2024-08-20 18:09:24 +00:00
<!doctype html>
< html lang = "en" class = "no-js" >
< head >
< meta charset = "utf-8" >
< meta name = "viewport" content = "width=device-width,initial-scale=1" >
2024-10-20 11:06:31 +00:00
< link rel = "canonical" href = "https://www.freqtrade.io/en/stable/strategy_analysis_example/" >
2024-08-20 18:09:24 +00:00
< link rel = "prev" href = "../data-analysis/" >
< link rel = "next" href = "../advanced-backtesting/" >
< link rel = "icon" href = "../images/logo.png" >
< meta name = "generator" content = "mkdocs-1.5.3, mkdocs-material-9.5.11" >
< title > Strategy analysis - Freqtrade< / title >
< link rel = "stylesheet" href = "../assets/stylesheets/main.7e359304.min.css" >
< link rel = "stylesheet" href = "../assets/stylesheets/palette.06af60db.min.css" >
< link rel = "preconnect" href = "https://fonts.gstatic.com" crossorigin >
< link rel = "stylesheet" href = "https://fonts.googleapis.com/css?family=Roboto:300,300i,400,400i,700,700i%7CRoboto+Mono:400,400i,700,700i&display=fallback" >
< style > : root { --md-text-font : "Roboto" ; --md-code-font : "Roboto Mono" } < / style >
< link rel = "stylesheet" href = "../stylesheets/ft.extra.css" >
< script > _ _md _scope = new URL ( ".." , location ) , _ _md _hash = e => [ ... e ] . reduce ( ( e , _ ) => ( e << 5 ) - e + _ . charCodeAt ( 0 ) , 0 ) , _ _md _get = ( e , _ = localStorage , t = _ _md _scope ) => JSON . parse ( _ . getItem ( t . pathname + "." + e ) ) , _ _md _set = ( e , _ , t = localStorage , a = _ _md _scope ) => { try { t . setItem ( a . pathname + "." + e , JSON . stringify ( _ ) ) } catch ( e ) { } } < / script >
2024-10-20 11:06:31 +00:00
< script id = "__analytics" > function _ _md _analytics ( ) { function n ( ) { dataLayer . push ( arguments ) } window . dataLayer = window . dataLayer || [ ] , n ( "js" , new Date ) , n ( "config" , "G-VH170LG9M5" ) , document . addEventListener ( "DOMContentLoaded" , function ( ) { document . forms . search && document . forms . search . query . addEventListener ( "blur" , function ( ) { this . value && n ( "event" , "search" , { search _term : this . value } ) } ) , document $ . subscribe ( function ( ) { var a = document . forms . feedback ; if ( void 0 !== a ) for ( var e of a . querySelectorAll ( "[type=submit]" ) ) e . addEventListener ( "click" , function ( e ) { e . preventDefault ( ) ; var t = document . location . pathname , e = this . getAttribute ( "data-md-value" ) ; n ( "event" , "feedback" , { page : t , data : e } ) , a . firstElementChild . disabled = ! 0 ; e = a . querySelector ( ".md-feedback__note [data-md-value='" + e + "']" ) ; e && ( e . hidden = ! 1 ) } ) , a . hidden = ! 1 } ) , location$ . subscribe ( function ( e ) { n ( "config" , "G-VH170LG9M5" , { page _path : e . pathname } ) } ) } ) ; var e = document . createElement ( "script" ) ; e . async = ! 0 , e . src = "https://www.googletagmanager.com/gtag/js?id=G-VH170LG9M5" , document . getElementById ( "__analytics" ) . insertAdjacentElement ( "afterEnd" , e ) } < / script >
< script > "undefined" != typeof _ _md _analytics && _ _md _analytics ( ) < / script >
2024-08-20 18:09:24 +00:00
< / head >
< body dir = "ltr" data-md-color-scheme = "default" data-md-color-primary = "blue-grey" data-md-color-accent = "tear" >
< input class = "md-toggle" data-md-toggle = "drawer" type = "checkbox" id = "__drawer" autocomplete = "off" >
< input class = "md-toggle" data-md-toggle = "search" type = "checkbox" id = "__search" autocomplete = "off" >
< label class = "md-overlay" for = "__drawer" > < / label >
< div data-md-component = "skip" >
< a href = "#strategy-analysis-example" class = "md-skip" >
Skip to content
< / a >
< / div >
< div data-md-component = "announce" >
< / div >
< div data-md-color-scheme = "default" data-md-component = "outdated" hidden >
< / div >
< header class = "md-header md-header--shadow" data-md-component = "header" >
< nav class = "md-header__inner md-grid" aria-label = "Header" >
< a href = ".." title = "Freqtrade" class = "md-header__button md-logo" aria-label = "Freqtrade" data-md-component = "logo" >
< img src = "../images/logo.png" alt = "logo" >
< / a >
< label class = "md-header__button md-icon" for = "__drawer" >
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M3 6h18v2H3V6m0 5h18v2H3v-2m0 5h18v2H3v-2Z" / > < / svg >
< / label >
< div class = "md-header__title" data-md-component = "header-title" >
< div class = "md-header__ellipsis" >
< div class = "md-header__topic" >
< span class = "md-ellipsis" >
Freqtrade
< / span >
< / div >
< div class = "md-header__topic" data-md-component = "header-topic" >
< span class = "md-ellipsis" >
Strategy analysis
< / span >
< / div >
< / div >
< / div >
< form class = "md-header__option" data-md-component = "palette" >
< input class = "md-option" data-md-color-media = "" data-md-color-scheme = "default" data-md-color-primary = "blue-grey" data-md-color-accent = "tear" aria-label = "Switch to dark mode" type = "radio" name = "__palette" id = "__palette_0" >
< label class = "md-header__button md-icon" title = "Switch to dark mode" for = "__palette_1" hidden >
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M17 6H7c-3.31 0-6 2.69-6 6s2.69 6 6 6h10c3.31 0 6-2.69 6-6s-2.69-6-6-6zm0 10H7c-2.21 0-4-1.79-4-4s1.79-4 4-4h10c2.21 0 4 1.79 4 4s-1.79 4-4 4zM7 9c-1.66 0-3 1.34-3 3s1.34 3 3 3 3-1.34 3-3-1.34-3-3-3z" / > < / svg >
< / label >
< input class = "md-option" data-md-color-media = "" data-md-color-scheme = "slate" data-md-color-primary = "blue-grey" data-md-color-accent = "tear" aria-label = "Switch to light mode" type = "radio" name = "__palette" id = "__palette_1" >
< label class = "md-header__button md-icon" title = "Switch to light mode" for = "__palette_0" hidden >
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M17 7H7a5 5 0 0 0-5 5 5 5 0 0 0 5 5h10a5 5 0 0 0 5-5 5 5 0 0 0-5-5m0 8a3 3 0 0 1-3-3 3 3 0 0 1 3-3 3 3 0 0 1 3 3 3 3 0 0 1-3 3Z" / > < / svg >
< / label >
< / form >
< script > var media , input , key , value , palette = _ _md _get ( "__palette" ) ; if ( palette && palette . color ) { "(prefers-color-scheme)" === palette . color . media && ( media = matchMedia ( "(prefers-color-scheme: light)" ) , input = document . querySelector ( media . matches ? "[data-md-color-media='(prefers-color-scheme: light)']" : "[data-md-color-media='(prefers-color-scheme: dark)']" ) , palette . color . media = input . getAttribute ( "data-md-color-media" ) , palette . color . scheme = input . getAttribute ( "data-md-color-scheme" ) , palette . color . primary = input . getAttribute ( "data-md-color-primary" ) , palette . color . accent = input . getAttribute ( "data-md-color-accent" ) ) ; for ( [ key , value ] of Object . entries ( palette . color ) ) document . body . setAttribute ( "data-md-color-" + key , value ) } < / script >
< label class = "md-header__button md-icon" for = "__search" >
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5Z" / > < / svg >
< / label >
< div class = "md-search" data-md-component = "search" role = "dialog" >
< label class = "md-search__overlay" for = "__search" > < / label >
< div class = "md-search__inner" role = "search" >
< form class = "md-search__form" name = "search" >
< input type = "text" class = "md-search__input" name = "query" aria-label = "Search" placeholder = "Search" autocapitalize = "off" autocorrect = "off" autocomplete = "off" spellcheck = "false" data-md-component = "search-query" required >
< label class = "md-search__icon md-icon" for = "__search" >
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M9.5 3A6.5 6.5 0 0 1 16 9.5c0 1.61-.59 3.09-1.56 4.23l.27.27h.79l5 5-1.5 1.5-5-5v-.79l-.27-.27A6.516 6.516 0 0 1 9.5 16 6.5 6.5 0 0 1 3 9.5 6.5 6.5 0 0 1 9.5 3m0 2C7 5 5 7 5 9.5S7 14 9.5 14 14 12 14 9.5 12 5 9.5 5Z" / > < / svg >
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M20 11v2H8l5.5 5.5-1.42 1.42L4.16 12l7.92-7.92L13.5 5.5 8 11h12Z" / > < / svg >
< / label >
< nav class = "md-search__options" aria-label = "Search" >
< a href = "javascript:void(0)" class = "md-search__icon md-icon" title = "Share" aria-label = "Share" data-clipboard data-clipboard-text = "" data-md-component = "search-share" tabindex = "-1" >
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M18 16.08c-.76 0-1.44.3-1.96.77L8.91 12.7c.05-.23.09-.46.09-.7 0-.24-.04-.47-.09-.7l7.05-4.11c.54.5 1.25.81 2.04.81a3 3 0 0 0 3-3 3 3 0 0 0-3-3 3 3 0 0 0-3 3c0 .24.04.47.09.7L8.04 9.81C7.5 9.31 6.79 9 6 9a3 3 0 0 0-3 3 3 3 0 0 0 3 3c.79 0 1.5-.31 2.04-.81l7.12 4.15c-.05.21-.08.43-.08.66 0 1.61 1.31 2.91 2.92 2.91 1.61 0 2.92-1.3 2.92-2.91A2.92 2.92 0 0 0 18 16.08Z" / > < / svg >
< / a >
< button type = "reset" class = "md-search__icon md-icon" title = "Clear" aria-label = "Clear" tabindex = "-1" >
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M19 6.41 17.59 5 12 10.59 6.41 5 5 6.41 10.59 12 5 17.59 6.41 19 12 13.41 17.59 19 19 17.59 13.41 12 19 6.41Z" / > < / svg >
< / button >
< / nav >
< / form >
< div class = "md-search__output" >
< div class = "md-search__scrollwrap" data-md-scrollfix >
< div class = "md-search-result" data-md-component = "search-result" >
< div class = "md-search-result__meta" >
Initializing search
< / div >
< ol class = "md-search-result__list" role = "presentation" > < / ol >
< / div >
< / div >
< / div >
< / div >
< / div >
< div class = "md-header__source" >
< a href = "https://github.com/freqtrade/freqtrade" title = "Go to repository" class = "md-source" data-md-component = "source" >
< div class = "md-source__icon md-icon" >
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 448 512" > <!-- ! Font Awesome Free 6.5.1 by @fontawesome - https://fontawesome.com License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License) Copyright 2023 Fonticons, Inc. --> < path d = "M439.55 236.05 244 40.45a28.87 28.87 0 0 0-40.81 0l-40.66 40.63 51.52 51.52c27.06-9.14 52.68 16.77 43.39 43.68l49.66 49.66c34.23-11.8 61.18 31 35.47 56.69-26.49 26.49-70.21-2.87-56-37.34L240.22 199v121.85c25.3 12.54 22.26 41.85 9.08 55a34.34 34.34 0 0 1-48.55 0c-17.57-17.6-11.07-46.91 11.25-56v-123c-20.8-8.51-24.6-30.74-18.64-45L142.57 101 8.45 235.14a28.86 28.86 0 0 0 0 40.81l195.61 195.6a28.86 28.86 0 0 0 40.8 0l194.69-194.69a28.86 28.86 0 0 0 0-40.81z" / > < / svg >
< / div >
< div class = "md-source__repository" >
GitHub
< / div >
< / a >
< / div >
< / nav >
< / header >
< div class = "md-container" data-md-component = "container" >
< main class = "md-main" data-md-component = "main" >
< div class = "md-main__inner md-grid" >
<!-- Main navigation -->
< div class = "md-sidebar md-sidebar--primary" data-md-component = "sidebar" data-md-type = "navigation" >
< div class = "md-sidebar__scrollwrap" >
< div class = "md-sidebar__inner" >
< nav class = "md-nav md-nav--primary" aria-label = "Navigation" data-md-level = "0" >
< label class = "md-nav__title" for = "__drawer" >
< a href = ".." title = "Freqtrade" class = "md-nav__button md-logo" aria-label = "Freqtrade" data-md-component = "logo" >
< img src = "../images/logo.png" alt = "logo" >
< / a >
Freqtrade
< / label >
< div class = "md-nav__source" >
< a href = "https://github.com/freqtrade/freqtrade" title = "Go to repository" class = "md-source" data-md-component = "source" >
< div class = "md-source__icon md-icon" >
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 448 512" > <!-- ! Font Awesome Free 6.5.1 by @fontawesome - https://fontawesome.com License - https://fontawesome.com/license/free (Icons: CC BY 4.0, Fonts: SIL OFL 1.1, Code: MIT License) Copyright 2023 Fonticons, Inc. --> < path d = "M439.55 236.05 244 40.45a28.87 28.87 0 0 0-40.81 0l-40.66 40.63 51.52 51.52c27.06-9.14 52.68 16.77 43.39 43.68l49.66 49.66c34.23-11.8 61.18 31 35.47 56.69-26.49 26.49-70.21-2.87-56-37.34L240.22 199v121.85c25.3 12.54 22.26 41.85 9.08 55a34.34 34.34 0 0 1-48.55 0c-17.57-17.6-11.07-46.91 11.25-56v-123c-20.8-8.51-24.6-30.74-18.64-45L142.57 101 8.45 235.14a28.86 28.86 0 0 0 0 40.81l195.61 195.6a28.86 28.86 0 0 0 40.8 0l194.69-194.69a28.86 28.86 0 0 0 0-40.81z" / > < / svg >
< / div >
< div class = "md-source__repository" >
GitHub
< / div >
< / a >
< / div >
< ul class = "md-nav__list" data-md-scrollfix >
< li class = "md-nav__item" >
< a href = ".." class = "md-nav__link" >
< span class = "md-ellipsis" >
Home
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../docker_quickstart/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Quickstart with Docker
< / span >
< / a >
< / li >
< li class = "md-nav__item md-nav__item--nested" >
< input class = "md-nav__toggle md-toggle " type = "checkbox" id = "__nav_3" >
< label class = "md-nav__link" for = "__nav_3" id = "__nav_3_label" tabindex = "0" >
< span class = "md-ellipsis" >
Installation
< / span >
< span class = "md-nav__icon md-icon" > < / span >
< / label >
< nav class = "md-nav" data-md-level = "1" aria-labelledby = "__nav_3_label" aria-expanded = "false" >
< label class = "md-nav__title" for = "__nav_3" >
< span class = "md-nav__icon md-icon" > < / span >
Installation
< / label >
< ul class = "md-nav__list" data-md-scrollfix >
< li class = "md-nav__item" >
< a href = "../installation/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Linux/MacOS/Raspberry
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../windows_installation/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Windows
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item" >
< a href = "../bot-basics/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Freqtrade Basics
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../configuration/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Configuration
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../strategy-customization/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Strategy Customization
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../strategy-callbacks/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Strategy Callbacks
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../stoploss/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Stoploss
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../plugins/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Plugins
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../bot-usage/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Start the bot
< / span >
< / a >
< / li >
< li class = "md-nav__item md-nav__item--nested" >
< input class = "md-nav__toggle md-toggle " type = "checkbox" id = "__nav_11" >
< label class = "md-nav__link" for = "__nav_11" id = "__nav_11_label" tabindex = "0" >
< span class = "md-ellipsis" >
Control the bot
< / span >
< span class = "md-nav__icon md-icon" > < / span >
< / label >
< nav class = "md-nav" data-md-level = "1" aria-labelledby = "__nav_11_label" aria-expanded = "false" >
< label class = "md-nav__title" for = "__nav_11" >
< span class = "md-nav__icon md-icon" > < / span >
Control the bot
< / label >
< ul class = "md-nav__list" data-md-scrollfix >
< li class = "md-nav__item" >
< a href = "../telegram-usage/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Telegram
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../rest-api/" class = "md-nav__link" >
< span class = "md-ellipsis" >
REST API & FreqUI
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../webhook-config/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Web Hook
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item" >
< a href = "../data-download/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Data Downloading
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../backtesting/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Backtesting
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../hyperopt/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Hyperopt
< / span >
< / a >
< / li >
< li class = "md-nav__item md-nav__item--nested" >
< input class = "md-nav__toggle md-toggle " type = "checkbox" id = "__nav_15" >
< label class = "md-nav__link" for = "__nav_15" id = "__nav_15_label" tabindex = "0" >
< span class = "md-ellipsis" >
FreqAI
< / span >
< span class = "md-nav__icon md-icon" > < / span >
< / label >
< nav class = "md-nav" data-md-level = "1" aria-labelledby = "__nav_15_label" aria-expanded = "false" >
< label class = "md-nav__title" for = "__nav_15" >
< span class = "md-nav__icon md-icon" > < / span >
FreqAI
< / label >
< ul class = "md-nav__list" data-md-scrollfix >
< li class = "md-nav__item" >
< a href = "../freqai/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Introduction
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../freqai-configuration/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Configuration
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../freqai-parameter-table/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Parameter table
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../freqai-feature-engineering/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Feature engineering
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../freqai-running/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Running FreqAI
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../freqai-reinforcement-learning/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Reinforcement Learning
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../freqai-developers/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Developer guide
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item" >
< a href = "../leverage/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Short / Leverage
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../utils/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Utility Sub-commands
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../plotting/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Plotting
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../exchanges/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Exchange-specific Notes
< / span >
< / a >
< / li >
< li class = "md-nav__item md-nav__item--active md-nav__item--nested" >
< input class = "md-nav__toggle md-toggle " type = "checkbox" id = "__nav_20" checked >
< label class = "md-nav__link" for = "__nav_20" id = "__nav_20_label" tabindex = "0" >
< span class = "md-ellipsis" >
Data Analysis
< / span >
< span class = "md-nav__icon md-icon" > < / span >
< / label >
< nav class = "md-nav" data-md-level = "1" aria-labelledby = "__nav_20_label" aria-expanded = "true" >
< label class = "md-nav__title" for = "__nav_20" >
< span class = "md-nav__icon md-icon" > < / span >
Data Analysis
< / label >
< ul class = "md-nav__list" data-md-scrollfix >
< li class = "md-nav__item" >
< a href = "../data-analysis/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Jupyter Notebooks
< / span >
< / a >
< / li >
< li class = "md-nav__item md-nav__item--active" >
< input class = "md-nav__toggle md-toggle" type = "checkbox" id = "__toc" >
< label class = "md-nav__link md-nav__link--active" for = "__toc" >
< span class = "md-ellipsis" >
Strategy analysis
< / span >
< span class = "md-nav__icon md-icon" > < / span >
< / label >
< a href = "./" class = "md-nav__link md-nav__link--active" >
< span class = "md-ellipsis" >
Strategy analysis
< / span >
< / a >
< nav class = "md-nav md-nav--secondary" aria-label = "Table of contents" >
< label class = "md-nav__title" for = "__toc" >
< span class = "md-nav__icon md-icon" > < / span >
Table of contents
< / label >
< ul class = "md-nav__list" data-md-component = "toc" data-md-scrollfix >
< li class = "md-nav__item" >
< a href = "#setup" class = "md-nav__link" >
< span class = "md-ellipsis" >
Setup
< / span >
< / a >
< nav class = "md-nav" aria-label = "Setup" >
< ul class = "md-nav__list" >
< li class = "md-nav__item" >
< a href = "#change-working-directory-to-repository-root" class = "md-nav__link" >
< span class = "md-ellipsis" >
Change Working directory to repository root
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "#configure-freqtrade-environment" class = "md-nav__link" >
< span class = "md-ellipsis" >
Configure Freqtrade environment
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item" >
< a href = "#load-and-run-strategy" class = "md-nav__link" >
< span class = "md-ellipsis" >
Load and run strategy
< / span >
< / a >
< nav class = "md-nav" aria-label = "Load and run strategy" >
< ul class = "md-nav__list" >
< li class = "md-nav__item" >
< a href = "#display-the-trade-details" class = "md-nav__link" >
< span class = "md-ellipsis" >
Display the trade details
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item" >
< a href = "#load-existing-objects-into-a-jupyter-notebook" class = "md-nav__link" >
< span class = "md-ellipsis" >
Load existing objects into a Jupyter notebook
< / span >
< / a >
< nav class = "md-nav" aria-label = "Load existing objects into a Jupyter notebook" >
< ul class = "md-nav__list" >
< li class = "md-nav__item" >
< a href = "#load-backtest-results-to-pandas-dataframe" class = "md-nav__link" >
< span class = "md-ellipsis" >
Load backtest results to pandas dataframe
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item" >
< a href = "#plotting-daily-profit-equity-line" class = "md-nav__link" >
< span class = "md-ellipsis" >
Plotting daily profit / equity line
< / span >
< / a >
< nav class = "md-nav" aria-label = "Plotting daily profit / equity line" >
< ul class = "md-nav__list" >
< li class = "md-nav__item" >
< a href = "#load-live-trading-results-into-a-pandas-dataframe" class = "md-nav__link" >
< span class = "md-ellipsis" >
Load live trading results into a pandas dataframe
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item" >
< a href = "#analyze-the-loaded-trades-for-trade-parallelism" class = "md-nav__link" >
< span class = "md-ellipsis" >
Analyze the loaded trades for trade parallelism
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "#plot-results" class = "md-nav__link" >
< span class = "md-ellipsis" >
Plot results
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "#plot-average-profit-per-trade-as-distribution-graph" class = "md-nav__link" >
< span class = "md-ellipsis" >
Plot average profit per trade as distribution graph
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item" >
< a href = "../advanced-backtesting/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Backtest analysis
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item md-nav__item--nested" >
< input class = "md-nav__toggle md-toggle " type = "checkbox" id = "__nav_21" >
< label class = "md-nav__link" for = "__nav_21" id = "__nav_21_label" tabindex = "0" >
< span class = "md-ellipsis" >
Advanced Topics
< / span >
< span class = "md-nav__icon md-icon" > < / span >
< / label >
< nav class = "md-nav" data-md-level = "1" aria-labelledby = "__nav_21_label" aria-expanded = "false" >
< label class = "md-nav__title" for = "__nav_21" >
< span class = "md-nav__icon md-icon" > < / span >
Advanced Topics
< / label >
< ul class = "md-nav__list" data-md-scrollfix >
< li class = "md-nav__item" >
< a href = "../advanced-setup/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Advanced Post-installation Tasks
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../trade-object/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Trade Object
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../lookahead-analysis/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Lookahead analysis
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../recursive-analysis/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Recursive analysis
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../strategy-advanced/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Advanced Strategy
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../advanced-hyperopt/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Advanced Hyperopt
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../producer-consumer/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Producer/Consumer mode
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../edge/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Edge Positioning
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item" >
< a href = "../faq/" class = "md-nav__link" >
< span class = "md-ellipsis" >
FAQ
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../sql_cheatsheet/" class = "md-nav__link" >
< span class = "md-ellipsis" >
SQL Cheat-sheet
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../strategy_migration/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Strategy migration
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../updating/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Updating Freqtrade
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../deprecated/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Deprecated Features
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "../developer/" class = "md-nav__link" >
< span class = "md-ellipsis" >
Contributors Guide
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / div >
< / div >
< / div >
<!-- Table of contents -->
< div class = "md-sidebar md-sidebar--secondary" data-md-component = "sidebar" data-md-type = "toc" >
< div class = "md-sidebar__scrollwrap" >
< div class = "md-sidebar__inner" >
< nav class = "md-nav md-nav--secondary" aria-label = "Table of contents" >
< label class = "md-nav__title" for = "__toc" >
< span class = "md-nav__icon md-icon" > < / span >
Table of contents
< / label >
< ul class = "md-nav__list" data-md-component = "toc" data-md-scrollfix >
< li class = "md-nav__item" >
< a href = "#setup" class = "md-nav__link" >
< span class = "md-ellipsis" >
Setup
< / span >
< / a >
< nav class = "md-nav" aria-label = "Setup" >
< ul class = "md-nav__list" >
< li class = "md-nav__item" >
< a href = "#change-working-directory-to-repository-root" class = "md-nav__link" >
< span class = "md-ellipsis" >
Change Working directory to repository root
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "#configure-freqtrade-environment" class = "md-nav__link" >
< span class = "md-ellipsis" >
Configure Freqtrade environment
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item" >
< a href = "#load-and-run-strategy" class = "md-nav__link" >
< span class = "md-ellipsis" >
Load and run strategy
< / span >
< / a >
< nav class = "md-nav" aria-label = "Load and run strategy" >
< ul class = "md-nav__list" >
< li class = "md-nav__item" >
< a href = "#display-the-trade-details" class = "md-nav__link" >
< span class = "md-ellipsis" >
Display the trade details
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item" >
< a href = "#load-existing-objects-into-a-jupyter-notebook" class = "md-nav__link" >
< span class = "md-ellipsis" >
Load existing objects into a Jupyter notebook
< / span >
< / a >
< nav class = "md-nav" aria-label = "Load existing objects into a Jupyter notebook" >
< ul class = "md-nav__list" >
< li class = "md-nav__item" >
< a href = "#load-backtest-results-to-pandas-dataframe" class = "md-nav__link" >
< span class = "md-ellipsis" >
Load backtest results to pandas dataframe
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item" >
< a href = "#plotting-daily-profit-equity-line" class = "md-nav__link" >
< span class = "md-ellipsis" >
Plotting daily profit / equity line
< / span >
< / a >
< nav class = "md-nav" aria-label = "Plotting daily profit / equity line" >
< ul class = "md-nav__list" >
< li class = "md-nav__item" >
< a href = "#load-live-trading-results-into-a-pandas-dataframe" class = "md-nav__link" >
< span class = "md-ellipsis" >
Load live trading results into a pandas dataframe
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / li >
< li class = "md-nav__item" >
< a href = "#analyze-the-loaded-trades-for-trade-parallelism" class = "md-nav__link" >
< span class = "md-ellipsis" >
Analyze the loaded trades for trade parallelism
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "#plot-results" class = "md-nav__link" >
< span class = "md-ellipsis" >
Plot results
< / span >
< / a >
< / li >
< li class = "md-nav__item" >
< a href = "#plot-average-profit-per-trade-as-distribution-graph" class = "md-nav__link" >
< span class = "md-ellipsis" >
Plot average profit per trade as distribution graph
< / span >
< / a >
< / li >
< / ul >
< / nav >
< / div >
< / div >
< / div >
< div class = "md-content" data-md-component = "content" >
< article class = "md-content__inner md-typeset" >
< h1 id = "strategy-analysis-example" > Strategy analysis example< a class = "headerlink" href = "#strategy-analysis-example" title = "Permanent link" > ¶ < / a > < / h1 >
< p > Debugging a strategy can be time-consuming. Freqtrade offers helper functions to visualize raw data.
The following assumes you work with SampleStrategy, data for 5m timeframe from Binance and have downloaded them into the data directory in the default location.
Please follow the < a href = "https://www.freqtrade.io/en/stable/data-download/" > documentation< / a > for more details.< / p >
< h2 id = "setup" > Setup< a class = "headerlink" href = "#setup" title = "Permanent link" > ¶ < / a > < / h2 >
< h3 id = "change-working-directory-to-repository-root" > Change Working directory to repository root< a class = "headerlink" href = "#change-working-directory-to-repository-root" title = "Permanent link" > ¶ < / a > < / h3 >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "kn" > import< / span > < span class = "nn" > os< / span >
< span class = "kn" > from< / span > < span class = "nn" > pathlib< / span > < span class = "kn" > import< / span > < span class = "n" > Path< / span >
< span class = "c1" > # Change directory< / span >
< span class = "c1" > # Modify this cell to insure that the output shows the correct path.< / span >
< span class = "c1" > # Define all paths relative to the project root shown in the cell output< / span >
< span class = "n" > project_root< / span > < span class = "o" > =< / span > < span class = "s2" > " somedir/freqtrade" < / span >
< span class = "n" > i< / span > < span class = "o" > =< / span > < span class = "mi" > 0< / span >
< span class = "k" > try< / span > < span class = "p" > :< / span >
< span class = "n" > os< / span > < span class = "o" > .< / span > < span class = "n" > chdirdir< / span > < span class = "p" > (< / span > < span class = "n" > project_root< / span > < span class = "p" > )< / span >
< span class = "k" > assert< / span > < span class = "n" > Path< / span > < span class = "p" > (< / span > < span class = "s1" > ' LICENSE' < / span > < span class = "p" > )< / span > < span class = "o" > .< / span > < span class = "n" > is_file< / span > < span class = "p" > ()< / span >
< span class = "k" > except< / span > < span class = "p" > :< / span >
< span class = "k" > while< / span > < span class = "n" > i< / span > < span class = "o" > < < / span > < span class = "mi" > 4< / span > < span class = "ow" > and< / span > < span class = "p" > (< / span > < span class = "ow" > not< / span > < span class = "n" > Path< / span > < span class = "p" > (< / span > < span class = "s1" > ' LICENSE' < / span > < span class = "p" > )< / span > < span class = "o" > .< / span > < span class = "n" > is_file< / span > < span class = "p" > ()):< / span >
< span class = "n" > os< / span > < span class = "o" > .< / span > < span class = "n" > chdir< / span > < span class = "p" > (< / span > < span class = "n" > Path< / span > < span class = "p" > (< / span > < span class = "n" > Path< / span > < span class = "o" > .< / span > < span class = "n" > cwd< / span > < span class = "p" > (),< / span > < span class = "s1" > ' ../' < / span > < span class = "p" > ))< / span >
< span class = "n" > i< / span > < span class = "o" > +=< / span > < span class = "mi" > 1< / span >
< span class = "n" > project_root< / span > < span class = "o" > =< / span > < span class = "n" > Path< / span > < span class = "o" > .< / span > < span class = "n" > cwd< / span > < span class = "p" > ()< / span >
< span class = "nb" > print< / span > < span class = "p" > (< / span > < span class = "n" > Path< / span > < span class = "o" > .< / span > < span class = "n" > cwd< / span > < span class = "p" > ())< / span >
< / code > < / pre > < / div >
< h3 id = "configure-freqtrade-environment" > Configure Freqtrade environment< a class = "headerlink" href = "#configure-freqtrade-environment" title = "Permanent link" > ¶ < / a > < / h3 >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "kn" > from< / span > < span class = "nn" > freqtrade.configuration< / span > < span class = "kn" > import< / span > < span class = "n" > Configuration< / span >
< span class = "c1" > # Customize these according to your needs.< / span >
< span class = "c1" > # Initialize empty configuration object< / span >
< span class = "n" > config< / span > < span class = "o" > =< / span > < span class = "n" > Configuration< / span > < span class = "o" > .< / span > < span class = "n" > from_files< / span > < span class = "p" > ([])< / span >
< span class = "c1" > # Optionally (recommended), use existing configuration file< / span >
< span class = "c1" > # config = Configuration.from_files([" user_data/config.json" ])< / span >
< span class = "c1" > # Define some constants< / span >
< span class = "n" > config< / span > < span class = "p" > [< / span > < span class = "s2" > " timeframe" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "s2" > " 5m" < / span >
< span class = "c1" > # Name of the strategy class< / span >
< span class = "n" > config< / span > < span class = "p" > [< / span > < span class = "s2" > " strategy" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "s2" > " SampleStrategy" < / span >
< span class = "c1" > # Location of the data< / span >
< span class = "n" > data_location< / span > < span class = "o" > =< / span > < span class = "n" > config< / span > < span class = "p" > [< / span > < span class = "s2" > " datadir" < / span > < span class = "p" > ]< / span >
< span class = "c1" > # Pair to analyze - Only use one pair here< / span >
< span class = "n" > pair< / span > < span class = "o" > =< / span > < span class = "s2" > " BTC/USDT" < / span >
< / code > < / pre > < / div >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "c1" > # Load data using values set above< / span >
< span class = "kn" > from< / span > < span class = "nn" > freqtrade.data.history< / span > < span class = "kn" > import< / span > < span class = "n" > load_pair_history< / span >
< span class = "kn" > from< / span > < span class = "nn" > freqtrade.enums< / span > < span class = "kn" > import< / span > < span class = "n" > CandleType< / span >
< span class = "n" > candles< / span > < span class = "o" > =< / span > < span class = "n" > load_pair_history< / span > < span class = "p" > (< / span > < span class = "n" > datadir< / span > < span class = "o" > =< / span > < span class = "n" > data_location< / span > < span class = "p" > ,< / span >
< span class = "n" > timeframe< / span > < span class = "o" > =< / span > < span class = "n" > config< / span > < span class = "p" > [< / span > < span class = "s2" > " timeframe" < / span > < span class = "p" > ],< / span >
< span class = "n" > pair< / span > < span class = "o" > =< / span > < span class = "n" > pair< / span > < span class = "p" > ,< / span >
< span class = "n" > data_format< / span > < span class = "o" > =< / span > < span class = "s2" > " json" < / span > < span class = "p" > ,< / span > < span class = "c1" > # Make sure to update this to your data< / span >
< span class = "n" > candle_type< / span > < span class = "o" > =< / span > < span class = "n" > CandleType< / span > < span class = "o" > .< / span > < span class = "n" > SPOT< / span > < span class = "p" > ,< / span >
< span class = "p" > )< / span >
< span class = "c1" > # Confirm success< / span >
< span class = "nb" > print< / span > < span class = "p" > (< / span > < span class = "sa" > f< / span > < span class = "s2" > " Loaded < / span > < span class = "si" > {< / span > < span class = "nb" > len< / span > < span class = "p" > (< / span > < span class = "n" > candles< / span > < span class = "p" > )< / span > < span class = "si" > }< / span > < span class = "s2" > rows of data for < / span > < span class = "si" > {< / span > < span class = "n" > pair< / span > < span class = "si" > }< / span > < span class = "s2" > from < / span > < span class = "si" > {< / span > < span class = "n" > data_location< / span > < span class = "si" > }< / span > < span class = "s2" > " < / span > < span class = "p" > )< / span >
< span class = "n" > candles< / span > < span class = "o" > .< / span > < span class = "n" > head< / span > < span class = "p" > ()< / span >
< / code > < / pre > < / div >
< h2 id = "load-and-run-strategy" > Load and run strategy< a class = "headerlink" href = "#load-and-run-strategy" title = "Permanent link" > ¶ < / a > < / h2 >
< ul >
< li > Rerun each time the strategy file is changed< / li >
< / ul >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "c1" > # Load strategy using values set above< / span >
< span class = "kn" > from< / span > < span class = "nn" > freqtrade.resolvers< / span > < span class = "kn" > import< / span > < span class = "n" > StrategyResolver< / span >
< span class = "kn" > from< / span > < span class = "nn" > freqtrade.data.dataprovider< / span > < span class = "kn" > import< / span > < span class = "n" > DataProvider< / span >
< span class = "n" > strategy< / span > < span class = "o" > =< / span > < span class = "n" > StrategyResolver< / span > < span class = "o" > .< / span > < span class = "n" > load_strategy< / span > < span class = "p" > (< / span > < span class = "n" > config< / span > < span class = "p" > )< / span >
< span class = "n" > strategy< / span > < span class = "o" > .< / span > < span class = "n" > dp< / span > < span class = "o" > =< / span > < span class = "n" > DataProvider< / span > < span class = "p" > (< / span > < span class = "n" > config< / span > < span class = "p" > ,< / span > < span class = "kc" > None< / span > < span class = "p" > ,< / span > < span class = "kc" > None< / span > < span class = "p" > )< / span >
< span class = "n" > strategy< / span > < span class = "o" > .< / span > < span class = "n" > ft_bot_start< / span > < span class = "p" > ()< / span >
< span class = "c1" > # Generate buy/sell signals using strategy< / span >
< span class = "n" > df< / span > < span class = "o" > =< / span > < span class = "n" > strategy< / span > < span class = "o" > .< / span > < span class = "n" > analyze_ticker< / span > < span class = "p" > (< / span > < span class = "n" > candles< / span > < span class = "p" > ,< / span > < span class = "p" > {< / span > < span class = "s1" > ' pair' < / span > < span class = "p" > :< / span > < span class = "n" > pair< / span > < span class = "p" > })< / span >
< span class = "n" > df< / span > < span class = "o" > .< / span > < span class = "n" > tail< / span > < span class = "p" > ()< / span >
< / code > < / pre > < / div >
< h3 id = "display-the-trade-details" > Display the trade details< a class = "headerlink" href = "#display-the-trade-details" title = "Permanent link" > ¶ < / a > < / h3 >
< ul >
< li > Note that using < code > data.head()< / code > would also work, however most indicators have some "startup" data at the top of the dataframe.< / li >
< li > Some possible problems
* Columns with NaN values at the end of the dataframe
* Columns used in < code > crossed*()< / code > functions with completely different units< / li >
< li > Comparison with full backtest
* having 200 buy signals as output for one pair from < code > analyze_ticker()< / code > does not necessarily mean that 200 trades will be made during backtesting.
* Assuming you use only one condition such as, < code > df['rsi'] < 30< / code > as buy condition, this will generate multiple "buy" signals for each pair in sequence (until rsi returns > 29). The bot will only buy on the first of these signals (and also only if a trade-slot ("max_open_trades") is still available), or on one of the middle signals, as soon as a "slot" becomes available. < / li >
< / ul >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "c1" > # Report results< / span >
< span class = "nb" > print< / span > < span class = "p" > (< / span > < span class = "sa" > f< / span > < span class = "s2" > " Generated < / span > < span class = "si" > {< / span > < span class = "n" > df< / span > < span class = "p" > [< / span > < span class = "s1" > ' enter_long' < / span > < span class = "p" > ]< / span > < span class = "o" > .< / span > < span class = "n" > sum< / span > < span class = "p" > ()< / span > < span class = "si" > }< / span > < span class = "s2" > entry signals" < / span > < span class = "p" > )< / span >
< span class = "n" > data< / span > < span class = "o" > =< / span > < span class = "n" > df< / span > < span class = "o" > .< / span > < span class = "n" > set_index< / span > < span class = "p" > (< / span > < span class = "s1" > ' date' < / span > < span class = "p" > ,< / span > < span class = "n" > drop< / span > < span class = "o" > =< / span > < span class = "kc" > False< / span > < span class = "p" > )< / span >
< span class = "n" > data< / span > < span class = "o" > .< / span > < span class = "n" > tail< / span > < span class = "p" > ()< / span >
< / code > < / pre > < / div >
< h2 id = "load-existing-objects-into-a-jupyter-notebook" > Load existing objects into a Jupyter notebook< a class = "headerlink" href = "#load-existing-objects-into-a-jupyter-notebook" title = "Permanent link" > ¶ < / a > < / h2 >
< p > The following cells assume that you have already generated data using the cli.< br / >
They will allow you to drill deeper into your results, and perform analysis which otherwise would make the output very difficult to digest due to information overload.< / p >
< h3 id = "load-backtest-results-to-pandas-dataframe" > Load backtest results to pandas dataframe< a class = "headerlink" href = "#load-backtest-results-to-pandas-dataframe" title = "Permanent link" > ¶ < / a > < / h3 >
< p > Analyze a trades dataframe (also used below for plotting)< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "kn" > from< / span > < span class = "nn" > freqtrade.data.btanalysis< / span > < span class = "kn" > import< / span > < span class = "n" > load_backtest_data< / span > < span class = "p" > ,< / span > < span class = "n" > load_backtest_stats< / span >
< span class = "c1" > # if backtest_dir points to a directory, it' ll automatically load the last backtest file.< / span >
< span class = "n" > backtest_dir< / span > < span class = "o" > =< / span > < span class = "n" > config< / span > < span class = "p" > [< / span > < span class = "s2" > " user_data_dir" < / span > < span class = "p" > ]< / span > < span class = "o" > /< / span > < span class = "s2" > " backtest_results" < / span >
< span class = "c1" > # backtest_dir can also point to a specific file < / span >
< span class = "c1" > # backtest_dir = config[" user_data_dir" ] / " backtest_results/backtest-result-2020-07-01_20-04-22.json" < / span >
< / code > < / pre > < / div >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "c1" > # You can get the full backtest statistics by using the following command.< / span >
< span class = "c1" > # This contains all information used to generate the backtest result.< / span >
< span class = "n" > stats< / span > < span class = "o" > =< / span > < span class = "n" > load_backtest_stats< / span > < span class = "p" > (< / span > < span class = "n" > backtest_dir< / span > < span class = "p" > )< / span >
< span class = "n" > strategy< / span > < span class = "o" > =< / span > < span class = "s1" > ' SampleStrategy' < / span >
< span class = "c1" > # All statistics are available per strategy, so if `--strategy-list` was used during backtest, this will be reflected here as well.< / span >
< span class = "c1" > # Example usages:< / span >
< span class = "nb" > print< / span > < span class = "p" > (< / span > < span class = "n" > stats< / span > < span class = "p" > [< / span > < span class = "s1" > ' strategy' < / span > < span class = "p" > ][< / span > < span class = "n" > strategy< / span > < span class = "p" > ][< / span > < span class = "s1" > ' results_per_pair' < / span > < span class = "p" > ])< / span >
< span class = "c1" > # Get pairlist used for this backtest< / span >
< span class = "nb" > print< / span > < span class = "p" > (< / span > < span class = "n" > stats< / span > < span class = "p" > [< / span > < span class = "s1" > ' strategy' < / span > < span class = "p" > ][< / span > < span class = "n" > strategy< / span > < span class = "p" > ][< / span > < span class = "s1" > ' pairlist' < / span > < span class = "p" > ])< / span >
< span class = "c1" > # Get market change (average change of all pairs from start to end of the backtest period)< / span >
< span class = "nb" > print< / span > < span class = "p" > (< / span > < span class = "n" > stats< / span > < span class = "p" > [< / span > < span class = "s1" > ' strategy' < / span > < span class = "p" > ][< / span > < span class = "n" > strategy< / span > < span class = "p" > ][< / span > < span class = "s1" > ' market_change' < / span > < span class = "p" > ])< / span >
< span class = "c1" > # Maximum drawdown ()< / span >
< span class = "nb" > print< / span > < span class = "p" > (< / span > < span class = "n" > stats< / span > < span class = "p" > [< / span > < span class = "s1" > ' strategy' < / span > < span class = "p" > ][< / span > < span class = "n" > strategy< / span > < span class = "p" > ][< / span > < span class = "s1" > ' max_drawdown' < / span > < span class = "p" > ])< / span >
< span class = "c1" > # Maximum drawdown start and end< / span >
< span class = "nb" > print< / span > < span class = "p" > (< / span > < span class = "n" > stats< / span > < span class = "p" > [< / span > < span class = "s1" > ' strategy' < / span > < span class = "p" > ][< / span > < span class = "n" > strategy< / span > < span class = "p" > ][< / span > < span class = "s1" > ' drawdown_start' < / span > < span class = "p" > ])< / span >
< span class = "nb" > print< / span > < span class = "p" > (< / span > < span class = "n" > stats< / span > < span class = "p" > [< / span > < span class = "s1" > ' strategy' < / span > < span class = "p" > ][< / span > < span class = "n" > strategy< / span > < span class = "p" > ][< / span > < span class = "s1" > ' drawdown_end' < / span > < span class = "p" > ])< / span >
< span class = "c1" > # Get strategy comparison (only relevant if multiple strategies were compared)< / span >
< span class = "nb" > print< / span > < span class = "p" > (< / span > < span class = "n" > stats< / span > < span class = "p" > [< / span > < span class = "s1" > ' strategy_comparison' < / span > < span class = "p" > ])< / span >
< / code > < / pre > < / div >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "c1" > # Load backtested trades as dataframe< / span >
< span class = "n" > trades< / span > < span class = "o" > =< / span > < span class = "n" > load_backtest_data< / span > < span class = "p" > (< / span > < span class = "n" > backtest_dir< / span > < span class = "p" > )< / span >
< span class = "c1" > # Show value-counts per pair< / span >
< span class = "n" > trades< / span > < span class = "o" > .< / span > < span class = "n" > groupby< / span > < span class = "p" > (< / span > < span class = "s2" > " pair" < / span > < span class = "p" > )[< / span > < span class = "s2" > " exit_reason" < / span > < span class = "p" > ]< / span > < span class = "o" > .< / span > < span class = "n" > value_counts< / span > < span class = "p" > ()< / span >
< / code > < / pre > < / div >
< h2 id = "plotting-daily-profit-equity-line" > Plotting daily profit / equity line< a class = "headerlink" href = "#plotting-daily-profit-equity-line" title = "Permanent link" > ¶ < / a > < / h2 >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "c1" > # Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)< / span >
< span class = "kn" > from< / span > < span class = "nn" > freqtrade.configuration< / span > < span class = "kn" > import< / span > < span class = "n" > Configuration< / span >
< span class = "kn" > from< / span > < span class = "nn" > freqtrade.data.btanalysis< / span > < span class = "kn" > import< / span > < span class = "n" > load_backtest_stats< / span >
< span class = "kn" > import< / span > < span class = "nn" > plotly.express< / span > < span class = "k" > as< / span > < span class = "nn" > px< / span >
< span class = "kn" > import< / span > < span class = "nn" > pandas< / span > < span class = "k" > as< / span > < span class = "nn" > pd< / span >
< span class = "c1" > # strategy = ' SampleStrategy' < / span >
< span class = "c1" > # config = Configuration.from_files([" user_data/config.json" ])< / span >
< span class = "c1" > # backtest_dir = config[" user_data_dir" ] / " backtest_results" < / span >
< span class = "n" > stats< / span > < span class = "o" > =< / span > < span class = "n" > load_backtest_stats< / span > < span class = "p" > (< / span > < span class = "n" > backtest_dir< / span > < span class = "p" > )< / span >
< span class = "n" > strategy_stats< / span > < span class = "o" > =< / span > < span class = "n" > stats< / span > < span class = "p" > [< / span > < span class = "s1" > ' strategy' < / span > < span class = "p" > ][< / span > < span class = "n" > strategy< / span > < span class = "p" > ]< / span >
< span class = "n" > df< / span > < span class = "o" > =< / span > < span class = "n" > pd< / span > < span class = "o" > .< / span > < span class = "n" > DataFrame< / span > < span class = "p" > (< / span > < span class = "n" > columns< / span > < span class = "o" > =< / span > < span class = "p" > [< / span > < span class = "s1" > ' dates' < / span > < span class = "p" > ,< / span > < span class = "s1" > ' equity' < / span > < span class = "p" > ],< / span > < span class = "n" > data< / span > < span class = "o" > =< / span > < span class = "n" > strategy_stats< / span > < span class = "p" > [< / span > < span class = "s1" > ' daily_profit' < / span > < span class = "p" > ])< / span >
< span class = "n" > df< / span > < span class = "p" > [< / span > < span class = "s1" > ' equity_daily' < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > df< / span > < span class = "p" > [< / span > < span class = "s1" > ' equity' < / span > < span class = "p" > ]< / span > < span class = "o" > .< / span > < span class = "n" > cumsum< / span > < span class = "p" > ()< / span >
< span class = "n" > fig< / span > < span class = "o" > =< / span > < span class = "n" > px< / span > < span class = "o" > .< / span > < span class = "n" > line< / span > < span class = "p" > (< / span > < span class = "n" > df< / span > < span class = "p" > ,< / span > < span class = "n" > x< / span > < span class = "o" > =< / span > < span class = "s2" > " dates" < / span > < span class = "p" > ,< / span > < span class = "n" > y< / span > < span class = "o" > =< / span > < span class = "s2" > " equity_daily" < / span > < span class = "p" > )< / span >
< span class = "n" > fig< / span > < span class = "o" > .< / span > < span class = "n" > show< / span > < span class = "p" > ()< / span >
< / code > < / pre > < / div >
< h3 id = "load-live-trading-results-into-a-pandas-dataframe" > Load live trading results into a pandas dataframe< a class = "headerlink" href = "#load-live-trading-results-into-a-pandas-dataframe" title = "Permanent link" > ¶ < / a > < / h3 >
< p > In case you did already some trading and want to analyze your performance< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "kn" > from< / span > < span class = "nn" > freqtrade.data.btanalysis< / span > < span class = "kn" > import< / span > < span class = "n" > load_trades_from_db< / span >
< span class = "c1" > # Fetch trades from database< / span >
< span class = "n" > trades< / span > < span class = "o" > =< / span > < span class = "n" > load_trades_from_db< / span > < span class = "p" > (< / span > < span class = "s2" > " sqlite:///tradesv3.sqlite" < / span > < span class = "p" > )< / span >
< span class = "c1" > # Display results< / span >
< span class = "n" > trades< / span > < span class = "o" > .< / span > < span class = "n" > groupby< / span > < span class = "p" > (< / span > < span class = "s2" > " pair" < / span > < span class = "p" > )[< / span > < span class = "s2" > " exit_reason" < / span > < span class = "p" > ]< / span > < span class = "o" > .< / span > < span class = "n" > value_counts< / span > < span class = "p" > ()< / span >
< / code > < / pre > < / div >
< h2 id = "analyze-the-loaded-trades-for-trade-parallelism" > Analyze the loaded trades for trade parallelism< a class = "headerlink" href = "#analyze-the-loaded-trades-for-trade-parallelism" title = "Permanent link" > ¶ < / a > < / h2 >
< p > This can be useful to find the best < code > max_open_trades< / code > parameter, when used with backtesting in conjunction with < code > --disable-max-market-positions< / code > .< / p >
< p > < code > analyze_trade_parallelism()< / code > returns a timeseries dataframe with an "open_trades" column, specifying the number of open trades for each candle.< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "kn" > from< / span > < span class = "nn" > freqtrade.data.btanalysis< / span > < span class = "kn" > import< / span > < span class = "n" > analyze_trade_parallelism< / span >
< span class = "c1" > # Analyze the above< / span >
< span class = "n" > parallel_trades< / span > < span class = "o" > =< / span > < span class = "n" > analyze_trade_parallelism< / span > < span class = "p" > (< / span > < span class = "n" > trades< / span > < span class = "p" > ,< / span > < span class = "s1" > ' 5m' < / span > < span class = "p" > )< / span >
< span class = "n" > parallel_trades< / span > < span class = "o" > .< / span > < span class = "n" > plot< / span > < span class = "p" > ()< / span >
< / code > < / pre > < / div >
< h2 id = "plot-results" > Plot results< a class = "headerlink" href = "#plot-results" title = "Permanent link" > ¶ < / a > < / h2 >
< p > Freqtrade offers interactive plotting capabilities based on plotly.< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "kn" > from< / span > < span class = "nn" > freqtrade.plot.plotting< / span > < span class = "kn" > import< / span > < span class = "n" > generate_candlestick_graph< / span >
< span class = "c1" > # Limit graph period to keep plotly quick and reactive< / span >
< span class = "c1" > # Filter trades to one pair< / span >
< span class = "n" > trades_red< / span > < span class = "o" > =< / span > < span class = "n" > trades< / span > < span class = "o" > .< / span > < span class = "n" > loc< / span > < span class = "p" > [< / span > < span class = "n" > trades< / span > < span class = "p" > [< / span > < span class = "s1" > ' pair' < / span > < span class = "p" > ]< / span > < span class = "o" > ==< / span > < span class = "n" > pair< / span > < span class = "p" > ]< / span >
< span class = "n" > data_red< / span > < span class = "o" > =< / span > < span class = "n" > data< / span > < span class = "p" > [< / span > < span class = "s1" > ' 2019-06-01' < / span > < span class = "p" > :< / span > < span class = "s1" > ' 2019-06-10' < / span > < span class = "p" > ]< / span >
< span class = "c1" > # Generate candlestick graph< / span >
< span class = "n" > graph< / span > < span class = "o" > =< / span > < span class = "n" > generate_candlestick_graph< / span > < span class = "p" > (< / span > < span class = "n" > pair< / span > < span class = "o" > =< / span > < span class = "n" > pair< / span > < span class = "p" > ,< / span >
< span class = "n" > data< / span > < span class = "o" > =< / span > < span class = "n" > data_red< / span > < span class = "p" > ,< / span >
< span class = "n" > trades< / span > < span class = "o" > =< / span > < span class = "n" > trades_red< / span > < span class = "p" > ,< / span >
< span class = "n" > indicators1< / span > < span class = "o" > =< / span > < span class = "p" > [< / span > < span class = "s1" > ' sma20' < / span > < span class = "p" > ,< / span > < span class = "s1" > ' ema50' < / span > < span class = "p" > ,< / span > < span class = "s1" > ' ema55' < / span > < span class = "p" > ],< / span >
< span class = "n" > indicators2< / span > < span class = "o" > =< / span > < span class = "p" > [< / span > < span class = "s1" > ' rsi' < / span > < span class = "p" > ,< / span > < span class = "s1" > ' macd' < / span > < span class = "p" > ,< / span > < span class = "s1" > ' macdsignal' < / span > < span class = "p" > ,< / span > < span class = "s1" > ' macdhist' < / span > < span class = "p" > ]< / span >
< span class = "p" > )< / span >
< / code > < / pre > < / div >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "c1" > # Show graph inline< / span >
< span class = "c1" > # graph.show()< / span >
< span class = "c1" > # Render graph in a separate window< / span >
< span class = "n" > graph< / span > < span class = "o" > .< / span > < span class = "n" > show< / span > < span class = "p" > (< / span > < span class = "n" > renderer< / span > < span class = "o" > =< / span > < span class = "s2" > " browser" < / span > < span class = "p" > )< / span >
< / code > < / pre > < / div >
< h2 id = "plot-average-profit-per-trade-as-distribution-graph" > Plot average profit per trade as distribution graph< a class = "headerlink" href = "#plot-average-profit-per-trade-as-distribution-graph" title = "Permanent link" > ¶ < / a > < / h2 >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "kn" > import< / span > < span class = "nn" > plotly.figure_factory< / span > < span class = "k" > as< / span > < span class = "nn" > ff< / span >
< span class = "n" > hist_data< / span > < span class = "o" > =< / span > < span class = "p" > [< / span > < span class = "n" > trades< / span > < span class = "o" > .< / span > < span class = "n" > profit_ratio< / span > < span class = "p" > ]< / span >
< span class = "n" > group_labels< / span > < span class = "o" > =< / span > < span class = "p" > [< / span > < span class = "s1" > ' profit_ratio' < / span > < span class = "p" > ]< / span > < span class = "c1" > # name of the dataset< / span >
< span class = "n" > fig< / span > < span class = "o" > =< / span > < span class = "n" > ff< / span > < span class = "o" > .< / span > < span class = "n" > create_distplot< / span > < span class = "p" > (< / span > < span class = "n" > hist_data< / span > < span class = "p" > ,< / span > < span class = "n" > group_labels< / span > < span class = "p" > ,< / span > < span class = "n" > bin_size< / span > < span class = "o" > =< / span > < span class = "mf" > 0.01< / span > < span class = "p" > )< / span >
< span class = "n" > fig< / span > < span class = "o" > .< / span > < span class = "n" > show< / span > < span class = "p" > ()< / span >
< / code > < / pre > < / div >
< p > Feel free to submit an issue or Pull Request enhancing this document if you would like to share ideas on how to best analyze the data.< / p >
2024-10-20 11:06:31 +00:00
2024-08-20 18:09:24 +00:00
< / article >
< / div >
< script > var target = document . getElementById ( location . hash . slice ( 1 ) ) ; target && target . name && ( target . checked = target . name . startsWith ( "__tabbed_" ) ) < / script >
< / div >
< button type = "button" class = "md-top md-icon" data-md-component = "top" hidden >
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M13 20h-2V8l-5.5 5.5-1.42-1.42L12 4.16l7.92 7.92-1.42 1.42L13 8v12Z" / > < / svg >
Back to top
< / button >
< / main >
< footer class = "md-footer" >
< nav class = "md-footer__inner md-grid" aria-label = "Footer" >
< a href = "../data-analysis/" class = "md-footer__link md-footer__link--prev" aria-label = "Previous: Jupyter Notebooks" >
< div class = "md-footer__button md-icon" >
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M20 11v2H8l5.5 5.5-1.42 1.42L4.16 12l7.92-7.92L13.5 5.5 8 11h12Z" / > < / svg >
< / div >
< div class = "md-footer__title" >
< span class = "md-footer__direction" >
Previous
< / span >
< div class = "md-ellipsis" >
Jupyter Notebooks
< / div >
< / div >
< / a >
< a href = "../advanced-backtesting/" class = "md-footer__link md-footer__link--next" aria-label = "Next: Backtest analysis" >
< div class = "md-footer__title" >
< span class = "md-footer__direction" >
Next
< / span >
< div class = "md-ellipsis" >
Backtest analysis
< / div >
< / div >
< div class = "md-footer__button md-icon" >
< svg xmlns = "http://www.w3.org/2000/svg" viewBox = "0 0 24 24" > < path d = "M4 11v2h12l-5.5 5.5 1.42 1.42L19.84 12l-7.92-7.92L10.5 5.5 16 11H4Z" / > < / svg >
< / div >
< / a >
< / nav >
< div class = "md-footer-meta md-typeset" >
< div class = "md-footer-meta__inner md-grid" >
< div class = "md-copyright" >
Made with
< a href = "https://squidfunk.github.io/mkdocs-material/" target = "_blank" rel = "noopener" >
Material for MkDocs
< / a >
< / div >
< / div >
< / div >
< / footer >
<!-- Place this tag in your head or just before your close body tag. -->
< script async defer src = "https://buttons.github.io/buttons.js" > < / script >
< script src = "https://code.jquery.com/jquery-3.4.1.min.js"
integrity="sha256-CSXorXvZcTkaix6Yvo6HppcZGetbYMGWSFlBw8HfCJo=" crossorigin="anonymous">< / script >
< / div >
< div class = "md-dialog" data-md-component = "dialog" >
< div class = "md-dialog__inner md-typeset" > < / div >
< / div >
2024-10-20 11:06:31 +00:00
< script id = "__config" type = "application/json" > { "base" : ".." , "features" : [ "content.code.annotate" , "search.share" , "content.code.copy" , "navigation.top" , "navigation.footer" ] , "search" : "../assets/javascripts/workers/search.b8dbb3d2.min.js" , "translations" : { "clipboard.copied" : "Copied to clipboard" , "clipboard.copy" : "Copy to clipboard" , "search.result.more.one" : "1 more on this page" , "search.result.more.other" : "# more on this page" , "search.result.none" : "No matching documents" , "search.result.one" : "1 matching document" , "search.result.other" : "# matching documents" , "search.result.placeholder" : "Type to start searching" , "search.result.term.missing" : "Missing" , "select.version" : "Select version" } , "version" : { "alias" : true , "provider" : "mike" } } < / script >
2024-08-20 18:09:24 +00:00
< script src = "../assets/javascripts/bundle.8fd75fb4.min.js" > < / script >
< script src = "../javascripts/config.js" > < / script >
< script src = "https://polyfill.io/v3/polyfill.min.js?features=es6" > < / script >
< script src = "https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js" > < / script >
< / body >
< / html >