没报错
This commit is contained in:
zhangkun9038@dingtalk.com
parent
0079497a06
commit
259f1b4f16
@ -92,7 +92,7 @@
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"random_state": 42
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},
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"model_training_parameters": {
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"n_estimators": 500,
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"n_estimators": 300,
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"learning_rate": 0.015,
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"max_depth": 6,
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"subsample": 0.9,
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@ -70,6 +70,6 @@ services:
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--config /freqtrade/config_examples/config_freqai.okx.json
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--strategy-path /freqtrade/templates
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--strategy OKXRegressionStrategy
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--timerange 20250315-20250415
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--timerange 20250407-20250415
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--fee 0.0008
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--cache none
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5064
output.log
5064
output.log
File diff suppressed because it is too large
Load Diff
@ -1,111 +1,112 @@
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Creating freqtrade_freqtrade_run ...
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Creating freqtrade_freqtrade_run ... done
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2025-05-04 10:00:04,232 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
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2025-05-04 10:00:04,439 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
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2025-05-04 10:00:05,878 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
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2025-05-04 10:00:05,880 - freqtrade.loggers - INFO - Enabling colorized output.
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2025-05-04 10:00:05,881 - root - INFO - Logfile configured
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2025-05-04 10:00:05,881 - freqtrade.loggers - INFO - Verbosity set to 0
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2025-05-04 10:00:05,882 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
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2025-05-04 10:00:05,882 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
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2025-05-04 10:00:05,882 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
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2025-05-04 10:00:05,882 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250315-20250415 ...
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2025-05-04 10:00:05,916 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
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2025-05-04 10:00:05,917 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
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2025-05-04 10:00:05,917 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
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2025-05-04 10:00:05,917 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250315-20250415
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2025-05-04 10:00:05,918 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
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2025-05-04 10:00:05,919 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
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2025-05-04 10:00:05,926 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
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2025-05-04 10:00:05,926 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
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2025-05-04 10:00:05,927 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-04 10:00:05,929 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
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2025-05-04 10:00:05,929 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
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2025-05-04 10:00:05,930 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
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2025-05-04 10:00:05,930 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
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2025-05-04 10:00:05,935 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
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2025-05-04 10:00:05,940 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
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2025-05-04 10:00:08,555 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
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2025-05-04 10:00:08,608 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy OKXRegressionStrategy from '/freqtrade/templates/OKXRegressionStrategy.py'...
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2025-05-04 10:00:08,609 - freqtrade.strategy.hyper - INFO - Found no parameter file.
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2025-05-04 10:00:08,609 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
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2025-05-04 10:00:08,609 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
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2025-05-04 10:00:08,610 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
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2025-05-04 10:00:08,610 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
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2025-05-04 10:00:08,610 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
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2025-05-04 10:00:08,611 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
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2025-05-04 10:49:39,348 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
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2025-05-04 10:49:39,557 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
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2025-05-04 10:49:40,987 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
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2025-05-04 10:49:40,989 - freqtrade.loggers - INFO - Enabling colorized output.
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2025-05-04 10:49:40,989 - root - INFO - Logfile configured
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2025-05-04 10:49:40,990 - freqtrade.loggers - INFO - Verbosity set to 0
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2025-05-04 10:49:40,990 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
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2025-05-04 10:49:40,990 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
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2025-05-04 10:49:40,991 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
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2025-05-04 10:49:40,991 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250407-20250415 ...
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2025-05-04 10:49:41,020 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
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2025-05-04 10:49:41,021 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
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2025-05-04 10:49:41,022 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
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2025-05-04 10:49:41,022 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250407-20250415
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2025-05-04 10:49:41,022 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
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2025-05-04 10:49:41,024 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
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2025-05-04 10:49:41,032 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
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2025-05-04 10:49:41,032 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
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2025-05-04 10:49:41,033 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-04 10:49:41,035 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
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2025-05-04 10:49:41,036 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
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2025-05-04 10:49:41,036 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
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2025-05-04 10:49:41,036 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
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2025-05-04 10:49:41,042 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
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2025-05-04 10:49:41,048 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
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2025-05-04 10:49:43,603 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
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2025-05-04 10:49:43,657 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy OKXRegressionStrategy from '/freqtrade/templates/OKXRegressionStrategy.py'...
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2025-05-04 10:49:43,658 - freqtrade.strategy.hyper - INFO - Found no parameter file.
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2025-05-04 10:49:43,658 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
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2025-05-04 10:49:43,659 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
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2025-05-04 10:49:43,659 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
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2025-05-04 10:49:43,659 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
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2025-05-04 10:49:43,660 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
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2025-05-04 10:49:43,660 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
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'minutes'}.
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2025-05-04 10:00:08,611 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
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2025-05-04 10:00:08,611 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {}
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2025-05-04 10:00:08,612 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
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2025-05-04 10:00:08,612 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
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2025-05-04 10:00:08,612 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
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2025-05-04 10:00:08,612 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
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2025-05-04 10:00:08,613 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0
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2025-05-04 10:00:08,613 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
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2025-05-04 10:00:08,613 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
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2025-05-04 10:00:08,614 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
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2025-05-04 10:00:08,614 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
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2025-05-04 10:49:43,661 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
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2025-05-04 10:49:43,661 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {}
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2025-05-04 10:49:43,661 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
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2025-05-04 10:49:43,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
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2025-05-04 10:49:43,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
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2025-05-04 10:49:43,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
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2025-05-04 10:49:43,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0
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2025-05-04 10:49:43,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
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2025-05-04 10:49:43,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
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2025-05-04 10:49:43,664 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
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2025-05-04 10:49:43,664 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
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'stoploss_on_exchange_interval': 60}
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2025-05-04 10:00:08,614 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
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2025-05-04 10:00:08,615 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
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2025-05-04 10:00:08,615 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
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2025-05-04 10:00:08,615 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
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2025-05-04 10:00:08,615 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
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2025-05-04 10:00:08,616 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
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2025-05-04 10:00:08,616 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
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2025-05-04 10:00:08,616 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
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2025-05-04 10:00:08,616 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
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2025-05-04 10:00:08,617 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
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2025-05-04 10:00:08,617 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
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2025-05-04 10:00:08,617 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
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2025-05-04 10:00:08,617 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
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2025-05-04 10:00:08,618 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
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2025-05-04 10:00:08,618 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-04 10:00:08,621 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
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2025-05-04 10:00:08,627 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
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2025-05-04 10:00:08,628 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
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2025-05-04 10:00:08,628 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
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2025-05-04 10:00:08,774 - freqtrade.optimize.backtesting - INFO - Loading data from 2024-12-14 21:30:00 up to 2025-04-15 00:00:00 (121 days).
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2025-05-04 10:00:08,775 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
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2025-05-04 10:00:08,776 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy OKXRegressionStrategy
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2025-05-04 10:00:10,347 - matplotlib.font_manager - INFO - generated new fontManager
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2025-05-04 10:00:10,563 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
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2025-05-04 10:00:10,563 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
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2025-05-04 10:00:10,564 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
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2025-05-04 10:00:10,564 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT', 'TON/USDT']
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2025-05-04 10:00:10,565 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
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2025-05-04 10:00:10,565 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_period = 14
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2025-05-04 10:00:10,566 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
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2025-05-04 10:00:10,566 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_multiplier = 2.0
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2025-05-04 10:00:10,567 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
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2025-05-04 10:00:10,573 - freqtrade.freqai.freqai_interface - INFO - Training 4 timeranges
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2025-05-04 10:00:10,575 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2024-12-15 00:00:00 to 2025-03-15 00:00:00, 1/4 trains
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2025-05-04 10:00:10,575 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
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/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1741996800_prediction.feather
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2025-05-04 10:00:10,887 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
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2025-05-04 10:00:10,888 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2024-12-14 21:30:00 to 2025-04-15 00:00:00
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2025-05-04 10:00:11,124 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
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2025-05-04 10:00:11,124 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2024-12-14 21:30:00 to 2025-04-15 00:00:00
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2025-05-04 10:49:43,665 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
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2025-05-04 10:49:43,665 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
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2025-05-04 10:49:43,665 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
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2025-05-04 10:49:43,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
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2025-05-04 10:49:43,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
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2025-05-04 10:49:43,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
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2025-05-04 10:49:43,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
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2025-05-04 10:49:43,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
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2025-05-04 10:49:43,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
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2025-05-04 10:49:43,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
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2025-05-04 10:49:43,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
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2025-05-04 10:49:43,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
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2025-05-04 10:49:43,669 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
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2025-05-04 10:49:43,669 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
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2025-05-04 10:49:43,670 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
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2025-05-04 10:49:43,673 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
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2025-05-04 10:49:43,679 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
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2025-05-04 10:49:43,680 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
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2025-05-04 10:49:43,681 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
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2025-05-04 10:49:43,823 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-01-06 21:30:00 up to 2025-04-15 00:00:00 (98 days).
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2025-05-04 10:49:43,824 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
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2025-05-04 10:49:43,825 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy OKXRegressionStrategy
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2025-05-04 10:49:45,413 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-04 10:49:45,619 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-04 10:49:45,619 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-04 10:49:45,620 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-04 10:49:45,620 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT', 'TON/USDT']
|
||||
2025-05-04 10:49:45,621 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
|
||||
2025-05-04 10:49:45,621 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_period = 14
|
||||
2025-05-04 10:49:45,621 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
|
||||
2025-05-04 10:49:45,622 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_multiplier = 2.0
|
||||
2025-05-04 10:49:45,622 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-04 10:49:45,627 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-04 10:49:45,629 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
|
||||
2025-05-04 10:49:45,629 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743984000_prediction.feather
|
||||
2025-05-04 10:49:45,875 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 10:49:45,875 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 10:49:46,073 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 10:49:46,074 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning: DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
dataframe = dataframe.fillna(method="ffill").fillna(0)
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning: DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
dataframe = dataframe.fillna(method="ffill").fillna(0)
|
||||
2025-05-04 10:00:17,121 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1741996800/cb_okb_1741996800
|
||||
2025-05-04 10:00:17,122 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 10:00:17,243 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 10:00:17,244 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-12-15 to 2025-03-14 --------------------
|
||||
2025-05-04 10:00:17,300 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 10:00:17,350 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 10:00:17,351 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.09642 validation_1-rmse:0.09346
|
||||
2025-05-04 10:03:05,857 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (168.74 secs) --------------------
|
||||
2025-05-04 10:03:06,074 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1741996800/cb_okb_1741996800--s_close.html
|
||||
2025-05-04 10:03:06,075 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 10:03:06,157 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 10:03:06,172 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2024-12-25 00:00:00 to 2025-03-25 00:00:00, 2/4 trains
|
||||
2025-05-04 10:03:06,173 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1742860800_prediction.feather
|
||||
2025-05-04 10:49:52,079 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000
|
||||
2025-05-04 10:49:52,080 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 10:49:52,209 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 10:49:52,210 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
|
||||
2025-05-04 10:49:52,264 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 10:49:52,312 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 10:49:52,313 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.09103 validation_1-rmse:0.09003
|
||||
2025-05-04 10:54:39,557 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (287.48 secs) --------------------
|
||||
2025-05-04 10:54:39,775 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000--s_close.html
|
||||
2025-05-04 10:54:39,776 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 10:54:39,838 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 10:54:39,925 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-04 10:54:39,926 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
|
||||
2025-05-04 10:54:39,927 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_ton_1743984000_prediction.feather
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
@ -114,167 +115,28 @@ DataFrame.fillna with 'method' is deprecated and will raise in a future version.
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
2025-05-04 10:03:12,769 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1742860800/cb_okb_1742860800
|
||||
2025-05-04 10:03:12,770 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 10:03:12,879 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 10:03:12,880 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-12-25 to 2025-03-24 --------------------
|
||||
2025-05-04 10:03:12,931 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 10:03:12,976 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 10:03:12,977 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.09564 validation_1-rmse:0.09378
|
||||
2025-05-04 10:06:22,192 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (189.42 secs) --------------------
|
||||
2025-05-04 10:06:22,228 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1742860800/cb_okb_1742860800--s_close.html
|
||||
2025-05-04 10:06:22,229 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 10:06:22,303 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 10:06:22,317 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2025-01-04 00:00:00 to 2025-04-04 00:00:00, 3/4 trains
|
||||
2025-05-04 10:06:22,318 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743724800_prediction.feather
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
2025-05-04 10:06:29,632 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743724800/cb_okb_1743724800
|
||||
2025-05-04 10:06:29,633 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 10:06:29,779 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 10:06:29,780 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-04 to 2025-04-03 --------------------
|
||||
2025-05-04 10:06:29,843 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 10:06:29,892 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 10:06:29,893 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.08848 validation_1-rmse:0.09002
|
||||
2025-05-04 10:09:40,153 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (190.52 secs) --------------------
|
||||
2025-05-04 10:09:40,190 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743724800/cb_okb_1743724800--s_close.html
|
||||
2025-05-04 10:09:40,191 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 10:09:40,266 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 10:09:40,280 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2025-01-14 00:00:00 to 2025-04-14 00:00:00, 4/4 trains
|
||||
2025-05-04 10:09:40,281 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1744588800_prediction.feather
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
2025-05-04 10:09:47,744 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1744588800/cb_okb_1744588800
|
||||
2025-05-04 10:09:47,745 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 10:09:47,860 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 10:09:47,861 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-14 to 2025-04-13 --------------------
|
||||
2025-05-04 10:09:47,914 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 10:09:47,962 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 10:09:47,963 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.09452 validation_1-rmse:0.08989
|
||||
2025-05-04 10:13:16,409 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (208.66 secs) --------------------
|
||||
2025-05-04 10:13:16,447 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1744588800/cb_okb_1744588800--s_close.html
|
||||
2025-05-04 10:13:16,448 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 10:13:16,488 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 10:13:16,582 - freqtrade.freqai.freqai_interface - INFO - Training 4 timeranges
|
||||
2025-05-04 10:13:16,584 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2024-12-15 00:00:00 to 2025-03-15 00:00:00, 1/4 trains
|
||||
2025-05-04 10:13:16,584 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_ton_1741996800_prediction.feather
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
2025-05-04 10:13:23,002 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1741996800/cb_ton_1741996800
|
||||
2025-05-04 10:13:23,002 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT --------------------
|
||||
2025-05-04 10:13:23,131 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 10:13:23,132 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-12-15 to 2025-03-14 --------------------
|
||||
2025-05-04 10:13:23,190 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 10:13:23,239 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 10:13:23,240 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.15301 validation_1-rmse:0.14684
|
||||
2025-05-04 10:17:01,364 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (218.36 secs) --------------------
|
||||
2025-05-04 10:17:01,399 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1741996800/cb_ton_1741996800--s_close.html
|
||||
2025-05-04 10:17:01,399 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 10:17:01,478 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 10:17:01,493 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2024-12-25 00:00:00 to 2025-03-25 00:00:00, 2/4 trains
|
||||
2025-05-04 10:17:01,493 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_ton_1742860800_prediction.feather
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
2025-05-04 10:17:07,997 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1742860800/cb_ton_1742860800
|
||||
2025-05-04 10:17:07,998 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT --------------------
|
||||
2025-05-04 10:17:08,113 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 10:17:08,113 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-12-25 to 2025-03-24 --------------------
|
||||
2025-05-04 10:17:08,171 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 10:17:08,221 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 10:17:08,222 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.15763 validation_1-rmse:0.14695
|
||||
2025-05-04 10:20:55,700 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (227.70 secs) --------------------
|
||||
2025-05-04 10:20:55,739 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1742860800/cb_ton_1742860800--s_close.html
|
||||
2025-05-04 10:20:55,739 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 10:20:55,818 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 10:20:55,833 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2025-01-04 00:00:00 to 2025-04-04 00:00:00, 3/4 trains
|
||||
2025-05-04 10:20:55,834 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_ton_1743724800_prediction.feather
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
2025-05-04 10:21:03,033 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1743724800/cb_ton_1743724800
|
||||
2025-05-04 10:21:03,034 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT --------------------
|
||||
2025-05-04 10:21:03,172 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 10:21:03,172 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-04 to 2025-04-03 --------------------
|
||||
2025-05-04 10:21:03,233 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 10:21:03,283 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 10:21:03,283 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.12233 validation_1-rmse:0.12236
|
||||
2025-05-04 10:24:59,628 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (236.59 secs) --------------------
|
||||
2025-05-04 10:24:59,665 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1743724800/cb_ton_1743724800--s_close.html
|
||||
2025-05-04 10:24:59,666 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 10:24:59,742 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 10:24:59,758 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2025-01-14 00:00:00 to 2025-04-14 00:00:00, 4/4 trains
|
||||
2025-05-04 10:24:59,759 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_ton_1744588800_prediction.feather
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
2025-05-04 10:25:07,398 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1744588800/cb_ton_1744588800
|
||||
2025-05-04 10:25:07,399 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT --------------------
|
||||
2025-05-04 10:25:07,513 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 10:25:07,514 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-14 to 2025-04-13 --------------------
|
||||
2025-05-04 10:25:07,573 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 10:25:07,625 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 10:25:07,626 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.12282 validation_1-rmse:0.12241
|
||||
2025-05-04 10:29:18,386 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (250.99 secs) --------------------
|
||||
2025-05-04 10:29:18,424 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1744588800/cb_ton_1744588800--s_close.html
|
||||
2025-05-04 10:29:18,425 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 10:29:18,466 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 10:29:18,567 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-03-15 00:00:00 up to 2025-04-15 00:00:00 (31 days).
|
||||
2025-05-04 10:29:18,940 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-04_10-29-18.meta.json"
|
||||
2025-05-04 10:54:46,169 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000
|
||||
2025-05-04 10:54:46,169 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT --------------------
|
||||
2025-05-04 10:54:46,285 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 10:54:46,286 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
|
||||
2025-05-04 10:54:46,340 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 10:54:46,388 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 10:54:46,388 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.12193 validation_1-rmse:0.12248
|
||||
2025-05-04 10:59:22,550 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (276.38 secs) --------------------
|
||||
2025-05-04 10:59:22,585 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000--s_close.html
|
||||
2025-05-04 10:59:22,586 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 10:59:22,650 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 10:59:22,731 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-07 00:00:00 up to 2025-04-15 00:00:00 (8 days).
|
||||
2025-05-04 10:59:22,926 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-04_10-59-22.meta.json"
|
||||
Result for strategy OKXRegressionStrategy
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ TON/USDT │ 5 │ -0.04 │ -0.040 │ -0.0 │ 0:07:00 │ 2 0 3 40.0 │
|
||||
│ OKB/USDT │ 29 │ -0.15 │ -0.848 │ -0.08 │ 1:00:00 │ 10 0 19 34.5 │
|
||||
│ TOTAL │ 34 │ -0.13 │ -0.887 │ -0.09 │ 0:52:00 │ 12 0 22 35.3 │
|
||||
│ OKB/USDT │ 6 │ 0.55 │ 0.659 │ 0.07 │ 0:28:00 │ 4 0 2 66.7 │
|
||||
│ TON/USDT │ 3 │ -0.1 │ -0.062 │ -0.01 │ 0:02:00 │ 1 0 2 33.3 │
|
||||
│ TOTAL │ 9 │ 0.33 │ 0.597 │ 0.06 │ 0:19:00 │ 5 0 4 55.6 │
|
||||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
LEFT OPEN TRADES REPORT
|
||||
┏━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
@ -286,79 +148,79 @@ Result for strategy OKXRegressionStrategy
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OTHER │ 34 │ -0.13 │ -0.887 │ -0.09 │ 0:52:00 │ 12 0 22 35.3 │
|
||||
│ TOTAL │ 34 │ -0.13 │ -0.887 │ -0.09 │ 0:52:00 │ 12 0 22 35.3 │
|
||||
│ OTHER │ 9 │ 0.33 │ 0.597 │ 0.06 │ 0:19:00 │ 5 0 4 55.6 │
|
||||
│ TOTAL │ 9 │ 0.33 │ 0.597 │ 0.06 │ 0:19:00 │ 5 0 4 55.6 │
|
||||
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
EXIT REASON STATS
|
||||
┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ trailing_stop_loss │ 30 │ 0.0 │ 0.024 │ 0.0 │ 0:49:00 │ 12 0 18 40.0 │
|
||||
│ exit_signal │ 4 │ -1.14 │ -0.911 │ -0.09 │ 1:14:00 │ 0 0 4 0 │
|
||||
│ TOTAL │ 34 │ -0.13 │ -0.887 │ -0.09 │ 0:52:00 │ 12 0 22 35.3 │
|
||||
│ exit_signal │ 3 │ 1.24 │ 0.744 │ 0.07 │ 0:49:00 │ 3 0 0 100 │
|
||||
│ trailing_stop_loss │ 6 │ -0.12 │ -0.147 │ -0.01 │ 0:04:00 │ 2 0 4 33.3 │
|
||||
│ TOTAL │ 9 │ 0.33 │ 0.597 │ 0.06 │ 0:19:00 │ 5 0 4 55.6 │
|
||||
└────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
MIXED TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ │ trailing_stop_loss │ 30 │ 0.0 │ 0.024 │ 0.0 │ 0:49:00 │ 12 0 18 40.0 │
|
||||
│ │ exit_signal │ 4 │ -1.14 │ -0.911 │ -0.09 │ 1:14:00 │ 0 0 4 0 │
|
||||
│ TOTAL │ │ 34 │ -0.13 │ -0.887 │ -0.09 │ 0:52:00 │ 12 0 22 35.3 │
|
||||
│ │ exit_signal │ 3 │ 1.24 │ 0.744 │ 0.07 │ 0:49:00 │ 3 0 0 100 │
|
||||
│ │ trailing_stop_loss │ 6 │ -0.12 │ -0.147 │ -0.01 │ 0:04:00 │ 2 0 4 33.3 │
|
||||
│ TOTAL │ │ 9 │ 0.33 │ 0.597 │ 0.06 │ 0:19:00 │ 5 0 4 55.6 │
|
||||
└───────────┴────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
SUMMARY METRICS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Metric ┃ Value ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ Backtesting from │ 2025-03-15 00:00:00 │
|
||||
│ Backtesting from │ 2025-04-07 00:00:00 │
|
||||
│ Backtesting to │ 2025-04-15 00:00:00 │
|
||||
│ Trading Mode │ Spot │
|
||||
│ Max open trades │ 2 │
|
||||
│ │ │
|
||||
│ Total/Daily Avg Trades │ 34 / 1.1 │
|
||||
│ Total/Daily Avg Trades │ 9 / 1.12 │
|
||||
│ Starting balance │ 1000 USDT │
|
||||
│ Final balance │ 999.113 USDT │
|
||||
│ Absolute profit │ -0.887 USDT │
|
||||
│ Total profit % │ -0.09% │
|
||||
│ CAGR % │ -1.04% │
|
||||
│ Sortino │ -6.33 │
|
||||
│ Sharpe │ -2.63 │
|
||||
│ Calmar │ -28.54 │
|
||||
│ SQN │ -0.72 │
|
||||
│ Profit factor │ 0.71 │
|
||||
│ Expectancy (Ratio) │ -0.03 (-0.19) │
|
||||
│ Avg. daily profit % │ -0.00% │
|
||||
│ Avg. stake amount │ 19.971 USDT │
|
||||
│ Total trade volume │ 1359.332 USDT │
|
||||
│ Final balance │ 1000.597 USDT │
|
||||
│ Absolute profit │ 0.597 USDT │
|
||||
│ Total profit % │ 0.06% │
|
||||
│ CAGR % │ 2.76% │
|
||||
│ Sortino │ 37.00 │
|
||||
│ Sharpe │ 7.69 │
|
||||
│ Calmar │ 890.73 │
|
||||
│ SQN │ 1.01 │
|
||||
│ Profit factor │ 2.49 │
|
||||
│ Expectancy (Ratio) │ 0.07 (0.66) │
|
||||
│ Avg. daily profit % │ 0.01% │
|
||||
│ Avg. stake amount │ 20.003 USDT │
|
||||
│ Total trade volume │ 361.233 USDT │
|
||||
│ │ │
|
||||
│ Best Pair │ TON/USDT -0.00% │
|
||||
│ Worst Pair │ OKB/USDT -0.08% │
|
||||
│ Best trade │ OKB/USDT 4.09% │
|
||||
│ Worst trade │ OKB/USDT -1.75% │
|
||||
│ Best day │ 0.444 USDT │
|
||||
│ Worst day │ -0.325 USDT │
|
||||
│ Days win/draw/lose │ 4 / 14 / 8 │
|
||||
│ Avg. Duration Winners │ 1:19:00 │
|
||||
│ Avg. Duration Loser │ 0:38:00 │
|
||||
│ Max Consecutive Wins / Loss │ 3 / 6 │
|
||||
│ Best Pair │ OKB/USDT 0.07% │
|
||||
│ Worst Pair │ TON/USDT -0.01% │
|
||||
│ Best trade │ OKB/USDT 1.95% │
|
||||
│ Worst trade │ OKB/USDT -0.71% │
|
||||
│ Best day │ 0.332 USDT │
|
||||
│ Worst day │ 0 USDT │
|
||||
│ Days win/draw/lose │ 3 / 3 / 0 │
|
||||
│ Avg. Duration Winners │ 0:32:00 │
|
||||
│ Avg. Duration Loser │ 0:04:00 │
|
||||
│ Max Consecutive Wins / Loss │ 2 / 2 │
|
||||
│ Rejected Entry signals │ 0 │
|
||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||
│ │ │
|
||||
│ Min balance │ 998.235 USDT │
|
||||
│ Max balance │ 1000.151 USDT │
|
||||
│ Max % of account underwater │ 0.19% │
|
||||
│ Absolute Drawdown (Account) │ 0.19% │
|
||||
│ Absolute Drawdown │ 1.916 USDT │
|
||||
│ Drawdown high │ 0.151 USDT │
|
||||
│ Drawdown low │ -1.765 USDT │
|
||||
│ Drawdown Start │ 2025-03-16 15:09:00 │
|
||||
│ Drawdown End │ 2025-04-08 17:27:00 │
|
||||
│ Market change │ 6.23% │
|
||||
│ Min balance │ 999.84 USDT │
|
||||
│ Max balance │ 1000.597 USDT │
|
||||
│ Max % of account underwater │ 0.02% │
|
||||
│ Absolute Drawdown (Account) │ 0.02% │
|
||||
│ Absolute Drawdown │ 0.16 USDT │
|
||||
│ Drawdown high │ -0.039 USDT │
|
||||
│ Drawdown low │ -0.16 USDT │
|
||||
│ Drawdown Start │ 2025-04-07 07:06:00 │
|
||||
│ Drawdown End │ 2025-04-07 07:24:00 │
|
||||
│ Market change │ -0.70% │
|
||||
└─────────────────────────────┴─────────────────────┘
|
||||
|
||||
Backtested 2025-03-15 00:00:00 -> 2025-04-15 00:00:00 | Max open trades : 2
|
||||
STRATEGY SUMMARY
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKXRegressionStrategy │ 34 │ -0.13 │ -0.887 │ -0.09 │ 0:52:00 │ 12 0 22 35.3 │ 1.916 USDT 0.19% │
|
||||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴───────────────────┘
|
||||
Backtested 2025-04-07 00:00:00 -> 2025-04-15 00:00:00 | Max open trades : 2
|
||||
STRATEGY SUMMARY
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKXRegressionStrategy │ 9 │ 0.33 │ 0.597 │ 0.06 │ 0:19:00 │ 5 0 4 55.6 │ 0.16 USDT 0.02% │
|
||||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴──────────────────┘
|
||||
|
||||
File diff suppressed because one or more lines are too long
@ -1 +0,0 @@
|
||||
{"OKXRegressionStrategy":{"run_id":"689b50bcaa53473401dc47f1c5518e6ad5b9f2c8","backtest_start_time":1746352808,"timeframe":"3m","timeframe_detail":null,"backtest_start_ts":1741996800,"backtest_end_ts":1744675200}}
|
||||
1
result/backtest-result-2025-05-04_10-59-22.json
Normal file
1
result/backtest-result-2025-05-04_10-59-22.json
Normal file
File diff suppressed because one or more lines are too long
1
result/backtest-result-2025-05-04_10-59-22.meta.json
Normal file
1
result/backtest-result-2025-05-04_10-59-22.meta.json
Normal file
@ -0,0 +1 @@
|
||||
{"OKXRegressionStrategy":{"run_id":"8cd1db235e1aba6c021a92d8cffb370c33e42804","backtest_start_time":1746355783,"timeframe":"3m","timeframe_detail":null,"backtest_start_ts":1743984000,"backtest_end_ts":1744675200}}
|
||||
@ -318,28 +318,80 @@ class OKXRegressionStrategy(IStrategy):
|
||||
:param multiplier: ATR乘数
|
||||
:return: 更新后的DataFrame
|
||||
"""
|
||||
# 获取交易对信息
|
||||
pair = metadata.get('pair', 'unknown')
|
||||
|
||||
# 设置默认的止损倍数
|
||||
stop_loss_multiplier = 2.0
|
||||
|
||||
# 根据交易对调整止损倍数（示例：BTC/USDT 更稳定，止损倍数较低）
|
||||
if pair == "BTC/USDT":
|
||||
stop_loss_multiplier = 1.5
|
||||
elif pair == "DOGE/USDT":
|
||||
stop_loss_multiplier = 2.5
|
||||
elif pair == "SOL/USDT":
|
||||
stop_loss_multiplier = 2.0
|
||||
elif pair == "XRP/USDT":
|
||||
stop_loss_multiplier = 2.0
|
||||
|
||||
# 计算止损线
|
||||
dataframe['entry_price'] = dataframe['open'].where(dataframe['enter_long'] == 1).ffill()
|
||||
dataframe['stop_loss_line'] = dataframe['entry_price'] - dataframe[atr_col] * multiplier
|
||||
dataframe['stop_loss_line'] = dataframe['entry_price'] - dataframe[atr_col] * stop_loss_multiplier
|
||||
|
||||
# 应用止损逻辑
|
||||
dataframe.loc[
|
||||
(dataframe['close'] < dataframe['stop_loss_line']),
|
||||
'exit_long'
|
||||
] = 1
|
||||
|
||||
return dataframe
|
||||
|
||||
def _dynamic_take_profit(self, dataframe: DataFrame, metadata: dict, atr_col: str = 'ATR_14', multiplier: float = 2.0) -> DataFrame:
|
||||
"""
|
||||
封装动态止盈逻辑，基于入场价和ATR计算止盈线
|
||||
:param dataframe: 原始DataFrame
|
||||
:param metadata: 策略元数据
|
||||
:param atr_col: 使用的ATR列名
|
||||
:param multiplier: ATR乘数
|
||||
:return: 更新后的DataFrame
|
||||
"""
|
||||
# 获取交易对信息
|
||||
pair = metadata.get('pair', 'unknown')
|
||||
|
||||
# 设置默认的止盈倍数
|
||||
take_profit_multiplier = 2.0
|
||||
|
||||
# 根据交易对调整止盈倍数（示例：BTC/USDT 更稳定，止盈倍数较高）
|
||||
if pair == "BTC/USDT":
|
||||
take_profit_multiplier = 3.0
|
||||
elif pair == "DOGE/USDT":
|
||||
take_profit_multiplier = 1.5
|
||||
elif pair == "SOL/USDT":
|
||||
take_profit_multiplier = 2.0
|
||||
elif pair == "XRP/USDT":
|
||||
take_profit_multiplier = 2.0
|
||||
|
||||
# 计算止盈线
|
||||
dataframe['entry_price'] = dataframe['open'].where(dataframe['enter_long'] == 1).ffill()
|
||||
dataframe['take_profit_line'] = dataframe['entry_price'] + dataframe[atr_col] * take_profit_multiplier
|
||||
|
||||
# 应用止盈逻辑
|
||||
dataframe.loc[
|
||||
(dataframe['close'] > dataframe['take_profit_line']),
|
||||
'exit_long'
|
||||
] = 1
|
||||
|
||||
return dataframe
|
||||
def populate_exit_trend(self, dataframe: DataFrame, metadata: Dict) -> DataFrame:
|
||||
# 确保 ATR 列存在
|
||||
if 'ATR_14' not in dataframe.columns:
|
||||
dataframe['ATR_14'] = 0.0
|
||||
|
||||
# 计算动态止损线
|
||||
dataframe['stop_loss_line'] = dataframe['entry_price'] - (dataframe['ATR_14'] * 2)
|
||||
# 应用动态止损和止盈逻辑
|
||||
dataframe = self._dynamic_stop_loss(dataframe, metadata)
|
||||
dataframe = self._dynamic_take_profit(dataframe, metadata)
|
||||
|
||||
# 发送止损信息
|
||||
self.dp.send_msg(f"ATR: {dataframe['ATR_14'].iloc[-1]:.5f}, Stop Loss Line: {dataframe['stop_loss_line'].iloc[-1]:.5f}")
|
||||
|
||||
# 应用动态止损逻辑
|
||||
return self._dynamic_stop_loss(dataframe, metadata)
|
||||
return dataframe
|
||||
|
||||
def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate: float,
|
||||
proposed_stake: float, min_stake: float, max_stake: float,
|
||||
@ -1 +1 @@
|
||||
{"$schema":"https://schema.freqtrade.io/schema.json","trading_mode":"spot","margin_mode":"isolated","max_open_trades":4,"stake_currency":"USDT","stake_amount":150,"startup_candle_count":30,"tradable_balance_ratio":1,"fiat_display_currency":"USD","dry_run":true,"timeframe":"3m","dry_run_wallet":1000,"cancel_open_orders_on_exit":true,"stoploss":-0.05,"unfilledtimeout":{"entry":5,"exit":15},"exchange":{"name":"okx","key":"REDACTED","secret":"REDACTED","enable_ws":false,"ccxt_config":{"enableRateLimit":true,"rateLimit":500,"options":{"defaultType":"spot"}},"ccxt_async_config":{"enableRateLimit":true,"rateLimit":500,"timeout":20000},"pair_whitelist":["OKB/USDT","TON/USDT"],"pair_blacklist":[]},"entry_pricing":{"price_side":"same","use_order_book":true,"order_book_top":1,"price_last_balance":0.0,"check_depth_of_market":{"enabled":false,"bids_to_ask_delta":1}},"exit_pricing":{"price_side":"other","use_order_book":true,"order_book_top":1},"pairlists":[{"method":"StaticPairList"}],"freqai":{"enabled":true,"identifier":"test175","freqaimodel":"XGBoostRegressor","purge_old_models":2,"train_period_days":90,"backtest_period_days":10,"live_retrain_hours":0,"data_kitchen":{"fillna":"ffill","feature_parameters":{"DI_threshold":0.5,"weight_factor":0.9}},"feature_parameters":{"include_timeframes":["3m"],"include_corr_pairlist":["BTC/USDT","ETH/USDT"],"label_period_candles":12,"include_shifted_candles":3,"indicator_periods_candles":[10,20,50],"plot_feature_importances":1,"feature_selection":{"method":"none"}},"data_split_parameters":{"test_size":0.2,"shuffle":false,"random_state":42},"model_training_parameters":{"n_estimators":500,"learning_rate":0.015,"max_depth":6,"subsample":0.9,"colsample_bytree":0.9,"objective":"reg:squarederror","eval_metric":"rmse","early_stopping_rounds":150,"reg_alpha":0.1,"reg_lambda":1.0}},"api_server":{"enabled":true,"listen_ip_address":"0.0.0.0","listen_port":8080,"verbosity":"error","enable_openapi":false,"jwt_secret_key":"6a599ab046dbb419014807dffd7b8823bfa7e5df56b17d545485deb87331b4ca","ws_token":"6O5pBDiRigiZrmIsofaE2rkKMJtf9h8zVQ","CORS_origins":[],"username":"freqAdmin","password":"REDACTED"},"bot_name":"freqtrade","initial_state":"running","force_entry_enable":false,"internals":{"process_throttle_secs":5,"heartbeat_interval":20,"loglevel":"DEBUG"},"config_files":["/freqtrade/config_examples/config_freqai.okx.json"]}
|
||||
{"$schema":"https://schema.freqtrade.io/schema.json","trading_mode":"spot","margin_mode":"isolated","max_open_trades":4,"stake_currency":"USDT","stake_amount":150,"startup_candle_count":30,"tradable_balance_ratio":1,"fiat_display_currency":"USD","dry_run":true,"timeframe":"3m","dry_run_wallet":1000,"cancel_open_orders_on_exit":true,"stoploss":-0.05,"unfilledtimeout":{"entry":5,"exit":15},"exchange":{"name":"okx","key":"REDACTED","secret":"REDACTED","enable_ws":false,"ccxt_config":{"enableRateLimit":true,"rateLimit":500,"options":{"defaultType":"spot"}},"ccxt_async_config":{"enableRateLimit":true,"rateLimit":500,"timeout":20000},"pair_whitelist":["OKB/USDT","TON/USDT"],"pair_blacklist":[]},"entry_pricing":{"price_side":"same","use_order_book":true,"order_book_top":1,"price_last_balance":0.0,"check_depth_of_market":{"enabled":false,"bids_to_ask_delta":1}},"exit_pricing":{"price_side":"other","use_order_book":true,"order_book_top":1},"pairlists":[{"method":"StaticPairList"}],"freqai":{"enabled":true,"identifier":"test175","freqaimodel":"XGBoostRegressor","purge_old_models":2,"train_period_days":90,"backtest_period_days":10,"live_retrain_hours":0,"data_kitchen":{"fillna":"ffill","feature_parameters":{"DI_threshold":0.5,"weight_factor":0.9}},"feature_parameters":{"include_timeframes":["3m"],"include_corr_pairlist":["BTC/USDT","ETH/USDT"],"label_period_candles":12,"include_shifted_candles":3,"indicator_periods_candles":[10,20,50],"plot_feature_importances":1,"feature_selection":{"method":"none"}},"data_split_parameters":{"test_size":0.2,"shuffle":false,"random_state":42},"model_training_parameters":{"n_estimators":300,"learning_rate":0.015,"max_depth":6,"subsample":0.9,"colsample_bytree":0.9,"objective":"reg:squarederror","eval_metric":"rmse","early_stopping_rounds":150,"reg_alpha":0.1,"reg_lambda":1.0}},"api_server":{"enabled":true,"listen_ip_address":"0.0.0.0","listen_port":8080,"verbosity":"error","enable_openapi":false,"jwt_secret_key":"6a599ab046dbb419014807dffd7b8823bfa7e5df56b17d545485deb87331b4ca","ws_token":"6O5pBDiRigiZrmIsofaE2rkKMJtf9h8zVQ","CORS_origins":[],"username":"freqAdmin","password":"REDACTED"},"bot_name":"freqtrade","initial_state":"running","force_entry_enable":false,"internals":{"process_throttle_secs":5,"heartbeat_interval":20,"loglevel":"DEBUG"},"config_files":["/freqtrade/config_examples/config_freqai.okx.json"]}
|
||||
@ -1,111 +1,112 @@
|
||||
Creating freqtrade_freqtrade_run ...
|
||||
Creating freqtrade_freqtrade_run ... done
|
||||
2025-05-04 10:00:04,232 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-04 10:00:04,439 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-04 10:00:05,878 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
|
||||
2025-05-04 10:00:05,880 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-04 10:00:05,881 - root - INFO - Logfile configured
|
||||
2025-05-04 10:00:05,881 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-04 10:00:05,882 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-04 10:00:05,882 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-04 10:00:05,882 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-04 10:00:05,882 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250315-20250415 ...
|
||||
2025-05-04 10:00:05,916 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-04 10:00:05,917 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-04 10:00:05,917 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-04 10:00:05,917 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250315-20250415
|
||||
2025-05-04 10:00:05,918 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-04 10:00:05,919 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-04 10:00:05,926 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-04 10:00:05,926 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-04 10:00:05,927 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-04 10:00:05,929 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-04 10:00:05,929 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-04 10:00:05,930 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
|
||||
2025-05-04 10:00:05,930 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-04 10:00:05,935 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-04 10:00:05,940 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-04 10:00:08,555 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-04 10:00:08,608 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy OKXRegressionStrategy from '/freqtrade/templates/OKXRegressionStrategy.py'...
|
||||
2025-05-04 10:00:08,609 - freqtrade.strategy.hyper - INFO - Found no parameter file.
|
||||
2025-05-04 10:00:08,609 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
|
||||
2025-05-04 10:00:08,609 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
|
||||
2025-05-04 10:00:08,610 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-04 10:00:08,610 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
|
||||
2025-05-04 10:00:08,610 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-04 10:00:08,611 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
2025-05-04 10:49:39,348 - freqtrade - INFO - freqtrade docker-2025.4-dev-23e4943b
|
||||
2025-05-04 10:49:39,557 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-04 10:49:40,987 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
|
||||
2025-05-04 10:49:40,989 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-04 10:49:40,989 - root - INFO - Logfile configured
|
||||
2025-05-04 10:49:40,990 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-04 10:49:40,990 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-04 10:49:40,990 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-04 10:49:40,991 - freqtrade.configuration.configuration - INFO - Parameter --fee detected, setting fee to: 0.0008 ...
|
||||
2025-05-04 10:49:40,991 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250407-20250415 ...
|
||||
2025-05-04 10:49:41,020 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-04 10:49:41,021 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-04 10:49:41,022 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-04 10:49:41,022 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250407-20250415
|
||||
2025-05-04 10:49:41,022 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-04 10:49:41,024 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-04 10:49:41,032 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-04 10:49:41,032 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-04 10:49:41,033 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-04 10:49:41,035 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-04 10:49:41,036 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-04 10:49:41,036 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.77
|
||||
2025-05-04 10:49:41,036 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-04 10:49:41,042 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-04 10:49:41,048 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-04 10:49:43,603 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-04 10:49:43,657 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy OKXRegressionStrategy from '/freqtrade/templates/OKXRegressionStrategy.py'...
|
||||
2025-05-04 10:49:43,658 - freqtrade.strategy.hyper - INFO - Found no parameter file.
|
||||
2025-05-04 10:49:43,658 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
|
||||
2025-05-04 10:49:43,659 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
|
||||
2025-05-04 10:49:43,659 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-04 10:49:43,659 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
|
||||
2025-05-04 10:49:43,660 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-04 10:49:43,660 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
'minutes'}.
|
||||
2025-05-04 10:00:08,611 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
|
||||
2025-05-04 10:00:08,611 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {}
|
||||
2025-05-04 10:00:08,612 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-04 10:00:08,612 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-04 10:00:08,612 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-04 10:00:08,612 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-04 10:00:08,613 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0
|
||||
2025-05-04 10:00:08,613 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-04 10:00:08,613 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-04 10:00:08,614 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-04 10:00:08,614 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
2025-05-04 10:49:43,661 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
|
||||
2025-05-04 10:49:43,661 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {}
|
||||
2025-05-04 10:49:43,661 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-04 10:49:43,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-04 10:49:43,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-04 10:49:43,662 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-04 10:49:43,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.0
|
||||
2025-05-04 10:49:43,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-04 10:49:43,663 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-04 10:49:43,664 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-04 10:49:43,664 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
'stoploss_on_exchange_interval': 60}
|
||||
2025-05-04 10:00:08,614 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-04 10:00:08,615 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-04 10:00:08,615 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-04 10:00:08,615 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-04 10:00:08,615 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-04 10:00:08,616 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-04 10:00:08,616 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-04 10:00:08,616 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-04 10:00:08,616 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-04 10:00:08,617 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-04 10:00:08,617 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-04 10:00:08,617 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-04 10:00:08,617 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-04 10:00:08,618 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-04 10:00:08,618 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-04 10:00:08,621 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-04 10:00:08,627 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-04 10:00:08,628 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 10:00:08,628 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
|
||||
2025-05-04 10:00:08,774 - freqtrade.optimize.backtesting - INFO - Loading data from 2024-12-14 21:30:00 up to 2025-04-15 00:00:00 (121 days).
|
||||
2025-05-04 10:00:08,775 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-04 10:00:08,776 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy OKXRegressionStrategy
|
||||
2025-05-04 10:00:10,347 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-04 10:00:10,563 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-04 10:00:10,563 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-04 10:00:10,564 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-04 10:00:10,564 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT', 'TON/USDT']
|
||||
2025-05-04 10:00:10,565 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
|
||||
2025-05-04 10:00:10,565 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_period = 14
|
||||
2025-05-04 10:00:10,566 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
|
||||
2025-05-04 10:00:10,566 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_multiplier = 2.0
|
||||
2025-05-04 10:00:10,567 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-04 10:00:10,573 - freqtrade.freqai.freqai_interface - INFO - Training 4 timeranges
|
||||
2025-05-04 10:00:10,575 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2024-12-15 00:00:00 to 2025-03-15 00:00:00, 1/4 trains
|
||||
2025-05-04 10:00:10,575 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1741996800_prediction.feather
|
||||
2025-05-04 10:00:10,887 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 10:00:10,888 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2024-12-14 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 10:00:11,124 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 10:00:11,124 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2024-12-14 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 10:49:43,665 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-04 10:49:43,665 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-04 10:49:43,665 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-04 10:49:43,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-04 10:49:43,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-04 10:49:43,666 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-04 10:49:43,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-04 10:49:43,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-04 10:49:43,667 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-04 10:49:43,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-04 10:49:43,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-04 10:49:43,668 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-04 10:49:43,669 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-04 10:49:43,669 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-04 10:49:43,670 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-04 10:49:43,673 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-04 10:49:43,679 - freqtrade.optimize.backtesting - INFO - Using fee 0.0800% from config.
|
||||
2025-05-04 10:49:43,680 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 10:49:43,681 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 43250 ...
|
||||
2025-05-04 10:49:43,823 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-01-06 21:30:00 up to 2025-04-15 00:00:00 (98 days).
|
||||
2025-05-04 10:49:43,824 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-04 10:49:43,825 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy OKXRegressionStrategy
|
||||
2025-05-04 10:49:45,413 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-04 10:49:45,619 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-04 10:49:45,619 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-04 10:49:45,620 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-04 10:49:45,620 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['OKB/USDT', 'TON/USDT']
|
||||
2025-05-04 10:49:45,621 - freqtrade.strategy.hyper - INFO - No params for buy found, using default values.
|
||||
2025-05-04 10:49:45,621 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_period = 14
|
||||
2025-05-04 10:49:45,621 - freqtrade.strategy.hyper - INFO - No params for sell found, using default values.
|
||||
2025-05-04 10:49:45,622 - freqtrade.strategy.hyper - INFO - Strategy Parameter(default): atr_multiplier = 2.0
|
||||
2025-05-04 10:49:45,622 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-04 10:49:45,627 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-04 10:49:45,629 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
|
||||
2025-05-04 10:49:45,629 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743984000_prediction.feather
|
||||
2025-05-04 10:49:45,875 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 10:49:45,875 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
|
||||
2025-05-04 10:49:46,073 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 43250
|
||||
2025-05-04 10:49:46,074 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-01-06 21:30:00 to 2025-04-15 00:00:00
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning: DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
dataframe = dataframe.fillna(method="ffill").fillna(0)
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning: DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
dataframe = dataframe.fillna(method="ffill").fillna(0)
|
||||
2025-05-04 10:00:17,121 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1741996800/cb_okb_1741996800
|
||||
2025-05-04 10:00:17,122 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 10:00:17,243 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 10:00:17,244 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-12-15 to 2025-03-14 --------------------
|
||||
2025-05-04 10:00:17,300 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 10:00:17,350 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 10:00:17,351 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.09642 validation_1-rmse:0.09346
|
||||
2025-05-04 10:03:05,857 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (168.74 secs) --------------------
|
||||
2025-05-04 10:03:06,074 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1741996800/cb_okb_1741996800--s_close.html
|
||||
2025-05-04 10:03:06,075 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 10:03:06,157 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 10:03:06,172 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2024-12-25 00:00:00 to 2025-03-25 00:00:00, 2/4 trains
|
||||
2025-05-04 10:03:06,173 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1742860800_prediction.feather
|
||||
2025-05-04 10:49:52,079 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000
|
||||
2025-05-04 10:49:52,080 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 10:49:52,209 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 10:49:52,210 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
|
||||
2025-05-04 10:49:52,264 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 10:49:52,312 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 10:49:52,313 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.09103 validation_1-rmse:0.09003
|
||||
2025-05-04 10:54:39,557 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (287.48 secs) --------------------
|
||||
2025-05-04 10:54:39,775 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743984000/cb_okb_1743984000--s_close.html
|
||||
2025-05-04 10:54:39,776 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 10:54:39,838 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 10:54:39,925 - freqtrade.freqai.freqai_interface - INFO - Training 1 timeranges
|
||||
2025-05-04 10:54:39,926 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2025-01-07 00:00:00 to 2025-04-07 00:00:00, 1/1 trains
|
||||
2025-05-04 10:54:39,927 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_ton_1743984000_prediction.feather
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
@ -114,167 +115,28 @@ DataFrame.fillna with 'method' is deprecated and will raise in a future version.
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
2025-05-04 10:03:12,769 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1742860800/cb_okb_1742860800
|
||||
2025-05-04 10:03:12,770 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 10:03:12,879 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 10:03:12,880 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-12-25 to 2025-03-24 --------------------
|
||||
2025-05-04 10:03:12,931 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 10:03:12,976 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 10:03:12,977 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.09564 validation_1-rmse:0.09378
|
||||
2025-05-04 10:06:22,192 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (189.42 secs) --------------------
|
||||
2025-05-04 10:06:22,228 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1742860800/cb_okb_1742860800--s_close.html
|
||||
2025-05-04 10:06:22,229 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 10:06:22,303 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 10:06:22,317 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2025-01-04 00:00:00 to 2025-04-04 00:00:00, 3/4 trains
|
||||
2025-05-04 10:06:22,318 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1743724800_prediction.feather
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
2025-05-04 10:06:29,632 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1743724800/cb_okb_1743724800
|
||||
2025-05-04 10:06:29,633 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 10:06:29,779 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 10:06:29,780 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-04 to 2025-04-03 --------------------
|
||||
2025-05-04 10:06:29,843 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 10:06:29,892 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 10:06:29,893 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.08848 validation_1-rmse:0.09002
|
||||
2025-05-04 10:09:40,153 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (190.52 secs) --------------------
|
||||
2025-05-04 10:09:40,190 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1743724800/cb_okb_1743724800--s_close.html
|
||||
2025-05-04 10:09:40,191 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 10:09:40,266 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 10:09:40,280 - freqtrade.freqai.freqai_interface - INFO - Training OKB/USDT, 1/2 pairs from 2025-01-14 00:00:00 to 2025-04-14 00:00:00, 4/4 trains
|
||||
2025-05-04 10:09:40,281 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_okb_1744588800_prediction.feather
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
2025-05-04 10:09:47,744 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-OKB_1744588800/cb_okb_1744588800
|
||||
2025-05-04 10:09:47,745 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training OKB/USDT --------------------
|
||||
2025-05-04 10:09:47,860 - freqtrade.freqai.data_kitchen - INFO - OKB/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 10:09:47,861 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-14 to 2025-04-13 --------------------
|
||||
2025-05-04 10:09:47,914 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 10:09:47,962 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 10:09:47,963 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.09452 validation_1-rmse:0.08989
|
||||
2025-05-04 10:13:16,409 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training OKB/USDT (208.66 secs) --------------------
|
||||
2025-05-04 10:13:16,447 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-OKB_1744588800/cb_okb_1744588800--s_close.html
|
||||
2025-05-04 10:13:16,448 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 10:13:16,488 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 10:13:16,582 - freqtrade.freqai.freqai_interface - INFO - Training 4 timeranges
|
||||
2025-05-04 10:13:16,584 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2024-12-15 00:00:00 to 2025-03-15 00:00:00, 1/4 trains
|
||||
2025-05-04 10:13:16,584 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_ton_1741996800_prediction.feather
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
2025-05-04 10:13:23,002 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1741996800/cb_ton_1741996800
|
||||
2025-05-04 10:13:23,002 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT --------------------
|
||||
2025-05-04 10:13:23,131 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 10:13:23,132 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-12-15 to 2025-03-14 --------------------
|
||||
2025-05-04 10:13:23,190 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 10:13:23,239 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 10:13:23,240 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.15301 validation_1-rmse:0.14684
|
||||
2025-05-04 10:17:01,364 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (218.36 secs) --------------------
|
||||
2025-05-04 10:17:01,399 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1741996800/cb_ton_1741996800--s_close.html
|
||||
2025-05-04 10:17:01,399 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 10:17:01,478 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 10:17:01,493 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2024-12-25 00:00:00 to 2025-03-25 00:00:00, 2/4 trains
|
||||
2025-05-04 10:17:01,493 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_ton_1742860800_prediction.feather
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
2025-05-04 10:17:07,997 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1742860800/cb_ton_1742860800
|
||||
2025-05-04 10:17:07,998 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT --------------------
|
||||
2025-05-04 10:17:08,113 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 10:17:08,113 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2024-12-25 to 2025-03-24 --------------------
|
||||
2025-05-04 10:17:08,171 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 10:17:08,221 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 10:17:08,222 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.15763 validation_1-rmse:0.14695
|
||||
2025-05-04 10:20:55,700 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (227.70 secs) --------------------
|
||||
2025-05-04 10:20:55,739 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1742860800/cb_ton_1742860800--s_close.html
|
||||
2025-05-04 10:20:55,739 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 10:20:55,818 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 10:20:55,833 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2025-01-04 00:00:00 to 2025-04-04 00:00:00, 3/4 trains
|
||||
2025-05-04 10:20:55,834 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_ton_1743724800_prediction.feather
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
2025-05-04 10:21:03,033 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1743724800/cb_ton_1743724800
|
||||
2025-05-04 10:21:03,034 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT --------------------
|
||||
2025-05-04 10:21:03,172 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 10:21:03,172 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-04 to 2025-04-03 --------------------
|
||||
2025-05-04 10:21:03,233 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 10:21:03,283 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 10:21:03,283 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.12233 validation_1-rmse:0.12236
|
||||
2025-05-04 10:24:59,628 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (236.59 secs) --------------------
|
||||
2025-05-04 10:24:59,665 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1743724800/cb_ton_1743724800--s_close.html
|
||||
2025-05-04 10:24:59,666 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 10:24:59,742 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 10:24:59,758 - freqtrade.freqai.freqai_interface - INFO - Training TON/USDT, 2/2 pairs from 2025-01-14 00:00:00 to 2025-04-14 00:00:00, 4/4 trains
|
||||
2025-05-04 10:24:59,759 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_ton_1744588800_prediction.feather
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
/freqtrade/templates/OKXRegressionStrategy.py:246: FutureWarning:
|
||||
|
||||
DataFrame.fillna with 'method' is deprecated and will raise in a future version. Use obj.ffill() or obj.bfill() instead.
|
||||
|
||||
2025-05-04 10:25:07,398 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1744588800/cb_ton_1744588800
|
||||
2025-05-04 10:25:07,399 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT --------------------
|
||||
2025-05-04 10:25:07,513 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 10:25:07,514 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-14 to 2025-04-13 --------------------
|
||||
2025-05-04 10:25:07,573 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 10:25:07,625 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 10:25:07,626 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.12282 validation_1-rmse:0.12241
|
||||
2025-05-04 10:29:18,386 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (250.99 secs) --------------------
|
||||
2025-05-04 10:29:18,424 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1744588800/cb_ton_1744588800--s_close.html
|
||||
2025-05-04 10:29:18,425 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 10:29:18,466 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 10:29:18,567 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-03-15 00:00:00 up to 2025-04-15 00:00:00 (31 days).
|
||||
2025-05-04 10:29:18,940 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-04_10-29-18.meta.json"
|
||||
2025-05-04 10:54:46,169 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000
|
||||
2025-05-04 10:54:46,169 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training TON/USDT --------------------
|
||||
2025-05-04 10:54:46,285 - freqtrade.freqai.data_kitchen - INFO - TON/USDT: dropped 0 training points due to NaNs in populated dataset 43200.
|
||||
2025-05-04 10:54:46,286 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-01-07 to 2025-04-06 --------------------
|
||||
2025-05-04 10:54:46,340 - datasieve.pipeline - INFO - VarianceThreshold will remove 1 features from the dataset.on transform. ['%-hour_of_day']
|
||||
2025-05-04 10:54:46,388 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 181 features
|
||||
2025-05-04 10:54:46,388 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 34560 data points
|
||||
[99] validation_0-rmse:0.12193 validation_1-rmse:0.12248
|
||||
2025-05-04 10:59:22,550 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training TON/USDT (276.38 secs) --------------------
|
||||
2025-05-04 10:59:22,585 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-TON_1743984000/cb_ton_1743984000--s_close.html
|
||||
2025-05-04 10:59:22,586 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-04 10:59:22,650 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-04 10:59:22,731 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-07 00:00:00 up to 2025-04-15 00:00:00 (8 days).
|
||||
2025-05-04 10:59:22,926 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-04_10-59-22.meta.json"
|
||||
Result for strategy OKXRegressionStrategy
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ TON/USDT │ 5 │ -0.04 │ -0.040 │ -0.0 │ 0:07:00 │ 2 0 3 40.0 │
|
||||
│ OKB/USDT │ 29 │ -0.15 │ -0.848 │ -0.08 │ 1:00:00 │ 10 0 19 34.5 │
|
||||
│ TOTAL │ 34 │ -0.13 │ -0.887 │ -0.09 │ 0:52:00 │ 12 0 22 35.3 │
|
||||
│ OKB/USDT │ 6 │ 0.55 │ 0.659 │ 0.07 │ 0:28:00 │ 4 0 2 66.7 │
|
||||
│ TON/USDT │ 3 │ -0.1 │ -0.062 │ -0.01 │ 0:02:00 │ 1 0 2 33.3 │
|
||||
│ TOTAL │ 9 │ 0.33 │ 0.597 │ 0.06 │ 0:19:00 │ 5 0 4 55.6 │
|
||||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
LEFT OPEN TRADES REPORT
|
||||
┏━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
@ -286,79 +148,79 @@ Result for strategy OKXRegressionStrategy
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OTHER │ 34 │ -0.13 │ -0.887 │ -0.09 │ 0:52:00 │ 12 0 22 35.3 │
|
||||
│ TOTAL │ 34 │ -0.13 │ -0.887 │ -0.09 │ 0:52:00 │ 12 0 22 35.3 │
|
||||
│ OTHER │ 9 │ 0.33 │ 0.597 │ 0.06 │ 0:19:00 │ 5 0 4 55.6 │
|
||||
│ TOTAL │ 9 │ 0.33 │ 0.597 │ 0.06 │ 0:19:00 │ 5 0 4 55.6 │
|
||||
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
EXIT REASON STATS
|
||||
┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ trailing_stop_loss │ 30 │ 0.0 │ 0.024 │ 0.0 │ 0:49:00 │ 12 0 18 40.0 │
|
||||
│ exit_signal │ 4 │ -1.14 │ -0.911 │ -0.09 │ 1:14:00 │ 0 0 4 0 │
|
||||
│ TOTAL │ 34 │ -0.13 │ -0.887 │ -0.09 │ 0:52:00 │ 12 0 22 35.3 │
|
||||
│ exit_signal │ 3 │ 1.24 │ 0.744 │ 0.07 │ 0:49:00 │ 3 0 0 100 │
|
||||
│ trailing_stop_loss │ 6 │ -0.12 │ -0.147 │ -0.01 │ 0:04:00 │ 2 0 4 33.3 │
|
||||
│ TOTAL │ 9 │ 0.33 │ 0.597 │ 0.06 │ 0:19:00 │ 5 0 4 55.6 │
|
||||
└────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
MIXED TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ │ trailing_stop_loss │ 30 │ 0.0 │ 0.024 │ 0.0 │ 0:49:00 │ 12 0 18 40.0 │
|
||||
│ │ exit_signal │ 4 │ -1.14 │ -0.911 │ -0.09 │ 1:14:00 │ 0 0 4 0 │
|
||||
│ TOTAL │ │ 34 │ -0.13 │ -0.887 │ -0.09 │ 0:52:00 │ 12 0 22 35.3 │
|
||||
│ │ exit_signal │ 3 │ 1.24 │ 0.744 │ 0.07 │ 0:49:00 │ 3 0 0 100 │
|
||||
│ │ trailing_stop_loss │ 6 │ -0.12 │ -0.147 │ -0.01 │ 0:04:00 │ 2 0 4 33.3 │
|
||||
│ TOTAL │ │ 9 │ 0.33 │ 0.597 │ 0.06 │ 0:19:00 │ 5 0 4 55.6 │
|
||||
└───────────┴────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
SUMMARY METRICS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Metric ┃ Value ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ Backtesting from │ 2025-03-15 00:00:00 │
|
||||
│ Backtesting from │ 2025-04-07 00:00:00 │
|
||||
│ Backtesting to │ 2025-04-15 00:00:00 │
|
||||
│ Trading Mode │ Spot │
|
||||
│ Max open trades │ 2 │
|
||||
│ │ │
|
||||
│ Total/Daily Avg Trades │ 34 / 1.1 │
|
||||
│ Total/Daily Avg Trades │ 9 / 1.12 │
|
||||
│ Starting balance │ 1000 USDT │
|
||||
│ Final balance │ 999.113 USDT │
|
||||
│ Absolute profit │ -0.887 USDT │
|
||||
│ Total profit % │ -0.09% │
|
||||
│ CAGR % │ -1.04% │
|
||||
│ Sortino │ -6.33 │
|
||||
│ Sharpe │ -2.63 │
|
||||
│ Calmar │ -28.54 │
|
||||
│ SQN │ -0.72 │
|
||||
│ Profit factor │ 0.71 │
|
||||
│ Expectancy (Ratio) │ -0.03 (-0.19) │
|
||||
│ Avg. daily profit % │ -0.00% │
|
||||
│ Avg. stake amount │ 19.971 USDT │
|
||||
│ Total trade volume │ 1359.332 USDT │
|
||||
│ Final balance │ 1000.597 USDT │
|
||||
│ Absolute profit │ 0.597 USDT │
|
||||
│ Total profit % │ 0.06% │
|
||||
│ CAGR % │ 2.76% │
|
||||
│ Sortino │ 37.00 │
|
||||
│ Sharpe │ 7.69 │
|
||||
│ Calmar │ 890.73 │
|
||||
│ SQN │ 1.01 │
|
||||
│ Profit factor │ 2.49 │
|
||||
│ Expectancy (Ratio) │ 0.07 (0.66) │
|
||||
│ Avg. daily profit % │ 0.01% │
|
||||
│ Avg. stake amount │ 20.003 USDT │
|
||||
│ Total trade volume │ 361.233 USDT │
|
||||
│ │ │
|
||||
│ Best Pair │ TON/USDT -0.00% │
|
||||
│ Worst Pair │ OKB/USDT -0.08% │
|
||||
│ Best trade │ OKB/USDT 4.09% │
|
||||
│ Worst trade │ OKB/USDT -1.75% │
|
||||
│ Best day │ 0.444 USDT │
|
||||
│ Worst day │ -0.325 USDT │
|
||||
│ Days win/draw/lose │ 4 / 14 / 8 │
|
||||
│ Avg. Duration Winners │ 1:19:00 │
|
||||
│ Avg. Duration Loser │ 0:38:00 │
|
||||
│ Max Consecutive Wins / Loss │ 3 / 6 │
|
||||
│ Best Pair │ OKB/USDT 0.07% │
|
||||
│ Worst Pair │ TON/USDT -0.01% │
|
||||
│ Best trade │ OKB/USDT 1.95% │
|
||||
│ Worst trade │ OKB/USDT -0.71% │
|
||||
│ Best day │ 0.332 USDT │
|
||||
│ Worst day │ 0 USDT │
|
||||
│ Days win/draw/lose │ 3 / 3 / 0 │
|
||||
│ Avg. Duration Winners │ 0:32:00 │
|
||||
│ Avg. Duration Loser │ 0:04:00 │
|
||||
│ Max Consecutive Wins / Loss │ 2 / 2 │
|
||||
│ Rejected Entry signals │ 0 │
|
||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||
│ │ │
|
||||
│ Min balance │ 998.235 USDT │
|
||||
│ Max balance │ 1000.151 USDT │
|
||||
│ Max % of account underwater │ 0.19% │
|
||||
│ Absolute Drawdown (Account) │ 0.19% │
|
||||
│ Absolute Drawdown │ 1.916 USDT │
|
||||
│ Drawdown high │ 0.151 USDT │
|
||||
│ Drawdown low │ -1.765 USDT │
|
||||
│ Drawdown Start │ 2025-03-16 15:09:00 │
|
||||
│ Drawdown End │ 2025-04-08 17:27:00 │
|
||||
│ Market change │ 6.23% │
|
||||
│ Min balance │ 999.84 USDT │
|
||||
│ Max balance │ 1000.597 USDT │
|
||||
│ Max % of account underwater │ 0.02% │
|
||||
│ Absolute Drawdown (Account) │ 0.02% │
|
||||
│ Absolute Drawdown │ 0.16 USDT │
|
||||
│ Drawdown high │ -0.039 USDT │
|
||||
│ Drawdown low │ -0.16 USDT │
|
||||
│ Drawdown Start │ 2025-04-07 07:06:00 │
|
||||
│ Drawdown End │ 2025-04-07 07:24:00 │
|
||||
│ Market change │ -0.70% │
|
||||
└─────────────────────────────┴─────────────────────┘
|
||||
|
||||
Backtested 2025-03-15 00:00:00 -> 2025-04-15 00:00:00 | Max open trades : 2
|
||||
STRATEGY SUMMARY
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKXRegressionStrategy │ 34 │ -0.13 │ -0.887 │ -0.09 │ 0:52:00 │ 12 0 22 35.3 │ 1.916 USDT 0.19% │
|
||||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴───────────────────┘
|
||||
Backtested 2025-04-07 00:00:00 -> 2025-04-15 00:00:00 | Max open trades : 2
|
||||
STRATEGY SUMMARY
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Strategy ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃ Drawdown ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━┩
|
||||
│ OKXRegressionStrategy │ 9 │ 0.33 │ 0.597 │ 0.06 │ 0:19:00 │ 5 0 4 55.6 │ 0.16 USDT 0.02% │
|
||||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴──────────────────┘
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user