frequi_origin/src/components/ftbot/BacktestResultView.vue

<template>
  <div class="container-fluid px-0 backtestresult-container">
    <div class="row d-flex justify-content-center">
      <h3>Backtest-result for {{ backtestResult.strategy_name }}</h3>
    </div>

    <div class="row text-left ml-0">
      <div class="row w-100">
        <div class="col-12 col-xl-6 px-0 px-xl-0 pr-xl-1">
          <b-card header="Strategy settings">
            <b-table
              small
              borderless
              :items="backtestResultSettings"
              :fields="backtestsettingFields"
            >
            </b-table>
          </b-card>
        </div>
        <div class="col-12 col-xl-6 px-0 px-xl-0 pt-2 pt-xl-0 pl-xl-1">
          <b-card header="Metrics">
            <b-table small borderless :items="backtestResultStats" :fields="backtestResultFields">
            </b-table>
          </b-card>
        </div>
      </div>
      <b-card header="Results per Exit-reason" class="row mt-2 w-100">
        <b-table
          small
          hover
          stacked="sm"
          :items="backtestResult.exit_reason_summary || backtestResult.sell_reason_summary"
          :fields="perExitReason"
        >
        </b-table>
      </b-card>
      <b-card header="Results per pair" class="row mt-2 w-100">
        <b-table
          small
          hover
          stacked="sm"
          :items="backtestResult.results_per_pair"
          :fields="perPairFields"
        >
        </b-table>
      </b-card>

      <b-card header="Single trades" class="row mt-2 w-100">
        <TradeList
          class="row trade-history mt-2 w-100"
          :trades="backtestResult.trades"
          :show-filter="true"
          :stake-currency="backtestResult.stake_currency"
        />
      </b-card>
    </div>
  </div>
</template>

<script lang="ts">
import TradeList from '@/components/ftbot/TradeList.vue';
import { StrategyBacktestResult, Trade } from '@/types';

import { defineComponent, computed } from '@vue/composition-api';
import {
  timestampms,
  formatPercent,
  formatPrice,
  humanizeDurationFromSeconds,
} from '@/shared/formatters';

export default defineComponent({
  name: 'LoginModal',
  components: {
    TradeList,
  },
  props: {
    backtestResult: { required: true, type: Object as () => StrategyBacktestResult },
  },
  setup(props) {
    const hasBacktestResult = computed(() => {
      return !!props.backtestResult;
    });

    const formatPriceStake = (price) => {
      return `${formatPrice(price, props.backtestResult.stake_currency_decimals)} ${
        props.backtestResult.stake_currency
      }`;
    };
    const getSortedTrades = (backtestResult: StrategyBacktestResult): Trade[] => {
      const sortedTrades = backtestResult.trades
        .slice()
        .sort((a, b) => a.profit_ratio - b.profit_ratio);
      return sortedTrades;
    };

    const bestPair = computed((): string => {
      const trades = getSortedTrades(props.backtestResult);
      const value = trades[trades.length - 1];
      return `${value.pair} ${formatPercent(value.profit_ratio, 2)}`;
    });
    const worstPair = computed((): string => {
      const trades = getSortedTrades(props.backtestResult);
      const value = trades[0];
      return `${value.pair} ${formatPercent(value.profit_ratio, 2)}`;
    });
    const backtestResultStats = computed(() => {
      // Transpose Result into readable format
      const shortMetrics =
        props.backtestResult?.trade_count_short && props.backtestResult?.trade_count_short > 0
          ? [
              { metric: '___', value: '___' },
              {
                metric: 'Long / Short',
                value: `${props.backtestResult.trade_count_long} / ${props.backtestResult.trade_count_short}`,
              },
              {
                metric: 'Total profit Long',
                value: `${formatPercent(
                  props.backtestResult.profit_total_long || 0,
                )} | ${formatPriceStake(props.backtestResult.profit_total_long_abs)}`,
              },
              {
                metric: 'Total profit Short',
                value: `${formatPercent(
                  props.backtestResult.profit_total_short || 0,
                )} | ${formatPriceStake(props.backtestResult.profit_total_short_abs)}`,
              },
            ]
          : [];

      return [
        {
          metric: 'Total Profit',
          value: `${formatPercent(props.backtestResult.profit_total)} | ${formatPriceStake(
            props.backtestResult.profit_total_abs,
          )}`,
        },
        {
          metric: 'Total trades / Daily Avg Trades',
          value: `${props.backtestResult.total_trades} / ${props.backtestResult.trades_per_day}`,
        },
        // { metric: 'First trade', value: props.backtestResult.backtest_fi },
        // { metric: 'First trade Pair', value: props.backtestResult.backtest_best_day },
        {
          metric: 'Best day',
          value: `${formatPercent(props.backtestResult.backtest_best_day, 2)} | ${formatPriceStake(
            props.backtestResult.backtest_best_day_abs,
          )}`,
        },
        {
          metric: 'Worst day',
          value: `${formatPercent(props.backtestResult.backtest_worst_day, 2)} | ${formatPriceStake(
            props.backtestResult.backtest_worst_day_abs,
          )}`,
        },

        {
          metric: 'Win/Draw/Loss',
          value: `${
            props.backtestResult.results_per_pair[props.backtestResult.results_per_pair.length - 1]
              .wins
          } / ${
            props.backtestResult.results_per_pair[props.backtestResult.results_per_pair.length - 1]
              .draws
          } / ${
            props.backtestResult.results_per_pair[props.backtestResult.results_per_pair.length - 1]
              .losses
          }`,
        },
        {
          metric: 'Days win/draw/loss',
          value: `${props.backtestResult.winning_days} / ${props.backtestResult.draw_days} / ${props.backtestResult.losing_days}`,
        },

        {
          metric: 'Avg. Duration winners',
          value: humanizeDurationFromSeconds(props.backtestResult.winner_holding_avg),
        },
        {
          metric: 'Avg. Duration Losers',
          value: humanizeDurationFromSeconds(props.backtestResult.loser_holding_avg),
        },
        { metric: 'Rejected entry signals', value: props.backtestResult.rejected_signals },
        {
          metric: 'Entry/Exit timeouts',
          value: `${props.backtestResult.timedout_entry_orders} / ${props.backtestResult.timedout_exit_orders}`,
        },
        {
          metric: 'Canceled Trade Entries',
          value: props.backtestResult.canceled_trade_entries ?? 'N/A',
        },

        ...shortMetrics,

        { metric: '___', value: '___' },
        { metric: 'Min balance', value: formatPriceStake(props.backtestResult.csum_min) },
        { metric: 'Max balance', value: formatPriceStake(props.backtestResult.csum_max) },
        { metric: 'Market change', value: formatPercent(props.backtestResult.market_change) },
        { metric: '___', value: '___' },
        {
          metric: 'Max Drawdown (Account)',
          value: formatPercent(props.backtestResult.max_drawdown_account),
        },
        {
          metric: 'Max Drawdown ABS',
          value: formatPriceStake(props.backtestResult.max_drawdown_abs),
        },
        {
          metric: 'Drawdown high | low',
          value: `${formatPriceStake(props.backtestResult.max_drawdown_high)} | ${formatPriceStake(
            props.backtestResult.max_drawdown_low,
          )}`,
        },
        { metric: 'Drawdown start', value: timestampms(props.backtestResult.drawdown_start_ts) },
        { metric: 'Drawdown end', value: timestampms(props.backtestResult.drawdown_end_ts) },
        { metric: '___', value: '___' },

        {
          metric: 'Best Pair',
          value: `${props.backtestResult.best_pair.key} ${formatPercent(
            props.backtestResult.best_pair.profit_sum,
          )}`,
        },
        {
          metric: 'Worst Pair',
          value: `${props.backtestResult.worst_pair.key} ${formatPercent(
            props.backtestResult.worst_pair.profit_sum,
          )}`,
        },
        { metric: 'Best single Trade', value: bestPair.value },
        { metric: 'Worst single Trade', value: worstPair.value },
      ];
    });

    const backtestResultSettings = computed(() => {
      // Transpose Result into readable format
      return [
        { setting: 'Backtesting from', value: timestampms(props.backtestResult.backtest_start_ts) },
        { setting: 'Backtesting to', value: timestampms(props.backtestResult.backtest_end_ts) },
        {
          setting: 'BT execution time',
          value: humanizeDurationFromSeconds(
            props.backtestResult.backtest_run_end_ts - props.backtestResult.backtest_run_start_ts,
          ),
        },
        { setting: 'Max open trades', value: props.backtestResult.max_open_trades },
        { setting: 'Timeframe', value: props.backtestResult.timeframe },
        { setting: 'Timerange', value: props.backtestResult.timerange },
        { setting: 'Stoploss', value: formatPercent(props.backtestResult.stoploss, 2) },
        { setting: 'Trailing Stoploss', value: props.backtestResult.trailing_stop },
        {
          setting: 'Trail only when offset is reached',
          value: props.backtestResult.trailing_only_offset_is_reached,
        },
        { setting: 'Trailing Stop positive', value: props.backtestResult.trailing_stop_positive },
        {
          setting: 'Trailing stop positive offset',
          value: props.backtestResult.trailing_stop_positive_offset,
        },
        { setting: 'Custom Stoploss', value: props.backtestResult.use_custom_stoploss },
        { setting: 'ROI', value: props.backtestResult.minimal_roi },
        {
          setting: 'Use Exit Signal',
          value:
            props.backtestResult.use_exit_signal !== undefined
              ? props.backtestResult.use_exit_signal
              : props.backtestResult.use_sell_signal,
        },
        {
          setting: 'Exit profit only',
          value:
            props.backtestResult.exit_profit_only !== undefined
              ? props.backtestResult.exit_profit_only
              : props.backtestResult.sell_profit_only,
        },
        {
          setting: 'Exit profit offset',
          value:
            props.backtestResult.exit_profit_offset !== undefined
              ? props.backtestResult.exit_profit_offset
              : props.backtestResult.sell_profit_offset,
        },
        { setting: 'Enable protections', value: props.backtestResult.enable_protections },
        {
          setting: 'Starting balance',
          value: formatPriceStake(props.backtestResult.starting_balance),
        },
        {
          setting: 'Final balance',
          value: formatPriceStake(props.backtestResult.final_balance),
        },
        {
          setting: 'Avg. stake amount',
          value: formatPriceStake(props.backtestResult.avg_stake_amount),
        },
        {
          setting: 'Total trade volume',
          value: formatPriceStake(props.backtestResult.total_volume),
        },
      ];
    });
    const perPairFields = computed(() => {
      return [
        { key: 'key', label: 'Pair' },
        { key: 'trades', label: 'Buys' },
        {
          key: 'profit_mean',
          label: 'Avg Profit %',
          formatter: (value) => formatPercent(value, 2),
        },
        { key: 'profit_sum', label: 'Cum Profit %', formatter: (value) => formatPercent(value, 2) },
        {
          key: 'profit_total_abs',
          label: `Tot Profit ${props.backtestResult.stake_currency}`,
          formatter: (value) => formatPrice(value, props.backtestResult.stake_currency_decimals),
        },
        {
          key: 'profit_total',
          label: 'Tot Profit %',
          formatter: (value) => formatPercent(value, 2),
        },
        { key: 'duration_avg', label: 'Avg Duration' },
        { key: 'wins', label: 'Wins' },
        { key: 'draws', label: 'Draws' },
        { key: 'losses', label: 'Losses' },
      ];
    });

    const perExitReason = computed(() => {
      return [
        { key: 'exit_reason', label: 'Exit Reason' },
        { key: 'trades', label: 'Buys' },
        {
          key: 'profit_mean',
          label: 'Avg Profit %',
          formatter: (value) => formatPercent(value, 2),
        },
        { key: 'profit_sum', label: 'Cum Profit %', formatter: (value) => formatPercent(value, 2) },
        {
          key: 'profit_total_abs',
          label: `Tot Profit ${props.backtestResult.stake_currency}`,

          formatter: (value) => formatPrice(value, props.backtestResult.stake_currency_decimals),
        },
        {
          key: 'profit_total',
          label: 'Tot Profit %',
          formatter: (value) => formatPercent(value, 2),
        },
        { key: 'wins', label: 'Wins' },
        { key: 'draws', label: 'Draws' },
        { key: 'losses', label: 'Losses' },
      ];
    });
    const backtestResultFields: Array<Record<string, string>> = [
      { key: 'metric', label: 'Metric' },
      { key: 'value', label: 'Value' },
    ];

    const backtestsettingFields: Array<Record<string, string>> = [
      { key: 'setting', label: 'Setting' },
      { key: 'value', label: 'Value' },
    ];

    return {
      hasBacktestResult,
      formatPriceStake,
      bestPair,
      worstPair,
      backtestResultStats,
      backtestResultSettings,
      perPairFields,
      perExitReason,
      backtestResultFields,
      backtestsettingFields,
    };
  },
});
</script>

<style lang="scss" scoped>
.backtestresult-container {
  @media (min-width: 1200px) {
    max-width: 1200px;
  }
}
</style>