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feat: improve backtest-output

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Matthias
2026-04-12 09:27:47 +02:00
parent a28545a67a
commit 44919adae4
1 changed files with 21 additions and 18 deletions
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freqtrade/optimize/optimize_reports/bt_output.py
+21 -18
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@@ -1,6 +1,8 @@
import logging
from typing import Any, Literal
from rich.text import Text
from freqtrade.constants import UNLIMITED_STAKE_AMOUNT, Config
from freqtrade.ft_types import BacktestResultType
from freqtrade.optimize.optimize_reports.optimize_reports import generate_periodic_breakdown_stats
@@ -316,6 +318,7 @@ def text_table_add_metrics(strat_results: dict) -> None:
drawdown_metrics.extend(
[
__EMPTY_LINE, # Empty line to improve readability
(Text("Wallet based Metrics", style="bold"), ""),
(
"Max % of account underwater (balance)",
f"{wallet_stats['max_relative_drawdown']:.2%}",
@@ -341,6 +344,24 @@ def text_table_add_metrics(strat_results: dict) -> None:
),
("Drawdown start", wallet_stats["drawdown_start"]),
("Drawdown end", wallet_stats["drawdown_end"]),
(
"Sharpe (daily wallet balance)",
f"{wallet_stats['sharpe']:.2f}"
if wallet_stats and "sharpe" in wallet_stats
else "N/A",
),
(
"Sortino (daily wallet balance)",
f"{wallet_stats['sortino']:.2f}"
if wallet_stats and "sortino" in wallet_stats
else "N/A",
),
(
"Calmar (daily wallet balance)",
f"{wallet_stats['calmar']:.2f}"
if wallet_stats and "calmar" in wallet_stats
else "N/A",
),
]
)
@@ -375,32 +396,14 @@ def text_table_add_metrics(strat_results: dict) -> None:
"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 (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 (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",
),
("SQN", f"{strat_results['sqn']:.2f}" if "sqn" in strat_results else "N/A"),
(
"Profit factor",