From 053fb076e42124285ee9cedf5848a0da2f1b5f75 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 21 Oct 2021 10:56:18 +0200 Subject: [PATCH] Add documentation for breakdown command --- docs/backtesting.md | 34 ++++++++++++++++++++++++++++++---- docs/utils.md | 3 +++ 2 files changed, 33 insertions(+), 4 deletions(-) diff --git a/docs/backtesting.md b/docs/backtesting.md index 4a9532894..37724b02a 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -21,6 +21,7 @@ usage: freqtrade backtesting [-h] [-v] [--logfile FILE] [-V] [-c PATH] [--timeframe-detail TIMEFRAME_DETAIL] [--strategy-list STRATEGY_LIST [STRATEGY_LIST ...]] [--export {none,trades}] [--export-filename PATH] + [--breakdown {day,week,month} [{day,week,month} ...]] optional arguments: -h, --help show this help message and exit @@ -30,7 +31,7 @@ optional arguments: Specify what timerange of data to use. --data-format-ohlcv {json,jsongz,hdf5} Storage format for downloaded candle (OHLCV) data. - (default: `None`). + (default: `json`). --max-open-trades INT Override the value of the `max_open_trades` configuration setting. @@ -65,8 +66,7 @@ optional arguments: set either in config or via command line. When using this together with `--export trades`, the strategy- name is injected into the filename (so `backtest- - data.json` becomes `backtest-data- - SampleStrategy.json` + data.json` becomes `backtest-data-SampleStrategy.json` --export {none,trades} Export backtest results (default: trades). --export-filename PATH @@ -74,7 +74,8 @@ optional arguments: Requires `--export` to be set as well. Example: `--export-filename=user_data/backtest_results/backtest _today.json` - --show-days Print a days breakdown table of the backtest results + --breakdown {day,week,month} [{day,week,month} ...] + Show backtesting breakdown per [day, week, month]. Common arguments: -v, --verbose Verbose mode (-vv for more, -vvv to get all messages). @@ -430,6 +431,31 @@ It contains some useful key metrics about performance of your strategy on backte - `Drawdown Start` / `Drawdown End`: Start and end datetime for this largest drawdown (can also be visualized via the `plot-dataframe` sub-command). - `Market change`: Change of the market during the backtest period. Calculated as average of all pairs changes from the first to the last candle using the "close" column. +### Daily / Weekly / Monthly breakdown + +You can get an overview over daily / weekly or monthly results by using the `--breakdown <>` switch. + +To visualize daily and weekly breakdowns, you can use the following: + +``` bash +freqtrade backtesting --strategy MyAwesomeStrategy --breakdown day month +``` + +``` output +======================== DAY BREAKDOWN ========================= +| Day | Tot Profit USDT | Wins | Draws | Losses | +|------------+-------------------+--------+---------+----------| +| 03/07/2021 | 200.0 | 2 | 0 | 0 | +| 04/07/2021 | -50.31 | 0 | 0 | 2 | +| 05/07/2021 | 220.611 | 3 | 2 | 0 | +| 06/07/2021 | 150.974 | 3 | 0 | 2 | +| 07/07/2021 | -70.193 | 1 | 0 | 2 | +| 08/07/2021 | 212.413 | 2 | 0 | 3 | + +``` + +The output will show a table containing the realized absolute Profit (in stake currency) for the given timeperiod, as well as wins, draws and losses that materialized (closed) on this day. + ### Further backtest-result analysis To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file). diff --git a/docs/utils.md b/docs/utils.md index d8fbcacb7..4845828ab 100644 --- a/docs/utils.md +++ b/docs/utils.md @@ -667,6 +667,7 @@ usage: freqtrade hyperopt-show [-h] [-v] [--logfile FILE] [-V] [-c PATH] [--profitable] [-n INT] [--print-json] [--hyperopt-filename FILENAME] [--no-header] [--disable-param-export] + [--breakdown {day,week,month} [{day,week,month} ...]] optional arguments: -h, --help show this help message and exit @@ -680,6 +681,8 @@ optional arguments: --no-header Do not print epoch details header. --disable-param-export Disable automatic hyperopt parameter export. + --breakdown {day,week,month} [{day,week,month} ...] + Show backtesting breakdown per [day, week, month]. Common arguments: -v, --verbose Verbose mode (-vv for more, -vvv to get all messages).