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feat: improved backtst output

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This commit is contained in:
Matthias
2026-04-12 09:18:46 +02:00
parent 76c09299a9
commit a28545a67a
1 changed files with 37 additions and 12 deletions
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freqtrade/optimize/optimize_reports/bt_output.py
+37 -12
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@@ -9,6 +9,8 @@ from freqtrade.util import decimals_per_coin, fmt_coin, print_rich_table
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
__EMPTY_LINE = ("", "")
def _get_line_floatfmt(stake_currency: str) -> list[str]: def _get_line_floatfmt(stake_currency: str) -> list[str]:
""" """
@@ -201,7 +203,7 @@ def text_table_add_metrics(strat_results: dict) -> None:
short_metrics = ( short_metrics = (
[ [
("", ""), # Empty line to improve readability __EMPTY_LINE, # Empty line to improve readability
( (
"Long / Short trades", "Long / Short trades",
f"{strat_results.get('trade_count_long', 'total_trades')} / " f"{strat_results.get('trade_count_long', 'total_trades')} / "
@@ -311,13 +313,35 @@ def text_table_add_metrics(strat_results: dict) -> None:
) )
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.insert( drawdown_metrics.extend(
2, [
( __EMPTY_LINE, # Empty line to improve readability
"Absolute drawdown (wallet balance)", (
f"{fmt_coin(wallet_stats['max_drawdown_abs'], stake)} " "Max % of account underwater (balance)",
f"({wallet_stats['max_drawdown_account']:.2%})", f"{wallet_stats['max_relative_drawdown']:.2%}",
), ),
(
"Absolute drawdown (wallet balance)",
f"{fmt_coin(wallet_stats['max_drawdown_abs'], stake)} "
f"({wallet_stats['max_drawdown_account']:.2%})",
),
(
"Drawdown duration",
wallet_stats["drawdown_duration"]
if "drawdown_duration" in wallet_stats
else "N/A",
),
(
"Profit at drawdown start",
fmt_coin(wallet_stats["max_drawdown_high"], stake),
),
(
"Profit at drawdown end",
fmt_coin(wallet_stats["max_drawdown_low"], stake),
),
("Drawdown start", wallet_stats["drawdown_start"]),
("Drawdown end", wallet_stats["drawdown_end"]),
]
) )
# 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
@@ -328,7 +352,7 @@ def text_table_add_metrics(strat_results: dict) -> None:
("Backtesting to", strat_results["backtest_end"]), ("Backtesting to", strat_results["backtest_end"]),
*trading_mode, *trading_mode,
("Max open trades", strat_results["max_open_trades"]), ("Max open trades", strat_results["max_open_trades"]),
("", ""), # Empty line to improve readability __EMPTY_LINE, # Empty line to improve readability
( (
"Total/Daily Avg Trades", "Total/Daily Avg Trades",
f"{strat_results['total_trades']} / {strat_results['trades_per_day']}", f"{strat_results['total_trades']} / {strat_results['trades_per_day']}",
@@ -405,12 +429,13 @@ def text_table_add_metrics(strat_results: dict) -> None:
"Avg. stake amount", "Avg. stake amount",
fmt_coin(strat_results["avg_stake_amount"], stake), fmt_coin(strat_results["avg_stake_amount"], stake),
), ),
("Market change", f"{strat_results['market_change']:.2%}"),
( (
"Total trade volume", "Total trade volume",
fmt_coin(strat_results["total_volume"], stake), fmt_coin(strat_results["total_volume"], stake),
), ),
*short_metrics, *short_metrics,
("", ""), # Empty line to improve readability __EMPTY_LINE, # Empty line to improve readability
( (
"Best Pair", "Best Pair",
f"{strat_results['best_pair']['key']} " f"{strat_results['best_pair']['key']} "
@@ -466,10 +491,10 @@ def text_table_add_metrics(strat_results: dict) -> None:
f"{strat_results.get('timedout_exit_orders', 'N/A')}", f"{strat_results.get('timedout_exit_orders', 'N/A')}",
), ),
*entry_adjustment_metrics, *entry_adjustment_metrics,
("", ""), # Empty line to improve readability __EMPTY_LINE, # Empty line to improve readability
*wallet_metrics, *wallet_metrics,
__EMPTY_LINE, # Empty line to improve readability
*drawdown_metrics, *drawdown_metrics,
("Market change", f"{strat_results['market_change']:.2%}"),
] ]
print_rich_table(metrics, ["Metric", "Value"], summary="SUMMARY METRICS", justify="left") print_rich_table(metrics, ["Metric", "Value"], summary="SUMMARY METRICS", justify="left")