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v0.7.0 Making Hyperopt Results Copy/Paste-able + New MoniGoManiHyperO…
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…pted + Added Some Test Results + Added HyperOpt Results
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@Rikj000
Rikj000 committed Mar 30, 2021
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5 changes: 3 additions & 2 deletions README.md
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```
####################################################################################
#### ####
### MoniGoMani v0.6.4 by Rikj000 ###
### MoniGoMani v0.7.0 by Rikj000 ###
## ---------------------------- ##
# Isn't that what we all want? Our money to go many? #
# Well that's what this Freqtrade strategy hopes to do for you! #
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**WARNING: MoniGoMani should always be HyperOpted unless you really know what you are doing when manually allocating weights!**
**MoniGoManiHyperOpted already has a decent hyperopt applied to it!**

# **Current `MoniGoMani` status @ `v0.6.4`** with:
# **Current `MoniGoMani` status @ `v0.7.0`** with:
- Configurable & HyperOptable Buy/Sell Signal Weight Influence Tables for Downwards/Sideways/Upwards trends
- Configurable & HyperOptable Total Buy/Sell Signal Percentages for Downwards/Sideways/Upwards trends
- Turn On/Off Trading on Downwards/Sideways/Upwards trends for Buys/Sells (HyperOptable)
Expand Down Expand Up @@ -74,6 +74,7 @@ freqtrade backtesting --strategy MoniGoManiHyperOpted --config ./user_data/confi
- v0.6.2 (28-03-2021 - Added setting to Enable/Disable Trading when trend goes sideways)
- v0.6.3 (28-03-2021 - Enable/Disable Trading when Sideways made HyperOptable - Spoiler Alert, it should be False, for now...)
- v0.6.4 (29-03-2021 - BugFixed Debuggable Dataframe + Added (HyperOptable) Settings to Enable/Disable Buys/Sells for Upwards/Downwards trends too)
- v0.7.0 (31-03-2021 - Making Hyperopt Results Copy/Paste-able)

### **Planned**:
- [Refactor to be compliant for Auto-HyperOptable Strategies](https://github.com/freqtrade/freqtrade/pull/4596)
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84 changes: 84 additions & 0 deletions Some Test Results/v0.7.0/MoniGoMani_v0.7.0_BackTestResults_31-03-2021.log
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INFO - Loading data from 2020-12-15 08:00:00 up to 2021-03-16 00:00:00 (90 days)..
INFO - Running backtesting for Strategy MoniGoManiHyperOpted
INFO - Backtesting with data from 2021-01-01 00:00:00 up to 2021-03-16 00:00:00 (74 days)..
Result for strategy MoniGoManiHyperOpted
============================================================ BACKTESTING REPORT ===========================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|----------+--------+----------------+----------------+------------------+----------------+-----------------+--------+---------+----------|
| ALGO/BTC | 86 | 0.97 | 83.37 | 0.00083445 | 7.35 | 11:31:00 | 66 | 6 | 14 |
| ATOM/BTC | 99 | 1.03 | 101.95 | 0.00102050 | 8.98 | 10:38:00 | 77 | 5 | 17 |
| BAT/BTC | 82 | 1.39 | 114.32 | 0.00114432 | 10.07 | 12:48:00 | 64 | 3 | 15 |
| BCH/BTC | 43 | -0.13 | -5.40 | -0.00005406 | -0.48 | 1 day, 2:06:00 | 26 | 4 | 13 |
| BRD/BTC | 143 | 2.97 | 425.39 | 0.00425808 | 37.48 | 7:00:00 | 115 | 3 | 25 |
| EOS/BTC | 59 | -0.35 | -20.70 | -0.00020725 | -1.82 | 18:14:00 | 35 | 7 | 17 |
| ETH/BTC | 32 | 0.01 | 0.34 | 0.00000334 | 0.03 | 1 day, 19:17:00 | 21 | 6 | 5 |
| IOTA/BTC | 79 | 1.75 | 138.14 | 0.00138277 | 12.17 | 13:42:00 | 57 | 8 | 14 |
| LINK/BTC | 67 | 0.96 | 64.24 | 0.00064300 | 5.66 | 15:13:00 | 52 | 4 | 11 |
| LTC/BTC | 33 | -0.85 | -28.18 | -0.00028208 | -2.48 | 1 day, 13:36:00 | 20 | 6 | 7 |
| NEO/BTC | 56 | 0.80 | 44.54 | 0.00044587 | 3.92 | 20:58:00 | 41 | 5 | 10 |
| NXS/BTC | 134 | 6.34 | 850.19 | 0.00851045 | 74.92 | 7:43:00 | 113 | 5 | 16 |
| XMR/BTC | 56 | -0.42 | -23.55 | -0.00023572 | -2.07 | 19:33:00 | 37 | 4 | 15 |
| XRP/BTC | 69 | 2.82 | 194.80 | 0.00194997 | 17.17 | 9:37:00 | 52 | 5 | 12 |
| XTZ/BTC | 57 | 0.46 | 26.42 | 0.00026446 | 2.33 | 16:41:00 | 41 | 6 | 10 |
| TOTAL | 1095 | 1.80 | 1965.86 | 0.01967810 | 173.22 | 14:33:00 | 817 | 77 | 201 |
======================================================== SELL REASON STATS =========================================================
| Sell Reason | Sells | Wins | Draws | Losses | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % |
|--------------------+---------+--------+---------+----------+----------------+----------------+------------------+----------------|
| trailing_stop_loss | 804 | 804 | 0 | 0 | 5.07 | 4078.84 | 0.0408293 | 271.92 |
| stop_loss | 136 | 0 | 0 | 136 | -13.4 | -1822.18 | -0.0182403 | -121.48 |
| roi | 88 | 11 | 77 | 0 | 0.54 | 47.9 | 0.00047953 | 3.19 |
| sell_signal | 56 | 0 | 0 | 56 | -5.32 | -298.15 | -0.0029844 | -19.88 |
| force_sell | 11 | 2 | 0 | 9 | -3.69 | -40.56 | -0.00040602 | -2.7 |
========================================================= LEFT OPEN TRADES REPORT ==========================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses |
|----------+--------+----------------+----------------+------------------+----------------+------------------+--------+---------+----------|
| ALGO/BTC | 1 | -8.31 | -8.31 | -0.00008322 | -0.73 | 12:00:00 | 0 | 0 | 1 |
| BAT/BTC | 1 | -1.35 | -1.35 | -0.00001354 | -0.12 | 2 days, 14:00:00 | 0 | 0 | 1 |
| BCH/BTC | 1 | -4.83 | -4.83 | -0.00004834 | -0.43 | 2 days, 4:00:00 | 0 | 0 | 1 |
| EOS/BTC | 1 | -4.11 | -4.11 | -0.00004118 | -0.36 | 2 days, 1:00:00 | 0 | 0 | 1 |
| ETH/BTC | 1 | -6.88 | -6.88 | -0.00006887 | -0.61 | 7 days, 4:00:00 | 0 | 0 | 1 |
| IOTA/BTC | 1 | -3.30 | -3.30 | -0.00003304 | -0.29 | 5:00:00 | 0 | 0 | 1 |
| LINK/BTC | 1 | -6.43 | -6.43 | -0.00006438 | -0.57 | 3 days, 22:00:00 | 0 | 0 | 1 |
| NEO/BTC | 1 | -5.76 | -5.76 | -0.00005765 | -0.51 | 4 days, 3:00:00 | 0 | 0 | 1 |
| NXS/BTC | 1 | -0.53 | -0.53 | -0.00000533 | -0.05 | 5:00:00 | 0 | 0 | 1 |
| XRP/BTC | 1 | 0.57 | 0.57 | 0.00000570 | 0.05 | 9:00:00 | 1 | 0 | 0 |
| XTZ/BTC | 1 | 0.38 | 0.38 | 0.00000383 | 0.03 | 12:00:00 | 1 | 0 | 0 |
| TOTAL | 11 | -3.69 | -40.56 | -0.00040602 | -3.57 | 2 days, 3:55:00 | 2 | 0 | 9 |
=============== SUMMARY METRICS ===============
| Metric | Value |
|-----------------------+---------------------|
| Backtesting from | 2021-01-01 00:00:00 |
| Backtesting to | 2021-03-16 00:00:00 |
| Max open trades | 15 |
| | |
| Total trades | 1095 |
| Starting balance | 0.01136000 BTC |
| Final balance | 0.03103810 BTC |
| Absolute profit | 0.01967810 BTC |
| Total profit % | 173.22% |
| Trades per day | 14.8 |
| Avg. stake amount | 0.00100000 BTC |
| Total trade volume | 1.09500000 BTC |
| | |
| Best Pair | NXS/BTC 850.19% |
| Worst Pair | LTC/BTC -28.18% |
| Best trade | NXS/BTC 230.61% |
| Worst trade | XMR/BTC -13.4% |
| Best day | 0.00321846 BTC |
| Worst day | -0.00096782 BTC |
| Days win/draw/lose | 47 / 0 / 28 |
| Avg. Duration Winners | 6:12:00 |
| Avg. Duration Loser | 1 day, 13:04:00 |
| | |
| Min balance | 0.01113744 BTC |
| Max balance | 0.03272821 BTC |
| Drawdown | 177.68% |
| Drawdown | 0.00177860 BTC |
| Drawdown high | 0.02136821 BTC |
| Drawdown low | 0.01958961 BTC |
| Drawdown Start | 2021-03-06 12:00:00 |
| Drawdown End | 2021-03-13 16:00:00 |
| Market change | -4.77% |
===============================================


119 changes: 119 additions & 0 deletions ...est Results/v0.7.0/MoniGoMani_v0.7.0_HyperOptResults_30-03-2021-StakeAmountDividedBy4.log
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INFO - Loading data from 2020-12-15 08:00:00 up to 2021-03-16 00:00:00 (90 days)..
INFO - Hyperopting with data from 2021-01-01 00:00:00 up to 2021-03-16 00:00:00 (74 days)..
INFO - Found 12 CPU cores. Let's make them scream!
INFO - Number of parallel jobs set as: -1
INFO - Min roi table: {0: 0.06883, 120: 0.04589, 240: 0.02294, 360: 0}
INFO - Max roi table: {0: 0.71124, 480: 0.25238, 1200: 0.09177, 2640: 0}
INFO - Effective number of parallel workers used: 12
+--------+-----------+----------+------------------+--------------+------------------------------+----------------+-------------+
| Best | Epoch | Trades | Win Draw Loss | Avg profit | Profit | Avg duration | Objective |
|--------+-----------+----------+------------------+--------------+------------------------------+----------------+-------------|
| * Best | 1/1000 | 767 | 434 121 212 | 1.38% | 0.00264985 BTC (1,058.83%) | 1,344.2 m | -11.3026 |
| * Best | 14/1000 | 236 | 96 15 125 | 1.20% | 0.00070637 BTC (282.18%) | 915.8 m | -12.6725 |
| Best | 62/1000 | 545 | 211 106 228 | 1.52% | 0.00206755 BTC (826.20%) | 1,818.2 m | -14.6542 |
| Best | 260/1000 | 459 | 215 47 197 | 1.97% | 0.00225987 BTC (903.06%) | 2,175.7 m | -17.9077 |
| Best | 433/1000 | 541 | 222 121 198 | 1.81% | 0.00244824 BTC (978.36%) | 1,983.7 m | -19.0915 |
INFO - 936 epochs saved to '/mnt/Windows/Users/Rik/Desktop/Rikj-Home/Projects/Freqtrade-Git/user_data/hyperopt_results/strategy_MoniGoMani_hyperopt_results_2021-03-30_22-03-35.pickle'.

Best result:

433/1000:
541 trades.
222/121/198 Wins/Draws/Losses.
Avg profit 1.81%.
Median profit 0.00%.
Total profit 0.00244824 BTC ( 978.36Σ%).
Avg duration 1983.7 min.
Objective: -19.09149


# Buy hyperspace params:
buy_params = {
'.trade_buys_when_downwards': True,
'.trade_buys_when_sideways': False,
'.trade_buys_when_upwards': True,
'_downwards_trend_total_buy_signal_needed': 69,
'_sideways_trend_total_buy_signal_needed': 79,
'_upwards_trend_total_buy_signal_needed': 7,
'downwards_trend_adx_strong_up_buy_weight': 94,
'downwards_trend_bollinger_bands_buy_weight': 48,
'downwards_trend_ema_long_golden_cross_buy_weight': 90,
'downwards_trend_ema_short_golden_cross_buy_weight': 61,
'downwards_trend_macd_buy_weight': 47,
'downwards_trend_rsi_buy_weight': 38,
'downwards_trend_sma_long_golden_cross_buy_weight': 97,
'downwards_trend_sma_short_golden_cross_buy_weight': 78,
'downwards_trend_vwap_cross_buy_weight': 71,
'sideways_trend_adx_strong_up_buy_weight': 27,
'sideways_trend_bollinger_bands_buy_weight': 68,
'sideways_trend_ema_long_golden_cross_buy_weight': 11,
'sideways_trend_ema_short_golden_cross_buy_weight': 39,
'sideways_trend_macd_buy_weight': 6,
'sideways_trend_rsi_buy_weight': 14,
'sideways_trend_sma_long_golden_cross_buy_weight': 96,
'sideways_trend_sma_short_golden_cross_buy_weight': 45,
'sideways_trend_vwap_cross_buy_weight': 56,
'upwards_trend_adx_strong_up_buy_weight': 14,
'upwards_trend_bollinger_bands_buy_weight': 65,
'upwards_trend_ema_long_golden_cross_buy_weight': 79,
'upwards_trend_ema_short_golden_cross_buy_weight': 33,
'upwards_trend_macd_buy_weight': 99,
'upwards_trend_rsi_buy_weight': 94,
'upwards_trend_sma_long_golden_cross_buy_weight': 72,
'upwards_trend_sma_short_golden_cross_buy_weight': 67,
'upwards_trend_vwap_cross_buy_weight': 3
}

# Sell hyperspace params:
sell_params = {
'.trade_sells_when_downwards': False,
'.trade_sells_when_sideways': True,
'.trade_sells_when_upwards': True,
'_downwards_trend_total_sell_signal_needed': 38,
'_sideways_trend_total_sell_signal_needed': 58,
'_upwards_trend_total_sell_signal_needed': 71,
'downwards_trend_adx_strong_down_sell_weight': 5,
'downwards_trend_bollinger_bands_sell_weight': 20,
'downwards_trend_ema_long_death_cross_sell_weight': 19,
'downwards_trend_ema_short_death_cross_sell_weight': 59,
'downwards_trend_macd_sell_weight': 80,
'downwards_trend_rsi_sell_weight': 25,
'downwards_trend_sma_long_death_cross_sell_weight': 55,
'downwards_trend_sma_short_death_cross_sell_weight': 32,
'downwards_trend_vwap_cross_sell_weight': 64,
'sideways_trend_adx_strong_down_sell_weight': 60,
'sideways_trend_bollinger_bands_sell_weight': 78,
'sideways_trend_ema_long_death_cross_sell_weight': 39,
'sideways_trend_ema_short_death_cross_sell_weight': 91,
'sideways_trend_macd_sell_weight': 38,
'sideways_trend_rsi_sell_weight': 72,
'sideways_trend_sma_long_death_cross_sell_weight': 40,
'sideways_trend_sma_short_death_cross_sell_weight': 54,
'sideways_trend_vwap_cross_sell_weight': 69,
'upwards_trend_adx_strong_down_sell_weight': 15,
'upwards_trend_bollinger_bands_sell_weight': 3,
'upwards_trend_ema_long_death_cross_sell_weight': 72,
'upwards_trend_ema_short_death_cross_sell_weight': 30,
'upwards_trend_macd_sell_weight': 53,
'upwards_trend_rsi_sell_weight': 44,
'upwards_trend_sma_long_death_cross_sell_weight': 39,
'upwards_trend_sma_short_death_cross_sell_weight': 90,
'upwards_trend_vwap_cross_sell_weight': 36
}

# ROI table:
minimal_roi = {
"0": 0.46935,
"258": 0.10457,
"507": 0.05284,
"883": 0
}

# Stoploss:
stoploss = -0.33967

# Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.11485
trailing_stop_positive_offset = 0.19549
trailing_only_offset_is_reached = False

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