diff --git a/docs/backtesting.md b/docs/backtesting.md index 0a60d2db3..f6c9dd4d1 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -166,53 +166,65 @@ The most important in the backtesting is to understand the result. A backtesting result will look like that: ``` -======================================== BACKTESTING REPORT ========================================= -| pair | buy count | avg profit % | total profit BTC | avg duration | profit | loss | -|:---------|------------:|---------------:|-------------------:|---------------:|---------:|-------:| -| ETH/BTC | 44 | 0.18 | 0.00159118 | 50.9 | 44 | 0 | -| LTC/BTC | 27 | 0.10 | 0.00051931 | 103.1 | 26 | 1 | -| ETC/BTC | 24 | 0.05 | 0.00022434 | 166.0 | 22 | 2 | -| DASH/BTC | 29 | 0.18 | 0.00103223 | 192.2 | 29 | 0 | -| ZEC/BTC | 65 | -0.02 | -0.00020621 | 202.7 | 62 | 3 | -| XLM/BTC | 35 | 0.02 | 0.00012877 | 242.4 | 32 | 3 | -| BCH/BTC | 12 | 0.62 | 0.00149284 | 50.0 | 12 | 0 | -| POWR/BTC | 21 | 0.26 | 0.00108215 | 134.8 | 21 | 0 | -| ADA/BTC | 54 | -0.19 | -0.00205202 | 191.3 | 47 | 7 | -| XMR/BTC | 24 | -0.43 | -0.00206013 | 120.6 | 20 | 4 | -| TOTAL | 335 | 0.03 | 0.00175246 | 157.9 | 315 | 20 | -2018-06-13 06:57:27,347 - freqtrade.optimize.backtesting - INFO - -====================================== LEFT OPEN TRADES REPORT ====================================== -| pair | buy count | avg profit % | total profit BTC | avg duration | profit | loss | -|:---------|------------:|---------------:|-------------------:|---------------:|---------:|-------:| -| ETH/BTC | 3 | 0.16 | 0.00009619 | 25.0 | 3 | 0 | -| LTC/BTC | 1 | -1.00 | -0.00020118 | 1085.0 | 0 | 1 | -| ETC/BTC | 2 | -1.80 | -0.00071933 | 1092.5 | 0 | 2 | -| DASH/BTC | 0 | nan | 0.00000000 | nan | 0 | 0 | -| ZEC/BTC | 3 | -4.27 | -0.00256826 | 1301.7 | 0 | 3 | -| XLM/BTC | 3 | -1.11 | -0.00066744 | 965.0 | 0 | 3 | -| BCH/BTC | 0 | nan | 0.00000000 | nan | 0 | 0 | -| POWR/BTC | 0 | nan | 0.00000000 | nan | 0 | 0 | -| ADA/BTC | 7 | -3.58 | -0.00503604 | 850.0 | 0 | 7 | -| XMR/BTC | 4 | -3.79 | -0.00303456 | 291.2 | 0 | 4 | -| TOTAL | 23 | -2.63 | -0.01213062 | 750.4 | 3 | 20 | - +========================================================= BACKTESTING REPORT ======================================================== +| pair | buy count | avg profit % | cum profit % | tot profit BTC | tot profit % | avg duration | profit | loss | +|:---------|------------:|---------------:|---------------:|-----------------:|---------------:|:---------------|---------:|-------:| +| ADA/BTC | 35 | -0.11 | -3.88 | -0.00019428 | -1.94 | 4:35:00 | 14 | 21 | +| ARK/BTC | 11 | -0.41 | -4.52 | -0.00022647 | -2.26 | 2:03:00 | 3 | 8 | +| BTS/BTC | 32 | 0.31 | 9.78 | 0.00048938 | 4.89 | 5:05:00 | 18 | 14 | +| DASH/BTC | 13 | -0.08 | -1.07 | -0.00005343 | -0.53 | 4:39:00 | 6 | 7 | +| ENG/BTC | 18 | 1.36 | 24.54 | 0.00122807 | 12.27 | 2:50:00 | 8 | 10 | +| EOS/BTC | 36 | 0.08 | 3.06 | 0.00015304 | 1.53 | 3:34:00 | 16 | 20 | +| ETC/BTC | 26 | 0.37 | 9.51 | 0.00047576 | 4.75 | 6:14:00 | 11 | 15 | +| ETH/BTC | 33 | 0.30 | 9.96 | 0.00049856 | 4.98 | 7:31:00 | 16 | 17 | +| IOTA/BTC | 32 | 0.03 | 1.09 | 0.00005444 | 0.54 | 3:12:00 | 14 | 18 | +| LSK/BTC | 15 | 1.75 | 26.26 | 0.00131413 | 13.13 | 2:58:00 | 6 | 9 | +| LTC/BTC | 32 | -0.04 | -1.38 | -0.00006886 | -0.69 | 4:49:00 | 11 | 21 | +| NANO/BTC | 17 | 1.26 | 21.39 | 0.00107058 | 10.70 | 1:55:00 | 10 | 7 | +| NEO/BTC | 23 | 0.82 | 18.97 | 0.00094936 | 9.48 | 2:59:00 | 10 | 13 | +| REQ/BTC | 9 | 1.17 | 10.54 | 0.00052734 | 5.27 | 3:47:00 | 4 | 5 | +| XLM/BTC | 16 | 1.22 | 19.54 | 0.00097800 | 9.77 | 3:15:00 | 7 | 9 | +| XMR/BTC | 23 | -0.18 | -4.13 | -0.00020696 | -2.07 | 5:30:00 | 12 | 11 | +| XRP/BTC | 35 | 0.66 | 22.96 | 0.00114897 | 11.48 | 3:49:00 | 12 | 23 | +| ZEC/BTC | 22 | -0.46 | -10.18 | -0.00050971 | -5.09 | 2:22:00 | 7 | 15 | +| TOTAL | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 | 243 | +========================================================= SELL REASON STATS ========================================================= +| Sell Reason | Count | +|:-------------------|--------:| +| trailing_stop_loss | 205 | +| stop_loss | 166 | +| sell_signal | 56 | +| force_sell | 2 | +====================================================== LEFT OPEN TRADES REPORT ====================================================== +| pair | buy count | avg profit % | cum profit % | tot profit BTC | tot profit % | avg duration | profit | loss | +|:---------|------------:|---------------:|---------------:|-----------------:|---------------:|:---------------|---------:|-------:| +| ADA/BTC | 1 | 0.89 | 0.89 | 0.00004434 | 0.44 | 6:00:00 | 1 | 0 | +| LTC/BTC | 1 | 0.68 | 0.68 | 0.00003421 | 0.34 | 2:00:00 | 1 | 0 | +| TOTAL | 2 | 0.78 | 1.57 | 0.00007855 | 0.78 | 4:00:00 | 2 | 0 | ``` The 1st table will contain all trades the bot made. -The 2nd table will contain all trades the bot had to `forcesell` at the end of the backtest period to present a full picture. +The 2nd table will contain a recap of sell reasons. + +The 3rd table will contain all trades the bot had to `forcesell` at the end of the backtest period to present a full picture. These trades are also included in the first table, but are extracted separately for clarity. The last line will give you the overall performance of your strategy, here: ``` -TOTAL 419 -0.41 -0.00348593 52.9 +| TOTAL | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 | 243 | ``` -We understand the bot has made `419` trades for an average duration of -`52.9` min, with a performance of `-0.41%` (loss), that means it has -lost a total of `-0.00348593 BTC`. +We understand the bot has made `429` trades for an average duration of +`4:12:00`, with a performance of `76.20%` (profit), that means it has +earned a total of `0.00762792 BTC` starting with a capital of 0.01 BTC. + +The column `avg profit %` shows the average profit for all trades made while the column `cum profit %` sums all the profits/losses. +The column `tot profit %` shows instead the total profit % in relation to allocated capital +(`max_open_trades * stake_amount`). In the above results we have `max_open_trades=2 stake_amount=0.005` in config +so `(76.20/100) * (0.005 * 2) =~ 0.00762792 BTC`. As you will see your strategy performance will be influenced by your buy strategy, your sell strategy, and also by the `minimal_roi` and @@ -251,11 +263,11 @@ There will be an additional table comparing win/losses of the different strategi Detailed output for all strategies one after the other will be available, so make sure to scroll up. ``` -=================================================== Strategy Summary ==================================================== -| Strategy | buy count | avg profit % | cum profit % | total profit ETH | avg duration | profit | loss | -|:-----------|------------:|---------------:|---------------:|-------------------:|:----------------|---------:|-------:| -| Strategy1 | 19 | -0.76 | -14.39 | -0.01440287 | 15:48:00 | 15 | 4 | -| Strategy2 | 6 | -2.73 | -16.40 | -0.01641299 | 1 day, 14:12:00 | 3 | 3 | +=========================================================== Strategy Summary =========================================================== +| Strategy | buy count | avg profit % | cum profit % | tot profit BTC | tot profit % | avg duration | profit | loss | +|:------------|------------:|---------------:|---------------:|-----------------:|---------------:|:---------------|---------:|-------:| +| Strategy1 | 429 | 0.36 | 152.41 | 0.00762792 | 76.20 | 4:12:00 | 186 | 243 | +| Strategy2 | 1487 | -0.13 | -197.58 | -0.00988917 | -98.79 | 4:43:00 | 662 | 825 | ``` ## Next step