46 KiB
46 KiB
Creating freqtrade_freqtrade_run ...
Creating freqtrade_freqtrade_run ... done
2025-04-29 08:31:07,002 - freqtrade - INFO - freqtrade 2025.3
2025-04-29 08:31:07,217 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
2025-04-29 08:31:08,612 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
2025-04-29 08:31:08,615 - freqtrade.loggers - INFO - Enabling colorized output.
2025-04-29 08:31:08,615 - root - INFO - Logfile configured
2025-04-29 08:31:08,615 - freqtrade.loggers - INFO - Verbosity set to 0
2025-04-29 08:31:08,616 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
2025-04-29 08:31:08,616 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
2025-04-29 08:31:08,617 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250420 ...
2025-04-29 08:31:08,640 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
2025-04-29 08:31:08,641 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
2025-04-29 08:31:08,641 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
2025-04-29 08:31:08,642 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250420
2025-04-29 08:31:08,642 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
2025-04-29 08:31:08,643 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
2025-04-29 08:31:08,649 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
2025-04-29 08:31:08,649 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
2025-04-29 08:31:08,650 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2025-04-29 08:31:08,652 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
2025-04-29 08:31:08,652 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
2025-04-29 08:31:08,653 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.69
2025-04-29 08:31:08,653 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
2025-04-29 08:31:08,658 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
2025-04-29 08:31:08,664 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
2025-04-29 08:31:11,241 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
2025-04-29 08:31:11,261 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
2025-04-29 08:31:11,262 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
2025-04-29 08:31:11,263 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
2025-04-29 08:31:11,263 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
2025-04-29 08:31:11,264 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
2025-04-29 08:31:11,264 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
2025-04-29 08:31:11,264 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
2025-04-29 08:31:11,265 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
'minutes'}.
2025-04-29 08:31:11,265 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
2025-04-29 08:31:11,266 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
2025-04-29 08:31:11,266 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
2025-04-29 08:31:11,266 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
2025-04-29 08:31:11,267 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
2025-04-29 08:31:11,267 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
2025-04-29 08:31:11,267 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
2025-04-29 08:31:11,268 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
2025-04-29 08:31:11,268 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2025-04-29 08:31:11,268 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
2025-04-29 08:31:11,269 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
'stoploss_on_exchange_interval': 60}
2025-04-29 08:31:11,269 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
2025-04-29 08:31:11,269 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2025-04-29 08:31:11,270 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
2025-04-29 08:31:11,270 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
2025-04-29 08:31:11,270 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
2025-04-29 08:31:11,271 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
2025-04-29 08:31:11,271 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
2025-04-29 08:31:11,272 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
2025-04-29 08:31:11,272 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
2025-04-29 08:31:11,272 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
2025-04-29 08:31:11,272 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
2025-04-29 08:31:11,273 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
2025-04-29 08:31:11,273 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
2025-04-29 08:31:11,273 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
2025-04-29 08:31:11,273 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2025-04-29 08:31:11,277 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
2025-04-29 08:31:11,283 - freqtrade.optimize.backtesting - INFO - Using fee 0.1500% - worst case fee from exchange (lowest tier).
2025-04-29 08:31:11,284 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
2025-04-29 08:31:11,284 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 14450 ...
2025-04-29 08:31:11,413 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-03-01 21:30:00 up to 2025-04-20 00:00:00 (49 days).
2025-04-29 08:31:11,414 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
2025-04-29 08:31:11,415 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
2025-04-29 08:31:12,973 - matplotlib.font_manager - INFO - generated new fontManager
2025-04-29 08:31:13,178 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
2025-04-29 08:31:13,178 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
2025-04-29 08:31:13,178 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
2025-04-29 08:31:13,179 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['BTC/USDT', 'SOL/USDT']
2025-04-29 08:31:13,179 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
2025-04-29 08:31:13,180 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
2025-04-29 08:31:13,180 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
2025-04-29 08:31:13,183 - FreqaiExampleStrategy - INFO - 处理交易对：BTC/USDT
2025-04-29 08:31:13,184 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
2025-04-29 08:31:13,186 - 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
2025-04-29 08:31:13,186 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
/freqtrade/user_data/models/test175/backtesting_predictions/cb_btc_1743465600_prediction.feather
2025-04-29 08:31:13,221 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
2025-04-29 08:31:13,222 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
2025-04-29 08:31:13,294 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
2025-04-29 08:31:13,295 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
2025-04-29 08:31:13,354 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
2025-04-29 08:31:13,355 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
2025-04-29 08:31:13,449 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
2025-04-29 08:31:13,449 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
2025-04-29 08:31:13,521 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
2025-04-29 08:31:13,522 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
2025-04-29 08:31:13,571 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
2025-04-29 08:31:13,576 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
2025-04-29 08:31:13,579 - 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
2025-04-29 08:31:13,584 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
2025-04-29 08:31:13,590 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
2025-04-29 08:31:13,592 - 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
2025-04-29 08:31:13,600 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600
2025-04-29 08:31:13,600 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
2025-04-29 08:31:13,622 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
2025-04-29 08:31:13,623 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
2025-04-29 08:31:13,641 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
2025-04-29 08:31:13,642 - 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: [08:31:13] 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
2025-04-29 08:31:15,185 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (1.58 secs) --------------------
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
[08:31:15] WARNING: /workspace/src/learner.cc:740:
Parameters: { "verbose" } are not used.
2025-04-29 08:31:15,422 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600--buy_rsi.html
2025-04-29 08:31:15,423 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
2025-04-29 08:31:15,442 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
2025-04-29 08:31:15,449 - 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
2025-04-29 08:31:15,449 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
/freqtrade/user_data/models/test175/backtesting_predictions/cb_btc_1744329600_prediction.feather
2025-04-29 08:31:15,453 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
2025-04-29 08:31:15,458 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
2025-04-29 08:31:15,459 - 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
2025-04-29 08:31:15,464 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
2025-04-29 08:31:15,469 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
2025-04-29 08:31:15,471 - 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
2025-04-29 08:31:15,476 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600
2025-04-29 08:31:15,476 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
2025-04-29 08:31:15,494 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
2025-04-29 08:31:15,495 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
2025-04-29 08:31:15,509 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
2025-04-29 08:31:15,510 - 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:
[08:31:15] WARNING: /workspace/src/learner.cc:740:
Parameters: { "verbose" } are not used.
[99] validation_0-rmse:0.13376 validation_1-rmse:0.11638
2025-04-29 08:31:17,083 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (1.61 secs) --------------------
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
[08:31:17] WARNING: /workspace/src/learner.cc:740:
Parameters: { "verbose" } are not used.
2025-04-29 08:31:17,121 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600--buy_rsi.html
2025-04-29 08:31:17,122 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
2025-04-29 08:31:17,144 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
2025-04-29 08:31:17,182 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=39.26145316407591, sell_rsi=59.26145316407591, stoploss=-0.15, trailing_stop_positive=0.05
2025-04-29 08:31:17,189 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
up_or_down
1 11845
0 11726
2025-04-29 08:31:17,190 - FreqaiExampleStrategy - INFO - do_predict 值统计：
do_predict
0.0 14451
1.0 9120
2025-04-29 08:31:17,192 - FreqaiExampleStrategy - INFO - 处理交易对：SOL/USDT
2025-04-29 08:31:17,193 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
2025-04-29 08:31:17,194 - 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
2025-04-29 08:31:17,195 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
/freqtrade/user_data/models/test175/backtesting_predictions/cb_sol_1743465600_prediction.feather
2025-04-29 08:31:17,217 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
2025-04-29 08:31:17,217 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
2025-04-29 08:31:17,281 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
2025-04-29 08:31:17,282 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
2025-04-29 08:31:17,329 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
2025-04-29 08:31:17,329 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
2025-04-29 08:31:17,591 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
2025-04-29 08:31:17,596 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
2025-04-29 08:31:17,597 - 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
2025-04-29 08:31:17,602 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
2025-04-29 08:31:17,608 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
2025-04-29 08:31:17,609 - 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
2025-04-29 08:31:17,615 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600
2025-04-29 08:31:17,616 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
2025-04-29 08:31:17,644 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
2025-04-29 08:31:17,645 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
2025-04-29 08:31:17,667 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
2025-04-29 08:31:17,668 - 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:
[08:31:17] WARNING: /workspace/src/learner.cc:740:
Parameters: { "verbose" } are not used.
[99] validation_0-rmse:0.11848 validation_1-rmse:0.10165
2025-04-29 08:31:20,071 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (2.46 secs) --------------------
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
[08:31:20] WARNING: /workspace/src/learner.cc:740:
Parameters: { "verbose" } are not used.
2025-04-29 08:31:20,104 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600--buy_rsi.html
2025-04-29 08:31:20,105 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
2025-04-29 08:31:20,136 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
2025-04-29 08:31:20,143 - 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
2025-04-29 08:31:20,144 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
/freqtrade/user_data/models/test175/backtesting_predictions/cb_sol_1744329600_prediction.feather
2025-04-29 08:31:20,148 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
2025-04-29 08:31:20,154 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
2025-04-29 08:31:20,156 - 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
2025-04-29 08:31:20,160 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
2025-04-29 08:31:20,166 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
2025-04-29 08:31:20,167 - 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
2025-04-29 08:31:20,172 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600
2025-04-29 08:31:20,173 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
2025-04-29 08:31:20,197 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
2025-04-29 08:31:20,197 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
2025-04-29 08:31:20,219 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
2025-04-29 08:31:20,220 - 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:
[08:31:20] WARNING: /workspace/src/learner.cc:740:
Parameters: { "verbose" } are not used.
[99] validation_0-rmse:0.12679 validation_1-rmse:0.11178
2025-04-29 08:31:22,488 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (2.31 secs) --------------------
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
[08:31:22] WARNING: /workspace/src/learner.cc:740:
Parameters: { "verbose" } are not used.
2025-04-29 08:31:22,529 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600--buy_rsi.html
2025-04-29 08:31:22,530 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
2025-04-29 08:31:22,557 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
2025-04-29 08:31:22,599 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=50.0, sell_rsi=70.0, stoploss=-0.15, trailing_stop_positive=0.05
2025-04-29 08:31:22,606 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
up_or_down
0 11865
1 11706
2025-04-29 08:31:22,607 - FreqaiExampleStrategy - INFO - do_predict 值统计：
do_predict
0.0 14451
1.0 9120
2025-04-29 08:31:22,610 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-01 00:00:00 up to 2025-04-20 00:00:00 (19 days).
2025-04-29 08:31:23,193 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-04-29_08-31-23.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 │ 15 │ 0.04 │ 0.801 │ 0.08 │ 12:58:00 │ 2 13 0 100 │
│ SOL/USDT │ 13 │ -0.9 │ -17.573 │ -1.76 │ 8:54:00 │ 5 7 1 38.5 │
│ TOTAL │ 28 │ -0.4 │ -16.773 │ -1.68 │ 11:05:00 │ 7 20 1 25.0 │
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
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 │ 28 │ -0.4 │ -16.773 │ -1.68 │ 11:05:00 │ 7 20 1 25.0 │
│ TOTAL │ 28 │ -0.4 │ -16.773 │ -1.68 │ 11:05:00 │ 7 20 1 25.0 │
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
EXIT REASON STATS
┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ roi │ 27 │ 0.14 │ 5.757 │ 0.58 │ 9:48:00 │ 7 20 0 100 │
│ trailing_stop_loss │ 1 │ -15.0 │ -22.529 │ -2.25 │ 1 day, 21:45:00 │ 0 0 1 0 │
│ TOTAL │ 28 │ -0.4 │ -16.773 │ -1.68 │ 11:05:00 │ 7 20 1 25.0 │
└────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
MIXED TAG STATS
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ ('long', 'roi') │ │ 27 │ 0.14 │ 5.757 │ 0.58 │ 9:48:00 │ 7 20 0 100 │
│ ('long', 'trailing_stop_loss') │ │ 1 │ -15.0 │ -22.529 │ -2.25 │ 1 day, 21:45:00 │ 0 0 1 0 │
│ TOTAL │ │ 28 │ -0.4 │ -16.773 │ -1.68 │ 11:05:00 │ 7 20 1 25.0 │
└────────────────────────────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
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 │ 28 / 1.47 │
│ Starting balance │ 1000 USDT │
│ Final balance │ 983.227 USDT │
│ Absolute profit │ -16.773 USDT │
│ Total profit % │ -1.68% │
│ CAGR % │ -27.74% │
│ Sortino │ -100.00 │
│ Sharpe │ -3.97 │
│ Calmar │ -74.86 │
│ SQN │ -0.73 │
│ Profit factor │ 0.26 │
│ Expectancy (Ratio) │ -0.60 (-0.74) │
│ Avg. daily profit % │ -0.09% │
│ Avg. stake amount │ 150 USDT │
│ Total trade volume │ 8408.398 USDT │
│ │ │
│ Best Pair │ BTC/USDT 0.08% │
│ Worst Pair │ SOL/USDT -1.76% │
│ 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 / 13 / 1 │
│ Avg. Duration Winners │ 0:51:00 │
│ Avg. Duration Loser │ 1 day, 21:45:00 │
│ Max Consecutive Wins / Loss │ 3 / 10 │
│ 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 │ 2025-04-02 08:24:00 │
│ 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 │ 28 │ -0.40 │ -16.773 │ -1.68 │ 11:05:00 │ 7 20 1 25.0 │ 22.529 USDT 2.25% │
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴────────────────────┘
Creating freqtrade_freqtrade_run ... done
2025-04-29 08:31:07,002 - freqtrade - INFO - freqtrade 2025.3
2025-04-29 08:31:07,217 - numexpr.utils - INFO - NumExpr defaulting to 12 threads.
2025-04-29 08:31:08,612 - freqtrade.configuration.load_config - INFO - Using config: /freqtrade/config_examples/config_freqai.okx.json ...
2025-04-29 08:31:08,615 - freqtrade.loggers - INFO - Enabling colorized output.
2025-04-29 08:31:08,615 - root - INFO - Logfile configured
2025-04-29 08:31:08,615 - freqtrade.loggers - INFO - Verbosity set to 0
2025-04-29 08:31:08,616 - freqtrade.configuration.configuration - INFO - Using additional Strategy lookup path: /freqtrade/templates
2025-04-29 08:31:08,616 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 4 ...
2025-04-29 08:31:08,617 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20250401-20250420 ...
2025-04-29 08:31:08,640 - freqtrade.configuration.configuration - INFO - Using user-data directory: /freqtrade/user_data ...
2025-04-29 08:31:08,641 - freqtrade.configuration.configuration - INFO - Using data directory: /freqtrade/user_data/data/okx ...
2025-04-29 08:31:08,641 - freqtrade.configuration.configuration - INFO - Parameter --cache=none detected ...
2025-04-29 08:31:08,642 - freqtrade.configuration.configuration - INFO - Filter trades by timerange: 20250401-20250420
2025-04-29 08:31:08,642 - freqtrade.configuration.configuration - INFO - Using freqaimodel class name: XGBoostRegressor
2025-04-29 08:31:08,643 - freqtrade.exchange.check_exchange - INFO - Checking exchange...
2025-04-29 08:31:08,649 - freqtrade.exchange.check_exchange - INFO - Exchange "okx" is officially supported by the Freqtrade development team.
2025-04-29 08:31:08,649 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
2025-04-29 08:31:08,650 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2025-04-29 08:31:08,652 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Backtesting mode
2025-04-29 08:31:08,652 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
2025-04-29 08:31:08,653 - freqtrade.exchange.exchange - INFO - Using CCXT 4.4.69
2025-04-29 08:31:08,653 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}}
2025-04-29 08:31:08,658 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 500, 'options': {'defaultType': 'spot'}, 'timeout': 20000}
2025-04-29 08:31:08,664 - freqtrade.exchange.exchange - INFO - Using Exchange "OKX"
2025-04-29 08:31:11,241 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Okx'...
2025-04-29 08:31:11,261 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy FreqaiExampleStrategy from '/freqtrade/templates/FreqaiExampleStrategy.py'...
2025-04-29 08:31:11,262 - freqtrade.strategy.hyper - INFO - Loading parameters from file /freqtrade/templates/FreqaiExampleStrategy.json
2025-04-29 08:31:11,263 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 3m.
2025-04-29 08:31:11,263 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stoploss' with value in config file: -0.05.
2025-04-29 08:31:11,264 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
2025-04-29 08:31:11,264 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 150.
2025-04-29 08:31:11,264 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'startup_candle_count' with value in config file: 30.
2025-04-29 08:31:11,265 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit':
'minutes'}.
2025-04-29 08:31:11,265 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'max_open_trades' with value in config file: 4.
2025-04-29 08:31:11,266 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.132, '8': 0.047, '14': 0.007, '60': 0}
2025-04-29 08:31:11,266 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 3m
2025-04-29 08:31:11,266 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.05
2025-04-29 08:31:11,267 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
2025-04-29 08:31:11,267 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.01
2025-04-29 08:31:11,267 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.02
2025-04-29 08:31:11,268 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: False
2025-04-29 08:31:11,268 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2025-04-29 08:31:11,268 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: True
2025-04-29 08:31:11,269 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'entry': 'limit', 'exit': 'limit', 'stoploss': 'limit', 'stoploss_on_exchange': False,
'stoploss_on_exchange_interval': 60}
2025-04-29 08:31:11,269 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'entry': 'GTC', 'exit': 'GTC'}
2025-04-29 08:31:11,269 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2025-04-29 08:31:11,270 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 150
2025-04-29 08:31:11,270 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
2025-04-29 08:31:11,270 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'entry': 5, 'exit': 15, 'exit_timeout_count': 0, 'unit': 'minutes'}
2025-04-29 08:31:11,271 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_exit_signal: True
2025-04-29 08:31:11,271 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_only: False
2025-04-29 08:31:11,272 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_entry_signal: False
2025-04-29 08:31:11,272 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using exit_profit_offset: 0.0
2025-04-29 08:31:11,272 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
2025-04-29 08:31:11,272 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
2025-04-29 08:31:11,273 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using position_adjustment_enable: False
2025-04-29 08:31:11,273 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_entry_position_adjustment: -1
2025-04-29 08:31:11,273 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using max_open_trades: 4
2025-04-29 08:31:11,273 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2025-04-29 08:31:11,277 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
2025-04-29 08:31:11,283 - freqtrade.optimize.backtesting - INFO - Using fee 0.1500% - worst case fee from exchange (lowest tier).
2025-04-29 08:31:11,284 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
2025-04-29 08:31:11,284 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 14450 ...
2025-04-29 08:31:11,413 - freqtrade.optimize.backtesting - INFO - Loading data from 2025-03-01 21:30:00 up to 2025-04-20 00:00:00 (49 days).
2025-04-29 08:31:11,414 - freqtrade.optimize.backtesting - INFO - Dataload complete. Calculating indicators
2025-04-29 08:31:11,415 - freqtrade.optimize.backtesting - INFO - Running backtesting for Strategy FreqaiExampleStrategy
2025-04-29 08:31:12,973 - matplotlib.font_manager - INFO - generated new fontManager
2025-04-29 08:31:13,178 - freqtrade.resolvers.iresolver - INFO - Using resolved freqaimodel XGBoostRegressor from '/freqtrade/freqtrade/freqai/prediction_models/XGBoostRegressor.py'...
2025-04-29 08:31:13,178 - freqtrade.freqai.data_drawer - INFO - Could not find existing datadrawer, starting from scratch
2025-04-29 08:31:13,178 - freqtrade.freqai.data_drawer - INFO - Could not find existing historic_predictions, starting from scratch
2025-04-29 08:31:13,179 - freqtrade.freqai.freqai_interface - INFO - Set fresh train queue from whitelist. Queue: ['BTC/USDT', 'SOL/USDT']
2025-04-29 08:31:13,179 - freqtrade.strategy.hyper - INFO - Strategy Parameter: buy_rsi = 39.92672300850069
2025-04-29 08:31:13,180 - freqtrade.strategy.hyper - INFO - Strategy Parameter: sell_rsi = 69.92672300850067
2025-04-29 08:31:13,180 - freqtrade.strategy.hyper - INFO - No params for protection found, using default values.
2025-04-29 08:31:13,183 - FreqaiExampleStrategy - INFO - 处理交易对：BTC/USDT
2025-04-29 08:31:13,184 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
2025-04-29 08:31:13,186 - 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
2025-04-29 08:31:13,186 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
/freqtrade/user_data/models/test175/backtesting_predictions/cb_btc_1743465600_prediction.feather
2025-04-29 08:31:13,221 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
2025-04-29 08:31:13,222 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
2025-04-29 08:31:13,294 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
2025-04-29 08:31:13,295 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
2025-04-29 08:31:13,354 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
2025-04-29 08:31:13,355 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
2025-04-29 08:31:13,449 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
2025-04-29 08:31:13,449 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
2025-04-29 08:31:13,521 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
2025-04-29 08:31:13,522 - freqtrade.data.dataprovider - INFO - Loading data for ETH/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
2025-04-29 08:31:13,571 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
2025-04-29 08:31:13,576 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
2025-04-29 08:31:13,579 - 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
2025-04-29 08:31:13,584 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
2025-04-29 08:31:13,590 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
2025-04-29 08:31:13,592 - 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
2025-04-29 08:31:13,600 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600
2025-04-29 08:31:13,600 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
2025-04-29 08:31:13,622 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
2025-04-29 08:31:13,623 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
2025-04-29 08:31:13,641 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
2025-04-29 08:31:13,642 - 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: [08:31:13] 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
2025-04-29 08:31:15,185 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (1.58 secs) --------------------
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
[08:31:15] WARNING: /workspace/src/learner.cc:740:
Parameters: { "verbose" } are not used.
2025-04-29 08:31:15,422 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1743465600/cb_btc_1743465600--buy_rsi.html
2025-04-29 08:31:15,423 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
2025-04-29 08:31:15,442 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
2025-04-29 08:31:15,449 - 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
2025-04-29 08:31:15,449 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
/freqtrade/user_data/models/test175/backtesting_predictions/cb_btc_1744329600_prediction.feather
2025-04-29 08:31:15,453 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
2025-04-29 08:31:15,458 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
2025-04-29 08:31:15,459 - 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
2025-04-29 08:31:15,464 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：BTC/USDT
2025-04-29 08:31:15,469 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
2025-04-29 08:31:15,471 - 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
2025-04-29 08:31:15,476 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600
2025-04-29 08:31:15,476 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training BTC/USDT --------------------
2025-04-29 08:31:15,494 - freqtrade.freqai.data_kitchen - INFO - BTC/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
2025-04-29 08:31:15,495 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
2025-04-29 08:31:15,509 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 75 features
2025-04-29 08:31:15,510 - 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:
[08:31:15] WARNING: /workspace/src/learner.cc:740:
Parameters: { "verbose" } are not used.
[99] validation_0-rmse:0.13376 validation_1-rmse:0.11638
2025-04-29 08:31:17,083 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training BTC/USDT (1.61 secs) --------------------
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
[08:31:17] WARNING: /workspace/src/learner.cc:740:
Parameters: { "verbose" } are not used.
2025-04-29 08:31:17,121 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-BTC_1744329600/cb_btc_1744329600--buy_rsi.html
2025-04-29 08:31:17,122 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
2025-04-29 08:31:17,144 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
2025-04-29 08:31:17,182 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=39.26145316407591, sell_rsi=59.26145316407591, stoploss=-0.15, trailing_stop_positive=0.05
2025-04-29 08:31:17,189 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
up_or_down
1 11845
0 11726
2025-04-29 08:31:17,190 - FreqaiExampleStrategy - INFO - do_predict 值统计：
do_predict
0.0 14451
1.0 9120
2025-04-29 08:31:17,192 - FreqaiExampleStrategy - INFO - 处理交易对：SOL/USDT
2025-04-29 08:31:17,193 - freqtrade.freqai.freqai_interface - INFO - Training 2 timeranges
2025-04-29 08:31:17,194 - 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
2025-04-29 08:31:17,195 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
/freqtrade/user_data/models/test175/backtesting_predictions/cb_sol_1743465600_prediction.feather
2025-04-29 08:31:17,217 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 5m to 8690
2025-04-29 08:31:17,217 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 5m from 2025-03-01 19:50:00 to 2025-04-20 00:00:00
2025-04-29 08:31:17,281 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 1h to 770
2025-04-29 08:31:17,282 - freqtrade.data.dataprovider - INFO - Loading data for SOL/USDT 1h from 2025-02-27 22:00:00 to 2025-04-20 00:00:00
2025-04-29 08:31:17,329 - freqtrade.data.dataprovider - INFO - Increasing startup_candle_count for freqai on 3m to 14450
2025-04-29 08:31:17,329 - freqtrade.data.dataprovider - INFO - Loading data for BTC/USDT 3m from 2025-03-01 21:30:00 to 2025-04-20 00:00:00
2025-04-29 08:31:17,591 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
2025-04-29 08:31:17,596 - FreqaiExampleStrategy - INFO - 目标列形状：(14450,)
2025-04-29 08:31:17,597 - 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
2025-04-29 08:31:17,602 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
2025-04-29 08:31:17,608 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
2025-04-29 08:31:17,609 - 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
2025-04-29 08:31:17,615 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600
2025-04-29 08:31:17,616 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
2025-04-29 08:31:17,644 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
2025-04-29 08:31:17,645 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-02 to 2025-03-31 --------------------
2025-04-29 08:31:17,667 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
2025-04-29 08:31:17,668 - 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:
[08:31:17] WARNING: /workspace/src/learner.cc:740:
Parameters: { "verbose" } are not used.
[99] validation_0-rmse:0.11848 validation_1-rmse:0.10165
2025-04-29 08:31:20,071 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (2.46 secs) --------------------
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
[08:31:20] WARNING: /workspace/src/learner.cc:740:
Parameters: { "verbose" } are not used.
2025-04-29 08:31:20,104 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1743465600/cb_sol_1743465600--buy_rsi.html
2025-04-29 08:31:20,105 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
2025-04-29 08:31:20,136 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
2025-04-29 08:31:20,143 - 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
2025-04-29 08:31:20,144 - freqtrade.freqai.data_kitchen - INFO - Could not find backtesting prediction file at
/freqtrade/user_data/models/test175/backtesting_predictions/cb_sol_1744329600_prediction.feather
2025-04-29 08:31:20,148 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
2025-04-29 08:31:20,154 - FreqaiExampleStrategy - INFO - 目标列形状：(19250,)
2025-04-29 08:31:20,156 - 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
2025-04-29 08:31:20,160 - FreqaiExampleStrategy - INFO - 设置 FreqAI 目标，交易对：SOL/USDT
2025-04-29 08:31:20,166 - FreqaiExampleStrategy - INFO - 目标列形状：(23570,)
2025-04-29 08:31:20,167 - 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
2025-04-29 08:31:20,172 - freqtrade.freqai.freqai_interface - INFO - Could not find model at /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600
2025-04-29 08:31:20,173 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Starting training SOL/USDT --------------------
2025-04-29 08:31:20,197 - freqtrade.freqai.data_kitchen - INFO - SOL/USDT: dropped 0 training points due to NaNs in populated dataset 14400.
2025-04-29 08:31:20,197 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Training on data from 2025-03-12 to 2025-04-10 --------------------
2025-04-29 08:31:20,219 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - Training model on 111 features
2025-04-29 08:31:20,220 - 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:
[08:31:20] WARNING: /workspace/src/learner.cc:740:
Parameters: { "verbose" } are not used.
[99] validation_0-rmse:0.12679 validation_1-rmse:0.11178
2025-04-29 08:31:22,488 - freqtrade.freqai.base_models.BaseRegressionModel - INFO - -------------------- Done training SOL/USDT (2.31 secs) --------------------
/home/ftuser/.local/lib/python3.12/site-packages/xgboost/core.py:158: UserWarning:
[08:31:22] WARNING: /workspace/src/learner.cc:740:
Parameters: { "verbose" } are not used.
2025-04-29 08:31:22,529 - freqtrade.plot.plotting - INFO - Stored plot as /freqtrade/user_data/models/test175/sub-train-SOL_1744329600/cb_sol_1744329600--buy_rsi.html
2025-04-29 08:31:22,530 - freqtrade.freqai.freqai_interface - INFO - Saving metadata to disk.
2025-04-29 08:31:22,557 - datasieve.pipeline - WARNING - Could not find step di in pipeline, returning None
2025-04-29 08:31:22,599 - FreqaiExampleStrategy - INFO - 动态参数：buy_rsi=50.0, sell_rsi=70.0, stoploss=-0.15, trailing_stop_positive=0.05
2025-04-29 08:31:22,606 - FreqaiExampleStrategy - INFO - up_or_down 值统计：
up_or_down
0 11865
1 11706
2025-04-29 08:31:22,607 - FreqaiExampleStrategy - INFO - do_predict 值统计：
do_predict
0.0 14451
1.0 9120
2025-04-29 08:31:22,610 - freqtrade.optimize.backtesting - INFO - Backtesting with data from 2025-04-01 00:00:00 up to 2025-04-20 00:00:00 (19 days).
2025-04-29 08:31:23,193 - freqtrade.misc - INFO - dumping json to "/freqtrade/user_data/backtest_results/backtest-result-2025-04-29_08-31-23.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 │ 15 │ 0.04 │ 0.801 │ 0.08 │ 12:58:00 │ 2 13 0 100 │
│ SOL/USDT │ 13 │ -0.9 │ -17.573 │ -1.76 │ 8:54:00 │ 5 7 1 38.5 │
│ TOTAL │ 28 │ -0.4 │ -16.773 │ -1.68 │ 11:05:00 │ 7 20 1 25.0 │
└──────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
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 │ 28 │ -0.4 │ -16.773 │ -1.68 │ 11:05:00 │ 7 20 1 25.0 │
│ TOTAL │ 28 │ -0.4 │ -16.773 │ -1.68 │ 11:05:00 │ 7 20 1 25.0 │
└───────────┴─────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┘
EXIT REASON STATS
┏━━━━━━━━━━━━━━━━━━━━┳━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Exit Reason ┃ Exits ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━━━━━━━━━━╇━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ roi │ 27 │ 0.14 │ 5.757 │ 0.58 │ 9:48:00 │ 7 20 0 100 │
│ trailing_stop_loss │ 1 │ -15.0 │ -22.529 │ -2.25 │ 1 day, 21:45:00 │ 0 0 1 0 │
│ TOTAL │ 28 │ -0.4 │ -16.773 │ -1.68 │ 11:05:00 │ 7 20 1 25.0 │
└────────────────────┴───────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
MIXED TAG STATS
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━┓
┃ Enter Tag ┃ Exit Reason ┃ Trades ┃ Avg Profit % ┃ Tot Profit USDT ┃ Tot Profit % ┃ Avg Duration ┃ Win Draw Loss Win% ┃
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━┩
│ ('long', 'roi') │ │ 27 │ 0.14 │ 5.757 │ 0.58 │ 9:48:00 │ 7 20 0 100 │
│ ('long', 'trailing_stop_loss') │ │ 1 │ -15.0 │ -22.529 │ -2.25 │ 1 day, 21:45:00 │ 0 0 1 0 │
│ TOTAL │ │ 28 │ -0.4 │ -16.773 │ -1.68 │ 11:05:00 │ 7 20 1 25.0 │
└────────────────────────────────┴─────────────┴────────┴──────────────┴─────────────────┴──────────────┴─────────────────┴────────────────────────┘
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 │ 28 / 1.47 │
│ Starting balance │ 1000 USDT │
│ Final balance │ 983.227 USDT │
│ Absolute profit │ -16.773 USDT │
│ Total profit % │ -1.68% │
│ CAGR % │ -27.74% │
│ Sortino │ -100.00 │
│ Sharpe │ -3.97 │
│ Calmar │ -74.86 │
│ SQN │ -0.73 │
│ Profit factor │ 0.26 │
│ Expectancy (Ratio) │ -0.60 (-0.74) │
│ Avg. daily profit % │ -0.09% │
│ Avg. stake amount │ 150 USDT │
│ Total trade volume │ 8408.398 USDT │
│ │ │
│ Best Pair │ BTC/USDT 0.08% │
│ Worst Pair │ SOL/USDT -1.76% │
│ 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 / 13 / 1 │
│ Avg. Duration Winners │ 0:51:00 │
│ Avg. Duration Loser │ 1 day, 21:45:00 │
│ Max Consecutive Wins / Loss │ 3 / 10 │
│ 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 │ 2025-04-02 08:24:00 │
│ 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 │ 28 │ -0.40 │ -16.773 │ -1.68 │ 11:05:00 │ 7 20 1 25.0 │ 22.529 USDT 2.25% │
└───────────────────────┴────────┴──────────────┴─────────────────┴──────────────┴──────────────┴────────────────────────┴────────────────────┘