Analyzing Entry and Exit Tags in Backtests
Summary
The document explains how to inspect backtest performance by entry and exit reasons in Freqtrade. It describes exporting signal data, then grouping trade outcomes by entry tag, exit tag, and pair. These views range from an overall summary to detailed pair and signal combinations, helping researchers compare how different conditions contribute to strategy results. The analysis applies to backtests, not hyperparameter optimization.
It also covers examining indicator values on entry or exit candles, filtering by signal tags or date range, reviewing rejected signals, selecting earlier backtest results, and exporting tables to CSV. Examples show the available trade and candle fields, including prices, volume, trade duration, and profit measures. The document provides a workflow and sample output rather than evidence that any strategy performs well. Signal exports can become large, results may be affected by cached runs, and detailed grouped tables can grow unwieldy; indicator analysis also requires the requested indicators to exist in the strategy data.
Key ideas
- Exporting signals allows backtest trades to be analyzed by their entry and exit tags.
- Analysis groups summarize performance at different levels, including by pair and signal combination.
- Indicator values can be inspected on entry and exit candles when those indicators exist in the strategy data.
- Date, tag, and signal filters can narrow the trades included in an analysis.
- Tables can be saved to CSV, while large signal exports and detailed groupings may require storage and output management.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.