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Renamed config files, Moved settings to config files and added load f…
…rom config, Added Dockerfile.MoniGoMani, Rewrote Documentation, Added Some Test Results, Deleted unneeded files
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...-26-05-2021-MoniGoManiHyperStrategy_load_from_config_freqtrade_develop-bd44deea_nr162.log
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freqtrade hyperopt-show -n 162 | ||
============================== | ||
Result for strategy MoniGoManiHyperStrategy | ||
=========================================================== BACKTESTING REPORT =========================================================== | ||
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | | ||
|------------+--------+----------------+----------------+-------------------+----------------+-----------------+-------------------------| | ||
| DOGE/USDT | 174 | 2.86 | 497.30 | 224.011 | 44.80 | 8:11:00 | 157 5 12 90.2 | | ||
| HOT/USDT | 126 | 2.66 | 335.02 | 150.910 | 30.18 | 11:48:00 | 115 6 5 91.3 | | ||
| BTT/USDT | 84 | 3.10 | 260.16 | 117.188 | 23.44 | 17:30:00 | 70 10 4 83.3 | | ||
| TFUEL/USDT | 108 | 2.21 | 238.45 | 107.412 | 21.48 | 15:00:00 | 98 6 4 90.7 | | ||
| WIN/USDT | 84 | 2.13 | 178.95 | 80.607 | 16.12 | 14:31:00 | 66 14 4 78.6 | | ||
| UNI/USDT | 73 | 1.79 | 130.42 | 58.750 | 11.75 | 17:10:00 | 54 18 1 74.0 | | ||
| XRP/USDT | 64 | 1.74 | 111.30 | 50.135 | 10.03 | 20:51:00 | 48 13 3 75.0 | | ||
| XLM/USDT | 65 | 1.57 | 102.31 | 46.084 | 9.22 | 23:05:00 | 55 7 3 84.6 | | ||
| MKR/USDT | 71 | 1.30 | 92.08 | 41.479 | 8.30 | 19:40:00 | 55 13 3 77.5 | | ||
| ETH/USDT | 44 | 1.64 | 72.27 | 32.555 | 6.51 | 1 day, 4:17:00 | 31 12 1 70.5 | | ||
| BTC/USDT | 37 | 1.53 | 56.54 | 25.470 | 5.09 | 1 day, 9:52:00 | 25 12 0 100 | | ||
| TRX/USDT | 37 | 1.38 | 50.98 | 22.965 | 4.59 | 1 day, 15:51:00 | 28 7 2 75.7 | | ||
| ALGO/USDT | 63 | 0.73 | 46.21 | 20.816 | 4.16 | 20:33:00 | 42 18 3 66.7 | | ||
| ADA/USDT | 57 | 0.80 | 45.87 | 20.663 | 4.13 | 1 day, 2:59:00 | 44 10 3 77.2 | | ||
| TOTAL | 1087 | 2.04 | 2217.88 | 999.044 | 199.81 | 17:57:00 | 888 151 48 81.7 | | ||
============================================================ SELL REASON STATS ============================================================ | ||
| Sell Reason | Sells | Win Draws Loss Win% | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | | ||
|-----------------------------+---------+--------------------------+----------------+----------------+-------------------+----------------| | ||
| trailing_stop_loss | 864 | 864 0 0 100 | 4.06 | 3505.09 | 1578.87 | 250.36 | | ||
| roi | 171 | 20 151 0 100 | 0.09 | 14.71 | 6.626 | 1.05 | | ||
| stop_loss | 36 | 0 0 36 0 | -31.54 | -1135.33 | -511.411 | -81.1 | | ||
| force_sell | 12 | 0 0 12 0 | -14.04 | -168.42 | -75.867 | -12.03 | | ||
| MGM_unclogging_losing_trade | 4 | 4 0 0 100 | 0.46 | 1.84 | 0.83 | 0.13 | | ||
========================================================= LEFT OPEN TRADES REPORT ========================================================== | ||
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% | | ||
|------------+--------+----------------+----------------+-------------------+----------------+-------------------+-------------------------| | ||
| TRX/USDT | 1 | -5.35 | -5.35 | -2.411 | -0.48 | 2 days, 9:00:00 | 0 0 1 0 | | ||
| ETH/USDT | 1 | -7.14 | -7.14 | -3.218 | -0.64 | 2 days, 2:50:00 | 0 0 1 0 | | ||
| DOGE/USDT | 1 | -8.95 | -8.95 | -4.030 | -0.81 | 1 day, 23:50:00 | 0 0 1 0 | | ||
| XRP/USDT | 1 | -10.23 | -10.23 | -4.609 | -0.92 | 5 days, 23:00:00 | 0 0 1 0 | | ||
| ALGO/USDT | 1 | -10.98 | -10.98 | -4.945 | -0.99 | 8:35:00 | 0 0 1 0 | | ||
| ADA/USDT | 1 | -13.33 | -13.33 | -6.004 | -1.20 | 2 days, 11:25:00 | 0 0 1 0 | | ||
| MKR/USDT | 1 | -13.53 | -13.53 | -6.095 | -1.22 | 5 days, 23:00:00 | 0 0 1 0 | | ||
| WIN/USDT | 1 | -16.86 | -16.86 | -7.596 | -1.52 | 1 day, 14:55:00 | 0 0 1 0 | | ||
| XLM/USDT | 1 | -17.65 | -17.65 | -7.950 | -1.59 | 16 days, 11:05:00 | 0 0 1 0 | | ||
| BTT/USDT | 1 | -17.75 | -17.75 | -7.997 | -1.60 | 2 days, 8:55:00 | 0 0 1 0 | | ||
| HOT/USDT | 1 | -23.13 | -23.13 | -10.418 | -2.08 | 18:10:00 | 0 0 1 0 | | ||
| TFUEL/USDT | 1 | -23.52 | -23.52 | -10.593 | -2.12 | 3 days, 17:05:00 | 0 0 1 0 | | ||
| TOTAL | 12 | -14.04 | -168.42 | -75.867 | -15.17 | 3 days, 20:19:00 | 0 0 12 0 | | ||
=============== SUMMARY METRICS =============== | ||
| Metric | Value | | ||
|-----------------------+---------------------| | ||
| Backtesting from | 2021-01-01 00:00:00 | | ||
| Backtesting to | 2021-03-16 00:00:00 | | ||
| Max open trades | 14 | | ||
| | | | ||
| Total trades | 1087 | | ||
| Starting balance | 500.000 USDT | | ||
| Final balance | 1499.044 USDT | | ||
| Absolute profit | 999.044 USDT | | ||
| Total profit % | 199.81% | | ||
| Trades per day | 14.69 | | ||
| Avg. stake amount | 45.000 USDT | | ||
| Total trade volume | 48915.000 USDT | | ||
| | | | ||
| Best Pair | DOGE/USDT 497.3% | | ||
| Worst Pair | ADA/USDT 45.87% | | ||
| Best trade | BTT/USDT 42.3% | | ||
| Worst trade | DOGE/USDT -31.54% | | ||
| Best day | 159.475 USDT | | ||
| Worst day | -80.114 USDT | | ||
| Days win/draw/lose | 62 / 3 / 10 | | ||
| Avg. Duration Winners | 10:03:00 | | ||
| Avg. Duration Loser | 3 days, 2:35:00 | | ||
| Zero Duration Trades | 19.32% (210) | | ||
| Rejected Buy signals | 0 | | ||
| | | | ||
| Min balance | 501.444 USDT | | ||
| Max balance | 1574.911 USDT | | ||
| Drawdown | 295.01% | | ||
| Drawdown | 132.889 USDT | | ||
| Drawdown high | 980.857 USDT | | ||
| Drawdown low | 847.967 USDT | | ||
| Drawdown Start | 2021-02-22 03:40:00 | | ||
| Drawdown End | 2021-02-23 09:05:00 | | ||
| Market change | 0% | | ||
=============================================== | ||
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Epoch details: | ||
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162/1000: | ||
1087 trades. | ||
888/151/48 Wins/Draws/Losses. | ||
Avg profit 2.04%. | ||
Median profit 2.67%. | ||
Total profit 999.04437204 USDT ( 199.81Σ%). | ||
Avg duration 17:57:00 min. | ||
Objective: -181184.73689 | ||
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# Buy hyperspace params: | ||
buy_params = { | ||
"buy__downwards_trend_total_signal_needed": "118", | ||
"buy__downwards_trend_total_signal_needed_candles_lookback_window": "4", | ||
"buy__sideways_trend_total_signal_needed": "413", | ||
"buy__sideways_trend_total_signal_needed_candles_lookback_window": "3", | ||
"buy__upwards_trend_total_signal_needed": "248", | ||
"buy__upwards_trend_total_signal_needed_candles_lookback_window": "5", | ||
"buy_downwards_trend_adx_strong_up_weight": "17", | ||
"buy_downwards_trend_bollinger_bands_weight": "23", | ||
"buy_downwards_trend_ema_long_golden_cross_weight": "11", | ||
"buy_downwards_trend_ema_short_golden_cross_weight": "61", | ||
"buy_downwards_trend_macd_weight": "39", | ||
"buy_downwards_trend_rsi_weight": "100", | ||
"buy_downwards_trend_sma_long_golden_cross_weight": "73", | ||
"buy_downwards_trend_sma_short_golden_cross_weight": "67", | ||
"buy_downwards_trend_vwap_cross_weight": "98", | ||
"buy_sideways_trend_adx_strong_up_weight": "96", | ||
"buy_sideways_trend_bollinger_bands_weight": "46", | ||
"buy_sideways_trend_ema_long_golden_cross_weight": "84", | ||
"buy_sideways_trend_ema_short_golden_cross_weight": "75", | ||
"buy_sideways_trend_macd_weight": "83", | ||
"buy_sideways_trend_rsi_weight": "89", | ||
"buy_sideways_trend_sma_long_golden_cross_weight": "19", | ||
"buy_sideways_trend_sma_short_golden_cross_weight": "8", | ||
"buy_sideways_trend_vwap_cross_weight": "86", | ||
"buy_upwards_trend_adx_strong_up_weight": "98", | ||
"buy_upwards_trend_bollinger_bands_weight": "21", | ||
"buy_upwards_trend_ema_long_golden_cross_weight": "61", | ||
"buy_upwards_trend_ema_short_golden_cross_weight": "17", | ||
"buy_upwards_trend_macd_weight": "76", | ||
"buy_upwards_trend_rsi_weight": "17", | ||
"buy_upwards_trend_sma_long_golden_cross_weight": "53", | ||
"buy_upwards_trend_sma_short_golden_cross_weight": "57", | ||
"buy_upwards_trend_vwap_cross_weight": "42", | ||
"buy___trades_when_downwards": True, # value loaded from strategy | ||
"buy___trades_when_sideways": False, # value loaded from strategy | ||
"buy___trades_when_upwards": True, # value loaded from strategy | ||
} | ||
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# Sell hyperspace params: | ||
sell_params = { | ||
"sell___unclogger_minimal_losing_trade_duration_minutes": "32", | ||
"sell___unclogger_minimal_losing_trades_open": "4", | ||
"sell___unclogger_open_trades_losing_percentage_needed": "57", | ||
"sell___unclogger_trend_lookback_candles_window": "55", | ||
"sell___unclogger_trend_lookback_candles_window_percentage_needed": "25", | ||
"sell__downwards_trend_total_signal_needed": "121", | ||
"sell__downwards_trend_total_signal_needed_candles_lookback_window": "5", | ||
"sell__sideways_trend_total_signal_needed": "880", | ||
"sell__sideways_trend_total_signal_needed_candles_lookback_window": "4", | ||
"sell__upwards_trend_total_signal_needed": "601", | ||
"sell__upwards_trend_total_signal_needed_candles_lookback_window": "4", | ||
"sell_downwards_trend_adx_strong_down_weight": "36", | ||
"sell_downwards_trend_bollinger_bands_weight": "58", | ||
"sell_downwards_trend_ema_long_death_cross_weight": "80", | ||
"sell_downwards_trend_ema_short_death_cross_weight": "85", | ||
"sell_downwards_trend_macd_weight": "32", | ||
"sell_downwards_trend_rsi_weight": "41", | ||
"sell_downwards_trend_sma_long_death_cross_weight": "16", | ||
"sell_downwards_trend_sma_short_death_cross_weight": "99", | ||
"sell_downwards_trend_vwap_cross_weight": "81", | ||
"sell_sideways_trend_adx_strong_down_weight": "2", | ||
"sell_sideways_trend_bollinger_bands_weight": "8", | ||
"sell_sideways_trend_ema_long_death_cross_weight": "53", | ||
"sell_sideways_trend_ema_short_death_cross_weight": "16", | ||
"sell_sideways_trend_macd_weight": "25", | ||
"sell_sideways_trend_rsi_weight": "22", | ||
"sell_sideways_trend_sma_long_death_cross_weight": "63", | ||
"sell_sideways_trend_sma_short_death_cross_weight": "82", | ||
"sell_sideways_trend_vwap_cross_weight": "39", | ||
"sell_upwards_trend_adx_strong_down_weight": "24", | ||
"sell_upwards_trend_bollinger_bands_weight": "63", | ||
"sell_upwards_trend_ema_long_death_cross_weight": "91", | ||
"sell_upwards_trend_ema_short_death_cross_weight": "33", | ||
"sell_upwards_trend_macd_weight": "97", | ||
"sell_upwards_trend_rsi_weight": "61", | ||
"sell_upwards_trend_sma_long_death_cross_weight": "23", | ||
"sell_upwards_trend_sma_short_death_cross_weight": "55", | ||
"sell_upwards_trend_vwap_cross_weight": "37", | ||
"sell___trades_when_downwards": True, # value loaded from strategy | ||
"sell___trades_when_sideways": False, # value loaded from strategy | ||
"sell___trades_when_upwards": True, # value loaded from strategy | ||
"sell___unclogger_enabled": True, # value loaded from strategy | ||
"sell___unclogger_trend_lookback_window_uses_downwards_candles": True, # value loaded from strategy | ||
"sell___unclogger_trend_lookback_window_uses_sideways_candles": True, # value loaded from strategy | ||
"sell___unclogger_trend_lookback_window_uses_upwards_candles": False, # value loaded from strategy | ||
} | ||
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# ROI table: | ||
minimal_roi = { | ||
"0": 0.264, | ||
"5": 0.2155, | ||
"10": 0.167, | ||
"15": 0.1185, | ||
"20": 0.07, | ||
"25": 0.06541, | ||
"30": 0.06081, | ||
"35": 0.05622, | ||
"40": 0.05162, | ||
"45": 0.04703, | ||
"50": 0.04243, | ||
"55": 0.03784, | ||
"60": 0.02925, | ||
"65": 0.018, | ||
"70": 0.00675, | ||
"75": 0 | ||
} | ||
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# Stoploss: | ||
stoploss = -0.314 | ||
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# Trailing stop: | ||
trailing_stop = True | ||
trailing_stop_positive = 0.011 | ||
trailing_stop_positive_offset = 0.031 | ||
trailing_only_offset_is_reached = True |
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