diff --git a/docs/backtesting.md b/docs/backtesting.md index 5fdfd6556..5adeae54b 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -253,36 +253,36 @@ A backtesting result will look like that: ``` ================================================ BACKTESTING REPORT ================================================= -| Pair | Entries | Avg Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins Draws Loss Win% | -|:---------|--------:|---------------:|-----------------:|---------------:|:-------------|-------------------------:| -| ADA/BTC | 35 | -0.11 | -0.00019428 | -1.94 | 4:35:00 | 14 0 21 40.0 | -| ARK/BTC | 11 | -0.41 | -0.00022647 | -2.26 | 2:03:00 | 3 0 8 27.3 | -| BTS/BTC | 32 | 0.31 | 0.00048938 | 4.89 | 5:05:00 | 18 0 14 56.2 | -| DASH/BTC | 13 | -0.08 | -0.00005343 | -0.53 | 4:39:00 | 6 0 7 46.2 | -| ENG/BTC | 18 | 1.36 | 0.00122807 | 12.27 | 2:50:00 | 8 0 10 44.4 | -| EOS/BTC | 36 | 0.08 | 0.00015304 | 1.53 | 3:34:00 | 16 0 20 44.4 | -| ETC/BTC | 26 | 0.37 | 0.00047576 | 4.75 | 6:14:00 | 11 0 15 42.3 | -| ETH/BTC | 33 | 0.30 | 0.00049856 | 4.98 | 7:31:00 | 16 0 17 48.5 | -| IOTA/BTC | 32 | 0.03 | 0.00005444 | 0.54 | 3:12:00 | 14 0 18 43.8 | -| LSK/BTC | 15 | 1.75 | 0.00131413 | 13.13 | 2:58:00 | 6 0 9 40.0 | -| LTC/BTC | 32 | -0.04 | -0.00006886 | -0.69 | 4:49:00 | 11 0 21 34.4 | -| NANO/BTC | 17 | 1.26 | 0.00107058 | 10.70 | 1:55:00 | 10 0 7 58.5 | -| NEO/BTC | 23 | 0.82 | 0.00094936 | 9.48 | 2:59:00 | 10 0 13 43.5 | -| REQ/BTC | 9 | 1.17 | 0.00052734 | 5.27 | 3:47:00 | 4 0 5 44.4 | -| XLM/BTC | 16 | 1.22 | 0.00097800 | 9.77 | 3:15:00 | 7 0 9 43.8 | -| XMR/BTC | 23 | -0.18 | -0.00020696 | -2.07 | 5:30:00 | 12 0 11 52.2 | -| XRP/BTC | 35 | 0.66 | 0.00114897 | 11.48 | 3:49:00 | 12 0 23 34.3 | -| ZEC/BTC | 22 | -0.46 | -0.00050971 | -5.09 | 2:22:00 | 7 0 15 31.8 | -| TOTAL | 429 | 0.36 | 0.00762792 | 76.20 | 4:12:00 | 186 0 243 43.4 | +| Pair | Trades | Avg Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins Draws Loss Win% | +|----------+--------+----------------+------------------+----------------+--------------+--------------------------| +| ADA/BTC | 35 | -0.11 | -0.00019428 | -1.94 | 4:35:00 | 14 0 21 40.0 | +| ARK/BTC | 11 | -0.41 | -0.00022647 | -2.26 | 2:03:00 | 3 0 8 27.3 | +| BTS/BTC | 32 | 0.31 | 0.00048938 | 4.89 | 5:05:00 | 18 0 14 56.2 | +| DASH/BTC | 13 | -0.08 | -0.00005343 | -0.53 | 4:39:00 | 6 0 7 46.2 | +| ENG/BTC | 18 | 1.36 | 0.00122807 | 12.27 | 2:50:00 | 8 0 10 44.4 | +| EOS/BTC | 36 | 0.08 | 0.00015304 | 1.53 | 3:34:00 | 16 0 20 44.4 | +| ETC/BTC | 26 | 0.37 | 0.00047576 | 4.75 | 6:14:00 | 11 0 15 42.3 | +| ETH/BTC | 33 | 0.30 | 0.00049856 | 4.98 | 7:31:00 | 16 0 17 48.5 | +| IOTA/BTC | 32 | 0.03 | 0.00005444 | 0.54 | 3:12:00 | 14 0 18 43.8 | +| LSK/BTC | 15 | 1.75 | 0.00131413 | 13.13 | 2:58:00 | 6 0 9 40.0 | +| LTC/BTC | 32 | -0.04 | -0.00006886 | -0.69 | 4:49:00 | 11 0 21 34.4 | +| NANO/BTC | 17 | 1.26 | 0.00107058 | 10.70 | 1:55:00 | 10 0 7 58.5 | +| NEO/BTC | 23 | 0.82 | 0.00094936 | 9.48 | 2:59:00 | 10 0 13 43.5 | +| REQ/BTC | 9 | 1.17 | 0.00052734 | 5.27 | 3:47:00 | 4 0 5 44.4 | +| XLM/BTC | 16 | 1.22 | 0.00097800 | 9.77 | 3:15:00 | 7 0 9 43.8 | +| XMR/BTC | 23 | -0.18 | -0.00020696 | -2.07 | 5:30:00 | 12 0 11 52.2 | +| XRP/BTC | 35 | 0.66 | 0.00114897 | 11.48 | 3:49:00 | 12 0 23 34.3 | +| ZEC/BTC | 22 | -0.46 | -0.00050971 | -5.09 | 2:22:00 | 7 0 15 31.8 | +| TOTAL | 429 | 0.36 | 0.00762792 | 76.20 | 4:12:00 | 186 0 243 43.4 | ============================================= LEFT OPEN TRADES REPORT ============================================= -| Pair | Entries | Avg Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Win Draw Loss Win% | -|:---------|---------:|---------------:|-----------------:|---------------:|:---------------|--------------------:| -| ADA/BTC | 1 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 0 0 100 | -| LTC/BTC | 1 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 0 0 100 | -| TOTAL | 2 | 0.78 | 0.00007855 | 0.78 | 4:00:00 | 2 0 0 100 | +| Pair | Trades | Avg Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Win Draw Loss Win% | +|----------+---------+----------------+------------------+----------------+----------------+---------------------| +| ADA/BTC | 1 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 0 0 100 | +| LTC/BTC | 1 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 0 0 100 | +| TOTAL | 2 | 0.78 | 0.00007855 | 0.78 | 4:00:00 | 2 0 0 100 | ==================== EXIT REASON STATS ==================== | Exit Reason | Exits | Wins | Draws | Losses | -|:-------------------|--------:|------:|-------:|--------:| +|--------------------+---------+-------+--------+---------| | trailing_stop_loss | 205 | 150 | 0 | 55 | | stop_loss | 166 | 0 | 0 | 166 | | exit_signal | 56 | 36 | 0 | 20 | @@ -631,10 +631,10 @@ Detailed output for all strategies one after the other will be available, so mak ``` ================================================== STRATEGY SUMMARY =================================================================== -| Strategy | Entries | Avg Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses | Drawdown % | -|:------------|---------:|---------------:|-----------------:|---------------:|:---------------|------:|-------:|-------:|-----------:| -| Strategy1 | 429 | 0.36 | 0.00762792 | 76.20 | 4:12:00 | 186 | 0 | 243 | 45.2 | -| Strategy2 | 1487 | -0.13 | -0.00988917 | -98.79 | 4:43:00 | 662 | 0 | 825 | 241.68 | +| Strategy | Trades | Avg Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses | Drawdown % | +|-------------+---------+----------------+------------------+----------------+----------------+-------+--------+--------+------------| +| Strategy1 | 429 | 0.36 | 0.00762792 | 76.20 | 4:12:00 | 186 | 0 | 243 | 45.2 | +| Strategy2 | 1487 | -0.13 | -0.00988917 | -98.79 | 4:43:00 | 662 | 0 | 825 | 241.68 | ``` ## Next step