From 97275f5a466d30108a85487a0ab850d0ae4025e4 Mon Sep 17 00:00:00 2001
From: Mohsen <59406034+mohsenjfar@users.noreply.github.com>
Date: Thu, 7 Sep 2023 17:18:43 +0330
Subject: [PATCH 1/2] Update strategy_analysis_example.md

A better approach to calculate equity and equity_daily
---
 docs/strategy_analysis_example.md | 16 ++--------------
 1 file changed, 2 insertions(+), 14 deletions(-)

diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index 06dd33bc2..d0883de8f 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -178,20 +178,8 @@ import pandas as pd
 stats = load_backtest_stats(backtest_dir)
 strategy_stats = stats['strategy'][strategy]
 
-dates = []
-profits = []
-for date_profit in strategy_stats['daily_profit']:
-    dates.append(date_profit[0])
-    profits.append(date_profit[1])
-
-equity = 0
-equity_daily = []
-for daily_profit in profits:
-    equity_daily.append(equity)
-    equity += float(daily_profit)
-
-
-df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})
+df = pd.DataFrame(columns=['dates','equity'], data=strategy_stats['daily_profit'])
+df['equity_daily'] = df['equity'].cumsum()
 
 fig = px.line(df, x="dates", y="equity_daily")
 fig.show()

From f13e134e9b2ca0b76dcc6b0a48570a3191bc54be Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 8 Sep 2023 06:47:31 +0200
Subject: [PATCH 2/2] Update actual notebook (not just the docs)

---
 docs/strategy_analysis_example.md             |  2 +-
 .../templates/strategy_analysis_example.ipynb | 20 ++++---------------
 2 files changed, 5 insertions(+), 17 deletions(-)

diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md
index d0883de8f..846c53238 100644
--- a/docs/strategy_analysis_example.md
+++ b/docs/strategy_analysis_example.md
@@ -167,7 +167,7 @@ trades.groupby("pair")["exit_reason"].value_counts()
 # Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)
 
 from freqtrade.configuration import Configuration
-from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
+from freqtrade.data.btanalysis import load_backtest_stats
 import plotly.express as px
 import pandas as pd
 
diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb
index 2bfa4155d..0b30dbd54 100644
--- a/freqtrade/templates/strategy_analysis_example.ipynb
+++ b/freqtrade/templates/strategy_analysis_example.ipynb
@@ -243,7 +243,7 @@
     "# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)\n",
     "\n",
     "from freqtrade.configuration import Configuration\n",
-    "from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats\n",
+    "from freqtrade.data.btanalysis import load_backtest_stats\n",
     "import plotly.express as px\n",
     "import pandas as pd\n",
     "\n",
@@ -254,20 +254,8 @@
     "stats = load_backtest_stats(backtest_dir)\n",
     "strategy_stats = stats['strategy'][strategy]\n",
     "\n",
-    "dates = []\n",
-    "profits = []\n",
-    "for date_profit in strategy_stats['daily_profit']:\n",
-    "    dates.append(date_profit[0])\n",
-    "    profits.append(date_profit[1])\n",
-    "\n",
-    "equity = 0\n",
-    "equity_daily = []\n",
-    "for daily_profit in profits:\n",
-    "    equity_daily.append(equity)\n",
-    "    equity += float(daily_profit)\n",
-    "\n",
-    "\n",
-    "df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})\n",
+    "df = pd.DataFrame(columns=['dates','equity'], data=strategy_stats['daily_profit'])\n",
+    "df['equity_daily'] = df['equity'].cumsum()\n",
     "\n",
     "fig = px.line(df, x=\"dates\", y=\"equity_daily\")\n",
     "fig.show()\n"
@@ -414,7 +402,7 @@
    "name": "python",
    "nbconvert_exporter": "python",
    "pygments_lexer": "ipython3",
-   "version": "3.9.7"
+   "version": "3.11.4"
   },
   "mimetype": "text/x-python",
   "name": "python",