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Save carlos8f/429443d7d6b90c7daa1eb986ac7aa8cf to your computer and use it in GitHub Desktop.
| --neutral_rate=auto test | |
| end balance 1282.69756527 (28.27%) | |
| buy hold 1388.73614930 (38.87%) | |
| vs. buy hold -7.64% | |
| 24 trades over 8 days (avg 3.00 trades/day) | |
| wrote sim_result.html | |
| the-batcomp:zenbot morpheus.5250$ zenbot sim poloniex.xrp-btc --days 7 --period=15m --trend_ema=30 --neutral_rate=auto |
zenbot sim gdax.btc-usd --days 90 --period=1h --trend_ema=34 --neutral_rate=auto
end balance 1827.07050362 (82.71%)
buy hold 1942.21098416 (94.22%)
vs. buy hold -5.93%
63 trades over 92 days (avg 0.68 trades/day)
zenbot sim poloniex.xrp-btc --days 7 --period=15m --trend_ema=30 --neutral_rate=auto --neutral_rate_stddev=20
end balance 1150.36917567 (15.04%)
buy hold 1388.73614930 (38.87%)
vs. buy hold -17.16%
24 trades over 8 days (avg 3.00 trades/day)
zenbot sim poloniex.xrp-btc --days 7 --period=15m --trend_ema=30 --neutral_rate=auto --neutral_rate_stddev=10
end balance 1221.51021440 (22.15%)
buy hold 1388.73614930 (38.87%)
vs. buy hold -12.04%
28 trades over 8 days (avg 3.50 trades/day)
zenbot sim gdax.btc-usd --days 90 --period=1h --trend_ema=34 --neutral_rate=0 --sell_rate=-0.006 --profit_stop_enable_pct=10 --sell_stop_pct=4
end balance 2767.83831196 (176.78%)
buy hold 1956.68418421 (95.67%)
vs. buy hold 41.46%
91 trades over 92 days (avg 0.99 trades/day)
zenbot sim poloniex.xrp-btc --days 7 --period=15m --trend_ema=30 --neutral_rate=auto --oversold_rsi=25
end balance 1474.53784212 (47.45%)
buy hold 1388.73614930 (38.87%)
vs. buy hold 6.18%
26 trades over 8 days (avg 3.25 trades/day)
zenbot sim poloniex.xrp-btc --days 7 --period=15m --trend_ema=30 --neutral_rate=0 --oversold_rsi=25 --profit_stop_enable_pct=25
end balance 1294.19484679 (29.42%)
buy hold 1388.73614930 (38.87%)
vs. buy hold -6.81%
83 trades over 8 days (avg 10.38 trades/day)
zenbot sim poloniex.xrp-btc --days 7 --period=15m --trend_ema=30 --neutral_rate=auto --oversold_rsi=25 --profit_stop_enable_pct=25
end balance 1632.00228080 (63.20%)
buy hold 1388.73614930 (38.87%)
vs. buy hold 17.52%
29 trades over 8 days (avg 3.63 trades/day)
zenbot sim gdax.btc-usd --days 90 --period=1h --trend_ema=34 --neutral_rate=0
end balance 1765.47504046 (76.55%)
buy hold 1948.33426110 (94.83%)
vs. buy hold -9.39%
177 trades over 92 days (avg 1.92 trades/day)