01-15-2018, 06:10 PM
Hi,
I'm new to Gekko universe, and I'm facing a strange issue.
I've different results from Gekko backtesting from Command Line and UI.
First all; here is my config file :
As you can see; I launch it for BTC/BNB datas with strategy called RSI
Command line results gives the following :
On the other hand; when I launch Backtest with RSI strategy on BTC/BNB (binance) on UI; I have the following result :
https://imagebin.ca/v/3oJAHpXgOLB8
This is confusing as number of trades and profit is very different.
Anyone has an idea on the issue ?
I'm new to Gekko universe, and I'm facing a strange issue.
I've different results from Gekko backtesting from Command Line and UI.
First all; here is my config file :
Code:
config.watch = {
// see https://gekko.wizb.it/docs/introduction/supported_exchanges.html
exchange: 'binance',
currency: 'BTC',
asset: 'BNB',
// You can set your own tickrate (refresh rate).
// If you don't set it, the defaults are 2 sec for
// okcoin and 20 sec for all other exchanges.
// tickrate: 20
}
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
// CONFIGURING TRADING ADVICE
// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
config.tradingAdvisor = {
enabled: true,
method: 'RSI',
candleSize: 1,
historySize: 3,
adapter: 'sqlite'
}
As you can see; I launch it for BTC/BNB datas with strategy called RSI
Command line results gives the following :
Code:
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) [b]start time: 2017-10-14 21:37:00[/b]
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) [b]end time: 2018-01-14 23:51:00[/b]
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) timespan: 3 months
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) sharpe ratio: -1.7844406222677447
2018-01-15 14:51:18 (INFO):
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) start price: 0.00025811 BTC
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) end price: 0.0015217 BTC
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) Market: 489.55484096%
2018-01-15 14:51:18 (INFO):
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) [b]amount of trades: 969[/b]
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) original simulated balance: 100.00025811 BTC
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) current simulated balance: 242.08398316 BTC
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) simulated profit: 142.08372505 BTC (142.08335832%)
2018-01-15 14:51:18 (INFO): (PROFIT REPORT) simulated yearly profit: 563.50627779 BTC (563.50482332%)
On the other hand; when I launch Backtest with RSI strategy on BTC/BNB (binance) on UI; I have the following result :
https://imagebin.ca/v/3oJAHpXgOLB8
This is confusing as number of trades and profit is very different.
Anyone has an idea on the issue ?