~Gr€€n~ ______ ________ __ __ __ __ ______ / \ / |/ | / |/ | / | / \ /$$$$$$ |€€€€€€€€/ $$ | /$$/ $$ | /$$/ /$$$$$$ | $$ | _$$/ €€ |__ $$ |/$$/ $$ |/$$/ $$ | $$ | $$ |/ |€€ | $$ $$< $$ $$< $$ | $$ | $$ |$$$$ |€€€€€/ $$$$$ \ $$$$$ \ $$ | $$ | ___ $$ \__$$ |€€ |_____ $$ |$$ \ $$ |$$ \ $$ \__$$ | /_\ `* $$ $$/ €€ |$$ | $$ |$$ | $$ |$$ $$/ (o o) $$$$$$/ €€€€€€€€/ $$/ $$/ $$/ $$/ $$$$$$/ -ooO--(_)--Ooo- Gekko v2019.0.68.201 I'm gonna make you rich, Bud Fox. 2019-01-18 15:22:26 (INFO): Setting up Gekko in backtest mode 2019-01-18 15:22:26 (INFO): 2019-01-18 15:22:26 (INFO): Setting up: 2019-01-18 15:22:26 (INFO): Paper Trader 2019-01-18 15:22:26 (INFO): Paper trader that simulates fake trades. 2019-01-18 15:22:26 (INFO): 2019-01-18 15:22:26 (INFO): Setting up: 2019-01-18 15:22:26 (INFO): Performance Analyzer 2019-01-18 15:22:26 (INFO): Analyzes performances of trades 2019-01-18 15:22:26 (INFO): 2019-01-18 15:22:26 (INFO): Setting up: 2019-01-18 15:22:26 (INFO): Trading Advisor 2019-01-18 15:22:26 (INFO): Calculate trading advice 2019-01-18 15:22:26 (INFO): Using the strategy: Think5 2019-01-18 15:22:26 (INFO): 2019-01-18 15:22:26 (INFO): WARNING: BACKTESTING FEATURE NEEDS PROPER TESTING 2019-01-18 15:22:26 (INFO): WARNING: ACT ON THESE NUMBERS AT YOUR OWN RISK! 2019-01-18 15:22:26 (DEBUG): *** Requested 36000 minutes of warmup history data, so reading db since 2018-03-06T22:00:00Z UTC and start backtest at 2018-04-01T00:00:00+02:00 UTC 2019-01-18 15:22:26 (DEBUG): Check database exists: kraken 2019-01-18 15:22:26 (DEBUG): Database exists: kraken 2019-01-18 15:22:26 (DEBUG): Postgres connection pool is ready, db kraken 2019-01-18 15:22:30 (DEBUG): T5multimarket-xt strategy warmup with history data: 10 / 600 ( 25 days ) 2019-01-18 15:22:33 (DEBUG): T5multimarket-xt strategy warmup with history data: 20 / 600 ( 25 days ) 2019-01-18 15:22:37 (DEBUG): T5multimarket-xt strategy warmup with history data: 30 / 600 ( 25 days ) 2019-01-18 15:22:41 (DEBUG): T5multimarket-xt strategy warmup with history data: 40 / 600 ( 25 days ) 2019-01-18 15:22:44 (DEBUG): T5multimarket-xt strategy warmup with history data: 50 / 600 ( 25 days ) 2019-01-18 15:22:48 (DEBUG): T5multimarket-xt strategy warmup with history data: 60 / 600 ( 25 days ) 2019-01-18 15:22:51 (DEBUG): T5multimarket-xt strategy warmup with history data: 70 / 600 ( 25 days ) 2019-01-18 15:22:55 (DEBUG): T5multimarket-xt strategy warmup with history data: 80 / 600 ( 25 days ) 2019-01-18 15:22:58 (DEBUG): T5multimarket-xt strategy warmup with history data: 90 / 600 ( 25 days ) 2019-01-18 15:23:02 (DEBUG): T5multimarket-xt strategy warmup with history data: 100 / 600 ( 25 days ) 2019-01-18 15:23:05 (DEBUG): T5multimarket-xt strategy warmup with history data: 110 / 600 ( 25 days ) 2019-01-18 15:23:09 (DEBUG): T5multimarket-xt strategy warmup with history data: 120 / 600 ( 25 days ) 2019-01-18 15:23:12 (DEBUG): T5multimarket-xt strategy warmup with history data: 130 / 600 ( 25 days ) 2019-01-18 15:23:16 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with history data: 330 / 600 ( 25 days ) 2019-01-18 15:24:26 (DEBUG): T5multimarket-xt strategy warmup with history data: 340 / 600 ( 25 days ) 2019-01-18 15:24:29 (DEBUG): T5multimarket-xt strategy warmup with history data: 350 / 600 ( 25 days ) 2019-01-18 15:24:33 (DEBUG): T5multimarket-xt strategy warmup with history data: 360 / 600 ( 25 days ) 2019-01-18 15:24:36 (DEBUG): T5multimarket-xt strategy warmup with history data: 370 / 600 ( 25 days ) 2019-01-18 15:24:40 (DEBUG): T5multimarket-xt strategy warmup with history data: 380 / 600 ( 25 days ) 2019-01-18 15:24:43 (DEBUG): T5multimarket-xt strategy warmup with history data: 390 / 600 ( 25 days ) 2019-01-18 15:24:47 (DEBUG): T5multimarket-xt strategy warmup with history data: 400 / 600 ( 25 days ) 2019-01-18 15:24:50 (DEBUG): T5multimarket-xt strategy warmup with history data: 410 / 600 ( 25 days ) 2019-01-18 15:24:54 (DEBUG): T5multimarket-xt strategy warmup with history data: 420 / 600 ( 25 days ) 2019-01-18 15:24:57 (DEBUG): 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2019-01-18 15:25:32 (DEBUG): T5multimarket-xt strategy warmup with history data: 530 / 600 ( 25 days ) 2019-01-18 15:25:36 (DEBUG): T5multimarket-xt strategy warmup with history data: 540 / 600 ( 25 days ) 2019-01-18 15:25:40 (DEBUG): T5multimarket-xt strategy warmup with history data: 550 / 600 ( 25 days ) 2019-01-18 15:25:43 (DEBUG): T5multimarket-xt strategy warmup with history data: 560 / 600 ( 25 days ) 2019-01-18 15:25:47 (DEBUG): T5multimarket-xt strategy warmup with history data: 570 / 600 ( 25 days ) 2019-01-18 15:25:50 (DEBUG): T5multimarket-xt strategy warmup with history data: 580 / 600 ( 25 days ) 2019-01-18 15:25:54 (DEBUG): T5multimarket-xt strategy warmup with history data: 590 / 600 ( 25 days ) 2019-01-18 15:26:03 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:26:03 (INFO): 2018-04-01 18:13:00: Paper trader simulated a BUY @ 4.50 EUR 0.00000000 EUR => 221.88888888 EOS 2019-01-18 15:26:03 (INFO): 2018-04-01 18:16:00: Paper trader simulated a SELL (trailingStop 1.6094401658029556%) @ 4.53 EUR 1003.64893162 EUR <= 0.00000000 EOS 2019-01-18 15:26:06 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:26:06 (INFO): 2018-04-02 02:40:00: Paper trader simulated a BUY @ 4.53 EUR 0.00000000 EUR => 221.22372146 EOS 2019-01-18 15:26:07 (INFO): 2018-04-02 03:21:00: Paper trader simulated a SELL (trailingStop 1.7612206330061437%) @ 4.62 EUR 1020.49842356 EUR <= 0.00000000 EOS 2019-01-18 15:26:49 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:26:49 (INFO): 2018-04-07 03:02:00: Paper trader simulated a BUY @ 4.82 EUR 0.00000000 EUR => 211.57966692 EOS 2019-01-18 15:26:49 (INFO): 2018-04-07 03:52:00: Paper trader simulated a SELL (trailingStop 1.1179544271711581%) @ 4.86 EUR 1027.66431956 EUR <= 0.00000000 EOS 2019-01-18 15:27:35 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:27:35 (INFO): 2018-04-12 13:25:00: Paper trader simulated a BUY @ 7.26 EUR 0.00000000 EUR => 141.31198158 EOS 2019-01-18 15:27:35 (INFO): 2018-04-12 14:16:00: Paper trader simulated a SELL (trailingStop 1.8707628952863207%) @ 7.40 EUR 1044.16832069 EUR <= 0.00000000 EOS 2019-01-18 15:28:00 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:28:00 (INFO): 2018-04-15 13:06:00: Paper trader simulated a BUY @ 7.00 EUR 0.00000000 EUR => 148.94315260 EOS 2019-01-18 15:28:00 (INFO): 2018-04-15 13:12:00: Paper trader simulated a SELL (trailingStop 1.312940617933879%) @ 7.00 EUR 1041.30586062 EUR <= 0.00000000 EOS 2019-01-18 15:31:56 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:31:56 (INFO): 2018-05-13 11:29:00: Paper trader simulated a BUY @ 11.90 EUR 0.00000000 EUR => 87.34040924 EOS 2019-01-18 15:31:56 (INFO): 2018-05-13 11:42:00: Paper trader simulated a SELL (trailingStop 1.1772967032583062%) @ 11.85 EUR 1033.74532755 EUR <= 0.00000000 EOS 2019-01-18 15:34:11 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:34:11 (INFO): 2018-05-29 13:28:00: Paper trader simulated a BUY @ 10.20 EUR 0.00000000 EUR => 101.19059943 EOS 2019-01-18 15:34:11 (INFO): 2018-05-29 13:37:00: Paper trader simulated a SELL (trailingStop 1.2126952813586194%) @ 10.33 EUR 1043.93302140 EUR <= 0.00000000 EOS 2019-01-18 15:36:44 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:36:44 (INFO): 2018-06-16 18:47:00: Paper trader simulated a BUY @ 9.10 EUR 0.00000000 EUR => 114.54583756 EOS 2019-01-18 15:36:45 (INFO): 2018-06-16 20:03:00: Paper trader simulated a SELL (trailingStop 1.4203440505951868%) @ 9.20 EUR 1052.24097299 EUR <= 0.00000000 EOS 2019-01-18 15:57:54 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:57:54 (INFO): 2018-11-14 17:34:00: Paper trader simulated a BUY @ 3.89 EUR 0.00000000 EUR => 270.32253879 EOS 2019-01-18 15:57:54 (INFO): 2018-11-14 17:38:00: Paper trader simulated a SELL (trailingStop 1.8224532601992864%) @ 3.96 EUR 1069.70828059 EUR <= 0.00000000 EOS 2019-01-18 15:57:54 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:57:54 (INFO): 2018-11-14 17:41:00: Paper trader simulated a BUY @ 3.97 EUR 0.00000000 EUR => 268.89474804 EOS 2019-01-18 15:57:54 (INFO): 2018-11-14 17:52:00: Paper trader simulated a SELL (trailingStop 1.2294027792255924%) @ 4.00 EUR 1075.01274015 EUR <= 0.00000000 EOS 2019-01-18 15:58:36 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:58:36 (INFO): 2018-11-19 17:42:00: Paper trader simulated a BUY @ 3.47 EUR 0.00000000 EUR => 309.23920977 EOS 2019-01-18 15:58:37 (INFO): 2018-11-19 20:02:00: Paper trader simulated a SELL (trailingStop 1.1297778046502862%) @ 3.45 EUR 1064.87355283 EUR <= 0.00000000 EOS 2019-01-18 15:58:38 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:58:38 (INFO): 2018-11-19 22:53:00: Paper trader simulated a BUY @ 3.41 EUR 0.00000000 EUR => 311.92098172 EOS 2019-01-18 15:58:38 (INFO): 2018-11-19 23:24:00: Paper trader simulated a SELL (trailingStop 1.1321462930233999%) @ 3.44 EUR 1071.99042574 EUR <= 0.00000000 EOS 2019-01-18 15:58:42 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:58:42 (INFO): 2018-11-20 10:03:00: Paper trader simulated a BUY @ 3.08 EUR 0.00000000 EUR => 346.96351380 EOS 2019-01-18 15:58:42 (INFO): 2018-11-20 10:05:00: Paper trader simulated a SELL (trailingStop 1.1090201937980442%) @ 3.00 EUR 1039.32920558 EUR <= 0.00000000 EOS 2019-01-18 15:58:44 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:58:44 (INFO): 2018-11-20 15:56:00: Paper trader simulated a BUY @ 3.34 EUR 0.00000000 EUR => 310.50511991 EOS 2019-01-18 15:58:44 (INFO): 2018-11-20 16:00:00: Paper trader simulated a SELL (trailingStop 1.9055487020845472%) @ 3.30 EUR 1023.74997408 EUR <= 0.00000000 EOS 2019-01-18 15:58:46 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:58:46 (INFO): 2018-11-20 22:11:00: Paper trader simulated a BUY @ 3.16 EUR 0.00000000 EUR => 323.76218576 EOS 2019-01-18 15:58:46 (INFO): 2018-11-20 22:17:00: Paper trader simulated a SELL (trailingStop 1.5907931716839963%) @ 3.19 EUR 1032.51294903 EUR <= 0.00000000 EOS 2019-01-18 15:58:48 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:58:48 (INFO): 2018-11-21 03:06:00: Paper trader simulated a BUY @ 3.16 EUR 0.00000000 EUR => 325.83173085 EOS 2019-01-18 15:58:48 (INFO): 2018-11-21 03:39:00: Paper trader simulated a SELL (trailingStop 1.4502337489082862%) @ 3.13 EUR 1019.20196363 EUR <= 0.00000000 EOS 2019-01-18 15:59:20 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:59:20 (INFO): 2018-11-24 22:27:00: Paper trader simulated a BUY @ 2.95 EUR 0.00000000 EUR => 344.61181832 EOS 2019-01-18 15:59:20 (INFO): 2018-11-24 22:35:00: Paper trader simulated a SELL (trailingStop 1.9096215584190812%) @ 2.88 EUR 992.61055973 EUR <= 0.00000000 EOS 2019-01-18 15:59:20 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:59:20 (INFO): 2018-11-24 22:53:00: Paper trader simulated a BUY @ 2.89 EUR 0.00000000 EUR => 342.60487534 EOS 2019-01-18 15:59:20 (INFO): 2018-11-24 23:07:00: Paper trader simulated a SELL (trailingStop 1.4625733887659895%) @ 2.84 EUR 971.53834919 EUR <= 0.00000000 EOS 2019-01-18 15:59:25 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:59:25 (INFO): 2018-11-25 12:01:00: Paper trader simulated a BUY @ 2.77 EUR 0.00000000 EUR => 350.18447825 EOS 2019-01-18 15:59:25 (INFO): 2018-11-25 12:05:00: Paper trader simulated a SELL (trailingStop 1.559106859501503%) @ 2.86 EUR 1001.17919174 EUR <= 0.00000000 EOS 2019-01-18 15:59:28 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:59:28 (INFO): 2018-11-25 20:15:00: Paper trader simulated a BUY @ 2.80 EUR 0.00000000 EUR => 356.49291168 EOS 2019-01-18 15:59:28 (INFO): 2018-11-25 20:52:00: Paper trader simulated a SELL (trailingStop 1.1764537644963329%) @ 2.77 EUR 986.39569129 EUR <= 0.00000000 EOS 2019-01-18 15:59:35 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:59:35 (INFO): 2018-11-26 17:43:00: Paper trader simulated a BUY @ 2.66 EUR 0.00000000 EUR => 369.78265355 EOS 2019-01-18 15:59:35 (INFO): 2018-11-26 17:50:00: Paper trader simulated a SELL (trailingStop 1.0080949457976311%) @ 2.76 EUR 1018.58922723 EUR <= 0.00000000 EOS 2019-01-18 15:59:41 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 15:59:41 (INFO): 2018-11-27 11:22:00: Paper trader simulated a BUY @ 2.59 EUR 0.00000000 EUR => 392.83945283 EOS 2019-01-18 15:59:41 (INFO): 2018-11-27 11:25:00: Paper trader simulated a SELL (trailingStop 1.021761813531405%) @ 2.55 EUR 1000.23799380 EUR <= 0.00000000 EOS 2019-01-18 16:02:54 (DEBUG): BUY with multimarket-xt strategy... 2019-01-18 16:02:54 (INFO): 2018-12-20 09:21:00: Paper trader simulated a BUY @ 2.33 EUR 0.00000000 EUR => 427.77985900 EOS 2019-01-18 16:02:54 (INFO): 2018-12-20 09:38:00: Paper trader simulated a SELL (trailingStop 1.3041354279205128%) @ 2.35 EUR 1004.11645519 EUR <= 0.00000000 EOS 2019-01-18 16:04:23 (INFO): 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) REPORT: 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) entry date (UTC) exit date (UTC) exposed duration P&L profit 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-04-01 16:13 2018-04-01 16:16 3 minutes 5.15 0.52 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-04-02 00:40 2018-04-02 01:21 41 minutes 18.35 1.83 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-04-07 01:02 2018-04-07 01:52 an hour 8.70 0.85 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-04-12 11:25 2018-04-12 12:16 an hour 18.05 1.76 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-04-15 11:06 2018-04-15 11:12 6 minutes -1.30 -0.12 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-05-13 09:29 2018-05-13 09:42 13 minutes -6.00 -0.58 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-05-29 11:28 2018-05-29 11:37 9 minutes 11.74 1.14 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-06-16 16:47 2018-06-16 18:03 an hour 9.87 0.95 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-11-14 16:34 2018-11-14 16:38 4 minutes 19.05 1.81 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-11-14 16:41 2018-11-14 16:52 11 minutes 6.91 0.65 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-11-19 16:42 2018-11-19 19:02 2 hours -8.53 -0.79 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-11-19 21:53 2018-11-19 22:24 31 minutes 8.71 0.82 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-11-20 09:03 2018-11-20 09:05 2 minutes -31.05 -2.90 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-11-20 14:56 2018-11-20 15:00 4 minutes -14.02 -1.35 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-11-20 21:11 2018-11-20 21:17 6 minutes 10.30 1.01 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-11-21 02:06 2018-11-21 02:39 33 minutes -11.76 -1.14 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-11-24 21:27 2018-11-24 21:35 8 minutes -25.06 -2.46 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-11-24 21:53 2018-11-24 22:07 14 minutes -19.58 -1.98 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-11-25 11:01 2018-11-25 11:05 4 minutes 31.10 3.21 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-11-25 19:15 2018-11-25 19:52 37 minutes -13.28 -1.33 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-11-26 16:43 2018-11-26 16:50 7 minutes 33.67 3.42 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-11-27 10:22 2018-11-27 10:25 3 minutes -16.82 -1.65 2019-01-18 16:04:23 (INFO): (ROUNDTRIP) 2018-12-20 08:21 2018-12-20 08:38 17 minutes 5.38 0.54 2019-01-18 16:04:23 (INFO): 2019-01-18 16:04:23 (INFO): (PROFIT REPORT) start time: 2018-03-31 22:01:00 2019-01-18 16:04:23 (INFO): (PROFIT REPORT) end time: 2018-12-30 22:01:00 2019-01-18 16:04:23 (INFO): (PROFIT REPORT) timespan: 9 months 2019-01-18 16:04:23 (INFO): (PROFIT REPORT) exposure: 0.001444647201946472 2019-01-18 16:04:23 (INFO): 2019-01-18 16:04:23 (INFO): (PROFIT REPORT) start price: 4.81 EUR 2019-01-18 16:04:23 (INFO): (PROFIT REPORT) end price: 2.3136 EUR 2019-01-18 16:04:23 (INFO): (PROFIT REPORT) Market: -51.90020790% 2019-01-18 16:04:23 (INFO): 2019-01-18 16:04:23 (INFO): (PROFIT REPORT) amount of trades: 46 2019-01-18 16:04:23 (INFO): (PROFIT REPORT) original balance: 1000.00000000 EUR 2019-01-18 16:04:23 (INFO): (PROFIT REPORT) current balance: 1004.11645519 EUR 2019-01-18 16:04:23 (INFO): (PROFIT REPORT) profit: 4.11645519 EUR (0.41164552%) 2019-01-18 16:04:23 (INFO): (PROFIT REPORT) alpha: 52.311853419207885% 2019-01-18 16:04:23 (INFO): (PROFIT REPORT) simulated yearly profit: 5.487242280049558 EUR (0.5487242280049407%) 2019-01-18 16:04:23 (INFO): (PROFIT REPORT) sharpe ratio: -2.6198197385261235 2019-01-18 16:04:23 (INFO): (PROFIT REPORT) expected downside: -2.0202791248591248 2019-01-18 16:04:23 (INFO): (PROFIT REPORT) ratio roundtrips: 56.5217%