Browse Source

Added SHORT TRADING backtest result for T5mainasync strategy

develop
mark-sch 5 months ago
parent
commit
ac54a02a1c
1 changed files with 240 additions and 0 deletions
  1. +240
    -0
      backtest-results/T5mainasync_short_ETHEUR_20180101-20181231.html

+ 240
- 0
backtest-results/T5mainasync_short_ETHEUR_20180101-20181231.html View File

@ -0,0 +1,240 @@
<?xml version="1.0" encoding="UTF-8" ?>
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd">
<!-- This file was created with the aha Ansi HTML Adapter. https://github.com/theZiz/aha -->
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="application/xml+xhtml; charset=UTF-8" />
<title>T5mainasync_short_ETHEUR_20180101-20181231</title>
</head>
<body style="color:white; background-color:black">
<pre>
<span style="color:lime;">~Gr€€n~</span><span style="color:white;">
______ ________ __ __ __ __ ______
/ \ / |/ | / |/ | / | / \
/$$$$$$ |€€€€€€€€/ $$ | /$$/ $$ | /$$/ /$$$$$$ |
$$ | _$$/ €€ |__ $$ |/$$/ $$ |/$$/ $$ | $$ |
$$ |/ |€€ | $$ $$&lt; $$ $$&lt; $$ | $$ |
$$ |$$$$ |€€€€€/ $$$$$ \ $$$$$ \ $$ | $$ | </span><span style="color:red;">___</span><span style="color:white;">
$$ \__$$ |€€ |_____ $$ |$$ \ $$ |$$ \ $$ \__$$ | </span><span style="color:red;">/_\ `*</span><span style="color:white;">
$$ $$/ €€ |$$ | $$ |$$ | $$ |$$ $$/ </span><span style="color:lime;">(o o)</span><span style="color:white;">
$$$$$$/ €€€€€€€€/ $$/ $$/ $$/ $$/ $$$$$$/ </span><span style="color:lime;">-ooO--(_)--Ooo-</span><span style="color:white;">
</span><span style="color:red;"> Gekko v2021.0.68.297</span><span style="color:white;">
I'm gonna make you rich, Bud Fox.
2021-02-11 19:46:20 (INFO): Setting up Gekko in backtest mode
2021-02-11 19:46:20 (INFO):
2021-02-11 19:46:20 (INFO): Setting up:
2021-02-11 19:46:20 (INFO): Paper Trader
2021-02-11 19:46:20 (INFO): Paper trader that simulates fake trades.
2021-02-11 19:46:20 (INFO):
2021-02-11 19:46:20 (INFO): Setting up:
2021-02-11 19:46:20 (INFO): Performance Analyzer
2021-02-11 19:46:20 (INFO): Analyzes performances of trades
2021-02-11 19:46:20 (INFO): </span><span style="color:red;">Using SHORT TRADING performance analyzer</span><span style="color:white;">
2021-02-11 19:46:20 (INFO):
2021-02-11 19:46:20 (INFO): Setting up:
2021-02-11 19:46:20 (INFO): Trading Advisor
2021-02-11 19:46:20 (INFO): Calculate trading advice
2021-02-11 19:46:20 (INFO): Using the strategy: T5mainasync
2021-02-11 19:46:20 (INFO):
2021-02-11 19:46:20 (INFO): WARNING: BACKTESTING FEATURE NEEDS PROPER TESTING
2021-02-11 19:46:20 (INFO): WARNING: ACT ON THESE NUMBERS AT YOUR OWN RISK!
2021-02-11 19:46:20 (DEBUG): *** Requested 7200 minutes of warmup history data, so reading db since 2017-12-26T22:00:00Z UTC and start backtest at 2018-01-01T00:00:00+02:00 UTC
2021-02-11 19:46:20 (DEBUG): Check database exists: kraken
2021-02-11 19:46:20 (DEBUG): DB version: PostgreSQL 13.1 on x86_64-pc-linux-gnu
2021-02-11 19:46:20 (DEBUG): Database exists: kraken
2021-02-11 19:46:20 (DEBUG): Postgres connection pool is ready, db kraken
2021-02-11 19:46:24 (DEBUG): Warmup indicators with history data: 10 / 120 ( 5 days )
2021-02-11 19:46:28 (DEBUG): Warmup indicators with history data: 20 / 120 ( 5 days )
2021-02-11 19:46:31 (DEBUG): Warmup indicators with history data: 30 / 120 ( 5 days )
2021-02-11 19:46:35 (DEBUG): Warmup indicators with history data: 40 / 120 ( 5 days )
2021-02-11 19:46:39 (DEBUG): Warmup indicators with history data: 50 / 120 ( 5 days )
2021-02-11 19:46:42 (DEBUG): Warmup indicators with history data: 60 / 120 ( 5 days )
2021-02-11 19:46:46 (DEBUG): Warmup indicators with history data: 70 / 120 ( 5 days )
2021-02-11 19:46:50 (DEBUG): Warmup indicators with history data: 80 / 120 ( 5 days )
2021-02-11 19:46:53 (DEBUG): Warmup indicators with history data: 90 / 120 ( 5 days )
2021-02-11 19:46:57 (DEBUG): Warmup indicators with history data: 100 / 120 ( 5 days )
2021-02-11 19:47:00 (DEBUG): Warmup indicators with history data: 110 / 120 ( 5 days )
2021-02-11 19:47:04 (INFO): 2017-12-31 23:01:00: Paper trader simulated a CLOSE SHORT position @ 634.33 EUR 1001.50000000 EUR =&gt; 0.00000000 ETH
2021-02-11 19:49:10 (INFO): 2018-01-15 18:01:00: Paper trader simulated an OPEN SHORT position @ 1078.00 EUR 0.00000000 EUR &lt;= 0.92764169 ETH
2021-02-11 19:49:51 (INFO): 2018-01-20 10:01:00: Paper trader simulated a CLOSE SHORT position @ 928.00 EUR 1140.43528892 EUR =&gt; 0.00000000 ETH
2021-02-11 19:50:00 (INFO): 2018-01-21 12:01:00: Paper trader simulated an OPEN SHORT position @ 887.33 EUR 0.00000000 EUR &lt;= 1.28331583 ETH
2021-02-11 19:50:31 (INFO): 2018-01-25 04:01:00: Paper trader simulated a CLOSE SHORT position @ 876.05 EUR 1154.88681234 EUR =&gt; 0.00000000 ETH
2021-02-11 19:50:42 (INFO): 2018-01-26 10:01:00: Paper trader simulated an OPEN SHORT position @ 824.42 EUR 0.00000000 EUR &lt;= 1.39874636 ETH
2021-02-11 19:50:53 (INFO): 2018-01-27 18:01:00: Paper trader simulated a CLOSE SHORT position @ 887.85 EUR 1066.29482395 EUR =&gt; 0.00000000 ETH
2021-02-11 19:51:12 (INFO): 2018-01-30 00:01:00: Paper trader simulated an OPEN SHORT position @ 929.87 EUR 0.00000000 EUR &lt;= 1.14499379 ETH
2021-02-11 19:52:24 (INFO): 2018-02-07 12:01:00: Paper trader simulated a CLOSE SHORT position @ 685.00 EUR 1346.24649839 EUR =&gt; 0.00000000 ETH
2021-02-11 19:52:53 (INFO): 2018-02-10 22:01:00: Paper trader simulated an OPEN SHORT position @ 673.81 EUR 0.00000000 EUR &lt;= 1.99496464 ETH
2021-02-11 19:53:25 (INFO): 2018-02-14 14:01:00: Paper trader simulated a CLOSE SHORT position @ 721.81 EUR 1250.62880863 EUR =&gt; 0.00000000 ETH
2021-02-11 19:53:58 (INFO): 2018-02-18 11:01:00: Paper trader simulated an OPEN SHORT position @ 737.00 EUR 0.00000000 EUR &lt;= 1.69437295 ETH
2021-02-11 19:54:41 (INFO): 2018-02-23 13:01:00: Paper trader simulated a CLOSE SHORT position @ 712.94 EUR 1291.33145923 EUR =&gt; 0.00000000 ETH
2021-02-11 19:54:50 (INFO): 2018-02-24 12:01:00: Paper trader simulated an OPEN SHORT position @ 674.40 EUR 0.00000000 EUR &lt;= 1.91191349 ETH
2021-02-11 19:55:08 (INFO): 2018-02-26 15:01:00: Paper trader simulated a CLOSE SHORT position @ 710.78 EUR 1221.87747847 EUR =&gt; 0.00000000 ETH
2021-02-11 19:55:24 (INFO): 2018-02-28 14:01:00: Paper trader simulated an OPEN SHORT position @ 702.00 EUR 0.00000000 EUR &lt;= 1.73795535 ETH
2021-02-11 19:58:22 (INFO): 2018-03-21 05:01:00: Paper trader simulated a CLOSE SHORT position @ 466.62 EUR 1630.34104618 EUR =&gt; 0.00000000 ETH
2021-02-11 19:58:28 (INFO): 2018-03-22 00:01:00: Paper trader simulated an OPEN SHORT position @ 450.20 EUR 0.00000000 EUR &lt;= 3.61593854 ETH
2021-02-11 20:00:15 (INFO): 2018-04-03 10:01:00: Paper trader simulated a CLOSE SHORT position @ 326.80 EUR 2075.87488743 EUR =&gt; 0.00000000 ETH
2021-02-11 20:00:24 (INFO): 2018-04-04 12:01:00: Paper trader simulated an OPEN SHORT position @ 318.49 EUR 0.00000000 EUR &lt;= 6.50808840 ETH
2021-02-11 20:00:52 (INFO): 2018-04-07 18:01:00: Paper trader simulated a CLOSE SHORT position @ 315.94 EUR 2092.44094926 EUR =&gt; 0.00000000 ETH
2021-02-11 20:01:11 (INFO): 2018-04-09 23:01:00: Paper trader simulated an OPEN SHORT position @ 317.47 EUR 0.00000000 EUR &lt;= 6.58110148 ETH
2021-02-11 20:01:20 (INFO): 2018-04-11 00:01:00: Paper trader simulated a CLOSE SHORT position @ 334.98 EUR 1977.37400796 EUR =&gt; 0.00000000 ETH
2021-02-11 20:03:23 (INFO): 2018-04-25 11:01:00: Paper trader simulated an OPEN SHORT position @ 524.74 EUR 0.00000000 EUR &lt;= 3.76264044 ETH
2021-02-11 20:03:37 (INFO): 2018-04-27 02:01:00: Paper trader simulated a CLOSE SHORT position @ 546.30 EUR 1896.36871722 EUR =&gt; 0.00000000 ETH
2021-02-11 20:03:59 (INFO): 2018-04-29 14:01:00: Paper trader simulated an OPEN SHORT position @ 555.41 EUR 0.00000000 EUR &lt;= 3.40923671 ETH
2021-02-11 20:04:23 (INFO): 2018-05-02 09:01:00: Paper trader simulated a CLOSE SHORT position @ 567.61 EUR 1854.83415460 EUR =&gt; 0.00000000 ETH
2021-02-11 20:04:58 (INFO): 2018-05-06 11:01:00: Paper trader simulated an OPEN SHORT position @ 642.53 EUR 0.00000000 EUR &lt;= 2.88243646 ETH
2021-02-11 20:06:00 (INFO): 2018-05-13 17:01:00: Paper trader simulated a CLOSE SHORT position @ 600.00 EUR 1977.23612354 EUR =&gt; 0.00000000 ETH
2021-02-11 20:06:20 (INFO): 2018-05-16 00:01:00: Paper trader simulated an OPEN SHORT position @ 598.01 EUR 0.00000000 EUR &lt;= 3.30140009 ETH
2021-02-11 20:06:50 (INFO): 2018-05-19 14:01:00: Paper trader simulated a CLOSE SHORT position @ 603.04 EUR 1960.65054290 EUR =&gt; 0.00000000 ETH
2021-02-11 20:07:09 (INFO): 2018-05-21 17:01:00: Paper trader simulated an OPEN SHORT position @ 594.59 EUR 0.00000000 EUR &lt;= 3.29253698 ETH
2021-02-11 20:08:17 (INFO): 2018-05-29 15:01:00: Paper trader simulated a CLOSE SHORT position @ 484.38 EUR 2322.97233039 EUR =&gt; 0.00000000 ETH
2021-02-11 20:08:27 (INFO): 2018-05-30 19:01:00: Paper trader simulated an OPEN SHORT position @ 467.10 EUR 0.00000000 EUR &lt;= 4.96572012 ETH
2021-02-11 20:08:36 (INFO): 2018-05-31 20:01:00: Paper trader simulated a CLOSE SHORT position @ 499.24 EUR 2163.60826025 EUR =&gt; 0.00000000 ETH
2021-02-11 20:08:44 (INFO): 2018-06-01 20:01:00: Paper trader simulated an OPEN SHORT position @ 485.50 EUR 0.00000000 EUR &lt;= 4.44976899 ETH
2021-02-11 20:08:50 (INFO): 2018-06-02 11:01:00: Paper trader simulated a CLOSE SHORT position @ 509.61 EUR 2056.48039087 EUR =&gt; 0.00000000 ETH
2021-02-11 20:09:07 (INFO): 2018-06-04 11:01:00: Paper trader simulated an OPEN SHORT position @ 516.71 EUR 0.00000000 EUR &lt;= 3.97398089 ETH
2021-02-11 20:10:36 (INFO): 2018-06-14 20:01:00: Paper trader simulated a CLOSE SHORT position @ 444.67 EUR 2342.33192333 EUR =&gt; 0.00000000 ETH
2021-02-11 20:10:46 (INFO): 2018-06-16 01:01:00: Paper trader simulated an OPEN SHORT position @ 420.56 EUR 0.00000000 EUR &lt;= 5.56120036 ETH
2021-02-11 20:11:10 (INFO): 2018-06-18 19:01:00: Paper trader simulated a CLOSE SHORT position @ 442.75 EUR 2219.10872368 EUR =&gt; 0.00000000 ETH
2021-02-11 20:11:23 (INFO): 2018-06-20 08:01:00: Paper trader simulated an OPEN SHORT position @ 448.70 EUR 0.00000000 EUR &lt;= 4.93822166 ETH
2021-02-11 20:12:48 (INFO): 2018-06-30 03:01:00: Paper trader simulated a CLOSE SHORT position @ 376.99 EUR 2572.69242786 EUR =&gt; 0.00000000 ETH
2021-02-11 20:13:21 (INFO): 2018-07-04 01:01:00: Paper trader simulated an OPEN SHORT position @ 395.99 EUR 0.00000000 EUR &lt;= 6.48711681 ETH
2021-02-11 20:13:56 (INFO): 2018-07-08 02:01:00: Paper trader simulated a CLOSE SHORT position @ 413.91 EUR 2456.61188338 EUR =&gt; 0.00000000 ETH
2021-02-11 20:14:07 (INFO): 2018-07-09 09:01:00: Paper trader simulated an OPEN SHORT position @ 408.47 EUR 0.00000000 EUR &lt;= 6.00515818 ETH
2021-02-11 20:15:00 (INFO): 2018-07-15 12:01:00: Paper trader simulated a CLOSE SHORT position @ 376.47 EUR 2648.48317393 EUR =&gt; 0.00000000 ETH
2021-02-11 20:15:30 (INFO): 2018-07-18 23:01:00: Paper trader simulated an OPEN SHORT position @ 406.00 EUR 0.00000000 EUR &lt;= 6.51357253 ETH
2021-02-11 20:16:17 (INFO): 2018-07-24 10:01:00: Paper trader simulated a CLOSE SHORT position @ 403.54 EUR 2664.47657016 EUR =&gt; 0.00000000 ETH
2021-02-11 20:16:39 (INFO): 2018-07-27 00:01:00: Paper trader simulated an OPEN SHORT position @ 399.51 EUR 0.00000000 EUR &lt;= 6.65935735 ETH
2021-02-11 20:17:47 (INFO): 2018-08-03 20:01:00: Paper trader simulated a CLOSE SHORT position @ 361.11 EUR 2919.80631875 EUR =&gt; 0.00000000 ETH
2021-02-11 20:17:54 (INFO): 2018-08-04 15:01:00: Paper trader simulated an OPEN SHORT position @ 353.40 EUR 0.00000000 EUR &lt;= 8.24965084 ETH
2021-02-11 20:19:30 (INFO): 2018-08-15 19:01:00: Paper trader simulated a CLOSE SHORT position @ 267.87 EUR 3624.33399899 EUR =&gt; 0.00000000 ETH
2021-02-11 20:19:55 (INFO): 2018-08-18 17:01:00: Paper trader simulated an OPEN SHORT position @ 255.17 EUR 0.00000000 EUR &lt;= 14.18230002 ETH
2021-02-11 20:21:16 (INFO): 2018-08-28 02:01:00: Paper trader simulated a CLOSE SHORT position @ 246.04 EUR 3753.61601871 EUR =&gt; 0.00000000 ETH
2021-02-11 20:21:31 (INFO): 2018-08-29 19:01:00: Paper trader simulated an OPEN SHORT position @ 247.01 EUR 0.00000000 EUR &lt;= 15.17341643 ETH
2021-02-11 20:21:52 (INFO): 2018-09-01 06:01:00: Paper trader simulated a CLOSE SHORT position @ 248.02 EUR 3738.30541251 EUR =&gt; 0.00000000 ETH
2021-02-11 20:22:10 (INFO): 2018-09-03 07:01:00: Paper trader simulated an OPEN SHORT position @ 247.63 EUR 0.00000000 EUR &lt;= 15.07369040 ETH
2021-02-11 20:23:35 (INFO): 2018-09-13 03:01:00: Paper trader simulated a CLOSE SHORT position @ 164.57 EUR 4988.43969550 EUR =&gt; 0.00000000 ETH
2021-02-11 20:24:12 (INFO): 2018-09-17 11:01:00: Paper trader simulated an OPEN SHORT position @ 185.63 EUR 0.00000000 EUR &lt;= 26.83271581 ETH
2021-02-11 20:24:43 (INFO): 2018-09-21 01:01:00: Paper trader simulated a CLOSE SHORT position @ 189.32 EUR 4889.56426939 EUR =&gt; 0.00000000 ETH
2021-02-11 20:25:12 (INFO): 2018-09-24 12:01:00: Paper trader simulated an OPEN SHORT position @ 197.16 EUR 0.00000000 EUR &lt;= 24.76278110 ETH
2021-02-11 20:25:42 (INFO): 2018-09-27 22:01:00: Paper trader simulated a CLOSE SHORT position @ 197.91 EUR 4871.00904148 EUR =&gt; 0.00000000 ETH
2021-02-11 20:25:52 (INFO): 2018-09-29 04:01:00: Paper trader simulated an OPEN SHORT position @ 186.60 EUR 0.00000000 EUR &lt;= 26.06485813 ETH
2021-02-11 20:25:55 (INFO): 2018-09-29 12:01:00: Paper trader simulated a CLOSE SHORT position @ 199.61 EUR 4532.40293399 EUR =&gt; 0.00000000 ETH
2021-02-11 20:26:12 (INFO): 2018-10-01 10:01:00: Paper trader simulated an OPEN SHORT position @ 197.62 EUR 0.00000000 EUR &lt;= 22.90053805 ETH
2021-02-11 20:26:52 (INFO): 2018-10-06 01:01:00: Paper trader simulated a CLOSE SHORT position @ 196.86 EUR 4549.77103852 EUR =&gt; 0.00000000 ETH
2021-02-11 20:26:59 (INFO): 2018-10-06 21:01:00: Paper trader simulated an OPEN SHORT position @ 193.39 EUR 0.00000000 EUR &lt;= 23.49111320 ETH
2021-02-11 20:27:14 (INFO): 2018-10-08 15:01:00: Paper trader simulated a CLOSE SHORT position @ 198.81 EUR 4422.62995096 EUR =&gt; 0.00000000 ETH
2021-02-11 20:27:27 (INFO): 2018-10-10 03:01:00: Paper trader simulated an OPEN SHORT position @ 196.74 EUR 0.00000000 EUR &lt;= 22.44584734 ETH
2021-02-11 20:28:12 (INFO): 2018-10-15 08:01:00: Paper trader simulated a CLOSE SHORT position @ 186.41 EUR 4654.13780502 EUR =&gt; 0.00000000 ETH
2021-02-11 20:28:39 (INFO): 2018-10-18 12:02:00: Paper trader simulated an OPEN SHORT position @ 176.49 EUR 0.00000000 EUR &lt;= 26.33099098 ETH
2021-02-11 20:28:55 (INFO): 2018-10-20 09:01:00: Paper trader simulated a CLOSE SHORT position @ 176.93 EUR 4642.55907588 EUR =&gt; 0.00000000 ETH
2021-02-11 20:29:08 (INFO): 2018-10-21 21:01:00: Paper trader simulated an OPEN SHORT position @ 175.97 EUR 0.00000000 EUR &lt;= 26.34309960 ETH
2021-02-11 20:29:33 (INFO): 2018-10-24 17:01:00: Paper trader simulated a CLOSE SHORT position @ 177.16 EUR 4611.24736468 EUR =&gt; 0.00000000 ETH
2021-02-11 20:29:36 (INFO): 2018-10-25 04:01:00: Paper trader simulated an OPEN SHORT position @ 174.64 EUR 0.00000000 EUR &lt;= 26.36469590 ETH
2021-02-11 20:29:48 (INFO): 2018-10-26 11:01:00: Paper trader simulated a CLOSE SHORT position @ 178.85 EUR 4500.40811434 EUR =&gt; 0.00000000 ETH
2021-02-11 20:29:59 (INFO): 2018-10-27 18:01:00: Paper trader simulated an OPEN SHORT position @ 175.82 EUR 0.00000000 EUR &lt;= 25.55828405 ETH
2021-02-11 20:30:10 (INFO): 2018-10-29 01:01:00: Paper trader simulated a CLOSE SHORT position @ 178.21 EUR 4439.40531648 EUR =&gt; 0.00000000 ETH
2021-02-11 20:30:17 (INFO): 2018-10-29 19:01:00: Paper trader simulated an OPEN SHORT position @ 170.80 EUR 0.00000000 EUR &lt;= 25.95284665 ETH
2021-02-11 20:30:33 (INFO): 2018-10-31 17:01:00: Paper trader simulated a CLOSE SHORT position @ 173.90 EUR 4359.06218462 EUR =&gt; 0.00000000 ETH
2021-02-11 20:30:41 (INFO): 2018-11-01 16:01:00: Paper trader simulated an OPEN SHORT position @ 172.40 EUR 0.00000000 EUR &lt;= 25.24665656 ETH
2021-02-11 20:30:45 (INFO): 2018-11-02 02:01:00: Paper trader simulated a CLOSE SHORT position @ 174.80 EUR 4298.55128935 EUR =&gt; 0.00000000 ETH
2021-02-11 20:31:03 (INFO): 2018-11-04 04:01:00: Paper trader simulated an OPEN SHORT position @ 174.00 EUR 0.00000000 EUR &lt;= 24.66726127 ETH
2021-02-11 20:31:07 (INFO): 2018-11-04 16:01:00: Paper trader simulated a CLOSE SHORT position @ 175.84 EUR 4253.22193994 EUR =&gt; 0.00000000 ETH
2021-02-11 20:31:37 (INFO): 2018-11-08 04:01:00: Paper trader simulated an OPEN SHORT position @ 186.80 EUR 0.00000000 EUR &lt;= 22.73470078 ETH
2021-02-11 20:33:08 (INFO): 2018-11-18 20:01:00: Paper trader simulated a CLOSE SHORT position @ 156.01 EUR 4952.16380638 EUR =&gt; 0.00000000 ETH
2021-02-11 20:33:11 (INFO): 2018-11-19 04:01:00: Paper trader simulated an OPEN SHORT position @ 147.77 EUR 0.00000000 EUR &lt;= 33.46237775 ETH
2021-02-11 20:34:29 (INFO): 2018-11-28 06:01:00: Paper trader simulated a CLOSE SHORT position @ 102.10 EUR 6478.08711622 EUR =&gt; 0.00000000 ETH
2021-02-11 20:34:44 (INFO): 2018-11-29 23:01:00: Paper trader simulated an OPEN SHORT position @ 100.97 EUR 0.00000000 EUR &lt;= 64.06229558 ETH
2021-02-11 20:34:57 (INFO): 2018-12-01 13:01:00: Paper trader simulated a CLOSE SHORT position @ 105.86 EUR 6165.27781290 EUR =&gt; 0.00000000 ETH
2021-02-11 20:35:05 (INFO): 2018-12-02 12:01:00: Paper trader simulated an OPEN SHORT position @ 101.75 EUR 0.00000000 EUR &lt;= 60.50152232 ETH
2021-02-11 20:36:07 (INFO): 2018-12-09 18:01:00: Paper trader simulated a CLOSE SHORT position @ 84.05 EUR 7234.53457080 EUR =&gt; 0.00000000 ETH
2021-02-11 20:36:14 (INFO): 2018-12-10 14:01:00: Paper trader simulated an OPEN SHORT position @ 79.66 EUR 0.00000000 EUR &lt;= 90.68143069 ETH
2021-02-11 20:37:02 (INFO): 2018-12-16 04:01:00: Paper trader simulated a CLOSE SHORT position @ 76.03 EUR 7563.19812629 EUR =&gt; 0.00000000 ETH
2021-02-11 20:37:10 (INFO): 2018-12-17 01:01:00: Paper trader simulated an OPEN SHORT position @ 74.05 EUR 0.00000000 EUR &lt;= 101.98316447 ETH
2021-02-11 20:37:14 (INFO): 2018-12-17 14:01:00: Paper trader simulated a CLOSE SHORT position @ 79.60 EUR 6998.02355623 EUR =&gt; 0.00000000 ETH
2021-02-11 20:38:32 (INFO): 2018-12-26 16:01:00: Paper trader simulated an OPEN SHORT position @ 109.00 EUR 0.00000000 EUR &lt;= 64.10574789 ETH
2021-02-11 20:38:50 (INFO): 2018-12-28 18:01:00: Paper trader simulated a CLOSE SHORT position @ 116.96 EUR 6488.49148098 EUR =&gt; 0.00000000 ETH
2021-02-11 20:39:08 (INFO):
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) REPORT:
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) entry date (UTC) exit date (UTC) exposed duration P&amp;L profit
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-01-15 17:01 2018-01-20 09:01 5 days 140.44 14.04
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-01-21 11:01 2018-01-25 03:01 4 days 16.16 1.42
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-01-26 09:01 2018-01-27 17:01 a day -86.86 -7.53
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-01-29 23:01 2018-02-07 11:01 9 days 281.55 26.44
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-02-10 21:01 2018-02-14 13:01 4 days -93.60 -6.96
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-02-18 10:01 2018-02-23 12:01 5 days 42.58 3.41
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-02-24 11:01 2018-02-26 14:01 2 days -67.52 -5.24
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-02-28 13:01 2018-03-21 04:01 21 days 410.30 33.63
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-03-21 23:01 2018-04-03 08:01 12 days 447.98 27.52
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-04-04 10:01 2018-04-07 16:01 3 days 19.68 0.95
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-04-09 21:01 2018-04-10 22:01 a day -111.93 -5.36
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-04-25 09:01 2018-04-27 00:01 2 days -78.04 -3.95
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-04-29 12:01 2018-05-02 07:01 3 days -38.69 -2.04
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-05-06 09:01 2018-05-13 15:01 7 days 125.18 6.76
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-05-15 22:01 2018-05-19 12:01 4 days -13.62 -0.69
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-05-21 15:01 2018-05-29 13:01 8 days 365.26 18.66
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-05-30 17:01 2018-05-31 18:01 a day -155.88 -6.72
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-06-01 18:01 2018-06-02 09:01 15 hours -103.88 -4.81
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-06-04 09:01 2018-06-14 18:01 10 days 288.94 14.07
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-06-15 23:01 2018-06-18 17:01 3 days -119.71 -5.12
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-06-20 06:01 2018-06-30 01:01 10 days 356.91 16.11
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-07-03 23:01 2018-07-08 00:01 4 days -112.22 -4.37
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-07-09 07:01 2018-07-15 10:01 6 days 195.56 7.97
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-07-18 21:01 2018-07-24 08:01 5 days 19.97 0.76
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-07-26 22:01 2018-08-03 18:01 8 days 259.33 9.75
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-08-04 13:01 2018-08-15 17:01 11 days 708.91 24.32
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-08-18 15:01 2018-08-28 00:01 9 days 134.72 3.72
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-08-29 17:01 2018-09-01 04:01 2 days -9.68 -0.26
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-09-03 05:01 2018-09-13 01:01 10 days 1255.74 33.64
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-09-17 09:01 2018-09-20 23:01 4 days -91.39 -1.83
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-09-24 10:01 2018-09-27 20:01 3 days -11.22 -0.23
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-09-29 02:01 2018-09-29 10:01 8 hours -331.30 -6.81
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-10-01 08:01 2018-10-05 23:01 5 days 24.17 0.53
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-10-06 19:01 2018-10-08 13:01 2 days -120.32 -2.65
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-10-10 01:01 2018-10-15 06:01 5 days 238.14 5.39
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-10-18 10:02 2018-10-20 07:01 2 days -4.60 -0.10
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-10-21 19:01 2018-10-24 15:01 3 days -24.35 -0.53
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-10-25 02:01 2018-10-26 09:01 a day -103.92 -2.26
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-10-27 16:01 2018-10-29 00:01 a day -54.25 -1.21
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-10-29 18:01 2018-10-31 16:01 2 days -73.68 -1.66
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-11-01 15:01 2018-11-02 01:01 10 hours -53.97 -1.24
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-11-04 03:01 2018-11-04 15:01 12 hours -38.88 -0.91
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-11-08 03:01 2018-11-18 19:01 11 days 705.32 16.61
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-11-19 03:01 2018-11-28 05:01 9 days 1533.35 31.01
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-11-29 22:01 2018-12-01 12:01 2 days -303.09 -4.69
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-12-02 11:01 2018-12-09 17:01 7 days 1078.50 17.52
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-12-10 13:01 2018-12-16 03:01 6 days 339.52 4.70
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-12-17 00:01 2018-12-17 13:01 13 hours -553.83 -7.33
2021-02-11 20:39:08 (INFO): (ROUNDTRIP) 2018-12-26 15:01 2018-12-28 17:01 2 days -499.04 -7.14
2021-02-11 20:39:08 (INFO):
2021-02-11 20:39:08 (INFO): (PROFIT REPORT) start time: 2017-12-26 22:00:00
2021-02-11 20:39:08 (INFO): (PROFIT REPORT) end time: 2018-12-30 22:01:00
2021-02-11 20:39:08 (INFO): (PROFIT REPORT) timespan: a year
2021-02-11 20:39:08 (INFO): (PROFIT REPORT) exposure: 0.6402408155660653
2021-02-11 20:39:08 (INFO):
2021-02-11 20:39:08 (INFO): (PROFIT REPORT) start price: 624 EUR
2021-02-11 20:39:08 (INFO): (PROFIT REPORT) end price: 121.38 EUR
2021-02-11 20:39:08 (INFO): (PROFIT REPORT) Market: </span><span style="color:red;">-80.54807692%</span><span style="color:white;">
2021-02-11 20:39:08 (INFO):
2021-02-11 20:39:08 (INFO): (PROFIT REPORT) amount of trades: 99
2021-02-11 20:39:08 (INFO): (PROFIT REPORT) original balance: 1000.00000000 EUR
2021-02-11 20:39:08 (INFO): (PROFIT REPORT) current balance: 6488.49148098 EUR
2021-02-11 20:39:08 (INFO): (PROFIT REPORT) profit: 5488.49148098 EUR (</span><span style="color:lime;">548.84914810%</span><span style="color:white;">)
2021-02-11 20:39:08 (INFO): (PROFIT REPORT) alpha: 629.3972250210769%
2021-02-11 20:39:08 (INFO): (PROFIT REPORT) simulated yearly profit: 5432.592349886888 EUR (543.2592349886887%)
2021-02-11 20:39:08 (INFO): (PROFIT REPORT) sharpe ratio: 45.981601142738256
2021-02-11 20:39:08 (INFO): (PROFIT REPORT) expected downside: 4.0076759007345055
2021-02-11 20:39:08 (INFO): (PROFIT REPORT) </span><span style="color:yellow;">Ole, Ole, Ole, dicke (• )( •) Kartoffelsalat, Lambo time :-)</span><span style="color:white;">
2021-02-11 20:39:08 (INFO): (PROFIT REPORT) ratio roundtrips: 46.9388%
</span>
</pre>
</body>
</html>

Loading…
Cancel
Save