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Update BT report detailing.

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eSeR1805 2022-05-17 02:04:45 +03:00
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docs/backtesting.md
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@ -417,6 +417,7 @@ It contains some useful key metrics about performance of your strategy on backte
| Avg. Duration Loser | 6:55:00 | | Avg. Duration Loser | 6:55:00 |
| Rejected Entry signals | 3089 | | Rejected Entry signals | 3089 |
| Entry/Exit Timeouts | 0 / 0 | | Entry/Exit Timeouts | 0 / 0 |
| Canceled Trade Entries | 123 |
| | | | | |
| Min balance | 0.00945123 BTC | | Min balance | 0.00945123 BTC |
| Max balance | 0.01846651 BTC | | Max balance | 0.01846651 BTC |
@ -448,6 +449,7 @@ It contains some useful key metrics about performance of your strategy on backte
- `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades. - `Avg. Duration Winners` / `Avg. Duration Loser`: Average durations for winning and losing trades.
- `Rejected Entry signals`: Trade entry signals that could not be acted upon due to `max_open_trades` being reached. - `Rejected Entry signals`: Trade entry signals that could not be acted upon due to `max_open_trades` being reached.
- `Entry/Exit Timeouts`: Entry/exit orders which did not fill (only applicable if custom pricing is used). - `Entry/Exit Timeouts`: Entry/exit orders which did not fill (only applicable if custom pricing is used).
- `Canceled Trade Entries`: Number of trades that have been canceled by user request via `adjust_entry_price`.
- `Min balance` / `Max balance`: Lowest and Highest Wallet balance during the backtest period. - `Min balance` / `Max balance`: Lowest and Highest Wallet balance during the backtest period.
- `Max % of account underwater`: Maximum percentage your account has decreased from the top since the simulation started. - `Max % of account underwater`: Maximum percentage your account has decreased from the top since the simulation started.
Calculated as the maximum of `(Max Balance - Current Balance) / (Max Balance)`. Calculated as the maximum of `(Max Balance - Current Balance) / (Max Balance)`.