08-17-2018, 10:26 PM
With the latest commits the backtest is running, great. Tweaking the SL values between 4-5% it was possible to raise the backtest result from +97% to +113% profit - eth/eur from the beginning of the year. Any lower stop loss value reduced the profit heavily.
This is the output:
2018-08-18 00:07:52 (INFO): 2018-01-13 13:00:00: Paper trader simulated a BUY @ 1060.00 EUR 0.00000000 EUR => 1.50022978 ETH
2018-08-18 00:07:52 (INFO): 2018-01-14 18:00:00: Paper trader simulated a SELL @ 1070.00 EUR 1602.83799580 EUR <= 0.00000000 ETH
2018-08-18 00:07:53 (INFO): [StratRunner] Trailing stop trail value specified as percentage, setting to: 42.68754
2018-08-18 00:07:53 (INFO): [StratRunner] Trailing stop trail value specified as percentage, setting to: 42.68754
2018-08-18 00:07:53 (INFO): 2018-01-20 10:00:00: Paper trader simulated a BUY @ 927.99 EUR 0.00000000 EUR => 1.72462390 ETH
2018-08-18 00:07:53 (INFO): 2018-01-21 12:00:00: Paper trader simulated a SELL @ 888.39 EUR 1529.84041858 EUR <= 0.00000000 ETH
2018-08-18 00:07:53 (INFO): [StratRunner] Trailing stop trail value specified as percentage, setting to: 40.29094
2018-08-18 00:07:53 (INFO): [StratRunner] Trailing stop trail value specified as percentage, setting to: 40.29094
2018-08-18 00:07:53 (INFO): 2018-01-25 04:00:00: Paper trader simulated a BUY @ 875.89 EUR 0.00000000 EUR => 1.74399257 ETH
2018-08-18 00:07:54 (INFO): 2018-01-26 10:00:00: Paper trader simulated a SELL @ 827.23 EUR 1440.51894922 EUR <= 0.00000000 ETH
2018-08-18 00:07:54 (INFO): [StratRunner] Trailing stop trail value specified as percentage, setting to: 40.8204
2018-08-18 00:07:54 (INFO): [StratRunner] Trailing stop trail value specified as percentage, setting to: 40.8204
2018-08-18 00:07:54 (INFO): 2018-01-27 18:00:00: Paper trader simulated a BUY @ 887.40 EUR 0.00000000 EUR => 1.62086789 ETH
2018-08-18 00:07:54 (INFO): 2018-01-29 22:00:00: Paper trader simulated a SELL @ 939.25 EUR 1520.11656543 EUR <= 0.00000000 ETH
The Stratrunner outputs "Trailing stop trail value specified as percentage, setting to: 40.8204". What does this value 40.8204 mean? This test uses a SL with 4.6%
This is the output:
2018-08-18 00:07:52 (INFO): 2018-01-13 13:00:00: Paper trader simulated a BUY @ 1060.00 EUR 0.00000000 EUR => 1.50022978 ETH
2018-08-18 00:07:52 (INFO): 2018-01-14 18:00:00: Paper trader simulated a SELL @ 1070.00 EUR 1602.83799580 EUR <= 0.00000000 ETH
2018-08-18 00:07:53 (INFO): [StratRunner] Trailing stop trail value specified as percentage, setting to: 42.68754
2018-08-18 00:07:53 (INFO): [StratRunner] Trailing stop trail value specified as percentage, setting to: 42.68754
2018-08-18 00:07:53 (INFO): 2018-01-20 10:00:00: Paper trader simulated a BUY @ 927.99 EUR 0.00000000 EUR => 1.72462390 ETH
2018-08-18 00:07:53 (INFO): 2018-01-21 12:00:00: Paper trader simulated a SELL @ 888.39 EUR 1529.84041858 EUR <= 0.00000000 ETH
2018-08-18 00:07:53 (INFO): [StratRunner] Trailing stop trail value specified as percentage, setting to: 40.29094
2018-08-18 00:07:53 (INFO): [StratRunner] Trailing stop trail value specified as percentage, setting to: 40.29094
2018-08-18 00:07:53 (INFO): 2018-01-25 04:00:00: Paper trader simulated a BUY @ 875.89 EUR 0.00000000 EUR => 1.74399257 ETH
2018-08-18 00:07:54 (INFO): 2018-01-26 10:00:00: Paper trader simulated a SELL @ 827.23 EUR 1440.51894922 EUR <= 0.00000000 ETH
2018-08-18 00:07:54 (INFO): [StratRunner] Trailing stop trail value specified as percentage, setting to: 40.8204
2018-08-18 00:07:54 (INFO): [StratRunner] Trailing stop trail value specified as percentage, setting to: 40.8204
2018-08-18 00:07:54 (INFO): 2018-01-27 18:00:00: Paper trader simulated a BUY @ 887.40 EUR 0.00000000 EUR => 1.62086789 ETH
2018-08-18 00:07:54 (INFO): 2018-01-29 22:00:00: Paper trader simulated a SELL @ 939.25 EUR 1520.11656543 EUR <= 0.00000000 ETH
The Stratrunner outputs "Trailing stop trail value specified as percentage, setting to: 40.8204". What does this value 40.8204 mean? This test uses a SL with 4.6%