lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-15 04:33:57 +00:00
Code Issues Actions 1 Packages Projects Releases Wiki Activity
f6fca98f41
freqtrade_origin/en/2022.7/advanced-backtesting/index.html

1213 lines
34 KiB
HTML
Raw Normal View History

Deployed 046ae1841 to 2022.7 in en with MkDocs 1.3.1 and mike 2.1.3
2024-08-20 18:03:29 +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">
<link rel="canonical" href="https://www.freqtrade.io/2022.7/advanced-backtesting/">
<link rel="icon" href="../images/logo.png">
<meta name="generator" content="mkdocs-1.3.1, mkdocs-material-8.3.9">
<title>Backtest analysis - Freqtrade</title>
<link rel="stylesheet" href="../assets/stylesheets/main.1d29e8d0.min.css">
<link rel="stylesheet" href="../assets/stylesheets/palette.cbb835fc.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_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>
</head>
<body dir="ltr" data-md-color-scheme="default" data-md-color-primary="blue-grey" data-md-color-accent="tear">
<script>var palette=__md_get("__palette");if(palette&&"object"==typeof palette.color)for(var key of Object.keys(palette.color))document.body.setAttribute("data-md-color-"+key,palette.color[key])</script>
<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="#advanced-backtesting-analysis" class="md-skip">
Skip to content
</a>
</div>
<div data-md-component="announce">
</div>
<div data-md-component="outdated" hidden>
<aside class="md-banner md-banner--warning">
</aside>
</div>
<header class="md-header" 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">
Backtest 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_1">
<label class="md-header__button md-icon" title="Switch to dark mode" for="__palette_2" 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_2">
<label class="md-header__button md-icon" title="Switch to light mode" for="__palette_1" 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>
<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">
<button type="reset" class="md-search__icon md-icon" 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"></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 6.1.1 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 2022 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 id="widget-wrapper">
</div>
<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 6.1.1 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 2022 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">
Home
</a>
</li>
<li class="md-nav__item">
<a href="../docker_quickstart/" class="md-nav__link">
Quickstart with Docker
</a>
</li>
<li class="md-nav__item md-nav__item--nested">
<input class="md-nav__toggle md-toggle" data-md-toggle="__nav_3" type="checkbox" id="__nav_3" >
<label class="md-nav__link" for="__nav_3">
Installation
<span class="md-nav__icon md-icon"></span>
</label>
<nav class="md-nav" aria-label="Installation" data-md-level="1">
<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">
Linux/MacOS/Raspberry
</a>
</li>
<li class="md-nav__item">
<a href="../windows_installation/" class="md-nav__link">
Windows
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="../bot-basics/" class="md-nav__link">
Freqtrade Basics
</a>
</li>
<li class="md-nav__item">
<a href="../configuration/" class="md-nav__link">
Configuration
</a>
</li>
<li class="md-nav__item">
<a href="../strategy-customization/" class="md-nav__link">
Strategy Customization
</a>
</li>
<li class="md-nav__item">
<a href="../strategy-callbacks/" class="md-nav__link">
Strategy Callbacks
</a>
</li>
<li class="md-nav__item">
<a href="../stoploss/" class="md-nav__link">
Stoploss
</a>
</li>
<li class="md-nav__item">
<a href="../plugins/" class="md-nav__link">
Plugins
</a>
</li>
<li class="md-nav__item">
<a href="../bot-usage/" class="md-nav__link">
Start the bot
</a>
</li>
<li class="md-nav__item md-nav__item--nested">
<input class="md-nav__toggle md-toggle" data-md-toggle="__nav_11" type="checkbox" id="__nav_11" >
<label class="md-nav__link" for="__nav_11">
Control the bot
<span class="md-nav__icon md-icon"></span>
</label>
<nav class="md-nav" aria-label="Control the bot" data-md-level="1">
<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">
Telegram
</a>
</li>
<li class="md-nav__item">
<a href="../rest-api/" class="md-nav__link">
REST API & FreqUI
</a>
</li>
<li class="md-nav__item">
<a href="../webhook-config/" class="md-nav__link">
Web Hook
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="../data-download/" class="md-nav__link">
Data Downloading
</a>
</li>
<li class="md-nav__item">
<a href="../backtesting/" class="md-nav__link">
Backtesting
</a>
</li>
<li class="md-nav__item">
<a href="../hyperopt/" class="md-nav__link">
Hyperopt
</a>
</li>
<li class="md-nav__item">
<a href="../leverage/" class="md-nav__link">
Short / Leverage
</a>
</li>
<li class="md-nav__item">
<a href="../utils/" class="md-nav__link">
Utility Sub-commands
</a>
</li>
<li class="md-nav__item">
<a href="../plotting/" class="md-nav__link">
Plotting
</a>
</li>
<li class="md-nav__item">
<a href="../exchanges/" class="md-nav__link">
Exchange-specific Notes
</a>
</li>
<li class="md-nav__item md-nav__item--active md-nav__item--nested">
<input class="md-nav__toggle md-toggle" data-md-toggle="__nav_19" type="checkbox" id="__nav_19" checked>
<label class="md-nav__link" for="__nav_19">
Data Analysis
<span class="md-nav__icon md-icon"></span>
</label>
<nav class="md-nav" aria-label="Data Analysis" data-md-level="1">
<label class="md-nav__title" for="__nav_19">
<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">
Jupyter Notebooks
</a>
</li>
<li class="md-nav__item">
<a href="../strategy_analysis_example/" class="md-nav__link">
Strategy analysis
</a>
</li>
<li class="md-nav__item md-nav__item--active">
<input class="md-nav__toggle md-toggle" data-md-toggle="toc" type="checkbox" id="__toc">
<label class="md-nav__link md-nav__link--active" for="__toc">
Backtest analysis
<span class="md-nav__icon md-icon"></span>
</label>
<a href="./" class="md-nav__link md-nav__link--active">
Backtest analysis
</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="#analyze-the-buyentry-and-sellexit-tags" class="md-nav__link">
Analyze the buy/entry and sell/exit tags
</a>
<nav class="md-nav" aria-label="Analyze the buy/entry and sell/exit tags">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#using-export-filename" class="md-nav__link">
Using export-filename
</a>
</li>
<li class="md-nav__item">
<a href="#tuning-the-buy-tags-and-sell-tags-to-display" class="md-nav__link">
Tuning the buy tags and sell tags to display
</a>
</li>
<li class="md-nav__item">
<a href="#outputting-signal-candle-indicators" class="md-nav__link">
Outputting signal candle indicators
</a>
</li>
</ul>
</nav>
</li>
</ul>
</nav>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item md-nav__item--nested">
<input class="md-nav__toggle md-toggle" data-md-toggle="__nav_20" type="checkbox" id="__nav_20" >
<label class="md-nav__link" for="__nav_20">
Advanced Topics
<span class="md-nav__icon md-icon"></span>
</label>
<nav class="md-nav" aria-label="Advanced Topics" data-md-level="1">
<label class="md-nav__title" for="__nav_20">
<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">
Advanced Post-installation Tasks
</a>
</li>
<li class="md-nav__item">
<a href="../edge/" class="md-nav__link">
Edge Positioning
</a>
</li>
<li class="md-nav__item">
<a href="../strategy-advanced/" class="md-nav__link">
Advanced Strategy
</a>
</li>
<li class="md-nav__item">
<a href="../advanced-hyperopt/" class="md-nav__link">
Advanced Hyperopt
</a>
</li>
<li class="md-nav__item">
<a href="../sandbox-testing/" class="md-nav__link">
Sandbox Testing
</a>
</li>
</ul>
</nav>
</li>
<li class="md-nav__item">
<a href="../faq/" class="md-nav__link">
FAQ
</a>
</li>
<li class="md-nav__item">
<a href="../sql_cheatsheet/" class="md-nav__link">
SQL Cheat-sheet
</a>
</li>
<li class="md-nav__item">
<a href="../strategy_migration/" class="md-nav__link">
Strategy migration
</a>
</li>
<li class="md-nav__item">
<a href="../updating/" class="md-nav__link">
Updating Freqtrade
</a>
</li>
<li class="md-nav__item">
<a href="../deprecated/" class="md-nav__link">
Deprecated Features
</a>
</li>
<li class="md-nav__item">
<a href="../developer/" class="md-nav__link">
Contributors Guide
</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="#analyze-the-buyentry-and-sellexit-tags" class="md-nav__link">
Analyze the buy/entry and sell/exit tags
</a>
<nav class="md-nav" aria-label="Analyze the buy/entry and sell/exit tags">
<ul class="md-nav__list">
<li class="md-nav__item">
<a href="#using-export-filename" class="md-nav__link">
Using export-filename
</a>
</li>
<li class="md-nav__item">
<a href="#tuning-the-buy-tags-and-sell-tags-to-display" class="md-nav__link">
Tuning the buy tags and sell tags to display
</a>
</li>
<li class="md-nav__item">
<a href="#outputting-signal-candle-indicators" class="md-nav__link">
Outputting signal candle indicators
</a>
</li>
</ul>
</nav>
</li>
</ul>
</nav>
</div>
</div>
</div>
<div class="md-content" data-md-component="content">
<article class="md-content__inner md-typeset">
<a href="https://github.com/freqtrade/freqtrade/edit/master/docs/advanced-backtesting.md" title="Edit this page" class="md-content__button md-icon">
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 24 24"><path d="M20.71 7.04c.39-.39.39-1.04 0-1.41l-2.34-2.34c-.37-.39-1.02-.39-1.41 0l-1.84 1.83 3.75 3.75M3 17.25V21h3.75L17.81 9.93l-3.75-3.75L3 17.25Z"/></svg>
</a>
<h1 id="advanced-backtesting-analysis">Advanced Backtesting Analysis<a class="headerlink" href="#advanced-backtesting-analysis" title="Permanent link">&para;</a></h1>
<h2 id="analyze-the-buyentry-and-sellexit-tags">Analyze the buy/entry and sell/exit tags<a class="headerlink" href="#analyze-the-buyentry-and-sellexit-tags" title="Permanent link">&para;</a></h2>
<p>It can be helpful to understand how a strategy behaves according to the buy/entry tags used to
mark up different buy conditions. You might want to see more complex statistics about each buy and
sell condition above those provided by the default backtesting output. You may also want to
determine indicator values on the signal candle that resulted in a trade opening.</p>
<div class="admonition note">
<p class="admonition-title">Note</p>
<p>The following buy reason analysis is only available for backtesting, <em>not hyperopt</em>.</p>
</div>
<p>We need to run backtesting with the <code>--export</code> option set to <code>signals</code> to enable the exporting of
signals <strong>and</strong> trades:</p>
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>backtesting<span class="w"> </span>-c<span class="w"> </span>&lt;config.json&gt;<span class="w"> </span>--timeframe<span class="w"> </span>&lt;tf&gt;<span class="w"> </span>--strategy<span class="w"> </span>&lt;strategy_name&gt;<span class="w"> </span>--timerange<span class="o">=</span>&lt;timerange&gt;<span class="w"> </span>--export<span class="o">=</span>signals
</code></pre></div>
<p>This will tell freqtrade to output a pickled dictionary of strategy, pairs and corresponding
DataFrame of the candles that resulted in buy signals. Depending on how many buys your strategy
makes, this file may get quite large, so periodically check your <code>user_data/backtest_results</code>
folder to delete old exports.</p>
<p>Before running your next backtest, make sure you either delete your old backtest results or run
backtesting with the <code>--cache none</code> option to make sure no cached results are used.</p>
<p>If all goes well, you should now see a <code>backtest-result-{timestamp}_signals.pkl</code> file in the
<code>user_data/backtest_results</code> folder.</p>
<p>To analyze the entry/exit tags, we now need to use the <code>freqtrade backtesting-analysis</code> command
with <code>--analysis-groups</code> option provided with space-separated arguments (default <code>0 1 2</code>):</p>
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>backtesting-analysis<span class="w"> </span>-c<span class="w"> </span>&lt;config.json&gt;<span class="w"> </span>--analysis-groups<span class="w"> </span><span class="m">0</span><span class="w"> </span><span class="m">1</span><span class="w"> </span><span class="m">2</span><span class="w"> </span><span class="m">3</span><span class="w"> </span><span class="m">4</span>
</code></pre></div>
<p>This command will read from the last backtesting results. The <code>--analysis-groups</code> option is
used to specify the various tabular outputs showing the profit fo each group or trade,
ranging from the simplest (0) to the most detailed per pair, per buy and per sell tag (4):</p>
<ul>
<li>1: profit summaries grouped by enter_tag</li>
<li>2: profit summaries grouped by enter_tag and exit_tag</li>
<li>3: profit summaries grouped by pair and enter_tag</li>
<li>4: profit summaries grouped by pair, enter_ and exit_tag (this can get quite large)</li>
</ul>
<p>More options are available by running with the <code>-h</code> option.</p>
<h3 id="using-export-filename">Using export-filename<a class="headerlink" href="#using-export-filename" title="Permanent link">&para;</a></h3>
<p>Normally, <code>backtesting-analysis</code> uses the latest backtest results, but if you wanted to go
back to a previous backtest output, you need to supply the <code>--export-filename</code> option.
You can supply the same parameter to <code>backtest-analysis</code> with the name of the final backtest
output file. This allows you to keep historical versions of backtest results and re-analyse
them at a later date:</p>
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>backtesting<span class="w"> </span>-c<span class="w"> </span>&lt;config.json&gt;<span class="w"> </span>--timeframe<span class="w"> </span>&lt;tf&gt;<span class="w"> </span>--strategy<span class="w"> </span>&lt;strategy_name&gt;<span class="w"> </span>--timerange<span class="o">=</span>&lt;timerange&gt;<span class="w"> </span>--export<span class="o">=</span>signals<span class="w"> </span>--export-filename<span class="o">=</span>/tmp/mystrat_backtest.json
</code></pre></div>
<p>You should see some output similar to below in the logs with the name of the timestamped
filename that was exported:</p>
<div class="highlight"><pre><span></span><code>2022-06-14 16:28:32,698 - freqtrade.misc - INFO - dumping json to &quot;/tmp/mystrat_backtest-2022-06-14_16-28-32.json&quot;
</code></pre></div>
<p>You can then use that filename in <code>backtesting-analysis</code>:</p>
<div class="highlight"><pre><span></span><code>freqtrade backtesting-analysis -c &lt;config.json&gt; --export-filename=/tmp/mystrat_backtest-2022-06-14_16-28-32.json
</code></pre></div>
<h3 id="tuning-the-buy-tags-and-sell-tags-to-display">Tuning the buy tags and sell tags to display<a class="headerlink" href="#tuning-the-buy-tags-and-sell-tags-to-display" title="Permanent link">&para;</a></h3>
<p>To show only certain buy and sell tags in the displayed output, use the following two options:</p>
<div class="highlight"><pre><span></span><code>--enter-reason-list : Space-separated list of enter signals to analyse. Default: &quot;all&quot;
--exit-reason-list : Space-separated list of exit signals to analyse. Default: &quot;all&quot;
</code></pre></div>
<p>For example:</p>
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>backtesting-analysis<span class="w"> </span>-c<span class="w"> </span>&lt;config.json&gt;<span class="w"> </span>--analysis-groups<span class="w"> </span><span class="m">0</span><span class="w"> </span><span class="m">2</span><span class="w"> </span>--enter-reason-list<span class="w"> </span>enter_tag_a<span class="w"> </span>enter_tag_b<span class="w"> </span>--exit-reason-list<span class="w"> </span>roi<span class="w"> </span>custom_exit_tag_a<span class="w"> </span>stop_loss
</code></pre></div>
<h3 id="outputting-signal-candle-indicators">Outputting signal candle indicators<a class="headerlink" href="#outputting-signal-candle-indicators" title="Permanent link">&para;</a></h3>
<p>The real power of <code>freqtrade backtesting-analysis</code> comes from the ability to print out the indicator
values present on signal candles to allow fine-grained investigation and tuning of buy signal
indicators. To print out a column for a given set of indicators, use the <code>--indicator-list</code>
option:</p>
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>backtesting-analysis<span class="w"> </span>-c<span class="w"> </span>&lt;config.json&gt;<span class="w"> </span>--analysis-groups<span class="w"> </span><span class="m">0</span><span class="w"> </span><span class="m">2</span><span class="w"> </span>--enter-reason-list<span class="w"> </span>enter_tag_a<span class="w"> </span>enter_tag_b<span class="w"> </span>--exit-reason-list<span class="w"> </span>roi<span class="w"> </span>custom_exit_tag_a<span class="w"> </span>stop_loss<span class="w"> </span>--indicator-list<span class="w"> </span>rsi<span class="w"> </span>rsi_1h<span class="w"> </span>bb_lowerband<span class="w"> </span>ema_9<span class="w"> </span>macd<span class="w"> </span>macdsignal
</code></pre></div>
<p>The indicators have to be present in your strategy's main DataFrame (either for your main
timeframe or for informative timeframes) otherwise they will simply be ignored in the script
output.</p>
</article>
</div>
</div>
</main>
<footer class="md-footer">
<nav class="md-footer__inner md-grid" aria-label="Footer" >
<a href="../strategy_analysis_example/" class="md-footer__link md-footer__link--prev" aria-label="Previous: Strategy analysis" rel="prev">
<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">
<div class="md-ellipsis">
<span class="md-footer__direction">
Previous
</span>
Strategy analysis
</div>
</div>
</a>
<a href="../advanced-setup/" class="md-footer__link md-footer__link--next" aria-label="Next: Advanced Post-installation Tasks" rel="next">
<div class="md-footer__title">
<div class="md-ellipsis">
<span class="md-footer__direction">
Next
</span>
Advanced Post-installation Tasks
</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>
<!-- Load binance SDK -->
<script async defer src="https://public.bnbstatic.com/static/js/broker-sdk/broker-sdk@1.0.0.min.js"></script>
<script>
window.onload = function () {
var sidebar = document.getElementById('widget-wrapper')
var newDiv = document.createElement("div");
newDiv.id = "widget";
try {
sidebar.prepend(newDiv);
window.binanceBrokerPortalSdk.initBrokerSDK('#widget', {
apiHost: 'https://www.binance.com',
brokerId: 'R4BD3S82',
slideTime: 4e4,
});
} catch(err) {
console.log(err)
}
}
</script>
</div>
<div class="md-dialog" data-md-component="dialog">
<div class="md-dialog__inner md-typeset"></div>
</div>
<script id="__config" type="application/json">{"base": "..", "features": [], "search": "../assets/javascripts/workers/search.b97dbffb.min.js", "translations": {"clipboard.copied": "Copied to clipboard", "clipboard.copy": "Copy to clipboard", "search.config.lang": "en", "search.config.pipeline": "trimmer, stopWordFilter", "search.config.separator": "[\\s\\-]+", "search.placeholder": "Search", "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.title": "Select version"}, "version": {"provider": "mike"}}</script>
<script src="../assets/javascripts/bundle.6c7ad80a.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>
Reference in New Issue Copy Permalink