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| $ docker-compose exec server zenbot backfill gdax.BTC-USD --days 2 | |
| $ docker-compose exec server zenbot sim --days 2 --profit_stop_enable_pct=10 --profit_stop_pct=1 --trend_ema=36 --period=1h --verbose | |
| ``` | |
| 2017-12-25 16:00:00 14177.19 BTC-USD 189 0.00000 BTC 1000.00 USD +0.00% -0.58% | |
| 2017-12-25 17:00:00 14268.75 BTC-USD +0.64% 419 0.00000 BTC 1000.00 USD +0.00% -1.22% | |
| 2017-12-25 18:00:00 14199.99 BTC-USD -0.49% 537 0.00000 BTC 1000.00 USD +0.00% -0.74% | |
| 2017-12-25 19:00:00 14300.01 BTC-USD +0.70% 583 0.00000 BTC 1000.00 USD +0.00% -1.44% | |
| 2017-12-25 20:00:00 14276.44 BTC-USD -0.17% 386 0.00000 BTC 1000.00 USD +0.00% -1.28% | |
| 2017-12-25 21:00:00 14071.01 BTC-USD -1.44% 624 0.00000 BTC 1000.00 USD +0.00% +0.17% | |
| 2017-12-25 22:00:00 14089.99 BTC-USD +0.13% 500 0.00000 BTC 1000.00 USD +0.00% +0.03% | |
| 2017-12-25 23:00:00 14101.04 BTC-USD +0.07% 529 0.00000 BTC 1000.00 USD +0.00% -0.05% | |
| 2017-12-26 00:00:00 14171.98 BTC-USD +0.50% 614 0.00000 BTC 1000.00 USD +0.00% -0.55% | |
| 2017-12-26 01:00:00 14248.00 BTC-USD +0.53% 483 0.00000 BTC 1000.00 USD +0.00% -1.08% | |
| 2017-12-26 02:00:00 14204.01 BTC-USD -0.31% 216 0.00000 BTC 1000.00 USD +0.00% -0.77% | |
| 2017-12-26 03:00:00 14269.00 BTC-USD +0.45% 397 0.00000 BTC 1000.00 USD +0.00% -1.22% | |
| 2017-12-26 04:00:00 14888.38 BTC-USD +4.34% 1520 0.00000 BTC 1000.00 USD +0.00% -5.33% | |
| 2017-12-26 05:00:00 15194.99 BTC-USD +2.05% 2585 0.00000 BTC 1000.00 USD +0.00% -7.24% | |
| 2017-12-26 06:00:00 15366.36 BTC-USD +1.12% 2185 ---- 20 0.00000 BTC 1000.00 USD +0.00% -8.28% | |
| 2017-12-26 07:00:00 15574.98 BTC-USD +1.35% 835 --- 29 0.00000 BTC 1000.00 USD +0.00% -9.51% | |
| 2017-12-26 08:00:00 15444.01 BTC-USD -0.85% 453 --- 27 0.00000 BTC 1000.00 USD +0.00% -8.74% | |
| 2017-12-26 09:00:00 15084.99 BTC-USD -2.33% 355 ---- 22 0.00000 BTC 1000.00 USD +0.00% -6.57% | |
| 2017-12-26 10:00:00 15399.07 BTC-USD +2.08% 275 --- 34 0.00000 BTC 1000.00 USD +0.00% -8.47% | |
| 2017-12-26 11:00:00 15305.00 BTC-USD -0.62% 150 --- 32 0.00000 BTC 1000.00 USD +0.00% -7.91% | |
| 2017-12-26 12:00:00 15170.50 BTC-USD -0.88% 265 --- 30 0.00000 BTC 1000.00 USD +0.00% -7.09% | |
| 2017-12-26 13:00:00 15348.32 BTC-USD +1.17% 455 -- 36 0.00000 BTC 1000.00 USD +0.00% -8.17% | |
| 2017-12-26 14:00:00 15369.27 BTC-USD +0.13% 487 -- 37 0.00000 BTC 1000.00 USD +0.00% -8.30% | |
| 2017-12-26 15:00:00 15850.00 BTC-USD +3.12% 1114 50 + 0.00000 BTC 1000.00 USD +0.00% -11.08% | |
| 2017-12-26 16:00:00 15819.95 BTC-USD -0.19% 1074 - 49 0.00000 BTC 1000.00 USD +0.00% -10.91% | |
| 2017-12-26 17:00:00 16115.00 BTC-USD +1.86% 2243 55 ++ 0.00000 BTC 1000.00 USD +0.00% -12.54% | |
| 2017-12-26 18:00:00 15709.98 BTC-USD -2.52% 1648 - 47 0.00000 BTC 1000.00 USD +0.00% -10.29% | |
| 2017-12-26 19:00:00 15710.00 BTC-USD +0.00% 788 - 47 0.00000 BTC 1000.00 USD +0.00% -10.29% | |
| 2017-12-26 20:00:00 15899.00 BTC-USD +1.20% 973 51 + 0.00000 BTC 1000.00 USD +0.00% -11.35% | |
| 2017-12-26 21:00:00 15877.88 BTC-USD -0.14% 1442 50 + 0.00000 BTC 1000.00 USD +0.00% -11.23% | |
| 2017-12-26 22:00:00 15920.00 BTC-USD +0.26% 677 51 + 0.00000 BTC 1000.00 USD +0.00% -11.47% | |
| 2017-12-26 23:00:00 15780.00 BTC-USD -0.88% 811 - 48 0.00000 BTC 1000.00 USD +0.00% -10.68% | |
| 2017-12-27 00:00:00 15790.88 BTC-USD +0.06% 690 - 48 0.00000 BTC 1000.00 USD +0.00% -10.74% | |
| 2017-12-27 01:00:00 15794.01 BTC-USD +0.01% 456 - 48 0.00000 BTC 1000.00 USD +0.00% -10.76% | |
| 2017-12-27 02:00:00 15935.01 BTC-USD +0.89% 729 52 + 0.00000 BTC 1000.00 USD +0.00% -11.55% | |
| 2017-12-27 03:00:00 15854.47 BTC-USD -0.51% 404 50 + 0.00000 BTC 1000.00 USD +0.00% -11.10% | |
| 2017-12-27 04:00:00 15879.00 BTC-USD +0.15% 410 51 + 0.00000 BTC 1000.00 USD +0.00% -11.24% | |
| 2017-12-27 05:00:00 16390.00 BTC-USD +3.21% 1598 63 ++ 0.4355 buying 0.00000 BTC 1000.00 USD +0.00% -14.01% | |
| 2017-12-27 06:00:00 16310.99 BTC-USD -0.49% 21 60 ++ 0.3821 0.0188 bought 0.06069 BTC 10.00 USD 0.00% -13.59% | |
| 2017-12-27 07:00:00 16400.00 BTC-USD +0.54% 334 62 ++ 0.3916 0.0222 +0.54% 0.06069 BTC 10.00 USD +0.54% -13.60% | |
| 2017-12-27 08:00:00 16250.00 BTC-USD -0.92% 622 57 ++ 0.3161 0.0275 -0.38% 0.06069 BTC 10.00 USD -0.38% -13.59% | |
| 2017-12-27 09:00:00 16133.14 BTC-USD -0.72% 383 54 + 0.2571 0.0441 -1.10% 0.06069 BTC 10.00 USD -1.08% -13.58% | |
| 2017-12-27 10:00:00 15890.00 BTC-USD -1.51% 532 - 48 0.1574 0.0647 -2.59% 0.06069 BTC 10.00 USD -2.56% -13.57% | |
| 2017-12-27 11:00:00 15655.36 BTC-USD -1.48% 782 -- 42 0.0667 0.0931 -4.02% 0.06069 BTC 10.00 USD -3.98% -13.55% | |
| 2017-12-27 12:00:00 15744.89 BTC-USD +0.57% 366 -- 45 0.0943 0.1189 -3.48% 0.06069 BTC 10.00 USD -3.44% -13.56% | |
| 2017-12-27 13:00:00 15970.99 BTC-USD +1.43% 407 51 + 0.1680 0.1257 -2.09% 0.06069 BTC 10.00 USD -2.07% -13.57% | |
| 2017-12-27 14:00:00 15846.22 BTC-USD -0.79% 473 - 48 0.1152 0.1229 -2.85% 0.06069 BTC 10.00 USD -2.83% -13.57% | |
| 2017-12-27 15:00:00 15288.00 BTC-USD -3.53% 840 -- 37 -0.0854 0.1261 -6.28% 0.06069 BTC 10.00 USD -6.21% -13.53% | |
| { | |
| "asset_capital": 0, | |
| "avg_slippage_pct": 0.045, | |
| "buy_pct": 99, | |
| "buy_stop_pct": 0, | |
| "currency_capital": 1000, | |
| "days": 2, | |
| "markdown_buy_pct": 0, | |
| "markup_sell_pct": 0, | |
| "max_sell_loss_pct": 25, | |
| "max_slippage_pct": 5, | |
| "min_periods": 52, | |
| "mode": "sim", | |
| "neutral_rate": "auto", | |
| "order_adjust_time": 5000, | |
| "order_type": "maker", | |
| "oversold_rsi": 10, | |
| "oversold_rsi_periods": 14, | |
| "period": "1h", | |
| "periodLength": "1h", | |
| "profit_stop_enable_pct": 10, | |
| "profit_stop_pct": 1, | |
| "rsi_periods": 14, | |
| "selector": { | |
| "exchange_id": "gdax", | |
| "product_id": "BTC-USD", | |
| "asset": "BTC", | |
| "currency": "USD", | |
| "normalized": "gdax.BTC-USD" | |
| }, | |
| "sell_pct": 99, | |
| "sell_stop_pct": 0, | |
| "show_options": true, | |
| "start": 1514160000000, | |
| "stats": false, | |
| "strategy": "trend_ema", | |
| "trend_ema": 36, | |
| "verbose": true | |
| } | |
| end balance: 938.63768898 (-6.14%) | |
| buy hold: 1085.49207910 (8.54%) | |
| vs. buy hold: -13.53% | |
| 2 trades over 3 days (avg 0.66 trades/day) | |
| win/loss: 0/1 | |
| error rate: 100.00% | |
| wrote simulations/sim_result_gdax.BTC-USD_171227_155511_UTC.html | |
| ``` |
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