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@carlos8f
Last active May 18, 2017 10:48
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zenbot sim result, poloniex.BCN-BTC, 2 days, 210.31% profit, 31.29% over buy/hold
the-batcomp:zenbot morpheus.5250$ zenbot sim poloniex.bcn-btc --days 1 --profit_stop_enable_pct=0 --period=15m --trend_ema=20 --currency_capital=1
2017-05-16 07:45:00 0.00000028 BTC 14.81m
2017-05-16 08:00:00 0.00000027 BTC -3.6% 1.69m
2017-05-16 08:15:00 0.00000028 BTC +3.7% 4.4m
2017-05-16 08:30:00 0.00000028 BTC +0.0% 16.55m
2017-05-16 08:45:00 0.00000031 BTC +10.7% 252.41m
2017-05-16 09:00:00 0.00000031 BTC +0.0% 396.14m
2017-05-16 09:15:00 0.00000030 BTC -3.2% 68.28m
2017-05-16 09:30:00 0.00000030 BTC +0.0% 25.7m
2017-05-16 09:45:00 0.00000030 BTC +0.0% 24.69m
2017-05-16 10:00:00 0.00000032 BTC +6.7% 83.66m
2017-05-16 10:15:00 0.00000032 BTC +0.0% 110.59m
2017-05-16 10:30:00 0.00000032 BTC +0.0% 23.96m
2017-05-16 10:45:00 0.00000030 BTC -6.3% 69.09m
2017-05-16 11:00:00 0.00000031 BTC +3.3% 16.12m
2017-05-16 11:15:00 0.00000031 BTC +0.0% 28.07m --
2017-05-16 11:30:00 0.00000030 BTC -3.2% 9.41m ---
2017-05-16 11:45:00 0.00000029 BTC -3.3% 49.74m ---
2017-05-16 12:00:00 0.00000029 BTC +0.0% 14.12m ---
2017-05-16 12:15:00 0.00000032 BTC +10.3% 212.88m -
2017-05-16 12:30:00 0.00000032 BTC +0.0% 82.47m -
2017-05-16 12:45:00 0.00000032 BTC +0.0% 39.03m -
2017-05-16 13:00:00 0.00000033 BTC +3.1% 35.53m + 0.8397 buy
2017-05-16 13:15:00 0.00000033 BTC +0.0% 54.82m + 0.7534
2017-05-16 13:30:00 0.00000035 BTC +6.1% 131.42m ++ 1.2948
2017-05-16 13:45:00 0.00000034 BTC -2.9% 70.97m ++ 0.8513
2017-05-16 14:00:00 0.00000036 BTC +5.9% 70.23m ++ 1.3689
2017-05-16 14:15:00 0.00000036 BTC +0.0% 64.76m ++ 1.2218
2017-05-16 14:30:00 0.00000033 BTC -8.3% 77.22m - 0.2074
2017-05-16 14:45:00 0.00000036 BTC +9.1% 77.61m ++ 1.0701
2017-05-16 15:00:00 0.00000037 BTC +2.8% 68.25m ++ 1.2491
2017-05-16 15:15:00 0.00000038 BTC +2.7% 81.62m ++ 1.4038
2017-05-16 15:30:00 0.00000044 BTC +15.8% 569.45m +++ 2.9540
2017-05-16 15:45:00 0.00000036 BTC -18.2% 853.41m + 0.3924
2017-05-16 16:00:00 0.00000037 BTC +2.8% 200m + 0.6280
2017-05-16 16:15:00 0.00000038 BTC +2.7% 276.62m ++ 0.8373
2017-05-16 16:30:00 0.00000038 BTC +0.0% 179.18m ++ 0.7513
2017-05-16 16:45:00 0.00000043 BTC +13.2% 300.78m ++ 2.0166
2017-05-16 17:00:00 0.00000045 BTC +4.7% 889.83m +++ 2.3146
2017-05-16 17:15:00 0.00000044 BTC -2.2% 430.78m ++ 1.7897 0.00 BCN 1.00000 BTC +0.0% +0.0%
2017-05-16 17:30:00 0.00000039 BTC -11.4% 270.71m + 0.3277 0.00 BCN 1.00000 BTC +0.0% +12.8%
2017-05-16 17:45:00 0.00000043 BTC +10.3% 305.48m ++ 1.3027 0.00 BCN 1.00000 BTC +0.0% +2.3%
2017-05-16 18:00:00 0.00000043 BTC +0.0% 209.71m ++ 1.1634 0.00 BCN 1.00000 BTC +0.0% +2.3%
2017-05-16 18:15:00 0.00000039 BTC -9.3% 115.42m + 0.0578 0.00 BCN 1.00000 BTC +0.0% +12.8%
2017-05-16 18:30:00 0.00000038 BTC -2.6% 198.32m + -0.1933 sell 0.00 BCN 1.00000 BTC +0.0% +15.8%
2017-05-16 18:45:00 0.00000039 BTC +2.6% 154.63m + 0.0708 buying 0.00 BCN 1.00000 BTC +0.0% +12.8%
2017-05-16 19:00:00 0.00000041 BTC +5.1% 129.31m ++ 0.5557 bought 2538461.54 BCN 0.01000 BTC +5.1% +12.8%
2017-05-16 19:15:00 0.00000041 BTC +0.0% 243.7m ++ 0.5000 +5.1% 2538461.54 BCN 0.01000 BTC +5.1% +12.8%
2017-05-16 19:30:00 0.00000040 BTC -2.4% 98.98m + 0.2069 +2.6% 2538461.54 BCN 0.01000 BTC +2.5% +12.8%
2017-05-16 19:45:00 0.00000038 BTC -5.0% 55.94m - -0.2988 selling 2538461.54 BCN 0.01000 BTC -2.5% +12.9%
2017-05-16 20:00:00 0.00000038 BTC +0.0% 115.28m - -0.2711 sold 25384.62 BCN 0.96497 BTC -2.5% +12.9%
2017-05-16 20:15:00 0.00000036 BTC -5.3% 98.76m -- -0.7343 +5.3% 25384.62 BCN 0.96497 BTC -2.6% +19.1%
2017-05-16 20:30:00 0.00000036 BTC +0.0% 56.09m -- -0.6692 +5.3% 25384.62 BCN 0.96497 BTC -2.6% +19.1%
2017-05-16 20:45:00 0.00000035 BTC -2.8% 65.55m -- -0.8572 +7.9% 25384.62 BCN 0.96497 BTC -2.6% +22.4%
2017-05-16 21:00:00 0.00000036 BTC +2.9% 62.69m -- -0.5325 +5.3% 25384.62 BCN 0.96497 BTC -2.6% +19.1%
2017-05-16 21:15:00 0.00000036 BTC +0.0% 35.67m -- -0.4844 +5.3% 25384.62 BCN 0.96497 BTC -2.6% +19.1%
2017-05-16 21:30:00 0.00000037 BTC +2.8% 60.65m - -0.1881 +2.6% 25384.62 BCN 0.96497 BTC -2.6% +15.9%
2017-05-16 21:45:00 0.00000036 BTC -2.7% 73.63m - -0.4233 +5.3% 25384.62 BCN 0.96497 BTC -2.6% +19.1%
2017-05-16 22:00:00 0.00000036 BTC +0.0% 26.26m - -0.3846 +5.3% 25384.62 BCN 0.96497 BTC -2.6% +19.1%
2017-05-16 22:15:00 0.00000037 BTC +2.8% 53.22m - -0.0945 +2.6% 25384.62 BCN 0.96497 BTC -2.6% +15.9%
2017-05-16 22:30:00 0.00000038 BTC +2.7% 88.93m + 0.1696 buying 25384.62 BCN 0.96497 BTC -2.5% +12.9%
2017-05-16 22:45:00 0.00000039 BTC +2.6% 63.36m ++ 0.4078 bought 2539383.40 BCN 0.00965 BTC +0.0% +12.8%
2017-05-17 11:00:00 0.00000080 BTC+105.1% 190.17m +++++ 10.7660 +110.5% 2539383.40 BCN 0.00965 BTC +104.1% +12.3%
2017-05-17 11:15:00 0.00000090 BTC +12.5% 417.37m +++++ 11.0836 +136.8% 2539383.40 BCN 0.00965 BTC +129.5% +12.2%
2017-05-17 11:30:00 0.00000092 BTC +2.2% 826.36m +++++ 9.4397 +142.1% 2539383.40 BCN 0.00965 BTC +134.6% +12.2%
2017-05-17 11:45:00 0.00000096 BTC +4.3% 339.84m +++++ 8.5574 +152.6% 2539383.40 BCN 0.00965 BTC +144.7% +12.2%
2017-05-17 12:00:00 0.00000099 BTC +3.1% 779.55m +++++ 7.6526 +160.5% 2539383.40 BCN 0.00965 BTC +152.4% +12.2%
2017-05-17 12:15:00 0.00000094 BTC -5.1% 494.08m ++++ 5.6258 +147.4% 2539383.40 BCN 0.00965 BTC +139.7% +12.2%
2017-05-17 12:30:00 0.00000092 BTC -2.1% 332.11m ++++ 4.5137 +142.1% 2539383.40 BCN 0.00965 BTC +134.6% +12.2%
2017-05-17 12:45:00 0.00000094 BTC +2.2% 477.42m ++++ 4.1994 +147.4% 2539383.40 BCN 0.00965 BTC +139.7% +12.2%
2017-05-17 13:00:00 0.00000091 BTC -3.2% 145.42m ++++ 3.2260 +139.5% 2539383.40 BCN 0.00965 BTC +132.0% +12.2%
2017-05-17 13:15:00 0.00000086 BTC -5.5% 145.3m +++ 2.1489 +126.3% 2539383.40 BCN 0.00965 BTC +119.4% +12.2%
2017-05-17 13:30:00 0.00000081 BTC -5.8% 260.3m ++ 1.2390 +113.2% 2539383.40 BCN 0.00965 BTC +106.7% +12.3%
2017-05-17 13:45:00 0.00000083 BTC +2.5% 182.03m +++ 1.3698 +118.4% 2539383.40 BCN 0.00965 BTC +111.7% +12.2%
2017-05-17 14:00:00 0.00000092 BTC +10.8% 307.03m +++ 2.3878 +142.1% 2539383.40 BCN 0.00965 BTC +134.6% +12.2%
2017-05-17 14:15:00 0.00000086 BTC -6.5% 144.05m ++ 1.3513 +126.3% 2539383.40 BCN 0.00965 BTC +119.4% +12.2%
2017-05-17 14:30:00 0.00000090 BTC +4.7% 96.23m +++ 1.7054 +136.8% 2539383.40 BCN 0.00965 BTC +129.5% +12.2%
2017-05-17 14:45:00 0.00000090 BTC +0.0% 86.38m +++ 1.5171 +136.8% 2539383.40 BCN 0.00965 BTC +129.5% +12.2%
2017-05-17 15:00:00 0.00000088 BTC -2.2% 137.16m ++ 1.1104 +131.6% 2539383.40 BCN 0.00965 BTC +124.4% +12.2%
2017-05-17 15:15:00 0.00000090 BTC +2.3% 169.63m +++ 1.2327 +136.8% 2539383.40 BCN 0.00965 BTC +129.5% +12.2%
2017-05-17 15:30:00 0.00000089 BTC -1.1% 52.64m ++ 0.9836 +134.2% 2539383.40 BCN 0.00965 BTC +127.0% +12.2%
2017-05-17 15:45:00 0.00000092 BTC +3.4% 110.36m +++ 1.2320 +142.1% 2539383.40 BCN 0.00965 BTC +134.6% +12.2%
2017-05-17 16:00:00 0.00000094 BTC +2.2% 174.45m +++ 1.3321 +147.4% 2539383.40 BCN 0.00965 BTC +139.7% +12.2%
2017-05-17 16:15:00 0.00000095 BTC +1.1% 133.35m +++ 1.3033 +150.0% 2539383.40 BCN 0.00965 BTC +142.2% +12.2%
2017-05-17 16:30:00 0.00000096 BTC +1.1% 110.86m +++ 1.2766 +152.6% 2539383.40 BCN 0.00965 BTC +144.7% +12.2%
2017-05-17 16:45:00 0.00000100 BTC +4.2% 144.12m +++ 1.5848 +163.2% 2539383.40 BCN 0.00965 BTC +154.9% +12.2%
2017-05-17 17:00:00 0.00000105 BTC +5.0% 399.58m ++++ 1.9582 +176.3% 2539383.40 BCN 0.00965 BTC +167.6% +12.1%
2017-05-17 17:15:00 0.00000097 BTC -7.6% 239.66m ++ 0.8797 +155.3% 2539383.40 BCN 0.00965 BTC +147.3% +12.2%
2017-05-17 17:30:00 0.00000098 BTC +1.0% 198.08m ++ 0.8953 +157.9% 2539383.40 BCN 0.00965 BTC +149.8% +12.2%
2017-05-17 17:45:00 0.00000099 BTC +1.0% 189.2m ++ 0.9082 +160.5% 2539383.40 BCN 0.00965 BTC +152.4% +12.2%
2017-05-17 18:00:00 0.00000103 BTC +4.0% 136.05m +++ 1.2320 +171.1% 2539383.40 BCN 0.00965 BTC +162.5% +12.1%
2017-05-17 18:15:00 0.00000105 BTC +1.9% 230.07m +++ 1.3074 +176.3% 2539383.40 BCN 0.00965 BTC +167.6% +12.1%
2017-05-17 18:30:00 0.00000119 BTC +13.3% 550.02m ++++ 2.5932 +213.2% 2539383.40 BCN 0.00965 BTC +203.2% +12.1%
2017-05-17 18:45:00 0.00000123 BTC +3.4% 480.26m ++++ 2.6839 +223.7% 2539383.40 BCN 0.00965 BTC +213.3% +12.1%
2017-05-17 19:00:00 0.00000137 BTC +11.4% 691.79m ++++ 3.7180 +260.5% 2539383.40 BCN 0.00965 BTC +248.9% +12.0%
2017-05-17 19:15:00 0.00000138 BTC +0.7% 350.96m ++++ 3.3365 +263.2% 2539383.40 BCN 0.00965 BTC +251.4% +12.0%
2017-05-17 19:30:00 0.00000135 BTC -2.2% 238.09m ++++ 2.6507 +255.3% 2539383.40 BCN 0.00965 BTC +243.8% +12.0%
2017-05-17 19:45:00 0.00000125 BTC -7.4% 294.9m +++ 1.4578 +228.9% 2539383.40 BCN 0.00965 BTC +218.4% +12.1%
2017-05-17 20:00:00 0.00000124 BTC -0.8% 224.03m +++ 1.2134 +226.3% 2539383.40 BCN 0.00965 BTC +215.8% +12.1%
2017-05-17 20:15:00 0.00000117 BTC -5.6% 135.35m ++ 0.4858 +207.9% 2539383.40 BCN 0.00965 BTC +198.1% +12.1%
2017-05-17 20:30:00 0.00000121 BTC +3.4% 98.28m ++ 0.7780 +218.4% 2539383.40 BCN 0.00965 BTC +208.2% +12.1%
2017-05-17 20:45:00 0.00000126 BTC +4.1% 233.69m +++ 1.1209 +231.6% 2539383.40 BCN 0.00965 BTC +220.9% +12.1%
2017-05-17 21:00:00 0.00000129 BTC +2.4% 131.35m +++ 1.2535 +239.5% 2539383.40 BCN 0.00965 BTC +228.5% +12.1%
2017-05-17 21:15:00 0.00000131 BTC +1.6% 170.87m +++ 1.2851 +244.7% 2539383.40 BCN 0.00965 BTC +233.6% +12.1%
2017-05-17 21:30:00 0.00000138 BTC +5.3% 271.71m +++ 1.7182 +263.2% 2539383.40 BCN 0.00965 BTC +251.4% +12.0%
2017-05-17 21:45:00 0.00000132 BTC -4.3% 206.34m ++ 1.0478 +247.4% 2539383.40 BCN 0.00965 BTC +236.2% +12.1%
2017-05-17 22:00:00 0.00000134 BTC +1.5% 88.65m +++ 1.0967 +252.6% 2539383.40 BCN 0.00965 BTC +241.2% +12.0%
2017-05-17 22:15:00 0.00000127 BTC -5.2% 202.8m ++ 0.4327 +234.2% 2539383.40 BCN 0.00965 BTC +223.5% +12.1%
2017-05-17 22:30:00 0.00000124 BTC -2.4% 232.39m ++ 0.1556 +226.3% 2539383.40 BCN 0.00965 BTC +215.8% +12.1%
2017-05-17 22:45:00 0.00000126 BTC +1.6% 193.13m ++ 0.2965 +231.6% 2539383.40 BCN 0.00965 BTC +220.9% +12.1%
2017-05-17 23:00:00 0.00000127 BTC +0.8% 117.91m ++ 0.3451 +234.2% 2539383.40 BCN 0.00965 BTC +223.5% +12.1%
2017-05-17 23:15:00 0.00000122 BTC -3.9% 94.43m + -0.0760 selling 2539383.40 BCN 0.00965 BTC +210.8% +12.1%
2017-05-17 23:30:00 0.00000115 BTC -5.7% 242.05m - -0.6113 sold 25393.83 BCN 3.07672 BTC +210.6% +18.8%
2017-05-17 23:45:00 0.00000116 BTC +0.9% 426.24m - -0.4785 +4.9% 25393.83 BCN 3.07672 BTC +210.6% +17.8%
2017-05-18 00:00:00 0.00000102 BTC -12.1% 369.67m -- -1.5320 +16.4% 25393.83 BCN 3.07672 BTC +210.3% +33.8%
2017-05-18 00:15:00 0.00000102 BTC +0.0% 139.63m -- -1.4076 +16.4% 25393.83 BCN 3.07672 BTC +210.3% +33.8%
2017-05-18 00:30:00 0.00000108 BTC +5.9% 238.69m -- -0.8075 +11.5% 25393.83 BCN 3.07672 BTC +210.4% +26.5%
2017-05-18 00:45:00 0.00000108 BTC +0.0% 149.39m -- -0.7365 +11.5% 25393.83 BCN 3.07672 BTC +210.4% +26.5%
2017-05-18 01:00:00 0.00000099 BTC -8.3% 166.59m -- -1.4090 +18.9% 25393.83 BCN 3.07672 BTC +210.2% +37.9%
2017-05-18 01:15:00 0.00000100 BTC +1.0% 113.36m -- -1.2099 +18.0% 25393.83 BCN 3.07672 BTC +210.2% +36.5%
2017-05-18 01:30:00 0.00000095 BTC -5.0% 185.47m --- -1.5289 +22.1% 25393.83 BCN 3.07672 BTC +210.1% +43.6%
2017-05-18 01:45:00 0.00000102 BTC +7.4% 181.98m -- -0.8065 +16.4% 25393.83 BCN 3.07672 BTC +210.3% +33.8%
{ days: 1,
profit_stop_enable_pct: 0,
period: '15m',
trend_ema: 20,
currency_capital: 1,
strategy: 'trend_ema',
sell_stop_pct: 0,
buy_stop_pct: 0,
profit_stop_pct: 1,
max_sell_loss_pct: 25,
max_slippage_pct: 5,
buy_pct: 99,
sell_pct: 99,
markup_pct: 0,
asset_capital: 0,
order_adjust_time: 30000,
rsi_periods: 14,
start: 1494979200000,
stats: false,
selector: 'poloniex.BCN-BTC',
mode: 'sim',
min_periods: 36,
buy_rate: 0,
sell_rate: 0,
max_buy_duration: 1,
max_sell_duration: 1,
oversold_rsi_periods: 14,
oversold_rsi: 0 }
end balance 3.10312655 (210.31%)
buy hold 2.36363636 (136.36%)
vs. buy hold 31.29%
4 trades over 2 days (avg 2.00 trades/day)
{ days: 1,
profit_stop_enable_pct: 0,
period: '15m',
trend_ema: 20,
currency_capital: 1,
strategy: 'trend_ema',
sell_stop_pct: 0,
buy_stop_pct: 0,
profit_stop_pct: 1,
max_sell_loss_pct: 25,
max_slippage_pct: 5,
buy_pct: 99,
sell_pct: 99,
markup_pct: 0,
asset_capital: 0,
order_adjust_time: 30000,
rsi_periods: 14,
start: 1494979200000,
stats: false,
selector: 'poloniex.BCN-BTC',
mode: 'sim',
min_periods: 36,
buy_rate: 0,
sell_rate: 0,
max_buy_duration: 1,
max_sell_duration: 1,
oversold_rsi_periods: 14,
oversold_rsi: 0 }
end balance 3.10312655 (210.31%)
buy hold 2.36363636 (136.36%)
vs. buy hold 31.29%
4 trades over 2 days (avg 2.00 trades/day)
@carlos8f
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carlos8f commented May 18, 2017

screen shot 2017-05-18 at 3 46 30 am

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