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54 KiB
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<meta name="description" content="Freqtrade is a free and open source crypto trading bot written in Python, designed to support all major exchanges and be controlled via Telegram or builtin Web UI">
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<link rel="canonical" href="https://www.freqtrade.io/en/stable/advanced-backtesting/">
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Backtest analysis
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Quickstart with Docker
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Installation
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Linux/MacOS/Raspberry
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Windows
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Freqtrade Basics
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Configuration
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Strategy Quickstart
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<li class="md-nav__item">
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<a href="../strategy-customization/" class="md-nav__link">
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<span class="md-ellipsis">
|
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Strategy Customization
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../strategy-callbacks/" class="md-nav__link">
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<span class="md-ellipsis">
|
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Strategy Callbacks
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../stoploss/" class="md-nav__link">
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<span class="md-ellipsis">
|
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Stoploss
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../plugins/" class="md-nav__link">
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<span class="md-ellipsis">
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Plugins
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../bot-usage/" class="md-nav__link">
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<span class="md-ellipsis">
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Start the bot
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</span>
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</a>
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</li>
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<li class="md-nav__item md-nav__item--nested">
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<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_12" >
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<label class="md-nav__link" for="__nav_12" id="__nav_12_label" tabindex="0">
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<span class="md-ellipsis">
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Control the bot
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</span>
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<span class="md-nav__icon md-icon"></span>
|
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</label>
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<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_12_label" aria-expanded="false">
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<label class="md-nav__title" for="__nav_12">
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<span class="md-nav__icon md-icon"></span>
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Control the bot
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</label>
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<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
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<a href="../telegram-usage/" class="md-nav__link">
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<span class="md-ellipsis">
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Telegram
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</span>
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</a>
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</li>
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<li class="md-nav__item">
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<a href="../freq-ui/" class="md-nav__link">
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<span class="md-ellipsis">
|
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freqUI
|
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</span>
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</a>
|
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</li>
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<li class="md-nav__item">
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<a href="../rest-api/" class="md-nav__link">
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<span class="md-ellipsis">
|
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REST API
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</span>
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</a>
|
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</li>
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<li class="md-nav__item">
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<a href="../webhook-config/" class="md-nav__link">
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<span class="md-ellipsis">
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Web Hook
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</span>
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</a>
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</li>
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</ul>
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</nav>
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</li>
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<li class="md-nav__item">
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<a href="../data-download/" class="md-nav__link">
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<span class="md-ellipsis">
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Data Downloading
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</span>
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</a>
|
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</li>
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<li class="md-nav__item">
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<a href="../backtesting/" class="md-nav__link">
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<span class="md-ellipsis">
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Backtesting
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</span>
|
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</a>
|
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</li>
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<li class="md-nav__item">
|
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<a href="../hyperopt/" class="md-nav__link">
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<span class="md-ellipsis">
|
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Hyperopt
|
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</span>
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</a>
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</li>
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<li class="md-nav__item md-nav__item--nested">
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<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_16" >
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<label class="md-nav__link" for="__nav_16" id="__nav_16_label" tabindex="0">
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<span class="md-ellipsis">
|
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FreqAI
|
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</span>
|
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<span class="md-nav__icon md-icon"></span>
|
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</label>
|
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<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_16_label" aria-expanded="false">
|
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<label class="md-nav__title" for="__nav_16">
|
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<span class="md-nav__icon md-icon"></span>
|
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FreqAI
|
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</label>
|
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<ul class="md-nav__list" data-md-scrollfix>
|
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<li class="md-nav__item">
|
|
<a href="../freqai/" class="md-nav__link">
|
|
|
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|
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<span class="md-ellipsis">
|
|
Introduction
|
|
</span>
|
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|
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</a>
|
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</li>
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<li class="md-nav__item">
|
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<a href="../freqai-configuration/" class="md-nav__link">
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<span class="md-ellipsis">
|
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Configuration
|
|
</span>
|
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</a>
|
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</li>
|
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<li class="md-nav__item">
|
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<a href="../freqai-parameter-table/" class="md-nav__link">
|
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|
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|
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<span class="md-ellipsis">
|
|
Parameter table
|
|
</span>
|
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</a>
|
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</li>
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<li class="md-nav__item">
|
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<a href="../freqai-feature-engineering/" class="md-nav__link">
|
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|
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|
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<span class="md-ellipsis">
|
|
Feature engineering
|
|
</span>
|
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|
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</a>
|
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</li>
|
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<li class="md-nav__item">
|
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<a href="../freqai-running/" class="md-nav__link">
|
|
|
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|
|
<span class="md-ellipsis">
|
|
Running FreqAI
|
|
</span>
|
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</a>
|
|
</li>
|
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<li class="md-nav__item">
|
|
<a href="../freqai-reinforcement-learning/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Reinforcement Learning
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
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<li class="md-nav__item">
|
|
<a href="../freqai-developers/" class="md-nav__link">
|
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|
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|
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<span class="md-ellipsis">
|
|
Developer guide
|
|
</span>
|
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|
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</a>
|
|
</li>
|
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</ul>
|
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</nav>
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</li>
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<li class="md-nav__item">
|
|
<a href="../leverage/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Short / Leverage
|
|
</span>
|
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|
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</a>
|
|
</li>
|
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<li class="md-nav__item">
|
|
<a href="../utils/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Utility Sub-commands
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
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<li class="md-nav__item">
|
|
<a href="../plotting/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Plotting
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
|
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<li class="md-nav__item">
|
|
<a href="../exchanges/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
|
Exchange-specific Notes
|
|
</span>
|
|
|
|
|
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</a>
|
|
</li>
|
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<li class="md-nav__item md-nav__item--active md-nav__item--nested">
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<input class="md-nav__toggle md-toggle " type="checkbox" id="__nav_21" checked>
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<label class="md-nav__link" for="__nav_21" id="__nav_21_label" tabindex="0">
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<span class="md-ellipsis">
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Data Analysis
|
|
</span>
|
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|
|
<span class="md-nav__icon md-icon"></span>
|
|
</label>
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<nav class="md-nav" data-md-level="1" aria-labelledby="__nav_21_label" aria-expanded="true">
|
|
<label class="md-nav__title" for="__nav_21">
|
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<span class="md-nav__icon md-icon"></span>
|
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Data Analysis
|
|
</label>
|
|
<ul class="md-nav__list" data-md-scrollfix>
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<li class="md-nav__item">
|
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<a href="../data-analysis/" class="md-nav__link">
|
|
|
|
|
|
<span class="md-ellipsis">
|
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Jupyter Notebooks
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
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<li class="md-nav__item">
|
|
<a href="../strategy_analysis_example/" class="md-nav__link">
|
|
|
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|
|
<span class="md-ellipsis">
|
|
Strategy analysis
|
|
</span>
|
|
|
|
|
|
</a>
|
|
</li>
|
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<li class="md-nav__item md-nav__item--active">
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<input class="md-nav__toggle md-toggle" type="checkbox" id="__toc">
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<label class="md-nav__link md-nav__link--active" for="__toc">
|
|
|
|
|
|
<span class="md-ellipsis">
|
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Backtest 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">
|
|
Backtest analysis
|
|
</span>
|
|
|
|
|
|
</a>
|
|
|
|
|
|
|
|
<nav class="md-nav md-nav--secondary" aria-label="Table of contents">
|
|
|
|
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|
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|
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|
|
<label class="md-nav__title" for="__toc">
|
|
<span class="md-nav__icon md-icon"></span>
|
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Table of contents
|
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</label>
|
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<ul class="md-nav__list" data-md-component="toc" data-md-scrollfix>
|
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|
|
<li class="md-nav__item">
|
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<a href="#analyze-the-buyentry-and-sellexit-tags" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
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Analyze the buy/entry and sell/exit tags
|
|
</span>
|
|
</a>
|
|
|
|
<nav class="md-nav" aria-label="Analyze the buy/entry and sell/exit tags">
|
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<ul class="md-nav__list">
|
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<li class="md-nav__item">
|
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<a href="#using-export-filename" class="md-nav__link">
|
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<span class="md-ellipsis">
|
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Using export-filename
|
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</span>
|
|
</a>
|
|
|
|
</li>
|
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|
|
<li class="md-nav__item">
|
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<a href="#tuning-the-buy-tags-and-sell-tags-to-display" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
Tuning the buy tags and sell tags to display
|
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</span>
|
|
</a>
|
|
|
|
</li>
|
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|
|
<li class="md-nav__item">
|
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<a href="#outputting-signal-candle-indicators" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
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Outputting signal candle indicators
|
|
</span>
|
|
</a>
|
|
|
|
<nav class="md-nav" aria-label="Outputting signal candle indicators">
|
|
<ul class="md-nav__list">
|
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|
|
<li class="md-nav__item">
|
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<a href="#sample-output-for-indicator-values" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
Sample Output for Indicator Values
|
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</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#filtering-indicators-based-on-entry-or-exit-signals" class="md-nav__link">
|
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<span class="md-ellipsis">
|
|
Filtering Indicators Based on Entry or Exit Signals
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
</ul>
|
|
</nav>
|
|
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</li>
|
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|
|
<li class="md-nav__item">
|
|
<a href="#filtering-the-trade-output-by-date" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
Filtering the trade output by date
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#printing-out-rejected-signals" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
Printing out rejected signals
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
<li class="md-nav__item">
|
|
<a href="#writing-tables-to-csv" class="md-nav__link">
|
|
<span class="md-ellipsis">
|
|
Writing tables to CSV
|
|
</span>
|
|
</a>
|
|
|
|
</li>
|
|
|
|
</ul>
|
|
</nav>
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</li>
|
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</ul>
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</nav>
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</li>
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</ul>
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</nav>
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</li>
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<li class="md-nav__item md-nav__item--nested">
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<h1 id="advanced-backtesting-analysis">Advanced Backtesting Analysis<a class="headerlink" href="#advanced-backtesting-analysis" title="Permanent link">¶</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">¶</a></h2>
|
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<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><config.json><span class="w"> </span>--timeframe<span class="w"> </span><tf><span class="w"> </span>--strategy<span class="w"> </span><strategy_name><span class="w"> </span>--timerange<span class="o">=</span><timerange><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 entry and exit signals.
|
|
Depending on how many entries 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> and <code>backtest-result-{timestamp}_exited.pkl</code> files 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:</p>
|
|
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>backtesting-analysis<span class="w"> </span>-c<span class="w"> </span><config.json><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><span class="w"> </span><span class="m">5</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 of 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>0: overall winrate and profit summary by enter_tag</li>
|
|
<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>
|
|
<li>5: profit summaries grouped by exit_tag</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">¶</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><config.json><span class="w"> </span>--timeframe<span class="w"> </span><tf><span class="w"> </span>--strategy<span class="w"> </span><strategy_name><span class="w"> </span>--timerange<span class="o">=</span><timerange><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 "/tmp/mystrat_backtest-2022-06-14_16-28-32.json"
|
|
</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 <config.json> --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">¶</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: "all"
|
|
--exit-reason-list : Space-separated list of exit signals to analyse. Default: "all"
|
|
</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><config.json><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">¶</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><config.json><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>
|
|
<div class="admonition note">
|
|
<p class="admonition-title">Indicator List</p>
|
|
<p>The indicator values will be displayed for both entry and exit points. If <code>--indicator-list all</code> is specified,
|
|
only the indicators at the entry point will be shown to avoid excessively large lists, which could occur depending on the strategy.</p>
|
|
</div>
|
|
<p>There are a range of candle and trade-related fields that are included in the analysis so are
|
|
automatically accessible by including them on the indicator-list, and these include:</p>
|
|
<ul>
|
|
<li><strong>open_date :</strong> trade open datetime</li>
|
|
<li><strong>close_date :</strong> trade close datetime</li>
|
|
<li><strong>min_rate :</strong> minimum price seen throughout the position</li>
|
|
<li><strong>max_rate :</strong> maximum price seen throughout the position</li>
|
|
<li><strong>open :</strong> signal candle open price</li>
|
|
<li><strong>close :</strong> signal candle close price</li>
|
|
<li><strong>high :</strong> signal candle high price</li>
|
|
<li><strong>low :</strong> signal candle low price</li>
|
|
<li><strong>volume :</strong> signal candle volume</li>
|
|
<li><strong>profit_ratio :</strong> trade profit ratio</li>
|
|
<li><strong>profit_abs :</strong> absolute profit return of the trade </li>
|
|
</ul>
|
|
<h4 id="sample-output-for-indicator-values">Sample Output for Indicator Values<a class="headerlink" href="#sample-output-for-indicator-values" title="Permanent link">¶</a></h4>
|
|
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>backtesting-analysis<span class="w"> </span>-c<span class="w"> </span>user_data/config.json<span class="w"> </span>--analysis-groups<span class="w"> </span><span class="m">0</span><span class="w"> </span>--indicator-list<span class="w"> </span>chikou_span<span class="w"> </span>tenkan_sen<span class="w"> </span>
|
|
</code></pre></div>
|
|
<p>In this example,
|
|
we aim to display the <code>chikou_span</code> and <code>tenkan_sen</code> indicator values at both the entry and exit points of trades.</p>
|
|
<p>A sample output for indicators might look like this:</p>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<th>pair</th>
|
|
<th>open_date</th>
|
|
<th>enter_reason</th>
|
|
<th>exit_reason</th>
|
|
<th>chikou_span (entry)</th>
|
|
<th>tenkan_sen (entry)</th>
|
|
<th>chikou_span (exit)</th>
|
|
<th>tenkan_sen (exit)</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr>
|
|
<td>DOGE/USDT</td>
|
|
<td>2024-07-06 00:35:00+00:00</td>
|
|
<td></td>
|
|
<td>exit_signal</td>
|
|
<td>0.105</td>
|
|
<td>0.106</td>
|
|
<td>0.105</td>
|
|
<td>0.107</td>
|
|
</tr>
|
|
<tr>
|
|
<td>BTC/USDT</td>
|
|
<td>2024-08-05 14:20:00+00:00</td>
|
|
<td></td>
|
|
<td>roi</td>
|
|
<td>54643.440</td>
|
|
<td>51696.400</td>
|
|
<td>54386.000</td>
|
|
<td>52072.010</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
<p>As shown in the table, <code>chikou_span (entry)</code> represents the indicator value at the time of trade entry,
|
|
while <code>chikou_span (exit)</code> reflects its value at the time of exit.
|
|
This detailed view of indicator values enhances the analysis.</p>
|
|
<p>The <code>(entry)</code> and <code>(exit)</code> suffixes are added to indicators
|
|
to distinguish the values at the entry and exit points of the trade.</p>
|
|
<div class="admonition note">
|
|
<p class="admonition-title">Trade-wide Indicators</p>
|
|
<p>Certain trade-wide indicators do not have the <code>(entry)</code> or <code>(exit)</code> suffix. These indicators include: <code>pair</code>, <code>stake_amount</code>,
|
|
<code>max_stake_amount</code>, <code>amount</code>, <code>open_date</code>, <code>close_date</code>, <code>open_rate</code>, <code>close_rate</code>, <code>fee_open</code>, <code>fee_close</code>, <code>trade_duration</code>,
|
|
<code>profit_ratio</code>, <code>profit_abs</code>, <code>exit_reason</code>,<code>initial_stop_loss_abs</code>, <code>initial_stop_loss_ratio</code>, <code>stop_loss_abs</code>, <code>stop_loss_ratio</code>,
|
|
<code>min_rate</code>, <code>max_rate</code>, <code>is_open</code>, <code>enter_tag</code>, <code>leverage</code>, <code>is_short</code>, <code>open_timestamp</code>, <code>close_timestamp</code> and <code>orders</code></p>
|
|
</div>
|
|
<h4 id="filtering-indicators-based-on-entry-or-exit-signals">Filtering Indicators Based on Entry or Exit Signals<a class="headerlink" href="#filtering-indicators-based-on-entry-or-exit-signals" title="Permanent link">¶</a></h4>
|
|
<p>The <code>--indicator-list</code> option, by default, displays indicator values for both entry and exit signals. To filter the indicator values exclusively for entry signals, you can use the <code>--entry-only</code> argument. Similarly, to display indicator values only at exit signals, use the <code>--exit-only</code> argument.</p>
|
|
<p>Example: Display indicator values at entry signals:</p>
|
|
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>backtesting-analysis<span class="w"> </span>-c<span class="w"> </span>user_data/config.json<span class="w"> </span>--analysis-groups<span class="w"> </span><span class="m">0</span><span class="w"> </span>--indicator-list<span class="w"> </span>chikou_span<span class="w"> </span>tenkan_sen<span class="w"> </span>--entry-only
|
|
</code></pre></div>
|
|
<p>Example: Display indicator values at exit signals:</p>
|
|
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>backtesting-analysis<span class="w"> </span>-c<span class="w"> </span>user_data/config.json<span class="w"> </span>--analysis-groups<span class="w"> </span><span class="m">0</span><span class="w"> </span>--indicator-list<span class="w"> </span>chikou_span<span class="w"> </span>tenkan_sen<span class="w"> </span>--exit-only
|
|
</code></pre></div>
|
|
<div class="admonition note">
|
|
<p class="admonition-title">Note</p>
|
|
<p>When using these filters, the indicator names will not be suffixed with <code>(entry)</code> or <code>(exit)</code>.</p>
|
|
</div>
|
|
<h3 id="filtering-the-trade-output-by-date">Filtering the trade output by date<a class="headerlink" href="#filtering-the-trade-output-by-date" title="Permanent link">¶</a></h3>
|
|
<p>To show only trades between dates within your backtested timerange, supply the usual <code>timerange</code> option in <code>YYYYMMDD-[YYYYMMDD]</code> format:</p>
|
|
<div class="highlight"><pre><span></span><code>--timerange : Timerange to filter output trades, start date inclusive, end date exclusive. e.g. 20220101-20221231
|
|
</code></pre></div>
|
|
<p>For example, if your backtest timerange was <code>20220101-20221231</code> but you only want to output trades in January:</p>
|
|
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>backtesting-analysis<span class="w"> </span>-c<span class="w"> </span><config.json><span class="w"> </span>--timerange<span class="w"> </span><span class="m">20220101</span>-20220201
|
|
</code></pre></div>
|
|
<h3 id="printing-out-rejected-signals">Printing out rejected signals<a class="headerlink" href="#printing-out-rejected-signals" title="Permanent link">¶</a></h3>
|
|
<p>Use the <code>--rejected-signals</code> option to print out rejected signals.</p>
|
|
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>backtesting-analysis<span class="w"> </span>-c<span class="w"> </span><config.json><span class="w"> </span>--rejected-signals
|
|
</code></pre></div>
|
|
<h3 id="writing-tables-to-csv">Writing tables to CSV<a class="headerlink" href="#writing-tables-to-csv" title="Permanent link">¶</a></h3>
|
|
<p>Some of the tabular outputs can become large, so printing them out to the terminal is not preferable.
|
|
Use the <code>--analysis-to-csv</code> option to disable printing out of tables to standard out and write them to CSV files.</p>
|
|
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>backtesting-analysis<span class="w"> </span>-c<span class="w"> </span><config.json><span class="w"> </span>--analysis-to-csv
|
|
</code></pre></div>
|
|
<p>By default this will write one file per output table you specified in the <code>backtesting-analysis</code> command, e.g.</p>
|
|
<div class="highlight"><pre><span></span><code>freqtrade<span class="w"> </span>backtesting-analysis<span class="w"> </span>-c<span class="w"> </span><config.json><span class="w"> </span>--analysis-to-csv<span class="w"> </span>--rejected-signals<span class="w"> </span>--analysis-groups<span class="w"> </span><span class="m">0</span><span class="w"> </span><span class="m">1</span>
|
|
</code></pre></div>
|
|
<p>This will write to <code>user_data/backtest_results</code>:</p>
|
|
<ul>
|
|
<li>rejected_signals.csv</li>
|
|
<li>group_0.csv</li>
|
|
<li>group_1.csv</li>
|
|
</ul>
|
|
<p>To override where the files will be written, also specify the <code>--analysis-csv-path</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><config.json><span class="w"> </span>--analysis-to-csv<span class="w"> </span>--analysis-csv-path<span class="w"> </span>another/data/path/
|
|
</code></pre></div>
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