zenbot sim result, trend_ema 2m, 7 days, 75.50% profit, 48.14% over buy/hold

2m.txt

the-batcomp:~ morpheus.5250$ zenbot sim --start '2017-06-10' --end '2017-06-17' gdax.eth-usd --strategy=trend_ema --period=2m --neutral_rate=0.01 --trend_ema=14
2017-06-16 19:01:56  342.43 ETH-USD   -0.2%      220   ---       -0.0536   0.0100    +0.2%  0.05 ETH  1737.67 USD   +75.5%  +48.1%
{
  "asset_capital": 0,
  "avg_slippage_pct": 0.0664,
  "buy_pct": 99,
  "buy_stop_pct": 0,
  "currency_capital": 1000,
  "days": 10,
  "end": 1497682800000,
  "markup_pct": 0,
  "max_sell_loss_pct": 25,
  "max_slippage_pct": 10,
  "min_periods": 52,
  "mode": "sim",
  "neutral_rate": 0.01,
  "order_adjust_time": 5000,
  "order_type": "maker",
  "oversold_rsi": 10,
  "oversold_rsi_periods": 14,
  "period": "2m",
  "profit_stop_enable_pct": 0,
  "profit_stop_pct": 1,
  "rsi_periods": 14,
  "selector": "gdax.ETH-USD",
  "sell_pct": 99,
  "sell_stop_pct": 0,
  "start": 1497078000000,
  "stats": false,
  "strategy": "trend_ema",
  "trend_ema": 14,
  "verbose": false
}
end balance: 1755.02818695 (75.50%)
buy hold: 1184.73409225 (18.47%)
vs. buy hold: 48.14%
459 trades over 7 days (avg 65.57 trades/day)
win/loss: 153/306
error rate: 66.67%

defaults.txt

the-batcomp:~ morpheus.5250$ zenbot sim --start '2017-06-10' --end '2017-06-17' gdax.eth-usd --strategy=trend_ema
2017-06-16 19:01:56  342.43 ETH-USD   -0.2%      220   ---       -0.0521   0.0600    +1.9%  0.04 ETH  1373.70 USD   +38.7%  +17.1%
{
  "asset_capital": 0,
  "avg_slippage_pct": 0.0664,
  "buy_pct": 99,
  "buy_stop_pct": 0,
  "currency_capital": 1000,
  "days": 10,
  "end": 1497682800000,
  "markup_pct": 0,
  "max_sell_loss_pct": 25,
  "max_slippage_pct": 10,
  "min_periods": 52,
  "mode": "sim",
  "neutral_rate": 0.06,
  "order_adjust_time": 5000,
  "order_type": "maker",
  "oversold_rsi": 10,
  "oversold_rsi_periods": 14,
  "period": "2m",
  "profit_stop_enable_pct": 0,
  "profit_stop_pct": 1,
  "rsi_periods": 14,
  "selector": "gdax.ETH-USD",
  "sell_pct": 99,
  "sell_stop_pct": 0,
  "start": 1497078000000,
  "stats": false,
  "strategy": "trend_ema",
  "trend_ema": 20,
  "verbose": false
}
end balance: 1387.17888616 (38.72%)
buy hold: 1184.73409225 (18.47%)
vs. buy hold: 17.09%
135 trades over 7 days (avg 19.29 trades/day)
win/loss: 54/81
error rate: 60.00%