mirror of
https://github.com/freqtrade/freqtrade.git
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1001 lines
38 KiB
Python
1001 lines
38 KiB
Python
from datetime import timedelta
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def hyperopt_test_result():
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"""
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Sample hyperopt test result, used for some tests.
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"""
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hyperopt_res = [
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{
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"loss": 0.4366182531161519,
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"params_dict": {
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"mfi-value": 15,
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"fastd-value": 20,
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"adx-value": 25,
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"rsi-value": 28,
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"mfi-enabled": False,
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"fastd-enabled": True,
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"adx-enabled": True,
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"rsi-enabled": True,
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"trigger": "macd_cross_signal",
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"sell-mfi-value": 88,
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"sell-fastd-value": 97,
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"sell-adx-value": 51,
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"sell-rsi-value": 67,
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"sell-mfi-enabled": False,
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"sell-fastd-enabled": False,
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"sell-adx-enabled": True,
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"sell-rsi-enabled": True,
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"sell-trigger": "sell-bb_upper",
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"roi_t1": 1190,
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"roi_t2": 541,
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"roi_t3": 408,
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"roi_p1": 0.026035863879169705,
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"roi_p2": 0.12508730043628782,
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"roi_p3": 0.27766427921605896,
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"stoploss": -0.2562930402099556,
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}, # noqa: E501
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"params_details": {
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"buy": {
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"mfi-value": 15,
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"fastd-value": 20,
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"adx-value": 25,
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"rsi-value": 28,
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"mfi-enabled": False,
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"fastd-enabled": True,
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"adx-enabled": True,
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"rsi-enabled": True,
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"trigger": "macd_cross_signal",
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},
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"sell": {
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"sell-mfi-value": 88,
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"sell-fastd-value": 97,
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"sell-adx-value": 51,
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"sell-rsi-value": 67,
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"sell-mfi-enabled": False,
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"sell-fastd-enabled": False,
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"sell-adx-enabled": True,
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"sell-rsi-enabled": True,
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"sell-trigger": "sell-bb_upper",
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},
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"roi": {
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0: 0.4287874435315165,
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408: 0.15112316431545753,
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949: 0.026035863879169705,
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2139: 0,
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},
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"stoploss": {"stoploss": -0.2562930402099556},
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}, # noqa: E501
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"results_metrics": {
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"total_trades": 2,
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"trade_count_long": 2,
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"trade_count_short": 0,
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"wins": 0,
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"draws": 0,
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"losses": 2,
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"profit_mean": -0.01254995,
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"profit_median": -0.012222,
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"profit_total": -0.00125625,
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"profit_total_abs": -2.50999,
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"max_drawdown_account": 0.23,
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"max_drawdown_abs": -0.00125625,
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"holding_avg": timedelta(minutes=3930.0),
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"stake_currency": "BTC",
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"strategy_name": "SampleStrategy",
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}, # noqa: E501
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"results_explanation": " 2 trades. Avg profit -1.25%. Total profit -0.00125625 BTC ( -2.51Σ%). Avg duration 3930.0 min.", # noqa: E501
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"total_profit": -0.00125625,
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"current_epoch": 1,
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"is_initial_point": True,
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"is_random": False,
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"is_best": True,
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},
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{
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"loss": 20.0,
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"params_dict": {
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"mfi-value": 17,
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"fastd-value": 38,
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"adx-value": 48,
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"rsi-value": 22,
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"mfi-enabled": True,
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"fastd-enabled": False,
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"adx-enabled": True,
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"rsi-enabled": True,
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"trigger": "macd_cross_signal",
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"sell-mfi-value": 96,
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"sell-fastd-value": 68,
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"sell-adx-value": 63,
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"sell-rsi-value": 81,
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"sell-mfi-enabled": False,
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"sell-fastd-enabled": True,
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"sell-adx-enabled": True,
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"sell-rsi-enabled": True,
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"sell-trigger": "sell-sar_reversal",
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"roi_t1": 334,
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"roi_t2": 683,
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"roi_t3": 140,
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"roi_p1": 0.06403981740598495,
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"roi_p2": 0.055519840060645045,
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"roi_p3": 0.3253712811342459,
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"stoploss": -0.338070047333259,
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}, # noqa: E501
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"params_details": {
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"buy": {
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"mfi-value": 17,
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"fastd-value": 38,
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"adx-value": 48,
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"rsi-value": 22,
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"mfi-enabled": True,
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"fastd-enabled": False,
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"adx-enabled": True,
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"rsi-enabled": True,
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"trigger": "macd_cross_signal",
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}, # noqa: E501
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"sell": {
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"sell-mfi-value": 96,
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"sell-fastd-value": 68,
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"sell-adx-value": 63,
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"sell-rsi-value": 81,
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"sell-mfi-enabled": False,
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"sell-fastd-enabled": True,
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"sell-adx-enabled": True,
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"sell-rsi-enabled": True,
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"sell-trigger": "sell-sar_reversal",
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}, # noqa: E501
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"roi": {
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0: 0.4449309386008759,
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140: 0.11955965746663,
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823: 0.06403981740598495,
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1157: 0,
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}, # noqa: E501
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"stoploss": {"stoploss": -0.338070047333259},
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},
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"results_metrics": {
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"total_trades": 1,
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"trade_count_long": 1,
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"trade_count_short": 0,
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"wins": 0,
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"draws": 0,
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"losses": 1,
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"profit_mean": 0.012357,
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"profit_median": -0.012222,
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"profit_total": 6.185e-05,
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"profit_total_abs": 0.12357,
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"max_drawdown_account": 0.23,
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"max_drawdown_abs": -0.00125625,
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"holding_avg": timedelta(minutes=1200.0),
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}, # noqa: E501
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"results_explanation": " 1 trades. Avg profit 0.12%. Total profit 0.00006185 BTC ( 0.12Σ%). Avg duration 1200.0 min.", # noqa: E501
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"total_profit": 6.185e-05,
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"current_epoch": 2,
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"is_initial_point": True,
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"is_random": False,
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"is_best": False,
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},
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{
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"loss": 14.241196856510731,
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"params_dict": {
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"mfi-value": 25,
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"fastd-value": 16,
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"adx-value": 29,
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"rsi-value": 20,
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"mfi-enabled": False,
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"fastd-enabled": False,
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"adx-enabled": False,
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"rsi-enabled": False,
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"trigger": "macd_cross_signal",
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"sell-mfi-value": 98,
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"sell-fastd-value": 72,
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"sell-adx-value": 51,
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"sell-rsi-value": 82,
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"sell-mfi-enabled": True,
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"sell-fastd-enabled": True,
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"sell-adx-enabled": True,
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"sell-rsi-enabled": True,
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"sell-trigger": "sell-macd_cross_signal",
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"roi_t1": 889,
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"roi_t2": 533,
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"roi_t3": 263,
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"roi_p1": 0.04759065393663096,
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"roi_p2": 0.1488819964638463,
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"roi_p3": 0.4102801822104605,
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"stoploss": -0.05394588767607611,
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}, # noqa: E501
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"params_details": {
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"buy": {
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"mfi-value": 25,
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"fastd-value": 16,
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"adx-value": 29,
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"rsi-value": 20,
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"mfi-enabled": False,
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"fastd-enabled": False,
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"adx-enabled": False,
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"rsi-enabled": False,
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"trigger": "macd_cross_signal",
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},
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"sell": {
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"sell-mfi-value": 98,
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"sell-fastd-value": 72,
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"sell-adx-value": 51,
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"sell-rsi-value": 82,
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"sell-mfi-enabled": True,
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"sell-fastd-enabled": True,
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"sell-adx-enabled": True,
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"sell-rsi-enabled": True,
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"sell-trigger": "sell-macd_cross_signal",
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},
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"roi": {
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0: 0.6067528326109377,
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263: 0.19647265040047726,
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796: 0.04759065393663096,
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1685: 0,
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},
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"stoploss": {"stoploss": -0.05394588767607611},
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}, # noqa: E501
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"results_metrics": {
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"total_trades": 621,
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"trade_count_long": 621,
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"trade_count_short": 0,
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"wins": 320,
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"draws": 0,
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"losses": 301,
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"profit_mean": -0.043883302093397747,
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"profit_median": -0.012222,
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"profit_total": -0.13639474,
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"profit_total_abs": -272.515306,
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"max_drawdown_account": 0.25,
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"max_drawdown_abs": -272.515306,
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"holding_avg": timedelta(minutes=1691.207729468599),
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}, # noqa: E501
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"results_explanation": " 621 trades. Avg profit -0.44%. Total profit -0.13639474 BTC (-272.52Σ%). Avg duration 1691.2 min.", # noqa: E501
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"total_profit": -0.13639474,
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"current_epoch": 3,
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"is_initial_point": True,
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"is_random": False,
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"is_best": False,
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},
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{
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"loss": 100000,
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"params_dict": {
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"mfi-value": 13,
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"fastd-value": 35,
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"adx-value": 39,
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"rsi-value": 29,
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"mfi-enabled": True,
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"fastd-enabled": False,
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"adx-enabled": False,
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"rsi-enabled": True,
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"trigger": "macd_cross_signal",
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"sell-mfi-value": 87,
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"sell-fastd-value": 54,
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"sell-adx-value": 63,
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"sell-rsi-value": 93,
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"sell-mfi-enabled": False,
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"sell-fastd-enabled": True,
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"sell-adx-enabled": True,
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"sell-rsi-enabled": True,
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"sell-trigger": "sell-bb_upper",
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"roi_t1": 1402,
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"roi_t2": 676,
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"roi_t3": 215,
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"roi_p1": 0.06264755784937427,
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"roi_p2": 0.14258587851894644,
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"roi_p3": 0.20671291201040828,
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"stoploss": -0.11818343570194478,
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}, # noqa: E501
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"params_details": {
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"buy": {
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"mfi-value": 13,
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"fastd-value": 35,
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"adx-value": 39,
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"rsi-value": 29,
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"mfi-enabled": True,
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"fastd-enabled": False,
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"adx-enabled": False,
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"rsi-enabled": True,
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"trigger": "macd_cross_signal",
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},
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"sell": {
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"sell-mfi-value": 87,
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"sell-fastd-value": 54,
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"sell-adx-value": 63,
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"sell-rsi-value": 93,
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"sell-mfi-enabled": False,
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"sell-fastd-enabled": True,
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"sell-adx-enabled": True,
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"sell-rsi-enabled": True,
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"sell-trigger": "sell-bb_upper",
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},
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"roi": {
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0: 0.411946348378729,
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215: 0.2052334363683207,
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891: 0.06264755784937427,
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2293: 0,
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},
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"stoploss": {"stoploss": -0.11818343570194478},
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}, # noqa: E501
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"results_metrics": {
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"total_trades": 0,
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"trade_count_long": 0,
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"trade_count_short": 0,
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"wins": 0,
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"draws": 0,
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"losses": 0,
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"profit_mean": None,
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"profit_median": None,
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"profit_total": 0,
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"profit": 0.0,
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"holding_avg": timedelta(),
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}, # noqa: E501
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"results_explanation": " 0 trades. Avg profit nan%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration nan min.", # noqa: E501
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"total_profit": 0,
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"current_epoch": 4,
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"is_initial_point": True,
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"is_random": False,
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"is_best": False, # noqa: E501
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},
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{
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"loss": 0.22195522184191518,
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"params_dict": {
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"mfi-value": 17,
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"fastd-value": 21,
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"adx-value": 38,
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"rsi-value": 33,
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"mfi-enabled": True,
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"fastd-enabled": False,
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"adx-enabled": True,
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"rsi-enabled": False,
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"trigger": "macd_cross_signal",
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"sell-mfi-value": 87,
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"sell-fastd-value": 82,
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"sell-adx-value": 78,
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"sell-rsi-value": 69,
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"sell-mfi-enabled": True,
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"sell-fastd-enabled": False,
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"sell-adx-enabled": True,
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"sell-rsi-enabled": False,
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"sell-trigger": "sell-macd_cross_signal",
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"roi_t1": 1269,
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"roi_t2": 601,
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"roi_t3": 444,
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"roi_p1": 0.07280999507931168,
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"roi_p2": 0.08946698095898986,
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"roi_p3": 0.1454876733325284,
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"stoploss": -0.18181041180901014,
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}, # noqa: E501
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"params_details": {
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"buy": {
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"mfi-value": 17,
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"fastd-value": 21,
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"adx-value": 38,
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"rsi-value": 33,
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"mfi-enabled": True,
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"fastd-enabled": False,
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"adx-enabled": True,
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"rsi-enabled": False,
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"trigger": "macd_cross_signal",
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},
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"sell": {
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"sell-mfi-value": 87,
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"sell-fastd-value": 82,
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"sell-adx-value": 78,
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"sell-rsi-value": 69,
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"sell-mfi-enabled": True,
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"sell-fastd-enabled": False,
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"sell-adx-enabled": True,
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"sell-rsi-enabled": False,
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"sell-trigger": "sell-macd_cross_signal",
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},
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"roi": {
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0: 0.3077646493708299,
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444: 0.16227697603830155,
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1045: 0.07280999507931168,
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2314: 0,
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},
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"stoploss": {"stoploss": -0.18181041180901014},
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}, # noqa: E501
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"results_metrics": {
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"total_trades": 14,
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"trade_count_long": 14,
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"trade_count_short": 0,
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"wins": 6,
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"draws": 0,
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"losses": 8,
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"profit_mean": -0.003539515,
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"profit_median": -0.012222,
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"profit_total": -0.002480140000000001,
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"profit_total_abs": -4.955321,
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"max_drawdown_account": 0.34,
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"max_drawdown_abs": -4.955321,
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"holding_avg": timedelta(minutes=3402.8571428571427),
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}, # noqa: E501
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"results_explanation": " 14 trades. Avg profit -0.35%. Total profit -0.00248014 BTC ( -4.96Σ%). Avg duration 3402.9 min.", # noqa: E501
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"total_profit": -0.002480140000000001,
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"current_epoch": 5,
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"is_initial_point": True,
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"is_random": False,
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"is_best": True,
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},
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{
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"loss": 0.545315889154162,
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"params_dict": {
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"mfi-value": 22,
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"fastd-value": 43,
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"adx-value": 46,
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"rsi-value": 20,
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"mfi-enabled": False,
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"fastd-enabled": False,
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"adx-enabled": True,
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"rsi-enabled": True,
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"trigger": "bb_lower",
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"sell-mfi-value": 87,
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"sell-fastd-value": 65,
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"sell-adx-value": 94,
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"sell-rsi-value": 63,
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"sell-mfi-enabled": False,
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"sell-fastd-enabled": True,
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"sell-adx-enabled": True,
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"sell-rsi-enabled": True,
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"sell-trigger": "sell-macd_cross_signal",
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"roi_t1": 319,
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"roi_t2": 556,
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"roi_t3": 216,
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"roi_p1": 0.06251955472249589,
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"roi_p2": 0.11659519602202795,
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"roi_p3": 0.0953744132197762,
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"stoploss": -0.024551752215582423,
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}, # noqa: E501
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"params_details": {
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"buy": {
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"mfi-value": 22,
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"fastd-value": 43,
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"adx-value": 46,
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"rsi-value": 20,
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"mfi-enabled": False,
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"fastd-enabled": False,
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"adx-enabled": True,
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"rsi-enabled": True,
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"trigger": "bb_lower",
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},
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"sell": {
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"sell-mfi-value": 87,
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"sell-fastd-value": 65,
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"sell-adx-value": 94,
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"sell-rsi-value": 63,
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"sell-mfi-enabled": False,
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"sell-fastd-enabled": True,
|
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"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
|