frequi_origin/e2e/testData/backtest/backtest_get_end.json

679 lines
26 KiB
JSON
Raw Normal View History

2022-04-13 17:55:27 +00:00
{
"status": "ended",
"running": false,
"status_msg": "Backtest ended",
"step": "finished",
"progress": 1.0,
"trade_count": null,
"backtest_result": {
"metadata": {
"SampleStrategy": {
"strategy": "SampleStrategy",
"run_id": "0afc3cf414b6da90210f458078a6b06055b0c4e7",
"filename": "backtest-result-2023-08-03_04-02-20"
}
},
2022-04-13 17:55:27 +00:00
"strategy": {
"SampleStrategy": {
"trades": [
{
"pair": "XRP/USDT",
"stake_amount": 330.0,
"amount": 526.81992337,
"open_date": "2022-02-01T04:00:00+00:00",
"close_date": "2022-02-03T09:00:00+00:00",
"open_rate": 0.6264,
"close_rate": 0.5950799999999999,
"fee_open": 0.001,
"fee_close": 0.001,
"trade_duration": 3180,
"profit_ratio": -0.0518981,
"profit_abs": -17.1435,
"exit_reason": "stop_loss",
"initial_stop_loss_abs": 0.5950799999999999,
"initial_stop_loss_ratio": -0.05,
"stop_loss_abs": 0.5950799999999999,
"stop_loss_ratio": -0.05,
"min_rate": 0.5923,
"max_rate": 0.6314,
"is_open": false,
"enter_tag": null,
"is_short": false,
"open_timestamp": 1643688000000.0,
"close_timestamp": 1643878800000.0
},
{
"pair": "DOT/USDT",
"stake_amount": 324.34264497,
"amount": 14.89176515,
"open_date": "2022-02-05T04:00:00+00:00",
"close_date": "2022-02-10T14:00:00+00:00",
"open_rate": 21.78,
"close_rate": 21.02,
"fee_open": 0.001,
"fee_close": 0.001,
"trade_duration": 7800,
"profit_ratio": -0.03682268,
"profit_abs": -11.95510906,
"exit_reason": "SL: bbaadd",
"initial_stop_loss_abs": 20.691,
"initial_stop_loss_ratio": -0.05,
"stop_loss_abs": 20.691,
"stop_loss_ratio": -0.05,
"min_rate": 20.57,
"max_rate": 23.19,
"is_open": false,
"enter_tag": null,
"is_short": false,
"open_timestamp": 1644033600000.0,
"close_timestamp": 1644501600000.0
},
{
"pair": "XRP/USDT",
"stake_amount": 324.342645,
"amount": 510.4542729,
"open_date": "2022-02-04T17:00:00+00:00",
"close_date": "2022-02-11T21:00:00+00:00",
"open_rate": 0.6354,
"close_rate": 0.7713,
"fee_open": 0.001,
"fee_close": 0.001,
"trade_duration": 10320,
"profit_ratio": 0.21145568,
"profit_abs": 68.65267966,
"exit_reason": "SL: bbaadd",
"initial_stop_loss_abs": 0.6036299999999999,
"initial_stop_loss_ratio": -0.05,
"stop_loss_abs": 0.764915,
"stop_loss_ratio": -0.15,
"min_rate": 0.6333,
"max_rate": 0.9168,
"is_open": false,
"enter_tag": null,
"is_short": false,
"open_timestamp": 1643994000000.0,
"close_timestamp": 1644613200000.0
},
{
"pair": "DOT/USDT",
"stake_amount": 343.0528433,
"amount": 17.00807354,
"open_date": "2022-02-16T00:00:00+00:00",
"close_date": "2022-02-16T13:00:00+00:00",
"open_rate": 20.17,
"close_rate": 19.1615,
"fee_open": 0.001,
"fee_close": 0.001,
"trade_duration": 780,
"profit_ratio": -0.0518981,
"profit_abs": -17.82159521,
"exit_reason": "stop_loss",
"initial_stop_loss_abs": 19.1615,
"initial_stop_loss_ratio": -0.05,
"stop_loss_abs": 19.1615,
"stop_loss_ratio": -0.05,
"min_rate": 19.12,
"max_rate": 20.18,
"is_open": false,
"enter_tag": null,
"is_short": false,
"open_timestamp": 1644969600000.0,
"close_timestamp": 1645016400000.0
},
{
"pair": "XRP/USDT",
"stake_amount": 337.17171688,
"amount": 437.9991126,
"open_date": "2022-02-26T00:00:00+00:00",
"close_date": "2022-02-27T00:00:00+00:00",
"open_rate": 0.7698,
"close_rate": 0.73131,
"fee_open": 0.001,
"fee_close": 0.001,
"trade_duration": 1440,
"profit_ratio": -0.0518981,
"profit_abs": -17.51607069,
"exit_reason": "stop_loss",
"initial_stop_loss_abs": 0.73131,
"initial_stop_loss_ratio": -0.05,
"stop_loss_abs": 0.73131,
"stop_loss_ratio": -0.05,
"min_rate": 0.7256,
"max_rate": 0.7955,
"is_open": false,
"enter_tag": null,
"is_short": false,
"open_timestamp": 1645833600000.0,
"close_timestamp": 1645920000000.0
},
{
"pair": "XRP/USDT",
"stake_amount": 331.39141355,
"amount": 409.78287814,
"open_date": "2022-03-11T22:00:00+00:00",
"close_date": "2022-03-13T22:00:00+00:00",
"open_rate": 0.8087,
"close_rate": 0.768265,
"fee_open": 0.001,
"fee_close": 0.001,
"trade_duration": 2880,
"profit_ratio": -0.0518981,
"profit_abs": -17.21578393,
"exit_reason": "stop_loss",
"initial_stop_loss_abs": 0.768265,
"initial_stop_loss_ratio": -0.05,
"stop_loss_abs": 0.768265,
"stop_loss_ratio": -0.05,
"min_rate": 0.7508,
"max_rate": 0.849,
"is_open": false,
"enter_tag": null,
"is_short": false,
"open_timestamp": 1647036000000.0,
"close_timestamp": 1647208800000.0
},
{
"pair": "XRP/USDT",
"stake_amount": 325.71020485,
"amount": 406.57871034,
"open_date": "2022-03-17T22:00:00+00:00",
"close_date": "2022-03-31T15:00:00+00:00",
"open_rate": 0.8011,
"close_rate": 0.8325,
"fee_open": 0.001,
"fee_close": 0.001,
"trade_duration": 19740,
"profit_ratio": 0.03711979,
"profit_abs": 12.10238452,
"exit_reason": "SL: bbaadd",
"initial_stop_loss_abs": 0.761045,
"initial_stop_loss_ratio": -0.05,
"stop_loss_abs": 0.761045,
"stop_loss_ratio": -0.05,
"min_rate": 0.7762,
"max_rate": 0.93,
"is_open": false,
"enter_tag": null,
"is_short": false,
"open_timestamp": 1647554400000.0,
"close_timestamp": 1648738800000.0
}
],
"locks": [],
"best_pair": {
"key": "XRP/USDT",
"trades": 5,
"profit_mean": 0.018576234,
"profit_mean_pct": 1.8576234,
"profit_sum": 0.09288117,
"profit_sum_pct": 9.29,
"profit_total_abs": 28.879709560000002,
"profit_total": 0.02887970956,
"profit_total_pct": 2.89,
"duration_avg": "5 days, 5:12:00",
"wins": 2,
"draws": 0,
"losses": 3
},
"worst_pair": {
"key": "DOT/USDT",
"trades": 2,
"profit_mean": -0.04436039,
"profit_mean_pct": -4.436039,
"profit_sum": -0.08872078,
"profit_sum_pct": -8.87,
"profit_total_abs": -29.776704270000003,
"profit_total": -0.029776704270000003,
"profit_total_pct": -2.98,
"duration_avg": "2 days, 23:30:00",
"wins": 0,
"draws": 0,
"losses": 2
},
"results_per_pair": [
{
"key": "XRP/USDT",
"trades": 5,
"profit_mean": 0.018576234,
"profit_mean_pct": 1.8576234,
"profit_sum": 0.09288117,
"profit_sum_pct": 9.29,
"profit_total_abs": 28.879709560000002,
"profit_total": 0.02887970956,
"profit_total_pct": 2.89,
"duration_avg": "5 days, 5:12:00",
"wins": 2,
"draws": 0,
"losses": 3
},
{
"key": "DOT/USDT",
"trades": 2,
"profit_mean": -0.04436039,
"profit_mean_pct": -4.436039,
"profit_sum": -0.08872078,
"profit_sum_pct": -8.87,
"profit_total_abs": -29.776704270000003,
"profit_total": -0.029776704270000003,
"profit_total_pct": -2.98,
"duration_avg": "2 days, 23:30:00",
"wins": 0,
"draws": 0,
"losses": 2
},
{
"key": "TOTAL",
"trades": 7,
"profit_mean": 0.0005943414285714285,
"profit_mean_pct": 0.05943414285714285,
"profit_sum": 0.00416039,
"profit_sum_pct": 0.42,
"profit_total_abs": -0.8969947099999995,
"profit_total": -0.0008969947099999996,
"profit_total_pct": -0.09,
"duration_avg": "4 days, 13:51:00",
"wins": 2,
"draws": 0,
"losses": 5
}
],
"results_per_enter_tag": [
{
"key": "TOTAL",
"trades": 7,
"profit_mean": 0.0005943414285714285,
"profit_mean_pct": 0.05943414285714285,
"profit_sum": 0.00416039,
"profit_sum_pct": 0.42,
"profit_total_abs": -0.8969947099999995,
"profit_total": -0.0008969947099999996,
"profit_total_pct": -0.09,
"duration_avg": "4 days, 13:51:00",
"wins": 2,
"draws": 0,
"losses": 5
}
],
"exit_reason_summary": [
{
"exit_reason": "stop_loss",
"trades": 4,
"wins": 0,
"draws": 0,
"losses": 4,
"profit_mean": -0.0518981,
"profit_mean_pct": -5.19,
"profit_sum": -0.2075924,
"profit_sum_pct": -20.76,
"profit_total_abs": -69.69694983,
"profit_total": -0.1037962,
"profit_total_pct": -10.38
},
{
"exit_reason": "SL: bbaadd",
"trades": 3,
"wins": 2,
"draws": 0,
"losses": 1,
"profit_mean": 0.07058426333333334,
"profit_mean_pct": 7.06,
"profit_sum": 0.21175279000000002,
"profit_sum_pct": 21.18,
"profit_total_abs": 68.79995512,
"profit_total": 0.10587639500000001,
"profit_total_pct": 10.59
}
],
"left_open_trades": [
{
"key": "TOTAL",
"trades": 0,
"profit_mean": 0.0,
"profit_mean_pct": 0.0,
"profit_sum": 0.0,
"profit_sum_pct": 0.0,
"profit_total_abs": 0.0,
"profit_total": 0.0,
"profit_total_pct": 0.0,
"duration_avg": "0:00",
"wins": 0,
"draws": 0,
"losses": 0
}
],
"total_trades": 7,
"trade_count_long": 7,
"trade_count_short": 0,
"total_volume": 2316.01146855,
"avg_stake_amount": 330.85878122142856,
"profit_mean": 0.0005943414285714285,
"profit_median": -0.0518981,
"profit_total": -0.0008969947099999996,
"profit_total_long": -0.0008969947099999996,
"profit_total_short": 0.0,
"profit_total_abs": -0.8969947099999995,
"profit_total_long_abs": -0.8969947099999995,
"profit_total_short_abs": 0.0,
"backtest_start": "2022-02-01 00:00:00",
"backtest_start_ts": 1643673600000,
"backtest_end": "2022-04-02 10:00:00",
"backtest_end_ts": 1648893600000,
"backtest_days": 60,
"backtest_run_start_ts": 1649872021,
"backtest_run_end_ts": 1649872022,
"trades_per_day": 0.12,
"market_change": 0.1775464760647306,
"pairlist": [
"XRP/USDT",
"DOT/USDT"
],
"stake_amount": "unlimited",
"stake_currency": "USDT",
"stake_currency_decimals": 3,
"starting_balance": 1000,
"dry_run_wallet": 1000,
"final_balance": 999.10300529,
"rejected_signals": 0,
"timedout_entry_orders": 0,
"timedout_exit_orders": 0,
"max_open_trades": 2,
"max_open_trades_setting": 3,
"timeframe": "1h",
"timeframe_detail": "",
"timerange": "20220201-",
"enable_protections": false,
"strategy_name": "SampleStrategy",
"stoploss": -0.05,
"trailing_stop": false,
"trailing_stop_positive": 0.01,
"trailing_stop_positive_offset": 0.011,
"trailing_only_offset_is_reached": false,
"use_custom_stoploss": true,
"minimal_roi": {
"0": 200
},
"use_exit_signal": true,
"exit_profit_only": false,
"exit_profit_offset": 0.0,
"ignore_roi_if_entry_signal": false,
"backtest_best_day": 0.21145568,
"backtest_worst_day": -0.0518981,
"backtest_best_day_abs": 68.65267966,
"backtest_worst_day_abs": -17.82159521,
"winning_days": 2,
"draw_days": 50,
"losing_days": 5,
"daily_profit": [
[
"2022-02-03",
-17.1435
],
[
"2022-02-04",
0.0
],
[
"2022-02-05",
0.0
],
[
"2022-02-06",
0.0
],
[
"2022-02-07",
0.0
],
[
"2022-02-08",
0.0
],
[
"2022-02-09",
0.0
],
[
"2022-02-10",
-11.95510906
],
[
"2022-02-11",
68.65267966
],
[
"2022-02-12",
0.0
],
[
"2022-02-13",
0.0
],
[
"2022-02-14",
0.0
],
[
"2022-02-15",
0.0
],
[
"2022-02-16",
-17.82159521
],
[
"2022-02-17",
0.0
],
[
"2022-02-18",
0.0
],
[
"2022-02-19",
0.0
],
[
"2022-02-20",
0.0
],
[
"2022-02-21",
0.0
],
[
"2022-02-22",
0.0
],
[
"2022-02-23",
0.0
],
[
"2022-02-24",
0.0
],
[
"2022-02-25",
0.0
],
[
"2022-02-26",
0.0
],
[
"2022-02-27",
-17.51607069
],
[
"2022-02-28",
0.0
],
[
"2022-03-01",
0.0
],
[
"2022-03-02",
0.0
],
[
"2022-03-03",
0.0
],
[
"2022-03-04",
0.0
],
[
"2022-03-05",
0.0
],
[
"2022-03-06",
0.0
],
[
"2022-03-07",
0.0
],
[
"2022-03-08",
0.0
],
[
"2022-03-09",
0.0
],
[
"2022-03-10",
0.0
],
[
"2022-03-11",
0.0
],
[
"2022-03-12",
0.0
],
[
"2022-03-13",
-17.21578393
],
[
"2022-03-14",
0.0
],
[
"2022-03-15",
0.0
],
[
"2022-03-16",
0.0
],
[
"2022-03-17",
0.0
],
[
"2022-03-18",
0.0
],
[
"2022-03-19",
0.0
],
[
"2022-03-20",
0.0
],
[
"2022-03-21",
0.0
],
[
"2022-03-22",
0.0
],
[
"2022-03-23",
0.0
],
[
"2022-03-24",
0.0
],
[
"2022-03-25",
0.0
],
[
"2022-03-26",
0.0
],
[
"2022-03-27",
0.0
],
[
"2022-03-28",
0.0
],
[
"2022-03-29",
0.0
],
[
"2022-03-30",
0.0
],
[
"2022-03-31",
12.10238452
]
],
"wins": 2,
"losses": 5,
"draws": 0,
"holding_avg": 395460.0,
"holding_avg_s": 395460.0,
"winner_holding_avg": 901800.0,
"winner_holding_avg_s": 901800.0,
"loser_holding_avg": 192960.0,
"loser_holding_avg_s": 192960.0,
"max_drawdown": 0.1556943,
"max_drawdown_account": 0.050553839685960444,
"max_drawdown_abs": 52.553449830000005,
"drawdown_start": "2022-02-11 21:00:00",
"drawdown_start_ts": 1644613200000.0,
"drawdown_end": "2022-03-13 22:00:00",
"drawdown_end_ts": 1647208800000.0,
"max_drawdown_low": -12.999379229999999,
"max_drawdown_high": 39.5540706,
"csum_min": 970.90139094,
"csum_max": 1039.5540706
}
},
"strategy_comparison": [
{
"key": "SampleStrategy",
"trades": 7,
"profit_mean": 0.0005943414285714285,
"profit_mean_pct": 0.05943414285714285,
"profit_sum": 0.00416039,
"profit_sum_pct": 0.42,
"profit_total_abs": -0.8969947099999995,
"profit_total": -0.0008969947099999996,
"profit_total_pct": -0.09,
"duration_avg": "4 days, 13:51:00",
"wins": 2,
"draws": 0,
"losses": 5,
"max_drawdown_account": 0.050553839685960444,
"max_drawdown_abs": "52.553"
}
]
}
}