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

Add consecutive wins/losses to backtest output

Browse Source
This commit is contained in:
Matthias
2023-07-24 07:22:33 +02:00
parent f26b49ee06
commit 327b055468
2 changed files with 6 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files
docs/backtesting.md
+3
View File
@@ -324,6 +324,7 @@ A backtesting result will look like that:
| Days win/draw/lose | 12 / 82 / 25 | | Days win/draw/lose | 12 / 82 / 25 |
| Avg. Duration Winners | 4:23:00 | | Avg. Duration Winners | 4:23:00 |
| Avg. Duration Loser | 6:55:00 | | Avg. Duration Loser | 6:55:00 |
| Max Consecutive Wins / Loss | 3 / 4 |
| Rejected Entry signals | 3089 | | Rejected Entry signals | 3089 |
| Entry/Exit Timeouts | 0 / 0 | | Entry/Exit Timeouts | 0 / 0 |
| Canceled Trade Entries | 34 | | Canceled Trade Entries | 34 |
@@ -428,6 +429,7 @@ It contains some useful key metrics about performance of your strategy on backte
| Days win/draw/lose | 12 / 82 / 25 | | Days win/draw/lose | 12 / 82 / 25 |
| Avg. Duration Winners | 4:23:00 | | Avg. Duration Winners | 4:23:00 |
| Avg. Duration Loser | 6:55:00 | | Avg. Duration Loser | 6:55:00 |
| Max Consecutive Wins / Loss | 3 / 4 |
| Rejected Entry signals | 3089 | | Rejected Entry signals | 3089 |
| Entry/Exit Timeouts | 0 / 0 | | Entry/Exit Timeouts | 0 / 0 |
| Canceled Trade Entries | 34 | | Canceled Trade Entries | 34 |
@@ -467,6 +469,7 @@ It contains some useful key metrics about performance of your strategy on backte
- `Best day` / `Worst day`: Best and worst day based on daily profit. - `Best day` / `Worst day`: Best and worst day based on daily profit.
- `Days win/draw/lose`: Winning / Losing days (draws are usually days without closed trade). - `Days win/draw/lose`: Winning / Losing days (draws are usually days without closed trade).
- `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades. - `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
- `Max Consecutive Wins / Loss`: Maximum consecutive wins/losses in a row.
- `Rejected Entry signals`: Trade entry signals that could not be acted upon due to `max_open_trades` being reached. - `Rejected Entry signals`: Trade entry signals that could not be acted upon due to `max_open_trades` being reached.
- `Entry/Exit Timeouts`: Entry/exit orders which did not fill (only applicable if custom pricing is used). - `Entry/Exit Timeouts`: Entry/exit orders which did not fill (only applicable if custom pricing is used).
- `Canceled Trade Entries`: Number of trades that have been canceled by user request via `adjust_entry_price`. - `Canceled Trade Entries`: Number of trades that have been canceled by user request via `adjust_entry_price`.
freqtrade/optimize/optimize_reports/bt_output.py
+3
View File
@@ -270,6 +270,9 @@ def text_table_add_metrics(strat_results: Dict) -> str:
f"{strat_results['draw_days']} / {strat_results['losing_days']}"), f"{strat_results['draw_days']} / {strat_results['losing_days']}"),
('Avg. Duration Winners', f"{strat_results['winner_holding_avg']}"), ('Avg. Duration Winners', f"{strat_results['winner_holding_avg']}"),
('Avg. Duration Loser', f"{strat_results['loser_holding_avg']}"), ('Avg. Duration Loser', f"{strat_results['loser_holding_avg']}"),
('Max Consecutive Wins / Loss',
f"{strat_results['max_consecutive_wins']} / {strat_results['max_consecutive_losses']}"
if 'max_consecutive_losses' in strat_results else 'N/A'),
('Rejected Entry signals', strat_results.get('rejected_signals', 'N/A')), ('Rejected Entry signals', strat_results.get('rejected_signals', 'N/A')),
('Entry/Exit Timeouts', ('Entry/Exit Timeouts',
f"{strat_results.get('timedout_entry_orders', 'N/A')} / " f"{strat_results.get('timedout_entry_orders', 'N/A')} / "