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@carlos8f
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
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%
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screen shot 2017-06-16 at 10 51 16 pm

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