run.sh
This commit is contained in:
zhangkun9038@dingtalk.com
parent
40708d6ea9
commit
ec9ee84306
@ -1 +0,0 @@
|
||||
{"FreqaiExampleStrategy":{"run_id":"503e73c282d0ca15563ac9a0a92479d87ab89671","backtest_start_time":1746073641,"timeframe":"3m","timeframe_detail":null,"backtest_start_ts":1743465600,"backtest_end_ts":1745107200}}
|
||||
Binary file not shown.
File diff suppressed because one or more lines are too long
1
result/backtest-result-2025-05-01_04-44-58.meta.json
Normal file
1
result/backtest-result-2025-05-01_04-44-58.meta.json
Normal file
@ -0,0 +1 @@
|
||||
{"FreqaiExampleStrategy":{"run_id":"cfc214dcdc7f4207a8a7b44e1b0be860672291d8","backtest_start_time":1746074689,"timeframe":"3m","timeframe_detail":null,"backtest_start_ts":1743465600,"backtest_end_ts":1745107200}}
|
||||
@ -30,7 +30,7 @@ class FreqaiExampleStrategy(IStrategy):
|
||||
|
||||
# FreqAI 配置
|
||||
freqai_info = {
|
||||
"model": "CatboostClassifier", # 与config保持一致
|
||||
"model": "XGBoostRegressor", # 与config保持一致
|
||||
"feature_parameters": {
|
||||
"include_timeframes": ["3m", "15m", "1h"], # 与config一致
|
||||
"include_corr_pairlist": ["BTC/USDT", "SOL/USDT"], # 添加相关交易对
|
||||
436
result/output_filted.log
Normal file
436
result/output_filted.log
Normal file
@ -0,0 +1,436 @@
|
||||
Creating freqtrade_freqtrade_run ...
|
||||
Creating freqtrade_freqtrade_run ... done
|
||||
2025-05-01 04:44:45,466 - freqtrade - INFO - freqtrade 2025.3
|
||||
2025-05-01 04:44:45,680 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
|
||||
2025-05-01 04:44:47,095 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
|
||||
2025-05-01 04:44:47,097 - freqtrade.loggers - INFO - Enabling colorized output.
|
||||
2025-05-01 04:44:47,098 - root - INFO - Logfile configured
|
||||
2025-05-01 04:44:47,098 - freqtrade.loggers - INFO - Verbosity set to 0
|
||||
2025-05-01 04:44:47,099 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
|
||||
2025-05-01 04:44:47,099 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
|
||||
2025-05-01 04:44:47,099 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250420 ...
|
||||
2025-05-01 04:44:47,136 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
|
||||
2025-05-01 04:44:47,136 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
|
||||
2025-05-01 04:44:47,137 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
|
||||
2025-05-01 04:44:47,137 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250420
|
||||
2025-05-01 04:44:47,138 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
|
||||
2025-05-01 04:44:47,139 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
|
||||
2025-05-01 04:44:47,146 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
|
||||
2025-05-01 04:44:47,146 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
|
||||
2025-05-01 04:44:47,147 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-01 04:44:47,149 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
|
||||
2025-05-01 04:44:47,149 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
|
||||
2025-05-01 04:44:47,150 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.69
|
||||
2025-05-01 04:44:47,150 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
|
||||
2025-05-01 04:44:47,155 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
|
||||
2025-05-01 04:44:47,160 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
|
||||
2025-05-01 04:44:49,712 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
|
||||
2025-05-01 04:44:49,734 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
|
||||
2025-05-01 04:44:49,735 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
|
||||
2025-05-01 04:44:49,735 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
|
||||
2025-05-01 04:44:49,736 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
|
||||
2025-05-01 04:44:49,736 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
|
||||
2025-05-01 04:44:49,736 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
|
||||
2025-05-01 04:44:49,737 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
|
||||
2025-05-01 04:44:49,737 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
|
||||
'minutes'}.
|
||||
2025-05-01 04:44:49,737 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
|
||||
2025-05-01 04:44:49,738 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
|
||||
2025-05-01 04:44:49,738 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
|
||||
2025-05-01 04:44:49,738 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
|
||||
2025-05-01 04:44:49,739 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
|
||||
2025-05-01 04:44:49,739 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
|
||||
2025-05-01 04:44:49,739 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
|
||||
2025-05-01 04:44:49,739 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
|
||||
2025-05-01 04:44:49,740 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
|
||||
2025-05-01 04:44:49,740 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
|
||||
2025-05-01 04:44:49,740 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
|
||||
'stoploss_on_exchange_interval': 60}
|
||||
2025-05-01 04:44:49,741 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
|
||||
2025-05-01 04:44:49,741 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
|
||||
2025-05-01 04:44:49,741 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
|
||||
2025-05-01 04:44:49,741 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
|
||||
2025-05-01 04:44:49,742 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
|
||||
2025-05-01 04:44:49,742 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
|
||||
2025-05-01 04:44:49,742 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
|
||||
2025-05-01 04:44:49,742 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
|
||||
2025-05-01 04:44:49,743 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
|
||||
2025-05-01 04:44:49,743 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
|
||||
2025-05-01 04:44:49,743 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
|
||||
2025-05-01 04:44:49,744 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
|
||||
2025-05-01 04:44:49,744 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
|
||||
2025-05-01 04:44:49,744 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
|
||||
2025-05-01 04:44:49,745 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
|
||||
2025-05-01 04:44:49,748 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
|
||||
2025-05-01 04:44:49,754 - freqtrade.optimize.backtesting - INFO - Using fee 0.1500% - worst case fee from exchange (lowest tier).
|
||||
2025-05-01 04:44:49,755 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||||
2025-05-01 04:44:49,755 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 14450 ...
|
||||
2025-05-01 04:44:49,887 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-03-01 21:30:00 up to 2025-04-20 00:00:00 (49 days).
|
||||
2025-05-01 04:44:49,888 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
|
||||
2025-05-01 04:44:49,889 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
|
||||
2025-05-01 04:44:51,454 - matplotlib.font_manager - INFO - generated new fontManager
|
||||
2025-05-01 04:44:51,651 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
|
||||
2025-05-01 04:44:51,652 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
|
||||
2025-05-01 04:44:51,652 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
|
||||
2025-05-01 04:44:51,652 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['BTC/USDT', 'SOL/USDT']
|
||||
2025-05-01 04:44:51,653 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
|
||||
2025-05-01 04:44:51,654 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
|
||||
2025-05-01 04:44:51,654 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
|
||||
2025-05-01 04:44:51,656 - FreqaiExampleStrategy - INFO - 处理交易对：BTC/USDT
|
||||
2025-05-01 04:44:51,658 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
|
||||
2025-05-01 04:44:51,659 - freqtrade.freqai.freqai_interface - INFO - Training BTC/USDT, 1/2 pairs from 2025-03-02 00:00:00 to 2025-04-01 00:00:00, 1/2 trains
|
||||
2025-05-01 04:44:51,660 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_btc_1743465600_prediction.feather
|
||||
2025-05-01 04:44:51,675 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:51,692 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:51,708 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:51,761 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-05-01 04:44:51,762 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 04:44:51,813 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:51,825 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:51,837 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:51,877 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-05-01 04:44:51,878 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 04:44:51,900 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:51,907 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:51,915 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:51,987 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||||
2025-05-01 04:44:51,987 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 04:44:52,051 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:52,068 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:52,084 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:52,139 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-05-01 04:44:52,139 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 04:44:52,178 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:52,188 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:52,198 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:52,247 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-05-01 04:44:52,248 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 04:44:52,269 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:52,277 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:52,285 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:52,345 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 04:44:52,351 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
|
||||
2025-05-01 04:44:52,353 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 0.007116 50.010488
|
||||
1 0.005291 50.010488
|
||||
2 0.004416 50.010488
|
||||
3 0.002082 50.010488
|
||||
4 0.001904 50.010488
|
||||
2025-05-01 04:44:52,358 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 04:44:52,364 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 04:44:52,365 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 0.007116 49.846666
|
||||
1 0.005291 49.846666
|
||||
2 0.004416 49.846666
|
||||
3 0.002082 49.846666
|
||||
4 0.001904 49.846666
|
||||
2025-05-01 04:44:52,374 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600
|
||||
2025-05-01 04:44:52,374 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
|
||||
2025-05-01 04:44:52,395 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 04:44:52,396 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
|
||||
2025-05-01 04:44:52,411 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
|
||||
2025-05-01 04:44:52,412 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning: [04:44:52] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
warnings.warn(smsg, UserWarning)
|
||||
[99] validation_0-rmse:0.13679 validation_1-rmse:0.11901
|
||||
2025-05-01 04:44:53,137 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (0.76 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[04:44:53] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
2025-05-01 04:44:53,354 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600--buy_rsi.html
|
||||
2025-05-01 04:44:53,355 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 04:44:53,375 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 04:44:53,382 - freqtrade.freqai.freqai_interface - INFO - Training BTC/USDT, 1/2 pairs from 2025-03-12 00:00:00 to 2025-04-11 00:00:00, 2/2 trains
|
||||
2025-05-01 04:44:53,383 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_btc_1744329600_prediction.feather
|
||||
2025-05-01 04:44:53,390 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 04:44:53,395 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 04:44:53,397 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 0.007116 49.846666
|
||||
1 0.005291 49.846666
|
||||
2 0.004416 49.846666
|
||||
3 0.002082 49.846666
|
||||
4 0.001904 49.846666
|
||||
2025-05-01 04:44:53,406 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
|
||||
2025-05-01 04:44:53,412 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
|
||||
2025-05-01 04:44:53,413 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 0.007116 50.074781
|
||||
1 0.005291 50.074781
|
||||
2 0.004416 50.074781
|
||||
3 0.002082 50.074781
|
||||
4 0.001904 50.074781
|
||||
2025-05-01 04:44:53,420 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600
|
||||
2025-05-01 04:44:53,421 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
|
||||
2025-05-01 04:44:53,437 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 04:44:53,437 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
|
||||
2025-05-01 04:44:53,452 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
|
||||
2025-05-01 04:44:53,453 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[04:44:53] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.13376 validation_1-rmse:0.11638
|
||||
2025-05-01 04:44:54,192 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (0.77 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[04:44:54] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
2025-05-01 04:44:54,230 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600--buy_rsi.html
|
||||
2025-05-01 04:44:54,231 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 04:44:54,249 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 04:44:54,305 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=39.26145316407591, sell_rsi=59.26145316407591, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-01 04:44:54,343 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
|
||||
up_or_down
|
||||
1 11845
|
||||
0 11726
|
||||
2025-05-01 04:44:54,344 - FreqaiExampleStrategy - INFO - do_predict 值统计：
|
||||
do_predict
|
||||
0.0 14451
|
||||
1.0 9120
|
||||
2025-05-01 04:44:54,347 - FreqaiExampleStrategy - INFO - 处理交易对：SOL/USDT
|
||||
2025-05-01 04:44:54,349 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
|
||||
2025-05-01 04:44:54,350 - freqtrade.freqai.freqai_interface - INFO - Training SOL/USDT, 2/2 pairs from 2025-03-02 00:00:00 to 2025-04-01 00:00:00, 1/2 trains
|
||||
2025-05-01 04:44:54,350 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_sol_1743465600_prediction.feather
|
||||
2025-05-01 04:44:54,361 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:54,373 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:54,386 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:54,419 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
|
||||
2025-05-01 04:44:54,419 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 04:44:54,468 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:54,479 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:54,490 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:54,521 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
|
||||
2025-05-01 04:44:54,522 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 04:44:54,544 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:54,552 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:54,560 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:54,618 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
|
||||
2025-05-01 04:44:54,619 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
|
||||
2025-05-01 04:44:54,672 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:54,685 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:54,698 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:54,752 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:54,763 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:54,774 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:54,828 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:54,836 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:54,844 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:54,920 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:54,933 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:54,946 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:55,012 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:55,023 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:55,034 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:55,103 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:55,111 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:55,119 - FreqaiExampleStrategy - INFO - 特征工程完成，特征数量：13
|
||||
2025-05-01 04:44:55,193 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 04:44:55,198 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
|
||||
2025-05-01 04:44:55,200 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 0.016595 49.72136
|
||||
1 0.012811 49.72136
|
||||
2 0.010135 49.72136
|
||||
3 0.008514 49.72136
|
||||
4 0.006242 49.72136
|
||||
2025-05-01 04:44:55,210 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 04:44:55,215 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 04:44:55,217 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 0.016595 49.562407
|
||||
1 0.012811 49.562407
|
||||
2 0.010135 49.562407
|
||||
3 0.008514 49.562407
|
||||
4 0.006242 49.562407
|
||||
2025-05-01 04:44:55,229 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600
|
||||
2025-05-01 04:44:55,230 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
|
||||
2025-05-01 04:44:55,257 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 04:44:55,257 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
|
||||
2025-05-01 04:44:55,280 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
|
||||
2025-05-01 04:44:55,281 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[04:44:55] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.11848 validation_1-rmse:0.10165
|
||||
2025-05-01 04:44:56,444 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (1.21 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[04:44:56] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
2025-05-01 04:44:56,478 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600--buy_rsi.html
|
||||
2025-05-01 04:44:56,479 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 04:44:56,504 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 04:44:56,512 - freqtrade.freqai.freqai_interface - INFO - Training SOL/USDT, 2/2 pairs from 2025-03-12 00:00:00 to 2025-04-11 00:00:00, 2/2 trains
|
||||
2025-05-01 04:44:56,513 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
|
||||
/freqtrade/user_data/models/test175/backtesting_predictions/cb_sol_1744329600_prediction.feather
|
||||
2025-05-01 04:44:56,525 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 04:44:56,531 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
|
||||
2025-05-01 04:44:56,533 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 0.016595 49.562407
|
||||
1 0.012811 49.562407
|
||||
2 0.010135 49.562407
|
||||
3 0.008514 49.562407
|
||||
4 0.006242 49.562407
|
||||
2025-05-01 04:44:56,545 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
|
||||
2025-05-01 04:44:56,551 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
|
||||
2025-05-01 04:44:56,553 - FreqaiExampleStrategy - INFO - 目标列预览：
|
||||
up_or_down &-buy_rsi
|
||||
0 0.016595 49.934347
|
||||
1 0.012811 49.934347
|
||||
2 0.010135 49.934347
|
||||
3 0.008514 49.934347
|
||||
4 0.006242 49.934347
|
||||
2025-05-01 04:44:56,562 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600
|
||||
2025-05-01 04:44:56,563 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
|
||||
2025-05-01 04:44:56,586 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
|
||||
2025-05-01 04:44:56,587 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
|
||||
2025-05-01 04:44:56,609 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
|
||||
2025-05-01 04:44:56,610 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 11520 data points
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[04:44:56] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
[99] validation_0-rmse:0.12679 validation_1-rmse:0.11178
|
||||
2025-05-01 04:44:57,883 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (1.32 secs) --------------------
|
||||
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
|
||||
|
||||
[04:44:57] WARNING: /workspace/src/learner.cc:740:
|
||||
Parameters: { "verbose" } are not used.
|
||||
|
||||
|
||||
2025-05-01 04:44:57,915 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600--buy_rsi.html
|
||||
2025-05-01 04:44:57,916 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
|
||||
2025-05-01 04:44:57,940 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
|
||||
2025-05-01 04:44:58,006 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=50.0, sell_rsi=70.0, stoploss=-0.15, trailing_stop_positive=0.05
|
||||
2025-05-01 04:44:58,070 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
|
||||
up_or_down
|
||||
0 11865
|
||||
1 11706
|
||||
2025-05-01 04:44:58,071 - FreqaiExampleStrategy - INFO - do_predict 值统计：
|
||||
do_predict
|
||||
0.0 14451
|
||||
1.0 9120
|
||||
2025-05-01 04:44:58,080 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-01 00:00:00 up to 2025-04-20 00:00:00 (19 days).
|
||||
2025-05-01 04:44:58,085 - FreqaiExampleStrategy - ERROR - MACD 或 MACD 信号列缺失，无法生成买入信号。尝试重新计算 MACD 列。
|
||||
2025-05-01 04:44:58,087 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-01 04:44:58,119 - FreqaiExampleStrategy - ERROR - MACD 或 MACD 信号列缺失，无法生成买入信号。尝试重新计算 MACD 列。
|
||||
2025-05-01 04:44:58,120 - FreqaiExampleStrategy - INFO - MACD 列已成功重新计算。
|
||||
2025-05-01 04:44:58,715 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-05-01_04-44-58.meta.json"
|
||||
Result for strategy FreqaiExampleStrategy
|
||||
BACKTESTING REPORT
|
||||
┏━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ BTC/USDT │ 17 │ 0.03 │ 0.801 │ 0.08 │ 11:49:00 │ 2 15 0 100 │
|
||||
│ SOL/USDT │ 13 │ -0.93 │ -18.095 │ -1.81 │ 8:54:00 │ 5 7 1 38.5 │
|
||||
│ TOTAL │ 30 │ -0.38 │ -17.294 │ -1.73 │ 10:34:00 │ 7 22 1 23.3 │
|
||||
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
LEFT OPEN TRADES REPORT
|
||||
┏━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Pair ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ TOTAL │ 0 │ 0.0 │ 0.000 │ 0.0 │ 0:00 │ 0 0 0 0 │
|
||||
└───────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
ENTER TAG STATS
|
||||
┏━━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Entries ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ long │ 30 │ -0.38 │ -17.294 │ -1.73 │ 10:34:00 │ 7 22 1 23.3 │
|
||||
│ TOTAL │ 30 │ -0.38 │ -17.294 │ -1.73 │ 10:34:00 │ 7 22 1 23.3 │
|
||||
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
|
||||
EXIT REASON STATS
|
||||
┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ roi │ 29 │ 0.12 │ 5.235 │ 0.52 │ 9:21:00 │ 7 22 0 100 │
|
||||
│ trailing_stop_loss │ 1 │ -15.0 │ -22.529 │ -2.25 │ 1 day, 21:45:00 │ 0 0 1 0 │
|
||||
│ TOTAL │ 30 │ -0.38 │ -17.294 │ -1.73 │ 10:34:00 │ 7 22 1 23.3 │
|
||||
└────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
|
||||
MIXED TAG STATS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ ('long', 'roi') │ │ 29 │ 0.12 │ 5.235 │ 0.52 │ 9:21:00 │ 7 22 0 100 │
|
||||
│ ('long', 'trailing_stop_loss') │ │ 1 │ -15.0 │ -22.529 │ -2.25 │ 1 day, 21:45:00 │ 0 0 1 0 │
|
||||
│ TOTAL │ │ 30 │ -0.38 │ -17.294 │ -1.73 │ 10:34:00 │ 7 22 1 23.3 │
|
||||
└────────────────────────────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
|
||||
SUMMARY METRICS
|
||||
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━┓
|
||||
┃ Metric ┃ Value ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ Backtesting from │ 2025-04-01 00:00:00 │
|
||||
│ Backtesting to │ 2025-04-20 00:00:00 │
|
||||
│ Trading Mode │ Spot │
|
||||
│ Max open trades │ 2 │
|
||||
│ │ │
|
||||
│ Total/Daily Avg Trades │ 30 / 1.58 │
|
||||
│ Starting balance │ 1000 USDT │
|
||||
│ Final balance │ 982.706 USDT │
|
||||
│ Absolute profit │ -17.294 USDT │
|
||||
│ Total profit % │ -1.73% │
|
||||
│ CAGR % │ -28.48% │
|
||||
│ Sortino │ -100.00 │
|
||||
│ Sharpe │ -4.24 │
|
||||
│ Calmar │ -77.19 │
|
||||
│ SQN │ -0.76 │
|
||||
│ Profit factor │ 0.23 │
|
||||
│ Expectancy (Ratio) │ -0.58 (-0.76) │
|
||||
│ Avg. daily profit % │ -0.09% │
|
||||
│ Avg. stake amount │ 150 USDT │
|
||||
│ Total trade volume │ 9009.677 USDT │
|
||||
│ │ │
|
||||
│ Best Pair │ BTC/USDT 0.08% │
|
||||
│ Worst Pair │ SOL/USDT -1.81% │
|
||||
│ Best trade │ SOL/USDT 1.41% │
|
||||
│ Worst trade │ SOL/USDT -15.00% │
|
||||
│ Best day │ 2.151 USDT │
|
||||
│ Worst day │ -22.529 USDT │
|
||||
│ Days win/draw/lose │ 4 / 14 / 1 │
|
||||
│ Avg. Duration Winners │ 0:51:00 │
|
||||
│ Avg. Duration Loser │ 1 day, 21:45:00 │
|
||||
│ Max Consecutive Wins / Loss │ 3 / 11 │
|
||||
│ Rejected Entry signals │ 0 │
|
||||
│ Entry/Exit Timeouts │ 0 / 0 │
|
||||
│ │ │
|
||||
│ Min balance │ 977.471 USDT │
|
||||
│ Max balance │ 1000 USDT │
|
||||
│ Max % of account underwater │ 2.25% │
|
||||
│ Absolute Drawdown (Account) │ 2.25% │
|
||||
│ Absolute Drawdown │ 22.529 USDT │
|
||||
│ Drawdown high │ 0 USDT │
|
||||
│ Drawdown low │ -22.529 USDT │
|
||||
│ Drawdown Start │ 2025-04-01 14:54:00 │
|
||||
│ Drawdown End │ 2025-04-06 23:15:00 │
|
||||
│ Market change │ -0.80% │
|
||||
└─────────────────────────────┴─────────────────────┘
|
||||
|
||||
Backtested 2025-04-01 00:00:00 -> 2025-04-20 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 ┃
|
||||
┡━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━┩
|
||||
│ FreqaiExampleStrategy │ 30 │ -0.38 │ -17.294 │ -1.73 │ 10:34:00 │ 7 22 1 23.3 │ 22.529 USDT 2.25% │
|
||||
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴────────────────────┘
|
||||
Loading…
x
Reference in New Issue
Block a user