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HyperOptResults5_Pt1-23-05-2021_MoniGoManiConfiguration_bugfixed_startup_candle_count.log
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HyperOptResults5_Pt1-23-05-2021_MoniGoManiConfiguration_bugfixed_startup_candle_count.log
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freqtrade hyperopt -s MoniGoManiConfiguration -c ./user_data/mgm-config-usdt.json -c ./user_data/mgm-config-private.json --hyperopt-loss WinRatioAndProfitRatioLoss --spaces all -e 1000 --timerange 20210101-20210316
======================================================================================================================================================================================================================
INFO - No params for buy found, using default values.
INFO - Strategy Parameter(default): buy___trades_when_downwards = True
INFO - Strategy Parameter(default): buy___trades_when_sideways = False
INFO - Strategy Parameter(default): buy___trades_when_upwards = True
INFO - Strategy Parameter(default): buy__downwards_trend_total_signal_needed = 465
INFO - Strategy Parameter(default): buy__downwards_trend_total_signal_needed_candles_lookback_window = 3
INFO - Strategy Parameter(default): buy__sideways_trend_total_signal_needed = 465
INFO - Strategy Parameter(default): buy__sideways_trend_total_signal_needed_candles_lookback_window = 3
INFO - Strategy Parameter(default): buy__upwards_trend_total_signal_needed = 465
INFO - Strategy Parameter(default): buy__upwards_trend_total_signal_needed_candles_lookback_window = 3
INFO - Strategy Parameter(default): buy_downwards_trend_adx_strong_up_weight = 50
INFO - Strategy Parameter(default): buy_downwards_trend_bollinger_bands_weight = 50
INFO - Strategy Parameter(default): buy_downwards_trend_ema_long_golden_cross_weight = 50
INFO - Strategy Parameter(default): buy_downwards_trend_ema_short_golden_cross_weight = 50
INFO - Strategy Parameter(default): buy_downwards_trend_macd_weight = 50
INFO - Strategy Parameter(default): buy_downwards_trend_rsi_weight = 50
INFO - Strategy Parameter(default): buy_downwards_trend_sma_long_golden_cross_weight = 50
INFO - Strategy Parameter(default): buy_downwards_trend_sma_short_golden_cross_weight = 50
INFO - Strategy Parameter(default): buy_downwards_trend_vwap_cross_weight = 50
INFO - Strategy Parameter(default): buy_sideways_trend_adx_strong_up_weight = 50
INFO - Strategy Parameter(default): buy_sideways_trend_bollinger_bands_weight = 50
INFO - Strategy Parameter(default): buy_sideways_trend_ema_long_golden_cross_weight = 50
INFO - Strategy Parameter(default): buy_sideways_trend_ema_short_golden_cross_weight = 50
INFO - Strategy Parameter(default): buy_sideways_trend_macd_weight = 50
INFO - Strategy Parameter(default): buy_sideways_trend_rsi_weight = 50
INFO - Strategy Parameter(default): buy_sideways_trend_sma_long_golden_cross_weight = 50
INFO - Strategy Parameter(default): buy_sideways_trend_sma_short_golden_cross_weight = 50
INFO - Strategy Parameter(default): buy_sideways_trend_vwap_cross_weight = 50
INFO - Strategy Parameter(default): buy_upwards_trend_adx_strong_up_weight = 50
INFO - Strategy Parameter(default): buy_upwards_trend_bollinger_bands_weight = 50
INFO - Strategy Parameter(default): buy_upwards_trend_ema_long_golden_cross_weight = 50
INFO - Strategy Parameter(default): buy_upwards_trend_ema_short_golden_cross_weight = 50
INFO - Strategy Parameter(default): buy_upwards_trend_macd_weight = 50
INFO - Strategy Parameter(default): buy_upwards_trend_rsi_weight = 50
INFO - Strategy Parameter(default): buy_upwards_trend_sma_long_golden_cross_weight = 50
INFO - Strategy Parameter(default): buy_upwards_trend_sma_short_golden_cross_weight = 50
INFO - Strategy Parameter(default): buy_upwards_trend_vwap_cross_weight = 50
INFO - No params for sell found, using default values.
INFO - Strategy Parameter(default): sell___trades_when_downwards = True
INFO - Strategy Parameter(default): sell___trades_when_sideways = False
INFO - Strategy Parameter(default): sell___trades_when_upwards = True
INFO - Strategy Parameter(default): sell___unclogger_enabled = True
INFO - Strategy Parameter(default): sell___unclogger_minimal_losing_trade_duration_minutes = 37
INFO - Strategy Parameter(default): sell___unclogger_minimal_losing_trades_open = 3
INFO - Strategy Parameter(default): sell___unclogger_open_trades_losing_percentage_needed = 30
INFO - Strategy Parameter(default): sell___unclogger_trend_lookback_candles_window = 35
INFO - Strategy Parameter(default): sell___unclogger_trend_lookback_candles_window_percentage_needed = 25
INFO - Strategy Parameter(default): sell___unclogger_trend_lookback_window_uses_downwards_candles = True
INFO - Strategy Parameter(default): sell___unclogger_trend_lookback_window_uses_sideways_candles = True
INFO - Strategy Parameter(default): sell___unclogger_trend_lookback_window_uses_upwards_candles = False
INFO - Strategy Parameter(default): sell__downwards_trend_total_signal_needed = 465
INFO - Strategy Parameter(default): sell__downwards_trend_total_signal_needed_candles_lookback_window = 3
INFO - Strategy Parameter(default): sell__sideways_trend_total_signal_needed = 465
INFO - Strategy Parameter(default): sell__sideways_trend_total_signal_needed_candles_lookback_window = 3
INFO - Strategy Parameter(default): sell__upwards_trend_total_signal_needed = 465
INFO - Strategy Parameter(default): sell__upwards_trend_total_signal_needed_candles_lookback_window = 3
INFO - Strategy Parameter(default): sell_downwards_trend_adx_strong_down_weight = 50
INFO - Strategy Parameter(default): sell_downwards_trend_bollinger_bands_weight = 50
INFO - Strategy Parameter(default): sell_downwards_trend_ema_long_death_cross_weight = 50
INFO - Strategy Parameter(default): sell_downwards_trend_ema_short_death_cross_weight = 50
INFO - Strategy Parameter(default): sell_downwards_trend_macd_weight = 50
INFO - Strategy Parameter(default): sell_downwards_trend_rsi_weight = 50
INFO - Strategy Parameter(default): sell_downwards_trend_sma_long_death_cross_weight = 50
INFO - Strategy Parameter(default): sell_downwards_trend_sma_short_death_cross_weight = 50
INFO - Strategy Parameter(default): sell_downwards_trend_vwap_cross_weight = 50
INFO - Strategy Parameter(default): sell_sideways_trend_adx_strong_down_weight = 50
INFO - Strategy Parameter(default): sell_sideways_trend_bollinger_bands_weight = 50
INFO - Strategy Parameter(default): sell_sideways_trend_ema_long_death_cross_weight = 50
INFO - Strategy Parameter(default): sell_sideways_trend_ema_short_death_cross_weight = 50
INFO - Strategy Parameter(default): sell_sideways_trend_macd_weight = 50
INFO - Strategy Parameter(default): sell_sideways_trend_rsi_weight = 50
INFO - Strategy Parameter(default): sell_sideways_trend_sma_long_death_cross_weight = 50
INFO - Strategy Parameter(default): sell_sideways_trend_sma_short_death_cross_weight = 50
INFO - Strategy Parameter(default): sell_sideways_trend_vwap_cross_weight = 50
INFO - Strategy Parameter(default): sell_upwards_trend_adx_strong_down_weight = 50
INFO - Strategy Parameter(default): sell_upwards_trend_bollinger_bands_weight = 50
INFO - Strategy Parameter(default): sell_upwards_trend_ema_long_death_cross_weight = 50
INFO - Strategy Parameter(default): sell_upwards_trend_ema_short_death_cross_weight = 50
INFO - Strategy Parameter(default): sell_upwards_trend_macd_weight = 50
INFO - Strategy Parameter(default): sell_upwards_trend_rsi_weight = 50
INFO - Strategy Parameter(default): sell_upwards_trend_sma_long_death_cross_weight = 50
INFO - Strategy Parameter(default): sell_upwards_trend_sma_short_death_cross_weight = 50
INFO - Strategy Parameter(default): sell_upwards_trend_vwap_cross_weight = 50
INFO - Using indicator startup period: 4800 ...
INFO - Loading data from 2020-12-15 08:00:00 up to 2021-03-16 00:00:00 (90 days).
INFO - Dataload complete. Calculating indicators
INFO - Hyperopting with data from 2021-01-01 00:00:00 up to 2021-03-16 00:00:00 (74 days)..
+--------+-----------+----------+------------------+--------------+-------------------------------+-----------------+---------------+
| Best | Epoch | Trades | Win Draw Loss | Avg profit | Profit | Avg duration | Objective |
|--------+-----------+----------+------------------+--------------+-------------------------------+-----------------+---------------|
| * Best | 2/1000 | 279 | 125 120 34 | 3.29% | 413.756 USDT (82.75%) | 1 days 11:46:00 | -41,153.18634 |
| * Best | 5/1000 | 613 | 335 248 30 | 2.79% | 769.838 USDT (153.97%) | 1 days 02:02:00 | -93,397.88611 |
Elapsed Time: 2:47:39
INFO - 1000 epochs saved to
'/mnt/Windows/Users/Rik/Desktop/Rikj-Home/Projects/Freqtrade-Git/user_data/hyperopt_results/strategy_MoniGoManiConfiguration_2021-05-23_02-59-10.fthypt'.
Best result:
* 5/1000:
613 trades.
335/248/30 Wins/Draws/Losses.
Avg profit 2.79%.
Median profit 0.51%.
Total profit 769.83793645 USDT ( 153.97Σ%).
Avg duration 1 day, 2:02:00 min.
Objective: -93397.88611
# Buy hyperspace params:
buy_params = {
"buy__downwards_trend_total_signal_needed": 213,
"buy__downwards_trend_total_signal_needed_candles_lookback_window": 2,
"buy__sideways_trend_total_signal_needed": 852,
"buy__sideways_trend_total_signal_needed_candles_lookback_window": 6,
"buy__upwards_trend_total_signal_needed": 737,
"buy__upwards_trend_total_signal_needed_candles_lookback_window": 2,
"buy_downwards_trend_adx_strong_up_weight": 38,
"buy_downwards_trend_bollinger_bands_weight": 67,
"buy_downwards_trend_ema_long_golden_cross_weight": 54,
"buy_downwards_trend_ema_short_golden_cross_weight": 94,
"buy_downwards_trend_macd_weight": 74,
"buy_downwards_trend_rsi_weight": 96,
"buy_downwards_trend_sma_long_golden_cross_weight": 23,
"buy_downwards_trend_sma_short_golden_cross_weight": 22,
"buy_downwards_trend_vwap_cross_weight": 48,
"buy_sideways_trend_adx_strong_up_weight": 88,
"buy_sideways_trend_bollinger_bands_weight": 98,
"buy_sideways_trend_ema_long_golden_cross_weight": 26,
"buy_sideways_trend_ema_short_golden_cross_weight": 39,
"buy_sideways_trend_macd_weight": 19,
"buy_sideways_trend_rsi_weight": 27,
"buy_sideways_trend_sma_long_golden_cross_weight": 11,
"buy_sideways_trend_sma_short_golden_cross_weight": 93,
"buy_sideways_trend_vwap_cross_weight": 0,
"buy_upwards_trend_adx_strong_up_weight": 25,
"buy_upwards_trend_bollinger_bands_weight": 24,
"buy_upwards_trend_ema_long_golden_cross_weight": 10,
"buy_upwards_trend_ema_short_golden_cross_weight": 71,
"buy_upwards_trend_macd_weight": 66,
"buy_upwards_trend_rsi_weight": 75,
"buy_upwards_trend_sma_long_golden_cross_weight": 49,
"buy_upwards_trend_sma_short_golden_cross_weight": 60,
"buy_upwards_trend_vwap_cross_weight": 90,
"buy___trades_when_downwards": True, # value loaded from strategy
"buy___trades_when_sideways": False, # value loaded from strategy
"buy___trades_when_upwards": True, # value loaded from strategy
}
# Sell hyperspace params:
sell_params = {
"sell___unclogger_minimal_losing_trade_duration_minutes": 46,
"sell___unclogger_minimal_losing_trades_open": 2,
"sell___unclogger_open_trades_losing_percentage_needed": 36,
"sell___unclogger_trend_lookback_candles_window": 17,
"sell___unclogger_trend_lookback_candles_window_percentage_needed": 39,
"sell__downwards_trend_total_signal_needed": 783,
"sell__downwards_trend_total_signal_needed_candles_lookback_window": 2,
"sell__sideways_trend_total_signal_needed": 414,
"sell__sideways_trend_total_signal_needed_candles_lookback_window": 5,
"sell__upwards_trend_total_signal_needed": 718,
"sell__upwards_trend_total_signal_needed_candles_lookback_window": 1,
"sell_downwards_trend_adx_strong_down_weight": 85,
"sell_downwards_trend_bollinger_bands_weight": 88,
"sell_downwards_trend_ema_long_death_cross_weight": 13,
"sell_downwards_trend_ema_short_death_cross_weight": 13,
"sell_downwards_trend_macd_weight": 10,
"sell_downwards_trend_rsi_weight": 54,
"sell_downwards_trend_sma_long_death_cross_weight": 85,
"sell_downwards_trend_sma_short_death_cross_weight": 41,
"sell_downwards_trend_vwap_cross_weight": 70,
"sell_sideways_trend_adx_strong_down_weight": 31,
"sell_sideways_trend_bollinger_bands_weight": 94,
"sell_sideways_trend_ema_long_death_cross_weight": 21,
"sell_sideways_trend_ema_short_death_cross_weight": 34,
"sell_sideways_trend_macd_weight": 92,
"sell_sideways_trend_rsi_weight": 67,
"sell_sideways_trend_sma_long_death_cross_weight": 13,
"sell_sideways_trend_sma_short_death_cross_weight": 78,
"sell_sideways_trend_vwap_cross_weight": 100,
"sell_upwards_trend_adx_strong_down_weight": 62,
"sell_upwards_trend_bollinger_bands_weight": 22,
"sell_upwards_trend_ema_long_death_cross_weight": 32,
"sell_upwards_trend_ema_short_death_cross_weight": 76,
"sell_upwards_trend_macd_weight": 81,
"sell_upwards_trend_rsi_weight": 21,
"sell_upwards_trend_sma_long_death_cross_weight": 86,
"sell_upwards_trend_sma_short_death_cross_weight": 74,
"sell_upwards_trend_vwap_cross_weight": 55,
"sell___trades_when_downwards": True, # value loaded from strategy
"sell___trades_when_sideways": False, # value loaded from strategy
"sell___trades_when_upwards": True, # value loaded from strategy
"sell___unclogger_enabled": True, # value loaded from strategy
"sell___unclogger_trend_lookback_window_uses_downwards_candles": True, # value loaded from strategy
"sell___unclogger_trend_lookback_window_uses_sideways_candles": True, # value loaded from strategy
"sell___unclogger_trend_lookback_window_uses_upwards_candles": False, # value loaded from strategy
}
# ROI table:
minimal_roi = {
"0": 0.215,
"5": 0.19044,
"10": 0.16588,
"15": 0.14132,
"20": 0.11676,
"25": 0.09221,
"30": 0.06765,
"35": 0.04751,
"40": 0.04507,
"45": 0.04263,
"50": 0.0402,
"55": 0.03776,
"60": 0.03532,
"65": 0.03288,
"70": 0.03044,
"75": 0.028,
"80": 0.02545,
"85": 0.02291,
"90": 0.02036,
"95": 0.01782,
"100": 0.01527,
"105": 0.01273,
"110": 0.01018,
"115": 0.00764,
"120": 0.00509,
"125": 0.00255,
"130": 0
}
# Stoploss:
stoploss = -0.347
# Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.041
trailing_stop_positive_offset = 0.121
trailing_only_offset_is_reached = False