From 3fa31bfe2012e38d6ffc6ef16b0345755c57b72f Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 29 Jul 2023 08:14:12 +0200 Subject: [PATCH] Better explain ROI assumption on level change closes #8975 --- docs/backtesting.md | 1 + 1 file changed, 1 insertion(+) diff --git a/docs/backtesting.md b/docs/backtesting.md index ccd4ed4ac..d1cd61057 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -537,6 +537,7 @@ Since backtesting lacks some detailed information about what happens within a ca - ROI - exits are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the exit will be at 2%) - exits are never "below the candle", so a ROI of 2% may result in a exit at 2.4% if low was at 2.4% profit + - ROI entries which came into effect on the triggering candle (e.g. `120: 0.02` for 1h candles, from `60: 0.05`) will use the candle's open as exit rate - Force-exits caused by `=-1` ROI entries use low as exit value, unless N falls on the candle open (e.g. `120: -1` for 1h candles) - Stoploss exits happen exactly at stoploss price, even if low was lower, but the loss will be `2 * fees` higher than the stoploss price - Stoploss is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` exit reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes