mirror of
https://github.com/freqtrade/freqtrade.git
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@@ -41,7 +41,7 @@ ranging from the simplest (0) to the most detailed per pair, per buy and per sel
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* 1: profit summaries grouped by enter_tag
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* 2: profit summaries grouped by enter_tag and exit_tag
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* 3: profit summaries grouped by pair and enter_tag
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* 4: profit summaries grouped by pair, enter_ and exit_tag (this can get quite large)
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* 4: profit summaries grouped by pair, enter_tag and exit_tag (this can get quite large)
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* 5: profit summaries grouped by exit_tag
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More options are available by running with the `-h` option.
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@@ -52,11 +52,10 @@ By default, `backtesting-analysis` processes the most recent backtest results in
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If you want to analyze results from an earlier backtest, use the `--backtest-filename` option to specify the desired file. This lets you revisit and re-analyze historical backtest outputs at any time by providing the filename of the relevant backtest result:
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``` bash
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freqtrade backtesting-analysis -c <config.json> --timeframe <tf> --strategy <strategy_name> --timerange <timerange> --export signals --backtest-filename backtest-result-2025-03-05_20-38-34.zip
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freqtrade backtesting -c <config.json> --strategy <strategy_name> --timerange <timerange> --export signals --backtest-filename backtest-result-2025-03-05_20-38-34.zip
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```
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You should see some output similar to below in the logs with the name of the timestamped
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filename that was exported:
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You should see some output similar to below in the logs with the name of the timestamped filename that was exported:
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```
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2022-06-14 16:28:32,698 - freqtrade.misc - INFO - dumping json to "mystrat_backtest-2022-06-14_16-28-32.json"
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@@ -64,14 +63,14 @@ filename that was exported:
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You can then use that filename in `backtesting-analysis`:
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```
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freqtrade backtesting-analysis -c <config.json> --backtest-filename=mystrat_backtest-2022-06-14_16-28-32.json
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``` bash
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freqtrade backtesting-analysis -c <config.json> --backtest-filename=backtest-result-2025-03-05_20-38-34.zip
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```
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To use a result from a different results directory, you can use `--backtest-directory` to specify the directory
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``` bash
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freqtrade backtesting-analysis -c <config.json> --backtest-directory custom_results/ --backtest-filename mystrat_backtest-2022-06-14_16-28-32.json
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freqtrade backtesting-analysis -c <config.json> --backtest-directory custom_results/ --backtest-filename backtest-result-2025-03-05_20-38-34.zip
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```
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### Tuning the buy tags and sell tags to display
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@@ -85,7 +84,7 @@ To show only certain buy and sell tags in the displayed output, use the followin
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For example:
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```bash
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``` bash
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freqtrade backtesting-analysis -c <config.json> --analysis-groups 0 2 --enter-reason-list enter_tag_a enter_tag_b --exit-reason-list roi custom_exit_tag_a stop_loss
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```
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@@ -96,7 +95,7 @@ values present on signal candles to allow fine-grained investigation and tuning
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indicators. To print out a column for a given set of indicators, use the `--indicator-list`
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option:
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```bash
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``` bash
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freqtrade backtesting-analysis -c <config.json> --analysis-groups 0 2 --enter-reason-list enter_tag_a enter_tag_b --exit-reason-list roi custom_exit_tag_a stop_loss --indicator-list rsi rsi_1h bb_lowerband ema_9 macd macdsignal
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```
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@@ -108,24 +107,24 @@ output.
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The indicator values will be displayed for both entry and exit points. If `--indicator-list all` is specified,
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only the indicators at the entry point will be shown to avoid excessively large lists, which could occur depending on the strategy.
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There are a range of candle and trade-related fields that are included in the analysis so are
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There are a range of candle and trade-related fields that are included in the analysis so are
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automatically accessible by including them on the indicator-list, and these include:
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- **open_date :** trade open datetime
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- **close_date :** trade close datetime
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- **min_rate :** minimum price seen throughout the position
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- **max_rate :** maximum price seen throughout the position
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- **open :** signal candle open price
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- **close :** signal candle close price
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- **high :** signal candle high price
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- **low :** signal candle low price
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- **volume :** signal candle volume
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- **profit_ratio :** trade profit ratio
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- **profit_abs :** absolute profit return of the trade
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* **open_date :** trade open datetime
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* **close_date :** trade close datetime
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* **min_rate :** minimum price seen throughout the position
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* **max_rate :** maximum price seen throughout the position
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* **open :** signal candle open price
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* **close :** signal candle close price
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* **high :** signal candle high price
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* **low :** signal candle low price
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* **volume :** signal candle volume
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* **profit_ratio :** trade profit ratio
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* **profit_abs :** absolute profit return of the trade
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#### Sample Output for Indicator Values
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```bash
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``` bash
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freqtrade backtesting-analysis -c user_data/config.json --analysis-groups 0 --indicator-list chikou_span tenkan_sen
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```
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@@ -158,13 +157,13 @@ The `--indicator-list` option, by default, displays indicator values for both en
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Example: Display indicator values at entry signals:
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```bash
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``` bash
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freqtrade backtesting-analysis -c user_data/config.json --analysis-groups 0 --indicator-list chikou_span tenkan_sen --entry-only
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```
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Example: Display indicator values at exit signals:
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```bash
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``` bash
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freqtrade backtesting-analysis -c user_data/config.json --analysis-groups 0 --indicator-list chikou_span tenkan_sen --exit-only
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```
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@@ -181,7 +180,7 @@ To show only trades between dates within your backtested timerange, supply the u
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For example, if your backtest timerange was `20220101-20221231` but you only want to output trades in January:
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```bash
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``` bash
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freqtrade backtesting-analysis -c <config.json> --timerange 20220101-20220201
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```
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@@ -189,7 +188,7 @@ freqtrade backtesting-analysis -c <config.json> --timerange 20220101-20220201
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Use the `--rejected-signals` option to print out rejected signals.
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```bash
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``` bash
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freqtrade backtesting-analysis -c <config.json> --rejected-signals
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```
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@@ -198,13 +197,13 @@ freqtrade backtesting-analysis -c <config.json> --rejected-signals
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Some of the tabular outputs can become large, so printing them out to the terminal is not preferable.
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Use the `--analysis-to-csv` option to disable printing out of tables to standard out and write them to CSV files.
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```bash
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``` bash
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freqtrade backtesting-analysis -c <config.json> --analysis-to-csv
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```
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By default this will write one file per output table you specified in the `backtesting-analysis` command, e.g.
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```bash
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``` bash
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freqtrade backtesting-analysis -c <config.json> --analysis-to-csv --rejected-signals --analysis-groups 0 1
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```
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@@ -216,6 +215,6 @@ This will write to `user_data/backtest_results`:
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To override where the files will be written, also specify the `--analysis-csv-path` option.
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```bash
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``` bash
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freqtrade backtesting-analysis -c <config.json> --analysis-to-csv --analysis-csv-path another/data/path/
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```
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