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+--- Thread: Backtest Strategy Sharing (/thread-69.html)
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Backtest Strategy Sharing - federosso - 01-24-2018
Market: GDAX EUR-ETH
Strategy: MACD
Parameters:
short = 9
long = 8
signal =8
[thresholds]
down = -0.022
up = 0.022
persistence = 1
Candle Size: 1 Hour
Warmup period: 10
From:2018-01-10 14:14
To:2018-01-23 14:14
Profit: 9.41485%
Not tested live.
RE: Backtest Strategy Sharing - navarro - 01-24-2018
Hello guys,
Someone knows, if this profit, refers to the final value minus the initial value. or takes into consideration the appreciation of the currency ...
for example:
1 coin starts with 1usd ends with 2usd.
with live trade we ended up with 3 usd.
to what seems to me the calculation shows 200% profit.
but in fact the profit is 100%, because if I held the currency would have had 100% profit.
RE: Backtest Strategy Sharing - crypto49er - 01-31-2018
@navarro I don't think it can adjust for the appreciation of the 2nd currency. I'm pretty sure you are referring to Bitcoin. I had that experience doing some manual trades.
@federoss I backtested your strategy on USDT-BTC from 1/10/18 to 1/15/18 and I got a -15% loss. Did you try other crypto pairs besides EUR/ETH?
RE: Backtest Strategy Sharing - Greg L. - 03-02-2018
(01-31-2018, 05:11 AM)crypto49er Wrote: @navarro I don't think it can adjust for the appreciation of the 2nd currency. I'm pretty sure you are referring to Bitcoin. I had that experience doing some manual trades.
@federoss I backtested your strategy on USDT-BTC from 1/10/18 to 1/15/18 and I got a -15% loss. Did you try other crypto pairs besides EUR/ETH?
IMO, you should backtest for a longer period.
My backtest plan looks like this:
1. Backtest and adjust on a 3/4 month time frame
2. Backtest week by week on the same time frame, to make sure that even on a down-trending market, you don't lose (too much) money. Some adjustments make you lose less money, or even make profits, on a down-trending market.
3. AND MAKE SURE YOUR PAPER TRADER SETTINGS ARE RIGHT !!! I had some pretty decent results before going live, to discover later that my paper trader settings were wrong, and it makes a HUGE difference in profits.
However, -15% in a week is way too big.
RE: Backtest Strategy Sharing - Gryphon - 03-02-2018
It's a good start, but I'm afraid one month of backtesting doesn't cover nearly enough of the market behavior to determine whether the strategy will be successful in live trading. Even back testing on all the data that exists for the market doesn't mean you can predict the future behavior, but it give you a better chance...
The gdax EUR:ETH pair has been trading for almost 9 months I believe - download as much of that data as you can for the backtesting.
You also need to consider the market movement in the results. 9% in a bear market where the market price dropped 20% in the same time period would be impressive, 9% in a bull market where the market price increased by 9% would be loosing you money vs holding. The percentage calculations given by Gekko are against your initial holdings, not taking into account the market.
RE: Backtest Strategy Sharing - xFFFFF - 03-17-2018
Its my backtest results database: https://github.com/xFFFFF/Gekko-Strategies/blob/master/backtest_database.csv
Inside are multiple pairs (low, high volume, different assets etc) and multiple strategies. Period always is 2 month. 1200 backtest results.
RE: Backtest Strategy Sharing - 0mathew0 - 03-17-2018
that's awesome, thank you!
RE: Backtest Strategy Sharing - ManuManu - 03-17-2018
Yes, that's really nice to have such comparisons...
From your experience, what is the best strategy you found ?
RE: Backtest Strategy Sharing - ManuManu - 03-17-2018
And, by the way, what is the mounirs_esto strat ?
I didn't find it on your github !
RE: Backtest Strategy Sharing - xFFFFF - 03-21-2018
On bear market im using BBRSI. mounirs_esto - I uploaded results to github for mistake. Its private strat by my friend, and he forbade me to share. He even bother me for sharing test results. Sorry for that! I will delete it from database.csv on next update.