Created
May 28, 2017 05:36
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zenbot sim result, 1m period, gdax.ETH-USD, 4 days, 72.97% profit, 68.77% over buy/hold
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zenbot sim gdax.ETH-USD --trend_ema 21 --period 1m --max_slippage 0.001 --order_adjust_time 5000 --oversold_rsi_periods 13 --oversold_rsi 14 --neutral_rate 0.01 --days 4 | |
start: 2017-05-23 16:07:00 | |
end: 2017-05-27 22:30:00 | |
{ | |
"asset_capital": 0, | |
"buy_pct": 98, | |
"buy_stop_pct": 0, | |
"currency_capital": 1000, | |
"days": 4, | |
"markup_pct": 0, | |
"max_sell_loss_pct": 25, | |
"max_slippage": 0.001, | |
"max_slippage_pct": 5, | |
"min_periods": 52, | |
"mode": "sim", | |
"neutral_rate": 0.01, | |
"order_adjust_time": 5000, | |
"oversold_rsi": 14, | |
"oversold_rsi_periods": 13, | |
"period": "1m", | |
"profit_stop_enable_pct": 0, | |
"profit_stop_pct": 1, | |
"rsi_periods": 13, | |
"selector": "gdax.ETH-USD", | |
"sell_pct": 98, | |
"sell_stop_pct": 0, | |
"start": 1495584000000, | |
"stats": false, | |
"strategy": "trend_ema", | |
"trend_ema": 21 | |
} | |
end balance: 1729.67371327 (72.97%) | |
buy hold: 1024.89699823 (2.49%) | |
vs. buy hold: 68.77% | |
474 trades over 5 days (avg 94.80 trades/day) | |
win/loss: 202/272 | |
error rate: 57.38% |
Author
carlos8f
commented
May 28, 2017
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