mirror of
https://github.com/freqtrade/frequi.git
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319 lines
11 KiB
Vue
319 lines
11 KiB
Vue
<template>
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<div class="container-fluid px-0 backtestresult-container">
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<div class="row d-flex justify-content-center">
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<h3>Backtest-result for {{ backtestResult.strategy_name }}</h3>
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</div>
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<div class="row text-left ml-0">
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<div class="row w-100">
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<div class="col-12 col-xl-6 px-0 px-xl-0 pr-xl-1">
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<b-card header="Strategy settings">
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<b-table
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small
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borderless
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:items="backtestResultSettings"
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:fields="backtestsettingFields"
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>
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</b-table>
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</b-card>
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</div>
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<div class="col-12 col-xl-6 px-0 px-xl-0 pt-2 pt-xl-0 pl-xl-1">
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<b-card header="Metrics">
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<b-table small borderless :items="backtestResultStats" :fields="backtestResultFields">
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</b-table>
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</b-card>
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</div>
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</div>
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<b-card header="Results per Sell-reason" class="row mt-2 w-100">
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<b-table
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small
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hover
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stacked="sm"
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:items="backtestResult.sell_reason_summary"
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:fields="perSellReason"
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>
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</b-table>
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</b-card>
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<b-card header="Results per pair" class="row mt-2 w-100">
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<b-table
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small
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hover
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stacked="sm"
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:items="backtestResult.results_per_pair"
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:fields="perPairFields"
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>
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</b-table>
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</b-card>
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<b-card header="Single trades" class="row mt-2 w-100">
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<TradeList
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class="row trade-history mt-2 w-100"
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:trades="backtestResult.trades"
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:show-filter="true"
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:stake-currency="backtestResult.stake_currency"
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/>
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</b-card>
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</div>
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</div>
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</template>
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<script lang="ts">
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import TradeList from '@/components/ftbot/TradeList.vue';
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import { Component, Vue, Prop } from 'vue-property-decorator';
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import { StrategyBacktestResult, Trade } from '@/types';
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import ValuePair from '@/components/general/ValuePair.vue';
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import {
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timestampms,
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formatPercent,
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formatPrice,
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humanizeDurationFromSeconds,
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} from '@/shared/formatters';
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@Component({
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components: {
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TradeList,
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ValuePair,
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},
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})
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export default class BacktestResultView extends Vue {
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@Prop({ required: true }) readonly backtestResult!: StrategyBacktestResult;
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get hasBacktestResult() {
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return !!this.backtestResult;
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}
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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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formatPriceStake(price) {
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return `${formatPrice(price, this.backtestResult.stake_currency_decimals)} ${
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this.backtestResult.stake_currency
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}`;
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}
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get bestPair(): string {
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const trades = this.getSortedTrades(this.backtestResult);
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const value = trades[trades.length - 1];
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return `${value.pair} ${formatPercent(value.profit_ratio, 2)}`;
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}
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get worstPair(): string {
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const trades = this.getSortedTrades(this.backtestResult);
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const value = trades[0];
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return `${value.pair} ${formatPercent(value.profit_ratio, 2)}`;
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}
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get backtestResultStats() {
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// Transpose Result into readable format
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return [
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{
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metric: 'Total Profit',
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value: `${formatPercent(this.backtestResult.profit_total)} | ${this.formatPriceStake(
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this.backtestResult.profit_total_abs,
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)}`,
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},
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{
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metric: 'Total trades / Daily Avg Trades',
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value: `${this.backtestResult.total_trades} / ${this.backtestResult.trades_per_day}`,
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},
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// { metric: 'First trade', value: this.backtestResult.backtest_fi },
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// { metric: 'First trade Pair', value: this.backtestResult.backtest_best_day },
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{
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metric: 'Best day',
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value: `${formatPercent(
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this.backtestResult.backtest_best_day,
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2,
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)} | ${this.formatPriceStake(this.backtestResult.backtest_best_day_abs)}`,
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},
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{
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metric: 'Worst day',
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value: `${formatPercent(
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this.backtestResult.backtest_worst_day,
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2,
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)} | ${this.formatPriceStake(this.backtestResult.backtest_worst_day_abs)}`,
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},
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{
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metric: 'Win/Draw/Loss',
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value: `${
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this.backtestResult.results_per_pair[this.backtestResult.results_per_pair.length - 1].wins
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} / ${
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this.backtestResult.results_per_pair[this.backtestResult.results_per_pair.length - 1]
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.draws
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} / ${
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this.backtestResult.results_per_pair[this.backtestResult.results_per_pair.length - 1]
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.losses
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}`,
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},
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{
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metric: 'Days win/draw/loss',
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value: `${this.backtestResult.winning_days} / ${this.backtestResult.draw_days} / ${this.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(this.backtestResult.winner_holding_avg),
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},
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{
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metric: 'Avg. Duration Losers',
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value: humanizeDurationFromSeconds(this.backtestResult.loser_holding_avg),
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},
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{ metric: 'Rejected buy signals', value: this.backtestResult.rejected_signals },
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{ metric: '___', value: '___' },
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{ metric: 'Max Drawdown', value: formatPercent(this.backtestResult.max_drawdown) },
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{
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metric: 'Max Drawdown ABS',
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value: this.formatPriceStake(this.backtestResult.max_drawdown_abs),
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},
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{ metric: 'Drawdown start', value: timestampms(this.backtestResult.drawdown_start_ts) },
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{ metric: 'Drawdown end', value: timestampms(this.backtestResult.drawdown_end_ts) },
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{ metric: '___', value: '___' },
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{ metric: 'Min balance', value: this.formatPriceStake(this.backtestResult.csum_min) },
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{ metric: 'Max balance', value: this.formatPriceStake(this.backtestResult.csum_max) },
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{ metric: 'Market change', value: formatPercent(this.backtestResult.market_change) },
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{ metric: '___', value: '___' },
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{
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metric: 'Best Pair',
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value: `${this.backtestResult.best_pair.key} ${formatPercent(
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this.backtestResult.best_pair.profit_sum,
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)}`,
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},
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{
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metric: 'Worst Pair',
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value: `${this.backtestResult.worst_pair.key} ${formatPercent(
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this.backtestResult.worst_pair.profit_sum,
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)}`,
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},
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{ metric: 'Best single Trade', value: this.bestPair },
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{ metric: 'Worst single Trade', value: this.worstPair },
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];
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}
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timestampms = timestampms;
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formatPercent = formatPercent;
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get backtestResultSettings() {
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// Transpose Result into readable format
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return [
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{ setting: 'Backtesting from', value: timestampms(this.backtestResult.backtest_start_ts) },
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{ setting: 'Backtesting to', value: timestampms(this.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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this.backtestResult.backtest_run_end_ts - this.backtestResult.backtest_run_start_ts,
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),
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},
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{ setting: 'Max open trades', value: this.backtestResult.max_open_trades },
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{ setting: 'Timeframe', value: this.backtestResult.timeframe },
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{ setting: 'Timerange', value: this.backtestResult.timerange },
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{ setting: 'Stoploss', value: formatPercent(this.backtestResult.stoploss, 2) },
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{ setting: 'Trailing Stoploss', value: this.backtestResult.trailing_stop },
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{
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setting: 'Trail only when offset is reached',
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value: this.backtestResult.trailing_only_offset_is_reached,
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},
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{ setting: 'Trailing Stop positive', value: this.backtestResult.trailing_stop_positive },
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{
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setting: 'Trailing stop positive offset',
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value: this.backtestResult.trailing_stop_positive_offset,
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},
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{ setting: 'Custom Stoploss', value: this.backtestResult.use_custom_stoploss },
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{ setting: 'ROI', value: this.backtestResult.minimal_roi },
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{ setting: 'Use Sell Signal', value: this.backtestResult.use_sell_signal },
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{ setting: 'Sell profit only', value: this.backtestResult.sell_profit_only },
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{ setting: 'Sell profit offset', value: this.backtestResult.sell_profit_offset },
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{ setting: 'Enable protections', value: this.backtestResult.enable_protections },
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{
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setting: 'Starting balance',
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value: this.formatPriceStake(this.backtestResult.starting_balance),
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},
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{
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setting: 'Final balance',
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value: this.formatPriceStake(this.backtestResult.final_balance),
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},
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{
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setting: 'Avg. stake amount',
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value: this.formatPriceStake(this.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: this.formatPriceStake(this.backtestResult.total_volume),
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},
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];
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}
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get perPairFields() {
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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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{ key: 'profit_mean', label: 'Avg Profit %', formatter: (value) => formatPercent(value, 2) },
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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 ${this.backtestResult.stake_currency}`,
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formatter: (value) => formatPrice(value, this.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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get perSellReason() {
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return [
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{ key: 'sell_reason', label: 'Sell Reason' },
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{ key: 'trades', label: 'Buys' },
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{ key: 'profit_mean', label: 'Avg Profit %', formatter: (value) => formatPercent(value, 2) },
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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 ${this.backtestResult.stake_currency}`,
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formatter: (value) => formatPrice(value, this.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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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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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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}
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</script>
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<style lang="scss" scoped>
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.backtestresult-container {
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@media (min-width: 1200px) {
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max-width: 1200px;
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}
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}
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</style>
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