search

Drakkar-Software / OctoBot

Open source crypto trading bot
https://www.octobot.cloud
GNU General Public License v3.0
3.21k stars 745 forks source link

False symbol profitability if more candle than by default #1533

Open valouvaliavlo opened 3 years ago

valouvaliavlo commented 3 years ago

environnement : docker Branch: Master & Dev

Step 3: Describe the problem:

Symbol profitability is calculated only on 1000 or 500 last candles which means that it is distorted if we have a history with more candles

Expected behavior have the same result as the market average profitability

Steps to reproduce:

1.start the backtesting with a history that contains more candles than what we have by default

Observed Results:

symbol profitability is not the same of market average proitability

valouvaliavlo commented 3 years ago

The profitability on home page is also calculated with the last 500 candles ?

valouvaliavlo commented 3 years ago

If you don't have historical data more than 500 candles. complete BNB/USDT : https://cloud.loveyuparis.me/index.php/s/ykrKXQnRTJJWqAY

Nextcloud
ExchangeHistoryDataCollector_1610319337.9219062.data
Nextcloud - a safe home for all your data
Herklos commented 3 years ago

Hi @valouvaliavlo, thanks for reporting. To be sure to truly understand your issue, you ran two backtesting : the first with 500 candles history and the second with 1000 candles history and the two symbol profitability results are different ?

GuillaumeDSM commented 3 years ago

Regarding home page profitability: it's computed using the very first received price for each symbol compared to their latest price.

valouvaliavlo commented 3 years ago

Hi @valouvaliavlo, thanks for reporting. To be sure to truly understand your issue, you ran two backtesting : the first with 500 candles history and the second with 1000 candles history and the two symbol profitability results are different ?

if you run backtesting with my file you will see the market average proiftability at 2397 but symbol profitability is much lower. The both will be the same if there is 500 candles ( what we get by default in data_collector)