Skip to content

Instantly share code, notes, and snippets.

@carlos8f

carlos8f/sim.txt Secret

Last active October 27, 2020 12:31
Show Gist options
  • Save carlos8f/afcc18ba0e1f422b1f3b1f67a3b05c8e to your computer and use it in GitHub Desktop.
Save carlos8f/afcc18ba0e1f422b1f3b1f67a3b05c8e to your computer and use it in GitHub Desktop.
Download ZIP
smooth RSI sim result, roi = 1.531
Raw
sim.txt
08/29/2016 10:35:25 PM PDT [ reporter] 08/24/2016 10:00:00 AM PDT h408905 1522 trades. - RSI: 44 CLOSE: $578.63 USD gdax.BTC-USD BAL: $15,313.20 ROI:1.531
08/29/2016 10:35:25 PM PDT [ reporter] 08/24/2016 11:00:00 AM PDT h408906 991 trades. RSI: 50 CLOSE: $579.10 USD gdax.BTC-USD BAL: $15,312.49 ROI:1.531
08/29/2016 10:35:25 PM PDT [ reporter] 08/24/2016 12:00:00 PM PDT h408907 759 trades. + RSI: 54 CLOSE: $579.56 USD gdax.BTC-USD BAL: $15,312.73 ROI:1.531
08/29/2016 10:35:25 PM PDT [ reporter] 08/24/2016 01:00:00 PM PDT h408908 1013 trades. RSI: 50 CLOSE: $579.20 USD gdax.BTC-USD BAL: $15,312.97 ROI:1.531
08/29/2016 10:35:25 PM PDT [ reporter] 08/24/2016 02:00:00 PM PDT h408909 1196 trades. - RSI: 43 CLOSE: $578.46 USD gdax.BTC-USD BAL: $15,312.78 ROI:1.531
08/29/2016 10:35:25 PM PDT [ reporter] 08/24/2016 03:00:00 PM PDT h408910 552 trades. + RSI: 53 CLOSE: $579.34 USD gdax.BTC-USD BAL: $15,312.40 ROI:1.531
08/29/2016 10:35:25 PM PDT [ reporter] 08/24/2016 04:00:00 PM PDT h408911 499 trades. - RSI: 46 CLOSE: $578.47 USD gdax.BTC-USD BAL: $15,312.86 ROI:1.531
Raw
sim_result.json
{
"id": "8a554650f41a41b8",
"ticks": 270083,
"sim_end_timestamp": "08/24/2016 05:00:00 PM PDT",
"sim_start_bucket": "7d2422",
"sim_start_time": 1464825600000,
"sim_start_tick": "7d2422",
"sim_start_timestamp": "06/01/2016 05:00:00 PM PDT",
"end_time": 1472083140000,
"queue": [],
"actions": [
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 540.92,
"fee": 12.249999999999998,
"market": true,
"size": 9.058640834134437,
"rsi": 71.741619388874,
"roi": 1.004837420477509,
"roi_delta": -0.0012249999999998,
"performance": null,
"waited": null,
"balance": {
"BTC": 18.414227990784383,
"USD": 87.75000000000091
},
"end_balance": 10048.37420477509,
"id": "eee4844ad56debd3",
"time": 1464904860000,
"timestamp": "06/02/2016 03:01:00 PM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 580,
"fee": 0.21498750000000225,
"market": true,
"size": 0.14826724137931188,
"rsi": 68.13102176699834,
"roi": 1.0767787247154945,
"roi_delta": -0.000021498749999625,
"performance": null,
"waited": null,
"balance": {
"BTC": 18.5624952321637,
"USD": 1.5400125000000218
},
"end_balance": 10767.787247154945,
"id": "c170958fc508e5ae",
"time": 1465020060000,
"timestamp": "06/03/2016 11:01:00 PM PDT"
},
{
"type": "sell",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 576.95,
"fee": 26.238597479282287,
"market": true,
"size": 18.191245327520427,
"rsi": 19.34774202331876,
"roi": 1.0684933039217568,
"roi_delta": -0.0026238597479278,
"performance": -0.005258620689655094,
"waited": "3d 8h",
"balance": {
"USD": 10470.740406733632,
"BTC": 0.371249904643272
},
"end_balance": 10684.933039217567,
"id": "56d38c40dce7e65d",
"time": 1465308060000,
"timestamp": "06/07/2016 07:01:00 AM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 582,
"fee": 25.6533139964974,
"market": true,
"size": 17.631143640204396,
"rsi": 68.24022250684487,
"roi": 1.0661154537239517,
"roi_delta": -0.0025653313996502,
"performance": -0.00875292486350629,
"waited": "21h",
"balance": {
"BTC": 18.002393544847667,
"USD": 183.7614941381765
},
"end_balance": 10661.154537239518,
"id": "3662791b3a802015",
"time": 1465383660000,
"timestamp": "06/08/2016 04:01:00 AM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 581.99,
"fee": 0.4502156606385324,
"market": true,
"size": 0.3094318875846887,
"rsi": 65.17873630972221,
"roi": 1.066052429764343,
"roi_delta": -0.000045021566063875,
"performance": -0.008735592339024052,
"waited": "1d 22h 24m",
"balance": {
"BTC": 18.311825432432354,
"USD": 3.2250142221250133
},
"end_balance": 10660.52429764343,
"id": "d25f3125dda5cef7",
"time": 1465475100000,
"timestamp": "06/09/2016 05:25:00 AM PDT"
},
{
"type": "sell",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 682.29,
"fee": 30.61023966702096,
"market": true,
"size": 17.945588923783703,
"rsi": 25.879120043124217,
"roi": 1.246659014884938,
"roi_delta": -0.0030610239667014,
"performance": 0.17233973092321173,
"waited": "4d 13h 57m",
"balance": {
"USD": 12216.71064136349,
"BTC": 0.36623650864865
},
"end_balance": 12466.590148849378,
"id": "a12852895faa6575",
"time": 1465870920000,
"timestamp": "06/13/2016 07:22:00 PM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 686.35,
"fee": 29.930941071340555,
"market": true,
"size": 17.443544006026404,
"rsi": 65.16572136311714,
"roi": 1.243814612800315,
"roi_delta": -0.002993094107134,
"performance": -0.0059505488868369745,
"waited": "1d 11h 53m",
"balance": {
"BTC": 17.809780514675055,
"USD": 214.40327175592648
},
"end_balance": 12438.146128003149,
"id": "cadc143d12352148",
"time": 1466000100000,
"timestamp": "06/15/2016 07:15:00 AM PDT"
},
{
"type": "sell",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 756.45,
"fee": 33.00691075229856,
"market": true,
"size": 17.45358490438155,
"rsi": 23.027214895952497,
"roi": 1.3653604831329573,
"roi_delta": -0.00330069107522975,
"performance": 0.10213447949297004,
"waited": "1d 15h 14m",
"balance": {
"USD": 13384.16066192305,
"BTC": 0.356195610293505
},
"end_balance": 13653.604831329572,
"id": "e187fe1552142f33",
"time": 1466141340000,
"timestamp": "06/16/2016 10:29:00 PM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 756.22,
"fee": 32.79119362171147,
"market": true,
"size": 17.344790469287492,
"rsi": 68.26725921369712,
"roi": 1.362073171271749,
"roi_delta": -0.0032791193621714,
"performance": 0.0003040518210060149,
"waited": "1d 2h 51m",
"balance": {
"BTC": 17.700986079580996,
"USD": 234.892019616751
},
"end_balance": 13620.73171271749,
"id": "f15e31ef3596eb4c",
"time": 1466238000000,
"timestamp": "06/18/2016 01:20:00 AM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 766.08,
"fee": 0.5754854480610401,
"market": true,
"size": 0.3004832122290309,
"rsi": 72.01632500496927,
"roi": 1.37946879500141,
"roi_delta": -0.000057548544806,
"performance": -0.012730517549077931,
"waited": "2d 5h 33m",
"balance": {
"BTC": 18.001469291810025,
"USD": 4.122354944274012
},
"end_balance": 13794.6879500141,
"id": "754825d5ec2a9038",
"time": 1466334120000,
"timestamp": "06/19/2016 04:02:00 AM PDT"
},
{
"type": "sell",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 757.5,
"fee": 33.40847682193793,
"market": true,
"size": 17.641439905973826,
"rsi": 27.559561982401533,
"roi": 1.360682686666843,
"roi_delta": -0.0033408476821936,
"performance": -0.011199874686716791,
"waited": "23h 41m",
"balance": {
"USD": 13334.104606897508,
"BTC": 0.3600293858362
},
"end_balance": 13606.82686666843,
"id": "149abc36b2718d47",
"time": 1466419380000,
"timestamp": "06/20/2016 03:43:00 AM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 604.38,
"fee": 32.66855628689889,
"market": true,
"size": 21.62120274456394,
"rsi": 66.43109515269165,
"roi": 1.3519030610822291,
"roi_delta": -0.00326685562868975,
"performance": 0.20213861386138615,
"waited": "3d 6h 16m",
"balance": {
"BTC": 21.98123213040014,
"USD": 234.0135358510542
},
"end_balance": 13519.03061082229,
"id": "0d736a218d86928f",
"time": 1466701140000,
"timestamp": "06/23/2016 09:59:00 AM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 675.59,
"fee": 0.5733331628350827,
"market": true,
"size": 0.33945627545409657,
"rsi": 67.30802277934761,
"roi": 1.5083740817665252,
"roi_delta": -0.000057333316283,
"performance": 0.10813201320132013,
"waited": "4d 14h 29m",
"balance": {
"BTC": 22.320688405854238,
"USD": 4.10693755418602
},
"end_balance": 15083.740817665252,
"id": "c414c2607be3621a",
"time": 1466817120000,
"timestamp": "06/24/2016 06:12:00 PM PDT"
},
{
"type": "sell",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 687.43,
"fee": 37.59258153554912,
"market": true,
"size": 21.874274637737155,
"rsi": 23.556699433530838,
"roi": 1.531042518685501,
"roi_delta": -0.0037592581535554,
"performance": 0.017525422223537944,
"waited": "8d 49m",
"balance": {
"USD": 15003.546970238287,
"BTC": 0.44641376811708
},
"end_balance": 15310.42518685501,
"id": "e4e734efc235bca4",
"time": 1467511260000,
"timestamp": "07/02/2016 07:01:00 PM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 675,
"fee": 36.758690077083806,
"market": true,
"size": 21.7829274530867,
"rsi": 65.08049157243504,
"roi": 1.5268117573640232,
"roi_delta": -0.0036758690077086,
"performance": 0.0180818410601806,
"waited": "1d 30m",
"balance": {
"BTC": 22.229341221203782,
"USD": 263.3122493276806
},
"end_balance": 15268.117573640233,
"id": "58c0746bb394853d",
"time": 1467599460000,
"timestamp": "07/03/2016 07:31:00 PM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 673.66,
"fee": 0.6451150108528172,
"market": true,
"size": 0.3830508035821141,
"rsi": 66.7195634149576,
"roi": 1.523768514139297,
"roi_delta": -0.0000645115010848,
"performance": 0.020031130442372314,
"waited": "2d 23h 33m",
"balance": {
"BTC": 22.612392024785898,
"USD": 4.621129975700898
},
"end_balance": 15237.685141392969,
"id": "2ebe60e43c9345dd",
"time": 1467768840000,
"timestamp": "07/05/2016 06:34:00 PM PDT"
},
{
"type": "sell",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 663.74,
"fee": 36.771435252201904,
"market": true,
"size": 22.16014418429018,
"rsi": 27.62636180817536,
"roi": 1.4976598777254895,
"roi_delta": -0.0036771435252198,
"performance": -0.014725529198705579,
"waited": "1d 2h 45m",
"balance": {
"USD": 14676.423795604263,
"BTC": 0.4522478404957225
},
"end_balance": 14976.598777254894,
"id": "8aa6eb28beab3259",
"time": 1467865140000,
"timestamp": "07/06/2016 09:19:00 PM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 641.64,
"fee": 35.95723829923045,
"market": true,
"size": 22.41583336402372,
"rsi": 66.91207887784788,
"roi": 1.4930646861680705,
"roi_delta": -0.0035957238299232,
"performance": 0.033296170187121464,
"waited": "18h 8m",
"balance": {
"BTC": 22.86808120451944,
"USD": 257.5712376128537
},
"end_balance": 14930.646861680705,
"id": "3a5d4905856e9801",
"time": 1467930420000,
"timestamp": "07/07/2016 03:27:00 PM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 666.24,
"fee": 0.6310495321514915,
"market": true,
"size": 0.3788721974972932,
"rsi": 68.61344936592334,
"roi": 1.5492570609779734,
"roi_delta": -0.0000631049532152,
"performance": -0.0037665350890408894,
"waited": "1d 18h 52m",
"balance": {
"BTC": 23.246953402016732,
"USD": 4.520375220105636
},
"end_balance": 15492.570609779734,
"id": "a2976c1b003cedcc",
"time": 1468019460000,
"timestamp": "07/08/2016 04:11:00 PM PDT"
},
{
"type": "sell",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 663.55,
"fee": 37.79251402827511,
"market": true,
"size": 22.7820143339764,
"rsi": 20.815569459480585,
"roi": 1.5392243791100035,
"roi_delta": -0.0037792514028275,
"performance": -0.004037584053794428,
"waited": "7d 12h 50m",
"balance": {
"USD": 15083.733472501872,
"BTC": 0.46493906804033125
},
"end_balance": 15392.243791100034,
"id": "b4b054af29b96db1",
"time": 1468670460000,
"timestamp": "07/16/2016 05:01:00 AM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 670.75,
"fee": 36.95514700762958,
"market": true,
"size": 22.03810481260057,
"rsi": 72.22460383137725,
"roi": 1.5358636205382292,
"roi_delta": -0.0036955147007632,
"performance": -0.010850727149423554,
"waited": "1d 2h 8m",
"balance": {
"BTC": 22.5030438806409,
"USD": 264.71952244241027
},
"end_balance": 15358.636205382292,
"id": "4e885fd124cbb110",
"time": 1468764540000,
"timestamp": "07/17/2016 07:09:00 AM PDT"
},
{
"type": "sell",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 670.67,
"fee": 36.97568527660211,
"market": true,
"size": 22.052983003028082,
"rsi": 25.934955804674146,
"roi": 1.5319860276595234,
"roi_delta": -0.0036975685276608,
"performance": -0.00011926947446887813,
"waited": "1d 4h 49m",
"balance": {
"USD": 15018.017947806647,
"BTC": 0.450060877612816
},
"end_balance": 15319.860276595235,
"id": "9dcda4771a6042b4",
"time": 1468868280000,
"timestamp": "07/18/2016 11:58:00 AM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 673.5,
"fee": 36.794143972126285,
"market": true,
"size": 21.852498275947312,
"rsi": 65.22086635352112,
"roi": 1.5284339804906752,
"roi_delta": -0.00367941439721275,
"performance": -0.004219660936078873,
"waited": "1d 4h 12m",
"balance": {
"BTC": 22.30255915356013,
"USD": 263.5662149840072
},
"end_balance": 15284.339804906753,
"id": "2ac13a75ef410727",
"time": 1468969800000,
"timestamp": "07/19/2016 04:10:00 PM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 666.91,
"fee": 0.6457372267108176,
"market": true,
"size": 0.3873009711720128,
"rsi": 71.21582996391204,
"roi": 1.5136720202858085,
"roi_delta": -0.0000645737226708,
"performance": 0.00560633396454292,
"waited": "2d 17h 4m",
"balance": {
"BTC": 22.689860124732142,
"USD": 4.625587072969328
},
"end_balance": 15136.720202858085,
"id": "1d5e5265774a6e9b",
"time": 1469102520000,
"timestamp": "07/21/2016 05:02:00 AM PDT"
},
{
"type": "sell",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 663.62,
"fee": 36.89074019113812,
"market": true,
"size": 22.2360629222375,
"rsi": 27.93555440749934,
"roi": 1.5025179822856576,
"roi_delta": -0.0036890740191138,
"performance": -0.0049331993822254875,
"waited": "23h 36m",
"balance": {
"USD": 14724.03092333708,
"BTC": 0.4537972024946437
},
"end_balance": 15025.179822856577,
"id": "2c4d8e2a328e1824",
"time": 1469187480000,
"timestamp": "07/22/2016 04:38:00 AM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 659.55,
"fee": 36.07387576217587,
"market": true,
"size": 21.877871738109835,
"rsi": 65.10643455362643,
"roi": 1.4987258992480248,
"roi_delta": -0.0036073875762174,
"performance": 0.0061330279376751754,
"waited": "1d 23h 23m",
"balance": {
"BTC": 22.33166894060448,
"USD": 258.40674270456185
},
"end_balance": 14987.258992480249,
"id": "e60ceca3a21f482f",
"time": 1469358060000,
"timestamp": "07/24/2016 04:01:00 AM PDT"
},
{
"type": "sell",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 655.81,
"fee": 35.881062929447666,
"market": true,
"size": 21.885035561792392,
"rsi": 24.863488008837194,
"roi": 1.4867857487712937,
"roi_delta": -0.0035881062929448,
"performance": -0.005670532939125161,
"waited": "19h 53m",
"balance": {
"USD": 14574.950851554182,
"BTC": 0.446633378812088
},
"end_balance": 14867.857487712938,
"id": "7a6f587da20a81e9",
"time": 1469429640000,
"timestamp": "07/24/2016 11:54:00 PM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 654.04,
"fee": 35.70862958630775,
"market": true,
"size": 21.83880471304981,
"rsi": 65.04274663656665,
"roi": 1.483135831704613,
"roi_delta": -0.003570862958631,
"performance": 0.0026989524404934357,
"waited": "1d 6h 29m",
"balance": {
"BTC": 22.2854380918619,
"USD": 255.79038744477523
},
"end_balance": 14831.358317046132,
"id": "fe9c7374c70ef138",
"time": 1469539380000,
"timestamp": "07/26/2016 06:23:00 AM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 658,
"fee": 0.6266864492396994,
"market": true,
"size": 0.380964406832644,
"rsi": 67.34752355028951,
"roi": 1.4918981965440663,
"roi_delta": -0.000062668644924,
"performance": -0.0033393818331529782,
"waited": "2d 9h 13m",
"balance": {
"BTC": 22.666402498694545,
"USD": 4.4891212996557925
},
"end_balance": 14918.981965440664,
"id": "5ff9e31baf0a8bc4",
"time": 1469635620000,
"timestamp": "07/27/2016 09:07:00 AM PDT"
},
{
"type": "sell",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 651.55,
"fee": 36.18232164265985,
"market": true,
"size": 22.21307444872065,
"rsi": 26.961229121317402,
"roi": 1.4736601347681426,
"roi_delta": -0.0036182321642658,
"performance": -0.009802431610942318,
"waited": "3d 10h 6m",
"balance": {
"USD": 14441.235456720935,
"BTC": 0.453328049973895
},
"end_balance": 14736.601347681426,
"id": "435e82253d0340d6",
"time": 1469931180000,
"timestamp": "07/30/2016 07:13:00 PM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 550.97,
"fee": 35.38102686896628,
"market": true,
"size": 25.686354515829386,
"rsi": 65.08933678288983,
"roi": 1.4655624585546088,
"roi_delta": -0.0035381026868966,
"performance": 0.1543703476325684,
"waited": "3d 9h 33m",
"balance": {
"BTC": 26.139682565803284,
"USD": 253.44368226545384
},
"end_balance": 14655.624585546087,
"id": "b1d3a585445695b7",
"time": 1470224760000,
"timestamp": "08/03/2016 04:46:00 AM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 587.8,
"fee": 0.6209370215503619,
"market": true,
"size": 0.4225498615517944,
"rsi": 66.55326140926783,
"roi": 1.5617728157423072,
"roi_delta": -0.0000620937021552,
"performance": 0.09784360371421995,
"waited": "4d 19h 48m",
"balance": {
"BTC": 26.562232427355077,
"USD": 4.44793662375875
},
"end_balance": 15617.728157423073,
"id": "60c219c4bc3d4218",
"time": 1470348060000,
"timestamp": "08/04/2016 03:01:00 PM PDT"
},
{
"type": "sell",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 588.94,
"fee": 38.32672485612792,
"market": true,
"size": 26.030987778807972,
"rsi": 20.848275384373224,
"roi": 1.5609682377534129,
"roi_delta": -0.0038326724856128,
"performance": 0.0019394351820347985,
"waited": "2d 18h",
"balance": {
"USD": 15296.811154218798,
"BTC": 0.531244648547104
},
"end_balance": 15609.682377534129,
"id": "fac6a83ff66c1745",
"time": 1470585660000,
"timestamp": "08/07/2016 09:01:00 AM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 593.41,
"fee": 37.47718732783606,
"market": true,
"size": 25.26225532285338,
"rsi": 66.50907263449406,
"roi": 1.55745798537853,
"roi_delta": -0.0037477187327836,
"performance": -0.007589907291065178,
"waited": "19h 48m",
"balance": {
"BTC": 25.793499971400486,
"USD": 268.45903575653836
},
"end_balance": 15574.5798537853,
"id": "d62bf65771515f35",
"time": 1470656940000,
"timestamp": "08/08/2016 04:49:00 AM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 591.98,
"fee": 0.6577246376035191,
"market": true,
"size": 0.44442355323052746,
"rsi": 65.41464728753544,
"roi": 1.5537037424188593,
"roi_delta": -0.0000657724637602,
"performance": -0.005161816144259053,
"waited": "1d 20h 10m",
"balance": {
"BTC": 26.23792352463101,
"USD": 4.711456077527191
},
"end_balance": 15537.037424188593,
"id": "50698f497df9ad12",
"time": 1470744660000,
"timestamp": "08/09/2016 05:11:00 AM PDT"
},
{
"type": "sell",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 586.21,
"fee": 37.68328621596617,
"market": true,
"size": 25.71316505413839,
"rsi": 27.96118518138411,
"roi": 1.5347961319235504,
"roi_delta": -0.003768328621597,
"performance": -0.009746950910503734,
"waited": "2d 7h 19m",
"balance": {
"USD": 15040.342656248025,
"BTC": 0.52475847049262
},
"end_balance": 15347.961319235505,
"id": "fd0d7af40a1a0c16",
"time": 1470943800000,
"timestamp": "08/11/2016 12:30:00 PM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 588.65,
"fee": 36.84883950780767,
"market": true,
"size": 25.039557976935473,
"rsi": 65.04869389635104,
"roi": 1.5312392890395699,
"roi_delta": -0.0036848839507808,
"performance": -0.004162330905306972,
"waited": "1d 18h 14m",
"balance": {
"BTC": 25.56431644742809,
"USD": 263.9580136171515
},
"end_balance": 15312.392890395698,
"id": "2838f26e5953fde6",
"time": 1471095840000,
"timestamp": "08/13/2016 06:44:00 AM PDT"
},
{
"type": "sell",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 580.31,
"fee": 36.346309770137125,
"market": true,
"size": 25.05303011847953,
"rsi": 25.509867021996044,
"roi": 1.5062840181454005,
"roi_delta": -0.0036346309770142,
"performance": -0.014168011551856066,
"waited": "22h 11m",
"balance": {
"USD": 14766.135611901866,
"BTC": 0.51128632894856
},
"end_balance": 15062.840181454005,
"id": "54855719f95d1750",
"time": 1471175700000,
"timestamp": "08/14/2016 04:55:00 AM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 568.93,
"fee": 36.177032249159566,
"market": true,
"size": 25.435137714066457,
"rsi": 65.75559036794405,
"roi": 1.5020844710781411,
"roi_delta": -0.00361770322491575,
"performance": 0.01961020833692337,
"waited": "1d 9h 10m",
"balance": {
"BTC": 25.946424043015018,
"USD": 259.1456799888799
},
"end_balance": 15020.844710781412,
"id": "d7642f8657d1f9f6",
"time": 1471295100000,
"timestamp": "08/15/2016 02:05:00 PM PDT"
},
{
"type": "sell",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 576.04,
"fee": 36.618136359059015,
"market": true,
"size": 25.427495562154718,
"rsi": 27.96674871216615,
"roi": 1.5168705649368193,
"roi_delta": -0.003661813635906,
"performance": 0.012497143761095519,
"waited": "1d 15h 21m",
"balance": {
"USD": 14869.782087253425,
"BTC": 0.5189284808603
},
"end_balance": 15168.705649368192,
"id": "06a614e1480ab565",
"time": 1471436760000,
"timestamp": "08/17/2016 05:26:00 AM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 575.72,
"fee": 36.430966113770886,
"market": true,
"size": 25.311586266776136,
"rsi": 65.38517546238735,
"roi": 1.5132108626140548,
"roi_delta": -0.003643096611377,
"performance": 0.0005555169779876397,
"waited": "21h 40m",
"balance": {
"BTC": 25.830514747636435,
"USD": 260.9646756312991
},
"end_balance": 15132.108626140547,
"id": "2bed2d1903f0f3c1",
"time": 1471514760000,
"timestamp": "08/18/2016 03:06:00 AM PDT"
},
{
"type": "buy",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 576.8,
"fee": 0.6393634552966828,
"market": true,
"size": 0.4433865848104596,
"rsi": 66.08298979562645,
"roi": 1.5159366218612698,
"roi_delta": -0.0000639363455298,
"performance": -0.0013193528227207075,
"waited": "2d 2h 50m",
"balance": {
"BTC": 26.273901332446897,
"USD": 4.579930057329312
},
"end_balance": 15159.366218612699,
"id": "c9d0290b85a82cc5",
"time": 1471619760000,
"timestamp": "08/19/2016 08:16:00 AM PDT"
},
{
"type": "sell",
"asset": "BTC",
"currency": "USD",
"exchange": "gdax",
"price": 584.17,
"fee": 37.603641106369984,
"market": true,
"size": 25.74842330579796,
"rsi": 27.523132693419953,
"roi": 1.5315401230326455,
"roi_delta": -0.0037603641106376,
"performance": 0.012777392510402188,
"waited": "3d 17h 1m",
"balance": {
"USD": 15008.432731498948,
"BTC": 0.525478026648935
},
"end_balance": 15315.401230326455,
"id": "8dd874b8ec59fce4",
"time": 1471940220000,
"timestamp": "08/23/2016 01:17:00 AM PDT"
}
],
"agent": "zenbot/3.5.14",
"exchange": "gdax",
"asset": "BTC",
"currency": "USD",
"rsi_query_limit": 100,
"rsi_periods": 26,
"rsi_period": "5m",
"rsi_up": 65,
"rsi_down": 28,
"check_period": "1m",
"selector": "data.trades.gdax.BTC-USD",
"trade_pct": 0.98,
"fee_pct": 0.0025,
"product": {
"id": "BTC-USD",
"asset": "BTC",
"currency": "USD",
"min_size": 0.01,
"max_size": 10000,
"increment": 0.01,
"label": "BTC/USD"
},
"min_trade": 0.01,
"sim_start_balance": 10000,
"min_double_wait": 86400000,
"min_reversal_wait": 64800000,
"min_performance": -0.015,
"start_balance": 10000,
"market_price": 578.47,
"rsi_tick_id": "5m4906943",
"rsi_complete_warning": true,
"last_rsi": {
"samples": 24271,
"close": 578.93,
"last_close": 578.92,
"current_gain": 0.01,
"current_loss": 0,
"last_avg_gain": 0.09506287809237834,
"last_avg_loss": 0.09302037377941838,
"avg_gain": 0.09179122893497917,
"avg_loss": 0.08944266709559459,
"relative_strength": 1.0262577348780808,
"value": 50.64793669694889,
"ansi": "\u001b[37m50\u001b[39m"
},
"rsi": {
"samples": 24272,
"close": 578.47,
"last_close": 578.93,
"current_gain": 0,
"current_loss": 0.45999999999992724,
"last_avg_gain": 0.09179122893497917,
"last_avg_loss": 0.08944266709559459,
"avg_gain": 0.08826079705286459,
"avg_loss": 0.10369487220729968,
"relative_strength": 0.8511587427044575,
"value": 45.979781369854535,
"ansi": "\u001b[37m45\u001b[39m"
},
"first_rsi": {
"samples": 26,
"close": 535.49,
"last_close": 535.49,
"current_gain": 0,
"current_loss": 0,
"last_avg_gain": 0.06038461538461292,
"last_avg_loss": 0.15769230769230422,
"avg_gain": 0.05806213017751243,
"avg_loss": 0.1516272189349079,
"relative_strength": 0.3829268292682856,
"value": 27.689594356260656,
"ansi": "\u001b[31m27\u001b[39m"
},
"trend": null,
"progress": 1,
"balance": {
"USD": 15008.432731498948,
"BTC": 0.525478026648935
},
"consolidated_balance": 15312.406005574558,
"roi": 1.5312406005574557,
"op": "sell",
"fee": 37.603641106369984,
"new_end_balance": 15315.401230326455,
"new_roi": 1.5315401230326455,
"new_roi_delta": -0.0037603641106376,
"performance": 0.012777392510402188,
"waited": "3d 17h 1m",
"last_buy_time": 1471619700000,
"performance_scores": [
null,
null,
-0.005258620689655094,
-0.00875292486350629,
-0.008735592339024052,
0.17233973092321173,
-0.0059505488868369745,
0.10213447949297004,
0.0003040518210060149,
-0.012730517549077931,
-0.011199874686716791,
0.20213861386138615,
0.10813201320132013,
0.017525422223537944,
0.0180818410601806,
0.020031130442372314,
-0.014725529198705579,
0.033296170187121464,
-0.0037665350890408894,
-0.004037584053794428,
-0.010850727149423554,
-0.00011926947446887813,
-0.004219660936078873,
0.00560633396454292,
-0.0049331993822254875,
0.0061330279376751754,
-0.005670532939125161,
0.0026989524404934357,
-0.0033393818331529782,
-0.009802431610942318,
0.1543703476325684,
0.09784360371421995,
0.0019394351820347985,
-0.007589907291065178,
-0.005161816144259053,
-0.009746950910503734,
-0.004162330905306972,
-0.014168011551856066,
0.01961020833692337,
0.012497143761095519,
0.0005555169779876397,
-0.0013193528227207075,
0.012777392510402188
],
"performance_avg": 0.0193435840782224,
"end_balance": 15315.401230326455,
"num_trades": 43,
"sim_warning": true,
"last_buy_price": 576.8,
"last_op": "sell",
"last_sell_time": 1471940160000,
"last_sell_price": 584.17,
"sell_warning": true,
"end_us": 1472535325899524,
"last_us": 83686728,
"last_duration": "1m 23s 686ms 728µs",
"sim_time": 7257540000,
"sim_duration": "83d 23h 59m",
"input_hash": "d62e414b40e2a18c198ba76b9a1a990c87bb2ed7"
}
@carlos8f
Copy link
Author

screen shot 2016-08-29 at 10 37 14 pm

@cesarferreira
Copy link

@carlos8f how do you get access to this page? I have nothing on that port

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment