iterativv / NostalgiaForInfinity

Trading strategy for the Freqtrade crypto bot
GNU General Public License v3.0
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backtesting doesn't return any data #157

Closed ezako2 closed 2 years ago

ezako2 commented 2 years ago

I'm using latest version you mention here, when I make the pairs just 5 coin, sometime give me data but if I add 100 pair, its stop like this

PS C:\ft_userdata> docker-compose run --rm freqtrade backtesting --datadir user_data/data/binance --export trades --stake-amount 50 -s NostalgiaForInfinityX -i 5m 2021-11-19 09:45:18,726 - freqtrade.configuration.configuration - INFO - Using config: user_data/config.json ... 2021-11-19 09:45:18,729 - freqtrade.loggers - INFO - Verbosity set to 0 2021-11-19 09:45:18,730 - freqtrade.configuration.configuration - INFO - Parameter -i/--timeframe detected ... Using timeframe: 5m ... 2021-11-19 09:45:18,730 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 10 ... 2021-11-19 09:45:18,730 - freqtrade.configuration.configuration - INFO - Parameter --stake-amount detected, overriding stake_amount to: 50.0 ... 2021-11-19 09:45:21,525 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ... 2021-11-19 09:45:21,526 - freqtrade.configuration.configuration - INFO - Using data directory: user_data/data/binance ... 2021-11-19 09:45:21,526 - freqtrade.configuration.configuration - INFO - Overriding timeframe with Command line argument 2021-11-19 09:45:21,526 - freqtrade.configuration.configuration - INFO - Parameter --export detected: trades ... 2021-11-19 09:45:21,526 - freqtrade.configuration.check_exchange - INFO - Checking exchange... 2021-11-19 09:45:21,537 - freqtrade.configuration.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team. 2021-11-19 09:45:21,537 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration. 2021-11-19 09:45:21,537 - freqtrade.configuration.config_validation - INFO - Validating configuration ... 2021-11-19 09:45:21,541 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode 2021-11-19 09:45:21,541 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled 2021-11-19 09:45:21,541 - freqtrade.exchange.exchange - INFO - Using CCXT 1.59.2 2021-11-19 09:45:21,560 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance" 2021-11-19 09:45:24,093 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'... 2021-11-19 09:45:24,790 - NostalgiaForInfinityX - INFO - pandas_ta successfully imported 2021-11-19 09:45:25,005 - NostalgiaForInfinityX - INFO - pandas_ta successfully imported 2021-11-19 09:45:25,014 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy NostalgiaForInfinityX from '/freqtrade/user_data/strategies/NostalgiaForInfinityX.py'... 2021-11-19 09:45:25,016 - freqtrade.strategy.hyper - INFO - Found no parameter file. 2021-11-19 09:45:25,018 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values. 2021-11-19 09:45:25,022 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 5m. 2021-11-19 09:45:25,022 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT. 2021-11-19 09:45:25,022 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 50.0. 2021-11-19 09:45:25,023 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'buy': 10, 'sell': 30, 'unit': 'minutes'}. 2021-11-19 09:45:25,023 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 100.0} 2021-11-19 09:45:25,023 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 5m 2021-11-19 09:45:25,023 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.99 2021-11-19 09:45:25,023 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: False 2021-11-19 09:45:25,023 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01 2021-11-19 09:45:25,023 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.03 2021-11-19 09:45:25,023 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True 2021-11-19 09:45:25,023 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False 2021-11-19 09:45:25,023 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True 2021-11-19 09:45:25,023 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'buy': 'limit', 'sell': 'limit', 'trailing_stop_loss': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False, 'stoploss_on_exchange_interval': 60, 'stoploss_on_exchange_limit_ratio': 0.99} 2021-11-19 09:45:25,023 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'buy': 'gtc', 'sell': 'gtc'} 2021-11-19 09:45:25,024 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT 2021-11-19 09:45:25,024 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 50.0 2021-11-19 09:45:25,024 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: [] 2021-11-19 09:45:25,024 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 480 2021-11-19 09:45:25,024 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'buy': 10, 'sell': 30, 'unit': 'minutes'} 2021-11-19 09:45:25,024 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_sell_signal: True 2021-11-19 09:45:25,024 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_only: False 2021-11-19 09:45:25,024 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_buy_signal: True 2021-11-19 09:45:25,024 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_offset: 0.0 2021-11-19 09:45:25,025 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False 2021-11-19 09:45:25,025 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0 2021-11-19 09:45:25,025 - freqtrade.configuration.config_validation - INFO - Validating configuration ... 2021-11-19 09:45:25,038 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'... 2021-11-19 09:45:25,264 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 480 ... 2021-11-19 09:45:33,060 - freqtrade.optimize.backtesting - INFO - Loading data from 2021-10-19 05:40:00 up to 2021-11-19 09:30:00 (31 days). 2021-11-19 09:45:33,060 - freqtrade.configuration.timerange - WARNING - Moving start-date by 480 candles to account for startup time. 2021-11-19 09:45:33,060 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators 2021-11-19 09:45:33,060 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy NostalgiaForInfinityX 2021-11-19 09:46:36,431 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2021-10-20 21:40:00 up to 2021-11-19 09:30:00 (29 days). PS C:\ft_userdata>

ezako2 commented 2 years ago

after remove some coins, I got that report

PS C:\ft_userdata> docker-compose run --rm freqtrade backtesting --datadir user_data/data/binance --export trades --stake-amount 50 -s NostalgiaForInfinityX -i 5m 2021-11-19 10:57:43,062 - freqtrade.configuration.configuration - INFO - Using config: user_data/config.json ... 2021-11-19 10:57:43,071 - freqtrade.loggers - INFO - Verbosity set to 0 2021-11-19 10:57:43,071 - freqtrade.configuration.configuration - INFO - Parameter -i/--timeframe detected ... Using timeframe: 5m ... 2021-11-19 10:57:43,072 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 10 ... 2021-11-19 10:57:43,072 - freqtrade.configuration.configuration - INFO - Parameter --stake-amount detected, overriding stake_amount to: 50.0 ... 2021-11-19 10:57:47,908 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ... 2021-11-19 10:57:47,908 - freqtrade.configuration.configuration - INFO - Using data directory: user_data/data/binance ... 2021-11-19 10:57:47,908 - freqtrade.configuration.configuration - INFO - Overriding timeframe with Command line argument 2021-11-19 10:57:47,909 - freqtrade.configuration.configuration - INFO - Parameter --export detected: trades ... 2021-11-19 10:57:47,909 - freqtrade.configuration.check_exchange - INFO - Checking exchange... 2021-11-19 10:57:47,919 - freqtrade.configuration.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team. 2021-11-19 10:57:47,919 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration. 2021-11-19 10:57:47,920 - freqtrade.configuration.config_validation - INFO - Validating configuration ... 2021-11-19 10:57:47,930 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode 2021-11-19 10:57:47,931 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled 2021-11-19 10:57:47,931 - freqtrade.exchange.exchange - INFO - Using CCXT 1.59.2 2021-11-19 10:57:47,954 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance" 2021-11-19 10:57:49,812 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'... 2021-11-19 10:57:50,745 - NostalgiaForInfinityX - INFO - pandas_ta successfully imported 2021-11-19 10:57:50,907 - NostalgiaForInfinityX - INFO - pandas_ta successfully imported 2021-11-19 10:57:50,918 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy NostalgiaForInfinityX from '/freqtrade/user_data/strategies/NostalgiaForInfinityX.py'... 2021-11-19 10:57:50,921 - freqtrade.strategy.hyper - INFO - Found no parameter file. 2021-11-19 10:57:50,921 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values. 2021-11-19 10:57:50,924 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 5m. 2021-11-19 10:57:50,925 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT. 2021-11-19 10:57:50,925 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 50.0. 2021-11-19 10:57:50,925 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'buy': 10, 'sell': 30, 'unit': 'minutes'}. 2021-11-19 10:57:50,925 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 100.0} 2021-11-19 10:57:50,926 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 5m 2021-11-19 10:57:50,926 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.99 2021-11-19 10:57:50,926 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: False 2021-11-19 10:57:50,926 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01 2021-11-19 10:57:50,927 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.03 2021-11-19 10:57:50,927 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True 2021-11-19 10:57:50,927 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False 2021-11-19 10:57:50,927 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True 2021-11-19 10:57:50,927 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'buy': 'limit', 'sell': 'limit', 'trailing_stop_loss': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False, 'stoploss_on_exchange_interval': 60, 'stoploss_on_exchange_limit_ratio': 0.99} 2021-11-19 10:57:50,928 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'buy': 'gtc', 'sell': 'gtc'} 2021-11-19 10:57:50,928 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT 2021-11-19 10:57:50,928 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 50.0 2021-11-19 10:57:50,929 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using protections: [] 2021-11-19 10:57:50,929 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 480 2021-11-19 10:57:50,929 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'buy': 10, 'sell': 30, 'unit': 'minutes'} 2021-11-19 10:57:50,930 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_sell_signal: True 2021-11-19 10:57:50,930 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_only: False 2021-11-19 10:57:50,930 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_buy_signal: True 2021-11-19 10:57:50,930 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_offset: 0.0 2021-11-19 10:57:50,930 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False 2021-11-19 10:57:50,930 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0 2021-11-19 10:57:50,931 - freqtrade.configuration.config_validation - INFO - Validating configuration ... 2021-11-19 10:57:50,953 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'... 2021-11-19 10:57:51,145 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 480 ... 2021-11-19 10:57:56,090 - freqtrade.optimize.backtesting - INFO - Loading data from 2021-10-19 05:40:00 up to 2021-11-19 09:30:00 (31 days). 2021-11-19 10:57:56,090 - freqtrade.configuration.timerange - WARNING - Moving start-date by 480 candles to account for startup time. 2021-11-19 10:57:56,091 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators 2021-11-19 10:57:56,091 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy NostalgiaForInfinityX 2021-11-19 10:58:40,190 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2021-10-20 21:40:00 up to 2021-11-19 09:30:00 (29 days). 2021-11-19 10:59:42,006 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2021-11-19_10-59-41.json" 2021-11-19 10:59:42,051 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/.last_result.json" Result for strategy NostalgiaForInfinityX ============================================================ BACKTESTING REPORT ============================================================ Pair Buys Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% -------------+--------+----------------+----------------+-------------------+----------------+------------------+------------------------- CHR/USDT 2 5.66 11.32 5.664 0.57 15:48:00 2 0 0 100 GTO/USDT 1 8.34 8.34 4.172 0.42 0:05:00 1 0 0 100 CTSI/USDT 2 4.12 8.24 4.126 0.41 2:52:00 2 0 0 100 AUDIO/USDT 1 6.57 6.57 3.288 0.33 8:45:00 1 0 0 100 NKN/USDT 1 5.71 5.71 2.857 0.29 2 days, 14:30:00 1 0 0 100 ENJ/USDT 1 5.67 5.67 2.838 0.28 2 days, 7:40:00 1 0 0 100 HBAR/USDT 1 5.59 5.59 2.797 0.28 8:45:00 1 0 0 100 LTC/USDT 1 4.45 4.45 2.227 0.22 8:25:00 1 0 0 100 IOTX/USDT 1 4.45 4.45 2.225 0.22 10:35:00 1 0 0 100 OXT/USDT 2 2.14 4.28 2.144 0.21 0:25:00 2 0 0 100 CHZ/USDT 2 2.11 4.21 2.109 0.21 0:15:00 2 0 0 100 LPT/USDT 1 4.14 4.14 2.073 0.21 21:30:00 1 0 0 100 SAND/USDT 2 1.68 3.36 1.679 0.17 5:55:00 2 0 0 100 COCOS/USDT 1 3.14 3.14 1.572 0.16 1 day, 10:40:00 1 0 0 100 BAT/USDT 1 2.77 2.77 1.388 0.14 8 days, 13:55:00 1 0 0 100 MANA/USDT 2 1.19 2.38 1.191 0.12 0:12:00 2 0 0 100 DODO/USDT 1 2.09 2.09 1.045 0.10 2 days, 4:30:00 1 0 0 100 OM/USDT 1 1.79 1.79 0.894 0.09 1 day, 18:15:00 1 0 0 100 ALGO/USDT 1 1.47 1.47 0.733 0.07 0:20:00 1 0 0 100 AION/USDT 1 1.14 1.14 0.572 0.06 0:05:00 1 0 0 100 DEGO/USDT 1 1.02 1.02 0.512 0.05 0:05:00 1 0 0 100 CKB/USDT 1 0.04 0.04 0.020 0.00 2:00:00 1 0 0 100 AAVE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 ADA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 ALICE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 ALPHA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 ANKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 AR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 ATM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 ATOM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 AVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 AVAX/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 AXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 BAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 BCH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 BTC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 BTCST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 BTG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 BTT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 BURGER/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 CAKE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 CELO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 CELR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 COMP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 CRV/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 DASH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 DATA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 DENT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 DGB/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 DNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 DOCK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 DOGE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 DOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 EGLD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 EOS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 ETC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 ETH/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 FIL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 FTM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 GRT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 GXS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 HARD/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 HNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 HOT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 IOST/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 IOTA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 KAVA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 KSM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 LINK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 LUNA/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 MASK/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 MATIC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 MKR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 MTL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 NEO/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 NMR/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 ONE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 ONG/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 ONT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 PERL/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 PERP/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 PNT/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 POLS/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 POND/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 QTUM/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 REEF/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 RLC/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 RUNE/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 RVN/USDT 0 0.00 0.00 0.000 0.00 0:00 0 0 0 0 MBL/USDT 3 -1.48 -4.44 -2.220 -0.22 8:42:00 2 0 1 66.7 OMG/USDT 2 -7.77 -15.54 -7.776 -0.78 1 day, 23:32:00 1 0 1 50.0 TOTAL 33 2.19 72.19 36.133 3.61 20:48:00 31 0 2 93.9 ============================================================== SELL REASON STATS =============================================================== Sell Reason Sells Win Draws Loss Win% Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % ----------------------------------+---------+--------------------------+----------------+----------------+-------------------+---------------- sell_signal_8_1_1 ( 5 ) 2 2 0 0 100 4.24 8.48 4.244 0.85 sell_long_t_2 ( 34 ) 2 2 0 0 100 5.02 10.04 5.025 1 sell_long_t_3 ( 34 ) 2 2 0 0 100 6.58 13.15 6.582 1.32 sell_long_t_0 ( 34 ) 2 2 0 0 100 1.08 2.17 1.084 0.22 sell_profit_w_1_2 ( 25 ) 1 1 0 0 100 1.79 1.79 0.894 0.18 sell_profit_u_bear_1_1 ( 11 ) 1 1 0 0 100 1.12 1.12 0.559 0.11 sell_profit_u_bear_1_1 ( 11 33 ) 1 1 0 0 100 1.28 1.28 0.639 0.13 sell_stoploss_atr_3 ( 49 ) 1 0 0 1 0 -17.03 -17.03 -8.524 -1.7 sell_profit_w_4_2 ( 24 ) 1 1 0 0 100 4.45 4.45 2.225 0.44 sell_profit_w_5_52 ( 9 ) 1 1 0 0 100 5.47 5.47 2.738 0.55 sell_profit_u_bear_1_1 ( 46 49 ) 1 1 0 0 100 1.5 1.5 0.748 0.15 sell_profit_t_2_4 ( 12 27 ) 1 1 0 0 100 2.77 2.77 1.388 0.28 sell_profit_u_bear_1_1 ( 1 ) 1 1 0 0 100 1.47 1.47 0.733 0.15 sell_signal_3_1_1 ( 38 ) 1 1 0 0 100 4.14 4.14 2.073 0.41 sell_profit_w_2_1 ( 4 ) 1 1 0 0 100 2.09 2.09 1.045 0.21 sell_profit_u_bear_1_1 ( 46 ) 1 1 0 0 100 1.73 1.73 0.865 0.17 sell_profit_t_0_1 ( 5 ) 1 1 0 0 100 0.04 0.04 0.02 0 sell_profit_w_4_2 ( 43 ) 1 1 0 0 100 4.73 4.73 2.369 0.47 sell_profit_t_2_4 ( 27 ) 1 1 0 0 100 2.77 2.77 1.386 0.28 sell_profit_t_1_12 ( 39 ) 1 1 0 0 100 1.52 1.52 0.759 0.15 sell_profit_t_1_12 ( 24 ) 1 1 0 0 100 1.27 1.27 0.637 0.13 sell_profit_o_bull_5_1 ( 5 ) 1 1 0 0 100 5.67 5.67 2.838 0.57 sell_signal_3_1_1 ( 48 ) 1 1 0 0 100 3.14 3.14 1.572 0.31 sell_profit_w_2_32 ( 49 ) 1 1 0 0 100 2.08 2.08 1.043 0.21 sell_profit_t_8_3 ( 48 ) 1 1 0 0 100 8.34 8.34 4.172 0.83 sell_profit_d_u_1_11 ( 41 ) 1 1 0 0 100 1.01 1.01 0.505 0.1 sell_profit_t_2_3 ( 41 ) 1 1 0 0 100 2.49 2.49 1.244 0.25 sell_profit_u_bear_1_1 ( 26 ) 1 1 0 0 100 1.37 1.37 0.686 0.14 force_sell 1 0 0 1 0 -6.83 -6.83 -3.419 -0.68 ======================================================= LEFT OPEN TRADES REPORT ======================================================= Pair Buys Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% ----------+--------+----------------+----------------+-------------------+----------------+----------------+------------------------- MBL/USDT 1 -6.83 -6.83 -3.419 -0.34 1 day, 1:45:00 0 0 1 0 TOTAL 1 -6.83 -6.83 -3.419 -0.34 1 day, 1:45:00 0 0 1 0 =============== SUMMARY METRICS ================ Metric Value ------------------------+--------------------- Backtesting from 2021-10-20 21:40:00 Backtesting to 2021-11-19 09:30:00 Max open trades 10
Total/Daily Avg Trades 33 / 1.14
Starting balance 1000.000 USDT
Final balance 1036.133 USDT
Absolute profit 36.133 USDT
Total profit % 3.61%
Trades per day 1.14
Avg. daily profit % 0.12%
Avg. stake amount 50.000 USDT
Total trade volume 1650.000 USDT
Best Pair CHR/USDT 11.32%
Worst Pair OMG/USDT -15.54%
Best trade GTO/USDT 8.34%
Worst trade OMG/USDT -17.03%
Best day 7.473 USDT
Worst day -3.419 USDT
Days win/draw/lose 13 / 8 / 1
Avg. Duration Winners 18:17:00
Avg. Duration Loser 2 days, 11:48:00
Rejected Buy signals 0
Min balance 1001.045 USDT
Max balance 1039.551 USDT
Drawdown 17.03%
Drawdown 8.524 USDT
Drawdown high 34.186 USDT
Drawdown low 25.662 USDT
Drawdown Start 2021-11-14 08:30:00
Drawdown End 2021-11-16 00:05:00
Market change 19.43%

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PS C:\ft_userdata>

as you can see | Total profit % | 3.61% |, how can I got the same result as you?

eSeR1805 commented 2 years ago

This means you're running out of allocated RAM for the container

ezako2 commented 2 years ago
after use new docker image, its working ,but why I got very low profit in backtest ========================================================= LEFT OPEN TRADES REPORT ========================================================= Pair Buys Avg Profit % Cum Profit % Tot Profit USDT Tot Profit % Avg Duration Win Draw Loss Win% ------------+--------+----------------+----------------+-------------------+----------------+------------------+------------------------- ALICE/USDT 1 -7.42 -7.42 -1.115 -0.37 2:15:00 0 0 1 0 GTO/USDT 1 -25.52 -25.52 -3.831 -1.28 3 days, 19:35:00 0 0 1 0 TOTAL 2 -16.47 -32.94 -4.946 -1.65 1 day, 22:55:00 0 0 2 0 =============== SUMMARY METRICS ================ Metric Value ------------------------+--------------------- Backtesting from 2021-10-20 21:40:00 Backtesting to 2021-11-25 12:35:00 Max open trades 20
Total/Daily Avg Trades 44 / 1.26
Starting balance 300.000 USDT
Final balance 308.260 USDT
Absolute profit 8.260 USDT
Total profit % 2.75%
Trades per day 1.26
Avg. daily profit % 0.08%
Avg. stake amount 15.000 USDT
Total trade volume 660.000 USDT
Best Pair COCOS/USDT 18.21%
Worst Pair GTO/USDT -16.86%
Best trade COCOS/USDT 9.99%
Worst trade GTO/USDT -25.52%
Best day 2.712 USDT
Worst day -4.946 USDT
Days win/draw/lose 15 / 14 / 1
Avg. Duration Winners 10:44:00
Avg. Duration Loser 2 days, 14:33:00
Rejected Buy signals 0
Min balance 300.334 USDT
Max balance 313.206 USDT
Drawdown 32.94%
Drawdown 4.946 USDT
Drawdown high 13.206 USDT
Drawdown low 8.260 USDT
Drawdown Start 2021-11-24 12:00:00
Drawdown End 2021-11-25 12:35:00
Market change 33.23%

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ezako2 commented 2 years ago

solve to got result, I add new issue for wrong result