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iterativv / NostalgiaForInfinity

Trading strategy for the Freqtrade crypto bot
GNU General Public License v3.0
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backtesting results are not the same #175

Closed jashan1498 closed 2 years ago

jashan1498 commented 2 years ago

@iterativv @eSeR1805 backtesting results are not same as the one presented on github , can you check what might be missing ?

strategy name : NostalgiaForInfinityX pairlist used : https://github.com/iterativv/NostalgiaForInfinityData/blob/main/binance-usdt-static.json

"max_open_trades": 5, "stake_currency": "USDT", "stake_amount": "unlimited", "dry_run_wallet":1000, "use_sell_signal":true, "tradable_balance_ratio": 0.99, "fiat_display_currency": "USD", "timeframe": "15m", "dry_run": true,

eSeR1805 commented 2 years ago

"timeframe": "15m",

jashan1498 commented 2 years ago

@eSeR1805 timeframe : "15m" returns this result , still very different from presented backtesting results

=============== SUMMARY METRICS ================ Metric Value ------------------------+--------------------- Backtesting from 2021-12-10 00:00:00 Backtesting to 2021-12-20 21:00:00 Max open trades 5
Total/Daily Avg Trades 17 / 1.7
Starting balance 1000.000 USDT
Final balance 1030.616 USDT
Absolute profit 30.616 USDT
Total profit % 3.06%
Trades per day 1.7
Avg. daily profit % 0.31%
Avg. stake amount 203.929 USDT
Total trade volume 3466.786 USDT
Best Pair GXS/USDT 11.76%
Worst Pair EGLD/USDT -22.42%
Best trade CAKE/USDT 8.72%
Worst trade EGLD/USDT -22.42%
Best day 22.204 USDT
Worst day -36.011 USDT
Days win/draw/lose 6 / 1 / 1
Avg. Duration Winners 10:01:00
Avg. Duration Loser 2 days, 0:52:00
Rejected Buy signals 0
Min balance 1002.977 USDT
Max balance 1066.628 USDT
Drawdown 22.42%
Drawdown 45.672 USDT
Drawdown high 66.628 USDT
Drawdown low 20.956 USDT
Drawdown Start 2021-12-19 09:15:00
Drawdown End 2021-12-20 06:00:00
Market change -12.56%
eSeR1805 commented 2 years ago

and what timeframe does the strategy file specify?

jashan1498 commented 2 years ago

it specifies .. timeframe = '15m'

eSeR1805 commented 2 years ago

https://github.com/iterativv/NostalgiaForInfinity/blob/main/NostalgiaForInfinityX.py are you for real? 😄

jashan1498 commented 2 years ago

i have tried both 5m and 15m in config file.

i thought you want me to change it to "15m" based on this comment https://github.com/iterativv/NostalgiaForInfinity/issues/175#issuecomment-998305429

jashan1498 commented 2 years ago

@eSeR1805

timeframe : "5m" both in config file and strategy

=============== SUMMARY METRICS ================ Metric Value ------------------------+--------------------- Backtesting from 2021-12-10 00:00:00 Backtesting to 2021-12-20 22:00:00 Max open trades 5
Total/Daily Avg Trades 5 / 0.5
Starting balance 1000.000 USDT
Final balance 958.021 USDT
Absolute profit -41.979 USDT
Total profit % -4.20%
Trades per day 0.5
Avg. daily profit % -0.42%
Avg. stake amount 199.003 USDT
Total trade volume 995.014 USDT
Best Pair AR/USDT 6.75%
Worst Pair EGLD/USDT -19.51%
Best trade AR/USDT 6.75%
Worst trade EGLD/USDT -19.51%
Best day 13.416 USDT
Worst day -64.259 USDT
Days win/draw/lose 3 / 4 / 1
Avg. Duration Winners 1:57:00
Avg. Duration Loser 4 days, 0:38:00
Rejected Buy signals 0
Min balance 958.021 USDT
Max balance 1022.280 USDT
Drawdown 32.33%
Drawdown 64.259 USDT
Drawdown high 22.280 USDT
Drawdown low -41.979 USDT
Drawdown Start 2021-12-18 17:35:00
Drawdown End 2021-12-20 22:00:00
Market change -12.22%

================================================

eSeR1805 commented 2 years ago

we don't have December data in CI backtest yet and strategy is 5m. I'm not sure what you're comparing to what

jashan1498 commented 2 years ago

@eSeR1805 backtesting from 2021-11 to 2021-12 .. but still not the same

"max_open_trades": 5, "stake_currency": "USDT", "stake_amount": "unlimited", "dry_run_wallet":1000, "use_sell_signal":true, "tradable_balance_ratio": 0.99, "fiat_display_currency": "USD", "timeframe": "5m", "dry_run": true,

=============== SUMMARY METRICS ================ Metric Value ------------------------+--------------------- Backtesting from 2021-11-01 00:00:00 Backtesting to 2021-12-01 00:00:00 Max open trades 5
Total/Daily Avg Trades 35 / 1.17
Starting balance 1000.000 USDT
Final balance 1216.059 USDT
Absolute profit 216.059 USDT
Total profit % 21.61%
Trades per day 1.17
Avg. daily profit % 0.72%
Avg. stake amount 217.838 USDT
Total trade volume 7624.331 USDT
Best Pair TLM/USDT 23.30%
Worst Pair ZEN/USDT -9.66%
Best trade TLM/USDT 19.53%
Worst trade ZEN/USDT -9.66%
Best day 88.919 USDT
Worst day -13.362 USDT
Days win/draw/lose 12 / 13 / 1
Avg. Duration Winners 4:44:00
Avg. Duration Loser 2 days, 1:25:00
Rejected Buy signals 7232
Min balance 1000.354 USDT
Max balance 1238.799 USDT
Drawdown 9.66%
Drawdown 22.740 USDT
Drawdown high 238.799 USDT
Drawdown low 216.059 USDT
Drawdown Start 2021-11-28 06:00:00
Drawdown End 2021-11-28 09:50:00
Market change 15.00%

================================================

eSeR1805 commented 2 years ago

Yeah not enough info for further debug. Either some missing data for slightly different parilist. In any case this isn't the purpose of this issue tracker.

jashan1498 commented 2 years ago

@eSeR1805 can you also mention which timeframes of data we need to download for strat ? 5m , 15m, 1h , 1d , -- are these all ?

jashan-pointr commented 2 years ago

@eSeR1805 this is the config file , can you please let me know what is missing / incorrect in this ? 

{
    "max_open_trades": 5,
    "stake_currency": "USDT",
    "stake_amount": "unlimited",
    "dry_run_wallet":1000,
    "use_sell_signal":true,
    "tradable_balance_ratio": 0.99,
    "fiat_display_currency": "USD",
    "timeframe": "5m",
    "dry_run": true,
    "cancel_open_orders_on_exit": false,
    "unfilledtimeout": {
        "buy": 10,
        "sell": 30,
        "unit": "minutes"
    },
    "order_types": {
        "buy": "market",
        "sell": "market",
        "emergencysell": "market",
        "trailing_stop_loss": "market",
        "stoploss": "market",
        "stoploss_on_exchange": false,
        "stoploss_on_exchange_interval": 60
    },
    "bid_strategy": {
        "price_side": "ask",
        "ask_last_balance": 0.0,
        "use_order_book": false,
        "order_book_top": 1,
        "check_depth_of_market": {
            "enabled": false,
            "bids_to_ask_delta": 1
        }
    },
    "ask_strategy": {
        "price_side": "bid",
        "use_order_book": false,
        "order_book_top": 1
    },
    "exchange": {
        "name": "binance",
        "key": "",
        "secret": "",
        "ccxt_config": {"enableRateLimit": true},
        "ccxt_async_config": {
            "enableRateLimit": true,
            "rateLimit": 200
        },
        "pair_whitelist": [
            "AAVE/USDT",
            "ADA/USDT",
            "AION/USDT",
            "ALGO/USDT",
            "ALICE/USDT",
            "ALPHA/USDT",
            "ANKR/USDT",
            "AR/USDT",
            "ATM/USDT",
            "ATOM/USDT",
            "AUDIO/USDT",
            "AVA/USDT",
            "AVAX/USDT",
            "AXS/USDT",
            "BAKE/USDT",
            "BAT/USDT",
            "BCH/USDT",
            "BTC/USDT",
            "BTCST/USDT",
            "BTG/USDT",
            "BTT/USDT",
            "BURGER/USDT",
            "CAKE/USDT",
            "CELO/USDT",
            "CELR/USDT",
            "CHR/USDT",
            "CHZ/USDT",
            "CKB/USDT",
            "COCOS/USDT",
            "COMP/USDT",
            "CRV/USDT",
            "CTSI/USDT",
            "DASH/USDT",
            "DATA/USDT",
            "DEGO/USDT",
            "DENT/USDT",
            "DGB/USDT",
            "DNT/USDT",
            "DOCK/USDT",
            "DODO/USDT",
            "DOGE/USDT",
            "DOT/USDT",
            "EGLD/USDT",
            "ENJ/USDT",
            "EOS/USDT",
            "ETC/USDT",
            "ETH/USDT",
            "FIL/USDT",
            "FTM/USDT",
            "GRT/USDT",
            "GTO/USDT",
            "GXS/USDT",
            "HARD/USDT",
            "HBAR/USDT",
            "HNT/USDT",
            "HOT/USDT",
            "IOST/USDT",
            "IOTA/USDT",
            "IOTX/USDT",
            "KAVA/USDT",
            "KSM/USDT",
            "LINK/USDT",
            "LPT/USDT",
            "LTC/USDT",
            "LUNA/USDT",
            "MANA/USDT",
            "MASK/USDT",
            "MATIC/USDT",
            "MBL/USDT",
            "MKR/USDT",
            "MTL/USDT",
            "NEO/USDT",
            "NKN/USDT",
            "NMR/USDT",
            "OM/USDT",
            "OMG/USDT",
            "ONE/USDT",
            "ONG/USDT",
            "ONT/USDT",
            "OXT/USDT",
            "PERL/USDT",
            "PERP/USDT",
            "PNT/USDT",
            "POLS/USDT",
            "POND/USDT",
            "QTUM/USDT",
            "REEF/USDT",
            "RLC/USDT",
            "RUNE/USDT",
            "RVN/USDT",
            "SAND/USDT",
            "SC/USDT",
            "SKL/USDT",
            "SLP/USDT",
            "SNX/USDT",
            "SOL/USDT",
            "STMX/USDT",
            "STPT/USDT",
            "STRAX/USDT",
            "STX/USDT",
            "SUPER/USDT",
            "SUSHI/USDT",
            "SXP/USDT",
            "TFUEL/USDT",
            "THETA/USDT",
            "TKO/USDT",
            "TLM/USDT",
            "TRX/USDT",
            "TWT/USDT",
            "UNI/USDT",
            "VET/USDT",
            "WAVES/USDT",
            "WIN/USDT",
            "WING/USDT",
            "WRX/USDT",
            "XEM/USDT",
            "XLM/USDT",
            "XMR/USDT",
            "XRP/USDT",
            "XTZ/USDT",
            "XVS/USDT",
            "YFI/USDT",
            "ZEC/USDT",
            "ZEN/USDT",
            "ZIL/USDT",
            "ZRX/USDT",
        ],
        "pair_blacklist": [
            ]
    },
    "pairlists": [
        {"method": "StaticPairList"}
    ],
    "edge": {
        "enabled": false,
        "process_throttle_secs": 3600,
        "calculate_since_number_of_days": 7,
        "allowed_risk": 0.01,
        "stoploss_range_min": -0.01,
        "stoploss_range_max": -0.1,
        "stoploss_range_step": -0.01,
        "minimum_winrate": 0.60,
        "minimum_expectancy": 0.20,
        "min_trade_number": 10,
        "max_trade_duration_minute": 1440,
        "remove_pumps": false
    },
    "telegram": {
        "enabled": false,
        "token": "",
        "chat_id": ""
    },
    "api_server": {
        "enabled": false,
        "listen_ip_address": "127.0.0.1",
        "listen_port": 8080,
        "verbosity": "error",
        "enable_openapi": false,
        "jwt_secret_key": "",
        "CORS_origins": [],
        "username": "",
        "password": ""
    },
    "bot_name": "freqtrade",
    "initial_state": "running",
    "forcebuy_enable": false,
    "internals": {
        "process_throttle_secs": 5
    }
}
eSeR1805 commented 2 years ago

Yes. you need all 5m, 15m, 1h, 1d. As I've said there's not enough info to debug this here and it's not really the point of this issue tracker. To clarify there's nothing here that guarantees you have downloaded enough of the right data. For example if you don't download startup_candle_count worth of informatives before your backtested timerange some indicators will be skewed by fillup data and that will ultimately affect the results also.