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phildeutsch / bitbot

Algorithmic bitcoin trading
www.phildeutsch.com
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Update parameters #62

Closed phildeutsch closed 10 years ago

phildeutsch commented 10 years ago 
walkUp tradeFactor allinLimit backupFund     Return
 0.165    0.00045       0.11       0.22     -27.24
 0.135    0.00055       0.09       0.22     -26.81
 0.165    0.00055       0.11       0.22     -25.93
 0.135    0.00045       0.09       0.22     -25.76
 0.135    0.00055       0.09       0.18     -25.64
 0.135    0.00045       0.09       0.18     -25.03
 0.135    0.00045       0.11       0.18     -24.49
 0.135    0.00045       0.11       0.22     -24.24
 0.135    0.00055       0.11       0.18     -23.03
 0.135    0.00055       0.11       0.22     -21.95

Use current parameters? ([y]/n): y Total return: -38.39% -26.92% Average return: -0.00% -0.00% Sharpe ratio: -1.44 -1.70 Sortino ratio: -2.15 -2.04 Maximum drawdown: -58.63% -41.58%

Use current parameters? ([y]/n): n Total return: -38.39% -21.95% Average return: -0.00% -0.00% Sharpe ratio: -1.44 -1.32 Sortino ratio: -2.15 -1.74 Maximum drawdown: -58.63% -37.10%