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Improve backtest output

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This commit is contained in:
Matthias 2022-11-04 07:18:05 +01:00
parent 348839aac1
commit 55e9420b96
2 changed files with 7 additions and 4 deletions
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5
src/components/ftbot/BacktestResultView.vue
View File

@ -187,11 +187,11 @@ export default defineComponent({
{ {
metric: 'Avg. Duration winners', metric: 'Avg. Duration winners',
value: humanizeDurationFromSeconds(props.backtestResult.winner_holding_avg), value: humanizeDurationFromSeconds(props.backtestResult.winner_holding_avg_s),
}, },
{ {
metric: 'Avg. Duration Losers', metric: 'Avg. Duration Losers',
value: humanizeDurationFromSeconds(props.backtestResult.loser_holding_avg), value: humanizeDurationFromSeconds(props.backtestResult.loser_holding_avg_s),
}, },
{ metric: 'Rejected entry signals', value: props.backtestResult.rejected_signals }, { metric: 'Rejected entry signals', value: props.backtestResult.rejected_signals },
{ {
@ -266,6 +266,7 @@ export default defineComponent({
}, },
{ setting: 'Max open trades', value: props.backtestResult.max_open_trades }, { setting: 'Max open trades', value: props.backtestResult.max_open_trades },
{ setting: 'Timeframe', value: props.backtestResult.timeframe }, { setting: 'Timeframe', value: props.backtestResult.timeframe },
{ setting: 'Timeframe Detail', value: props.backtestResult.timeframe_detail },
{ setting: 'Timerange', value: props.backtestResult.timerange }, { setting: 'Timerange', value: props.backtestResult.timerange },
{ setting: 'Stoploss', value: formatPercent(props.backtestResult.stoploss, 2) }, { setting: 'Stoploss', value: formatPercent(props.backtestResult.stoploss, 2) },
{ setting: 'Trailing Stoploss', value: props.backtestResult.trailing_stop }, { setting: 'Trailing Stoploss', value: props.backtestResult.trailing_stop },

6
src/types/backtest.ts
View File

@ -120,7 +120,8 @@ export interface StrategyBacktestResult {
drawdown_end_ts: number; drawdown_end_ts: number;
drawdown_start: string; drawdown_start: string;
drawdown_start_ts: number; drawdown_start_ts: number;
loser_holding_avg: number; loser_holding_avg: string;
loser_holding_avg_s: number;
losing_days: number; losing_days: number;
max_drawdown: number; max_drawdown: number;
max_drawdown_account: number; max_drawdown_account: number;
@ -132,7 +133,8 @@ export interface StrategyBacktestResult {
csum_min: number; csum_min: number;
csum_max: number; csum_max: number;
winner_holding_avg: number; winner_holding_avg: string;
winner_holding_avg_s: number;
winning_days: number; winning_days: number;
trade_count_long?: number; trade_count_long?: number;