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MoniGoMani v0.5.0 - Upward/Downward/Sideways Trend Detection
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Some Test Results/v0.5.0/MoniGoMani_v0.5.0_HyperOptResults_27-03-2021.txt
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INFO - Loading data from 2020-12-15 08:00:00 up to 2021-03-16 00:00:00 (90 days).. | ||
INFO - Hyperopting with data from 2021-01-01 00:00:00 up to 2021-03-16 00:00:00 (74 days).. | ||
INFO - Found 12 CPU cores. Let's make them scream! | ||
INFO - Number of parallel jobs set as: -1 | ||
INFO - Min roi table: {0: 0.06883, 120: 0.04589, 240: 0.02294, 360: 0} | ||
INFO - Max roi table: {0: 0.71124, 480: 0.25238, 1200: 0.09177, 2640: 0} | ||
INFO - Effective number of parallel workers used: 12 | ||
+--------+-----------+----------+------------------+--------------+------------------------------+----------------+-------------+ | ||
| Best | Epoch | Trades | Win Draw Loss | Avg profit | Profit | Avg duration | Objective | | ||
|--------+-----------+----------+------------------+--------------+------------------------------+----------------+-------------| | ||
| * Best | 1/1000 | 398 | 182 29 187 | 0.20% | 0.00078502 BTC (78.44%) | 1,045.3 m | -1.04197 | | ||
| * Best | 2/1000 | 483 | 148 82 253 | 0.90% | 0.00435364 BTC (434.93%) | 1,365.1 m | -9.33364 | | ||
| * Best | 10/1000 | 746 | 314 65 367 | 1.22% | 0.00914215 BTC (913.30%) | 1,229.1 m | -15.0941 | | ||
| Best | 61/1000 | 494 | 239 115 140 | 2.14% | 0.01059791 BTC (1,058.73%) | 2,245.4 m | -16.206 | | ||
| Best | 64/1000 | 434 | 311 61 62 | 4.48% | 0.01945447 BTC (1,943.50%) | 3,394.0 m | -18.2663 | | ||
| Best | 73/1000 | 644 | 345 155 144 | 2.79% | 0.01799898 BTC (1,798.10%) | 2,023.8 m | -20.9383 | | ||
| Best | 74/1000 | 946 | 504 36 406 | 1.80% | 0.01706008 BTC (1,704.31%) | 899.2 m | -25.095 | | ||
| Best | 88/1000 | 820 | 320 42 458 | 1.58% | 0.01299792 BTC (1,298.49%) | 626.4 m | -27.282 | | ||
| Best | 98/1000 | 1352 | 439 39 874 | 0.98% | 0.01323958 BTC (1,322.68%) | 287.8 m | -32.9641 | | ||
| Best | 104/1000 | 1633 | 1175 49 409 | 1.37% | 0.02240322 BTC (2,238.08%) | 613.2 m | -40.1503 | | ||
| Best | 200/1000 | 1245 | 783 20 442 | 1.25% | 0.01561435 BTC (1,559.88%) | 291.8 m | -40.5808 | | ||
| Best | 259/1000 | 2021 | 1550 39 432 | 1.09% | 0.02212395 BTC (2,210.17%) | 454.1 m | -41.0635 | | ||
| Best | 266/1000 | 2148 | 1812 32 304 | 1.14% | 0.02451695 BTC (2,449.25%) | 373.9 m | -44.3484 | | ||
| Best | 454/1000 | 1919 | 982 2 935 | 0.85% | 0.01624475 BTC (1,622.86%) | 102.5 m | -44.9014 | | ||
| Best | 548/1000 | 3448 | 2332 4 1112 | 0.74% | 0.02571658 BTC (2,568.61%) | 72.2 m | -58.4164 | | ||
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INFO - 1000 epochs saved to '/mnt/Windows/Users/Rik/Desktop/Rikj-Home/Projects/Freqtrade-Git/user_data/hyperopt_results/strategy_MoniGoMani_hyperopt_results_2021-03-27_20-05-46.pickle'. | ||
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Best result: | ||
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548/1000: | ||
3448 trades. 2332/4/1112 | ||
Wins/Draws/Losses. | ||
Avg profit 0.74%. | ||
Median profit 0.59%. | ||
Total profit 0.02571658 BTC ( 2568.61Σ%). | ||
Avg duration 72.2 min. | ||
Objective: -58.41645 | ||
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# Buy hyperspace params: | ||
buy_params = { | ||
'_downward_trend_total_buy_signal_needed': 95, | ||
'_upward_trend_total_buy_signal_needed': 47, | ||
'downward_trend_adx_strong_up_buy_weight': 37, | ||
'downward_trend_bollinger_bands_buy_weight': 54, | ||
'downward_trend_ema_long_golden_cross_buy_weight': 85, | ||
'downward_trend_ema_short_golden_cross_buy_weight': 84, | ||
'downward_trend_macd_buy_weight': 23, | ||
'downward_trend_rsi_buy_weight': 80, | ||
'downward_trend_sma_long_golden_cross_buy_weight': 83, | ||
'downward_trend_sma_short_golden_cross_buy_weight': 81, | ||
'downward_trend_vwap_cross_buy_weight': 94, | ||
'upward_trend_adx_strong_up_buy_weight': 20, | ||
'upward_trend_bollinger_bands_buy_weight': 20, | ||
'upward_trend_ema_long_golden_cross_buy_weight': 37, | ||
'upward_trend_ema_short_golden_cross_buy_weight': 94, | ||
'upward_trend_macd_buy_weight': 98, | ||
'upward_trend_rsi_buy_weight': 17, | ||
'upward_trend_sma_long_golden_cross_buy_weight': 29, | ||
'upward_trend_sma_short_golden_cross_buy_weight': 10, | ||
'upward_trend_vwap_cross_buy_weight': 51 | ||
} | ||
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# Sell hyperspace params: | ||
sell_params = { | ||
'_downward_trend_total_sell_signal_needed': 38, | ||
'_upward_trend_total_sell_signal_needed': 79, | ||
'downward_trend_adx_strong_down_sell_weight': 72, | ||
'downward_trend_bollinger_bands_sell_weight': 3, | ||
'downward_trend_ema_long_death_cross_sell_weight': 92, | ||
'downward_trend_ema_short_death_cross_sell_weight': 13, | ||
'downward_trend_macd_sell_weight': 36, | ||
'downward_trend_rsi_sell_weight': 53, | ||
'downward_trend_sma_long_death_cross_sell_weight': 87, | ||
'downward_trend_sma_short_death_cross_sell_weight': 33, | ||
'downward_trend_vwap_cross_sell_weight': 66, | ||
'upward_trend_adx_strong_down_sell_weight': 4, | ||
'upward_trend_bollinger_bands_sell_weight': 19, | ||
'upward_trend_ema_long_death_cross_sell_weight': 34, | ||
'upward_trend_ema_short_death_cross_sell_weight': 59, | ||
'upward_trend_macd_sell_weight': 50, | ||
'upward_trend_rsi_sell_weight': 5, | ||
'upward_trend_sma_long_death_cross_sell_weight': 62, | ||
'upward_trend_sma_short_death_cross_sell_weight': 84, | ||
'upward_trend_vwap_cross_sell_weight': 67 | ||
} | ||
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# ROI table: | ||
minimal_roi = { | ||
"0": 0.49718, | ||
"351": 0.17781, | ||
"828": 0.06013, | ||
"1604": 0 | ||
} | ||
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# Stoploss: | ||
stoploss = -0.02655 | ||
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# Trailing stop: | ||
trailing_stop = True | ||
trailing_stop_positive = 0.01011 | ||
trailing_stop_positive_offset = 0.01131 | ||
trailing_only_offset_is_reached = True | ||
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--- | ||
version: '3' | ||
services: | ||
freqtrade: | ||
# image: freqtradeorg/freqtrade:stable | ||
# image: freqtradeorg/freqtrade:develop | ||
# Use plotting image | ||
image: freqtradeorg/freqtrade:develop_plot | ||
# Build step - only needed when additional dependencies are needed | ||
build: | ||
context: . | ||
dockerfile: "./docker/Dockerfile.technical" | ||
restart: unless-stopped | ||
container_name: freqtrade | ||
volumes: | ||
- "/etc/localtime:/etc/localtime:ro" | ||
- "./user_data:/freqtrade/user_data" | ||
# Expose api on port 8080 (localhost only) | ||
# Please read the https://www.freqtrade.io/en/latest/rest-api/ documentation | ||
# before enabling this. | ||
ports: | ||
- "127.0.0.1:8080:8080" | ||
# Default command used when running `docker compose up` | ||
command: > | ||
trade | ||
--logfile /freqtrade/user_data/logs/freqtrade.log | ||
--db-url sqlite:////freqtrade/user_data/tradesv3-MoniGoMani_v0.5.0_HyperOpted.sqlite | ||
--config /freqtrade/user_data/config.json | ||
--strategy MoniGoManiHyperOpted |
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FROM freqtradeorg/freqtrade:develop | ||
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# Install dependencies | ||
COPY requirements-dev.txt /freqtrade/ | ||
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RUN pip install numpy --no-cache-dir \ | ||
&& pip install -r requirements-dev.txt --no-cache-dir | ||
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# Empty the ENTRYPOINT to allow all commands | ||
ENTRYPOINT [] |
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FROM freqtradeorg/freqtrade:develop_plot | ||
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RUN pip install jupyterlab --no-cache-dir | ||
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# Empty the ENTRYPOINT to allow all commands | ||
ENTRYPOINT [] |
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ARG sourceimage=develop | ||
FROM freqtradeorg/freqtrade:${sourceimage} | ||
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# Install dependencies | ||
COPY requirements-plot.txt /freqtrade/ | ||
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RUN pip install -r requirements-plot.txt --no-cache-dir |
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FROM freqtradeorg/freqtrade:develop | ||
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RUN apt-get update \ | ||
&& apt-get -y install git \ | ||
&& apt-get clean \ | ||
&& pip install git+https://github.com/freqtrade/technical |
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--- | ||
version: '3' | ||
services: | ||
ft_jupyterlab: | ||
build: | ||
context: .. | ||
dockerfile: docker/Dockerfile.jupyter | ||
restart: unless-stopped | ||
container_name: freqtrade | ||
ports: | ||
- "127.0.0.1:8888:8888" | ||
volumes: | ||
- "./user_data:/freqtrade/user_data" | ||
# Default command used when running `docker compose up` | ||
command: > | ||
jupyter lab --port=8888 --ip 0.0.0.0 --allow-root |
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