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Add winrate to several bt metrics

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This commit is contained in:
Matthias
2023-07-20 20:51:38 +02:00
parent ac2147727f
commit 9c1fea0e7b
1 changed files with 7 additions and 1 deletions
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8
freqtrade/optimize/optimize_reports/optimize_reports.py
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@@ -97,6 +97,7 @@ def _generate_result_line(result: DataFrame, starting_balance: int, first_column
'wins': len(result[result['profit_abs'] > 0]),
'draws': len(result[result['profit_abs'] == 0]),
'losses': len(result[result['profit_abs'] < 0]),
'winrate': len(result[result['profit_abs'] > 0]) / len(result) if len(result) else 0.0,
}
@@ -184,6 +185,7 @@ def generate_exit_reason_stats(max_open_trades: IntOrInf, results: DataFrame) ->
'wins': len(result[result['profit_abs'] > 0]),
'draws': len(result[result['profit_abs'] == 0]),
'losses': len(result[result['profit_abs'] < 0]),
'winrate': len(result[result['profit_abs'] > 0]) / count if count else 0.0,
'profit_mean': profit_mean,
'profit_mean_pct': round(profit_mean * 100, 2),
'profit_sum': profit_sum,
@@ -238,6 +240,7 @@ def generate_periodic_breakdown_stats(trade_list: List, period: str) -> List[Dic
wins = sum(day['profit_abs'] > 0)
draws = sum(day['profit_abs'] == 0)
loses = sum(day['profit_abs'] < 0)
trades = (wins + draws + loses)
stats.append(
{
'date': name.strftime('%d/%m/%Y'),
@@ -245,7 +248,8 @@ def generate_periodic_breakdown_stats(trade_list: List, period: str) -> List[Dic
'profit_abs': profit_abs,
'wins': wins,
'draws': draws,
'loses': loses
'loses': loses,
'winrate': wins / trades if trades else 0.0,
}
)
return stats
@@ -265,6 +269,7 @@ def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
'wins': 0,
'losses': 0,
'draws': 0,
'winrate': 0,
'holding_avg': timedelta(),
'winner_holding_avg': timedelta(),
'loser_holding_avg': timedelta(),
@@ -285,6 +290,7 @@ def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
'wins': len(winning_trades),
'losses': len(losing_trades),
'draws': len(draw_trades),
'winrate': len(winning_trades) / len(results) if len(results) else 0.0,
'holding_avg': holding_avg,
'holding_avg_s': holding_avg.total_seconds(),
'winner_holding_avg': winner_holding_avg,