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feat: improve wording on metrics

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Matthias
2026-04-12 09:00:14 +02:00
parent dfa2db8575
commit 173c75c08c
1 changed files with 25 additions and 17 deletions
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freqtrade/optimize/optimize_reports/bt_output.py
+21 -13
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@@ -289,7 +289,7 @@ def text_table_add_metrics(strat_results: dict) -> None:
) )
wallet_metrics: list[tuple[str, str]] = [ 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_min'], stake)} / "
f"{fmt_coin(strat_results['csum_max'], 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( 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['low_balance'], stake)} / "
f"{fmt_coin(wallet_stats['high_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']}", f"{wallet_stats['low_date']} / {wallet_stats['high_date']}",
), ),
] ]
) )
if "max_drawdown_abs" in wallet_stats: if "max_drawdown_abs" in wallet_stats:
# Assume that if sharpe is there, all others are there as well. # Assume that if sharpe is there, all others are there as well.
drawdown_metrics.extend( drawdown_metrics.insert(
[ 2,
( (
"Absolute drawdown (unrealized)", "Absolute drawdown (wallet balance)",
f"{fmt_coin(wallet_stats['max_drawdown_abs'], stake)} " f"{fmt_coin(wallet_stats['max_drawdown_abs'], stake)} "
f"({wallet_stats['max_drawdown_account']:.2%})", f"({wallet_stats['max_drawdown_account']:.2%})",
), ),
]
) )
# Newly added fields should be ignored if they are missing in strat_results. hyperopt-show # 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%}"), ("Total profit %", f"{strat_results['profit_total']:.2%}"),
("CAGR %", f"{strat_results['cagr']:.2%}" if "cagr" in strat_results else "N/A"), ("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}" f"{wallet_stats['sharpe']:.2f}"
if wallet_stats and "sharpe" in wallet_stats if wallet_stats and "sharpe" in wallet_stats
else "N/A", 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}" f"{wallet_stats['sortino']:.2f}"
if wallet_stats and "sortino" in wallet_stats if wallet_stats and "sortino" in wallet_stats
else "N/A", 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}" f"{wallet_stats['calmar']:.2f}"
if wallet_stats and "calmar" in wallet_stats if wallet_stats and "calmar" in wallet_stats
else "N/A", else "N/A",