______ ________ __ __ __ __ ______
/ \ / |/ | / |/ | / | / \
/$$$$$$ |€€€€€€€€/ $$ | /$$/ $$ | /$$/ /$$$$$$ |
$$ | _$$/ €€ |__ $$ |/$$/ $$ |/$$/ $$ | $$ |
$$ |/ |€€ | $$ $$< $$ $$< $$ | $$ |
$$ |$$$$ |€€€€€/ $$$$$ \ $$$$$ \ $$ | $$ | ___
$$ \__$$ |€€ |_____ $$ |$$ \ $$ |$$ \ $$ \__$$ | /_\ `*
$$ $$/ €€ |$$ | $$ |$$ | $$ |$$ $$/ (o o)
$$$$$$/ €€€€€€€€/ $$/ $$/ $$/ $$/ $$$$$$/ -ooO--(_)--Ooo-
Gekko v2018.0.66.122
I'm gonna make you rich, Bud Fox.
2018-10-17 10:59:02 (INFO): Setting up Gekko in backtest mode
2018-10-17 10:59:02 (INFO):
2018-10-17 10:59:02 (INFO): Setting up:
2018-10-17 10:59:02 (INFO): Paper Trader
2018-10-17 10:59:02 (INFO): Paper trader that simulates fake trades.
2018-10-17 10:59:02 (INFO):
2018-10-17 10:59:02 (INFO): Setting up:
2018-10-17 10:59:02 (INFO): Performance Analyzer
2018-10-17 10:59:02 (INFO): Analyzes performances of trades
2018-10-17 10:59:02 (INFO):
2018-10-17 10:59:02 (INFO): Setting up:
2018-10-17 10:59:02 (INFO): Trading Advisor
2018-10-17 10:59:02 (INFO): Calculate trading advice
2018-10-17 10:59:03 (INFO): Using the strategy: T5mainasync
2018-10-17 10:59:03 (DEBUG): *** Usage info for Tulip indicator macd :
{ name: 'macd',
full_name: 'Moving Average Convergence/Divergence',
type: 'indicator',
inputs: 1,
options: 3,
outputs: 3,
input_names: [ 'real' ],
option_names: [ 'short period', 'long period', 'signal period' ],
output_names: [ 'macd', 'macd_signal', 'macd_histogram' ],
indicator: [Function],
start: [Function] }
2018-10-17 10:59:03 (DEBUG): *** Usage info for Tulip indicator ema :
{ name: 'ema',
full_name: 'Exponential Moving Average',
type: 'overlay',
inputs: 1,
options: 1,
outputs: 1,
input_names: [ 'real' ],
option_names: [ 'period' ],
output_names: [ 'ema' ],
indicator: [Function],
start: [Function] }
2018-10-17 10:59:03 (DEBUG): *** Usage info for Tulip indicator ema :
{ name: 'ema',
full_name: 'Exponential Moving Average',
type: 'overlay',
inputs: 1,
options: 1,
outputs: 1,
input_names: [ 'real' ],
option_names: [ 'period' ],
output_names: [ 'ema' ],
indicator: [Function],
start: [Function] }
2018-10-17 10:59:03 (DEBUG): *** Usage info for Tulip indicator rsi :
{ name: 'rsi',
full_name: 'Relative Strength Index',
type: 'indicator',
inputs: 1,
options: 1,
outputs: 1,
input_names: [ 'real' ],
option_names: [ 'period' ],
output_names: [ 'rsi' ],
indicator: [Function],
start: [Function] }
2018-10-17 10:59:03 (DEBUG): *** Usage info for Tulip indicator stoch :
{ name: 'stoch',
full_name: 'Stochastic Oscillator',
type: 'indicator',
inputs: 3,
options: 3,
outputs: 2,
input_names: [ 'high', 'low', 'close' ],
option_names: [ '%k period', '%k slowing period', '%d period' ],
output_names: [ 'stoch_k', 'stoch_d' ],
indicator: [Function],
start: [Function] }
2018-10-17 10:59:03 (INFO):
2018-10-17 10:59:03 (INFO): WARNING: BACKTESTING FEATURE NEEDS PROPER TESTING
2018-10-17 10:59:03 (INFO): WARNING: ACT ON THESE NUMBERS AT YOUR OWN RISK!
2018-10-17 10:59:03 (DEBUG): *** Requested 26400 minutes of warmup history data, so reading db since 2017-12-13T14:00:00Z UTC and start backtest at 2018-01-01T00:00:00+02:00 UTC
2018-10-17 10:59:03 (DEBUG): Check database exists: kraken
2018-10-17 10:59:03 (DEBUG): Database exists: kraken
2018-10-17 10:59:03 (DEBUG): Postgres connection pool is ready, db kraken
2018-10-17 10:59:03 (DEBUG): Warmup indicators with history data: 10 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:03 (DEBUG): Warmup indicators with history data: 20 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:04 (DEBUG): Warmup indicators with history data: 30 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:04 (DEBUG): Warmup indicators with history data: 40 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:04 (DEBUG): Warmup indicators with history data: 50 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:05 (DEBUG): Warmup indicators with history data: 60 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:05 (DEBUG): Warmup indicators with history data: 70 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:05 (DEBUG): Warmup indicators with history data: 80 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:05 (DEBUG): Warmup indicators with history data: 90 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:05 (DEBUG): Warmup indicators with history data: 100 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:06 (DEBUG): Warmup indicators with history data: 110 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:06 (DEBUG): Warmup indicators with history data: 120 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:06 (DEBUG): Warmup indicators with history data: 130 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:06 (DEBUG): Warmup indicators with history data: 140 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:07 (DEBUG): Warmup indicators with history data: 150 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:07 (DEBUG): Warmup indicators with history data: 160 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:07 (DEBUG): Warmup indicators with history data: 170 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:07 (DEBUG): Warmup indicators with history data: 180 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:07 (DEBUG): Warmup indicators with history data: 190 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:07 (DEBUG): Warmup indicators with history data: 200 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:08 (DEBUG): Warmup indicators with history data: 210 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:08 (DEBUG): Warmup indicators with history data: 220 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:08 (DEBUG): Warmup indicators with history data: 230 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:08 (DEBUG): Warmup indicators with history data: 240 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:08 (DEBUG): Warmup indicators with history data: 250 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:09 (DEBUG): Warmup indicators with history data: 260 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:09 (DEBUG): Warmup indicators with history data: 270 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:09 (DEBUG): Warmup indicators with history data: 280 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:09 (DEBUG): Warmup indicators with history data: 290 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:09 (DEBUG): Warmup indicators with history data: 300 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:09 (DEBUG): Warmup indicators with history data: 310 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:10 (DEBUG): Warmup indicators with history data: 320 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:10 (DEBUG): Warmup indicators with history data: 330 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:10 (DEBUG): Warmup indicators with history data: 340 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:10 (DEBUG): Warmup indicators with history data: 350 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:10 (DEBUG): Warmup indicators with history data: 360 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:11 (DEBUG): Warmup indicators with history data: 370 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:11 (DEBUG): Warmup indicators with history data: 380 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:11 (DEBUG): Warmup indicators with history data: 390 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:11 (DEBUG): Warmup indicators with history data: 400 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:11 (DEBUG): Warmup indicators with history data: 410 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:12 (DEBUG): Warmup indicators with history data: 420 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:12 (DEBUG): Warmup indicators with history data: 430 / 440 ( 18.333333333333332 days )
2018-10-17 10:59:12 (DEBUG): BUY with 60M main strategy...
2018-10-17 10:59:12 (INFO): 2018-01-01 08:00:00: Paper trader simulated a BUY @ 645.23 EUR 0.00000000 EUR => 1.54751019 ETH
2018-10-17 10:59:17 (DEBUG): SELL with 60M main strategy...
2018-10-17 10:59:17 (INFO): 2018-01-11 01:00:00: Paper trader simulated a SELL @ 1035.90 EUR 1600.66120711 EUR <= 0.00000000 ETH
2018-10-17 10:59:18 (DEBUG): BUY with 60M main strategy...
2018-10-17 10:59:18 (INFO): 2018-01-13 13:00:00: Paper trader simulated a BUY @ 1060.00 EUR 0.00000000 EUR => 1.50779265 ETH
2018-10-17 10:59:19 (DEBUG): SELL with 60M main strategy...
2018-10-17 10:59:19 (INFO): 2018-01-14 18:00:00: Paper trader simulated a SELL @ 1075.00 EUR 1618.44578310 EUR <= 0.00000000 ETH
2018-10-17 10:59:25 (DEBUG): BUY with 60M main strategy...
2018-10-17 10:59:25 (INFO): 2018-01-28 06:00:00: Paper trader simulated a BUY @ 912.01 EUR 0.00000000 EUR => 1.77193025 ETH
2018-10-17 10:59:26 (DEBUG): SELL with 60M main strategy...
2018-10-17 10:59:26 (INFO): 2018-01-29 21:00:00: Paper trader simulated a SELL @ 942.40 EUR 1667.36226699 EUR <= 0.00000000 ETH
2018-10-17 10:59:31 (DEBUG): BUY with 60M main strategy...
2018-10-17 10:59:31 (INFO): 2018-02-09 19:00:00: Paper trader simulated a BUY @ 714.01 EUR 0.00000000 EUR => 2.33170575 ETH
2018-10-17 10:59:32 (DEBUG): SELL with 60M main strategy...
2018-10-17 10:59:32 (INFO): 2018-02-10 22:00:00: Paper trader simulated a SELL @ 673.82 EUR 1568.79324351 EUR <= 0.00000000 ETH
2018-10-17 10:59:34 (DEBUG): BUY with 60M main strategy...
2018-10-17 10:59:34 (INFO): 2018-02-14 14:00:00: Paper trader simulated a BUY @ 724.05 EUR 0.00000000 EUR => 2.16344182 ETH
2018-10-17 10:59:35 (DEBUG): SELL with 60M main strategy...
2018-10-17 10:59:35 (INFO): 2018-02-18 08:00:00: Paper trader simulated a SELL @ 752.33 EUR 1625.18075116 EUR <= 0.00000000 ETH
2018-10-17 10:59:58 (DEBUG): BUY with 60M main strategy...
2018-10-17 10:59:58 (INFO): 2018-04-08 14:00:00: Paper trader simulated a BUY @ 325.75 EUR 0.00000000 EUR => 4.98155941 ETH
2018-10-17 10:59:59 (DEBUG): SELL with 60M main strategy...
2018-10-17 10:59:59 (INFO): 2018-04-09 23:00:00: Paper trader simulated a SELL @ 317.46 EUR 1579.07368152 EUR <= 0.00000000 ETH
2018-10-17 10:59:59 (DEBUG): BUY with 60M main strategy...
2018-10-17 10:59:59 (INFO): 2018-04-11 00:00:00: Paper trader simulated a BUY @ 334.98 EUR 0.00000000 EUR => 4.70686330 ETH
2018-10-17 11:00:01 (DEBUG): SELL with 60M main strategy...
2018-10-17 11:00:01 (INFO): 2018-04-14 15:00:00: Paper trader simulated a SELL @ 396.91 EUR 1865.39881073 EUR <= 0.00000000 ETH
2018-10-17 11:00:02 (DEBUG): BUY with 60M main strategy...
2018-10-17 11:00:02 (INFO): 2018-04-15 16:00:00: Paper trader simulated a BUY @ 430.00 EUR 0.00000000 EUR => 4.33162956 ETH
2018-10-17 11:00:02 (DEBUG): SELL with 60M main strategy...
2018-10-17 11:00:02 (INFO): 2018-04-16 08:00:00: Paper trader simulated a SELL @ 411.10 EUR 1778.06181274 EUR <= 0.00000000 ETH
2018-10-17 11:00:03 (DEBUG): BUY with 60M main strategy...
2018-10-17 11:00:03 (INFO): 2018-04-19 00:00:00: Paper trader simulated a BUY @ 423.61 EUR 0.00000000 EUR => 4.19110672 ETH
2018-10-17 11:00:06 (DEBUG): SELL with 60M main strategy...
2018-10-17 11:00:06 (INFO): 2018-04-25 07:00:00: Paper trader simulated a SELL @ 523.31 EUR 2189.95818555 EUR <= 0.00000000 ETH
2018-10-17 11:00:07 (DEBUG): BUY with 60M main strategy...
2018-10-17 11:00:07 (INFO): 2018-04-27 02:00:00: Paper trader simulated a BUY @ 545.80 EUR 0.00000000 EUR => 4.00636359 ETH
2018-10-17 11:00:08 (DEBUG): SELL with 60M main strategy...
2018-10-17 11:00:08 (INFO): 2018-04-29 14:00:00: Paper trader simulated a SELL @ 555.78 EUR 2223.31677091 EUR <= 0.00000000 ETH
2018-10-17 11:00:10 (DEBUG): BUY with 60M main strategy...
2018-10-17 11:00:10 (INFO): 2018-05-03 05:00:00: Paper trader simulated a BUY @ 589.00 EUR 0.00000000 EUR => 3.76906926 ETH
2018-10-17 11:00:12 (DEBUG): SELL with 60M main strategy...
2018-10-17 11:00:12 (INFO): 2018-05-06 11:00:00: Paper trader simulated a SELL @ 643.00 EUR 2419.87626687 EUR <= 0.00000000 ETH
2018-10-17 11:00:24 (DEBUG): BUY with 60M main strategy...
2018-10-17 11:00:24 (INFO): 2018-06-03 09:00:00: Paper trader simulated a BUY @ 517.51 EUR 0.00000000 EUR => 4.66898504 ETH
2018-10-17 11:00:25 (DEBUG): SELL with 60M main strategy...
2018-10-17 11:00:25 (INFO): 2018-06-04 11:00:00: Paper trader simulated a SELL @ 516.42 EUR 2407.54051847 EUR <= 0.00000000 ETH
2018-10-17 11:00:32 (DEBUG): BUY with 60M main strategy...
2018-10-17 11:00:32 (INFO): 2018-06-19 13:00:00: Paper trader simulated a BUY @ 454.93 EUR 0.00000000 EUR => 5.28417384 ETH
2018-10-17 11:00:32 (DEBUG): SELL with 60M main strategy...
2018-10-17 11:00:32 (INFO): 2018-06-20 08:00:00: Paper trader simulated a SELL @ 448.80 EUR 2367.97991356 EUR <= 0.00000000 ETH
2018-10-17 11:00:38 (DEBUG): BUY with 60M main strategy...
2018-10-17 11:00:38 (INFO): 2018-07-02 16:00:00: Paper trader simulated a BUY @ 405.57 EUR 0.00000000 EUR => 5.82988865 ETH
2018-10-17 11:00:39 (DEBUG): SELL with 60M main strategy...
2018-10-17 11:00:39 (INFO): 2018-07-04 01:00:00: Paper trader simulated a SELL @ 396.00 EUR 2305.17295154 EUR <= 0.00000000 ETH
2018-10-17 11:00:41 (DEBUG): BUY with 60M main strategy...
2018-10-17 11:00:41 (INFO): 2018-07-08 02:00:00: Paper trader simulated a BUY @ 414.00 EUR 0.00000000 EUR => 5.55969853 ETH
2018-10-17 11:00:41 (DEBUG): SELL with 60M main strategy...
2018-10-17 11:00:41 (INFO): 2018-07-09 09:00:00: Paper trader simulated a SELL @ 408.90 EUR 2269.95068782 EUR <= 0.00000000 ETH
2018-10-17 11:00:45 (DEBUG): BUY with 60M main strategy...
2018-10-17 11:00:45 (INFO): 2018-07-16 12:00:00: Paper trader simulated a BUY @ 398.90 EUR 0.00000000 EUR => 5.68198987 ETH
2018-10-17 11:00:46 (DEBUG): SELL with 60M main strategy...
2018-10-17 11:00:46 (INFO): 2018-07-18 22:00:00: Paper trader simulated a SELL @ 413.63 EUR 2346.71610772 EUR <= 0.00000000 ETH
2018-10-17 11:01:05 (DEBUG): BUY with 60M main strategy...
2018-10-17 11:01:05 (INFO): 2018-08-28 16:00:00: Paper trader simulated a BUY @ 248.30 EUR 0.00000000 EUR => 9.43695543 ETH
2018-10-17 11:01:05 (DEBUG): SELL with 60M main strategy...
2018-10-17 11:01:05 (INFO): 2018-08-29 19:00:00: Paper trader simulated a SELL @ 246.12 EUR 2319.13953522 EUR <= 0.00000000 ETH
2018-10-17 11:01:06 (DEBUG): BUY with 60M main strategy...
2018-10-17 11:01:06 (INFO): 2018-09-01 17:00:00: Paper trader simulated a BUY @ 253.45 EUR 0.00000000 EUR => 9.13655879 ETH
2018-10-17 11:01:07 (DEBUG): SELL with 60M main strategy...
2018-10-17 11:01:07 (INFO): 2018-09-03 07:00:00: Paper trader simulated a SELL @ 247.26 EUR 2255.71686812 EUR <= 0.00000000 ETH
2018-10-17 11:01:12 (DEBUG): BUY with 60M main strategy...
2018-10-17 11:01:12 (INFO): 2018-09-14 05:00:00: Paper trader simulated a BUY @ 188.44 EUR 0.00000000 EUR => 11.95252225 ETH
2018-10-17 11:01:14 (DEBUG): SELL with 60M main strategy...
2018-10-17 11:01:14 (INFO): 2018-09-17 11:00:00: Paper trader simulated a SELL @ 185.50 EUR 2213.86708805 EUR <= 0.00000000 ETH
2018-10-17 11:01:16 (DEBUG): BUY with 60M main strategy...
2018-10-17 11:01:16 (INFO): 2018-09-21 01:00:00: Paper trader simulated a BUY @ 190.08 EUR 0.00000000 EUR => 11.62955748 ETH
2018-10-17 11:01:17 (DEBUG): SELL with 60M main strategy...
2018-10-17 11:01:17 (INFO): 2018-09-24 09:00:00: Paper trader simulated a SELL @ 198.47 EUR 2304.65609564 EUR <= 0.00000000 ETH
2018-10-17 11:01:19 (DEBUG): BUY with 60M main strategy...
2018-10-17 11:01:19 (INFO): 2018-09-28 00:00:00: Paper trader simulated a BUY @ 198.93 EUR 0.00000000 EUR => 11.56788373 ETH
2018-10-17 11:01:19 (DEBUG): SELL with 60M main strategy...
2018-10-17 11:01:19 (INFO): 2018-09-29 04:00:00: Paper trader simulated a SELL @ 186.65 EUR 2155.90677995 EUR <= 0.00000000 ETH
2018-10-17 11:01:19 (DEBUG): BUY with 60M main strategy...
2018-10-17 11:01:19 (INFO): 2018-09-29 12:00:00: Paper trader simulated a BUY @ 199.00 EUR 0.00000000 EUR => 10.81745185 ETH
2018-10-17 11:01:20 (INFO):
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) REPORT:
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) entry date (UTC) exit date (UTC) exposed duration P&L profit
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-01-01 07:00 2018-01-11 00:00 10 days 602.16 60.31
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-01-13 12:00 2018-01-14 17:00 a day 20.19 1.26
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-01-28 05:00 2018-01-29 20:00 2 days 51.34 3.18
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-02-09 18:00 2018-02-10 21:00 a day -96.07 -5.77
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-02-14 13:00 2018-02-18 07:00 4 days 58.74 3.75
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-04-08 12:00 2018-04-09 21:00 a day -43.67 -2.69
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-04-10 22:00 2018-04-14 13:00 4 days 288.69 18.31
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-04-15 14:00 2018-04-16 06:00 16 hours -84.54 -4.54
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-04-18 22:00 2018-04-25 05:00 6 days 414.56 23.35
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-04-27 00:00 2018-04-29 12:00 3 days 36.64 1.68
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-05-03 03:00 2018-05-06 09:00 3 days 199.89 9.00
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-06-03 07:00 2018-06-04 09:00 a day -8.71 -0.36
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-06-19 11:00 2018-06-20 06:00 19 hours -35.95 -1.50
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-07-02 14:00 2018-07-03 23:00 a day -59.25 -2.51
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-07-08 00:00 2018-07-09 07:00 a day -31.76 -1.38
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-07-16 10:00 2018-07-18 20:00 2 days 80.17 3.54
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-08-28 14:00 2018-08-29 17:00 a day -24.06 -1.03
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-09-01 15:00 2018-09-03 05:00 2 days -59.94 -2.59
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-09-14 03:00 2018-09-17 09:00 3 days -38.47 -1.71
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-09-20 23:00 2018-09-24 07:00 3 days 94.11 4.26
2018-10-17 11:01:20 (INFO): (ROUNDTRIP) 2018-09-27 22:00 2018-09-29 02:00 a day -145.29 -6.31
2018-10-17 11:01:20 (INFO):
2018-10-17 11:01:20 (INFO): (PROFIT REPORT) start time: 2017-12-13 14:00:00
2018-10-17 11:01:20 (INFO): (PROFIT REPORT) end time: 2018-09-30 22:01:00
2018-10-17 11:01:20 (INFO): (PROFIT REPORT) timespan: 10 months
2018-10-17 11:01:20 (INFO): (PROFIT REPORT) exposure: 0.18034854035912387
2018-10-17 11:01:20 (INFO):
2018-10-17 11:01:20 (INFO): (PROFIT REPORT) start price: 531.14 EUR
2018-10-17 11:01:20 (INFO): (PROFIT REPORT) end price: 196.3 EUR
2018-10-17 11:01:20 (INFO): (PROFIT REPORT) Market: -63.04175923%
2018-10-17 11:01:20 (INFO):
2018-10-17 11:01:20 (INFO): (PROFIT REPORT) amount of trades: 43
2018-10-17 11:01:20 (INFO): (PROFIT REPORT) original balance: 1000.00000000 EUR
2018-10-17 11:01:20 (INFO): (PROFIT REPORT) current balance: 2152.67291815 EUR
2018-10-17 11:01:20 (INFO): (PROFIT REPORT) profit: 1152.67291815 EUR (115.26729181%)
2018-10-17 11:01:20 (INFO): (PROFIT REPORT) simulated yearly profit: 1445.0942841065355 EUR (144.50942841065353%)
2018-10-17 11:01:20 (INFO): (PROFIT REPORT) sharpe ratio: 9.497725443546088
2018-10-17 11:01:20 (INFO): (PROFIT REPORT) expected downside: -4.175087744215718