How to interpret TradeAnalyzer's result?

backtrader14

I am backtesting a single day trading strategy in backtrader in which I buy at current open and close at current close and no trade carry forward. This is my TradeAnalyzer's report.

# data.shape >>> (197, 6)

TradeAnalyzer:
  -----------------------------------------------------------------------------
  - total:
    - total: 196
    - open: 1
    - closed: 195
  -----------------------------------------------------------------------------
  - streak:
    +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
    - won:
      - current: 0
      - longest: 5
    +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
    - lost:
      - current: 2
      - longest: 5
  -----------------------------------------------------------------------------

If I am guessing it right then the total section says that I took 196 positions in which 195 are completed and 1 position is still open. The confusion is in the win/lose stat that is I have won 0 and lost 2 positions, so according to this stat I only did a total of 2 trades which is contradictory to the 196 which is given in the total. I also expected the sum of my win and lose trade should be near to 196. It also shows that my longest trading length is 5 days but my strategy involves only a single day. How to make sense of TradeAnalyzer's result?

This is my full code.

from datetime import datetime
import backtrader as bt
import pandas as pd
from pandas_datareader import data as pdr

data = pdr.get_data_yahoo('AAPL', start=datetime(2018, 8, 13), end=datetime.now())

data.columns=['high', 'low', 'open', 'close', 'volume', 'adj_close']
del data.adj_close

class TestStrategy(bt.Strategy):
    
    def __init__(self):
        pass
    
    def next_open(self):
        self.buy(coc=False)
        
    def next(self):
        pos = self.getposition()
        if pos:
            self.sell()



cerebro = bt.Cerebro(cheat_on_open=True)
cerebro.addstrategy(TestStrategy)
df=bt.feeds.PandasData(dataname=data)
cerebro.adddata(df)
cerebro.addanalyzer(bt.analyzers.TradeAnalyzer,_name="Basic_stats")
cerebro.broker.set_coc(True)


strats =  cerebro.run(stdstats=False)
strat = strats[0]
cerebro.addobserver(bt.observers.Value)#



print('Final Balance: %.2f' % cerebro.broker.getvalue())
for e in strat.analyzers:
    e.print()

cerebro.plot()

ab_trader

This

    +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
    - won:
      - current: 0
      - longest: 5
    +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
    - lost:
      - current: 2
      - longest: 5
  -----------------------------------------------------------------------------

is not win/loss stat but streak related stat. streak is a number of winning or losing trades in a row. So you had longest winning trades streak of 5 and longest losing trades streak of 5.

backtrader14

Thank you this makes complete sense. What is current: 0 and current: 2 means?

ab_trader

@backtrader14 means that your last two trades are losing trades.