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Reduce verbosity of ResultAnalysis further
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Matthias
parent
1f7ce48e70
commit
61ba6a836e
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@ -121,52 +121,43 @@ const backtestResultStats = computed(() => {
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const shortMetrics =
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props.backtestResult?.trade_count_short && props.backtestResult?.trade_count_short > 0
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? [
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{ metric: '___', value: '___' },
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{ '___ ': '___' },
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{
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metric: 'Long / Short',
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value: `${props.backtestResult.trade_count_long} / ${props.backtestResult.trade_count_short}`,
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'Long / Short': `${props.backtestResult.trade_count_long} / ${props.backtestResult.trade_count_short}`,
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},
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{
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metric: 'Total profit Long',
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value: `${formatPercent(
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'Total profit Long': `${formatPercent(
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props.backtestResult.profit_total_long || 0,
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)} | ${formatPriceStake(props.backtestResult.profit_total_long_abs)}`,
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},
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{
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metric: 'Total profit Short',
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value: `${formatPercent(
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'Total profit Short': `${formatPercent(
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props.backtestResult.profit_total_short || 0,
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)} | ${formatPriceStake(props.backtestResult.profit_total_short_abs)}`,
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},
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]
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: [];
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return [
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const tmp = [
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{
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metric: 'Total Profit',
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value: `${formatPercent(props.backtestResult.profit_total)} | ${formatPriceStake(
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'Total Profit': `${formatPercent(props.backtestResult.profit_total)} | ${formatPriceStake(
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props.backtestResult.profit_total_abs,
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)}`,
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},
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{
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metric: 'CAGR',
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value: `${props.backtestResult.cagr ? formatPercent(props.backtestResult.cagr) : 'N/A'}`,
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CAGR: `${props.backtestResult.cagr ? formatPercent(props.backtestResult.cagr) : 'N/A'}`,
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},
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{
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metric: 'Sortino',
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value: `${props.backtestResult.sortino ? props.backtestResult.sortino.toFixed(2) : 'N/A'}`,
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Sortino: `${props.backtestResult.sortino ? props.backtestResult.sortino.toFixed(2) : 'N/A'}`,
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},
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{
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metric: 'Sharpe',
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value: `${props.backtestResult.sharpe ? props.backtestResult.sharpe.toFixed(2) : 'N/A'}`,
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Sharpe: `${props.backtestResult.sharpe ? props.backtestResult.sharpe.toFixed(2) : 'N/A'}`,
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},
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{
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metric: 'Calmar',
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value: `${props.backtestResult.calmar ? props.backtestResult.calmar.toFixed(2) : 'N/A'}`,
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Calmar: `${props.backtestResult.calmar ? props.backtestResult.calmar.toFixed(2) : 'N/A'}`,
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},
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{
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metric: `Expectancy ${props.backtestResult.expectancy_ratio ? '(ratio)' : ''}`,
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value: `${
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[`Expectancy ${props.backtestResult.expectancy_ratio ? '(ratio)' : ''}`]: `${
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props.backtestResult.expectancy
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? props.backtestResult.expectancy_ratio
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? props.backtestResult.expectancy.toFixed(2) +
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@ -178,35 +169,31 @@ const backtestResultStats = computed(() => {
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}`,
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},
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{
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metric: 'Profit factor',
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value: `${
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'Profit factor': `${
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props.backtestResult.profit_factor
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? formatPrice(props.backtestResult.profit_factor, 3)
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: 'N/A'
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}`,
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},
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{
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metric: 'Total trades / Daily Avg Trades',
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value: `${props.backtestResult.total_trades} / ${props.backtestResult.trades_per_day}`,
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'Total trades / Daily Avg Trades': `${props.backtestResult.total_trades} / ${props.backtestResult.trades_per_day}`,
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},
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// { metric: 'First trade', value: props.backtestResult.backtest_fi },
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// { metric: 'First trade Pair', value: props.backtestResult.backtest_best_day },
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// { 'First trade': props.backtestResult.backtest_fi },
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// { 'First trade Pair': props.backtestResult.backtest_best_day },
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{
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metric: 'Best day',
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value: `${formatPercent(props.backtestResult.backtest_best_day, 2)} | ${formatPriceStake(
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'Best day': `${formatPercent(props.backtestResult.backtest_best_day, 2)} | ${formatPriceStake(
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props.backtestResult.backtest_best_day_abs,
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)}`,
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},
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{
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metric: 'Worst day',
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value: `${formatPercent(props.backtestResult.backtest_worst_day, 2)} | ${formatPriceStake(
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props.backtestResult.backtest_worst_day_abs,
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)}`,
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'Worst day': `${formatPercent(
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props.backtestResult.backtest_worst_day,
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2,
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)} | ${formatPriceStake(props.backtestResult.backtest_worst_day_abs)}`,
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},
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{
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metric: 'Win/Draw/Loss',
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value: `${pairSummary.value.wins} / ${pairSummary.value.draws} / ${
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'Win/Draw/Loss': `${pairSummary.value.wins} / ${pairSummary.value.draws} / ${
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pairSummary.value.losses
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} ${
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isNotUndefined(pairSummary.value.winrate)
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@ -222,83 +209,72 @@ const backtestResultStats = computed(() => {
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}`,
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},
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{
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metric: 'Days win/draw/loss',
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value: `${props.backtestResult.winning_days} / ${props.backtestResult.draw_days} / ${props.backtestResult.losing_days}`,
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},
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{
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metric: 'Avg. Duration winners',
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value: humanizeDurationFromSeconds(props.backtestResult.winner_holding_avg_s),
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'Days win/draw/loss': `${props.backtestResult.winning_days} / ${props.backtestResult.draw_days} / ${props.backtestResult.losing_days}`,
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},
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{
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metric: 'Avg. Duration Losers',
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value: humanizeDurationFromSeconds(props.backtestResult.loser_holding_avg_s),
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'Avg. Duration winners': humanizeDurationFromSeconds(
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props.backtestResult.winner_holding_avg_s,
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),
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},
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{
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metric: 'Max Consecutive Wins / Loss',
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value:
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'Avg. Duration Losers': humanizeDurationFromSeconds(props.backtestResult.loser_holding_avg_s),
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},
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{
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'Max Consecutive Wins / Loss':
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props.backtestResult.max_consecutive_wins === undefined
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? 'N/A'
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: `${props.backtestResult.max_consecutive_wins} / ${props.backtestResult.max_consecutive_losses}`,
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},
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{ metric: 'Rejected entry signals', value: props.backtestResult.rejected_signals },
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{ 'Rejected entry signals': props.backtestResult.rejected_signals },
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{
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metric: 'Entry/Exit timeouts',
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value: `${props.backtestResult.timedout_entry_orders} / ${props.backtestResult.timedout_exit_orders}`,
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'Entry/Exit timeouts': `${props.backtestResult.timedout_entry_orders} / ${props.backtestResult.timedout_exit_orders}`,
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},
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{
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metric: 'Canceled Trade Entries',
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value: props.backtestResult.canceled_trade_entries ?? 'N/A',
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'Canceled Trade Entries': props.backtestResult.canceled_trade_entries ?? 'N/A',
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},
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{
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metric: 'Canceled Entry Orders',
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value: props.backtestResult.canceled_entry_orders ?? 'N/A',
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'Canceled Entry Orders': props.backtestResult.canceled_entry_orders ?? 'N/A',
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},
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{
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metric: 'Replaced Entry Orders',
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value: props.backtestResult.replaced_entry_orders ?? 'N/A',
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'Replaced Entry Orders': props.backtestResult.replaced_entry_orders ?? 'N/A',
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},
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...shortMetrics,
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{ metric: '___', value: '___' },
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{ metric: 'Min balance', value: formatPriceStake(props.backtestResult.csum_min) },
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{ metric: 'Max balance', value: formatPriceStake(props.backtestResult.csum_max) },
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{ metric: 'Market change', value: formatPercent(props.backtestResult.market_change) },
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{ metric: '___', value: '___' },
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{ ___: '___' },
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{ 'Min balance': formatPriceStake(props.backtestResult.csum_min) },
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{ 'Max balance': formatPriceStake(props.backtestResult.csum_max) },
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{ 'Market change': formatPercent(props.backtestResult.market_change) },
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{ '___ ': '___' },
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{
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metric: 'Max Drawdown (Account)',
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value: formatPercent(props.backtestResult.max_drawdown_account),
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'Max Drawdown (Account)': formatPercent(props.backtestResult.max_drawdown_account),
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},
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{
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metric: 'Max Drawdown ABS',
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value: formatPriceStake(props.backtestResult.max_drawdown_abs),
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'Max Drawdown ABS': formatPriceStake(props.backtestResult.max_drawdown_abs),
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},
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{
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metric: 'Drawdown high | low',
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value: `${formatPriceStake(props.backtestResult.max_drawdown_high)} | ${formatPriceStake(
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props.backtestResult.max_drawdown_low,
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)}`,
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'Drawdown high | low': `${formatPriceStake(
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props.backtestResult.max_drawdown_high,
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)} | ${formatPriceStake(props.backtestResult.max_drawdown_low)}`,
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},
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{ metric: 'Drawdown start', value: timestampms(props.backtestResult.drawdown_start_ts) },
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{ metric: 'Drawdown end', value: timestampms(props.backtestResult.drawdown_end_ts) },
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{ metric: '___', value: '___' },
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{ 'Drawdown start': timestampms(props.backtestResult.drawdown_start_ts) },
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{ 'Drawdown end': timestampms(props.backtestResult.drawdown_end_ts) },
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{ '___ ': '___' },
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{
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metric: 'Best Pair',
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value: `${props.backtestResult.best_pair.key} ${formatPercent(
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'Best Pair': `${props.backtestResult.best_pair.key} ${formatPercent(
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props.backtestResult.best_pair.profit_sum,
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)}`,
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},
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{
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metric: 'Worst Pair',
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value: `${props.backtestResult.worst_pair.key} ${formatPercent(
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'Worst Pair': `${props.backtestResult.worst_pair.key} ${formatPercent(
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props.backtestResult.worst_pair.profit_sum,
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)}`,
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},
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{ metric: 'Best single Trade', value: bestPair.value },
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{ metric: 'Worst single Trade', value: worstPair.value },
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{ 'Best single Trade': bestPair.value },
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{ 'Worst single Trade': worstPair.value },
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];
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return formatObjectForTable({ value: tmp }, 'metric');
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});
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const backtestResultSettings = computed(() => {
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