Add max trade duration to backtest results

Author: mrpabloyeah

freqtrade/optimize/optimize_reports/bt_output.py

@@ -370,6 +370,7 @@ def text_table_add_metrics(strat_results: dict) -> None:
                 f"{strat_results['winning_days']} / "
                 f"{strat_results['draw_days']} / {strat_results['losing_days']}",
             ),
+            ("Max trade duration", f"{strat_results['holding_max']}"),
             ("Avg. Duration Winners", f"{strat_results['winner_holding_avg']}"),
             ("Avg. Duration Loser", f"{strat_results['loser_holding_avg']}"),
             (

freqtrade/optimize/optimize_reports/optimize_reports.py

@@ -344,6 +344,11 @@ def generate_trading_stats(results: DataFrame) -> dict[str, Any]:
         if not results.empty
         else timedelta()
     )
+    holding_max = (
+        timedelta(minutes=round(results["trade_duration"].max()))
+        if not results.empty
+        else timedelta()
+    )
     winner_holding_avg = (
         timedelta(minutes=round(winning_trades["trade_duration"].mean()))
         if not winning_trades.empty
@@ -363,6 +368,8 @@ def generate_trading_stats(results: DataFrame) -> dict[str, Any]:
         "winrate": len(winning_trades) / len(results) if len(results) else 0.0,
         "holding_avg": holding_avg,
         "holding_avg_s": holding_avg.total_seconds(),
+        "holding_max": holding_max,
+        "holding_max_s": holding_max.total_seconds(),
         "winner_holding_avg": winner_holding_avg,
         "winner_holding_avg_s": winner_holding_avg.total_seconds(),
         "loser_holding_avg": loser_holding_avg,