CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2025-12-03 02:23:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

merge 2 expectancy functions

Browse Source
This commit is contained in:
Stefano Ariestasia
2023-07-22 17:29:43 +09:00
parent c6ee8fcf54
commit 40d7d05e4e
6 changed files with 37 additions and 62 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
freqtrade/optimize/optimize_reports/bt_output.py
View File

@@ -233,8 +233,8 @@ def text_table_add_metrics(strat_results: Dict) -> str:
('Calmar', f"{strat_results['calmar']:.2f}" if 'calmar' in strat_results else 'N/A'),
('Profit factor', f'{strat_results["profit_factor"]:.2f}' if 'profit_factor'
in strat_results else 'N/A'),
('Expectancy Ratio', f"{strat_results['expectancy_ratio']:.2f}" if 'expectancy_ratio'
in strat_results else 'N/A'),
('Expectancy (Ratio)', f"{strat_results['expectancy']:.2f} "
f"({strat_results['expectancy_ratio']:.2f})"),
('Trades per day', strat_results['trades_per_day']),
('Avg. daily profit %',
f"{(strat_results['profit_total'] / strat_results['backtest_days']):.2%}"),