lychiyu/frequi_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/frequi.git synced 2024-09-21 01:51:09 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

Enhance backtesting report view

Browse Source
This commit is contained in:
Matthias 2021-01-19 22:50:51 +01:00
parent a1eac7a14c
commit cf67f8bb09
3 changed files with 70 additions and 10 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

73
src/components/ftbot/BacktestResultView.vue
View File

@ -1,13 +1,28 @@
<template>
<div class="container">
<div class="row">
<div>
<h2>Backtest-result for {{ strategy }}</h2>
</div>
<div class="container">
<b-card header="Metrics">
<b-table class="table-sm" :items="backtestResultStats" :fields="backtestResultFields">
</b-table>
</b-card>
<div class="row">
<div class="col-md-6">
<b-card header="Strategy settings">
<b-table
class="table-sm"
:items="backtestResultSettings"
:fields="backtestsettingFields"
>
</b-table>
</b-card>
</div>
<div class="col-md-6">
<b-card header="Metrics">
<b-table class="table-sm" :items="backtestResultStats" :fields="backtestResultFields">
</b-table>
</b-card>
</div>
</div>
<b-card header="Results per Sell-reason" class="mt-2">
<b-table
class="table-sm"
@ -57,9 +72,6 @@ export default class BacktestResultView extends Vue {
get backtestResultStats() {
// Transpose Result into readable format
return [
{ metric: 'Backtesting from', value: timestampms(this.backtestResult.backtest_start_ts) },
{ metric: 'Backtesting to', value: timestampms(this.backtestResult.backtest_end_ts) },
{ metric: 'Max open trades', value: this.backtestResult.max_open_trades },
{ metric: 'Total trades', value: this.backtestResult.total_trades },
// { metric: 'First trade', value: this.backtestResult.backtest_fi },
// { metric: 'First trade Pair', value: this.backtestResult.backtest_best_day },
@ -73,6 +85,18 @@ export default class BacktestResultView extends Vue {
{ metric: 'Best day', value: formatPercent(this.backtestResult.backtest_best_day, 2) },
{ metric: 'Worst day', value: formatPercent(this.backtestResult.backtest_worst_day, 2) },
{
metric: 'Win/Draw/Loss',
value: `${
this.backtestResult.results_per_pair[this.backtestResult.results_per_pair.length - 1].wins
} / ${
this.backtestResult.results_per_pair[this.backtestResult.results_per_pair.length - 1]
.draws
} / ${
this.backtestResult.results_per_pair[this.backtestResult.results_per_pair.length - 1]
.losses
}`,
},
{
metric: 'Days win/draw/loss',
value: `${this.backtestResult.winning_days} / ${this.backtestResult.draw_days} / ${this.backtestResult.losing_days}`,
@ -106,6 +130,34 @@ export default class BacktestResultView extends Vue {
];
}
get backtestResultSettings() {
// Transpose Result into readable format
return [
{ setting: 'Backtesting from', value: timestampms(this.backtestResult.backtest_start_ts) },
{ setting: 'Backtesting to', value: timestampms(this.backtestResult.backtest_end_ts) },
{ setting: 'Max open trades', value: this.backtestResult.max_open_trades },
{ setting: 'Timeframe', value: this.backtestResult.timeframe },
{ setting: 'Timerange', value: this.backtestResult.timerange },
{ setting: 'Stoploss', value: formatPercent(this.backtestResult.stoploss, 2) },
{ setting: 'Trailing Stoploss', value: this.backtestResult.trailing_stop },
{
setting: 'Trail only when offset is reached',
value: this.backtestResult.trailing_only_offset_is_reached,
},
{ setting: 'Trailing Stop positive', value: this.backtestResult.trailing_stop_positive },
{
setting: 'Trailing stop positive offset',
value: this.backtestResult.trailing_stop_positive_offset,
},
{ setting: 'Custom Stoploss', value: this.backtestResult.use_custom_stoploss },
{ setting: 'ROI', value: this.backtestResult.minimal_roi },
{ setting: 'Use Sell Signal', value: this.backtestResult.use_sell_signal },
{ setting: 'Sell profit only', value: this.backtestResult.sell_profit_only },
{ setting: 'Sell profit offset', value: this.backtestResult.sell_profit_offset },
{ setting: 'Enable protections', value: this.backtestResult.enable_protections },
];
}
get perPairFields() {
return [
{ key: 'key', label: 'Pair' },
@ -151,6 +203,11 @@ export default class BacktestResultView extends Vue {
{ key: 'metric', label: 'Metric' },
{ key: 'value', label: 'Value' },
];
backtestsettingFields: Array<Record<string, string>> = [
{ key: 'setting', label: 'Setting' },
{ key: 'value', label: 'Value' },
];
}
</script>

2
src/types/backtest.ts
View File

@ -72,11 +72,13 @@ export interface StrategyBacktestResult {
timeframe: string;
timerange: string;
strategy_name: string;
enable_protections: boolean;
stoploss: number;
trailing_stop: boolean;
trailing_stop_positive?: number;
trailing_stop_positive_offset?: number;
trailing_only_offset_is_reached: boolean;
use_custom_stoploss: boolean;
minimal_roi: Record<string, number>;
use_sell_signal: boolean;
sell_profit_only: boolean;

5
src/views/Backtesting.vue
View File

@ -144,8 +144,9 @@
</div>
</div>
<div v-if="hasBacktestResult && btFormMode == 'results'" class="text-center w-100 mt-2">
<div class="d-flex">
<b-list-group>
<div class="container d-flex align-items-center">
<label>Available results: </label>
<b-list-group class="ml-2">
<b-list-group-item
v-for="[key, strat] in Object.entries(backtestHistory)"
:key="key"