Created
June 17, 2017 05:58
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zenbot sim result, speed strat, gdax.ETH-USD, 2 days, 44.14% profit, 62.04% over buy/hold
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zenbot sim --start '2017-06-14' --end '2017-06-16' gdax.eth-usd --strategy=speed | |
{ | |
"asset_capital": 0, | |
"avg_slippage_pct": 0.0664, | |
"baseline_periods": 3000, | |
"buy_pct": 99, | |
"buy_stop_pct": 0, | |
"currency_capital": 1000, | |
"days": 10, | |
"end": 1497596400000, | |
"markup_pct": 0, | |
"max_sell_loss_pct": 25, | |
"max_slippage_pct": 10, | |
"min_periods": 3000, | |
"mode": "sim", | |
"order_adjust_time": 5000, | |
"order_type": "maker", | |
"period": "1m", | |
"profit_stop_enable_pct": 0, | |
"profit_stop_pct": 1, | |
"rsi_periods": 14, | |
"selector": "gdax.ETH-USD", | |
"sell_pct": 99, | |
"sell_stop_pct": 0, | |
"start": 1497423600000, | |
"stats": false, | |
"strategy": "speed", | |
"trigger_factor": 1.6, | |
"verbose": false | |
} | |
end balance: 1441.44378149 (44.14%) | |
buy hold: 889.55658978 (-11.04%) | |
vs. buy hold: 62.04% | |
180 trades over 4 days (avg 45.00 trades/day) | |
win/loss: 95/85 | |
error rate: 47.22% |
Author
carlos8f
commented
Jun 17, 2017
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