Created
August 16, 2022 20:28
-
-
Save NoctalIvan/9c169367ea80a2a164d20c389104592b to your computer and use it in GitHub Desktop.
back testing on a relSma strategy - results
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
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