From b7fc924e82103a82f500efcce3d659819ef2c026 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 20 Jul 2025 10:06:51 +0200 Subject: [PATCH] docs: update backtest docs to explain missing metrics --- docs/backtesting.md | 3 +++ 1 file changed, 3 insertions(+) diff --git a/docs/backtesting.md b/docs/backtesting.md index a8fd4b01c..b6bc910e2 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -321,6 +321,7 @@ It contains some useful key metrics about performance of your strategy on backte | SQN | 2.45 | | Profit factor | 1.11 | | Expectancy (Ratio) | -0.15 (-0.05) | +| Avg. daily profit | 0.0001 BTC | | Avg. stake amount | 0.001 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. - `SQN`: System Quality Number (SQN) - by Van Tharp. - `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. - `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 %`.