256 lines
8.4 KiB
Markdown
256 lines
8.4 KiB
Markdown
# Hummingbot - Advanced
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**Pages:** 7
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---
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##
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**URL:** https://hummingbot.org/dashboard/backtest.png
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##
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**URL:** https://hummingbot.org/dashboard/backtest-2.png
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---
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##
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**URL:** https://hummingbot.org/assets/img/backtesting.png
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---
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##
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**URL:** https://hummingbot.org/dashboard/backtest-1.png
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---
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## Check Performance - Hummingbot
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**URL:** https://hummingbot.org/client/history
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**Contents:**
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- Performance History¶
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- History command¶
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- How It Works¶
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- Sample Output¶
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- Average Price¶
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- Hold Portfolio Value¶
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- Current Portfolio Value¶
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- Trade P&L¶
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- Total P&L¶
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- Return Percentage¶
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The history command displays the current duration of total past trades, asset inventory and value, and market trading pair performance. Run history --verbose to see all recent trades.
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Trades are saved locally in a .csv file located in the data folder which you can view by running history --verbose --days command even after you restart Hummingbot.
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Optional argument --precision specifies the number of decimal values.
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This block below shows the calculation for some of the values displayed in the history output.
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The Return % in the navbar at the bottom of Hummingbot client may be different from the history command output. This is because the Return % in history takes the price changes into calculation while the navbar in the bottom UI does not.
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Run the history command in Hummingbot to display the current duration of total past trades, asset inventory and value, market trading pair performance.
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The following displays the formula for key calculations:
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For more details on the calculations, please see this Google Sheet.
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Avg Price = Total trade volume of quote/Total trade volume of base asset.
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In the sample output, the total avg price is 6.91/47423 = 0.0001457
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This value means the average price of total MFT/BNB trades is 0.0001457
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The asset value from the start to the end with no trades.
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Hold portfolio value = (base start asset*current market price)+ quote start asset
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From the above example, for the Hold portfolio value is (155248*0.0000809)+23.33=35.89
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Current portfolio value = (base current asset*current market price)+ quote current asset
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From the above example, for the Current portfolio value is (202671*0.0000809)+16.419=32.815
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Trade P&L = Current portfolio value - Hold Portfolio value
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From the above example, for the Trade P&L value is 32.815-35.89=-3.075
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Total P&L = Trade P&L + Fees paid
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From the above example, for the Total P&L is -3.075 + -0.428 = -3.504
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Return% = Total P&L/Hold portfolio value
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From the above example, for the Return% is -3.075/-35.89 = -9.76%
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The Return % (bottom navbar) matches the calculated return on History after the last trade, see following screenshot:
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**Examples:**
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Example 1 (unknown):
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```unknown
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Avg price = total trade volume of quote / total trade volume of base asset
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Hold portfolio value = (base start asset * current market price) + quote start asset
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Current portfolio value = (base current asset * current market price) + quote current asset
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Trade P&L = current portfolio value - hold portfolio value
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Total P&L = trade P&L + fees paid
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Return % = total P&L / hold portfolio value
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```
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Example 2 (unknown):
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```unknown
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>>> history
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Start Time: 2020-11-11 00:56:37
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Current Time: 2020-11-11 12:57:22
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Duration: 0 days 12:00:45
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binance / MFT-BNB
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Trades:
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buy sell total
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Number of trades 113 97 209
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Total trade volume (BTC) 2181335 -2133912 47423
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Total trade volume (USDT) -217,67 210.76 -6.91
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Avg price 0.0000998 0.0000988 0.0001457
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Assets:
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Start Current Change
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MFT 155248 202671 47423
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BNB 23.331 16.419 -6.912
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MFT/BNB price 0.0001076 0.0000809 -0.0000267
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Base asset % 41.7% 50.0% 8.2%
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Performance:
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Hold portfolio value 35.890 BNB
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Current portfolio value 32.815 BNB
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Trade P&L -3.075 BNB
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Fees paid -0.428 BNB
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Total P&L -3.504 BNB
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Return %: -9.76%
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```
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---
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##
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**URL:** https://hummingbot.org/dashboard/backtest-3.png
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---
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## Check Performance - Hummingbot
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**URL:** https://hummingbot.org/client/history/
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**Contents:**
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- Performance History¶
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- History command¶
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- How It Works¶
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- Sample Output¶
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- Average Price¶
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- Hold Portfolio Value¶
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- Current Portfolio Value¶
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- Trade P&L¶
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- Total P&L¶
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- Return Percentage¶
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|
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The history command displays the current duration of total past trades, asset inventory and value, and market trading pair performance. Run history --verbose to see all recent trades.
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Trades are saved locally in a .csv file located in the data folder which you can view by running history --verbose --days command even after you restart Hummingbot.
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Optional argument --precision specifies the number of decimal values.
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This block below shows the calculation for some of the values displayed in the history output.
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The Return % in the navbar at the bottom of Hummingbot client may be different from the history command output. This is because the Return % in history takes the price changes into calculation while the navbar in the bottom UI does not.
|
|
|
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Run the history command in Hummingbot to display the current duration of total past trades, asset inventory and value, market trading pair performance.
|
|
|
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The following displays the formula for key calculations:
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For more details on the calculations, please see this Google Sheet.
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|
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Avg Price = Total trade volume of quote/Total trade volume of base asset.
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In the sample output, the total avg price is 6.91/47423 = 0.0001457
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This value means the average price of total MFT/BNB trades is 0.0001457
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The asset value from the start to the end with no trades.
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Hold portfolio value = (base start asset*current market price)+ quote start asset
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From the above example, for the Hold portfolio value is (155248*0.0000809)+23.33=35.89
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Current portfolio value = (base current asset*current market price)+ quote current asset
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From the above example, for the Current portfolio value is (202671*0.0000809)+16.419=32.815
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Trade P&L = Current portfolio value - Hold Portfolio value
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From the above example, for the Trade P&L value is 32.815-35.89=-3.075
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Total P&L = Trade P&L + Fees paid
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From the above example, for the Total P&L is -3.075 + -0.428 = -3.504
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Return% = Total P&L/Hold portfolio value
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From the above example, for the Return% is -3.075/-35.89 = -9.76%
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The Return % (bottom navbar) matches the calculated return on History after the last trade, see following screenshot:
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**Examples:**
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Example 1 (unknown):
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```unknown
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Avg price = total trade volume of quote / total trade volume of base asset
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Hold portfolio value = (base start asset * current market price) + quote start asset
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Current portfolio value = (base current asset * current market price) + quote current asset
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Trade P&L = current portfolio value - hold portfolio value
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Total P&L = trade P&L + fees paid
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Return % = total P&L / hold portfolio value
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```
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Example 2 (unknown):
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```unknown
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>>> history
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Start Time: 2020-11-11 00:56:37
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Current Time: 2020-11-11 12:57:22
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Duration: 0 days 12:00:45
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binance / MFT-BNB
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Trades:
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buy sell total
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Number of trades 113 97 209
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Total trade volume (BTC) 2181335 -2133912 47423
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Total trade volume (USDT) -217,67 210.76 -6.91
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Avg price 0.0000998 0.0000988 0.0001457
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Assets:
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Start Current Change
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MFT 155248 202671 47423
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BNB 23.331 16.419 -6.912
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MFT/BNB price 0.0001076 0.0000809 -0.0000267
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Base asset % 41.7% 50.0% 8.2%
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Performance:
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Hold portfolio value 35.890 BNB
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Current portfolio value 32.815 BNB
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Trade P&L -3.075 BNB
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Fees paid -0.428 BNB
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Total P&L -3.504 BNB
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Return %: -9.76%
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```
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---
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