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backtestResultView -> SCript setup
This commit is contained in:
Matthias
parent
978694f905
commit
8cc4488a02
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@ -57,11 +57,11 @@
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</div>
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</template>
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<script lang="ts">
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<script setup lang="ts">
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import TradeList from '@/components/ftbot/TradeList.vue';
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import { StrategyBacktestResult, Trade } from '@/types';
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import { defineComponent, computed } from 'vue';
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import { computed } from 'vue';
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import {
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timestampms,
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formatPercent,
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@ -69,335 +69,310 @@ import {
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humanizeDurationFromSeconds,
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} from '@/shared/formatters';
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export default defineComponent({
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name: 'LoginModal',
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components: {
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TradeList,
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},
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props: {
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backtestResult: { required: true, type: Object as () => StrategyBacktestResult },
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},
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setup(props) {
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const hasBacktestResult = computed(() => {
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return !!props.backtestResult;
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});
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const formatPriceStake = (price) => {
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return `${formatPrice(price, props.backtestResult.stake_currency_decimals)} ${
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props.backtestResult.stake_currency
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}`;
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};
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const getSortedTrades = (backtestResult: StrategyBacktestResult): Trade[] => {
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const sortedTrades = backtestResult.trades
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.slice()
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.sort((a, b) => a.profit_ratio - b.profit_ratio);
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return sortedTrades;
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};
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const bestPair = computed((): string => {
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const trades = getSortedTrades(props.backtestResult);
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const value = trades[trades.length - 1];
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return `${value.pair} ${formatPercent(value.profit_ratio, 2)}`;
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});
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const worstPair = computed((): string => {
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const trades = getSortedTrades(props.backtestResult);
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const value = trades[0];
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return `${value.pair} ${formatPercent(value.profit_ratio, 2)}`;
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});
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const backtestResultStats = computed(() => {
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// Transpose Result into readable format
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const shortMetrics =
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props.backtestResult?.trade_count_short && props.backtestResult?.trade_count_short > 0
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? [
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{ metric: '___', value: '___' },
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{
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metric: 'Long / Short',
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value: `${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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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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props.backtestResult.profit_total_short || 0,
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)} | ${formatPriceStake(props.backtestResult.profit_total_short_abs)}`,
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},
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]
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: [];
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return [
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{
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metric: 'Total Profit',
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value: `${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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},
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{
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metric: 'Profit factor',
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value: `${
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props.backtestResult.profit_factor
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? formatPrice(props.backtestResult.profit_factor, 3)
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: 'N/A'
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}`,
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},
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{
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metric: 'Total trades / Daily Avg Trades',
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value: `${props.backtestResult.total_trades} / ${props.backtestResult.trades_per_day}`,
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},
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// { metric: 'First trade', value: props.backtestResult.backtest_fi },
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// { metric: 'First trade Pair', value: props.backtestResult.backtest_best_day },
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{
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metric: 'Best day',
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value: `${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)} | ${formatPriceStake(
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props.backtestResult.backtest_worst_day_abs,
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)}`,
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},
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{
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metric: 'Win/Draw/Loss',
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value: `${
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props.backtestResult.results_per_pair[props.backtestResult.results_per_pair.length - 1]
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.wins
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} / ${
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props.backtestResult.results_per_pair[props.backtestResult.results_per_pair.length - 1]
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.draws
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} / ${
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props.backtestResult.results_per_pair[props.backtestResult.results_per_pair.length - 1]
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.losses
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}`,
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},
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{
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metric: 'Days win/draw/loss',
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value: `${props.backtestResult.winning_days} / ${props.backtestResult.draw_days} / ${props.backtestResult.losing_days}`,
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},
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{
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metric: 'Avg. Duration winners',
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value: humanizeDurationFromSeconds(props.backtestResult.winner_holding_avg_s),
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},
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{
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metric: 'Avg. Duration Losers',
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value: humanizeDurationFromSeconds(props.backtestResult.loser_holding_avg_s),
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},
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{ metric: 'Rejected entry signals', value: props.backtestResult.rejected_signals },
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{
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metric: 'Entry/Exit timeouts',
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value: `${props.backtestResult.timedout_entry_orders} / ${props.backtestResult.timedout_exit_orders}`,
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},
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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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},
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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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},
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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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},
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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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metric: 'Max Drawdown (Account)',
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value: 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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},
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{
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metric: 'Drawdown high | low',
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value: `${formatPriceStake(props.backtestResult.max_drawdown_high)} | ${formatPriceStake(
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props.backtestResult.max_drawdown_low,
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)}`,
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},
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{ metric: 'Drawdown start', value: timestampms(props.backtestResult.drawdown_start_ts) },
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{ metric: 'Drawdown end', value: timestampms(props.backtestResult.drawdown_end_ts) },
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{ metric: '___', value: '___' },
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{
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metric: 'Best Pair',
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value: `${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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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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];
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});
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const backtestResultSettings = computed(() => {
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// Transpose Result into readable format
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return [
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{ setting: 'Backtesting from', value: timestampms(props.backtestResult.backtest_start_ts) },
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{ setting: 'Backtesting to', value: timestampms(props.backtestResult.backtest_end_ts) },
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{
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setting: 'BT execution time',
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value: humanizeDurationFromSeconds(
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props.backtestResult.backtest_run_end_ts - props.backtestResult.backtest_run_start_ts,
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),
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},
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{ setting: 'Max open trades', value: props.backtestResult.max_open_trades },
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{ setting: 'Timeframe', value: props.backtestResult.timeframe },
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{ setting: 'Timeframe Detail', value: props.backtestResult.timeframe_detail || 'N/A' },
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{ setting: 'Timerange', value: props.backtestResult.timerange },
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{ setting: 'Stoploss', value: formatPercent(props.backtestResult.stoploss, 2) },
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{ setting: 'Trailing Stoploss', value: props.backtestResult.trailing_stop },
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{
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setting: 'Trail only when offset is reached',
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value: props.backtestResult.trailing_only_offset_is_reached,
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},
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{ setting: 'Trailing Stop positive', value: props.backtestResult.trailing_stop_positive },
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{
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setting: 'Trailing stop positive offset',
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value: props.backtestResult.trailing_stop_positive_offset,
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},
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{ setting: 'Custom Stoploss', value: props.backtestResult.use_custom_stoploss },
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{ setting: 'ROI', value: props.backtestResult.minimal_roi },
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{
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setting: 'Use Exit Signal',
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value:
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props.backtestResult.use_exit_signal !== undefined
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? props.backtestResult.use_exit_signal
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: props.backtestResult.use_sell_signal,
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},
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{
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setting: 'Exit profit only',
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value:
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props.backtestResult.exit_profit_only !== undefined
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? props.backtestResult.exit_profit_only
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: props.backtestResult.sell_profit_only,
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},
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{
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setting: 'Exit profit offset',
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value:
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props.backtestResult.exit_profit_offset !== undefined
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? props.backtestResult.exit_profit_offset
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: props.backtestResult.sell_profit_offset,
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},
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{ setting: 'Enable protections', value: props.backtestResult.enable_protections },
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{
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setting: 'Starting balance',
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value: formatPriceStake(props.backtestResult.starting_balance),
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},
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{
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setting: 'Final balance',
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value: formatPriceStake(props.backtestResult.final_balance),
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},
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{
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setting: 'Avg. stake amount',
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value: formatPriceStake(props.backtestResult.avg_stake_amount),
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},
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{
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setting: 'Total trade volume',
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value: formatPriceStake(props.backtestResult.total_volume),
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},
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];
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});
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const perPairFields = computed(() => {
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return [
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{ key: 'key', label: 'Pair' },
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{ key: 'trades', label: 'Buys' },
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{
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key: 'profit_mean',
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label: 'Avg Profit %',
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formatter: (value) => formatPercent(value, 2),
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},
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{ key: 'profit_sum', label: 'Cum Profit %', formatter: (value) => formatPercent(value, 2) },
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{
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key: 'profit_total_abs',
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label: `Tot Profit ${props.backtestResult.stake_currency}`,
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formatter: (value) => formatPrice(value, props.backtestResult.stake_currency_decimals),
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},
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{
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key: 'profit_total',
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label: 'Tot Profit %',
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formatter: (value) => formatPercent(value, 2),
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},
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{ key: 'duration_avg', label: 'Avg Duration' },
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{ key: 'wins', label: 'Wins' },
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{ key: 'draws', label: 'Draws' },
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{ key: 'losses', label: 'Losses' },
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];
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});
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const perExitReason = computed(() => {
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return [
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{ key: 'exit_reason', label: 'Exit Reason' },
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{ key: 'trades', label: 'Buys' },
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{
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key: 'profit_mean',
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label: 'Avg Profit %',
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formatter: (value) => formatPercent(value, 2),
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},
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{ key: 'profit_sum', label: 'Cum Profit %', formatter: (value) => formatPercent(value, 2) },
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{
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key: 'profit_total_abs',
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label: `Tot Profit ${props.backtestResult.stake_currency}`,
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formatter: (value) => formatPrice(value, props.backtestResult.stake_currency_decimals),
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},
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{
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key: 'profit_total',
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label: 'Tot Profit %',
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formatter: (value) => formatPercent(value, 2),
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},
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{ key: 'wins', label: 'Wins' },
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{ key: 'draws', label: 'Draws' },
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{ key: 'losses', label: 'Losses' },
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];
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});
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const backtestResultFields: Array<Record<string, string>> = [
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{ key: 'metric', label: 'Metric' },
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{ key: 'value', label: 'Value' },
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];
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const backtestsettingFields: Array<Record<string, string>> = [
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{ key: 'setting', label: 'Setting' },
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{ key: 'value', label: 'Value' },
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];
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return {
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hasBacktestResult,
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formatPriceStake,
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bestPair,
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worstPair,
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backtestResultStats,
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backtestResultSettings,
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perPairFields,
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perExitReason,
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backtestResultFields,
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backtestsettingFields,
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};
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},
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const props = defineProps({
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backtestResult: { required: true, type: Object as () => StrategyBacktestResult },
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});
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const formatPriceStake = (price) => {
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return `${formatPrice(price, props.backtestResult.stake_currency_decimals)} ${
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props.backtestResult.stake_currency
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}`;
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};
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const getSortedTrades = (backtestResult: StrategyBacktestResult): Trade[] => {
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const sortedTrades = backtestResult.trades
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.slice()
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.sort((a, b) => a.profit_ratio - b.profit_ratio);
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return sortedTrades;
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};
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const bestPair = computed((): string => {
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const trades = getSortedTrades(props.backtestResult);
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const value = trades[trades.length - 1];
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return `${value.pair} ${formatPercent(value.profit_ratio, 2)}`;
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});
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const worstPair = computed((): string => {
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const trades = getSortedTrades(props.backtestResult);
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const value = trades[0];
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return `${value.pair} ${formatPercent(value.profit_ratio, 2)}`;
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});
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const backtestResultStats = computed(() => {
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// Transpose Result into readable format
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const shortMetrics =
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props.backtestResult?.trade_count_short && props.backtestResult?.trade_count_short > 0
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? [
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{ metric: '___', value: '___' },
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{
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metric: 'Long / Short',
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value: `${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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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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props.backtestResult.profit_total_short || 0,
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)} | ${formatPriceStake(props.backtestResult.profit_total_short_abs)}`,
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},
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]
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: [];
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return [
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{
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metric: 'Total Profit',
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value: `${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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},
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{
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metric: 'Profit factor',
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value: `${
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props.backtestResult.profit_factor
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? formatPrice(props.backtestResult.profit_factor, 3)
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: 'N/A'
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}`,
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},
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{
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metric: 'Total trades / Daily Avg Trades',
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value: `${props.backtestResult.total_trades} / ${props.backtestResult.trades_per_day}`,
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},
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// { metric: 'First trade', value: props.backtestResult.backtest_fi },
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// { metric: 'First trade Pair', value: props.backtestResult.backtest_best_day },
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{
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metric: 'Best day',
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value: `${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)} | ${formatPriceStake(
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props.backtestResult.backtest_worst_day_abs,
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)}`,
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},
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{
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metric: 'Win/Draw/Loss',
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value: `${
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props.backtestResult.results_per_pair[props.backtestResult.results_per_pair.length - 1].wins
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} / ${
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props.backtestResult.results_per_pair[props.backtestResult.results_per_pair.length - 1]
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.draws
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} / ${
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props.backtestResult.results_per_pair[props.backtestResult.results_per_pair.length - 1]
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.losses
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}`,
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},
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{
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metric: 'Days win/draw/loss',
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value: `${props.backtestResult.winning_days} / ${props.backtestResult.draw_days} / ${props.backtestResult.losing_days}`,
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},
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{
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metric: 'Avg. Duration winners',
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value: humanizeDurationFromSeconds(props.backtestResult.winner_holding_avg_s),
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},
|
||||
{
|
||||
metric: 'Avg. Duration Losers',
|
||||
value: humanizeDurationFromSeconds(props.backtestResult.loser_holding_avg_s),
|
||||
},
|
||||
{ metric: 'Rejected entry signals', value: props.backtestResult.rejected_signals },
|
||||
{
|
||||
metric: 'Entry/Exit timeouts',
|
||||
value: `${props.backtestResult.timedout_entry_orders} / ${props.backtestResult.timedout_exit_orders}`,
|
||||
},
|
||||
{
|
||||
metric: 'Canceled Trade Entries',
|
||||
value: props.backtestResult.canceled_trade_entries ?? 'N/A',
|
||||
},
|
||||
{
|
||||
metric: 'Canceled Entry Orders',
|
||||
value: props.backtestResult.canceled_entry_orders ?? 'N/A',
|
||||
},
|
||||
{
|
||||
metric: 'Replaced Entry Orders',
|
||||
value: props.backtestResult.replaced_entry_orders ?? 'N/A',
|
||||
},
|
||||
|
||||
...shortMetrics,
|
||||
|
||||
{ metric: '___', value: '___' },
|
||||
{ metric: 'Min balance', value: formatPriceStake(props.backtestResult.csum_min) },
|
||||
{ metric: 'Max balance', value: formatPriceStake(props.backtestResult.csum_max) },
|
||||
{ metric: 'Market change', value: formatPercent(props.backtestResult.market_change) },
|
||||
{ metric: '___', value: '___' },
|
||||
{
|
||||
metric: 'Max Drawdown (Account)',
|
||||
value: formatPercent(props.backtestResult.max_drawdown_account),
|
||||
},
|
||||
{
|
||||
metric: 'Max Drawdown ABS',
|
||||
value: formatPriceStake(props.backtestResult.max_drawdown_abs),
|
||||
},
|
||||
{
|
||||
metric: 'Drawdown high | low',
|
||||
value: `${formatPriceStake(props.backtestResult.max_drawdown_high)} | ${formatPriceStake(
|
||||
props.backtestResult.max_drawdown_low,
|
||||
)}`,
|
||||
},
|
||||
{ metric: 'Drawdown start', value: timestampms(props.backtestResult.drawdown_start_ts) },
|
||||
{ metric: 'Drawdown end', value: timestampms(props.backtestResult.drawdown_end_ts) },
|
||||
{ metric: '___', value: '___' },
|
||||
|
||||
{
|
||||
metric: 'Best Pair',
|
||||
value: `${props.backtestResult.best_pair.key} ${formatPercent(
|
||||
props.backtestResult.best_pair.profit_sum,
|
||||
)}`,
|
||||
},
|
||||
{
|
||||
metric: 'Worst Pair',
|
||||
value: `${props.backtestResult.worst_pair.key} ${formatPercent(
|
||||
props.backtestResult.worst_pair.profit_sum,
|
||||
)}`,
|
||||
},
|
||||
{ metric: 'Best single Trade', value: bestPair.value },
|
||||
{ metric: 'Worst single Trade', value: worstPair.value },
|
||||
];
|
||||
});
|
||||
|
||||
const backtestResultSettings = computed(() => {
|
||||
// Transpose Result into readable format
|
||||
return [
|
||||
{ setting: 'Backtesting from', value: timestampms(props.backtestResult.backtest_start_ts) },
|
||||
{ setting: 'Backtesting to', value: timestampms(props.backtestResult.backtest_end_ts) },
|
||||
{
|
||||
setting: 'BT execution time',
|
||||
value: humanizeDurationFromSeconds(
|
||||
props.backtestResult.backtest_run_end_ts - props.backtestResult.backtest_run_start_ts,
|
||||
),
|
||||
},
|
||||
{ setting: 'Max open trades', value: props.backtestResult.max_open_trades },
|
||||
{ setting: 'Timeframe', value: props.backtestResult.timeframe },
|
||||
{ setting: 'Timeframe Detail', value: props.backtestResult.timeframe_detail || 'N/A' },
|
||||
{ setting: 'Timerange', value: props.backtestResult.timerange },
|
||||
{ setting: 'Stoploss', value: formatPercent(props.backtestResult.stoploss, 2) },
|
||||
{ setting: 'Trailing Stoploss', value: props.backtestResult.trailing_stop },
|
||||
{
|
||||
setting: 'Trail only when offset is reached',
|
||||
value: props.backtestResult.trailing_only_offset_is_reached,
|
||||
},
|
||||
{ setting: 'Trailing Stop positive', value: props.backtestResult.trailing_stop_positive },
|
||||
{
|
||||
setting: 'Trailing stop positive offset',
|
||||
value: props.backtestResult.trailing_stop_positive_offset,
|
||||
},
|
||||
{ setting: 'Custom Stoploss', value: props.backtestResult.use_custom_stoploss },
|
||||
{ setting: 'ROI', value: props.backtestResult.minimal_roi },
|
||||
{
|
||||
setting: 'Use Exit Signal',
|
||||
value:
|
||||
props.backtestResult.use_exit_signal !== undefined
|
||||
? props.backtestResult.use_exit_signal
|
||||
: props.backtestResult.use_sell_signal,
|
||||
},
|
||||
{
|
||||
setting: 'Exit profit only',
|
||||
value:
|
||||
props.backtestResult.exit_profit_only !== undefined
|
||||
? props.backtestResult.exit_profit_only
|
||||
: props.backtestResult.sell_profit_only,
|
||||
},
|
||||
{
|
||||
setting: 'Exit profit offset',
|
||||
value:
|
||||
props.backtestResult.exit_profit_offset !== undefined
|
||||
? props.backtestResult.exit_profit_offset
|
||||
: props.backtestResult.sell_profit_offset,
|
||||
},
|
||||
{ setting: 'Enable protections', value: props.backtestResult.enable_protections },
|
||||
{
|
||||
setting: 'Starting balance',
|
||||
value: formatPriceStake(props.backtestResult.starting_balance),
|
||||
},
|
||||
{
|
||||
setting: 'Final balance',
|
||||
value: formatPriceStake(props.backtestResult.final_balance),
|
||||
},
|
||||
{
|
||||
setting: 'Avg. stake amount',
|
||||
value: formatPriceStake(props.backtestResult.avg_stake_amount),
|
||||
},
|
||||
{
|
||||
setting: 'Total trade volume',
|
||||
value: formatPriceStake(props.backtestResult.total_volume),
|
||||
},
|
||||
];
|
||||
});
|
||||
const perPairFields = computed(() => {
|
||||
return [
|
||||
{ key: 'key', label: 'Pair' },
|
||||
{ key: 'trades', label: 'Buys' },
|
||||
{
|
||||
key: 'profit_mean',
|
||||
label: 'Avg Profit %',
|
||||
formatter: (value) => formatPercent(value, 2),
|
||||
},
|
||||
{ key: 'profit_sum', label: 'Cum Profit %', formatter: (value) => formatPercent(value, 2) },
|
||||
{
|
||||
key: 'profit_total_abs',
|
||||
label: `Tot Profit ${props.backtestResult.stake_currency}`,
|
||||
formatter: (value) => formatPrice(value, props.backtestResult.stake_currency_decimals),
|
||||
},
|
||||
{
|
||||
key: 'profit_total',
|
||||
label: 'Tot Profit %',
|
||||
formatter: (value) => formatPercent(value, 2),
|
||||
},
|
||||
{ key: 'duration_avg', label: 'Avg Duration' },
|
||||
{ key: 'wins', label: 'Wins' },
|
||||
{ key: 'draws', label: 'Draws' },
|
||||
{ key: 'losses', label: 'Losses' },
|
||||
];
|
||||
});
|
||||
|
||||
const perExitReason = computed(() => {
|
||||
return [
|
||||
{ key: 'exit_reason', label: 'Exit Reason' },
|
||||
{ key: 'trades', label: 'Buys' },
|
||||
{
|
||||
key: 'profit_mean',
|
||||
label: 'Avg Profit %',
|
||||
formatter: (value) => formatPercent(value, 2),
|
||||
},
|
||||
{ key: 'profit_sum', label: 'Cum Profit %', formatter: (value) => formatPercent(value, 2) },
|
||||
{
|
||||
key: 'profit_total_abs',
|
||||
label: `Tot Profit ${props.backtestResult.stake_currency}`,
|
||||
|
||||
formatter: (value) => formatPrice(value, props.backtestResult.stake_currency_decimals),
|
||||
},
|
||||
{
|
||||
key: 'profit_total',
|
||||
label: 'Tot Profit %',
|
||||
formatter: (value) => formatPercent(value, 2),
|
||||
},
|
||||
{ key: 'wins', label: 'Wins' },
|
||||
{ key: 'draws', label: 'Draws' },
|
||||
{ key: 'losses', label: 'Losses' },
|
||||
];
|
||||
});
|
||||
const backtestResultFields: Array<Record<string, string>> = [
|
||||
{ key: 'metric', label: 'Metric' },
|
||||
{ key: 'value', label: 'Value' },
|
||||
];
|
||||
|
||||
const backtestsettingFields: Array<Record<string, string>> = [
|
||||
{ key: 'setting', label: 'Setting' },
|
||||
{ key: 'value', label: 'Value' },
|
||||
];
|
||||
</script>
|
||||
|
||||
<style lang="scss" scoped>
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user