Created
June 17, 2017 07:46
-
-
Save carlos8f/98b9389b0b84938f7cdc0ba49eb2ee31 to your computer and use it in GitHub Desktop.
zenbot sim result, trend_ema 2m, 7 days, 75.50% profit, 48.14% over buy/hold
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| the-batcomp:~ morpheus.5250$ zenbot sim --start '2017-06-10' --end '2017-06-17' gdax.eth-usd --strategy=trend_ema --period=2m --neutral_rate=0.01 --trend_ema=14 | |
| 2017-06-16 19:01:56 342.43 ETH-USD -0.2% 220 --- -0.0536 0.0100 +0.2% 0.05 ETH 1737.67 USD +75.5% +48.1% | |
| { | |
| "asset_capital": 0, | |
| "avg_slippage_pct": 0.0664, | |
| "buy_pct": 99, | |
| "buy_stop_pct": 0, | |
| "currency_capital": 1000, | |
| "days": 10, | |
| "end": 1497682800000, | |
| "markup_pct": 0, | |
| "max_sell_loss_pct": 25, | |
| "max_slippage_pct": 10, | |
| "min_periods": 52, | |
| "mode": "sim", | |
| "neutral_rate": 0.01, | |
| "order_adjust_time": 5000, | |
| "order_type": "maker", | |
| "oversold_rsi": 10, | |
| "oversold_rsi_periods": 14, | |
| "period": "2m", | |
| "profit_stop_enable_pct": 0, | |
| "profit_stop_pct": 1, | |
| "rsi_periods": 14, | |
| "selector": "gdax.ETH-USD", | |
| "sell_pct": 99, | |
| "sell_stop_pct": 0, | |
| "start": 1497078000000, | |
| "stats": false, | |
| "strategy": "trend_ema", | |
| "trend_ema": 14, | |
| "verbose": false | |
| } | |
| end balance: 1755.02818695 (75.50%) | |
| buy hold: 1184.73409225 (18.47%) | |
| vs. buy hold: 48.14% | |
| 459 trades over 7 days (avg 65.57 trades/day) | |
| win/loss: 153/306 | |
| error rate: 66.67% |
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| the-batcomp:~ morpheus.5250$ zenbot sim --start '2017-06-10' --end '2017-06-17' gdax.eth-usd --strategy=trend_ema | |
| 2017-06-16 19:01:56 342.43 ETH-USD -0.2% 220 --- -0.0521 0.0600 +1.9% 0.04 ETH 1373.70 USD +38.7% +17.1% | |
| { | |
| "asset_capital": 0, | |
| "avg_slippage_pct": 0.0664, | |
| "buy_pct": 99, | |
| "buy_stop_pct": 0, | |
| "currency_capital": 1000, | |
| "days": 10, | |
| "end": 1497682800000, | |
| "markup_pct": 0, | |
| "max_sell_loss_pct": 25, | |
| "max_slippage_pct": 10, | |
| "min_periods": 52, | |
| "mode": "sim", | |
| "neutral_rate": 0.06, | |
| "order_adjust_time": 5000, | |
| "order_type": "maker", | |
| "oversold_rsi": 10, | |
| "oversold_rsi_periods": 14, | |
| "period": "2m", | |
| "profit_stop_enable_pct": 0, | |
| "profit_stop_pct": 1, | |
| "rsi_periods": 14, | |
| "selector": "gdax.ETH-USD", | |
| "sell_pct": 99, | |
| "sell_stop_pct": 0, | |
| "start": 1497078000000, | |
| "stats": false, | |
| "strategy": "trend_ema", | |
| "trend_ema": 20, | |
| "verbose": false | |
| } | |
| end balance: 1387.17888616 (38.72%) | |
| buy hold: 1184.73409225 (18.47%) | |
| vs. buy hold: 17.09% | |
| 135 trades over 7 days (avg 19.29 trades/day) | |
| win/loss: 54/81 | |
| error rate: 60.00% |
Author
carlos8f
commented
Jun 17, 2017
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment