From 44363be94eefb803719e05f3ce7ed3d1e7a0c948 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Thu, 7 Apr 2022 06:43:07 +0200
Subject: [PATCH] Align drawdown backtesting metrics

---
 src/components/ftbot/BacktestResultView.vue | 29 +++++++++++++++------
 src/types/backtest.ts                       |  4 +++
 2 files changed, 25 insertions(+), 8 deletions(-)

diff --git a/src/components/ftbot/BacktestResultView.vue b/src/components/ftbot/BacktestResultView.vue
index 382807a3..b0c7f58b 100644
--- a/src/components/ftbot/BacktestResultView.vue
+++ b/src/components/ftbot/BacktestResultView.vue
@@ -164,21 +164,34 @@ export default class BacktestResultView extends Vue {
         metric: 'Avg. Duration Losers',
         value: humanizeDurationFromSeconds(this.backtestResult.loser_holding_avg),
       },
-      { metric: 'Rejected buy signals', value: this.backtestResult.rejected_signals },
-
-      { metric: '___', value: '___' },
-      { metric: 'Max Drawdown', value: formatPercent(this.backtestResult.max_drawdown) },
+      { metric: 'Rejected entry signals', value: this.backtestResult.rejected_signals },
       {
-        metric: 'Max Drawdown ABS',
-        value: this.formatPriceStake(this.backtestResult.max_drawdown_abs),
+        metric: 'Entry/Exit timeouts',
+        value: `${this.backtestResult.timedout_entry_orders} / ${this.backtestResult.timedout_exit_orders}`,
       },
-      { metric: 'Drawdown start', value: timestampms(this.backtestResult.drawdown_start_ts) },
-      { metric: 'Drawdown end', value: timestampms(this.backtestResult.drawdown_end_ts) },
+
       { metric: '___', value: '___' },
       { metric: 'Min balance', value: this.formatPriceStake(this.backtestResult.csum_min) },
       { metric: 'Max balance', value: this.formatPriceStake(this.backtestResult.csum_max) },
       { metric: 'Market change', value: formatPercent(this.backtestResult.market_change) },
       { metric: '___', value: '___' },
+      {
+        metric: 'Max Drawdown (Account)',
+        value: formatPercent(this.backtestResult.max_drawdown_account),
+      },
+      {
+        metric: 'Max Drawdown ABS',
+        value: this.formatPriceStake(this.backtestResult.max_drawdown_abs),
+      },
+      {
+        metric: 'Drawdown high | low',
+        value: `${this.formatPriceStake(
+          this.backtestResult.max_drawdown_high,
+        )} | ${this.formatPriceStake(this.backtestResult.max_drawdown_low)}`,
+      },
+      { metric: 'Drawdown start', value: timestampms(this.backtestResult.drawdown_start_ts) },
+      { metric: 'Drawdown end', value: timestampms(this.backtestResult.drawdown_end_ts) },
+      { metric: '___', value: '___' },
 
       {
         metric: 'Best Pair',
diff --git a/src/types/backtest.ts b/src/types/backtest.ts
index dc54e44e..8c2e5ff7 100644
--- a/src/types/backtest.ts
+++ b/src/types/backtest.ts
@@ -103,6 +103,9 @@ export interface StrategyBacktestResult {
   exit_profit_offset?: number;
   rejected_signals: number;
 
+  timedout_entry_orders: number;
+  timedout_exit_orders: number;
+
   // Daily stats ...
   draw_days: number;
   drawdown_end: string;
@@ -112,6 +115,7 @@ export interface StrategyBacktestResult {
   loser_holding_avg: number;
   losing_days: number;
   max_drawdown: number;
+  max_drawdown_account: number;
   /** Absolute max drawdown */
   max_drawdown_abs: number;
   max_drawdown_low: number;