dema-trading-ai / engine

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Improve dynamic stoploss in backtesting report #288

Closed marijn111 closed 3 years ago

marijn111 commented 3 years ago

Looking at the report below, we see that the stoploss has been set on 3.5%. However, the Worst Trade was -12.7%. This was caused by the fact that this strategy used a dynamic stoploss. So even though that 3.5% was never used, it still showed up in the report, which is confusing. Perhaps replace it with 'dynamic' whenever dynamic stoploss is used?

================================================= 
| Backtesting Results 
=================================================
| Engine version        v0.6.4
| 
| Backtesting from:         2021-04-28 00:00
| Backtesting to:       2021-05-26 00:00
| Max open trades:      1
| Stoploss:             -3.5    %
| 
| Started with:         1000.0  $
| Ended with:           1149.29 $
| Overall profit:       14.93   %
| Amount of trades:         5
| Average trades per day:       0.18
| Left-open trades:         0
| Trades with loss:         3
| Most consecutive losses:  3
| 
| Best trade:           34.75   %
| Worst trade:          -12.7   %
| Max realised drawdown:    -19.5   %
| Max seen drawdown:        -27.28  %
| Max seen drawdown from:   2021-05-10 17:00
| Max seen drawdown to:     2021-05-25 23:30
| Max seen drawdown at:     2021-05-24 09:30
| Market change coins:      nan %
| Market change BTC:        -30.67  %
| 
| Fee percentage:       0.25    %
| Total fee paid:       30.22   $
| Left open trades 
+------+-----------------+------------------+-----------+
| Pair | cur. profit (%) |  cur. profit ($) | opened at |
+------+-----------------+------------------+-----------+
+------+-----------------+------------------+-----------+
======================================================================
geordle commented 3 years ago

This should be done in #291 . Closing for now as this is included in redesign