zenbot sim result, 1m period, 4 days, gdax.BTC-USD, 59.11% profit, 63.32% over buy/hold

gistfile1.txt

zenbot sim gdax.BTC-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 22:37:00

{
  "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.BTC-USD",
  "sell_pct": 98,
  "sell_stop_pct": 0,
  "start": 1495584000000,
  "stats": false,
  "strategy": "trend_ema",
  "trend_ema": 21
}
end balance: 1591.10859515 (59.11%)
buy hold: 974.19854449 (-2.58%)
vs. buy hold: 63.32%
294 trades over 5 days (avg 58.80 trades/day)
win/loss: 145/149
error rate: 50.68%

This one is really impressive. I ran the simulations on EUR over a longer period and it seems that to have a winning strategy, you will have to adapt to how the market is behaving.