Created
May 28, 2017 05:41
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zenbot sim result, 1m period, 4 days, gdax.BTC-USD, 59.11% profit, 63.32% over buy/hold
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| zenbot sim gdax.BTC-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 22:37:00 | |
| { | |
| "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.BTC-USD", | |
| "sell_pct": 98, | |
| "sell_stop_pct": 0, | |
| "start": 1495584000000, | |
| "stats": false, | |
| "strategy": "trend_ema", | |
| "trend_ema": 21 | |
| } | |
| end balance: 1591.10859515 (59.11%) | |
| buy hold: 974.19854449 (-2.58%) | |
| vs. buy hold: 63.32% | |
| 294 trades over 5 days (avg 58.80 trades/day) | |
| win/loss: 145/149 | |
| error rate: 50.68% |
Author
carlos8f
commented
May 28, 2017
This one is really impressive. I ran the simulations on EUR over a longer period and it seems that to have a winning strategy, you will have to adapt to how the market is behaving.
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