~Gr€€n~ ______ ________ __ __ __ __ ______ / \ / |/ | / |/ | / | / \ /$$$$$$ |€€€€€€€€/ $$ | /$$/ $$ | /$$/ /$$$$$$ | $$ | _$$/ €€ |__ $$ |/$$/ $$ |/$$/ $$ | $$ | $$ |/ |€€ | $$ $$< $$ $$< $$ | $$ | $$ |$$$$ |€€€€€/ $$$$$ \ $$$$$ \ $$ | $$ | ___ $$ \__$$ |€€ |_____ $$ |$$ \ $$ |$$ \ $$ \__$$ | /_\ `* $$ $$/ €€ |$$ | $$ |$$ | $$ |$$ $$/ (o o) $$$$$$/ €€€€€€€€/ $$/ $$/ $$/ $$/ $$$$$$/ -ooO--(_)--Ooo- Gekko v2018.0.68.188 I'm gonna make you rich, Bud Fox. 2018-12-31 14:53:43 (INFO): Setting up Gekko in backtest mode 2018-12-31 14:53:43 (INFO): 2018-12-31 14:53:43 (INFO): Setting up: 2018-12-31 14:53:43 (INFO): Paper Trader 2018-12-31 14:53:43 (INFO): Paper trader that simulates fake trades. 2018-12-31 14:53:43 (INFO): 2018-12-31 14:53:43 (INFO): Setting up: 2018-12-31 14:53:43 (INFO): Performance Analyzer 2018-12-31 14:53:43 (INFO): Analyzes performances of trades 2018-12-31 14:53:43 (INFO): 2018-12-31 14:53:43 (INFO): Setting up: 2018-12-31 14:53:43 (INFO): Trading Advisor 2018-12-31 14:53:43 (INFO): Calculate trading advice 2018-12-31 14:53:43 (INFO): Using the strategy: T5mainasync 2018-12-31 14:53:43 (INFO): 2018-12-31 14:53:44 (INFO): WARNING: BACKTESTING FEATURE NEEDS PROPER TESTING 2018-12-31 14:53:44 (INFO): WARNING: ACT ON THESE NUMBERS AT YOUR OWN RISK! 2018-12-31 14:53:44 (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 2018-12-31 14:53:44 (DEBUG): Check database exists: kraken 2018-12-31 14:53:44 (DEBUG): Database exists: kraken 2018-12-31 14:53:44 (DEBUG): Postgres connection pool is ready, db kraken 2018-12-31 14:53:47 (DEBUG): Warmup indicators with history data: 10 / 120 ( 5 days ) 2018-12-31 14:53:51 (DEBUG): Warmup indicators with history data: 20 / 120 ( 5 days ) 2018-12-31 14:53:54 (DEBUG): Warmup indicators with history data: 30 / 120 ( 5 days ) 2018-12-31 14:53:58 (DEBUG): Warmup indicators with history data: 40 / 120 ( 5 days ) 2018-12-31 14:54:01 (DEBUG): Warmup indicators with history data: 50 / 120 ( 5 days ) 2018-12-31 14:54:05 (DEBUG): Warmup indicators with history data: 60 / 120 ( 5 days ) 2018-12-31 14:54:08 (DEBUG): Warmup indicators with history data: 70 / 120 ( 5 days ) 2018-12-31 14:54:12 (DEBUG): Warmup indicators with history data: 80 / 120 ( 5 days ) 2018-12-31 14:54:15 (DEBUG): Warmup indicators with history data: 90 / 120 ( 5 days ) 2018-12-31 14:54:19 (DEBUG): Warmup indicators with history data: 100 / 120 ( 5 days ) 2018-12-31 14:54:22 (DEBUG): Warmup indicators with history data: 110 / 120 ( 5 days ) 2018-12-31 14:54:29 (DEBUG): BUY with 60M main strategy... 2018-12-31 14:54:29 (INFO): 2018-01-01 08:01:00: Paper trader simulated a BUY @ 645.23 EUR 0.00000000 EUR => 1.54751019 ETH 2018-12-31 14:55:49 (DEBUG): SELL with 60M main strategy... 2018-12-31 14:55:49 (INFO): 2018-01-11 01:01:00: Paper trader simulated a SELL @ 1039.78 EUR 1606.65654014 EUR <= 0.00000000 ETH 2018-12-31 14:56:10 (DEBUG): BUY with 60M main strategy... 2018-12-31 14:56:10 (INFO): 2018-01-13 13:01:00: Paper trader simulated a BUY @ 1060.00 EUR 0.00000000 EUR => 1.51344014 ETH 2018-12-31 14:56:20 (DEBUG): SELL with 60M main strategy... 2018-12-31 14:56:20 (INFO): 2018-01-14 18:01:00: Paper trader simulated a SELL @ 1082.09 EUR 1635.22192343 EUR <= 0.00000000 ETH 2018-12-31 14:58:11 (DEBUG): BUY with 60M main strategy... 2018-12-31 14:58:11 (INFO): 2018-01-28 06:01:00: Paper trader simulated a BUY @ 913.01 EUR 0.00000000 EUR => 1.78833648 ETH 2018-12-31 14:58:25 (DEBUG): SELL with 60M main strategy... 2018-12-31 14:58:25 (INFO): 2018-01-29 21:01:00: Paper trader simulated a SELL @ 941.14 EUR 1680.55038229 EUR <= 0.00000000 ETH 2018-12-31 14:59:55 (DEBUG): BUY with 60M main strategy... 2018-12-31 14:59:55 (INFO): 2018-02-09 19:01:00: Paper trader simulated a BUY @ 714.68 EUR 0.00000000 EUR => 2.34794531 ETH 2018-12-31 15:00:04 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:00:04 (INFO): 2018-02-10 22:01:00: Paper trader simulated a SELL @ 673.81 EUR 1579.69592578 EUR <= 0.00000000 ETH 2018-12-31 15:00:34 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:00:34 (INFO): 2018-02-14 14:01:00: Paper trader simulated a BUY @ 721.81 EUR 0.00000000 EUR => 2.18523764 ETH 2018-12-31 15:01:05 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:01:05 (INFO): 2018-02-18 08:01:00: Paper trader simulated a SELL @ 754.00 EUR 1645.19767678 EUR <= 0.00000000 ETH 2018-12-31 15:07:50 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:07:50 (INFO): 2018-04-08 14:01:00: Paper trader simulated a BUY @ 325.35 EUR 0.00000000 EUR => 5.04911596 ETH 2018-12-31 15:08:01 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:08:01 (INFO): 2018-04-09 23:01:00: Paper trader simulated a SELL @ 317.47 EUR 1600.53842955 EUR <= 0.00000000 ETH 2018-12-31 15:08:10 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:08:10 (INFO): 2018-04-11 00:01:00: Paper trader simulated a BUY @ 334.98 EUR 0.00000000 EUR => 4.77084489 ETH 2018-12-31 15:08:40 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:08:40 (INFO): 2018-04-14 15:01:00: Paper trader simulated a SELL @ 397.52 EUR 1893.66150128 EUR <= 0.00000000 ETH 2018-12-31 15:08:48 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:08:48 (INFO): 2018-04-15 16:01:00: Paper trader simulated a BUY @ 430.60 EUR 0.00000000 EUR => 4.39113100 ETH 2018-12-31 15:08:54 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:08:54 (INFO): 2018-04-16 08:01:00: Paper trader simulated a SELL @ 411.02 EUR 1802.13539962 EUR <= 0.00000000 ETH 2018-12-31 15:09:15 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:09:15 (INFO): 2018-04-19 00:01:00: Paper trader simulated a BUY @ 423.55 EUR 0.00000000 EUR => 4.24845283 ETH 2018-12-31 15:10:07 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:10:07 (INFO): 2018-04-25 07:01:00: Paper trader simulated a SELL @ 528.16 EUR 2240.49705242 EUR <= 0.00000000 ETH 2018-12-31 15:10:22 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:10:22 (INFO): 2018-04-27 02:01:00: Paper trader simulated a BUY @ 546.30 EUR 0.00000000 EUR => 4.09506920 ETH 2018-12-31 15:10:43 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:10:43 (INFO): 2018-04-29 14:01:00: Paper trader simulated a SELL @ 555.41 EUR 2271.03072079 EUR <= 0.00000000 ETH 2018-12-31 15:11:13 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:11:13 (INFO): 2018-05-03 05:01:00: Paper trader simulated a BUY @ 589.00 EUR 0.00000000 EUR => 3.84995615 ETH 2018-12-31 15:11:39 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:11:39 (INFO): 2018-05-06 11:01:00: Paper trader simulated a SELL @ 642.53 EUR 2470.00175657 EUR <= 0.00000000 ETH 2018-12-31 15:15:29 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:15:29 (INFO): 2018-06-03 09:01:00: Paper trader simulated a BUY @ 517.83 EUR 0.00000000 EUR => 4.76275371 ETH 2018-12-31 15:15:37 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:15:37 (INFO): 2018-06-04 11:01:00: Paper trader simulated a SELL @ 516.71 EUR 2457.27102578 EUR <= 0.00000000 ETH 2018-12-31 15:17:41 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:17:41 (INFO): 2018-06-19 13:01:00: Paper trader simulated a BUY @ 454.93 EUR 0.00000000 EUR => 5.39332450 ETH 2018-12-31 15:17:48 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:17:48 (INFO): 2018-06-20 08:01:00: Paper trader simulated a SELL @ 448.70 EUR 2416.35472609 EUR <= 0.00000000 ETH 2018-12-31 15:19:29 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:19:29 (INFO): 2018-07-02 16:01:00: Paper trader simulated a BUY @ 405.24 EUR 0.00000000 EUR => 5.95383030 ETH 2018-12-31 15:19:40 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:19:40 (INFO): 2018-07-04 01:01:00: Paper trader simulated a SELL @ 395.99 EUR 2354.12077460 EUR <= 0.00000000 ETH 2018-12-31 15:20:13 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:20:13 (INFO): 2018-07-08 02:01:00: Paper trader simulated a BUY @ 413.91 EUR 0.00000000 EUR => 5.67898720 ETH 2018-12-31 15:20:24 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:20:24 (INFO): 2018-07-09 09:01:00: Paper trader simulated a SELL @ 408.47 EUR 2316.21635773 EUR <= 0.00000000 ETH 2018-12-31 15:21:22 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:21:22 (INFO): 2018-07-16 12:01:00: Paper trader simulated a BUY @ 398.66 EUR 0.00000000 EUR => 5.80128940 ETH 2018-12-31 15:21:42 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:21:42 (INFO): 2018-07-18 22:01:00: Paper trader simulated a SELL @ 413.50 EUR 2395.23491714 EUR <= 0.00000000 ETH 2018-12-31 15:27:17 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:27:17 (INFO): 2018-08-28 16:01:00: Paper trader simulated a BUY @ 248.28 EUR 0.00000000 EUR => 9.63284221 ETH 2018-12-31 15:27:26 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:27:26 (INFO): 2018-08-29 19:01:00: Paper trader simulated a SELL @ 247.01 EUR 2375.83924176 EUR <= 0.00000000 ETH 2018-12-31 15:27:50 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:27:50 (INFO): 2018-09-01 17:01:00: Paper trader simulated a BUY @ 254.93 EUR 0.00000000 EUR => 9.30559558 ETH 2018-12-31 15:28:03 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:28:03 (INFO): 2018-09-03 07:01:00: Paper trader simulated a SELL @ 247.63 EUR 2300.88811652 EUR <= 0.00000000 ETH 2018-12-31 15:29:32 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:29:32 (INFO): 2018-09-14 05:01:00: Paper trader simulated a BUY @ 187.84 EUR 0.00000000 EUR => 12.23081763 ETH 2018-12-31 15:29:59 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:29:59 (INFO): 2018-09-17 11:01:00: Paper trader simulated a SELL @ 185.63 EUR 2267.00106664 EUR <= 0.00000000 ETH 2018-12-31 15:30:28 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:30:28 (INFO): 2018-09-21 01:01:00: Paper trader simulated a BUY @ 189.32 EUR 0.00000000 EUR => 11.95647879 ETH 2018-12-31 15:30:56 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:30:56 (INFO): 2018-09-24 09:01:00: Paper trader simulated a SELL @ 198.47 EUR 2369.44284193 EUR <= 0.00000000 ETH 2018-12-31 15:31:26 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:31:26 (INFO): 2018-09-28 00:01:00: Paper trader simulated a BUY @ 198.70 EUR 0.00000000 EUR => 11.90683783 ETH 2018-12-31 15:31:35 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:31:35 (INFO): 2018-09-29 04:01:00: Paper trader simulated a SELL @ 186.60 EUR 2218.48321516 EUR <= 0.00000000 ETH 2018-12-31 15:31:38 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:31:38 (INFO): 2018-09-29 12:01:00: Paper trader simulated a BUY @ 199.61 EUR 0.00000000 EUR => 11.09741741 ETH 2018-12-31 15:31:54 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:31:54 (INFO): 2018-10-01 10:01:00: Paper trader simulated a SELL @ 197.62 EUR 2189.78202112 EUR <= 0.00000000 ETH 2018-12-31 15:36:37 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:36:37 (INFO): 2018-11-04 20:01:00: Paper trader simulated a BUY @ 187.54 EUR 0.00000000 EUR => 11.65883197 ETH 2018-12-31 15:37:05 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:37:05 (INFO): 2018-11-08 04:01:00: Paper trader simulated a SELL @ 186.80 EUR 2174.60300727 EUR <= 0.00000000 ETH 2018-12-31 15:39:55 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:39:55 (INFO): 2018-11-28 22:01:00: Paper trader simulated a BUY @ 108.73 EUR 0.00000000 EUR => 19.97002761 ETH 2018-12-31 15:40:03 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:40:03 (INFO): 2018-11-29 23:01:00: Paper trader simulated a SELL @ 100.97 EUR 2013.34912725 EUR <= 0.00000000 ETH 2018-12-31 15:40:16 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:40:16 (INFO): 2018-12-01 13:01:00: Paper trader simulated a BUY @ 105.86 EUR 0.00000000 EUR => 18.99045062 ETH 2018-12-31 15:40:24 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:40:24 (INFO): 2018-12-02 12:01:00: Paper trader simulated a SELL @ 101.75 EUR 1929.37993305 EUR <= 0.00000000 ETH 2018-12-31 15:42:28 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:42:28 (INFO): 2018-12-17 14:01:00: Paper trader simulated a BUY @ 79.60 EUR 0.00000000 EUR => 24.20208370 ETH 2018-12-31 15:43:03 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:43:03 (INFO): 2018-12-21 20:01:00: Paper trader simulated a SELL @ 96.22 EUR 2325.23140687 EUR <= 0.00000000 ETH 2018-12-31 15:43:13 (DEBUG): BUY with 60M main strategy... 2018-12-31 15:43:13 (INFO): 2018-12-23 01:01:00: Paper trader simulated a BUY @ 102.97 EUR 0.00000000 EUR => 22.54776692 ETH 2018-12-31 15:43:30 (DEBUG): SELL with 60M main strategy... 2018-12-31 15:43:30 (INFO): 2018-12-25 02:01:00: Paper trader simulated a SELL @ 113.49 EUR 2555.10764864 EUR <= 0.00000000 ETH 2018-12-31 15:43:37 (INFO): 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) REPORT: 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) entry date (UTC) exit date (UTC) exposed duration P&L profit 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-01-01 07:01 2018-01-11 00:01 10 days 608.16 60.91 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-01-13 12:01 2018-01-14 17:01 a day 30.98 1.93 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-01-28 05:01 2018-01-29 20:01 2 days 47.78 2.93 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-02-09 18:01 2018-02-10 21:01 a day -98.33 -5.86 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-02-14 13:01 2018-02-18 07:01 4 days 67.87 4.30 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-04-08 12:01 2018-04-09 21:01 a day -42.19 -2.57 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-04-10 22:01 2018-04-14 13:01 4 days 295.52 18.49 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-04-15 14:01 2018-04-16 06:01 16 hours -88.69 -4.69 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-04-18 22:01 2018-04-25 05:01 6 days 441.06 24.51 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-04-27 00:01 2018-04-29 12:01 3 days 33.89 1.52 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-05-03 03:01 2018-05-06 09:01 3 days 202.38 8.92 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-06-03 07:01 2018-06-04 09:01 a day -9.03 -0.37 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-06-19 11:01 2018-06-20 06:01 19 hours -37.23 -1.52 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-07-02 14:01 2018-07-03 23:01 a day -58.61 -2.43 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-07-08 00:01 2018-07-09 07:01 a day -34.37 -1.46 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-07-16 10:01 2018-07-18 20:01 2 days 82.49 3.57 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-08-28 14:01 2018-08-29 17:01 a day -15.80 -0.66 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-09-01 15:01 2018-09-03 05:01 2 days -71.39 -3.01 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-09-14 03:01 2018-09-17 09:01 3 days -30.44 -1.32 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-09-20 23:01 2018-09-24 07:01 3 days 105.84 4.68 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-09-27 22:01 2018-09-29 02:01 a day -147.41 -6.23 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-09-29 10:01 2018-10-01 08:01 2 days -25.37 -1.15 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-11-04 19:01 2018-11-08 03:01 3 days -11.89 -0.54 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-11-28 21:01 2018-11-29 22:01 a day -157.99 -7.28 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-12-01 12:01 2018-12-02 11:01 a day -80.95 -4.03 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-12-17 13:01 2018-12-21 19:01 4 days 398.75 20.70 2018-12-31 15:43:37 (INFO): (ROUNDTRIP) 2018-12-23 00:01 2018-12-25 01:01 2 days 233.36 10.05 2018-12-31 15:43:37 (INFO): 2018-12-31 15:43:37 (INFO): (PROFIT REPORT) start time: 2017-12-31 22:01:00 2018-12-31 15:43:37 (INFO): (PROFIT REPORT) end time: 2018-12-25 22:01:00 2018-12-31 15:43:37 (INFO): (PROFIT REPORT) timespan: a year 2018-12-31 15:43:37 (INFO): (PROFIT REPORT) exposure: 0.1840761374187558 2018-12-31 15:43:37 (INFO): 2018-12-31 15:43:37 (INFO): (PROFIT REPORT) start price: 634.33 EUR 2018-12-31 15:43:37 (INFO): (PROFIT REPORT) end price: 114.92 EUR 2018-12-31 15:43:37 (INFO): (PROFIT REPORT) Market: -81.88324689% 2018-12-31 15:43:37 (INFO): 2018-12-31 15:43:37 (INFO): (PROFIT REPORT) amount of trades: 54 2018-12-31 15:43:37 (INFO): (PROFIT REPORT) original balance: 1000.00000000 EUR 2018-12-31 15:43:37 (INFO): (PROFIT REPORT) current balance: 2555.10764864 EUR 2018-12-31 15:43:37 (INFO): (PROFIT REPORT) profit: 1555.10764864 EUR (155.51076486%) 2018-12-31 15:43:37 (INFO): (PROFIT REPORT) simulated yearly profit: 1582.148761443998 EUR (158.21487614439982%) 2018-12-31 15:43:37 (INFO): (PROFIT REPORT) sharpe ratio: 11.05345528880107 2018-12-31 15:43:37 (INFO): (PROFIT REPORT) expected downside: -4.61059468718081 2018-12-31 15:43:37 (INFO): (PROFIT REPORT) ratio roundtrips: 44.4444%