Skip to content

Instantly share code, notes, and snippets.

@NoctalIvan
Created August 16, 2022 20:28
Show Gist options
  • Save NoctalIvan/9c169367ea80a2a164d20c389104592b to your computer and use it in GitHub Desktop.
Save NoctalIvan/9c169367ea80a2a164d20c389104592b to your computer and use it in GitHub Desktop.
back testing on a relSma strategy - results
start simulation on Fri, 24 Jun 2022 06:59:59 GMT
BUY @19234.06000000 - Thu, 30 Jun 2022 08:59:59 GMT
SELL @20395.59000000 - Tue, 05 Jul 2022 00:59:59 GMT
- gain: 0.05888922619561334
BUY @20996.90000000 - Tue, 26 Jul 2022 00:59:59 GMT
SELL @22554.45000000 - Wed, 27 Jul 2022 18:59:59 GMT
- gain: 0.07267999799970468
End of simulation on Tue, 02 Aug 2022 19:59:59 GMT
┌──────────────────┬───────────────────────┐
│ (index) │ Values │
├──────────────────┼───────────────────────┤
│ trades │ 2 │
│ totalGain │ 0.13156922419531802 │
│ averageGain │ 0.06578461209765901 │
│ elapsedTime │ 39.583333333333336 │
│ averageDailyGain │ 0.0033238540849343497 │
└──────────────────┴───────────────────────┘
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment