Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Strategy 002 - Details #2

Closed
glonlas opened this issue Jan 21, 2018 · 0 comments
Closed

Strategy 002 - Details #2

glonlas opened this issue Jan 21, 2018 · 0 comments
Labels
Strategy Request Requests asking for an implementation of a specific strategy

Comments

@glonlas
Copy link
Member

glonlas commented Jan 21, 2018 •
edited

Summary

File: strategy002.py
Source: Hyperopt result

How to install?

  1. Copy the file strategy002.py into your user_data/strategies folder
  2. Run the bot: python3 ./freqtrade/main.py -s strategy002

Performance

Period 1: From 2017-11-19 to 2017-12-20

Profit ON: experimental.sell_profit_only: true

==================================== BACKTESTING REPORT ====================================
pair         buy count    avg profit %    total profit BTC    avg duration    profit    loss
---------  -----------  --------------  ------------------  --------------  --------  ------
TOTAL              120            2.22          0.01065243          1846.5       120       0

Profit OFF: experimental.sell_profit_only: false

==================================== BACKTESTING REPORT ====================================
pair         buy count    avg profit %    total profit BTC    avg duration    profit    loss
---------  -----------  --------------  ------------------  --------------  --------  ------
TOTAL              174            0.66          0.00456240           190.8       123      51

Period 2: From 2017-12-19 to 2017-01-20

Profit ON: experimental.sell_profit_only: true

==================================== BACKTESTING REPORT ====================================
pair         buy count    avg profit %    total profit BTC    avg duration    profit    loss
---------  -----------  --------------  ------------------  --------------  --------  ------
TOTAL              158            2.67          0.01686667           387.9       158       0

Profit OFF: experimental.sell_profit_only: false

==================================== BACKTESTING REPORT ====================================
pair         buy count    avg profit %    total profit BTC    avg duration    profit    loss
---------  -----------  --------------  ------------------  --------------  --------  ------
TOTAL              164            1.83          0.01198192           133.8       136      28

Period 3: From 2018-01-10 to 2018-01-30

Tested on: Freqtrade 0.16.1

Profit ON: experimental.sell_profit_only: true

==================================== BACKTESTING REPORT ====================================
pair         buy count    avg profit %    total profit BTC    avg duration    profit    loss
---------  -----------  --------------  ------------------  --------------  --------  ------
TOTAL                9            3.21          0.00114807           189.4        9       0

Profit OFF: experimental.sell_profit_only: false

==================================== BACKTESTING REPORT ====================================
pair         buy count    avg profit %    total profit BTC    avg duration    profit    loss
---------  -----------  --------------  ------------------  --------------  --------  ------
TOTAL                9            2.61          0.00093394           170.0        6       3

Backtesting Logs

Period 1: From 2017-11-19 to 2017-12-20 - Profit ON

2018-01-20 22:36:41,494 - freqtrade.optimize.backtesting - INFO - Using config: ../freqtrade-strategies/user_data/config-profit-on.json ...
2018-01-20 22:36:41,496 - freqtrade.misc - INFO - Validating configuration ...
2018-01-20 22:36:41,500 - freqtrade.optimize.backtesting - INFO - Using ticker_interval: 5 ...
2018-01-20 22:36:41,501 - freqtrade.optimize.backtesting - INFO - Using local backtesting data (using whitelist in given config) ...
2018-01-20 22:36:41,501 - freqtrade.optimize.backtesting - INFO - Using stake_currency: BTC ...
2018-01-20 22:36:41,502 - freqtrade.optimize.backtesting - INFO - Using stake_amount: 0.004 ...
2018-01-20 22:36:42,616 - freqtrade.optimize.backtesting - INFO - Using max_open_trades: 10 ...
2018-01-20 22:36:42,714 - freqtrade.strategy.strategy - INFO - Load strategy class: CustomStrategy (user_data.strategies.strategy002.py)
2018-01-20 22:36:44,931 - freqtrade.optimize.backtesting - INFO - Measuring data from 2017-11-19T05:05:00+00:00 up to 2017-12-19T23:55:00+00:00 ...
2018-01-20 22:36:50,423 - freqtrade.optimize.backtesting - INFO -
==================================== BACKTESTING REPORT ====================================
pair         buy count    avg profit %    total profit BTC    avg duration    profit    loss
---------  -----------  --------------  ------------------  --------------  --------  ------
BTC_ADA              4            2.59          0.00041415          3136.2         4       0
BTC_NEO              4            1.20          0.00019163          7333.8         4       0
BTC_NXT              2            4.62          0.00036921            32.5         2       0
BTC_MCO              0          nan             0.00000000           nan           0       0
BTC_ETH              6            1.41          0.00033782          1360.0         6       0
BTC_BCC              7            2.25          0.00062942          2546.4         7       0
BTC_VOX              3            3.62          0.00043405            71.7         3       0
BTC_GUP              4            2.58          0.00041232            95.0         4       0
BTC_SC               1            1.11          0.00004435            70.0         1       0
BTC_VTC              5            3.07          0.00061445           194.0         5       0
BTC_STRAT            5            1.59          0.00031884           821.0         5       0
BTC_OMG              4            2.04          0.00032638          5750.0         4       0
BTC_OK               2            1.10          0.00008891           160.0         2       0
BTC_EDG              6            2.15          0.00051755          1148.3         6       0
BTC_STORJ            2            3.39          0.00027138          7600.0         2       0
BTC_EMC2             6            3.40          0.00081249           240.0         6       0
BTC_XLM              4            1.99          0.00031832            62.5         4       0
BTC_LSK              4            1.71          0.00027317          1337.5         4       0
BTC_SYS              5            1.39          0.00027850           843.0         5       0
BTC_POWR             1            1.66          0.00006638         16155.0         1       0
BTC_PAY              4            2.34          0.00037538            82.5         4       0
BTC_DGB              2            4.02          0.00032237          2907.5         2       0
BTC_ETC              2            2.56          0.00020539          9067.5         2       0
BTC_XRP              2            2.11          0.00016914         12682.5         2       0
BTC_LTC              2            0.74          0.00005925           967.5         2       0
BTC_IOP              2            1.24          0.00009872           260.0         2       0
BTC_RCN              3            2.80          0.00033645            68.3         3       0
BTC_BTG              1            2.88          0.00011487           150.0         1       0
BTC_MONA             2            3.93          0.00031361            77.5         2       0
BTC_SALT             2            1.43          0.00011448           117.5         2       0
BTC_DASH             6            1.51          0.00036205           532.5         6       0
BTC_QTUM             3            2.16          0.00026009          4338.3         3       0
BTC_CVC              1            1.53          0.00006147           290.0         1       0
BTC_KMD              3            2.64          0.00031706            66.7         3       0
BTC_XEM              2            1.05          0.00008389            72.5         2       0
BTC_XMR              2            2.35          0.00018787           992.5         2       0
BTC_ZEC              1            1.62          0.00006483          2565.0         1       0
BTC_WAVES            3            2.41          0.00028988           208.3         3       0
BTC_PIVX             0          nan             0.00000000           nan           0       0
BTC_XZC              2            2.45          0.00019631           115.0         2       0
TOTAL              120            2.22          0.01065243          1846.5       120       0

Period 1: From 2017-11-19 to 2017-12-20 - Profit OFF

2018-01-20 22:36:41,494 - freqtrade.optimize.backtesting - INFO - Using config: ../freqtrade-strategies/user_data/config-profit-off.json ...
2018-01-20 22:36:41,495 - freqtrade.misc - INFO - Validating configuration ...
2018-01-20 22:36:41,500 - freqtrade.optimize.backtesting - INFO - Using ticker_interval: 5 ...
2018-01-20 22:36:41,501 - freqtrade.optimize.backtesting - INFO - Using local backtesting data (using whitelist in given config) ...
2018-01-20 22:36:41,501 - freqtrade.optimize.backtesting - INFO - Using stake_currency: BTC ...
2018-01-20 22:36:41,501 - freqtrade.optimize.backtesting - INFO - Using stake_amount: 0.004 ...
2018-01-20 22:36:42,616 - freqtrade.optimize.backtesting - INFO - Using max_open_trades: 10 ...
2018-01-20 22:36:42,714 - freqtrade.strategy.strategy - INFO - Load strategy class: CustomStrategy (user_data.strategies.strategy002.py)
2018-01-20 22:36:44,931 - freqtrade.optimize.backtesting - INFO - Measuring data from 2017-11-19T05:05:00+00:00 up to 2017-12-19T23:55:00+00:00 ...
2018-01-20 22:36:50,493 - freqtrade.optimize.backtesting - INFO -
==================================== BACKTESTING REPORT ====================================
pair         buy count    avg profit %    total profit BTC    avg duration    profit    loss
---------  -----------  --------------  ------------------  --------------  --------  ------
BTC_ADA              5            1.53          0.00030508           152.0         4       1
BTC_NEO              9            1.38          0.00049734           133.3         7       2
BTC_NXT              2            4.62          0.00036921            32.5         2       0
BTC_MCO              0          nan             0.00000000           nan           0       0
BTC_ETH              8           -0.25         -0.00007980           185.6         5       3
BTC_BCC             10           -0.58         -0.00023095           292.0         7       3
BTC_VOX              3            3.62          0.00043405            71.7         3       0
BTC_GUP              4            2.58          0.00041232            95.0         4       0
BTC_SC               1            1.11          0.00004435            70.0         1       0
BTC_VTC              6            2.63          0.00063238           121.7         5       1
BTC_STRAT            6           -2.70         -0.00065031           310.8         1       5
BTC_OMG              9           -0.96         -0.00034817           267.2         5       4
BTC_OK               2            1.10          0.00008891           160.0         2       0
BTC_EDG              7            0.85          0.00024098           187.1         5       2
BTC_STORJ            4           -2.85         -0.00045632           230.0         1       3
BTC_EMC2             6            2.31          0.00055032           170.0         5       1
BTC_XLM              4            1.99          0.00031832            62.5         4       0
BTC_LSK              4           -2.03         -0.00032461           415.0         2       2
BTC_SYS              6            0.39          0.00009417           179.2         5       1
BTC_POWR             3           -0.89         -0.00010752           251.7         2       1
BTC_PAY              5            0.82          0.00016409           128.0         4       1
BTC_DGB              4           -1.44         -0.00023175           226.2         2       2
BTC_ETC              5           -1.38         -0.00027587           289.0         3       2
BTC_XRP              2           -0.97         -0.00007794           455.0         1       1
BTC_LTC              2           -1.84         -0.00014689           292.5         0       2
BTC_IOP              3            1.52          0.00018047           146.7         2       1
BTC_RCN              5            3.60          0.00072001            83.0         5       0
BTC_BTG              3            0.51          0.00006137           193.3         2       1
BTC_MONA             3            0.77          0.00009063           263.3         2       1
BTC_SALT             3            2.52          0.00030208            98.3         3       0
BTC_DASH             7            0.14          0.00003873           145.0         5       2
BTC_QTUM             6           -2.29         -0.00055066           246.7         2       4
BTC_CVC              4            0.92          0.00014730           227.5         3       1
BTC_KMD              7            5.72          0.00160123            59.3         7       0
BTC_XEM              3            1.17          0.00014075           145.0         3       0
BTC_XMR              3           -0.28         -0.00003327           271.7         1       2
BTC_ZEC              2            0.87          0.00006988           225.0         1       1
BTC_WAVES            5            2.42          0.00048501           145.0         5       0
BTC_PIVX             0          nan             0.00000000           nan           0       0
BTC_XZC              3            0.73          0.00008748           181.7         2       1
TOTAL              174            0.66          0.00456240           190.8       123      51

Period 2: From 2017-12-19 to 2017-01-20 - Profit ON

2018-01-20 22:36:41,478 - freqtrade.optimize.backtesting - INFO - Using config: ../freqtrade-strategies/user_data/config-profit-on.json ...
2018-01-20 22:36:41,479 - freqtrade.misc - INFO - Validating configuration ...
2018-01-20 22:36:41,483 - freqtrade.optimize.backtesting - INFO - Using ticker_interval: 5 ...
2018-01-20 22:36:41,484 - freqtrade.optimize.backtesting - INFO - Using local backtesting data (using whitelist in given config) ...
2018-01-20 22:36:41,484 - freqtrade.optimize.backtesting - INFO - Using stake_currency: BTC ...
2018-01-20 22:36:41,484 - freqtrade.optimize.backtesting - INFO - Using stake_amount: 0.004 ...
2018-01-20 22:36:42,646 - freqtrade.optimize.backtesting - INFO - Using max_open_trades: 10 ...
2018-01-20 22:36:42,714 - freqtrade.strategy.strategy - INFO - Load strategy class: CustomStrategy (user_data.strategies.strategy002.py)
2018-01-20 22:36:44,968 - freqtrade.optimize.backtesting - INFO - Measuring data from 2017-12-19T00:00:00+00:00 up to 2018-01-19T23:55:00+00:00 ...
2018-01-20 22:36:50,476 - freqtrade.optimize.backtesting - INFO -
==================================== BACKTESTING REPORT ====================================
pair         buy count    avg profit %    total profit BTC    avg duration    profit    loss
---------  -----------  --------------  ------------------  --------------  --------  ------
BTC_ADA              4            4.19          0.00067133            43.8         4       0
BTC_NEO              3            1.41          0.00016948          1395.0         3       0
BTC_NXT              3            1.59          0.00019180            81.7         3       0
BTC_MCO              3            3.17          0.00038168            63.3         3       0
BTC_ETH              5            1.37          0.00027455           215.0         5       0
BTC_BCC              5            1.19          0.00023933           287.0         5       0
BTC_VOX              7            1.99          0.00056045           115.0         7       0
BTC_GUP              4            3.09          0.00049535           436.2         4       0
BTC_SC               0          nan             0.00000000           nan           0       0
BTC_VTC              3            2.26          0.00027136            71.7         3       0
BTC_STRAT            5            1.31          0.00026102          1568.0         5       0
BTC_OMG              0          nan             0.00000000           nan           0       0
BTC_OK               3            2.43          0.00029189            93.3         3       0
BTC_EDG              6            2.63          0.00062995           519.2         6       0
BTC_STORJ            3            4.42          0.00052919           110.0         3       0
BTC_EMC2             3            4.42          0.00052601           138.3         3       0
BTC_XLM              6            5.06          0.00120631           116.7         6       0
BTC_LSK              4            2.49          0.00039845            93.8         4       0
BTC_SYS              4            3.35          0.00053656            85.0         4       0
BTC_POWR             3            1.97          0.00023518            98.3         3       0
BTC_PAY              6            2.19          0.00052661           220.8         6       0
BTC_DGB              6            4.00          0.00095373            42.5         6       0
BTC_ETC              2            2.71          0.00021710          4375.0         2       0
BTC_XRP             10            3.14          0.00125488           178.0        10       0
BTC_LTC              5            1.24          0.00024801           200.0         5       0
BTC_IOP              5            3.69          0.00074024           100.0         5       0
BTC_RCN              5            2.72          0.00054394           129.0         5       0
BTC_BTG              1            1.14          0.00004550            65.0         1       0
BTC_MONA             4            1.24          0.00019847           186.2         4       0
BTC_SALT             6            3.21          0.00077077           370.0         6       0
BTC_DASH             5            1.54          0.00030862          2551.0         5       0
BTC_QTUM             4            2.97          0.00047637           113.8         4       0
BTC_CVC              4            2.36          0.00037783            82.5         4       0
BTC_KMD              2            1.49          0.00011953           157.5         2       0
BTC_XEM              3            1.98          0.00023820          1690.0         3       0
BTC_XMR              0          nan             0.00000000           nan           0       0
BTC_ZEC              5            2.45          0.00049009            85.0         5       0
BTC_WAVES            4            1.45          0.00023159            95.0         4       0
BTC_PIVX             4            6.13          0.00098137            58.8         4       0
BTC_XZC              3            2.30          0.00027393            93.3         3       0
TOTAL              158            2.67          0.01686667           387.9       158       0

Period 2: From 2017-12-19 to 2017-01-20 - Profit OFF

gies/user_data/config-profit-off.json ...
2018-01-20 22:36:41,557 - freqtrade.misc - INFO - Validating configuration ...
2018-01-20 22:36:41,562 - freqtrade.optimize.backtesting - INFO - Using ticker_interval: 5 ...
2018-01-20 22:36:41,563 - freqtrade.optimize.backtesting - INFO - Using local backtesting data (using whitelist in given config) ...
2018-01-20 22:36:41,563 - freqtrade.optimize.backtesting - INFO - Using stake_currency: BTC ...
2018-01-20 22:36:41,563 - freqtrade.optimize.backtesting - INFO - Using stake_amount: 0.004 ...
2018-01-20 22:36:42,646 - freqtrade.optimize.backtesting - INFO - Using max_open_trades: 10 ...
2018-01-20 22:36:42,714 - freqtrade.strategy.strategy - INFO - Load strategy class: CustomStrategy (user_data.strategies.strategy002.py)
2018-01-20 22:36:44,992 - freqtrade.optimize.backtesting - INFO - Measuring data from 2017-12-19T00:00:00+00:00 up to 2018-01-19T23:55:00+00:00 ...
2018-01-20 22:36:50,732 - freqtrade.optimize.backtesting - INFO -
==================================== BACKTESTING REPORT ====================================
pair         buy count    avg profit %    total profit BTC    avg duration    profit    loss
---------  -----------  --------------  ------------------  --------------  --------  ------
BTC_ADA              4            4.19          0.00067133            43.8         4       0
BTC_NEO              3           -1.08         -0.00012874           185.0         2       1
BTC_NXT              3            1.59          0.00019180            81.7         3       0
BTC_MCO              3            3.17          0.00038168            63.3         3       0
BTC_ETH              5            1.27          0.00025566           190.0         4       1
BTC_BCC              5            0.31          0.00006151           141.0         3       2
BTC_VOX              7            1.59          0.00045042           110.7         6       1
BTC_GUP              4            2.44          0.00039092           152.5         3       1
BTC_SC               0          nan             0.00000000           nan           0       0
BTC_VTC              3            2.26          0.00027136            71.7         3       0
BTC_STRAT            6           -2.72         -0.00065162           347.5         3       3
BTC_OMG              0          nan             0.00000000           nan           0       0
BTC_OK               3            2.43          0.00029189            93.3         3       0
BTC_EDG              6            1.16          0.00027652           151.7         5       1
BTC_STORJ            3            4.42          0.00052919           110.0         3       0
BTC_EMC2             3            4.42          0.00052601           138.3         3       0
BTC_XLM              6            2.51          0.00059543            98.3         4       2
BTC_LSK              4            2.49          0.00039845            93.8         4       0
BTC_SYS              4            3.35          0.00053656            85.0         4       0
BTC_POWR             3            1.97          0.00023518            98.3         3       0
BTC_PAY              6            1.46          0.00035111           155.8         4       2
BTC_DGB              6            4.00          0.00095373            42.5         6       0
BTC_ETC              3           -1.67         -0.00020159           305.0         2       1
BTC_XRP             10            2.84          0.00113529           170.0         8       2
BTC_LTC              6            0.84          0.00020234           130.0         5       1
BTC_IOP              5            3.69          0.00074024           100.0         5       0
BTC_RCN              5            2.72          0.00054394           129.0         5       0
BTC_BTG              1            1.14          0.00004550            65.0         1       0
BTC_MONA             4            0.43          0.00006899           176.2         3       1
BTC_SALT             7            2.46          0.00068860            92.1         5       2
BTC_DASH             6            0.31          0.00007462           170.0         4       2
BTC_QTUM             4            1.44          0.00023065           111.2         3       1
BTC_CVC              5            1.41          0.00028212           111.0         4       1
BTC_KMD              2            0.25          0.00002027           150.0         1       1
BTC_XEM              3           -2.71         -0.00032580           381.7         2       1
BTC_XMR              0          nan             0.00000000           nan           0       0
BTC_ZEC              5            2.45          0.00049009            85.0         5       0
BTC_WAVES            4            0.89          0.00014297            90.0         3       1
BTC_PIVX             4            6.13          0.00098137            58.8         4       0
BTC_XZC              3            2.30          0.00027393            93.3         3       0
TOTAL              164            1.83          0.01198192           133.8       136      28
@glonlas glonlas added the Strategy Request Requests asking for an implementation of a specific strategy label Jan 21, 2018
@glonlas glonlas closed this as completed Jan 21, 2018
@TylerGlenski TylerGlenski mentioned this issue May 10, 2019
Merged
@lebonez lebonez mentioned this issue Jan 28, 2020
Merged
@hclivess hclivess mentioned this issue Apr 16, 2020
Merged
@aruncena123 aruncena123 mentioned this issue May 28, 2020
Open
@nardholio nardholio mentioned this issue Jun 6, 2020
Closed
@SurgeonY SurgeonY mentioned this issue Oct 17, 2020
Merged
xmatthias pushed a commit that referenced this issue Mar 2, 2021
@OtenMoten
Merge pull request #2 from OtenMoten/OtenMoten-strategy-swing-high-to…
735d455 
…-sky

Added strategy "Swing-High-To-Sky"
@mablue mablue mentioned this issue Mar 29, 2021
Closed
This was referenced May 18, 2021
Merged
Merged
Merged
Merged
Merged
@mablue mablue mentioned this issue Jun 6, 2021
Closed
@drakes00 drakes00 mentioned this issue Aug 10, 2021
Merged
@mablue mablue mentioned this issue Aug 16, 2021
Merged
@unlimitedfocus unlimitedfocus mentioned this issue Nov 19, 2021
Merged
@xmatthias xmatthias mentioned this issue Oct 7, 2022
Closed
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
Strategy Request Requests asking for an implementation of a specific strategy
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
1 participant
@glonlas