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update examples on the README

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Saleh Mirnezami
2020-09-28 19:29:41 +03:30
parent 20aa95b6d0
commit 4e7afa601b
2 changed files with 38 additions and 26 deletions
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64
README.md
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@@ -28,37 +28,49 @@ Check out Jesse's [blog](https://jesse-ai.com/blog) for tutorials that go throug
Here's an example output for a backtest simulation just to get you excited:
```
CANDLES |
CANDLES |
----------------------+--------------------------
period | 1557 days (4.27 years)
starting-ending date | 2016-01-01 => 2020-04-06
period | 974 days (2.67 years)
starting-ending date | 2018-01-01 => 2020-09-01
exchange | symbol | timeframe | strategy | DNA
------------+----------+-------------+------------------+-------
Bitfinex | BTCUSD | 6h | TrendFollowing05 |
exchange | symbol | timeframe | strategy | DNA
------------+----------+-------------+--------------------+-------
Bitfinex | BTCUSD | 6h | TrendFollowingStrategy |
Executing simulation... [####################################] 100%
Executed backtest simulation in: 107.89 seconds
Executed backtest simulation in: 68.13 seconds
METRICS |
---------------------------------+------------------------------------
Total Closed Trades | 192
Total Net Profit | 64735.12 (647.35%)
Starting => Finishing Balance | 10000 => 74659.0
Total Open Trades | 0
Open PL | 0
Total Paid Fees | 10620.84
Max Drawdown | -24.83%
Sharpe Ratio | 1.2
Annual Return | 38.43%
Expectancy | 337.16 (3.37%)
Avg Win | Avg Loss | 1261.49 | 351.89
Ratio Avg Win / Avg Loss | 3.58
Percent Profitable | 43%
Longs | Shorts | 58% | 42%
Avg Holding Time | 3.0 days, 20.0 hours, 15.0 minutes
Winning Trades Avg Holding Time | 6.0 days, 11.0 hours, 19.0 minutes
Losing Trades Avg Holding Time | 1.0 day, 21.0 hours, 14.0 minutes
METRICS |
---------------------------------+--------------------------------------
Total Closed Trades | 112
Total Net Profit | 47767.14 (477.67%)
Starting => Finishing Balance | 10000 => 57685.82
Total Open Trades | 0
Open PL | 0
Total Paid Fees | 10384.3
Max Drawdown | -36.05%
Annual Return | 57.29%
Expectancy | 426.49 (4.26%)
Avg Win | Avg Loss | 1609.68 | 527.69
Ratio Avg Win / Avg Loss | 3.05
Percent Profitable | 45%
Longs | Shorts | 48% | 52%
Avg Holding Time | 3.0 days, 12.0 hours, 16.0 minutes
Winning Trades Avg Holding Time | 6.0 days, 41.0 minutes, 44.0 seconds
Losing Trades Avg Holding Time | 1.0 day, 11.0 hours, 32.0 minutes
Sharpe Ratio | 0.99
Calmar Ratio | 1.59
Sortino Ratio | 2.24
Omega Ratio | 1.45
Winning Streak | 4
Losing Streak | 7
Largest Winning Trade | 9755.96
Largest Losing Trade | -1859.7
Total Winning Trades | 50
Total Losing Trades | 62
```
And here are generated charts:

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assets/chart-example.png
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