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iterativv / NostalgiaForInfinity

Trading strategy for the Freqtrade crypto bot
GNU General Public License v3.0
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result of backtesting is not simmlier #158

Closed ezako2 closed 2 years ago

ezako2 commented 2 years ago

https://github.com/iterativv/NostalgiaForInfinity/commit/b3250c3611c9ad2ec792c4d8f480d9496fb3c541#commitcomment-60910823

from this report I have do testing with same pairs, but I don't got same result which profit 30% but I got profit is 6% what I have missed here



Result for strategy NostalgiaForInfinityX
============================================================= BACKTESTING REPORT ============================================================
|        Pair |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |      Avg Duration |   Win  Draw  Loss  Win% |
|-------------+--------+----------------+----------------+-------------------+----------------+-------------------+-------------------------|
|    OXT/USDT |      4 |           8.43 |          33.73 |             6.753 |           2.25 |           1:11:00 |     4     0     0   100 |
|   STPT/USDT |      6 |           2.11 |          12.68 |             2.538 |           0.85 |           6:04:00 |     6     0     0   100 |
|   MANA/USDT |      2 |           4.33 |           8.67 |             1.735 |           0.58 |           2:48:00 |     2     0     0   100 |
|    GTO/USDT |      1 |           8.34 |           8.34 |             1.669 |           0.56 |           0:05:00 |     1     0     0   100 |
|    CHZ/USDT |      2 |           2.11 |           4.21 |             0.844 |           0.28 |           0:15:00 |     2     0     0   100 |
|    TLM/USDT |      1 |           3.33 |           3.33 |             0.667 |           0.22 |   1 day, 15:50:00 |     1     0     0   100 |
|    MBL/USDT |      2 |           1.60 |           3.20 |             0.640 |           0.21 |           0:20:00 |     2     0     0   100 |
|    BAT/USDT |      2 |           1.57 |           3.13 |             0.627 |           0.21 |           1:32:00 |     2     0     0   100 |
|   DODO/USDT |      1 |           3.07 |           3.07 |             0.615 |           0.21 | 14 days, 17:30:00 |     1     0     0   100 |
|  TFUEL/USDT |      1 |           2.89 |           2.89 |             0.579 |           0.19 |           4:45:00 |     1     0     0   100 |
|    WIN/USDT |      1 |           2.72 |           2.72 |             0.545 |           0.18 |          22:35:00 |     1     0     0   100 |
|    YFI/USDT |      1 |           2.40 |           2.40 |             0.480 |           0.16 |           0:05:00 |     1     0     0   100 |
|    STX/USDT |      1 |           2.22 |           2.22 |             0.445 |           0.15 |           0:30:00 |     1     0     0   100 |
|  COCOS/USDT |      2 |           0.97 |           1.94 |             0.389 |           0.13 |           5:00:00 |     2     0     0   100 |
|    ENJ/USDT |      1 |           1.64 |           1.64 |             0.328 |           0.11 |           0:05:00 |     1     0     0   100 |
|   CELO/USDT |      1 |           1.62 |           1.62 |             0.323 |           0.11 |          12:50:00 |     1     0     0   100 |
|  MATIC/USDT |      1 |           1.60 |           1.60 |             0.320 |           0.11 |           0:10:00 |     1     0     0   100 |
|   DENT/USDT |      1 |           1.53 |           1.53 |             0.306 |           0.10 |          23:40:00 |     1     0     0   100 |
|    NKN/USDT |      1 |           1.50 |           1.50 |             0.301 |           0.10 |           1:30:00 |     1     0     0   100 |
|    ZEN/USDT |      1 |           1.40 |           1.40 |             0.280 |           0.09 |           0:35:00 |     1     0     0   100 |
|  ALICE/USDT |      1 |           1.24 |           1.24 |             0.248 |           0.08 |   1 day, 15:55:00 |     1     0     0   100 |
|    SNX/USDT |      1 |           1.06 |           1.06 |             0.213 |           0.07 |           0:05:00 |     1     0     0   100 |
|   POLS/USDT |      1 |           0.21 |           0.21 |             0.041 |           0.01 |           0:05:00 |     1     0     0   100 |
|   QTUM/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 |
|    GRT/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 |
|    MTL/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 |
|   HBAR/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 |
|    LTC/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 |
|    ZIL/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 |
|   AVAX/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 |
|   KAVA/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 |
|    WRX/USDT |      0 |           0.00 |           0.00 |             0.000 |           0.00 |              0:00 |     0     0     0     0 |
|  STRAX/USDT |      0 |           0.00 |           0.00 |             0.000 |           0.00 |              0:00 |     0     0     0     0 |
|    TKO/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 |
|   CAKE/USDT |      0 |           0.00 |           0.00 |             0.000 |           0.00 |              0:00 |     0     0     0     0 |
|    XRP/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 |
|  WAVES/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 |
|  AUDIO/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 |
|   IOST/USDT |      0 |           0.00 |           0.00 |             0.000 |           0.00 |              0:00 |     0     0     0     0 |
|    XLM/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 |
|   EGLD/USDT |      0 |           0.00 |           0.00 |             0.000 |           0.00 |              0:00 |     0     0     0     0 |
|   IOTX/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 |
|  SUSHI/USDT |      0 |           0.00 |           0.00 |             0.000 |           0.00 |              0:00 |     0     0     0     0 |
|   ALGO/USDT |      0 |           0.00 |           0.00 |             0.000 |           0.00 |              0:00 |     0     0     0     0 |
|   AAVE/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 |
|     OM/USDT |      0 |           0.00 |           0.00 |             0.000 |           0.00 |              0:00 |     0     0     0     0 |
|    XTZ/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 |
|    VET/USDT |      0 |           0.00 |           0.00 |             0.000 |           0.00 |              0:00 |     0     0     0     0 |
|   AION/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 |
|    HOT/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 |
|    CKB/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 |
|    ONE/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 |
|    RLC/USDT |      0 |           0.00 |           0.00 |             0.000 |           0.00 |              0:00 |     0     0     0     0 |
|   WING/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 |
|    NEO/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 |
|   REEF/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 |
|    ETC/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 |
|    RVN/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 |
|    BCH/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 |
|   POND/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 |
|    CHR/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 |
|  THETA/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 |
|    UNI/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 |
|    SOL/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 |
|    TRX/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 |
|    SKL/USDT |      0 |           0.00 |           0.00 |             0.000 |           0.00 |              0:00 |     0     0     0     0 |
|    TWT/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 |
|    OMG/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 |
|    XEM/USDT |      0 |           0.00 |           0.00 |             0.000 |           0.00 |              0:00 |     0     0     0     0 |
|     SC/USDT |      0 |           0.00 |           0.00 |             0.000 |           0.00 |              0:00 |     0     0     0     0 |
|   SAND/USDT |      1 |          -3.07 |          -3.07 |            -0.614 |          -0.20 |          10:45:00 |     0     0     1     0 |
| BURGER/USDT |      2 |          -2.03 |          -4.07 |            -0.814 |          -0.27 |           0:32:00 |     1     0     1  50.0 |
|    ZRX/USDT |      1 |          -7.08 |          -7.08 |            -1.418 |          -0.47 |           6:20:00 |     0     0     1     0 |
|       TOTAL |     40 |           2.25 |          90.11 |            18.040 |           6.01 |          14:29:00 |    37     0     3  92.5 |
============================================================== SELL REASON STATS ===============================================================
|                      Sell Reason |   Sells |   Win  Draws  Loss  Win% |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |
|----------------------------------+---------+--------------------------+----------------+----------------+-------------------+----------------|
|                       force_sell |       3 |      1     0     2  33.3 |          -3.27 |          -9.8  |            -1.961 |          -0.49 |
|         sell_signal_3_1_1 ( 24 ) |       1 |      1     0     0   100 |           3.07 |           3.07 |             0.615 |           0.15 |
|    sell_profit_u_bear_1_1 ( 26 ) |       1 |      1     0     0   100 |           1.06 |           1.06 |             0.213 |           0.05 |
|             sell_long_t_1 ( 34 ) |       1 |      1     0     0   100 |           2.22 |           2.22 |             0.445 |           0.11 |
|     sell_profit_t_1_11 ( 16 25 ) |       1 |      1     0     0   100 |           1.59 |           1.59 |             0.318 |           0.08 |
|    sell_profit_u_bear_2_1 ( 43 ) |       1 |      1     0     0   100 |           2.89 |           2.89 |             0.579 |           0.14 |
|        sell_profit_w_1_22 ( 49 ) |       1 |      1     0     0   100 |           1.53 |           1.53 |             0.306 |           0.08 |
|         sell_profit_w_3_1 ( 49 ) |       1 |      1     0     0   100 |           3.33 |           3.33 |             0.667 |           0.17 |
|         sell_profit_w_1_9 ( 49 ) |       1 |      1     0     0   100 |           1.24 |           1.24 |             0.248 |           0.06 |
|     sell_profit_t_1_11 ( 36 38 ) |       1 |      1     0     0   100 |           1.4  |           1.4  |             0.28  |           0.07 |
|    sell_profit_u_bear_1_1 ( 41 ) |       1 |      1     0     0   100 |           1.76 |           1.76 |             0.353 |           0.09 |
|    sell_profit_u_bear_1_1 ( 47 ) |       1 |      1     0     0   100 |           1.03 |           1.03 |             0.206 |           0.05 |
|    sell_profit_u_bear_1_1 ( 12 ) |       1 |      1     0     0   100 |           1.79 |           1.79 |             0.359 |           0.09 |
|    sell_profit_u_bear_1_1 ( 46 ) |       1 |      1     0     0   100 |           1.73 |           1.73 |             0.346 |           0.09 |
|      sell_profit_d_u_2_15 ( 55 ) |       1 |      1     0     0   100 |           2.1  |           2.1  |             0.421 |           0.11 |
|         sell_profit_t_2_3 ( 41 ) |       1 |      1     0     0   100 |           2.49 |           2.49 |             0.498 |           0.12 |
|         sell_profit_t_8_3 ( 48 ) |       1 |      1     0     0   100 |           8.34 |           8.34 |             1.669 |           0.42 |
|         sell_profit_w_6_2 ( 12 ) |       1 |      1     0     0   100 |           6.87 |           6.87 |             1.376 |           0.34 |
|     sell_profit_u_bear_1_1 ( 1 ) |       1 |      1     0     0   100 |           1.6  |           1.6  |             0.32  |           0.08 |
|         sell_profit_w_4_2 ( 27 ) |       1 |      1     0     0   100 |           4.49 |           4.49 |             0.899 |           0.22 |
| sell_profit_u_bear_2_1 ( 10 34 ) |       1 |      1     0     0   100 |           2.4  |           2.4  |             0.48  |           0.12 |
|     sell_profit_w_1_55 ( 16 25 ) |       1 |      1     0     0   100 |           1.62 |           1.62 |             0.323 |           0.08 |
|         sell_profit_w_0_2 ( 28 ) |       1 |      1     0     0   100 |           0.34 |           0.34 |             0.067 |           0.02 |
|         sell_profit_w_0_1 ( 47 ) |       1 |      1     0     0   100 |           0.18 |           0.18 |             0.037 |           0.01 |
|    sell_stoploss_p_48_1_1 ( 48 ) |       1 |      0     0     1     0 |          -4.25 |          -4.25 |            -0.851 |          -0.21 |
|    sell_profit_u_bear_1_1 ( 30 ) |       1 |      1     0     0   100 |           1.54 |           1.54 |             0.308 |           0.08 |
|    sell_profit_u_bear_1_1 ( 44 ) |       1 |      1     0     0   100 |           1.66 |           1.66 |             0.332 |           0.08 |
|         sell_profit_w_2_2 ( 16 ) |       1 |      1     0     0   100 |           2.13 |           2.13 |             0.426 |           0.11 |
|         sell_profit_t_0_2 ( 54 ) |       1 |      1     0     0   100 |           0.21 |           0.21 |             0.041 |           0.01 |
|         sell_profit_w_3_9 ( 53 ) |       1 |      1     0     0   100 |           3.75 |           3.75 |             0.752 |           0.19 |
|         sell_signal_3_1_1 ( 16 ) |       1 |      1     0     0   100 |          25.95 |          25.95 |             5.196 |           1.3  |
|         sell_profit_t_1_5 ( 27 ) |       1 |      1     0     0   100 |           1.5  |           1.5  |             0.301 |           0.08 |
|         sell_profit_w_0_1 ( 54 ) |       1 |      1     0     0   100 |           0.21 |           0.21 |             0.041 |           0.01 |
|   sell_profit_t_2_6 ( 12 26 33 ) |       1 |      1     0     0   100 |           2.34 |           2.34 |             0.468 |           0.12 |
|    sell_profit_u_bear_1_1 ( 53 ) |       1 |      1     0     0   100 |           1.31 |           1.31 |             0.262 |           0.07 |
|         sell_profit_w_4_4 ( 48 ) |       1 |      1     0     0   100 |           4.13 |           4.13 |             0.827 |           0.21 |
|        sell_profit_w_2_20 ( 25 ) |       1 |      1     0     0   100 |           2.72 |           2.72 |             0.545 |           0.14 |
|    sell_profit_u_bear_1_1 ( 11 ) |       1 |      1     0     0   100 |           1.64 |           1.64 |             0.328 |           0.08 |
======================================================== LEFT OPEN TRADES REPORT ========================================================
|       Pair |   Buys |   Avg Profit % |   Cum Profit % |   Tot Profit USDT |   Tot Profit % |   Avg Duration |   Win  Draw  Loss  Win% |
|------------+--------+----------------+----------------+-------------------+----------------+----------------+-------------------------|
| COCOS/USDT |      1 |           0.35 |           0.35 |             0.071 |           0.02 |        9:00:00 |     1     0     0   100 |
|  SAND/USDT |      1 |          -3.07 |          -3.07 |            -0.614 |          -0.20 |       10:45:00 |     0     0     1     0 |
|   ZRX/USDT |      1 |          -7.08 |          -7.08 |            -1.418 |          -0.47 |        6:20:00 |     0     0     1     0 |
|      TOTAL |      3 |          -3.27 |          -9.80 |            -1.961 |          -0.65 |        8:42:00 |     1     0     2  33.3 |
=============== SUMMARY METRICS ================
| Metric                 | Value               |
|------------------------+---------------------|
| Backtesting from       | 2021-10-01 01:00:00 |
| Backtesting to         | 2021-11-01 00:00:00 |
| Max open trades        | 20                  |
|                        |                     |
| Total/Daily Avg Trades | 40 / 1.33           |
| Starting balance       | 300.000 USDT        |
| Final balance          | 318.040 USDT        |
| Absolute profit        | 18.040 USDT         |
| Total profit %         | 6.01%               |
| Trades per day         | 1.33                |
| Avg. daily profit %    | 0.2%                |
| Avg. stake amount      | 20.000 USDT         |
| Total trade volume     | 800.000 USDT        |
|                        |                     |
| Best Pair              | OXT/USDT 33.73%     |
| Worst Pair             | ZRX/USDT -7.08%     |
| Best trade             | OXT/USDT 25.95%     |
| Worst trade            | ZRX/USDT -7.08%     |
| Best day               | 5.948 USDT          |
| Worst day              | -1.961 USDT         |
| Days win/draw/lose     | 15 / 10 / 2         |
| Avg. Duration Winners  | 15:10:00            |
| Avg. Duration Loser    | 6:02:00             |
| Rejected Buy signals   | 0                   |
|                        |                     |
| Min balance            | 300.505 USDT        |
| Max balance            | 320.001 USDT        |
| Drawdown               | 10.15%              |
| Drawdown               | 2.032 USDT          |
| Drawdown high          | 20.001 USDT         |
| Drawdown low           | 17.969 USDT         |
| Drawdown Start         | 2021-10-31 19:40:00 |
| Drawdown End           | 2021-11-01 00:00:00 |
| Market change          | 39.77%              |
================================================```
eSeR1805 commented 2 years ago

our backtest list has 126 pairs yours is 107

ezako2 commented 2 years ago

where can I found the 126 pair list?

eSeR1805 commented 2 years ago

https://github.com/iterativv/NostalgiaForInfinityData/blob/main/binance-usdt-static.json https://github.com/iterativv/NostalgiaForInfinityData/blob/main/kucoin-usdt-static.json It's also in the backtest details from the comment you've just linked :)