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BacktestDigestDifference

Why a peer backtest is not comparable to the one being digested.

enum BacktestDigestDifference {
  TIMERANGE
  PAIRS
  TIMEFRAME
  TRADING_MODE
  STARTING_BALANCE
  CONFIG
  UNKNOWN
}

Values​

BacktestDigestDifference.TIMERANGE​

The actual backtest windows differ by more than one candle.

BacktestDigestDifference.PAIRS​

The pair sets differ.

BacktestDigestDifference.TIMEFRAME​

The candle timeframes differ.

BacktestDigestDifference.TRADING_MODE​

Spot vs futures (or margin) differ.

BacktestDigestDifference.STARTING_BALANCE​

The starting wallets differ, so returns are not comparable.

BacktestDigestDifference.CONFIG​

The runs were set up differently: their config fingerprints differ (for example a different run stoploss or stake).

BacktestDigestDifference.UNKNOWN​

A comparability key is missing on either side (an older run), so comparability cannot be verified.

Member Of​

BacktestDigestPeer object ● StrategyVersionComparison object