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Add expectancy and winrate to rpc trade statistics

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froggleston
2023-07-15 15:32:52 +01:00
parent 8dbe6b1c16
commit 6e56f84fe3
1 changed files with 21 additions and 0 deletions
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21
freqtrade/rpc/rpc.py
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@@ -521,6 +521,24 @@ class RPC:
profit_factor = winning_profit / abs(losing_profit) if losing_profit else float('inf')
mean_winning_profit = (winning_profit / winning_trades) if winning_trades > 0 else 0
mean_losing_profit = (losing_profit / losing_trades) if losing_trades > 0 else 0
winrate = winning_trades / closed_trade_count if closed_trade_count > 0 else 0
loserate = 100 - winrate
expectancy = 1
if mean_winning_profit > 0 and mean_losing_profit > 0:
expectancy = (1 + (mean_winning_profit / mean_losing_profit)) * (winrate / 100) - 1
else:
if mean_winning_profit == 0:
expectancy = 0
expectancy_rate = (
((winrate/100) * mean_winning_profit) -
((loserate/100) * mean_losing_profit)
)
trades_df = DataFrame([{'close_date': trade.close_date.strftime(DATETIME_PRINT_FORMAT),
'profit_abs': trade.close_profit_abs}
for trade in trades if not trade.is_open and trade.close_date])
@@ -574,6 +592,9 @@ class RPC:
'winning_trades': winning_trades,
'losing_trades': losing_trades,
'profit_factor': profit_factor,
'winrate': winrate,
'expectancy': expectancy,
'expectancy_rate': expectancy_rate,
'max_drawdown': max_drawdown,
'max_drawdown_abs': max_drawdown_abs,
'trading_volume': trading_volume,