Repository: freqtrade/freqtrade

Issue:
Setting strategy stoploss to -1 generate different results from a minor number (more negative number)
<!-- 
Have you searched for similar issues before posting it?

If you have discovered a bug in the bot, please [search the issue tracker](https://github.com/freqtrade/freqtrade/issues?q=is%3Aissue). 
If it hasn't been reported, please create a new issue.

Please do not use bug reports to request new features.
-->

## Describe your environment

  * Operating system: Linux
  * Python Version: 3.8.10 (`python -V`)
  * CCXT version: 1.68.20 (`pip freeze | grep ccxt`)
  * Freqtrade Version: develop-ac71d7936 (`freqtrade -V` or `docker-compose run --rm freqtrade -V` for Freqtrade running in docker)
  
Note: All issues other than enhancement requests will be closed without further comment if the above template is deleted or not filled out.

## Describe the problem:

develop-ac71d7936

### Steps to reproduce:

  1. Generate backtesting for anything you want setting stoploss in your strategy to -1
  2. Generate backtesting for anything you want setting stoploss in your strategy to -1.1
  3. Generate backtesting for anything you want setting stoploss in your strategy to -10
  4. Compare Total profit %
  
### Observed Results:

  * What happened? Inconsistent results for stop loss -1
  * What did you expect to happen?  same results when stop loss is -10 and even when stop loss is -1.1  You can observe that results for stop loss -1.1 and -10 are the same, but different from stop loss -1

### Relevant code exceptions or logs

Note: Please copy/paste text of the messages, no screenshots of logs please.

  ```
No need to paste logs, error is from calculation
  ```



Discussion:
that's actually not quite enough information - if we need to invest a significant amount of time to recreate an issue, it'll usually not be looked at quickly.

Which results exactly are different? maybe you can provide 2 different results (please full log including the command that ran).

Did you really make sure that nothing else was different?
First Execution of backtesting setting stoploss to -1

```
freqtrade backtesting --strategy SansilaFinalStrategy --timerange 20220101-
2022-02-25 18:23:24,520 - freqtrade.configuration.configuration - INFO - Using config: user_data/config.json ...
2022-02-25 18:23:24,521 - freqtrade.loggers - INFO - Verbosity set to 0
2022-02-25 18:23:24,521 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 10 ...
2022-02-25 18:23:24,521 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20220101- ...
2022-02-25 18:23:24,521 - freqtrade.configuration.configuration - INFO - Using user-data directory: /home/hsanchez/trade/freqtrade-source/user_data ...
2022-02-25 18:23:24,522 - freqtrade.configuration.configuration - INFO - Using data directory: /home/hsanchez/trade/freqtrade-source/user_data/data/binance ...
2022-02-25 18:23:24,522 - freqtrade.configuration.configuration - INFO - Parameter --cache=day detected ...
2022-02-25 18:23:24,522 - freqtrade.configuration.check_exchange - INFO - Checking exchange...
2022-02-25 18:23:24,536 - freqtrade.configuration.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team.
2022-02-25 18:23:24,537 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
2022-02-25 18:23:24,537 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2022-02-25 18:23:24,540 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
2022-02-25 18:23:24,540 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
2022-02-25 18:23:24,541 - freqtrade.exchange.exchange - INFO - Using CCXT 1.68.20
2022-02-25 18:23:24,569 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance"
2022-02-25 18:23:26,226 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'...
2022-02-25 18:23:26,274 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy SansilaFinalStrategy from '/home/hsanchez/trade/freqtrade-source/user_data/strategies/SansilaFinalStrategy.py'...
2022-02-25 18:23:26,274 - freqtrade.strategy.hyper - INFO - Loading parameters from file /home/hsanchez/trade/freqtrade-source/user_data/strategies/SansilaFinalStrategy.json
2022-02-25 18:23:26,274 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 40
2022-02-25 18:23:26,274 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_slowd = 50
2022-02-25 18:23:26,275 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 70
2022-02-25 18:23:26,275 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_slowd = 69
2022-02-25 18:23:26,275 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
2022-02-25 18:23:26,276 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
2022-02-25 18:23:26,276 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 100.
2022-02-25 18:23:26,276 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'buy': 10, 'sell': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}.
2022-02-25 18:23:26,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.1, '1440': 0.08, '2880': 0.06, '4320': 0.04, '5760': 0.02, '7200': 0.01}
2022-02-25 18:23:26,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 1d
2022-02-25 18:23:26,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -1
2022-02-25 18:23:26,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
2022-02-25 18:23:26,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
2022-02-25 18:23:26,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
2022-02-25 18:23:26,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True
2022-02-25 18:23:26,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2022-02-25 18:23:26,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: False
2022-02-25 18:23:26,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}
2022-02-25 18:23:26,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'buy': 'gtc', 'sell': 'gtc'}
2022-02-25 18:23:26,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2022-02-25 18:23:26,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 100
2022-02-25 18:23:26,277 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: []
2022-02-25 18:23:26,277 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
2022-02-25 18:23:26,277 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'buy': 10, 'sell': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}
2022-02-25 18:23:26,277 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_sell_signal: True
2022-02-25 18:23:26,277 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_only: True
2022-02-25 18:23:26,277 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_buy_signal: False
2022-02-25 18:23:26,277 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_offset: 0.0
2022-02-25 18:23:26,277 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
2022-02-25 18:23:26,277 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
2022-02-25 18:23:26,277 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
2022-02-25 18:23:26,277 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2022-02-25 18:23:26,285 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/home/hsanchez/trade/freqtrade-source/freqtrade/plugins/pairlist/StaticPairList.py'...
2022-02-25 18:23:26,316 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 30 ...
2022-02-25 18:23:26,555 - freqtrade.optimize.backtesting - INFO - Loading data from 2021-12-02 00:00:00 up to 2022-02-22 00:00:00 (82 days).
2022-02-25 18:23:26,555 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
2022-02-25 18:23:26,556 - freqtrade.optimize.backtesting - WARNING - Backtest result caching disabled due to use of open-ended timerange.
2022-02-25 18:23:26,556 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy SansilaFinalStrategy
2022-02-25 18:23:26,707 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2022-01-01 00:00:00 up to 2022-02-22 00:00:00 (52 days).
2022-02-25 18:23:26,957 - freqtrade.misc - INFO - dumping json to "/home/hsanchez/trade/freqtrade-source/user_data/backtest_results/backtest-result-2022-02-25_18-23-26.meta.json"
2022-02-25 18:23:26,958 - freqtrade.misc - INFO - dumping json to "/home/hsanchez/trade/freqtrade-source/user_data/backtest_results/backtest-result-2022-02-25_18-23-26.json"
2022-02-25 18:23:26,960 - freqtrade.misc - INFO - dumping json to "/home/hsanchez/trade/freqtrade-source/user_data/backtest_results/.last_result.json"
Result for strategy SansilaFinalStrategy
=========================================================== BACKTESTING REPORT ===========================================================
|       Pair |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |    Avg Duration |   Win  Draw  Loss  Win% |
|------------+--------+----------------+----------------+-------------------+----------------+-----------------+-------------------------|
|  LUNA/USDT |      7 |           5.55 |          38.86 |            38.897 |           3.89 |         3:26:00 |     7     0     0   100 |
|  SHIB/USDT |      7 |           5.30 |          37.09 |            37.124 |           3.71 | 1 day, 10:17:00 |     7     0     0   100 |
| MATIC/USDT |      4 |           8.07 |          32.30 |            32.330 |           3.23 |        12:00:00 |     4     0     0   100 |
|   SOL/USDT |      7 |           3.95 |          27.65 |            27.682 |           2.77 |  1 day, 0:00:00 |     7     0     0   100 |
|  AVAX/USDT |      5 |           5.03 |          25.13 |            25.154 |           2.52 |  1 day, 4:48:00 |     5     0     0   100 |
|   ETH/USDT |      5 |           4.86 |          24.31 |            24.334 |           2.43 |  1 day, 4:48:00 |     5     0     0   100 |
|   DOT/USDT |     10 |           2.10 |          21.01 |            21.034 |           2.10 |        12:00:00 |     9     0     1  90.0 |
|   XRP/USDT |      5 |           3.58 |          17.88 |            17.897 |           1.79 |  1 day, 9:36:00 |     5     0     0   100 |
|   BTC/USDT |      7 |           2.11 |          14.75 |            14.766 |           1.48 |        17:09:00 |     7     0     0   100 |
|   YFI/USDT |      4 |           0.80 |           3.19 |             3.197 |           0.32 | 1 day, 12:00:00 |     3     0     1  75.0 |
|      TOTAL |     61 |           3.97 |         242.17 |           242.413 |          24.24 |        21:38:00 |    59     0     2  96.7 |
========================================================== BUY TAG STATS ===========================================================
|   TAG |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |
|-------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| TOTAL |     61 |           3.97 |         242.17 |           242.413 |          24.24 |       21:38:00 |    59     0     2  96.7 |
===================================================== SELL REASON STATS =====================================================
|   Sell Reason |   Sells |   Win  Draws  Loss  Win% |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |
|---------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
|     stop_loss |      56 |     56     0     0   100 |           4.63 |         259.32 |           259.58  |          25.93 |
|           roi |       3 |      3     0     0   100 |           1    |           3    |             3     |           0.3  |
|    force_sell |       2 |      0     0     2     0 |         -10.07 |         -20.15 |           -20.167 |          -2.01 |
======================================================== LEFT OPEN TRADES REPORT ========================================================
|     Pair |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |     Avg Duration |   Win  Draw  Loss  Win% |
|----------+--------+----------------+----------------+-------------------+----------------+------------------+-------------------------|
| DOT/USDT |      1 |          -9.54 |          -9.54 |            -9.546 |          -0.95 |  2 days, 0:00:00 |     0     0     1     0 |
| YFI/USDT |      1 |         -10.61 |         -10.61 |           -10.621 |          -1.06 |  3 days, 0:00:00 |     0     0     1     0 |
|    TOTAL |      2 |         -10.07 |         -20.15 |           -20.167 |          -2.02 | 2 days, 12:00:00 |     0     0     2     0 |
=============== SUMMARY METRICS ================
| Metric                 | Value               |
|------------------------+---------------------|
| Backtesting from       | 2022-01-01 00:00:00 |
| Backtesting to         | 2022-02-22 00:00:00 |
| Max open trades        | 10                  |
|                        |                     |
| Total/Daily Avg Trades | 61 / 1.17           |
| Starting balance       | 1000.000 USDT       |
| Final balance          | 1242.413 USDT       |
| Absolute profit        | 242.413 USDT        |
| Total profit %         | 24.24%              |
| Trades per day         | 1.17                |
| Avg. daily profit %    | 0.47%               |
| Avg. stake amount      | 100.000 USDT        |
| Total trade volume     | 6100.000 USDT       |
|                        |                     |
| Best Pair              | LUNA/USDT 38.86%    |
| Worst Pair             | YFI/USDT 3.19%      |
| Best trade             | SHIB/USDT 14.06%    |
| Worst trade            | YFI/USDT -10.61%    |
| Best day               | 77.279 USDT         |
| Worst day              | -20.167 USDT        |
| Days win/draw/lose     | 19 / 26 / 1         |
| Avg. Duration Winners  | 20:20:00            |
| Avg. Duration Loser    | 2 days, 12:00:00    |
| Rejected Buy signals   | 0                   |
|                        |                     |
| Min balance            | 1001.343 USDT       |
| Max balance            | 1262.580 USDT       |
| Drawdown (Account)     | 1.60%               |
| Drawdown               | 20.167 USDT         |
| Drawdown high          | 262.580 USDT        |
| Drawdown low           | 242.413 USDT        |
| Drawdown Start         | 2022-02-21 00:00:00 |
| Drawdown End           | 2022-02-22 00:00:00 |
| Market change          | -36.51%             |
================================================

2022-02-25 18:23:27,041 - freqtrade.exchange.exchange - INFO - Closing async ccxt session.
```

Second Execution of backtesting setting stoploss to -10
```
freqtrade backtesting --strategy SansilaFinalStrategy --timerange 20220101-
2022-02-25 18:23:44,499 - freqtrade.configuration.configuration - INFO - Using config: user_data/config.json ...
2022-02-25 18:23:44,500 - freqtrade.loggers - INFO - Verbosity set to 0
2022-02-25 18:23:44,500 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 10 ...
2022-02-25 18:23:44,500 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20220101- ...
2022-02-25 18:23:44,500 - freqtrade.configuration.configuration - INFO - Using user-data directory: /home/hsanchez/trade/freqtrade-source/user_data ...
2022-02-25 18:23:44,501 - freqtrade.configuration.configuration - INFO - Using data directory: /home/hsanchez/trade/freqtrade-source/user_data/data/binance ...
2022-02-25 18:23:44,501 - freqtrade.configuration.configuration - INFO - Parameter --cache=day detected ...
2022-02-25 18:23:44,501 - freqtrade.configuration.check_exchange - INFO - Checking exchange...
2022-02-25 18:23:44,516 - freqtrade.configuration.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team.
2022-02-25 18:23:44,516 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
2022-02-25 18:23:44,516 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2022-02-25 18:23:44,520 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
2022-02-25 18:23:44,520 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
2022-02-25 18:23:44,520 - freqtrade.exchange.exchange - INFO - Using CCXT 1.68.20
2022-02-25 18:23:44,548 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance"
2022-02-25 18:23:46,125 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'...
2022-02-25 18:23:46,172 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy SansilaFinalStrategy from '/home/hsanchez/trade/freqtrade-source/user_data/strategies/SansilaFinalStrategy.py'...
2022-02-25 18:23:46,172 - freqtrade.strategy.hyper - INFO - Loading parameters from file /home/hsanchez/trade/freqtrade-source/user_data/strategies/SansilaFinalStrategy.json
2022-02-25 18:23:46,172 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 40
2022-02-25 18:23:46,173 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_slowd = 50
2022-02-25 18:23:46,173 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 70
2022-02-25 18:23:46,173 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_slowd = 69
2022-02-25 18:23:46,173 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
2022-02-25 18:23:46,174 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
2022-02-25 18:23:46,174 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 100.
2022-02-25 18:23:46,174 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'buy': 10, 'sell': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}.
2022-02-25 18:23:46,174 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.1, '1440': 0.08, '2880': 0.06, '4320': 0.04, '5760': 0.02, '7200': 0.01}
2022-02-25 18:23:46,174 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 1d
2022-02-25 18:23:46,174 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -10
2022-02-25 18:23:46,174 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
2022-02-25 18:23:46,174 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
2022-02-25 18:23:46,174 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
2022-02-25 18:23:46,174 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True
2022-02-25 18:23:46,174 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2022-02-25 18:23:46,174 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: False
2022-02-25 18:23:46,174 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}
2022-02-25 18:23:46,174 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'buy': 'gtc', 'sell': 'gtc'}
2022-02-25 18:23:46,174 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2022-02-25 18:23:46,175 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 100
2022-02-25 18:23:46,175 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: []
2022-02-25 18:23:46,175 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
2022-02-25 18:23:46,175 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'buy': 10, 'sell': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}
2022-02-25 18:23:46,175 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_sell_signal: True
2022-02-25 18:23:46,175 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_only: True
2022-02-25 18:23:46,175 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_buy_signal: False
2022-02-25 18:23:46,175 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_offset: 0.0
2022-02-25 18:23:46,175 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
2022-02-25 18:23:46,175 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
2022-02-25 18:23:46,175 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
2022-02-25 18:23:46,175 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2022-02-25 18:23:46,183 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/home/hsanchez/trade/freqtrade-source/freqtrade/plugins/pairlist/StaticPairList.py'...
2022-02-25 18:23:46,213 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 30 ...
2022-02-25 18:23:46,450 - freqtrade.optimize.backtesting - INFO - Loading data from 2021-12-02 00:00:00 up to 2022-02-22 00:00:00 (82 days).
2022-02-25 18:23:46,450 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
2022-02-25 18:23:46,451 - freqtrade.optimize.backtesting - WARNING - Backtest result caching disabled due to use of open-ended timerange.
2022-02-25 18:23:46,451 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy SansilaFinalStrategy
2022-02-25 18:23:46,609 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2022-01-01 00:00:00 up to 2022-02-22 00:00:00 (52 days).
2022-02-25 18:23:46,876 - freqtrade.misc - INFO - dumping json to "/home/hsanchez/trade/freqtrade-source/user_data/backtest_results/backtest-result-2022-02-25_18-23-46.meta.json"
2022-02-25 18:23:46,876 - freqtrade.misc - INFO - dumping json to "/home/hsanchez/trade/freqtrade-source/user_data/backtest_results/backtest-result-2022-02-25_18-23-46.json"
2022-02-25 18:23:46,878 - freqtrade.misc - INFO - dumping json to "/home/hsanchez/trade/freqtrade-source/user_data/backtest_results/.last_result.json"
Result for strategy SansilaFinalStrategy
=========================================================== BACKTESTING REPORT ===========================================================
|       Pair |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |    Avg Duration |   Win  Draw  Loss  Win% |
|------------+--------+----------------+----------------+-------------------+----------------+-----------------+-------------------------|
|  SHIB/USDT |      7 |           3.63 |          25.43 |            25.452 |           2.55 | 1 day, 10:17:00 |     7     0     0   100 |
|  LUNA/USDT |      7 |           3.61 |          25.27 |            25.299 |           2.53 |         3:26:00 |     7     0     0   100 |
|  AVAX/USDT |      5 |           4.12 |          20.58 |            20.598 |           2.06 |  1 day, 4:48:00 |     5     0     0   100 |
|   SOL/USDT |      7 |           2.52 |          17.63 |            17.648 |           1.76 |  1 day, 0:00:00 |     7     0     0   100 |
|   ETH/USDT |      5 |           2.08 |          10.39 |            10.397 |           1.04 |  1 day, 4:48:00 |     5     0     0   100 |
|   XRP/USDT |      5 |           1.73 |           8.64 |             8.649 |           0.86 |  1 day, 9:36:00 |     5     0     0   100 |
| MATIC/USDT |      4 |           2.10 |           8.39 |             8.397 |           0.84 |        12:00:00 |     4     0     0   100 |
|   DOT/USDT |     10 |           0.60 |           5.97 |             5.978 |           0.60 |        12:00:00 |     9     0     1  90.0 |
|   BTC/USDT |      7 |           0.83 |           5.79 |             5.794 |           0.58 |        17:09:00 |     7     0     0   100 |
|   YFI/USDT |      4 |          -1.14 |          -4.57 |            -4.574 |          -0.46 | 1 day, 12:00:00 |     3     0     1  75.0 |
|      TOTAL |     61 |           2.02 |         123.52 |           123.639 |          12.36 |        21:38:00 |    59     0     2  96.7 |
========================================================== BUY TAG STATS ===========================================================
|   TAG |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |
|-------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| TOTAL |     61 |           2.02 |         123.52 |           123.639 |          12.36 |       21:38:00 |    59     0     2  96.7 |
======================================================= SELL REASON STATS ========================================================
|        Sell Reason |   Sells |   Win  Draws  Loss  Win% |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |
|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
| trailing_stop_loss |      43 |     43     0     0   100 |           1.2  |          51.75 |            51.806 |           5.18 |
|                roi |      16 |     16     0     0   100 |           5.74 |          91.91 |            92     |           9.19 |
|         force_sell |       2 |      0     0     2     0 |         -10.07 |         -20.15 |           -20.167 |          -2.01 |
======================================================== LEFT OPEN TRADES REPORT ========================================================
|     Pair |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |     Avg Duration |   Win  Draw  Loss  Win% |
|----------+--------+----------------+----------------+-------------------+----------------+------------------+-------------------------|
| DOT/USDT |      1 |          -9.54 |          -9.54 |            -9.546 |          -0.95 |  2 days, 0:00:00 |     0     0     1     0 |
| YFI/USDT |      1 |         -10.61 |         -10.61 |           -10.621 |          -1.06 |  3 days, 0:00:00 |     0     0     1     0 |
|    TOTAL |      2 |         -10.07 |         -20.15 |           -20.167 |          -2.02 | 2 days, 12:00:00 |     0     0     2     0 |
=============== SUMMARY METRICS ================
| Metric                 | Value               |
|------------------------+---------------------|
| Backtesting from       | 2022-01-01 00:00:00 |
| Backtesting to         | 2022-02-22 00:00:00 |
| Max open trades        | 10                  |
|                        |                     |
| Total/Daily Avg Trades | 61 / 1.17           |
| Starting balance       | 1000.000 USDT       |
| Final balance          | 1123.639 USDT       |
| Absolute profit        | 123.639 USDT        |
| Total profit %         | 12.36%              |
| Trades per day         | 1.17                |
| Avg. daily profit %    | 0.24%               |
| Avg. stake amount      | 100.000 USDT        |
| Total trade volume     | 6100.000 USDT       |
|                        |                     |
| Best Pair              | SHIB/USDT 25.43%    |
| Worst Pair             | YFI/USDT -4.57%     |
| Best trade             | LUNA/USDT 9.99%     |
| Worst trade            | YFI/USDT -10.61%    |
| Best day               | 44.794 USDT         |
| Worst day              | -20.167 USDT        |
| Days win/draw/lose     | 19 / 26 / 1         |
| Avg. Duration Winners  | 20:20:00            |
| Avg. Duration Loser    | 2 days, 12:00:00    |
| Rejected Buy signals   | 0                   |
|                        |                     |
| Min balance            | 1000.799 USDT       |
| Max balance            | 1143.806 USDT       |
| Drawdown (Account)     | 1.76%               |
| Drawdown               | 20.167 USDT         |
| Drawdown high          | 143.806 USDT        |
| Drawdown low           | 123.639 USDT        |
| Drawdown Start         | 2022-02-21 00:00:00 |
| Drawdown End           | 2022-02-22 00:00:00 |
| Market change          | -36.51%             |
================================================

2022-02-25 18:23:46,956 - freqtrade.exchange.exchange - INFO - Closing async ccxt session.
```

Per definition of stop loss, the "Total profit %" from both executions must be the same:

On first execution (stop loss -1.0):
| Total profit %         | 24.24%              |

On second execution (stop loss -10.0):
| Total profit %         | 12.36%              |

Those are different results, and occurs only when setting stop loss to -1.0.  If I use a different value of stop loss minor than -1.0, like -10 in the example, shows the same value.

With stop loss 0.99:
| Total profit %         | 12.36%              |
With stop loss -1.0:
| Total profit %         | 24.24%              |
With stop loss -1.1:
| Total profit %         | 12.36%              |
With stop loss -2.0:
| Total profit %         | 12.36%              |
With stop loss -5.0:
| Total profit %         | 12.36%              |
With stop loss -10.0:
| Total profit %         | 12.36%              |


You can notice here a discontinuity on stop loss -1.0

Happens when the strategy uses trailing stop on true.

Hope this help to understand the problem.

> ===================================================== SELL REASON STATS =====================================================
> |   Sell Reason |   Sells |   Win  Draws  Loss  Win% |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |
> |---------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
> |     stop_loss |      56 |     56     0     0   100 |           4.63 |         259.32 |           259.58  |          25.93 |
> |           roi |       3 |      3     0     0   100 |           1    |           3    |             3     |           0.3  |
> |    force_sell |       2 |      0     0     2     0 |         -10.07 |         -20.15 |           -20.167 |          -2.01 |



> ======================================================= SELL REASON STATS ========================================================
> |        Sell Reason |   Sells |   Win  Draws  Loss  Win% |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |
> |--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
> | trailing_stop_loss |      43 |     43     0     0   100 |           1.2  |          51.75 |            51.806 |           5.18 |
> |                roi |      16 |     16     0     0   100 |           5.74 |          91.91 |            92     |           9.19 |
> |         force_sell |       2 |      0     0     2     0 |         -10.07 |         -20.15 |           -20.167 |          -2.01 |


The 2 above statistics are quite interesting and suggest that you're maybe manually assigning sell-reasons (which is not a problem, but will mess with sell-reasons).

Based on the configuration (stoploss=-1, trailing_stop=True) - the first sell-reason should be trailing_stop_loss (which seems correct on the 2nd attempt).

It'd be interesting if you're able to observe this with a plain strategy as well (like with SampleStrategy) - as i think this is something related to your strategy, not to freqtrade.


SampleStrategy changing trailing stop to True:
# Trailing stoploss
    trailing_stop = True
    trailing_only_offset_is_reached = True
    trailing_stop_positive = 0.01
    trailing_stop_positive_offset = 0.02

Backtesting with stop loss = -0.99
```
freqtrade backtesting --strategy SampleStrategy --timerange 20220101-
2022-02-28 09:33:03,285 - freqtrade.configuration.configuration - INFO - Using config: user_data/config.json ...
2022-02-28 09:33:03,286 - freqtrade.loggers - INFO - Verbosity set to 0
2022-02-28 09:33:03,286 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 10 ...
2022-02-28 09:33:03,286 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20220101- ...
2022-02-28 09:33:03,287 - freqtrade.configuration.configuration - INFO - Using user-data directory: /home/hsanchez/trade/freqtrade-source/user_data ...
2022-02-28 09:33:03,287 - freqtrade.configuration.configuration - INFO - Using data directory: /home/hsanchez/trade/freqtrade-source/user_data/data/binance ...
2022-02-28 09:33:03,287 - freqtrade.configuration.configuration - INFO - Parameter --cache=day detected ...
2022-02-28 09:33:03,287 - freqtrade.configuration.check_exchange - INFO - Checking exchange...
2022-02-28 09:33:03,308 - freqtrade.configuration.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team.
2022-02-28 09:33:03,308 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
2022-02-28 09:33:03,308 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2022-02-28 09:33:03,312 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
2022-02-28 09:33:03,312 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
2022-02-28 09:33:03,313 - freqtrade.exchange.exchange - INFO - Using CCXT 1.68.20
2022-02-28 09:33:03,347 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance"
2022-02-28 09:33:05,283 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'...
2022-02-28 09:33:05,346 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy SampleStrategy from '/home/hsanchez/trade/freqtrade-source/user_data/strategies/sample_strategy.py'...
2022-02-28 09:33:05,346 - freqtrade.strategy.hyper - INFO - Found no parameter file.
2022-02-28 09:33:05,346 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
2022-02-28 09:33:05,347 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): buy_rsi = 30
2022-02-28 09:33:05,348 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
2022-02-28 09:33:05,348 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): sell_rsi = 70
2022-02-28 09:33:05,348 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
2022-02-28 09:33:05,349 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
2022-02-28 09:33:05,349 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 100.
2022-02-28 09:33:05,349 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'buy': 10, 'sell': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}.
2022-02-28 09:33:05,349 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'60': 0.01, '30': 0.02, '0': 0.04}
2022-02-28 09:33:05,349 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 5m
2022-02-28 09:33:05,349 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.99
2022-02-28 09:33:05,349 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
2022-02-28 09:33:05,349 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
2022-02-28 09:33:05,349 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
2022-02-28 09:33:05,349 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True
2022-02-28 09:33:05,349 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2022-02-28 09:33:05,349 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: False
2022-02-28 09:33:05,350 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}
2022-02-28 09:33:05,350 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'buy': 'gtc', 'sell': 'gtc'}
2022-02-28 09:33:05,350 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2022-02-28 09:33:05,350 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 100
2022-02-28 09:33:05,350 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: []
2022-02-28 09:33:05,350 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
2022-02-28 09:33:05,350 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'buy': 10, 'sell': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}
2022-02-28 09:33:05,350 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_sell_signal: True
2022-02-28 09:33:05,350 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_only: False
2022-02-28 09:33:05,350 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_buy_signal: False
2022-02-28 09:33:05,350 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_offset: 0.0
2022-02-28 09:33:05,350 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
2022-02-28 09:33:05,350 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
2022-02-28 09:33:05,350 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
2022-02-28 09:33:05,350 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2022-02-28 09:33:05,357 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/home/hsanchez/trade/freqtrade-source/freqtrade/plugins/pairlist/StaticPairList.py'...
2022-02-28 09:33:05,393 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 30 ...
2022-02-28 09:33:05,446 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair BTC/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:33:05,529 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair ETH/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:33:05,594 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair SOL/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:33:05,667 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair YFI/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:33:05,813 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair MATIC/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:33:05,883 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair LUNA/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:33:05,955 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair XRP/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:33:06,020 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair DOT/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:33:06,089 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair AVAX/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:33:06,157 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair SHIB/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:33:06,190 - freqtrade.optimize.backtesting - INFO - Loading data from 2022-01-01 00:00:00 up to 2022-02-24 15:35:00 (54 days).
2022-02-28 09:33:06,190 - freqtrade.configuration.timerange - WARNING - Moving start-date by 30 candles to account for startup time.
2022-02-28 09:33:06,190 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
2022-02-28 09:33:06,191 - freqtrade.optimize.backtesting - WARNING - Backtest result caching disabled due to use of open-ended timerange.
2022-02-28 09:33:06,191 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy SampleStrategy
2022-02-28 09:33:06,591 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2022-01-01 02:30:00 up to 2022-02-24 15:35:00 (54 days).
2022-02-28 09:33:40,023 - freqtrade.misc - INFO - dumping json to "/home/hsanchez/trade/freqtrade-source/user_data/backtest_results/backtest-result-2022-02-28_09-33-40.meta.json"
2022-02-28 09:33:40,023 - freqtrade.misc - INFO - dumping json to "/home/hsanchez/trade/freqtrade-source/user_data/backtest_results/backtest-result-2022-02-28_09-33-40.json"
2022-02-28 09:33:40,027 - freqtrade.misc - INFO - dumping json to "/home/hsanchez/trade/freqtrade-source/user_data/backtest_results/.last_result.json"
Result for strategy SampleStrategy
============================================================ BACKTESTING REPORT ============================================================
|       Pair |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |      Avg Duration |   Win  Draw  Loss  Win% |
|------------+--------+----------------+----------------+-------------------+----------------+-------------------+-------------------------|
|   BTC/USDT |     21 |          -0.88 |         -18.48 |           -18.503 |          -1.85 |   1 day, 16:38:00 |    19     0     2  90.5 |
|  SHIB/USDT |      8 |          -3.09 |         -24.69 |           -24.717 |          -2.47 |  5 days, 11:03:00 |     6     0     2  75.0 |
|   XRP/USDT |     17 |          -1.88 |         -31.93 |           -31.963 |          -3.20 |   2 days, 5:39:00 |    15     0     2  88.2 |
|  LUNA/USDT |      5 |          -6.67 |         -33.35 |           -33.383 |          -3.34 |  10 days, 4:53:00 |     4     0     1  80.0 |
|   SOL/USDT |      4 |          -8.59 |         -34.34 |           -34.375 |          -3.44 | 10 days, 22:45:00 |     3     0     1  75.0 |
|   ETH/USDT |     11 |          -3.29 |         -36.19 |           -36.223 |          -3.62 |  3 days, 19:54:00 |     9     0     2  81.8 |
| MATIC/USDT |      9 |          -4.62 |         -41.59 |           -41.631 |          -4.16 |  3 days, 21:57:00 |     7     0     2  77.8 |
|   DOT/USDT |     11 |          -4.22 |         -46.40 |           -46.448 |          -4.64 |   4 days, 4:29:00 |     7     0     4  63.6 |
|  AVAX/USDT |     16 |          -3.07 |         -49.07 |           -49.118 |          -4.91 |   2 days, 5:30:00 |    14     0     2  87.5 |
|   YFI/USDT |     17 |          -3.08 |         -52.39 |           -52.444 |          -5.24 |   2 days, 8:06:00 |    15     0     2  88.2 |
|      TOTAL |    119 |          -3.10 |        -368.44 |          -368.806 |         -36.88 |  3 days, 10:52:00 |    99     0    20  83.2 |
=========================================================== BUY TAG STATS ============================================================
|   TAG |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |     Avg Duration |   Win  Draw  Loss  Win% |
|-------+--------+----------------+----------------+-------------------+----------------+------------------+-------------------------|
| TOTAL |    119 |          -3.10 |        -368.44 |          -368.806 |         -36.88 | 3 days, 10:52:00 |    99     0    20  83.2 |
======================================================= SELL REASON STATS ========================================================
|        Sell Reason |   Sells |   Win  Draws  Loss  Win% |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |
|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
|                roi |      96 |     96     0     0   100 |           1.12 |         107.06 |           107.165 |          10.71 |
|        sell_signal |      13 |      0     0    13     0 |         -24.46 |        -318.04 |          -318.357 |         -31.8  |
|         force_sell |       7 |      0     0     7     0 |         -23.4  |        -163.78 |          -163.94  |         -16.38 |
| trailing_stop_loss |       3 |      3     0     0   100 |           2.11 |           6.32 |             6.326 |           0.63 |
========================================================= LEFT OPEN TRADES REPORT =========================================================
|      Pair |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |      Avg Duration |   Win  Draw  Loss  Win% |
|-----------+--------+----------------+----------------+-------------------+----------------+-------------------+-------------------------|
|  BTC/USDT |      1 |         -18.02 |         -18.02 |           -18.033 |          -1.80 |  7 days, 11:20:00 |     0     0     1     0 |
|  ETH/USDT |      1 |         -18.85 |         -18.85 |           -18.870 |          -1.89 |   7 days, 1:30:00 |     0     0     1     0 |
|  DOT/USDT |      1 |         -21.57 |         -21.57 |           -21.596 |          -2.16 |  7 days, 11:45:00 |     0     0     1     0 |
|  XRP/USDT |      1 |         -23.83 |         -23.83 |           -23.855 |          -2.39 | 13 days, 20:00:00 |     0     0     1     0 |
| AVAX/USDT |      1 |         -25.69 |         -25.69 |           -25.715 |          -2.57 |  7 days, 11:20:00 |     0     0     1     0 |
| SHIB/USDT |      1 |         -26.26 |         -26.26 |           -26.282 |          -2.63 |   7 days, 1:55:00 |     0     0     1     0 |
|  YFI/USDT |      1 |         -29.56 |         -29.56 |           -29.588 |          -2.96 | 14 days, 16:45:00 |     0     0     1     0 |
|     TOTAL |      7 |         -23.40 |        -163.78 |          -163.940 |         -16.39 |   9 days, 7:14:00 |     0     0     7     0 |
=============== SUMMARY METRICS ================
| Metric                 | Value               |
|------------------------+---------------------|
| Backtesting from       | 2022-01-01 02:30:00 |
| Backtesting to         | 2022-02-24 15:35:00 |
| Max open trades        | 10                  |
|                        |                     |
| Total/Daily Avg Trades | 119 / 2.2           |
| Starting balance       | 1000.000 USDT       |
| Final balance          | 631.194 USDT        |
| Absolute profit        | -368.806 USDT       |
| Total profit %         | -36.88%             |
| Trades per day         | 2.2                 |
| Avg. daily profit %    | -0.68%              |
| Avg. stake amount      | 100.000 USDT        |
| Total trade volume     | 11900.000 USDT      |
|                        |                     |
| Best Pair              | BTC/USDT -18.48%    |
| Worst Pair             | YFI/USDT -52.39%    |
| Best trade             | AVAX/USDT 4.00%     |
| Worst trade            | AVAX/USDT -40.94%   |
| Best day               | 9.500 USDT          |
| Worst day              | -163.940 USDT       |
| Days win/draw/lose     | 22 / 22 / 11        |
| Avg. Duration Winners  | 10:31:00            |
| Avg. Duration Loser    | 18 days, 8:58:00    |
| Rejected Buy signals   | 0                   |
|                        |                     |
| Min balance            | 631.194 USDT        |
| Max balance            | 1024.612 USDT       |
| Drawdown (Account)     | 38.40%              |
| Drawdown               | 393.418 USDT        |
| Drawdown high          | 24.612 USDT         |
| Drawdown low           | -368.806 USDT       |
| Drawdown Start         | 2022-01-05 09:20:00 |
| Drawdown End           | 2022-02-24 15:35:00 |
| Market change          | -36.64%             |
================================================

2022-02-28 09:33:40,135 - freqtrade.exchange.exchange - INFO - Closing async ccxt session.
```

Backtesting with stop loss = -1.0

```
freqtrade backtesting --strategy SampleStrategy --timerange 20220101-
2022-02-28 09:33:58,698 - freqtrade.configuration.configuration - INFO - Using config: user_data/config.json ...
2022-02-28 09:33:58,699 - freqtrade.loggers - INFO - Verbosity set to 0
2022-02-28 09:33:58,699 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 10 ...
2022-02-28 09:33:58,699 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20220101- ...
2022-02-28 09:33:58,699 - freqtrade.configuration.configuration - INFO - Using user-data directory: /home/hsanchez/trade/freqtrade-source/user_data ...
2022-02-28 09:33:58,700 - freqtrade.configuration.configuration - INFO - Using data directory: /home/hsanchez/trade/freqtrade-source/user_data/data/binance ...
2022-02-28 09:33:58,700 - freqtrade.configuration.configuration - INFO - Parameter --cache=day detected ...
2022-02-28 09:33:58,700 - freqtrade.configuration.check_exchange - INFO - Checking exchange...
2022-02-28 09:33:58,718 - freqtrade.configuration.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team.
2022-02-28 09:33:58,718 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
2022-02-28 09:33:58,718 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2022-02-28 09:33:58,724 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
2022-02-28 09:33:58,724 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
2022-02-28 09:33:58,724 - freqtrade.exchange.exchange - INFO - Using CCXT 1.68.20
2022-02-28 09:33:58,759 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance"
2022-02-28 09:34:00,794 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'...
2022-02-28 09:34:00,859 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy SampleStrategy from '/home/hsanchez/trade/freqtrade-source/user_data/strategies/sample_strategy.py'...
2022-02-28 09:34:00,859 - freqtrade.strategy.hyper - INFO - Found no parameter file.
2022-02-28 09:34:00,859 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
2022-02-28 09:34:00,861 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): buy_rsi = 30
2022-02-28 09:34:00,862 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
2022-02-28 09:34:00,862 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): sell_rsi = 70
2022-02-28 09:34:00,862 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
2022-02-28 09:34:00,862 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
2022-02-28 09:34:00,862 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 100.
2022-02-28 09:34:00,862 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'buy': 10, 'sell': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}.
2022-02-28 09:34:00,862 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'60': 0.01, '30': 0.02, '0': 0.04}
2022-02-28 09:34:00,863 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 5m
2022-02-28 09:34:00,863 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -1.0
2022-02-28 09:34:00,863 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
2022-02-28 09:34:00,863 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
2022-02-28 09:34:00,863 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
2022-02-28 09:34:00,863 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True
2022-02-28 09:34:00,863 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2022-02-28 09:34:00,863 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: False
2022-02-28 09:34:00,863 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}
2022-02-28 09:34:00,863 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'buy': 'gtc', 'sell': 'gtc'}
2022-02-28 09:34:00,863 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2022-02-28 09:34:00,863 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 100
2022-02-28 09:34:00,863 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: []
2022-02-28 09:34:00,863 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
2022-02-28 09:34:00,863 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'buy': 10, 'sell': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}
2022-02-28 09:34:00,863 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_sell_signal: True
2022-02-28 09:34:00,863 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_only: False
2022-02-28 09:34:00,863 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_buy_signal: False
2022-02-28 09:34:00,864 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_offset: 0.0
2022-02-28 09:34:00,864 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
2022-02-28 09:34:00,864 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
2022-02-28 09:34:00,864 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
2022-02-28 09:34:00,864 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2022-02-28 09:34:00,878 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/home/hsanchez/trade/freqtrade-source/freqtrade/plugins/pairlist/StaticPairList.py'...
2022-02-28 09:34:00,954 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 30 ...
2022-02-28 09:34:01,009 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair BTC/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:34:01,083 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair ETH/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:34:01,158 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair SOL/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:34:01,236 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair YFI/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:34:01,384 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair MATIC/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:34:01,454 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair LUNA/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:34:01,522 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair XRP/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:34:01,605 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair DOT/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:34:01,684 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair AVAX/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:34:01,759 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair SHIB/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:34:01,803 - freqtrade.optimize.backtesting - INFO - Loading data from 2022-01-01 00:00:00 up to 2022-02-24 15:35:00 (54 days).
2022-02-28 09:34:01,803 - freqtrade.configuration.timerange - WARNING - Moving start-date by 30 candles to account for startup time.
2022-02-28 09:34:01,804 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
2022-02-28 09:34:01,805 - freqtrade.optimize.backtesting - WARNING - Backtest result caching disabled due to use of open-ended timerange.
2022-02-28 09:34:01,805 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy SampleStrategy
2022-02-28 09:34:02,209 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2022-01-01 02:30:00 up to 2022-02-24 15:35:00 (54 days).
2022-02-28 09:34:37,778 - freqtrade.misc - INFO - dumping json to "/home/hsanchez/trade/freqtrade-source/user_data/backtest_results/backtest-result-2022-02-28_09-34-37.meta.json"
2022-02-28 09:34:37,778 - freqtrade.misc - INFO - dumping json to "/home/hsanchez/trade/freqtrade-source/user_data/backtest_results/backtest-result-2022-02-28_09-34-37.json"
2022-02-28 09:34:37,782 - freqtrade.misc - INFO - dumping json to "/home/hsanchez/trade/freqtrade-source/user_data/backtest_results/.last_result.json"
Result for strategy SampleStrategy
============================================================ BACKTESTING REPORT ============================================================
|       Pair |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |      Avg Duration |   Win  Draw  Loss  Win% |
|------------+--------+----------------+----------------+-------------------+----------------+-------------------+-------------------------|
|   BTC/USDT |     21 |          -0.90 |         -18.83 |           -18.847 |          -1.88 |   1 day, 16:38:00 |    19     0     2  90.5 |
|  SHIB/USDT |      8 |          -3.19 |         -25.55 |           -25.571 |          -2.56 |  5 days, 11:03:00 |     6     0     2  75.0 |
|   XRP/USDT |     17 |          -1.88 |         -31.96 |           -31.996 |          -3.20 |   2 days, 5:39:00 |    15     0     2  88.2 |
|  LUNA/USDT |      5 |          -6.67 |         -33.35 |           -33.383 |          -3.34 |  10 days, 4:53:00 |     4     0     1  80.0 |
|   SOL/USDT |      4 |          -8.59 |         -34.34 |           -34.375 |          -3.44 | 10 days, 22:45:00 |     3     0     1  75.0 |
|   ETH/USDT |     11 |          -3.29 |         -36.19 |           -36.223 |          -3.62 |  3 days, 19:54:00 |     9     0     2  81.8 |
| MATIC/USDT |      9 |          -4.62 |         -41.59 |           -41.631 |          -4.16 |  3 days, 21:57:00 |     7     0     2  77.8 |
|   DOT/USDT |     11 |          -4.22 |         -46.40 |           -46.448 |          -4.64 |   4 days, 4:29:00 |     7     0     4  63.6 |
|  AVAX/USDT |     16 |          -3.10 |         -49.66 |           -49.706 |          -4.97 |   2 days, 5:30:00 |    14     0     2  87.5 |
|   YFI/USDT |     17 |          -3.06 |         -52.04 |           -52.094 |          -5.21 |   2 days, 8:06:00 |    15     0     2  88.2 |
|      TOTAL |    119 |          -3.11 |        -369.91 |          -370.276 |         -37.03 |  3 days, 10:52:00 |    99     0    20  83.2 |
=========================================================== BUY TAG STATS ============================================================
|   TAG |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |     Avg Duration |   Win  Draw  Loss  Win% |
|-------+--------+----------------+----------------+-------------------+----------------+------------------+-------------------------|
| TOTAL |    119 |          -3.11 |        -369.91 |          -370.276 |         -37.03 | 3 days, 10:52:00 |    99     0    20  83.2 |
===================================================== SELL REASON STATS =====================================================
|   Sell Reason |   Sells |   Win  Draws  Loss  Win% |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |
|---------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
|           roi |      90 |     90     0     0   100 |           1.06 |          95.07 |            95.165 |           9.51 |
|   sell_signal |      13 |      0     0    13     0 |         -24.46 |        -318.04 |          -318.357 |         -31.8  |
|     stop_loss |       9 |      9     0     0   100 |           1.87 |          16.84 |            16.856 |           1.68 |
|    force_sell |       7 |      0     0     7     0 |         -23.4  |        -163.78 |          -163.94  |         -16.38 |
========================================================= LEFT OPEN TRADES REPORT =========================================================
|      Pair |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |      Avg Duration |   Win  Draw  Loss  Win% |
|-----------+--------+----------------+----------------+-------------------+----------------+-------------------+-------------------------|
|  BTC/USDT |      1 |         -18.02 |         -18.02 |           -18.033 |          -1.80 |  7 days, 11:20:00 |     0     0     1     0 |
|  ETH/USDT |      1 |         -18.85 |         -18.85 |           -18.870 |          -1.89 |   7 days, 1:30:00 |     0     0     1     0 |
|  DOT/USDT |      1 |         -21.57 |         -21.57 |           -21.596 |          -2.16 |  7 days, 11:45:00 |     0     0     1     0 |
|  XRP/USDT |      1 |         -23.83 |         -23.83 |           -23.855 |          -2.39 | 13 days, 20:00:00 |     0     0     1     0 |
| AVAX/USDT |      1 |         -25.69 |         -25.69 |           -25.715 |          -2.57 |  7 days, 11:20:00 |     0     0     1     0 |
| SHIB/USDT |      1 |         -26.26 |         -26.26 |           -26.282 |          -2.63 |   7 days, 1:55:00 |     0     0     1     0 |
|  YFI/USDT |      1 |         -29.56 |         -29.56 |           -29.588 |          -2.96 | 14 days, 16:45:00 |     0     0     1     0 |
|     TOTAL |      7 |         -23.40 |        -163.78 |          -163.940 |         -16.39 |   9 days, 7:14:00 |     0     0     7     0 |
=============== SUMMARY METRICS ================
| Metric                 | Value               |
|------------------------+---------------------|
| Backtesting from       | 2022-01-01 02:30:00 |
| Backtesting to         | 2022-02-24 15:35:00 |
| Max open trades        | 10                  |
|                        |                     |
| Total/Daily Avg Trades | 119 / 2.2           |
| Starting balance       | 1000.000 USDT       |
| Final balance          | 629.724 USDT        |
| Absolute profit        | -370.276 USDT       |
| Total profit %         | -37.03%             |
| Trades per day         | 2.2                 |
| Avg. daily profit %    | -0.69%              |
| Avg. stake amount      | 100.000 USDT        |
| Total trade volume     | 11900.000 USDT      |
|                        |                     |
| Best Pair              | BTC/USDT -18.83%    |
| Worst Pair             | YFI/USDT -52.04%    |
| Best trade             | AVAX/USDT 3.41%     |
| Worst trade            | AVAX/USDT -40.94%   |
| Best day               | 9.500 USDT          |
| Worst day              | -163.940 USDT       |
| Days win/draw/lose     | 22 / 22 / 11        |
| Avg. Duration Winners  | 10:31:00            |
| Avg. Duration Loser    | 18 days, 8:58:00    |
| Rejected Buy signals   | 0                   |
|                        |                     |
| Min balance            | 629.724 USDT        |
| Max balance            | 1024.962 USDT       |
| Drawdown (Account)     | 38.56%              |
| Drawdown               | 395.238 USDT        |
| Drawdown high          | 24.962 USDT         |
| Drawdown low           | -370.276 USDT       |
| Drawdown Start         | 2022-01-05 09:20:00 |
| Drawdown End           | 2022-02-24 15:35:00 |
| Market change          | -36.64%             |
================================================

2022-02-28 09:34:37,886 - freqtrade.exchange.exchange - INFO - Closing async ccxt session.
```
Backtesting with stop loss = -1.01
```
freqtrade backtesting --strategy SampleStrategy --timerange 20220101-
2022-02-28 09:42:44,865 - freqtrade.configuration.configuration - INFO - Using config: user_data/config.json ...
2022-02-28 09:42:44,866 - freqtrade.loggers - INFO - Verbosity set to 0
2022-02-28 09:42:44,866 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 10 ...
2022-02-28 09:42:44,867 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20220101- ...
2022-02-28 09:42:44,867 - freqtrade.configuration.configuration - INFO - Using user-data directory: /home/hsanchez/trade/freqtrade-source/user_data ...
2022-02-28 09:42:44,867 - freqtrade.configuration.configuration - INFO - Using data directory: /home/hsanchez/trade/freqtrade-source/user_data/data/binance ...
2022-02-28 09:42:44,867 - freqtrade.configuration.configuration - INFO - Parameter --cache=day detected ...
2022-02-28 09:42:44,867 - freqtrade.configuration.check_exchange - INFO - Checking exchange...
2022-02-28 09:42:44,887 - freqtrade.configuration.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team.
2022-02-28 09:42:44,887 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
2022-02-28 09:42:44,887 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2022-02-28 09:42:44,891 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
2022-02-28 09:42:44,892 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
2022-02-28 09:42:44,892 - freqtrade.exchange.exchange - INFO - Using CCXT 1.68.20
2022-02-28 09:42:44,929 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance"
2022-02-28 09:42:46,381 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'...
2022-02-28 09:42:46,446 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy SampleStrategy from '/home/hsanchez/trade/freqtrade-source/user_data/strategies/sample_strategy.py'...
2022-02-28 09:42:46,446 - freqtrade.strategy.hyper - INFO - Found no parameter file.
2022-02-28 09:42:46,446 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
2022-02-28 09:42:46,446 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): buy_rsi = 30
2022-02-28 09:42:46,448 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
2022-02-28 09:42:46,448 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): sell_rsi = 70
2022-02-28 09:42:46,448 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
2022-02-28 09:42:46,448 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
2022-02-28 09:42:46,449 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 100.
2022-02-28 09:42:46,449 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'buy': 10, 'sell': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}.
2022-02-28 09:42:46,449 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'60': 0.01, '30': 0.02, '0': 0.04}
2022-02-28 09:42:46,449 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 5m
2022-02-28 09:42:46,449 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -1.01
2022-02-28 09:42:46,449 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
2022-02-28 09:42:46,449 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
2022-02-28 09:42:46,449 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
2022-02-28 09:42:46,449 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True
2022-02-28 09:42:46,449 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2022-02-28 09:42:46,449 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: False
2022-02-28 09:42:46,449 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}
2022-02-28 09:42:46,449 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'buy': 'gtc', 'sell': 'gtc'}
2022-02-28 09:42:46,450 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2022-02-28 09:42:46,450 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 100
2022-02-28 09:42:46,450 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: []
2022-02-28 09:42:46,450 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
2022-02-28 09:42:46,450 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'buy': 10, 'sell': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}
2022-02-28 09:42:46,450 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_sell_signal: True
2022-02-28 09:42:46,450 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_only: False
2022-02-28 09:42:46,450 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_buy_signal: False
2022-02-28 09:42:46,450 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_offset: 0.0
2022-02-28 09:42:46,450 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
2022-02-28 09:42:46,450 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
2022-02-28 09:42:46,450 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
2022-02-28 09:42:46,450 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2022-02-28 09:42:46,460 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/home/hsanchez/trade/freqtrade-source/freqtrade/plugins/pairlist/StaticPairList.py'...
2022-02-28 09:42:46,509 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 30 ...
2022-02-28 09:42:46,565 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair BTC/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:42:46,646 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair ETH/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:42:46,719 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair SOL/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:42:46,798 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair YFI/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:42:46,949 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair MATIC/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:42:47,025 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair LUNA/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:42:47,097 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair XRP/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:42:47,168 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair DOT/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:42:47,240 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair AVAX/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:42:47,317 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair SHIB/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:42:47,351 - freqtrade.optimize.backtesting - INFO - Loading data from 2022-01-01 00:00:00 up to 2022-02-24 15:35:00 (54 days).
2022-02-28 09:42:47,351 - freqtrade.configuration.timerange - WARNING - Moving start-date by 30 candles to account for startup time.
2022-02-28 09:42:47,351 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
2022-02-28 09:42:47,352 - freqtrade.optimize.backtesting - WARNING - Backtest result caching disabled due to use of open-ended timerange.
2022-02-28 09:42:47,352 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy SampleStrategy
2022-02-28 09:42:47,735 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2022-01-01 02:30:00 up to 2022-02-24 15:35:00 (54 days).
2022-02-28 09:43:21,166 - freqtrade.misc - INFO - dumping json to "/home/hsanchez/trade/freqtrade-source/user_data/backtest_results/backtest-result-2022-02-28_09-43-21.meta.json"
2022-02-28 09:43:21,167 - freqtrade.misc - INFO - dumping json to "/home/hsanchez/trade/freqtrade-source/user_data/backtest_results/backtest-result-2022-02-28_09-43-21.json"
2022-02-28 09:43:21,171 - freqtrade.misc - INFO - dumping json to "/home/hsanchez/trade/freqtrade-source/user_data/backtest_results/.last_result.json"
Result for strategy SampleStrategy
============================================================ BACKTESTING REPORT ============================================================
|       Pair |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |      Avg Duration |   Win  Draw  Loss  Win% |
|------------+--------+----------------+----------------+-------------------+----------------+-------------------+-------------------------|
|   BTC/USDT |     21 |          -0.88 |         -18.48 |           -18.503 |          -1.85 |   1 day, 16:38:00 |    19     0     2  90.5 |
|  SHIB/USDT |      8 |          -3.09 |         -24.69 |           -24.717 |          -2.47 |  5 days, 11:03:00 |     6     0     2  75.0 |
|   XRP/USDT |     17 |          -1.88 |         -31.93 |           -31.963 |          -3.20 |   2 days, 5:39:00 |    15     0     2  88.2 |
|  LUNA/USDT |      5 |          -6.67 |         -33.35 |           -33.383 |          -3.34 |  10 days, 4:53:00 |     4     0     1  80.0 |
|   SOL/USDT |      4 |          -8.59 |         -34.34 |           -34.375 |          -3.44 | 10 days, 22:45:00 |     3     0     1  75.0 |
|   ETH/USDT |     11 |          -3.29 |         -36.19 |           -36.223 |          -3.62 |  3 days, 19:54:00 |     9     0     2  81.8 |
| MATIC/USDT |      9 |          -4.62 |         -41.59 |           -41.631 |          -4.16 |  3 days, 21:57:00 |     7     0     2  77.8 |
|   DOT/USDT |     11 |          -4.22 |         -46.40 |           -46.448 |          -4.64 |   4 days, 4:29:00 |     7     0     4  63.6 |
|  AVAX/USDT |     16 |          -3.07 |         -49.07 |           -49.118 |          -4.91 |   2 days, 5:30:00 |    14     0     2  87.5 |
|   YFI/USDT |     17 |          -3.08 |         -52.39 |           -52.444 |          -5.24 |   2 days, 8:06:00 |    15     0     2  88.2 |
|      TOTAL |    119 |          -3.10 |        -368.44 |          -368.806 |         -36.88 |  3 days, 10:52:00 |    99     0    20  83.2 |
=========================================================== BUY TAG STATS ============================================================
|   TAG |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |     Avg Duration |   Win  Draw  Loss  Win% |
|-------+--------+----------------+----------------+-------------------+----------------+------------------+-------------------------|
| TOTAL |    119 |          -3.10 |        -368.44 |          -368.806 |         -36.88 | 3 days, 10:52:00 |    99     0    20  83.2 |
======================================================= SELL REASON STATS ========================================================
|        Sell Reason |   Sells |   Win  Draws  Loss  Win% |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |
|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
|                roi |      96 |     96     0     0   100 |           1.12 |         107.06 |           107.165 |          10.71 |
|        sell_signal |      13 |      0     0    13     0 |         -24.46 |        -318.04 |          -318.357 |         -31.8  |
|         force_sell |       7 |      0     0     7     0 |         -23.4  |        -163.78 |          -163.94  |         -16.38 |
| trailing_stop_loss |       3 |      3     0     0   100 |           2.11 |           6.32 |             6.326 |           0.63 |
========================================================= LEFT OPEN TRADES REPORT =========================================================
|      Pair |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |      Avg Duration |   Win  Draw  Loss  Win% |
|-----------+--------+----------------+----------------+-------------------+----------------+-------------------+-------------------------|
|  BTC/USDT |      1 |         -18.02 |         -18.02 |           -18.033 |          -1.80 |  7 days, 11:20:00 |     0     0     1     0 |
|  ETH/USDT |      1 |         -18.85 |         -18.85 |           -18.870 |          -1.89 |   7 days, 1:30:00 |     0     0     1     0 |
|  DOT/USDT |      1 |         -21.57 |         -21.57 |           -21.596 |          -2.16 |  7 days, 11:45:00 |     0     0     1     0 |
|  XRP/USDT |      1 |         -23.83 |         -23.83 |           -23.855 |          -2.39 | 13 days, 20:00:00 |     0     0     1     0 |
| AVAX/USDT |      1 |         -25.69 |         -25.69 |           -25.715 |          -2.57 |  7 days, 11:20:00 |     0     0     1     0 |
| SHIB/USDT |      1 |         -26.26 |         -26.26 |           -26.282 |          -2.63 |   7 days, 1:55:00 |     0     0     1     0 |
|  YFI/USDT |      1 |         -29.56 |         -29.56 |           -29.588 |          -2.96 | 14 days, 16:45:00 |     0     0     1     0 |
|     TOTAL |      7 |         -23.40 |        -163.78 |          -163.940 |         -16.39 |   9 days, 7:14:00 |     0     0     7     0 |
=============== SUMMARY METRICS ================
| Metric                 | Value               |
|------------------------+---------------------|
| Backtesting from       | 2022-01-01 02:30:00 |
| Backtesting to         | 2022-02-24 15:35:00 |
| Max open trades        | 10                  |
|                        |                     |
| Total/Daily Avg Trades | 119 / 2.2           |
| Starting balance       | 1000.000 USDT       |
| Final balance          | 631.194 USDT        |
| Absolute profit        | -368.806 USDT       |
| Total profit %         | -36.88%             |
| Trades per day         | 2.2                 |
| Avg. daily profit %    | -0.68%              |
| Avg. stake amount      | 100.000 USDT        |
| Total trade volume     | 11900.000 USDT      |
|                        |                     |
| Best Pair              | BTC/USDT -18.48%    |
| Worst Pair             | YFI/USDT -52.39%    |
| Best trade             | AVAX/USDT 4.00%     |
| Worst trade            | AVAX/USDT -40.94%   |
| Best day               | 9.500 USDT          |
| Worst day              | -163.940 USDT       |
| Days win/draw/lose     | 22 / 22 / 11        |
| Avg. Duration Winners  | 10:31:00            |
| Avg. Duration Loser    | 18 days, 8:58:00    |
| Rejected Buy signals   | 0                   |
|                        |                     |
| Min balance            | 631.194 USDT        |
| Max balance            | 1024.612 USDT       |
| Drawdown (Account)     | 38.40%              |
| Drawdown               | 393.418 USDT        |
| Drawdown high          | 24.612 USDT         |
| Drawdown low           | -368.806 USDT       |
| Drawdown Start         | 2022-01-05 09:20:00 |
| Drawdown End           | 2022-02-24 15:35:00 |
| Market change          | -36.64%             |
================================================

2022-02-28 09:43:21,277 - freqtrade.exchange.exchange - INFO - Closing async ccxt session.
```

Backtesting with stop loss = -10.0
```
freqtrade backtesting --strategy SampleStrategy --timerange 20220101-
2022-02-28 09:34:53,619 - freqtrade.configuration.configuration - INFO - Using config: user_data/config.json ...
2022-02-28 09:34:53,620 - freqtrade.loggers - INFO - Verbosity set to 0
2022-02-28 09:34:53,620 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 10 ...
2022-02-28 09:34:53,621 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20220101- ...
2022-02-28 09:34:53,621 - freqtrade.configuration.configuration - INFO - Using user-data directory: /home/hsanchez/trade/freqtrade-source/user_data ...
2022-02-28 09:34:53,621 - freqtrade.configuration.configuration - INFO - Using data directory: /home/hsanchez/trade/freqtrade-source/user_data/data/binance ...
2022-02-28 09:34:53,621 - freqtrade.configuration.configuration - INFO - Parameter --cache=day detected ...
2022-02-28 09:34:53,621 - freqtrade.configuration.check_exchange - INFO - Checking exchange...
2022-02-28 09:34:53,639 - freqtrade.configuration.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team.
2022-02-28 09:34:53,639 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
2022-02-28 09:34:53,639 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2022-02-28 09:34:53,644 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
2022-02-28 09:34:53,645 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
2022-02-28 09:34:53,645 - freqtrade.exchange.exchange - INFO - Using CCXT 1.68.20
2022-02-28 09:34:53,680 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance"
2022-02-28 09:34:55,213 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'...
2022-02-28 09:34:55,272 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy SampleStrategy from '/home/hsanchez/trade/freqtrade-source/user_data/strategies/sample_strategy.py'...
2022-02-28 09:34:55,273 - freqtrade.strategy.hyper - INFO - Found no parameter file.
2022-02-28 09:34:55,273 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
2022-02-28 09:34:55,274 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): buy_rsi = 30
2022-02-28 09:34:55,274 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
2022-02-28 09:34:55,274 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): sell_rsi = 70
2022-02-28 09:34:55,274 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
2022-02-28 09:34:55,275 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
2022-02-28 09:34:55,275 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 100.
2022-02-28 09:34:55,275 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'buy': 10, 'sell': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}.
2022-02-28 09:34:55,275 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'60': 0.01, '30': 0.02, '0': 0.04}
2022-02-28 09:34:55,275 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 5m
2022-02-28 09:34:55,275 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -10.0
2022-02-28 09:34:55,275 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
2022-02-28 09:34:55,275 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
2022-02-28 09:34:55,275 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
2022-02-28 09:34:55,275 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True
2022-02-28 09:34:55,275 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2022-02-28 09:34:55,275 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: False
2022-02-28 09:34:55,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}
2022-02-28 09:34:55,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'buy': 'gtc', 'sell': 'gtc'}
2022-02-28 09:34:55,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2022-02-28 09:34:55,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 100
2022-02-28 09:34:55,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: []
2022-02-28 09:34:55,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
2022-02-28 09:34:55,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'buy': 10, 'sell': 10, 'exit_timeout_count': 0, 'unit': 'minutes'}
2022-02-28 09:34:55,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_sell_signal: True
2022-02-28 09:34:55,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_only: False
2022-02-28 09:34:55,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_buy_signal: False
2022-02-28 09:34:55,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_offset: 0.0
2022-02-28 09:34:55,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
2022-02-28 09:34:55,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
2022-02-28 09:34:55,276 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
2022-02-28 09:34:55,276 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2022-02-28 09:34:55,285 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/home/hsanchez/trade/freqtrade-source/freqtrade/plugins/pairlist/StaticPairList.py'...
2022-02-28 09:34:55,327 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 30 ...
2022-02-28 09:34:55,376 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair BTC/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:34:55,445 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair ETH/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:34:55,508 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair SOL/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:34:55,575 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair YFI/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:34:55,720 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair MATIC/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:34:55,789 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair LUNA/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:34:55,856 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair XRP/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:34:55,925 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair DOT/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:34:56,000 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair AVAX/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:34:56,066 - freqtrade.data.history.idatahandler - WARNING - Missing data at start for pair SHIB/USDT at 5m, data starts at 2022-01-01 00:00:00
2022-02-28 09:34:56,100 - freqtrade.optimize.backtesting - INFO - Loading data from 2022-01-01 00:00:00 up to 2022-02-24 15:35:00 (54 days).
2022-02-28 09:34:56,101 - freqtrade.configuration.timerange - WARNING - Moving start-date by 30 candles to account for startup time.
2022-02-28 09:34:56,101 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
2022-02-28 09:34:56,102 - freqtrade.optimize.backtesting - WARNING - Backtest result caching disabled due to use of open-ended timerange.
2022-02-28 09:34:56,102 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy SampleStrategy
2022-02-28 09:34:56,502 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2022-01-01 02:30:00 up to 2022-02-24 15:35:00 (54 days).
2022-02-28 09:35:30,411 - freqtrade.misc - INFO - dumping json to "/home/hsanchez/trade/freqtrade-source/user_data/backtest_results/backtest-result-2022-02-28_09-35-30.meta.json"
2022-02-28 09:35:30,411 - freqtrade.misc - INFO - dumping json to "/home/hsanchez/trade/freqtrade-source/user_data/backtest_results/backtest-result-2022-02-28_09-35-30.json"
2022-02-28 09:35:30,415 - freqtrade.misc - INFO - dumping json to "/home/hsanchez/trade/freqtrade-source/user_data/backtest_results/.last_result.json"
Result for strategy SampleStrategy
============================================================ BACKTESTING REPORT ============================================================
|       Pair |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |      Avg Duration |   Win  Draw  Loss  Win% |
|------------+--------+----------------+----------------+-------------------+----------------+-------------------+-------------------------|
|   BTC/USDT |     21 |          -0.88 |         -18.48 |           -18.503 |          -1.85 |   1 day, 16:38:00 |    19     0     2  90.5 |
|  SHIB/USDT |      8 |          -3.09 |         -24.69 |           -24.717 |          -2.47 |  5 days, 11:03:00 |     6     0     2  75.0 |
|   XRP/USDT |     17 |          -1.88 |         -31.93 |           -31.963 |          -3.20 |   2 days, 5:39:00 |    15     0     2  88.2 |
|  LUNA/USDT |      5 |          -6.67 |         -33.35 |           -33.383 |          -3.34 |  10 days, 4:53:00 |     4     0     1  80.0 |
|   SOL/USDT |      4 |          -8.59 |         -34.34 |           -34.375 |          -3.44 | 10 days, 22:45:00 |     3     0     1  75.0 |
|   ETH/USDT |     11 |          -3.29 |         -36.19 |           -36.223 |          -3.62 |  3 days, 19:54:00 |     9     0     2  81.8 |
| MATIC/USDT |      9 |          -4.62 |         -41.59 |           -41.631 |          -4.16 |  3 days, 21:57:00 |     7     0     2  77.8 |
|   DOT/USDT |     11 |          -4.22 |         -46.40 |           -46.448 |          -4.64 |   4 days, 4:29:00 |     7     0     4  63.6 |
|  AVAX/USDT |     16 |          -3.07 |         -49.07 |           -49.118 |          -4.91 |   2 days, 5:30:00 |    14     0     2  87.5 |
|   YFI/USDT |     17 |          -3.08 |         -52.39 |           -52.444 |          -5.24 |   2 days, 8:06:00 |    15     0     2  88.2 |
|      TOTAL |    119 |          -3.10 |        -368.44 |          -368.806 |         -36.88 |  3 days, 10:52:00 |    99     0    20  83.2 |
=========================================================== BUY TAG STATS ============================================================
|   TAG |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |     Avg Duration |   Win  Draw  Loss  Win% |
|-------+--------+----------------+----------------+-------------------+----------------+------------------+-------------------------|
| TOTAL |    119 |          -3.10 |        -368.44 |          -368.806 |         -36.88 | 3 days, 10:52:00 |    99     0    20  83.2 |
======================================================= SELL REASON STATS ========================================================
|        Sell Reason |   Sells |   Win  Draws  Loss  Win% |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |
|--------------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
|                roi |      96 |     96     0     0   100 |           1.12 |         107.06 |           107.165 |          10.71 |
|        sell_signal |      13 |      0     0    13     0 |         -24.46 |        -318.04 |          -318.357 |         -31.8  |
|         force_sell |       7 |      0     0     7     0 |         -23.4  |        -163.78 |          -163.94  |         -16.38 |
| trailing_stop_loss |       3 |      3     0     0   100 |           2.11 |           6.32 |             6.326 |           0.63 |
========================================================= LEFT OPEN TRADES REPORT =========================================================
|      Pair |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |      Avg Duration |   Win  Draw  Loss  Win% |
|-----------+--------+----------------+----------------+-------------------+----------------+-------------------+-------------------------|
|  BTC/USDT |      1 |         -18.02 |         -18.02 |           -18.033 |          -1.80 |  7 days, 11:20:00 |     0     0     1     0 |
|  ETH/USDT |      1 |         -18.85 |         -18.85 |           -18.870 |          -1.89 |   7 days, 1:30:00 |     0     0     1     0 |
|  DOT/USDT |      1 |         -21.57 |         -21.57 |           -21.596 |          -2.16 |  7 days, 11:45:00 |     0     0     1     0 |
|  XRP/USDT |      1 |         -23.83 |         -23.83 |           -23.855 |          -2.39 | 13 days, 20:00:00 |     0     0     1     0 |
| AVAX/USDT |      1 |         -25.69 |         -25.69 |           -25.715 |          -2.57 |  7 days, 11:20:00 |     0     0     1     0 |
| SHIB/USDT |      1 |         -26.26 |         -26.26 |           -26.282 |          -2.63 |   7 days, 1:55:00 |     0     0     1     0 |
|  YFI/USDT |      1 |         -29.56 |         -29.56 |           -29.588 |          -2.96 | 14 days, 16:45:00 |     0     0     1     0 |
|     TOTAL |      7 |         -23.40 |        -163.78 |          -163.940 |         -16.39 |   9 days, 7:14:00 |     0     0     7     0 |
=============== SUMMARY METRICS ================
| Metric                 | Value               |
|------------------------+---------------------|
| Backtesting from       | 2022-01-01 02:30:00 |
| Backtesting to         | 2022-02-24 15:35:00 |
| Max open trades        | 10                  |
|                        |                     |
| Total/Daily Avg Trades | 119 / 2.2           |
| Starting balance       | 1000.000 USDT       |
| Final balance          | 631.194 USDT        |
| Absolute profit        | -368.806 USDT       |
| Total profit %         | -36.88%             |
| Trades per day         | 2.2                 |
| Avg. daily profit %    | -0.68%              |
| Avg. stake amount      | 100.000 USDT        |
| Total trade volume     | 11900.000 USDT      |
|                        |                     |
| Best Pair              | BTC/USDT -18.48%    |
| Worst Pair             | YFI/USDT -52.39%    |
| Best trade             | AVAX/USDT 4.00%     |
| Worst trade            | AVAX/USDT -40.94%   |
| Best day               | 9.500 USDT          |
| Worst day              | -163.940 USDT       |
| Days win/draw/lose     | 22 / 22 / 11        |
| Avg. Duration Winners  | 10:31:00            |
| Avg. Duration Loser    | 18 days, 8:58:00    |
| Rejected Buy signals   | 0                   |
|                        |                     |
| Min balance            | 631.194 USDT        |
| Max balance            | 1024.612 USDT       |
| Drawdown (Account)     | 38.40%              |
| Drawdown               | 393.418 USDT        |
| Drawdown high          | 24.612 USDT         |
| Drawdown low           | -368.806 USDT       |
| Drawdown Start         | 2022-01-05 09:20:00 |
| Drawdown End           | 2022-02-24 15:35:00 |
| Market change          | -36.64%             |
================================================
```
2022-02-28 09:35:30,520 - freqtrade.exchange.exchange - INFO - Closing async ccxt session.

Summary:
Backtesting with stop loss = -0.99
| Total profit %         | -36.88%             |

Backtesting with stop loss = -1.0
| Total profit %         | -37.03%             |

Backtesting with stop loss = -1.01
| Total profit %         | -36.88%             |

Backtesting with stop loss = -10.00
| Total profit %         | -36.88%             |

The discontinuity also happens with SampleStrategy using stop loss = -1.0  and Trailing stoploss on True.

Regards, 

Hernán Sánchez

Now to be honest - setting a stoploss bigger than 1 (or rather -1) (100%) is not documented (nor is it supported, or would even make sense).

The problem is that we seemingly fail to properly cap it at the bottom (so you can set values of -1 or lower).
If you think about what you're setting values to - it's 100% loss. You're now saying "i accept a 1000% loss" - which would mean once the trade closes - you need to pay the exchange 10x what your original stake was.

While that's possible in theory (leverage in combination with shady brokers) - it's not possible in spot markets - and not on crypto exchanges.
You'll run into liquidations WAY before this - and in spot, you'd simply lose it all.


The way the stop calculation works (basically `price * (1 - abs(stoploss))` will cause negative results for bigger stoplosses - and 0 for exactly -1.

with -1 (in combination with trailing stop) - you can cause the stoploss to reinitialize (as it's seen as "not already set" - which will cause the differences you see).

I'll have to think about what a reasonable number for the limit will be - it'll definitely no longer allow numbers < -1 - but i'm thinking that -0.9 would also be a "technically disabled" stoploss - as you'd have lost 90% of your position - and i don't think that's a state i would want to allow any user's trade.
Hi... 

What I'm saying is that there is a discontinuity in results for the specific value of -1 in stop loos when you set trailing stop loss. Maybe this is result of what you are saying about (nor is it supported...).

Regards

Hernán



Resolving patch:
diff --git a/freqtrade/constants.py b/freqtrade/constants.py
--- a/freqtrade/constants.py
+++ b/freqtrade/constants.py
@@ -140,7 +140,7 @@
             'minProperties': 1
         },
         'amount_reserve_percent': {'type': 'number', 'minimum': 0.0, 'maximum': 0.5},
-        'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True},
+        'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True, 'minimum': -1},
         'trailing_stop': {'type': 'boolean'},
         'trailing_stop_positive': {'type': 'number', 'minimum': 0, 'maximum': 1},
         'trailing_stop_positive_offset': {'type': 'number', 'minimum': 0, 'maximum': 1},
diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py
--- a/freqtrade/persistence/models.py
+++ b/freqtrade/persistence/models.py
@@ -304,7 +304,7 @@ class LocalTrade():
     # absolute value of the initial stop loss
     initial_stop_loss: float = 0.0
     # percentage value of the initial stop loss
-    initial_stop_loss_pct: float = 0.0
+    initial_stop_loss_pct: Optional[float] = None
     # stoploss order id which is on exchange
     stoploss_order_id: Optional[str] = None
     # last update time of the stoploss order on exchange
@@ -446,7 +446,8 @@ def adjust_stop_loss(self, current_price: float, stoploss: float,
         new_loss = float(current_price * (1 - abs(stoploss)))
 
         # no stop loss assigned yet
-        if not self.stop_loss:
+        # if not self.stop_loss:
+        if self.initial_stop_loss_pct is None:
             logger.debug(f"{self.pair} - Assigning new stoploss...")
             self._set_new_stoploss(new_loss, stoploss)
             self.initial_stop_loss = new_loss
@@ -786,6 +787,7 @@ def stoploss_reinitialization(desired_stoploss):
                 logger.info(f"Stoploss for {trade} needs adjustment...")
                 # Force reset of stoploss
                 trade.stop_loss = None
+                trade.initial_stop_loss_pct = None
                 trade.adjust_stop_loss(trade.open_rate, desired_stoploss)
                 logger.info(f"New stoploss: {trade.stop_loss}.")
 


Test patch: