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Also add min trade duration and display the info horizontally

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mrpabloyeah
2025-05-17 14:22:25 +02:00
parent 6d3ed84807
commit 718efc828a
2 changed files with 44 additions and 12 deletions
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freqtrade/optimize/optimize_reports/bt_output.py
+12 -3
View File
@@ -370,9 +370,18 @@ def text_table_add_metrics(strat_results: dict) -> None:
f"{strat_results['winning_days']} / " f"{strat_results['winning_days']} / "
f"{strat_results['draw_days']} / {strat_results['losing_days']}", f"{strat_results['draw_days']} / {strat_results['losing_days']}",
), ),
("Max trade duration", f"{strat_results['holding_max']}"), (
("Avg. Duration Winners", f"{strat_results['winner_holding_avg']}"), "Min/Max/Avg. Duration Winners",
("Avg. Duration Loser", f"{strat_results['loser_holding_avg']}"), f"{strat_results.get('winner_holding_min', 'N/A')} / "
f"{strat_results.get('winner_holding_max', 'N/A')} / "
f"{strat_results.get('winner_holding_avg', 'N/A')}",
),
(
"Min/Max/Avg. Duration Losers",
f"{strat_results.get('loser_holding_min', 'N/A')} / "
f"{strat_results.get('loser_holding_max', 'N/A')} / "
f"{strat_results.get('loser_holding_avg', 'N/A')}",
),
( (
"Max Consecutive Wins / Loss", "Max Consecutive Wins / Loss",
( (
freqtrade/optimize/optimize_reports/optimize_reports.py
+32 -9
View File
@@ -336,27 +336,44 @@ def generate_trading_stats(results: DataFrame) -> dict[str, Any]:
} }
winning_trades = results.loc[results["profit_ratio"] > 0] winning_trades = results.loc[results["profit_ratio"] > 0]
winning_duratios = winning_trades["trade_duration"]
draw_trades = results.loc[results["profit_ratio"] == 0] draw_trades = results.loc[results["profit_ratio"] == 0]
losing_trades = results.loc[results["profit_ratio"] < 0] losing_trades = results.loc[results["profit_ratio"] < 0]
losing_duratios = losing_trades["trade_duration"]
holding_avg = ( holding_avg = (
timedelta(minutes=round(results["trade_duration"].mean())) timedelta(minutes=round(results["trade_duration"].mean()))
if not results.empty if not results.empty
else timedelta() else timedelta()
) )
holding_max = ( winner_holding_min = (
timedelta(minutes=round(results["trade_duration"].max())) timedelta(minutes=round(winning_duratios[winning_duratios > 0].min()))
if not results.empty if not winning_duratios.empty
else timedelta()
)
winner_holding_max = (
timedelta(minutes=round(winning_duratios.max()))
if not winning_duratios.empty
else timedelta() else timedelta()
) )
winner_holding_avg = ( winner_holding_avg = (
timedelta(minutes=round(winning_trades["trade_duration"].mean())) timedelta(minutes=round(winning_duratios.mean()))
if not winning_trades.empty if not winning_duratios.empty
else timedelta()
)
loser_holding_min = (
timedelta(minutes=round(losing_duratios[losing_duratios > 0].min()))
if not losing_duratios.empty
else timedelta()
)
loser_holding_max = (
timedelta(minutes=round(losing_duratios.max()))
if not losing_duratios.empty
else timedelta() else timedelta()
) )
loser_holding_avg = ( loser_holding_avg = (
timedelta(minutes=round(losing_trades["trade_duration"].mean())) timedelta(minutes=round(losing_duratios.mean()))
if not losing_trades.empty if not losing_duratios.empty
else timedelta() else timedelta()
) )
winstreak, loss_streak = calc_streak(results) winstreak, loss_streak = calc_streak(results)
@@ -368,10 +385,16 @@ def generate_trading_stats(results: DataFrame) -> dict[str, Any]:
"winrate": len(winning_trades) / len(results) if len(results) else 0.0, "winrate": len(winning_trades) / len(results) if len(results) else 0.0,
"holding_avg": holding_avg, "holding_avg": holding_avg,
"holding_avg_s": holding_avg.total_seconds(), "holding_avg_s": holding_avg.total_seconds(),
"holding_max": holding_max, "winner_holding_min": winner_holding_min,
"holding_max_s": holding_max.total_seconds(), "winner_holding_min_s": winner_holding_min.total_seconds(),
"winner_holding_max": winner_holding_max,
"winner_holding_max_s": winner_holding_max.total_seconds(),
"winner_holding_avg": winner_holding_avg, "winner_holding_avg": winner_holding_avg,
"winner_holding_avg_s": winner_holding_avg.total_seconds(), "winner_holding_avg_s": winner_holding_avg.total_seconds(),
"loser_holding_min": loser_holding_min,
"loser_holding_min_s": loser_holding_min.total_seconds(),
"loser_holding_max": loser_holding_max,
"loser_holding_max_s": loser_holding_max.total_seconds(),
"loser_holding_avg": loser_holding_avg, "loser_holding_avg": loser_holding_avg,
"loser_holding_avg_s": loser_holding_avg.total_seconds(), "loser_holding_avg_s": loser_holding_avg.total_seconds(),
"max_consecutive_wins": winstreak, "max_consecutive_wins": winstreak,