Created
May 28, 2017 17:36
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zenbot sim result, 10m, gdax.ETH-USD, 7 days, 115.73% profit, 63.61% over buy/hold
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{ | |
"asset_capital": 0, | |
"buy_pct": 98, | |
"buy_stop_pct": 0, | |
"currency_capital": 1000, | |
"days": 7, | |
"markup_pct": 0, | |
"max_sell_loss_pct": 25, | |
"max_slippage_pct": 5, | |
"min_periods": 52, | |
"mode": "sim", | |
"neutral_rate": 0, | |
"order_adjust_time": 20000, | |
"oversold_rsi": 30, | |
"oversold_rsi_periods": 25, | |
"period": "10m", | |
"profit_stop_enable_pct": 0, | |
"profit_stop_pct": 1, | |
"rsi_periods": 25, | |
"selector": "gdax.ETH-USD", | |
"sell_pct": 98, | |
"sell_stop_pct": 0, | |
"start": 1495324800000, | |
"stats": false, | |
"strategy": "trend_ema", | |
"trend_ema": 20, | |
"trend_ema2": 0, | |
"trend_ema2_min": -0.06, | |
"verbose": false | |
} | |
end balance: 2157.26491550 (115.73%) | |
buy hold: 1318.52391357 (31.85%) | |
vs. buy hold: 63.61% | |
122 trades over 8 days (avg 15.25 trades/day) | |
win/loss: 50/72 | |
error rate: 59.02% | |
wrote sim_result.html | |
the-batcomp:zenbot morpheus.5250$ zenbot sim gdax.eth-usd --days 7 --period=10m --trend_ema=20 --order_adjust_time=20000 |
Author
carlos8f
commented
May 28, 2017
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