12-02-2018, 12:27 PM
Hi!
I started the selection of the strategy parameters (16000 variants). But after going through 10% progress was again 0%.
A little about the environment:
ОС: os x high sierra
strategy configuration:
SMA_long = "100..1000:100"
SMA_short = "10..70:10"
BULL
BULL_RSI = "15..30:10"
BULL_RSI_high = "70..80:10"
BULL_RSI_low = "40..50:10"
BEAR
BEAR_RSI = "15..30:10"
BEAR_RSI_high = "50..60:5"
BEAR_RSI_low = "20..40:5"
backtest log:
[2018-12-02 14:11:31] 10% complete. Elapsed: 01:33:44, average backtest duration: 00:16, backtests remain: 15121, ETA: 14:03:36
============================================================= L A S T R E S U L T S ============================================================
Pair Strategy Profit Profit-market Trades/day Win trades Best win Worst loss HODL Days Time
2018-12-02 14:11:32 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 50|40|10|15|15|80|700|50 -39.01% -52.37 3.00 42.05% 7.72% -7.06% 631 59 00:07
.......
================================================================= T O P S T R A T E G Y ==================================================================
Strat Best % % profit > Best Worst Sum % Avg % % Avg win Best Avg trade Worst Avg trade Avg Avg
profitable market % P/L % P/L profit profit trades trade profit trade loss trades/day HODL min
......
[2018-12-02 14:13:46] Creating TOP DATASET table...
2018-12-02 14:13:47 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 60|40|20|25|25|80|400|40 -31.52% -44.88 0.76 36.36% 3.69% -12.02% 2001 59 00:06
........
[2018-12-02 14:14:24] Creating ALL RESULTS table (sorted profit/day)...
=================================================================== A L L R E S U L T S ====================================================================
Curr. Asset Strat Profit Profit-market Profit/day Trades/day Best win Worst loss Avg.Hodl Avg.price Ov.trades/day Volume/day
BTC XRP RSI_BULL_BEAR 60|20|60|25|25|70|800|50 17.28 3.92 0.29 0.80 8.12 -12.02 2289 0.000077 88562 102552837
.............
[2018-12-02 14:14:25] Creating TOP STRATEGY table...
BTC:XRP RSI_BULL_BEAR 60|40|20|25|15|70|700|50 -4.01% -17.37 1.75 66.67% 10.87% -12.63% 1235 59 00:07
.........
================================================================= T O P S T R A T E G Y ==================================================================
Strat Best % % profit > Best Worst Sum % Avg % % Avg win Best Avg trade Worst Avg trade Avg Avg
profitable market % P/L % P/L profit profit trades trade profit trade loss trades/day HODL min
RSI_BULL_BEAR 60|20|70|25|15|70|200|40 0 50 0 3.6 3.6 3 3.61 73.5 3.84 1.33 -11.69 -1.50 1.2 1374
.......
[2018-12-02 14:17:43] Creating TOP DATASET table...
BTC:XRP RSI_BULL_BEAR 50|20|60|15|25|70|300|50 -1.80% -15.15 1.32 46.15% 7.70% -5.87% 1053 59 00:06
........
============================================================= T O P D A T A S E T ==============================================================
Pair Best % % profit > % Market Best Worst Sum % Avg % % Avg win Avg Avg Price CMC Current Current Days
profitable market change % P/L % P/L profit profit trades trades/day HODL min volatility Rank marketcap CMC volume
BTC:XRP 2351 5 0 13.36 17.3 -48.6 -44108 -18.8 51.3 1.3 1401 10.2 2 14978571663 409532895 59
[2018-12-02 14:19:05] 0% complete. Elapsed: 01:41:18, average backtest duration: 08:26, backtests remain: 16740, ETA: 15:02:42
============================================================= L A S T R E S U L T S ============================================================
Pair Strategy Profit Profit-market Trades/day Win trades Best win Worst loss HODL Days Time
2018-12-02 14:19:06 (ERROR): Failed to load indicator
2018-12-02 14:19:07 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 60|40|10|25|15|70|400|50 -10.80% -24.15 1.64 62.50% 10.87% -12.63% 1347 59 00:07
.......
advance thanks!
I started the selection of the strategy parameters (16000 variants). But after going through 10% progress was again 0%.
A little about the environment:
ОС: os x high sierra
strategy configuration:
SMA_long = "100..1000:100"
SMA_short = "10..70:10"
BULL
BULL_RSI = "15..30:10"
BULL_RSI_high = "70..80:10"
BULL_RSI_low = "40..50:10"
BEAR
BEAR_RSI = "15..30:10"
BEAR_RSI_high = "50..60:5"
BEAR_RSI_low = "20..40:5"
backtest log:
[2018-12-02 14:11:31] 10% complete. Elapsed: 01:33:44, average backtest duration: 00:16, backtests remain: 15121, ETA: 14:03:36
============================================================= L A S T R E S U L T S ============================================================
Pair Strategy Profit Profit-market Trades/day Win trades Best win Worst loss HODL Days Time
2018-12-02 14:11:32 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 50|40|10|15|15|80|700|50 -39.01% -52.37 3.00 42.05% 7.72% -7.06% 631 59 00:07
.......
================================================================= T O P S T R A T E G Y ==================================================================
Strat Best % % profit > Best Worst Sum % Avg % % Avg win Best Avg trade Worst Avg trade Avg Avg
profitable market % P/L % P/L profit profit trades trade profit trade loss trades/day HODL min
......
[2018-12-02 14:13:46] Creating TOP DATASET table...
2018-12-02 14:13:47 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 60|40|20|25|25|80|400|40 -31.52% -44.88 0.76 36.36% 3.69% -12.02% 2001 59 00:06
........
[2018-12-02 14:14:24] Creating ALL RESULTS table (sorted profit/day)...
=================================================================== A L L R E S U L T S ====================================================================
Curr. Asset Strat Profit Profit-market Profit/day Trades/day Best win Worst loss Avg.Hodl Avg.price Ov.trades/day Volume/day
BTC XRP RSI_BULL_BEAR 60|20|60|25|25|70|800|50 17.28 3.92 0.29 0.80 8.12 -12.02 2289 0.000077 88562 102552837
.............
[2018-12-02 14:14:25] Creating TOP STRATEGY table...
BTC:XRP RSI_BULL_BEAR 60|40|20|25|15|70|700|50 -4.01% -17.37 1.75 66.67% 10.87% -12.63% 1235 59 00:07
.........
================================================================= T O P S T R A T E G Y ==================================================================
Strat Best % % profit > Best Worst Sum % Avg % % Avg win Best Avg trade Worst Avg trade Avg Avg
profitable market % P/L % P/L profit profit trades trade profit trade loss trades/day HODL min
RSI_BULL_BEAR 60|20|70|25|15|70|200|40 0 50 0 3.6 3.6 3 3.61 73.5 3.84 1.33 -11.69 -1.50 1.2 1374
.......
[2018-12-02 14:17:43] Creating TOP DATASET table...
BTC:XRP RSI_BULL_BEAR 50|20|60|15|25|70|300|50 -1.80% -15.15 1.32 46.15% 7.70% -5.87% 1053 59 00:06
........
============================================================= T O P D A T A S E T ==============================================================
Pair Best % % profit > % Market Best Worst Sum % Avg % % Avg win Avg Avg Price CMC Current Current Days
profitable market change % P/L % P/L profit profit trades trades/day HODL min volatility Rank marketcap CMC volume
BTC:XRP 2351 5 0 13.36 17.3 -48.6 -44108 -18.8 51.3 1.3 1401 10.2 2 14978571663 409532895 59
[2018-12-02 14:19:05] 0% complete. Elapsed: 01:41:18, average backtest duration: 08:26, backtests remain: 16740, ETA: 15:02:42
============================================================= L A S T R E S U L T S ============================================================
Pair Strategy Profit Profit-market Trades/day Win trades Best win Worst loss HODL Days Time
2018-12-02 14:19:06 (ERROR): Failed to load indicator
2018-12-02 14:19:07 (ERROR): Failed to load indicator
BTC:XRP RSI_BULL_BEAR 60|40|10|25|15|70|400|50 -10.80% -24.15 1.64 62.50% 10.87% -12.63% 1347 59 00:07
.......
advance thanks!