Improve resiliance when showing older backtest results

freqtrade/data/metrics.py

@@ -198,7 +198,7 @@ def calculate_expectancy(trades: pd.DataFrame) -> Tuple[float, float]:
     """
     Calculate expectancy
     :param trades: DataFrame containing trades (requires columns close_date and profit_abs)
-    :return: expectancy
+    :return: expectancy, expectancy_ratio
     """
 
     expectancy = 0

freqtrade/optimize/optimize_reports/bt_output.py

@@ -233,8 +233,9 @@ 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']:.2f} "
-                                   f"({strat_results['expectancy_ratio']:.2f})"),
+            ('Expectancy (Ratio)', (
+                f"{strat_results['expectancy']:.2f} ({strat_results['expectancy_ratio']:.2f})" if
+                'expectancy_ratio' in strat_results else 'N/A')),
             ('Trades per day', strat_results['trades_per_day']),
             ('Avg. daily profit %',
              f"{(strat_results['profit_total'] / strat_results['backtest_days']):.2%}"),

tests/data/test_btanalysis.py

@@ -353,6 +353,15 @@ def test_calculate_expectancy(testdatadir):
     assert pytest.approx(expectancy) == 5.820687070932315e-06
     assert pytest.approx(expectancy_ratio) == 0.07151374226574791
 
+    data = {
+        'profit_abs': [100, 200, 50, -150, 300, -100, 80, -30]
+    }
+    df = DataFrame(data)
+    expectancy, expectancy_ratio = calculate_expectancy(df)
+
+    assert pytest.approx(expectancy) == 56.25
+    assert pytest.approx(expectancy_ratio) == 0.60267857
+
 
 def test_calculate_sortino(testdatadir):
     filename = testdatadir / "backtest_results/backtest-result.json"