lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-10 10:21:59 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity
d05ca3db0b
freqtrade_origin/tests/conftest_hyperopt.py

1002 lines
38 KiB
Python
Raw Normal View History

Simplify conftest setup (1000 fewer lines!) default hyperopt results demo should not be a fixture (it's only used in one place)
2024-05-19 16:11:25 +00:00
from datetime import timedelta
def hyperopt_test_result():
"""
Sample hyperopt test result, used for some tests.
"""
hyperopt_res = [
{
"loss": 0.4366182531161519,
"params_dict": {
"mfi-value": 15,
"fastd-value": 20,
"adx-value": 25,
"rsi-value": 28,
"mfi-enabled": False,
"fastd-enabled": True,
"adx-enabled": True,
"rsi-enabled": True,
"trigger": "macd_cross_signal",
"sell-mfi-value": 88,
"sell-fastd-value": 97,
"sell-adx-value": 51,
"sell-rsi-value": 67,
"sell-mfi-enabled": False,
"sell-fastd-enabled": False,
"sell-adx-enabled": True,
"sell-rsi-enabled": True,
"sell-trigger": "sell-bb_upper",
"roi_t1": 1190,
"roi_t2": 541,
"roi_t3": 408,
"roi_p1": 0.026035863879169705,
"roi_p2": 0.12508730043628782,
"roi_p3": 0.27766427921605896,
"stoploss": -0.2562930402099556,
}, # noqa: E501
"params_details": {
"buy": {
"mfi-value": 15,
"fastd-value": 20,
"adx-value": 25,
"rsi-value": 28,
"mfi-enabled": False,
"fastd-enabled": True,
"adx-enabled": True,
"rsi-enabled": True,
"trigger": "macd_cross_signal",
},
"sell": {
"sell-mfi-value": 88,
"sell-fastd-value": 97,
"sell-adx-value": 51,
"sell-rsi-value": 67,
"sell-mfi-enabled": False,
"sell-fastd-enabled": False,
"sell-adx-enabled": True,
"sell-rsi-enabled": True,
"sell-trigger": "sell-bb_upper",
},
"roi": {
0: 0.4287874435315165,
408: 0.15112316431545753,
949: 0.026035863879169705,
2139: 0,
},
"stoploss": {"stoploss": -0.2562930402099556},
}, # noqa: E501
"results_metrics": {
"total_trades": 2,
"trade_count_long": 2,
"trade_count_short": 0,
"wins": 0,
"draws": 0,
"losses": 2,
"profit_mean": -0.01254995,
"profit_median": -0.012222,
"profit_total": -0.00125625,
"profit_total_abs": -2.50999,
"max_drawdown_account": 0.23,
"max_drawdown_abs": -0.00125625,
"holding_avg": timedelta(minutes=3930.0),
"stake_currency": "BTC",
"strategy_name": "SampleStrategy",
}, # noqa: E501
"results_explanation": " 2 trades. Avg profit -1.25%. Total profit -0.00125625 BTC ( -2.51Σ%). Avg duration 3930.0 min.", # noqa: E501
"total_profit": -0.00125625,
"current_epoch": 1,
"is_initial_point": True,
"is_random": False,
"is_best": True,
},
{
"loss": 20.0,
"params_dict": {
"mfi-value": 17,
"fastd-value": 38,
"adx-value": 48,
"rsi-value": 22,
"mfi-enabled": True,
"fastd-enabled": False,
"adx-enabled": True,
"rsi-enabled": True,
"trigger": "macd_cross_signal",
"sell-mfi-value": 96,
"sell-fastd-value": 68,
"sell-adx-value": 63,
"sell-rsi-value": 81,
"sell-mfi-enabled": False,
"sell-fastd-enabled": True,
"sell-adx-enabled": True,
"sell-rsi-enabled": True,
"sell-trigger": "sell-sar_reversal",
"roi_t1": 334,
"roi_t2": 683,
"roi_t3": 140,
"roi_p1": 0.06403981740598495,
"roi_p2": 0.055519840060645045,
"roi_p3": 0.3253712811342459,
"stoploss": -0.338070047333259,
}, # noqa: E501
"params_details": {
"buy": {
"mfi-value": 17,
"fastd-value": 38,
"adx-value": 48,
"rsi-value": 22,
"mfi-enabled": True,
"fastd-enabled": False,
"adx-enabled": True,
"rsi-enabled": True,
"trigger": "macd_cross_signal",
}, # noqa: E501
"sell": {
"sell-mfi-value": 96,
"sell-fastd-value": 68,
"sell-adx-value": 63,
"sell-rsi-value": 81,
"sell-mfi-enabled": False,
"sell-fastd-enabled": True,
"sell-adx-enabled": True,
"sell-rsi-enabled": True,
"sell-trigger": "sell-sar_reversal",
}, # noqa: E501
"roi": {
0: 0.4449309386008759,
140: 0.11955965746663,
823: 0.06403981740598495,
1157: 0,
}, # noqa: E501
"stoploss": {"stoploss": -0.338070047333259},
},
"results_metrics": {
"total_trades": 1,
"trade_count_long": 1,
"trade_count_short": 0,
"wins": 0,
"draws": 0,
"losses": 1,
"profit_mean": 0.012357,
"profit_median": -0.012222,
"profit_total": 6.185e-05,
"profit_total_abs": 0.12357,
"max_drawdown_account": 0.23,
"max_drawdown_abs": -0.00125625,
"holding_avg": timedelta(minutes=1200.0),
}, # noqa: E501
"results_explanation": " 1 trades. Avg profit 0.12%. Total profit 0.00006185 BTC ( 0.12Σ%). Avg duration 1200.0 min.", # noqa: E501
"total_profit": 6.185e-05,
"current_epoch": 2,
"is_initial_point": True,
"is_random": False,
"is_best": False,
},
{
"loss": 14.241196856510731,
"params_dict": {
"mfi-value": 25,
"fastd-value": 16,
"adx-value": 29,
"rsi-value": 20,
"mfi-enabled": False,
"fastd-enabled": False,
"adx-enabled": False,
"rsi-enabled": False,
"trigger": "macd_cross_signal",
"sell-mfi-value": 98,
"sell-fastd-value": 72,
"sell-adx-value": 51,
"sell-rsi-value": 82,
"sell-mfi-enabled": True,
"sell-fastd-enabled": True,
"sell-adx-enabled": True,
"sell-rsi-enabled": True,
"sell-trigger": "sell-macd_cross_signal",
"roi_t1": 889,
"roi_t2": 533,
"roi_t3": 263,
"roi_p1": 0.04759065393663096,
"roi_p2": 0.1488819964638463,
"roi_p3": 0.4102801822104605,
"stoploss": -0.05394588767607611,
}, # noqa: E501
"params_details": {
"buy": {
"mfi-value": 25,
"fastd-value": 16,
"adx-value": 29,
"rsi-value": 20,
"mfi-enabled": False,
"fastd-enabled": False,
"adx-enabled": False,
"rsi-enabled": False,
"trigger": "macd_cross_signal",
},
"sell": {
"sell-mfi-value": 98,
"sell-fastd-value": 72,
"sell-adx-value": 51,
"sell-rsi-value": 82,
"sell-mfi-enabled": True,
"sell-fastd-enabled": True,
"sell-adx-enabled": True,
"sell-rsi-enabled": True,
"sell-trigger": "sell-macd_cross_signal",
},
"roi": {
0: 0.6067528326109377,
263: 0.19647265040047726,
796: 0.04759065393663096,
1685: 0,
},
"stoploss": {"stoploss": -0.05394588767607611},
}, # noqa: E501
"results_metrics": {
"total_trades": 621,
"trade_count_long": 621,
"trade_count_short": 0,
"wins": 320,
"draws": 0,
"losses": 301,
"profit_mean": -0.043883302093397747,
"profit_median": -0.012222,
"profit_total": -0.13639474,
"profit_total_abs": -272.515306,
"max_drawdown_account": 0.25,
"max_drawdown_abs": -272.515306,
"holding_avg": timedelta(minutes=1691.207729468599),
}, # noqa: E501
"results_explanation": " 621 trades. Avg profit -0.44%. Total profit -0.13639474 BTC (-272.52Σ%). Avg duration 1691.2 min.", # noqa: E501
"total_profit": -0.13639474,
"current_epoch": 3,
"is_initial_point": True,
"is_random": False,
"is_best": False,
},
{
"loss": 100000,
"params_dict": {
"mfi-value": 13,
"fastd-value": 35,
"adx-value": 39,
"rsi-value": 29,
"mfi-enabled": True,
"fastd-enabled": False,
"adx-enabled": False,
"rsi-enabled": True,
"trigger": "macd_cross_signal",
"sell-mfi-value": 87,
"sell-fastd-value": 54,
"sell-adx-value": 63,
"sell-rsi-value": 93,
"sell-mfi-enabled": False,
"sell-fastd-enabled": True,
"sell-adx-enabled": True,
"sell-rsi-enabled": True,
"sell-trigger": "sell-bb_upper",
"roi_t1": 1402,
"roi_t2": 676,
"roi_t3": 215,
"roi_p1": 0.06264755784937427,
"roi_p2": 0.14258587851894644,
"roi_p3": 0.20671291201040828,
"stoploss": -0.11818343570194478,
}, # noqa: E501
"params_details": {
"buy": {
"mfi-value": 13,
"fastd-value": 35,
"adx-value": 39,
"rsi-value": 29,
"mfi-enabled": True,
"fastd-enabled": False,
"adx-enabled": False,
"rsi-enabled": True,
"trigger": "macd_cross_signal",
},
"sell": {
"sell-mfi-value": 87,
"sell-fastd-value": 54,
"sell-adx-value": 63,
"sell-rsi-value": 93,
"sell-mfi-enabled": False,
"sell-fastd-enabled": True,
"sell-adx-enabled": True,
"sell-rsi-enabled": True,
"sell-trigger": "sell-bb_upper",
},
"roi": {
0: 0.411946348378729,
215: 0.2052334363683207,
891: 0.06264755784937427,
2293: 0,
},
"stoploss": {"stoploss": -0.11818343570194478},
}, # noqa: E501
"results_metrics": {
"total_trades": 0,
"trade_count_long": 0,
"trade_count_short": 0,
"wins": 0,
"draws": 0,
"losses": 0,
"profit_mean": None,
"profit_median": None,
"profit_total": 0,
Improve resiliance, drop compatibility test
2024-07-07 15:11:54 +00:00
"max_drawdown_account": 0.0,
"max_drawdown_abs": 0.0,
Simplify conftest setup (1000 fewer lines!) default hyperopt results demo should not be a fixture (it's only used in one place)
2024-05-19 16:11:25 +00:00
"holding_avg": timedelta(),
}, # noqa: E501
"results_explanation": " 0 trades. Avg profit nan%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration nan min.", # noqa: E501
"total_profit": 0,
"current_epoch": 4,
"is_initial_point": True,
"is_random": False,
"is_best": False, # noqa: E501
},
{
"loss": 0.22195522184191518,
"params_dict": {
"mfi-value": 17,
"fastd-value": 21,
"adx-value": 38,
"rsi-value": 33,
"mfi-enabled": True,
"fastd-enabled": False,
"adx-enabled": True,
"rsi-enabled": False,
"trigger": "macd_cross_signal",
"sell-mfi-value": 87,
"sell-fastd-value": 82,
"sell-adx-value": 78,
"sell-rsi-value": 69,
"sell-mfi-enabled": True,
"sell-fastd-enabled": False,
"sell-adx-enabled": True,
"sell-rsi-enabled": False,
"sell-trigger": "sell-macd_cross_signal",
"roi_t1": 1269,
"roi_t2": 601,
"roi_t3": 444,
"roi_p1": 0.07280999507931168,
"roi_p2": 0.08946698095898986,
"roi_p3": 0.1454876733325284,
"stoploss": -0.18181041180901014,
}, # noqa: E501
"params_details": {
"buy": {
"mfi-value": 17,
"fastd-value": 21,
"adx-value": 38,
"rsi-value": 33,
"mfi-enabled": True,
"fastd-enabled": False,
"adx-enabled": True,
"rsi-enabled": False,
"trigger": "macd_cross_signal",
},
"sell": {
"sell-mfi-value": 87,
"sell-fastd-value": 82,
"sell-adx-value": 78,
"sell-rsi-value": 69,
"sell-mfi-enabled": True,
"sell-fastd-enabled": False,
"sell-adx-enabled": True,
"sell-rsi-enabled": False,
"sell-trigger": "sell-macd_cross_signal",
},
"roi": {
0: 0.3077646493708299,
444: 0.16227697603830155,
1045: 0.07280999507931168,
2314: 0,
},
"stoploss": {"stoploss": -0.18181041180901014},
}, # noqa: E501
"results_metrics": {
"total_trades": 14,
"trade_count_long": 14,
"trade_count_short": 0,
"wins": 6,
"draws": 0,
"losses": 8,
"profit_mean": -0.003539515,
"profit_median": -0.012222,
"profit_total": -0.002480140000000001,
"profit_total_abs": -4.955321,
"max_drawdown_account": 0.34,
"max_drawdown_abs": -4.955321,
"holding_avg": timedelta(minutes=3402.8571428571427),
}, # noqa: E501
"results_explanation": " 14 trades. Avg profit -0.35%. Total profit -0.00248014 BTC ( -4.96Σ%). Avg duration 3402.9 min.", # noqa: E501
"total_profit": -0.002480140000000001,
"current_epoch": 5,
"is_initial_point": True,
"is_random": False,
"is_best": True,
},
{
"loss": 0.545315889154162,
"params_dict": {
"mfi-value": 22,
"fastd-value": 43,
"adx-value": 46,
"rsi-value": 20,
"mfi-enabled": False,
"fastd-enabled": False,
"adx-enabled": True,
"rsi-enabled": True,
"trigger": "bb_lower",
"sell-mfi-value": 87,
"sell-fastd-value": 65,
"sell-adx-value": 94,
"sell-rsi-value": 63,
"sell-mfi-enabled": False,
"sell-fastd-enabled": True,
"sell-adx-enabled": True,
"sell-rsi-enabled": True,
"sell-trigger": "sell-macd_cross_signal",
"roi_t1": 319,
"roi_t2": 556,
"roi_t3": 216,
"roi_p1": 0.06251955472249589,
"roi_p2": 0.11659519602202795,
"roi_p3": 0.0953744132197762,
"stoploss": -0.024551752215582423,
}, # noqa: E501
"params_details": {
"buy": {
"mfi-value": 22,
"fastd-value": 43,
"adx-value": 46,
"rsi-value": 20,
"mfi-enabled": False,
"fastd-enabled": False,
"adx-enabled": True,
"rsi-enabled": True,
"trigger": "bb_lower",
},
"sell": {
"sell-mfi-value": 87,
"sell-fastd-value": 65,
"sell-adx-value": 94,
"sell-rsi-value": 63,
"sell-mfi-enabled": False,
"sell-fastd-enabled": True,
"sell-adx-enabled": True,
"sell-rsi-enabled": True,
"sell-trigger": "sell-macd_cross_signal",
},
"roi": {
0: 0.2744891639643,
216: 0.17911475074452382,
772: 0.06251955472249589,
1091: 0,
},
"stoploss": {"stoploss": -0.024551752215582423},
}, # noqa: E501
"results_metrics": {
"total_trades": 39,
"trade_count_long": 39,
"trade_count_short": 0,
"wins": 20,
"draws": 0,
"losses": 19,
"profit_mean": -0.0021400679487179478,
"profit_median": -0.012222,
"profit_total": -0.0041773,
"profit_total_abs": -8.346264999999997,
"max_drawdown_account": 0.45,
"max_drawdown_abs": -4.955321,
"holding_avg": timedelta(minutes=636.9230769230769),
}, # noqa: E501
"results_explanation": " 39 trades. Avg profit -0.21%. Total profit -0.00417730 BTC ( -8.35Σ%). Avg duration 636.9 min.", # noqa: E501
"total_profit": -0.0041773,
"current_epoch": 6,
"is_initial_point": True,
"is_random": False,
"is_best": False,
},
{
"loss": 4.713497421432944,
"params_dict": {
"mfi-value": 13,
"fastd-value": 41,
"adx-value": 21,
"rsi-value": 29,
"mfi-enabled": False,
"fastd-enabled": True,
"adx-enabled": False,
"rsi-enabled": False,
"trigger": "bb_lower",
"sell-mfi-value": 99,
"sell-fastd-value": 60,
"sell-adx-value": 81,
"sell-rsi-value": 69,
"sell-mfi-enabled": True,
"sell-fastd-enabled": True,
"sell-adx-enabled": True,
"sell-rsi-enabled": False,
"sell-trigger": "sell-macd_cross_signal",
"roi_t1": 771,
"roi_t2": 620,
"roi_t3": 145,
"roi_p1": 0.0586919200378493,
"roi_p2": 0.04984118697312542,
"roi_p3": 0.37521058680247044,
"stoploss": -0.14613268022709905,
}, # noqa: E501
"params_details": {
"buy": {
"mfi-value": 13,
"fastd-value": 41,
"adx-value": 21,
"rsi-value": 29,
"mfi-enabled": False,
"fastd-enabled": True,
"adx-enabled": False,
"rsi-enabled": False,
"trigger": "bb_lower",
},
"sell": {
"sell-mfi-value": 99,
"sell-fastd-value": 60,
"sell-adx-value": 81,
"sell-rsi-value": 69,
"sell-mfi-enabled": True,
"sell-fastd-enabled": True,
"sell-adx-enabled": True,
"sell-rsi-enabled": False,
"sell-trigger": "sell-macd_cross_signal",
},
"roi": {
0: 0.4837436938134452,
145: 0.10853310701097472,
765: 0.0586919200378493,
1536: 0,
}, # noqa: E501
"stoploss": {"stoploss": -0.14613268022709905},
}, # noqa: E501
"results_metrics": {
"total_trades": 318,
"trade_count_long": 318,
"trade_count_short": 0,
"wins": 100,
"draws": 0,
"losses": 218,
"profit_mean": -0.0039833954716981146,
"profit_median": -0.012222,
"profit_total": -0.06339929,
"profit_total_abs": -126.67197600000004,
"max_drawdown_account": 0.50,
"max_drawdown_abs": -200.955321,
"holding_avg": timedelta(minutes=3140.377358490566),
}, # noqa: E501
"results_explanation": " 318 trades. Avg profit -0.40%. Total profit -0.06339929 BTC (-126.67Σ%). Avg duration 3140.4 min.", # noqa: E501
"total_profit": -0.06339929,
"current_epoch": 7,
"is_initial_point": True,
"is_random": False,
"is_best": False,
},
{
"loss": 20.0, # noqa: E501
"params_dict": {
"mfi-value": 24,
"fastd-value": 43,
"adx-value": 33,
"rsi-value": 20,
"mfi-enabled": False,
"fastd-enabled": True,
"adx-enabled": True,
"rsi-enabled": True,
"trigger": "sar_reversal",
"sell-mfi-value": 89,
"sell-fastd-value": 74,
"sell-adx-value": 70,
"sell-rsi-value": 70,
"sell-mfi-enabled": False,
"sell-fastd-enabled": False,
"sell-adx-enabled": False,
"sell-rsi-enabled": True,
"sell-trigger": "sell-sar_reversal",
"roi_t1": 1149,
"roi_t2": 375,
"roi_t3": 289,
"roi_p1": 0.05571820757172588,
"roi_p2": 0.0606240398618907,
"roi_p3": 0.1729012220156157,
"stoploss": -0.1588514289110401,
}, # noqa: E501
"params_details": {
"buy": {
"mfi-value": 24,
"fastd-value": 43,
"adx-value": 33,
"rsi-value": 20,
"mfi-enabled": False,
"fastd-enabled": True,
"adx-enabled": True,
"rsi-enabled": True,
"trigger": "sar_reversal",
},
"sell": {
"sell-mfi-value": 89,
"sell-fastd-value": 74,
"sell-adx-value": 70,
"sell-rsi-value": 70,
"sell-mfi-enabled": False,
"sell-fastd-enabled": False,
"sell-adx-enabled": False,
"sell-rsi-enabled": True,
"sell-trigger": "sell-sar_reversal",
},
"roi": {
0: 0.2892434694492323,
289: 0.11634224743361658,
664: 0.05571820757172588,
1813: 0,
},
"stoploss": {"stoploss": -0.1588514289110401},
}, # noqa: E501
"results_metrics": {
"total_trades": 1,
"trade_count_long": 1,
"trade_count_short": 0,
"wins": 0,
"draws": 1,
"losses": 0,
"profit_mean": 0.0,
"profit_median": 0.0,
"profit_total": 0.0,
"profit_total_abs": 0.0,
"max_drawdown_account": 0.0,
"max_drawdown_abs": 0.52,
"holding_avg": timedelta(minutes=5340.0),
}, # noqa: E501
"results_explanation": " 1 trades. Avg profit 0.00%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration 5340.0 min.", # noqa: E501
"total_profit": 0.0,
"current_epoch": 8,
"is_initial_point": True,
"is_random": False,
"is_best": False,
},
{
"loss": 2.4731817780991223,
"params_dict": {
"mfi-value": 22,
"fastd-value": 20,
"adx-value": 29,
"rsi-value": 40,
"mfi-enabled": False,
"fastd-enabled": False,
"adx-enabled": False,
"rsi-enabled": False,
"trigger": "sar_reversal",
"sell-mfi-value": 97,
"sell-fastd-value": 65,
"sell-adx-value": 81,
"sell-rsi-value": 64,
"sell-mfi-enabled": True,
"sell-fastd-enabled": True,
"sell-adx-enabled": True,
"sell-rsi-enabled": True,
"sell-trigger": "sell-bb_upper",
"roi_t1": 1012,
"roi_t2": 584,
"roi_t3": 422,
"roi_p1": 0.036764323603472565,
"roi_p2": 0.10335480573205287,
"roi_p3": 0.10322347377503042,
"stoploss": -0.2780610808108503,
}, # noqa: E501
"params_details": {
"buy": {
"mfi-value": 22,
"fastd-value": 20,
"adx-value": 29,
"rsi-value": 40,
"mfi-enabled": False,
"fastd-enabled": False,
"adx-enabled": False,
"rsi-enabled": False,
"trigger": "sar_reversal",
},
"sell": {
"sell-mfi-value": 97,
"sell-fastd-value": 65,
"sell-adx-value": 81,
"sell-rsi-value": 64,
"sell-mfi-enabled": True,
"sell-fastd-enabled": True,
"sell-adx-enabled": True,
"sell-rsi-enabled": True,
"sell-trigger": "sell-bb_upper",
},
"roi": {
0: 0.2433426031105559,
422: 0.14011912933552545,
1006: 0.036764323603472565,
2018: 0,
},
"stoploss": {"stoploss": -0.2780610808108503},
}, # noqa: E501
"results_metrics": {
"total_trades": 229,
"trade_count_long": 229,
"trade_count_short": 0,
"wins": 150,
"draws": 0,
"losses": 79,
"profit_mean": -0.0038433433624454144,
"profit_median": -0.012222,
"profit_total": -0.044050070000000004,
"profit_total_abs": -88.01256299999999,
"max_drawdown_account": 0.41,
"max_drawdown_abs": -150.955321,
"holding_avg": timedelta(minutes=6505.676855895196),
}, # noqa: E501
"results_explanation": " 229 trades. Avg profit -0.38%. Total profit -0.04405007 BTC ( -88.01Σ%). Avg duration 6505.7 min.", # noqa: E501
"total_profit": -0.044050070000000004, # noqa: E501
"current_epoch": 9,
"is_initial_point": True,
"is_random": False,
"is_best": False,
},
{
"loss": -0.2604606005845212, # noqa: E501
"params_dict": {
"mfi-value": 23,
"fastd-value": 24,
"adx-value": 22,
"rsi-value": 24,
"mfi-enabled": False,
"fastd-enabled": False,
"adx-enabled": False,
"rsi-enabled": True,
"trigger": "macd_cross_signal",
"sell-mfi-value": 97,
"sell-fastd-value": 70,
"sell-adx-value": 64,
"sell-rsi-value": 80,
"sell-mfi-enabled": False,
"sell-fastd-enabled": True,
"sell-adx-enabled": True,
"sell-rsi-enabled": True,
"sell-trigger": "sell-sar_reversal",
"roi_t1": 792,
"roi_t2": 464,
"roi_t3": 215,
"roi_p1": 0.04594053535385903,
"roi_p2": 0.09623192684243963,
"roi_p3": 0.04428219070850663,
"stoploss": -0.16992287161634415,
}, # noqa: E501
"params_details": {
"buy": {
"mfi-value": 23,
"fastd-value": 24,
"adx-value": 22,
"rsi-value": 24,
"mfi-enabled": False,
"fastd-enabled": False,
"adx-enabled": False,
"rsi-enabled": True,
"trigger": "macd_cross_signal",
},
"sell": {
"sell-mfi-value": 97,
"sell-fastd-value": 70,
"sell-adx-value": 64,
"sell-rsi-value": 80,
"sell-mfi-enabled": False,
"sell-fastd-enabled": True,
"sell-adx-enabled": True,
"sell-rsi-enabled": True,
"sell-trigger": "sell-sar_reversal",
},
"roi": {
0: 0.18645465290480528,
215: 0.14217246219629864,
679: 0.04594053535385903,
1471: 0,
},
"stoploss": {"stoploss": -0.16992287161634415},
}, # noqa: E501
"results_metrics": {
"total_trades": 4,
"trade_count_long": 4,
"trade_count_short": 0,
"wins": 0,
"draws": 0,
"losses": 4,
"profit_mean": 0.001080385,
"profit_median": -0.012222,
"profit_total": 0.00021629,
"profit_total_abs": 0.432154,
"max_drawdown_account": 0.13,
"max_drawdown_abs": -4.955321,
"holding_avg": timedelta(minutes=2850.0),
}, # noqa: E501
"results_explanation": " 4 trades. Avg profit 0.11%. Total profit 0.00021629 BTC ( 0.43Σ%). Avg duration 2850.0 min.", # noqa: E501
"total_profit": 0.00021629,
"current_epoch": 10,
"is_initial_point": True,
"is_random": False,
"is_best": True,
},
{
"loss": 4.876465945994304, # noqa: E501
"params_dict": {
"mfi-value": 20,
"fastd-value": 32,
"adx-value": 49,
"rsi-value": 23,
"mfi-enabled": True,
"fastd-enabled": True,
"adx-enabled": False,
"rsi-enabled": False,
"trigger": "bb_lower",
"sell-mfi-value": 75,
"sell-fastd-value": 56,
"sell-adx-value": 61,
"sell-rsi-value": 62,
"sell-mfi-enabled": False,
"sell-fastd-enabled": False,
"sell-adx-enabled": True,
"sell-rsi-enabled": True,
"sell-trigger": "sell-macd_cross_signal",
"roi_t1": 579,
"roi_t2": 614,
"roi_t3": 273,
"roi_p1": 0.05307643172744114,
"roi_p2": 0.1352282078262871,
"roi_p3": 0.1913307406325751,
"stoploss": -0.25728526022513887,
}, # noqa: E501
"params_details": {
"buy": {
"mfi-value": 20,
"fastd-value": 32,
"adx-value": 49,
"rsi-value": 23,
"mfi-enabled": True,
"fastd-enabled": True,
"adx-enabled": False,
"rsi-enabled": False,
"trigger": "bb_lower",
},
"sell": {
"sell-mfi-value": 75,
"sell-fastd-value": 56,
"sell-adx-value": 61,
"sell-rsi-value": 62,
"sell-mfi-enabled": False,
"sell-fastd-enabled": False,
"sell-adx-enabled": True,
"sell-rsi-enabled": True,
"sell-trigger": "sell-macd_cross_signal",
},
"roi": {
0: 0.3796353801863034,
273: 0.18830463955372825,
887: 0.05307643172744114,
1466: 0,
},
"stoploss": {"stoploss": -0.25728526022513887},
}, # noqa: E501
# New Hyperopt mode!
"results_metrics": {
"total_trades": 117,
"trade_count_long": 117,
"trade_count_short": 0,
"wins": 67,
"draws": 0,
"losses": 50,
"profit_mean": -0.012698609145299145,
"profit_median": -0.012222,
"profit_total": -0.07436117,
"profit_total_abs": -148.573727,
"max_drawdown_account": 0.52,
"max_drawdown_abs": -224.955321,
"holding_avg": timedelta(minutes=4282.5641025641025),
}, # noqa: E501
"results_explanation": " 117 trades. Avg profit -1.27%. Total profit -0.07436117 BTC (-148.57Σ%). Avg duration 4282.6 min.", # noqa: E501
"total_profit": -0.07436117,
"current_epoch": 11,
"is_initial_point": True,
"is_random": False,
"is_best": False,
},
{
"loss": 100000,
"params_dict": {
"mfi-value": 10,
"fastd-value": 36,
"adx-value": 31,
"rsi-value": 22,
"mfi-enabled": True,
"fastd-enabled": True,
"adx-enabled": True,
"rsi-enabled": False,
"trigger": "sar_reversal",
"sell-mfi-value": 80,
"sell-fastd-value": 71,
"sell-adx-value": 60,
"sell-rsi-value": 85,
"sell-mfi-enabled": False,
"sell-fastd-enabled": False,
"sell-adx-enabled": True,
"sell-rsi-enabled": True,
"sell-trigger": "sell-bb_upper",
"roi_t1": 1156,
"roi_t2": 581,
"roi_t3": 408,
"roi_p1": 0.06860454019988212,
"roi_p2": 0.12473718444931989,
"roi_p3": 0.2896360635226823,
"stoploss": -0.30889015124682806,
}, # noqa: E501
"params_details": {
"buy": {
"mfi-value": 10,
"fastd-value": 36,
"adx-value": 31,
"rsi-value": 22,
"mfi-enabled": True,
"fastd-enabled": True,
"adx-enabled": True,
"rsi-enabled": False,
"trigger": "sar_reversal",
},
"sell": {
"sell-mfi-value": 80,
"sell-fastd-value": 71,
"sell-adx-value": 60,
"sell-rsi-value": 85,
"sell-mfi-enabled": False,
"sell-fastd-enabled": False,
"sell-adx-enabled": True,
"sell-rsi-enabled": True,
"sell-trigger": "sell-bb_upper",
},
"roi": {
0: 0.4829777881718843,
408: 0.19334172464920202,
989: 0.06860454019988212,
2145: 0,
},
"stoploss": {"stoploss": -0.30889015124682806},
}, # noqa: E501
"results_metrics": {
"total_trades": 0,
"trade_count_long": 0,
"trade_count_short": 0,
"wins": 0,
"draws": 0,
"losses": 0,
"profit_mean": None,
"profit_median": None,
"profit_total": 0,
"profit_total_abs": 0.0,
"max_drawdown_account": 0.0,
"max_drawdown_abs": 0.0,
"holding_avg": timedelta(),
}, # noqa: E501
"results_explanation": " 0 trades. Avg profit nan%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration nan min.", # noqa: E501
"total_profit": 0,
"current_epoch": 12,
"is_initial_point": True,
"is_random": False,
"is_best": False,
},
]
for res in hyperopt_res:
res["results_metrics"]["holding_avg_s"] = res["results_metrics"][
"holding_avg"
].total_seconds()
return hyperopt_res
Reference in New Issue Copy Permalink