iterativv / NostalgiaForInfinity

Trading strategy for the Freqtrade crypto bot
GNU General Public License v3.0
1.97k stars 488 forks source link

Backtesting results #281

Closed ngtianxun closed 10 months ago

ngtianxun commented 1 year ago

Hi, I wonder how you achieved so much profit in the backtest (as seen in your commit comments), would you mind sharing your settings (config.json, which pairs are selected to trade/not to trade, etc tunings) for your backtesting? Thank you.

This is the config.json I'm using (Based on the config.json in https://github.com/iterativv/NostalgiaForInfinity/blob/main/configs/exampleconfig.json, https://github.com/iterativv/NostalgiaForInfinity/blob/main/configs/blacklist-kucoin.json and https://github.com/iterativv/NostalgiaForInfinity/blob/main/configs/pairlist-volume-kucoin-usdt.json): { "max_open_trades": 6, "stake_currency": "USDT", "stake_amount": "unlimited", "tradable_balance_ratio": 0.99, "fiat_display_currency": "USD", "dry_run": true, "dry_run_wallet": 1000, "cancel_open_orders_on_exit": false, "trading_mode": "spot", "margin_mode": "", "unfilledtimeout": { "entry": 5, "exit": 20, "exit_timeout_count": 0, "unit": "minutes" }, "order_types": { "entry": "limit", "exit": "limit", "emergency_exit": "limit", "force_entry": "limit", "force_exit": "limit", "stoploss": "limit", "stoploss_on_exchange": false, "stoploss_on_exchange_interval": 60 }, "entry_pricing": { "price_side": "other", "use_order_book": false, "order_book_top": 1, "price_last_balance": 0.0, "check_depth_of_market": { "enabled": false, "bids_to_ask_delta": 1 } }, "exit_pricing":{ "price_side": "other", "use_order_book": false, "order_book_top": 1, "price_last_balance": 0.0 }, "exchange": { "name": "kucoin", "key": "", "secret": "", "password": "", "ccxt_config": {}, "ccxt_async_config": {}, "pair_whitelist": [ ], "pair_blacklist": [ "KCS/.", ".(3L|3S|5L|5S)/.", "(AUD|BRZ|CAD|CHF|EUR|GBP|HKD|IDRT|JPY|NGN|RUB|SGD|TRY|UAH|USD|ZAR)/.", "(BUSD|CUSD|CUSDT|DAI|PAXG|SUSD|TUSD|USDC|USDN|USDP|USDT|VAI|UST|USDD|USDJ|USTC|AUSD)/.", "(ACM|AFA|ALA|ALL|ALPINE|APL|ASR|ATM|BAR|CAI|CITY|FOR|GAL|GOZ|IBFK|JUV|LEG|LOCK-1|NAVI|NMR|NOV|PFL|PORTO|PSG|ROUSH|STV|TH|TRA|UCH|UFC|YBO)/.", "(1EARTH|ILA|MEM|AMPL|BOBA|CWAR|OMG|XYM|POLX|CARR|SKEY|KLV|KRL|KOK|DMTR|CHMB|CPOOL|MLS|RBS|SRBS|SYLO|VR|KARA|LUNA|SRBP|PSL|AI|QKC|EPK|BAX|UQC|ZBC|PLATO|ACA|XCN|MC|FTT|SRM|PRMX|SWP|XWG|PIAS|KICKS|TIME|BNX|WEMIX|HI.|ALBT|ANC|CIX100|GLCH|MIR|XTAG|CELT|TEM|ZKT|MVP|ADB|AXPR|H2O|FT|BNC|BNX|STG|RLY|HNT|MARS4|DRGN|WXT|ROSN|KYL|FRR|STARLY)/." ] }, "pairlists": [ { "method": "VolumePairList", "number_assets": 100, "sort_key": "quoteVolume", "refresh_period": 1800 }, {"method": "AgeFilter", "min_days_listed": 3}, { "method": "PriceFilter", "low_price_ratio": 0.003 }, { "method": "SpreadFilter", "max_spread_ratio": 0.0075 }, { "method": "RangeStabilityFilter", "lookback_days": 3, "min_rate_of_change": 0.03, "refresh_period": 1800 }, { "method": "VolatilityFilter", "lookback_days": 3, "min_volatility": 0.01, "max_volatility": 0.75, "refresh_period": 43200 }, { "method": "VolumePairList", "number_assets": 60, "sort_key": "quoteVolume" }, {"method": "ShuffleFilter"} ], "telegram": { "enabled": true, "token": "6195703028:AAF-8mxD7ZzM6zYsRV8gKIUueiwdCJSFCak", "chat_id": "6162748974" }, "api_server": { "enabled": true, "listen_ip_address": "0.0.0.0", "listen_port": 8080, "verbosity": "error", "enable_openapi": false, "jwt_secret_key": "450236386b190d5c59e3beb046673602f3b3e22804d8a7d1993e6f1a5d25570d", "ws_token": "vAobRkTnuPpHaO-E8iMzPVdoLcBh_Qwt0Q", "CORS_origins": [], "username": "freqtrader", "password": "123" }, "bot_name": "freqtrade", "initial_state": "running", "force_entry_enable": true, "internals": { "process_throttle_secs": 5 } }

iterativv commented 1 year ago

Hi, the auto tests is for X1 currently. Going to change to X2 later.

Don't mind those too much, it's for comparison between version mostly. The configs and lists are there, as you see it.

ngtianxun commented 1 year ago

I see. It would be good if it is the X2 backtesting (With Freqtrade's internal backtest function). Thanks!

Mandark-droid commented 1 year ago

In my fork you can find the back testing results for X2 up untill 20230401. https://github.com/Mandark-droid/NostalgiaForInfinity

ngtianxun commented 1 year ago

That's valuable, thank you!

iterativv commented 10 months ago

If there are still issue, please, don't hesitate to open a new issue.