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Less strict test.
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iterativv committed Aug 8, 2021
1 parent c41abda commit 16aa8f9
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion tests/backtests/test_winrate_and_drawdown.py
Original file line number Diff line number Diff line change
Expand Up @@ -65,7 +65,7 @@ def timerange(request):
def deviations():
return {
"binance": {
("20210201", "20210301"): {"max_drawdown": 44, "winrate": 90},
("20210201", "20210301"): {"max_drawdown": 60, "winrate": 90},
("20210101", "20210201"): {"max_drawdown": 48, "winrate": 90},
("20210301", "20210401"): {"max_drawdown": 42, "winrate": 90},
},
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CI Backest Comparisson

Binance

20210101-20210201 Current Previous
Average Duration 7:10:00 7:14:00
Max Drawdown 46.4037 % 46.4037 %
Profit Mean 2.5586 % 7.9097 %
Profit Sum 491.25 % 1487.01 %
Profit Total 161.09 % 636.32 %
Win Rate 91.67 % 91.49 %
20210201-20210301 Current Previous
Average Duration 5:13:00 4:24:00
Max Drawdown 58.9387 % 30.6156 %
Profit Mean 2.6069 % 2.8288 %
Profit Sum 740.36 % 848.64 %
Profit Total 327.38 % 431.54 %
Win Rate 94.37 % 95.67 %
20210301-20210401 Current Previous
Average Duration 9:17:00 8:30:00
Max Drawdown 39.4099 % 30.3029 %
Profit Mean 2.8147 % 2.6479 %
Profit Sum 492.57 % 473.97 %
Profit Total 162.41 % 154.57 %
Win Rate 93.71 % 94.41 %
20210401-20210501 Current Previous
Average Duration 3:07:00 2:57:00
Max Drawdown 0.0 % 0.0 %
Profit Mean 3.7246 % 3.5972 %
Profit Sum 838.04 % 809.37 %
Profit Total 407.09 % 379.74 %
Win Rate 100.0 % 100.0 %
20210601-20210701 Current Previous
Average Duration 5:09:00 4:03:00
Max Drawdown 0.0 % 0.0 %
Profit Mean 3.434 % 3.2772 %
Profit Sum 336.53 % 321.17 %
Profit Total 93.1 % 87.53 %
Win Rate 100.0 % 100.0 %

Kucoin

20210101-20210201 Current Previous
Average Duration 4:58:00 4:58:00
Max Drawdown 8.98 % 8.98 %
Profit Mean 2.8184 % 2.8265 %
Profit Sum 152.19 % 149.8 %
Profit Total 34.85 % 34.22 %
Win Rate 96.3 % 96.23 %
20210201-20210301 Current Previous
Average Duration 4:07:00 4:04:00
Max Drawdown 15.7798 % 15.7798 %
Profit Mean 2.3399 % 2.2256 %
Profit Sum 177.83 % 169.15 %
Profit Total 41.69 % 39.28 %
Win Rate 96.05 % 96.05 %
20210301-20210401 Current Previous
Average Duration 3:38:00 3:40:00
Max Drawdown 29.5045 % 29.5045 %
Profit Mean 3.0472 % 2.8566 %
Profit Sum 121.89 % 111.41 %
Profit Total 26.83 % 24.25 %
Win Rate 95.0 % 94.87 %
20210401-20210501 Current Previous
Average Duration 7:50:00 7:50:00
Max Drawdown 17.7907 % 17.7907 %
Profit Mean 1.6118 % 1.6118 %
Profit Sum 38.68 % 38.68 %
Profit Total 7.91 % 7.91 %
Win Rate 91.67 % 91.67 %
20210601-20210701 Current Previous
Average Duration 11:54:00 11:54:00
Max Drawdown 12.7872 % 12.7872 %
Profit Mean 6.691 % 6.691 %
Profit Sum 100.36 % 100.36 %
Profit Total 20.03 % 20.03 %
Win Rate 86.67 % 86.67 %

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