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File: strategy003.py Source: Hyperopt results
user_data/strategies
python3 ./freqtrade/main.py -s strategy003
experimental.sell_profit_only: true
==================================== BACKTESTING REPORT ==================================== pair buy count avg profit % total profit BTC avg duration profit loss --------- ----------- -------------- ------------------ -------------- -------- ------ TOTAL 153 2.30 0.01385930 566.7 153 0
experimental.sell_profit_only: false
==================================== BACKTESTING REPORT ==================================== pair buy count avg profit % total profit BTC avg duration profit loss --------- ----------- -------------- ------------------ -------------- -------- ------ TOTAL 161 0.96 0.00603366 154.5 132 29
==================================== BACKTESTING REPORT ==================================== pair buy count avg profit % total profit BTC avg duration profit loss --------- ----------- -------------- ------------------ -------------- -------- ------ TOTAL 147 2.21 0.01277113 694.9 147 0
==================================== BACKTESTING REPORT ==================================== pair buy count avg profit % total profit BTC avg duration profit loss --------- ----------- -------------- ------------------ -------------- -------- ------ TOTAL 154 0.86 0.00515658 162.5 121 33
Tested on: Freqtrade 0.16.1
==================================== BACKTESTING REPORT ==================================== pair buy count avg profit % total profit BTC avg duration profit loss --------- ----------- -------------- ------------------ -------------- -------- ------ TOTAL 14 1.47 0.00081740 227.5 14 0
==================================== BACKTESTING REPORT ==================================== pair buy count avg profit % total profit BTC avg duration profit loss --------- ----------- -------------- ------------------ -------------- -------- ------ TOTAL 16 0.89 0.00056283 196.2 11 5
2018-01-20 23:05:30,184 - freqtrade.optimize.backtesting - INFO - Using config: ../freqtrade-strategies/user_data/config-profit-on.json ... 2018-01-20 23:05:30,185 - freqtrade.misc - INFO - Validating configuration ... 2018-01-20 23:05:30,191 - freqtrade.optimize.backtesting - INFO - Using ticker_interval: 5 ... 2018-01-20 23:05:30,192 - freqtrade.optimize.backtesting - INFO - Using local backtesting data (using whitelist in given config) ... 2018-01-20 23:05:30,192 - freqtrade.optimize.backtesting - INFO - Using stake_currency: BTC ... 2018-01-20 23:05:30,192 - freqtrade.optimize.backtesting - INFO - Using stake_amount: 0.004 ... 2018-01-20 23:05:31,125 - freqtrade.optimize.backtesting - INFO - Using max_open_trades: 10 ... 2018-01-20 23:05:31,152 - freqtrade.strategy.strategy - INFO - Load strategy class: CustomStrategy (user_data.strategies.strategy003.py) 2018-01-20 23:05:33,686 - 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 23:05:38,234 - freqtrade.optimize.backtesting - INFO - ==================================== BACKTESTING REPORT ==================================== pair buy count avg profit % total profit BTC avg duration profit loss --------- ----------- -------------- ------------------ -------------- -------- ------ BTC_ADA 7 2.08 0.00056925 1216.4 7 0 BTC_NEO 7 1.54 0.00042748 607.9 7 0 BTC_NXT 7 3.36 0.00092709 548.6 7 0 BTC_MCO 4 1.77 0.00027723 1548.8 4 0 BTC_ETH 2 1.65 0.00013187 155.0 2 0 BTC_BCC 2 2.66 0.00020853 57.5 2 0 BTC_VOX 2 7.85 0.00061311 32.5 2 0 BTC_GUP 3 1.41 0.00016712 108.3 3 0 BTC_SC 0 nan 0.00000000 nan 0 0 BTC_VTC 2 1.56 0.00012373 750.0 2 0 BTC_STRAT 6 2.70 0.00063960 589.2 6 0 BTC_OMG 2 1.59 0.00012680 117.5 2 0 BTC_OK 8 1.32 0.00041707 184.4 8 0 BTC_EDG 4 1.90 0.00030129 115.0 4 0 BTC_STORJ 2 2.41 0.00019150 67.5 2 0 BTC_EMC2 3 3.79 0.00045309 53.3 3 0 BTC_XLM 7 1.83 0.00051042 100.7 7 0 BTC_LSK 4 3.35 0.00052920 52.5 4 0 BTC_SYS 3 1.98 0.00023621 636.7 3 0 BTC_POWR 3 4.01 0.00046572 763.3 3 0 BTC_PAY 6 2.17 0.00051270 296.7 6 0 BTC_DGB 3 4.08 0.00046879 243.3 3 0 BTC_ETC 2 0.67 0.00005332 137.5 2 0 BTC_XRP 4 1.67 0.00026486 1000.0 4 0 BTC_LTC 1 1.39 0.00005561 215.0 1 0 BTC_IOP 3 1.89 0.00021911 70.0 3 0 BTC_RCN 9 2.79 0.00098735 373.3 9 0 BTC_BTG 5 1.42 0.00028174 85.0 5 0 BTC_MONA 1 4.49 0.00017703 40.0 1 0 BTC_SALT 3 1.96 0.00023282 65.0 3 0 BTC_DASH 5 1.42 0.00028181 653.0 5 0 BTC_QTUM 1 3.22 0.00012687 65.0 1 0 BTC_CVC 3 4.68 0.00055359 3611.7 3 0 BTC_KMD 5 1.52 0.00030038 83.0 5 0 BTC_XEM 2 1.08 0.00008560 2335.0 2 0 BTC_XMR 5 1.90 0.00037628 1196.0 5 0 BTC_ZEC 8 2.33 0.00072725 1382.5 8 0 BTC_WAVES 4 2.59 0.00040855 671.2 4 0 BTC_PIVX 2 1.48 0.00011737 65.0 2 0 BTC_XZC 3 2.61 0.00031196 45.0 3 0 TOTAL 153 2.30 0.01385930 566.7 153 0
2018-01-20 23:05:30,201 - freqtrade.optimize.backtesting - INFO - Using config: ../freqtrade-strategies/user_data/config-profit-off.json ... 2018-01-20 23:05:30,202 - freqtrade.misc - INFO - Validating configuration ... 2018-01-20 23:05:30,207 - freqtrade.optimize.backtesting - INFO - Using ticker_interval: 5 ... 2018-01-20 23:05:30,208 - freqtrade.optimize.backtesting - INFO - Using local backtesting data (using whitelist in given config) ... 2018-01-20 23:05:30,208 - freqtrade.optimize.backtesting - INFO - Using stake_currency: BTC ... 2018-01-20 23:05:30,208 - freqtrade.optimize.backtesting - INFO - Using stake_amount: 0.004 ... 2018-01-20 23:05:31,126 - freqtrade.optimize.backtesting - INFO - Using max_open_trades: 10 ... 2018-01-20 23:05:31,152 - freqtrade.strategy.strategy - INFO - Load strategy class: CustomStrategy (user_data.strategies.strategy003.py) 2018-01-20 23:05:33,700 - 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 23:05:38,431 - freqtrade.optimize.backtesting - INFO - ==================================== BACKTESTING REPORT ==================================== pair buy count avg profit % total profit BTC avg duration profit loss --------- ----------- -------------- ------------------ -------------- -------- ------ BTC_ADA 7 1.42 0.00038492 113.6 6 1 BTC_NEO 8 0.17 0.00005304 244.4 4 4 BTC_NXT 7 2.79 0.00076907 97.1 6 1 BTC_MCO 4 -0.48 -0.00007957 148.8 3 1 BTC_ETH 2 1.65 0.00013187 155.0 2 0 BTC_BCC 2 2.66 0.00020853 57.5 2 0 BTC_VOX 2 7.85 0.00061311 32.5 2 0 BTC_GUP 3 1.41 0.00016712 108.3 3 0 BTC_SC 0 nan 0.00000000 nan 0 0 BTC_VTC 3 -0.60 -0.00007266 155.0 2 1 BTC_STRAT 6 0.84 0.00020039 187.5 4 2 BTC_OMG 2 1.59 0.00012680 117.5 2 0 BTC_OK 8 1.32 0.00041707 184.4 8 0 BTC_EDG 4 1.90 0.00030129 115.0 4 0 BTC_STORJ 2 2.41 0.00019150 67.5 2 0 BTC_EMC2 3 3.79 0.00045309 53.3 3 0 BTC_XLM 7 1.83 0.00051042 100.7 7 0 BTC_LSK 4 3.35 0.00052920 52.5 4 0 BTC_SYS 3 -0.49 -0.00005877 156.7 2 1 BTC_POWR 3 2.93 0.00033528 171.7 2 1 BTC_PAY 7 0.53 0.00015087 97.9 6 1 BTC_DGB 3 0.54 0.00006596 85.0 2 1 BTC_ETC 2 0.67 0.00005332 137.5 2 0 BTC_XRP 4 -0.55 -0.00008875 307.5 2 2 BTC_LTC 1 1.39 0.00005561 215.0 1 0 BTC_IOP 3 1.89 0.00021911 70.0 3 0 BTC_RCN 9 0.11 0.00003215 250.0 7 2 BTC_BTG 5 1.42 0.00028174 85.0 5 0 BTC_MONA 1 4.49 0.00017703 40.0 1 0 BTC_SALT 3 1.96 0.00023282 65.0 3 0 BTC_DASH 6 -0.73 -0.00017169 250.0 4 2 BTC_QTUM 1 3.22 0.00012687 65.0 1 0 BTC_CVC 5 -3.72 -0.00073641 322.0 3 2 BTC_KMD 5 1.52 0.00030038 83.0 5 0 BTC_XEM 2 -4.29 -0.00034028 310.0 1 1 BTC_XMR 6 0.28 0.00006980 175.0 5 1 BTC_ZEC 8 0.40 0.00011682 201.9 4 4 BTC_WAVES 5 -0.61 -0.00012272 231.0 4 1 BTC_PIVX 2 1.48 0.00011737 65.0 2 0 BTC_XZC 3 2.61 0.00031196 45.0 3 0 TOTAL 161 0.96 0.00603366 154.5 132 29
2018-01-20 23:05:30,201 - freqtrade.optimize.backtesting - INFO - Using config: ../freqtrade-strategies/user_data/config-profit-on.json ... 2018-01-20 23:05:30,202 - freqtrade.misc - INFO - Validating configuration ... 2018-01-20 23:05:30,207 - freqtrade.optimize.backtesting - INFO - Using ticker_interval: 5 ... 2018-01-20 23:05:30,208 - freqtrade.optimize.backtesting - INFO - Using local backtesting data (using whitelist in given config) ... 2018-01-20 23:05:30,208 - freqtrade.optimize.backtesting - INFO - Using stake_currency: BTC ... 2018-01-20 23:05:30,208 - freqtrade.optimize.backtesting - INFO - Using stake_amount: 0.004 ... 2018-01-20 23:05:31,238 - freqtrade.optimize.backtesting - INFO - Using max_open_trades: 10 ... 2018-01-20 23:05:31,252 - freqtrade.strategy.strategy - INFO - Load strategy class: CustomStrategy (user_data.strategies.strategy003.py) 2018-01-20 23:05:33,901 - 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 23:05:40,009 - freqtrade.optimize.backtesting - INFO - ==================================== BACKTESTING REPORT ==================================== pair buy count avg profit % total profit BTC avg duration profit loss --------- ----------- -------------- ------------------ -------------- -------- ------ BTC_ADA 6 1.24 0.00029468 917.5 6 0 BTC_NEO 7 1.96 0.00054221 638.6 7 0 BTC_NXT 4 1.43 0.00022607 96.2 4 0 BTC_MCO 6 2.16 0.00050788 525.0 6 0 BTC_ETH 4 1.28 0.00020411 541.2 4 0 BTC_BCC 2 1.45 0.00011604 2132.5 2 0 BTC_VOX 2 3.87 0.00030506 62.5 2 0 BTC_GUP 3 2.54 0.00029755 55.0 3 0 BTC_SC 4 3.23 0.00050244 52.5 4 0 BTC_VTC 6 1.41 0.00033783 126.7 6 0 BTC_STRAT 8 2.50 0.00078403 238.1 8 0 BTC_OMG 4 2.57 0.00041043 1063.8 4 0 BTC_OK 4 3.14 0.00049854 1852.5 4 0 BTC_EDG 7 2.28 0.00062891 97.9 7 0 BTC_STORJ 3 2.44 0.00028991 56.7 3 0 BTC_EMC2 1 5.33 0.00019551 5.0 1 0 BTC_XLM 4 3.48 0.00055339 333.8 4 0 BTC_LSK 3 2.70 0.00032286 66.7 3 0 BTC_SYS 1 2.80 0.00011025 65.0 1 0 BTC_POWR 3 1.88 0.00022375 1771.7 3 0 BTC_PAY 6 2.44 0.00056386 308.3 6 0 BTC_DGB 6 2.66 0.00062096 1433.3 6 0 BTC_ETC 4 1.54 0.00024477 2253.8 4 0 BTC_XRP 2 1.87 0.00014923 1162.5 2 0 BTC_LTC 2 1.66 0.00013221 565.0 2 0 BTC_IOP 5 2.56 0.00050242 3453.0 5 0 BTC_RCN 2 4.29 0.00034261 177.5 2 0 BTC_BTG 2 1.66 0.00013278 4462.5 2 0 BTC_MONA 1 1.90 0.00007488 65.0 1 0 BTC_SALT 4 1.35 0.00021496 202.5 4 0 BTC_DASH 1 1.30 0.00005181 170.0 1 0 BTC_QTUM 1 1.20 0.00004753 100.0 1 0 BTC_CVC 5 2.71 0.00053765 87.0 5 0 BTC_KMD 1 0.30 0.00001199 315.0 1 0 BTC_XEM 6 1.55 0.00036510 90.0 6 0 BTC_XMR 1 1.31 0.00005178 65.0 1 0 BTC_ZEC 5 1.96 0.00038830 119.0 5 0 BTC_WAVES 0 nan 0.00000000 nan 0 0 BTC_PIVX 4 1.79 0.00028268 1608.8 4 0 BTC_XZC 7 2.56 0.00070416 87.1 7 0 TOTAL 147 2.21 0.01277113 694.9 147 0
2018-01-20 23:05:30,207 - freqtrade.optimize.backtesting - INFO - Using config: ../freqtrade-strategies/user_data/config-profit-off.json ... 2018-01-20 23:05:30,208 - freqtrade.misc - INFO - Validating configuration ... 2018-01-20 23:05:30,213 - freqtrade.optimize.backtesting - INFO - Using ticker_interval: 5 ... 2018-01-20 23:05:30,214 - freqtrade.optimize.backtesting - INFO - Using local backtesting data (using whitelist in given config) ... 2018-01-20 23:05:30,214 - freqtrade.optimize.backtesting - INFO - Using stake_currency: BTC ... 2018-01-20 23:05:30,214 - freqtrade.optimize.backtesting - INFO - Using stake_amount: 0.004 ... 2018-01-20 23:05:31,237 - freqtrade.optimize.backtesting - INFO - Using max_open_trades: 10 ... 2018-01-20 23:05:31,253 - freqtrade.strategy.strategy - INFO - Load strategy class: CustomStrategy (user_data.strategies.strategy003.py) 2018-01-20 23:05:33,880 - 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 23:05:39,590 - freqtrade.optimize.backtesting - INFO - ==================================== BACKTESTING REPORT ==================================== pair buy count avg profit % total profit BTC avg duration profit loss --------- ----------- -------------- ------------------ -------------- -------- ------ BTC_ADA 7 -0.91 -0.00025455 333.6 5 2 BTC_NEO 7 1.08 0.00029887 126.4 6 1 BTC_NXT 4 1.43 0.00022607 96.2 4 0 BTC_MCO 6 0.28 0.00006321 208.3 5 1 BTC_ETH 5 -0.73 -0.00014408 273.0 2 3 BTC_BCC 2 -3.82 -0.00030560 502.5 0 2 BTC_VOX 2 3.87 0.00030506 62.5 2 0 BTC_GUP 3 2.54 0.00029755 55.0 3 0 BTC_SC 4 3.23 0.00050244 52.5 4 0 BTC_VTC 6 0.91 0.00021668 105.0 5 1 BTC_STRAT 9 0.97 0.00034095 182.2 7 2 BTC_OMG 5 0.96 0.00019270 141.0 3 2 BTC_OK 4 -0.13 -0.00001860 265.0 2 2 BTC_EDG 7 2.07 0.00056930 95.7 6 1 BTC_STORJ 3 2.44 0.00028991 56.7 3 0 BTC_EMC2 1 5.33 0.00019551 5.0 1 0 BTC_XLM 4 1.12 0.00017326 148.8 3 1 BTC_LSK 3 2.70 0.00032286 66.7 3 0 BTC_SYS 1 2.80 0.00011025 65.0 1 0 BTC_POWR 3 -1.35 -0.00015705 193.3 2 1 BTC_PAY 6 1.68 0.00038496 100.0 5 1 BTC_DGB 6 1.74 0.00040358 109.2 5 1 BTC_ETC 5 -0.32 -0.00006230 190.0 3 2 BTC_XRP 2 0.78 0.00006230 167.5 1 1 BTC_LTC 2 0.62 0.00004916 172.5 1 1 BTC_IOP 7 -3.96 -0.00112715 333.6 3 4 BTC_RCN 2 -0.10 -0.00000848 145.0 1 1 BTC_BTG 2 -4.11 -0.00032931 722.5 1 1 BTC_MONA 1 1.90 0.00007488 65.0 1 0 BTC_SALT 4 1.35 0.00021496 202.5 4 0 BTC_DASH 1 1.30 0.00005181 170.0 1 0 BTC_QTUM 1 1.20 0.00004753 100.0 1 0 BTC_CVC 5 2.71 0.00053765 87.0 5 0 BTC_KMD 1 0.30 0.00001199 315.0 1 0 BTC_XEM 6 1.55 0.00036510 90.0 6 0 BTC_XMR 1 1.31 0.00005178 65.0 1 0 BTC_ZEC 5 1.96 0.00038830 119.0 5 0 BTC_WAVES 0 nan 0.00000000 nan 0 0 BTC_PIVX 4 1.32 0.00020714 106.2 3 1 BTC_XZC 7 2.21 0.00060794 72.1 6 1 TOTAL 154 0.86 0.00515658 162.5 121 33
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Summary
File: strategy003.py
Source: Hyperopt results
How to install?
user_data/strategies
folderpython3 ./freqtrade/main.py -s strategy003
Performance
Period 1: From 2017-11-19 to 2017-12-20
Profit ON:
experimental.sell_profit_only: true
Profit OFF:
experimental.sell_profit_only: false
Period 2: From 2017-12-19 to 2017-01-20
Profit ON:
experimental.sell_profit_only: true
Profit OFF:
experimental.sell_profit_only: false
Period 3: From 2018-01-10 to 2018-01-30
Tested on: Freqtrade 0.16.1
Profit ON:
experimental.sell_profit_only: true
Profit OFF:
experimental.sell_profit_only: false
Backtesting Logs
Period 1: From 2017-11-19 to 2017-12-20 - Profit ON
Period 1: From 2017-11-19 to 2017-12-20 - Profit OFF
Period 2: From 2017-12-19 to 2017-01-20 - Profit ON
Period 2: From 2017-12-19 to 2017-01-20 - Profit OFF
The text was updated successfully, but these errors were encountered: