zenbot sim result, 1m period, gdax.ETH-USD, 4 days, 72.97% profit, 68.77% over buy/hold

gistfile1.txt

zenbot sim gdax.ETH-USD --trend_ema 21 --period 1m --max_slippage 0.001 --order_adjust_time 5000 --oversold_rsi_periods 13 --oversold_rsi 14 --neutral_rate 0.01 --days 4

start: 2017-05-23 16:07:00
end: 2017-05-27 22:30:00

{
  "asset_capital": 0,
  "buy_pct": 98,
  "buy_stop_pct": 0,
  "currency_capital": 1000,
  "days": 4,
  "markup_pct": 0,
  "max_sell_loss_pct": 25,
  "max_slippage": 0.001,
  "max_slippage_pct": 5,
  "min_periods": 52,
  "mode": "sim",
  "neutral_rate": 0.01,
  "order_adjust_time": 5000,
  "oversold_rsi": 14,
  "oversold_rsi_periods": 13,
  "period": "1m",
  "profit_stop_enable_pct": 0,
  "profit_stop_pct": 1,
  "rsi_periods": 13,
  "selector": "gdax.ETH-USD",
  "sell_pct": 98,
  "sell_stop_pct": 0,
  "start": 1495584000000,
  "stats": false,
  "strategy": "trend_ema",
  "trend_ema": 21
}
end balance: 1729.67371327 (72.97%)
buy hold: 1024.89699823 (2.49%)
vs. buy hold: 68.77%
474 trades over 5 days (avg 94.80 trades/day)
win/loss: 202/272
error rate: 57.38%