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@carlos8f
Created May 28, 2017 17:36
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zenbot sim result, 10m, gdax.ETH-USD, 7 days, 115.73% profit, 63.61% over buy/hold
{
"asset_capital": 0,
"buy_pct": 98,
"buy_stop_pct": 0,
"currency_capital": 1000,
"days": 7,
"markup_pct": 0,
"max_sell_loss_pct": 25,
"max_slippage_pct": 5,
"min_periods": 52,
"mode": "sim",
"neutral_rate": 0,
"order_adjust_time": 20000,
"oversold_rsi": 30,
"oversold_rsi_periods": 25,
"period": "10m",
"profit_stop_enable_pct": 0,
"profit_stop_pct": 1,
"rsi_periods": 25,
"selector": "gdax.ETH-USD",
"sell_pct": 98,
"sell_stop_pct": 0,
"start": 1495324800000,
"stats": false,
"strategy": "trend_ema",
"trend_ema": 20,
"trend_ema2": 0,
"trend_ema2_min": -0.06,
"verbose": false
}
end balance: 2157.26491550 (115.73%)
buy hold: 1318.52391357 (31.85%)
vs. buy hold: 63.61%
122 trades over 8 days (avg 15.25 trades/day)
win/loss: 50/72
error rate: 59.02%
wrote sim_result.html
the-batcomp:zenbot morpheus.5250$ zenbot sim gdax.eth-usd --days 7 --period=10m --trend_ema=20 --order_adjust_time=20000
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screen shot 2017-05-28 at 10 39 14 am

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