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v0.7.2 Added new MoniGoManiHyperOpted + BugFixed it's debuggable_weig…
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…hted_signal_dataframe removal + Added Some Test Results
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@Rikj000
Rikj000 committed Apr 2, 2021
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35 changes: 35 additions & 0 deletions ...0.7.2/MoniGoManiHyperOpted_v0.7.2_SignalImportanceCalculatorResults_02-04-2021_2_nr89.log
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Total Overall Signal Importance:
--------------------------------
adx_strong_up_down: 95.33%
bollinger_bands: 103.83%
ema_long_golden_death_cross: 116.17%
ema_short_golden_death_cross: 116.67%
macd: 145.67%
rsi: 90.5%
sma_long_golden_death_cross: 94.83%
sma_short_golden_death_cross: 132.33%
vwap_cross: 119.83%

Total Overall Buy Signal Importance:
------------------------------------
adx_strong_up: 152%
bollinger_bands: 147%
ema_long_golden_cross: 198%
ema_short_golden_cross: 160%
macd: 235%
rsi: 135%
sma_long_golden_cross: 139%
sma_short_golden_cross: 214%
vwap_cross: 194%

Total Overall Sell Signal Importance:
-------------------------------------
adx_strong_down: 38.67%
bollinger_bands: 60.67%
ema_long_death_cross: 34.33%
ema_short_death_cross: 73.33%
macd: 56.33%
rsi: 46.0%
sma_long_death_cross: 50.67%
sma_short_death_cross: 50.67%
vwap_cross: 45.67%
83 changes: 83 additions & 0 deletions Some Test Results/v0.7.2/MoniGoMani_v0.7.2_BackTestResults_02-04-2021_2_nr89.log
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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 - Running backtesting for Strategy MoniGoManiHyperOpted
INFO - Backtesting with data from 2021-01-01 00:00:00 up to 2021-03-16 00:00:00 (74 days)..
Result for strategy MoniGoManiHyperOpted
============================================================ BACKTESTING REPORT ===========================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|----------+--------+----------------+----------------+------------------+----------------+-----------------+--------+---------+----------|
| ALGO/BTC | 87 | 1.43 | 124.28 | 0.00124403 | 10.95 | 14:23:00 | 64 | 9 | 14 |
| ATOM/BTC | 69 | 1.72 | 118.79 | 0.00118913 | 10.47 | 20:30:00 | 52 | 7 | 10 |
| BAT/BTC | 80 | 1.30 | 104.00 | 0.00104103 | 9.16 | 16:45:00 | 61 | 6 | 13 |
| BCH/BTC | 42 | 0.32 | 13.24 | 0.00013256 | 1.17 | 1 day, 10:56:00 | 25 | 7 | 10 |
| BRD/BTC | 99 | 5.28 | 523.21 | 0.00523742 | 46.10 | 14:36:00 | 82 | 8 | 9 |
| EOS/BTC | 52 | -0.33 | -17.12 | -0.00017134 | -1.51 | 1 day, 3:39:00 | 27 | 12 | 13 |
| ETH/BTC | 42 | 0.20 | 8.29 | 0.00008294 | 0.73 | 1 day, 9:10:00 | 24 | 9 | 9 |
| IOTA/BTC | 74 | 1.81 | 134.21 | 0.00134351 | 11.83 | 17:34:00 | 54 | 8 | 12 |
| LINK/BTC | 65 | 0.64 | 41.68 | 0.00041725 | 3.67 | 20:15:00 | 48 | 5 | 12 |
| LTC/BTC | 42 | -0.26 | -10.87 | -0.00010884 | -0.96 | 1 day, 7:27:00 | 27 | 3 | 12 |
| NEO/BTC | 75 | 1.13 | 84.81 | 0.00084891 | 7.47 | 16:23:00 | 47 | 14 | 14 |
| NXS/BTC | 118 | 7.00 | 825.97 | 0.00826801 | 72.78 | 12:17:00 | 98 | 14 | 6 |
| XMR/BTC | 67 | 0.55 | 37.07 | 0.00037106 | 3.27 | 18:47:00 | 40 | 15 | 12 |
| XRP/BTC | 57 | 2.45 | 139.47 | 0.00139614 | 12.29 | 1 day, 1:35:00 | 43 | 8 | 6 |
| XTZ/BTC | 58 | -0.02 | -1.33 | -0.00001328 | -0.12 | 1 day, 1:54:00 | 36 | 10 | 12 |
| TOTAL | 1027 | 2.07 | 2125.71 | 0.02127853 | 187.31 | 20:03:00 | 728 | 135 | 164 |
======================================================== SELL REASON STATS =========================================================
| Sell Reason | Sells | Wins | Draws | Losses | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % |
|--------------------+---------+--------+---------+----------+----------------+----------------+------------------+----------------|
| trailing_stop_loss | 710 | 692 | 0 | 18 | 4.5 | 3194.68 | 0.0319788 | 212.98 |
| roi | 167 | 32 | 135 | 0 | 0.58 | 96.94 | 0.00097035 | 6.46 |
| sell_signal | 136 | 2 | 0 | 134 | -7.56 | -1027.6 | -0.0102862 | -68.51 |
| force_sell | 12 | 2 | 0 | 10 | -6.85 | -82.25 | -0.00082329 | -5.48 |
| stop_loss | 2 | 0 | 0 | 2 | -28.03 | -56.06 | -0.00056114 | -3.74 |
========================================================= LEFT OPEN TRADES REPORT ==========================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|----------+--------+----------------+----------------+------------------+----------------+------------------+--------+---------+----------|
| ALGO/BTC | 1 | -8.31 | -8.31 | -0.00008322 | -0.73 | 12:00:00 | 0 | 0 | 1 |
| ATOM/BTC | 1 | -0.78 | -0.78 | -0.00000785 | -0.07 | 1:00:00 | 0 | 0 | 1 |
| BRD/BTC | 1 | 1.06 | 1.06 | 0.00001065 | 0.09 | 2:00:00 | 1 | 0 | 0 |
| EOS/BTC | 1 | -0.20 | -0.20 | -0.00000200 | -0.02 | 6:00:00 | 0 | 0 | 1 |
| ETH/BTC | 1 | -1.21 | -1.21 | -0.00001209 | -0.11 | 5 days, 6:00:00 | 0 | 0 | 1 |
| IOTA/BTC | 1 | -13.57 | -13.57 | -0.00013582 | -1.20 | 4 days, 6:00:00 | 0 | 0 | 1 |
| LINK/BTC | 1 | -18.30 | -18.30 | -0.00018323 | -1.61 | 6 days, 23:00:00 | 0 | 0 | 1 |
| LTC/BTC | 1 | -5.91 | -5.91 | -0.00005920 | -0.52 | 3 days, 3:00:00 | 0 | 0 | 1 |
| NEO/BTC | 1 | -1.62 | -1.62 | -0.00001617 | -0.14 | 3 days, 8:00:00 | 0 | 0 | 1 |
| NXS/BTC | 1 | -13.96 | -13.96 | -0.00013972 | -1.23 | 5 days, 7:00:00 | 0 | 0 | 1 |
| XRP/BTC | 1 | 1.22 | 1.22 | 0.00001222 | 0.11 | 10:00:00 | 1 | 0 | 0 |
| XTZ/BTC | 1 | -20.67 | -20.67 | -0.00020686 | -1.82 | 7 days, 10:00:00 | 0 | 0 | 1 |
| TOTAL | 12 | -6.85 | -82.25 | -0.00082329 | -7.25 | 3 days, 1:50:00 | 2 | 0 | 10 |
=============== SUMMARY METRICS ===============
| Metric | Value |
|-----------------------+---------------------|
| Backtesting from | 2021-01-01 00:00:00 |
| Backtesting to | 2021-03-16 00:00:00 |
| Max open trades | 15 |
| | |
| Total trades | 1027 |
| Starting balance | 0.01136000 BTC |
| Final balance | 0.03263853 BTC |
| Absolute profit | 0.02127853 BTC |
| Total profit % | 187.31% |
| Trades per day | 13.88 |
| Avg. stake amount | 0.00100000 BTC |
| Total trade volume | 1.02700000 BTC |
| | |
| Best Pair | NXS/BTC 825.97% |
| Worst Pair | EOS/BTC -17.12% |
| Best trade | NXS/BTC 229.75% |
| Worst trade | EOS/BTC -28.03% |
| Best day | 0.00339653 BTC |
| Worst day | -0.00076056 BTC |
| Days win/draw/lose | 51 / 1 / 23 |
| Avg. Duration Winners | 9:06:00 |
| Avg. Duration Loser | 2 days, 12:40:00 |
| | |
| Min balance | 0.01139350 BTC |
| Max balance | 0.03461694 BTC |
| Drawdown | 197.65% |
| Drawdown | 0.00197841 BTC |
| Drawdown high | 0.02325694 BTC |
| Drawdown low | 0.02127853 BTC |
| Drawdown Start | 2021-02-22 01:00:00 |
| Drawdown End | 2021-03-16 00:00:00 |
| Market change | -4.77% |
===============================================
130 changes: 130 additions & 0 deletions Some Test Results/v0.7.2/MoniGoMani_v0.7.2_HyperOptResults_02-04-2021.log
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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 | 612 | 308 119 185 | -0.03% | -0.00016526 BTC (-16.52%) | 1,383.0 m | 0.54459 |
| * Best | 4/1000 | 583 | 329 126 128 | 1.17% | 0.00683873 BTC (683.15%) | 2,258.7 m | -5.1362 |
| * Best | 6/1000 | 468 | 211 147 110 | 1.34% | 0.00629652 BTC (629.03%) | 2,328.5 m | -7.86965 |
| * Best | 7/1000 | 515 | 210 50 255 | 1.70% | 0.00878456 BTC (877.59%) | 2,009.0 m | -12.0877 |
| Best | 67/1000 | 1035 | 619 18 398 | 1.37% | 0.01417633 BTC (1,416.24%) | 751.1 m | -16.3703 |
| Best | 83/1000 | 699 | 273 75 351 | 1.39% | 0.00969591 BTC (968.61%) | 1,145.8 m | -16.7517 |
| Best | 113/1000 | 1280 | 938 24 318 | 1.46% | 0.01871197 BTC (1,869.32%) | 906.1 m | -20.7771 |
| Best | 128/1000 | 923 | 326 81 516 | 1.64% | 0.01519243 BTC (1,517.72%) | 1,059.8 m | -20.7857 |
| Best | 138/1000 | 779 | 285 125 369 | 1.93% | 0.01504125 BTC (1,502.63%) | 976.2 m | -22.8525 |
| Best | 241/1000 | 639 | 303 77 259 | 2.54% | 0.01623357 BTC (1,621.70%) | 1,754.4 m | -23.003 |
| Best | 266/1000 | 747 | 578 43 126 | 2.13% | 0.01590479 BTC (1,588.89%) | 1,763.9 m | -23.0148 |
| Best | 280/1000 | 782 | 433 67 282 | 1.84% | 0.01436767 BTC (1,435.33%) | 1,121.4 m | -23.577 |
| Best | 291/1000 | 1090 | 762 14 314 | 1.91% | 0.02078671 BTC (2,076.60%) | 688.0 m | -31.7354 |
| Best | 501/1000 | 863 | 542 124 197 | 2.43% | 0.02100346 BTC (2,098.25%) | 1,004.1 m | -33.108 |

INFO - 1000 epochs saved to
'/mnt/Windows/Users/Rik/Desktop/Rikj-Home/Projects/Freqtrade-Git/user_data/hyperopt_results/strategy_MoniGoMani_hyperopt_results_2021-04-02_01-09-53.pickle'.

Best result:

501/1000:
863 trades.
542/124/197 Wins/Draws/Losses.
Avg profit 2.43%.
Median profit 3.27%.
Total profit 0.02100346 BTC ( 2098.25Σ%).
Avg duration 1004.1 min.
Objective: -33.10798


# Buy hyperspace params:
buy_params = {
'.trade_buys_when_downwards': False,
'.trade_buys_when_sideways': False,
'.trade_buys_when_upwards': True,
'_downwards_trend_total_buy_signal_needed': 95,
'_sideways_trend_total_buy_signal_needed': 92,
'_upwards_trend_total_buy_signal_needed': 26,
'downwards_trend_adx_strong_up_buy_weight': 5,
'downwards_trend_bollinger_bands_buy_weight': 79,
'downwards_trend_ema_long_golden_cross_buy_weight': 87,
'downwards_trend_ema_short_golden_cross_buy_weight': 52,
'downwards_trend_macd_buy_weight': 67,
'downwards_trend_rsi_buy_weight': 38,
'downwards_trend_sma_long_golden_cross_buy_weight': 27,
'downwards_trend_sma_short_golden_cross_buy_weight': 29,
'downwards_trend_vwap_cross_buy_weight': 6,
'sideways_trend_adx_strong_up_buy_weight': 29,
'sideways_trend_bollinger_bands_buy_weight': 79,
'sideways_trend_ema_long_golden_cross_buy_weight': 70,
'sideways_trend_ema_short_golden_cross_buy_weight': 17,
'sideways_trend_macd_buy_weight': 59,
'sideways_trend_rsi_buy_weight': 8,
'sideways_trend_sma_long_golden_cross_buy_weight': 49,
'sideways_trend_sma_short_golden_cross_buy_weight': 44,
'sideways_trend_vwap_cross_buy_weight': 77,
'upwards_trend_adx_strong_up_buy_weight': 3,
'upwards_trend_bollinger_bands_buy_weight': 20,
'upwards_trend_ema_long_golden_cross_buy_weight': 66,
'upwards_trend_ema_short_golden_cross_buy_weight': 2,
'upwards_trend_macd_buy_weight': 57,
'upwards_trend_rsi_buy_weight': 74,
'upwards_trend_sma_long_golden_cross_buy_weight': 70,
'upwards_trend_sma_short_golden_cross_buy_weight': 98,
'upwards_trend_vwap_cross_buy_weight': 42
}

# Sell hyperspace params:
sell_params = {
'.trade_sells_when_downwards': False,
'.trade_sells_when_sideways': True,
'.trade_sells_when_upwards': False,
'_downwards_trend_total_sell_signal_needed': 93,
'_sideways_trend_total_sell_signal_needed': 9,
'_upwards_trend_total_sell_signal_needed': 42,
'downwards_trend_adx_strong_down_sell_weight': 86,
'downwards_trend_bollinger_bands_sell_weight': 57,
'downwards_trend_ema_long_death_cross_sell_weight': 8,
'downwards_trend_ema_short_death_cross_sell_weight': 31,
'downwards_trend_macd_sell_weight': 45,
'downwards_trend_rsi_sell_weight': 97,
'downwards_trend_sma_long_death_cross_sell_weight': 63,
'downwards_trend_sma_short_death_cross_sell_weight': 89,
'downwards_trend_vwap_cross_sell_weight': 61,
'sideways_trend_adx_strong_down_sell_weight': 71,
'sideways_trend_bollinger_bands_sell_weight': 17,
'sideways_trend_ema_long_death_cross_sell_weight': 9,
'sideways_trend_ema_short_death_cross_sell_weight': 82,
'sideways_trend_macd_sell_weight': 6,
'sideways_trend_rsi_sell_weight': 6,
'sideways_trend_sma_long_death_cross_sell_weight': 94,
'sideways_trend_sma_short_death_cross_sell_weight': 39,
'sideways_trend_vwap_cross_sell_weight': 80,
'upwards_trend_adx_strong_down_sell_weight': 45,
'upwards_trend_bollinger_bands_sell_weight': 63,
'upwards_trend_ema_long_death_cross_sell_weight': 85,
'upwards_trend_ema_short_death_cross_sell_weight': 61,
'upwards_trend_macd_sell_weight': 54,
'upwards_trend_rsi_sell_weight': 96,
'upwards_trend_sma_long_death_cross_sell_weight': 48,
'upwards_trend_sma_short_death_cross_sell_weight': 72,
'upwards_trend_vwap_cross_sell_weight': 3
}

# ROI table:
minimal_roi = {
"0": 0.23347,
"125": 0.14138,
"525": 0.07891,
"860": 0
}

# Stoploss:
stoploss = -0.32414

# Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.01055
trailing_stop_positive_offset = 0.03939
trailing_only_offset_is_reached = False
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