xFFFFF / Gekko-BacktestTool

Batch backtest, import and strategy params optimalization for Gekko Trading Bot. With one command you will run any number of backtests.
MIT License
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Test progress is reset #53

Open M4DF135H opened 5 years ago

M4DF135H commented 5 years ago

Hi! I started the selection of the strategy parameters (16000 variants). But after going through 10% progress was again 0%.

A little about the environment: ОС: os x high sierra

strategy configuration: SMA_long = "100..1000:100" SMA_short = "10..70:10"

BULL

BULL_RSI = "15..30:10" BULL_RSI_high = "70..80:10" BULL_RSI_low = "40..50:10"

BEAR

BEAR_RSI = "15..30:10" BEAR_RSI_high = "50..60:5" BEAR_RSI_low = "20..40:5"

backtest log:

[2018-12-02 14:11:31] 10% complete. Elapsed: 01:33:44, average backtest duration: 00:16, backtests remain: 15121, ETA: 14:03:36

============================================================= L A S T R E S U L T S ============================================================ Pair Strategy Profit Profit-market Trades/day Win trades Best win Worst loss HODL Days Time


2018-12-02 14:11:32 (ERROR): Failed to load indicator BTC:XRP RSI_BULL_BEAR 50 40 10 15 15 80 700 50 -39.01% -52.37 3.00 42.05% 7.72% -7.06% 631 59 00:07 ....... ================================================================= T O P S T R A T E G Y ================================================================== Strat Best % % profit > Best Worst Sum % Avg % % Avg win Best Avg trade Worst Avg trade Avg Avg
profitable market % P/L % P/L profit profit trades trade profit trade loss trades/day HODL min

......

[2018-12-02 14:13:46] Creating TOP DATASET table... 2018-12-02 14:13:47 (ERROR): Failed to load indicator BTC:XRP RSI_BULL_BEAR 60|40|20|25|25|80|400|40 -31.52% -44.88 0.76 36.36% 3.69% -12.02% 2001 59 00:06 ........

[2018-12-02 14:14:24] Creating ALL RESULTS table (sorted profit/day)...

=================================================================== A L L R E S U L T S ==================================================================== Curr. Asset Strat Profit Profit-market Profit/day Trades/day Best win Worst loss Avg.Hodl Avg.price Ov.trades/day Volume/day


BTC XRP RSI_BULL_BEAR 60|20|60|25|25|70|800|50 17.28 3.92 0.29 0.80 8.12 -12.02 2289 0.000077 88562 102552837 .............

[2018-12-02 14:14:25] Creating TOP STRATEGY table... BTC:XRP RSI_BULL_BEAR 60|40|20|25|15|70|700|50 -4.01% -17.37 1.75 66.67% 10.87% -12.63% 1235 59 00:07 .........

================================================================= T O P S T R A T E G Y ================================================================== Strat Best % % profit > Best Worst Sum % Avg % % Avg win Best Avg trade Worst Avg trade Avg Avg
profitable market % P/L % P/L profit profit trades trade profit trade loss trades/day HODL min


RSI_BULL_BEAR 60|20|70|25|15|70|200|40 0 50 0 3.6 3.6 3 3.61 73.5 3.84 1.33 -11.69 -1.50 1.2 1374 .......

[2018-12-02 14:17:43] Creating TOP DATASET table... BTC:XRP RSI_BULL_BEAR 50 20 60 15 25 70 300 50 -1.80% -15.15 1.32 46.15% 7.70% -5.87% 1053 59 00:06 ........ ============================================================= T O P D A T A S E T ============================================================== Pair Best % % profit > % Market Best Worst Sum % Avg % % Avg win Avg Avg Price CMC Current Current Days profitable market change % P/L % P/L profit profit trades trades/day HODL min volatility Rank marketcap CMC volume

BTC:XRP 2351 5 0 13.36 17.3 -48.6 -44108 -18.8 51.3 1.3 1401 10.2 2 14978571663 409532895 59

[2018-12-02 14:19:05] 0% complete. Elapsed: 01:41:18, average backtest duration: 08:26, backtests remain: 16740, ETA: 15:02:42

============================================================= L A S T R E S U L T S ============================================================ Pair Strategy Profit Profit-market Trades/day Win trades Best win Worst loss HODL Days Time


2018-12-02 14:19:06 (ERROR): Failed to load indicator 2018-12-02 14:19:07 (ERROR): Failed to load indicator BTC:XRP RSI_BULL_BEAR 60|40|10|25|15|70|400|50 -10.80% -24.15 1.64 62.50% 10.87% -12.63% 1347 59 00:07 .......

advance thanks!

AdrianoImperador commented 5 years ago

After how many runs the backtester stops? I'm asking because I have an issue: if I try to run X amount of settings (where X>1000) I can't never get till the end, beacuse it always stops at the 1000th process. Maybe we have the same problem. Try to understand looking at the csv file how many processes it performs and let me know. Anyone have the same problem?