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docs: update backtest docs to explain missing metrics

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Matthias
2025-07-20 10:06:51 +02:00
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docs/backtesting.md
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@@ -321,6 +321,7 @@ It contains some useful key metrics about performance of your strategy on backte
| SQN | 2.45 | | SQN | 2.45 |
| Profit factor | 1.11 | | Profit factor | 1.11 |
| Expectancy (Ratio) | -0.15 (-0.05) | | Expectancy (Ratio) | -0.15 (-0.05) |
| Avg. daily profit | 0.0001 BTC |
| Avg. stake amount | 0.001 BTC | | Avg. stake amount | 0.001 BTC |
| Total trade volume | 0.429 BTC | | Total trade volume | 0.429 BTC |
| | | | | |
@@ -374,6 +375,8 @@ It contains some useful key metrics about performance of your strategy on backte
- `Calmar`: Annualized Calmar ratio. - `Calmar`: Annualized Calmar ratio.
- `SQN`: System Quality Number (SQN) - by Van Tharp. - `SQN`: System Quality Number (SQN) - by Van Tharp.
- `Profit factor`: profit / loss. - `Profit factor`: profit / loss.
- `Expectancy (Ratio)`: Expectancy ratio, which is the average profit or loss per trade. A negative expectancy ratio means that your strategy is not profitable.
- `Avg. daily profit`: Average profit per day, calculated as `(Total Profit / Backtest Days)`.
- `Avg. stake amount`: Average stake amount, either `stake_amount` or the average when using dynamic stake amount. - `Avg. stake amount`: Average stake amount, either `stake_amount` or the average when using dynamic stake amount.
- `Total trade volume`: Volume generated on the exchange to reach the above profit. - `Total trade volume`: Volume generated on the exchange to reach the above profit.
- `Best Pair` / `Worst Pair`: Best and worst performing pair (based on absolute profit), and it's corresponding `Tot Profit %`. - `Best Pair` / `Worst Pair`: Best and worst performing pair (based on absolute profit), and it's corresponding `Tot Profit %`.