mohammadian7/freqtrade
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

feat: improve wording on metrics

Browse Source
This commit is contained in:
Matthias
2026-04-12 09:00:14 +02:00
parent dfa2db8575
commit 173c75c08c
1 changed files with 25 additions and 17 deletions
Download Patch File Download Diff File Expand all files Collapse all files
freqtrade/optimize/optimize_reports/bt_output.py
+25 -17
View File
@@ -289,7 +289,7 @@ def text_table_add_metrics(strat_results: dict) -> None:
)
wallet_metrics: list[tuple[str, str]] = [
(
"Min/Max balance (realized)",
"Min/Max balance (closed trades)",
f"{fmt_coin(strat_results['csum_min'], stake)} / "
f"{fmt_coin(strat_results['csum_max'], stake)}",
),
@@ -299,26 +299,25 @@ def text_table_add_metrics(strat_results: dict) -> None:
wallet_metrics.extend(
[
(
"Min/Max balance (unrealized)",
"Min/Max balance (wallet balance)",
f"{fmt_coin(wallet_stats['low_balance'], stake)} / "
f"{fmt_coin(wallet_stats['high_balance'], stake)}",
),
(
"Min/Max balance dates (unrealized)",
"Min/Max balance dates (wallet balance)",
f"{wallet_stats['low_date']} / {wallet_stats['high_date']}",
),
]
)
if "max_drawdown_abs" in wallet_stats:
# Assume that if sharpe is there, all others are there as well.
drawdown_metrics.extend(
[
(
"Absolute drawdown (unrealized)",
f"{fmt_coin(wallet_stats['max_drawdown_abs'], stake)} "
f"({wallet_stats['max_drawdown_account']:.2%})",
),
]
drawdown_metrics.insert(
2,
(
"Absolute drawdown (wallet balance)",
f"{fmt_coin(wallet_stats['max_drawdown_abs'], stake)} "
f"({wallet_stats['max_drawdown_account']:.2%})",
),
)
# Newly added fields should be ignored if they are missing in strat_results. hyperopt-show
@@ -348,23 +347,32 @@ def text_table_add_metrics(strat_results: dict) -> None:
),
("Total profit %", f"{strat_results['profit_total']:.2%}"),
("CAGR %", f"{strat_results['cagr']:.2%}" if "cagr" in strat_results else "N/A"),
("Sharpe", f"{strat_results['sharpe']:.2f}" if "sharpe" in strat_results else "N/A"),
(
"Sharpe (unrealized)",
"Sharpe (closed trades)",
f"{strat_results['sharpe']:.2f}" if "sharpe" in strat_results else "N/A",
),
(
"Sharpe (daily wallet balance)",
f"{wallet_stats['sharpe']:.2f}"
if wallet_stats and "sharpe" in wallet_stats
else "N/A",
),
("Sortino", f"{strat_results['sortino']:.2f}" if "sortino" in strat_results else "N/A"),
(
"Sortino (unrealized)",
"Sortino (closed trades)",
f"{strat_results['sortino']:.2f}" if "sortino" in strat_results else "N/A",
),
(
"Sortino (daily wallet balance)",
f"{wallet_stats['sortino']:.2f}"
if wallet_stats and "sortino" in wallet_stats
else "N/A",
),
("Calmar", f"{strat_results['calmar']:.2f}" if "calmar" in strat_results else "N/A"),
(
"Calmar (unrealized)",
"Calmar (closed trades)",
f"{strat_results['calmar']:.2f}" if "calmar" in strat_results else "N/A",
),
(
"Calmar (daily wallet balance)",
f"{wallet_stats['calmar']:.2f}"
if wallet_stats and "calmar" in wallet_stats
else "N/A",