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Add Max consecutive metrics

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This commit is contained in:
Matthias 2023-07-25 20:05:00 +02:00
parent 2ea957e6b7
commit 5c6abdcabc
2 changed files with 9 additions and 1 deletions
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7
src/components/ftbot/BacktestResultAnalysis.vue
View File

@ -238,6 +238,13 @@ const backtestResultStats = computed(() => {
metric: 'Avg. Duration Losers',
value: humanizeDurationFromSeconds(props.backtestResult.loser_holding_avg_s),
},
{
metric: 'Max Consecutive Wins / Loss',
value:
props.backtestResult.max_consecutive_wins === undefined
? 'N/A'
: `${props.backtestResult.max_consecutive_wins} / ${props.backtestResult.max_consecutive_losses}`,
},
{ metric: 'Rejected entry signals', value: props.backtestResult.rejected_signals },
{
metric: 'Entry/Exit timeouts',

3
src/types/backtest.ts
View File

@ -140,7 +140,6 @@ export interface StrategyBacktestResult {
canceled_entry_orders?: number;
replaced_entry_orders?: number;
// Daily stats ...
draw_days: number;
drawdown_end: string;
drawdown_end_ts: number;
@ -148,6 +147,8 @@ export interface StrategyBacktestResult {
drawdown_start_ts: number;
loser_holding_avg: string;
loser_holding_avg_s: number;
max_consecutive_wins?: number;
max_consecutive_losses?: number;
losing_days: number;
max_drawdown: number;
max_drawdown_account: number;