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Strategy 003 - Details #3

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

Strategy 003 - Details #3

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

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@glonlas
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glonlas commented Jan 21, 2018 •
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Summary

File: strategy003.py
Source: Hyperopt results

How to install?

  1. Copy the file strategy003.py into your user_data/strategies folder
  2. Run the bot:python3 ./freqtrade/main.py -s strategy003

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              153            2.30          0.01385930           566.7       153       0

Profit OFF: 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

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              147            2.21          0.01277113           694.9       147       0

Profit OFF: experimental.sell_profit_only: false

==================================== BACKTESTING REPORT ====================================
pair         buy count    avg profit %    total profit BTC    avg duration    profit    loss
---------  -----------  --------------  ------------------  --------------  --------  ------
TOTAL              154            0.86          0.00515658           162.5       121      33

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              14            1.47          0.00081740           227.5       14       0

Profit OFF: experimental.sell_profit_only: false

==================================== BACKTESTING REPORT ====================================
pair         buy count    avg profit %    total profit BTC    avg duration    profit    loss
---------  -----------  --------------  ------------------  --------------  --------  ------
TOTAL              16            0.89          0.00056283           196.2       11       5

Backtesting Logs

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

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

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

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

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

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

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

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
@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
@xmatthias xmatthias mentioned this issue Oct 7, 2022
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