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Buy 28: rework.
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@iterativv
iterativv committed Aug 8, 2021
1 parent 16aa8f9 commit 25f3764
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2 changes: 1 addition & 1 deletion NostalgiaForInfinityNext.py
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Expand Up @@ -2140,7 +2140,7 @@ class NostalgiaForInfinityNext(IStrategy):
buy_28_ma_offset = DecimalParameter(0.90, 0.99, default=0.96, space='buy', optimize=False, load=True)
buy_28_ewo = DecimalParameter(2.0, 14.0, default=7.2, space='buy', decimals=1, optimize=False, load=True)
buy_28_rsi = DecimalParameter(24.0, 44.0, default=32.5, space='buy', decimals=1, optimize=False, load=True)
buy_28_cti = DecimalParameter(-0.99, -0.4, default=-0.86, space='buy', decimals=2, optimize=False, load=True)
buy_28_cti = DecimalParameter(-0.99, -0.4, default=-0.9, space='buy', decimals=2, optimize=False, load=True)

buy_29_ma_offset = DecimalParameter(0.90, 0.99, default=0.94, space='buy', optimize=False, load=True)
buy_29_ewo = DecimalParameter(-14.0, -2.0, default=-4.0, space='buy', decimals=1, optimize=False, load=True)
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CI Backest Comparisson

Binance

20210101-20210201 Current Previous
Average Duration 7:12:00 7:10:00
Max Drawdown 46.4037 % 46.4037 %
Profit Mean 7.6597 % 2.5586 %
Profit Sum 1455.35 % 491.25 %
Profit Total 592.22 % 161.09 %
Win Rate 91.58 % 91.67 %
20210201-20210301 Current Previous
Average Duration 4:45:00 5:13:00
Max Drawdown 30.6156 % 58.9387 %
Profit Mean 2.671 % 2.6069 %
Profit Sum 777.27 % 740.36 %
Profit Total 361.7 % 327.38 %
Win Rate 94.85 % 94.37 %
20210301-20210401 Current Previous
Average Duration 8:28:00 9:17:00
Max Drawdown 39.4099 % 39.4099 %
Profit Mean 2.9268 % 2.8147 %
Profit Sum 529.76 % 492.57 %
Profit Total 183.22 % 162.41 %
Win Rate 95.03 % 93.71 %
20210401-20210501 Current Previous
Average Duration 2:59:00 3:07:00
Max Drawdown 0.0 % 0.0 %
Profit Mean 3.6912 % 3.7246 %
Profit Sum 826.82 % 838.04 %
Profit Total 396.27 % 407.09 %
Win Rate 100.0 % 100.0 %
20210601-20210701 Current Previous
Average Duration 5:09:00 5:09:00
Max Drawdown 0.0 % 0.0 %
Profit Mean 3.399 % 3.434 %
Profit Sum 326.3 % 336.53 %
Profit Total 89.26 % 93.1 %
Win Rate 100.0 % 100.0 %

Kucoin

20210101-20210201 Current Previous
Average Duration 4:58:00 4:58:00
Max Drawdown 8.98 % 8.98 %
Profit Mean 2.8184 % 2.8184 %
Profit Sum 152.19 % 152.19 %
Profit Total 34.85 % 34.85 %
Win Rate 96.3 % 96.3 %
20210201-20210301 Current Previous
Average Duration 4:06:00 4:07:00
Max Drawdown 15.7798 % 15.7798 %
Profit Mean 2.2858 % 2.3399 %
Profit Sum 173.72 % 177.83 %
Profit Total 40.51 % 41.69 %
Win Rate 96.05 % 96.05 %
20210301-20210401 Current Previous
Average Duration 3:38:00 3:38:00
Max Drawdown 29.5045 % 29.5045 %
Profit Mean 3.0472 % 3.0472 %
Profit Sum 121.89 % 121.89 %
Profit Total 26.83 % 26.83 %
Win Rate 95.0 % 95.0 %
20210401-20210501 Current Previous
Average Duration 7:50:00 7:50:00
Max Drawdown 17.7907 % 17.7907 %
Profit Mean 1.6118 % 1.6118 %
Profit Sum 38.68 % 38.68 %
Profit Total 7.91 % 7.91 %
Win Rate 91.67 % 91.67 %
20210601-20210701 Current Previous
Average Duration 11:54:00 11:54:00
Max Drawdown 12.7872 % 12.7872 %
Profit Mean 6.691 % 6.691 %
Profit Sum 100.36 % 100.36 %
Profit Total 20.03 % 20.03 %
Win Rate 86.67 % 86.67 %

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CI Backest Comparisson

Binance

20210101-20210201 Current Previous
Average Duration 7:12:00 7:12:00
Max Drawdown 46.4037 % 46.4037 %
Profit Mean 7.6597 % 7.6597 %
Profit Sum 1455.35 % 1455.35 %
Profit Total 592.22 % 592.22 %
Win Rate 91.58 % 91.58 %
20210201-20210301 Current Previous
Average Duration 4:45:00 4:45:00
Max Drawdown 30.6156 % 30.6156 %
Profit Mean 2.671 % 2.671 %
Profit Sum 777.27 % 777.27 %
Profit Total 361.7 % 361.7 %
Win Rate 94.85 % 94.85 %
20210301-20210401 Current Previous
Average Duration 8:28:00 8:28:00
Max Drawdown 39.4099 % 39.4099 %
Profit Mean 2.9268 % 2.9268 %
Profit Sum 529.76 % 529.76 %
Profit Total 183.22 % 183.22 %
Win Rate 95.03 % 95.03 %
20210401-20210501 Current Previous
Average Duration 2:59:00 2:59:00
Max Drawdown 0.0 % 0.0 %
Profit Mean 3.6912 % 3.6912 %
Profit Sum 826.82 % 826.82 %
Profit Total 396.27 % 396.27 %
Win Rate 100.0 % 100.0 %
20210601-20210701 Current Previous
Average Duration 5:09:00 5:09:00
Max Drawdown 0.0 % 0.0 %
Profit Mean 3.399 % 3.399 %
Profit Sum 326.3 % 326.3 %
Profit Total 89.26 % 89.26 %
Win Rate 100.0 % 100.0 %

Kucoin

20210101-20210201 Current Previous
Average Duration 4:58:00 4:58:00
Max Drawdown 8.98 % 8.98 %
Profit Mean 2.8184 % 2.8184 %
Profit Sum 152.19 % 152.19 %
Profit Total 34.85 % 34.85 %
Win Rate 96.3 % 96.3 %
20210201-20210301 Current Previous
Average Duration 4:06:00 4:06:00
Max Drawdown 15.7798 % 15.7798 %
Profit Mean 2.2858 % 2.2858 %
Profit Sum 173.72 % 173.72 %
Profit Total 40.51 % 40.51 %
Win Rate 96.05 % 96.05 %
20210301-20210401 Current Previous
Average Duration 3:38:00 3:38:00
Max Drawdown 29.5045 % 29.5045 %
Profit Mean 3.0472 % 3.0472 %
Profit Sum 121.89 % 121.89 %
Profit Total 26.83 % 26.83 %
Win Rate 95.0 % 95.0 %
20210401-20210501 Current Previous
Average Duration 7:50:00 7:50:00
Max Drawdown 17.7907 % 17.7907 %
Profit Mean 1.6118 % 1.6118 %
Profit Sum 38.68 % 38.68 %
Profit Total 7.91 % 7.91 %
Win Rate 91.67 % 91.67 %
20210601-20210701 Current Previous
Average Duration 11:54:00 11:54:00
Max Drawdown 12.7872 % 12.7872 %
Profit Mean 6.691 % 6.691 %
Profit Sum 100.36 % 100.36 %
Profit Total 20.03 % 20.03 %
Win Rate 86.67 % 86.67 %

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