Show backtest's summary metrics

[macd2]

First of all great project, but i feel there are a few metrics missing especially the trade summery which is returned by the regular backtest. What would be super cool as well would be an max drawdown marker overlay on the PNL graph.

Cheers

[nick-dolan]

Hey @macd2! Nice suggestion! I'm thinking about these metrics too. I still haven't added them because there are no such metrics in Jesse's .json file output.

@saleh-mir hey! How difficult would it be to add these metrics into a .json output? I'm about: Total Closed Trades, Total Net Profit, Max Drawdown, Annual Return, Expectancy, Avg Win | Avg Loss, and so on.

I expect an output structure like this:

{
  "totalClosedTrades": 7,
  "totalNetProfit": 133.78,
  "totalNetProfitPercent": 1.34,
  "startingBalance": 10000,
  ...,
  "trades": [...]
}

[saleh-mir]

It won't be that difficult but very useful. I'll do it. Thanks for the great suggestion 

[nick-dolan]

@saleh-mir, could you also add routes in JSON?

routes = [
    ('Binance', 'LTC-USDT', '1h', 'SMACrossover')
]

Possible structure:

{
  ...,
  routes: [
    {
      exchange: 'Binance',
      pair: 'LTC-USDT',
      timeframe: '1h',
      strategy: 'SMACrossover'
    }
  ],
  ...
}

I will show it in a backtest info and draw a chart with an appropriate timeframe.