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, "profit": 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": 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