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crypto_rahino
2021-03-19 11:13:07 +02:00
parent 38b96f071f
commit df3c607e57
136 changed files with 13669 additions and 4 deletions
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.env/bin/user_data/hyperopt_results/.last_result.json Normal file
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{"latest_hyperopt":"hyperopt_results_2021-02-11_22-07-24.pickle"}

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(freqtrade-conda) crypto_rahino@fretrade-1:~/freqtrade$ freqtrade hyperopt --config user_data/config_adausdt_1m.json --hyperopt hyper_adausdt2 --hyperopt-loss OnlyProfitHyperOptLoss --strategy strg2_ADAUSDT_1m -e 500 --spaces all -i 1m --eps
2021-02-15 21:47:44,613 - freqtrade.configuration.configuration - INFO - Using config: user_data/config_adausdt_1m.json ...
2021-02-15 21:47:44,614 - freqtrade.loggers - INFO - Verbosity set to 0
2021-02-15 21:47:44,614 - freqtrade.configuration.configuration - INFO - Parameter -i/--timeframe detected ... Using timeframe: 1m ...
2021-02-15 21:47:44,614 - freqtrade.configuration.configuration - INFO - Parameter --enable-position-stacking detected ...
2021-02-15 21:47:44,614 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 3 ...
2021-02-15 21:47:44,615 - freqtrade.configuration.configuration - INFO - Using user-data directory: /home/crypto_rahino/freqtrade/user_data ...
2021-02-15 21:47:44,615 - freqtrade.configuration.configuration - INFO - Using data directory: /home/crypto_rahino/freqtrade/user_data/data/binance ...
2021-02-15 21:47:44,615 - freqtrade.configuration.configuration - INFO - Overriding timeframe with Command line argument
2021-02-15 21:47:44,615 - freqtrade.configuration.configuration - INFO - Using Hyperopt class name: hyper_adausdt2
2021-02-15 21:47:44,615 - freqtrade.configuration.configuration - INFO - Parameter --epochs detected ... Will run Hyperopt with for 500 epochs ...
2021-02-15 21:47:44,615 - freqtrade.configuration.configuration - INFO - Parameter -s/--spaces detected: ['all']
2021-02-15 21:47:44,616 - freqtrade.configuration.configuration - INFO - Parameter -j/--job-workers detected: -1
2021-02-15 21:47:44,616 - freqtrade.configuration.configuration - INFO - Parameter --min-trades detected: 1
2021-02-15 21:47:44,616 - freqtrade.configuration.configuration - INFO - Using Hyperopt loss class name: OnlyProfitHyperOptLoss
2021-02-15 21:47:44,616 - freqtrade.configuration.check_exchange - INFO - Checking exchange...
2021-02-15 21:47:44,616 - freqtrade.configuration.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team.
2021-02-15 21:47:44,616 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
2021-02-15 21:47:44,616 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2021-02-15 21:47:44,618 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Hyperopt mode
2021-02-15 21:47:44,618 - filelock - INFO - Lock 140464320763024 acquired on /home/crypto_rahino/freqtrade/user_data/hyperopt.lock
2021-02-15 21:47:44,618 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
2021-02-15 21:47:44,618 - freqtrade.exchange.exchange - INFO - Using CCXT 1.40.99
2021-02-15 21:47:44,618 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True}
2021-02-15 21:47:44,624 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 200}
2021-02-15 21:47:44,629 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance"
2021-02-15 21:47:45,396 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'...
2021-02-15 21:47:45,408 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy strg2_ADAUSDT_1m from '/home/crypto_rahino/freqtrade/user_data/strategies/strg2_ada_usdt_1m.py'...
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 1m.
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 100.0.
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'buy': 10, 'sell': 30}.
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'use_sell_signal' with value in config file: True.
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'sell_profit_only' with value in config file: False.
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'ignore_roi_if_buy_signal' with value in config file: False.
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.06310332385111853, '38': 0.0689051965930711, '69': 0.029484368494376897, '165': 0}
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 1m
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.21
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.05
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.06
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: False
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False}
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'buy': 'gtc', 'sell': 'gtc'}
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 100.0
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 30
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'buy': 10, 'sell': 30}
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_sell_signal: True
2021-02-15 21:47:45,409 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_only: False
2021-02-15 21:47:45,410 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_buy_signal: False
2021-02-15 21:47:45,410 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_offset: 0.0
2021-02-15 21:47:45,410 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
2021-02-15 21:47:45,410 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
2021-02-15 21:47:45,410 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2021-02-15 21:47:45,412 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/home/crypto_rahino/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
2021-02-15 21:47:45,417 - freqtrade.resolvers.iresolver - INFO - Using resolved hyperopt hyper_adausdt2 from '/home/crypto_rahino/freqtrade/user_data/hyperopts/hyper_adausdt2.py'...
2021-02-15 21:47:45,418 - freqtrade.resolvers.hyperopt_resolver - INFO - Hyperopt class does not provide populate_indicators() method. Using populate_indicators from the strategy.
2021-02-15 21:47:45,418 - freqtrade.resolvers.hyperopt_resolver - INFO - Hyperopt class does not provide populate_buy_trend() method. Using populate_buy_trend from the strategy.
2021-02-15 21:47:45,418 - freqtrade.resolvers.hyperopt_resolver - INFO - Hyperopt class does not provide populate_sell_trend() method. Using populate_sell_trend from the strategy.
2021-02-15 21:47:45,423 - freqtrade.resolvers.iresolver - INFO - Using resolved hyperoptloss OnlyProfitHyperOptLoss from '/home/crypto_rahino/freqtrade/freqtrade/optimize/hyperopt_loss_onlyprofit.py'...
2021-02-15 21:47:45,423 - freqtrade.optimize.hyperopt - INFO - Removing `/home/crypto_rahino/freqtrade/user_data/hyperopt_results/hyperopt_tickerdata.pkl`.
2021-02-15 21:47:45,468 - freqtrade.optimize.hyperopt - INFO - Using optimizer random state: 2757
2021-02-15 21:47:45,468 - freqtrade.data.history.history_utils - INFO - Using indicator startup period: 30 ...
2021-02-15 21:47:49,773 - numexpr.utils - INFO - NumExpr defaulting to 4 threads.
2021-02-15 21:47:50,721 - freqtrade.data.converter - INFO - Missing data fillup for ADA/USDT: before: 1486512 - after: 1491400
2021-02-15 21:47:50,734 - freqtrade.optimize.backtesting - INFO - Loading data from 2018-04-17 04:02:00 up to 2021-02-15 20:41:00 (1035 days)..
2021-02-15 21:47:50,734 - freqtrade.configuration.timerange - WARNING - Moving start-date by 30 candles to account for startup time.
2021-02-15 21:47:51,159 - freqtrade.optimize.hyperopt - INFO - Hyperopting with data from 2018-04-17 04:32:00 up to 2021-02-15 20:41:00 (1035 days)..
2021-02-15 21:47:51,571 - freqtrade.optimize.hyperopt - INFO - Found 4 CPU cores. Let's make them scream!
2021-02-15 21:47:51,571 - freqtrade.optimize.hyperopt - INFO - Number of parallel jobs set as: -1
2021-02-15 21:47:51,604 - freqtrade.optimize.hyperopt - INFO - Effective number of parallel workers used: 4
+--------+---------+----------+------------------+--------------+-----------------------------------+----------------+-------------+
| Best | Epoch | Trades | Win Draw Loss | Avg profit | Profit | Avg duration | Objective |
|--------+---------+----------+------------------+--------------+-----------------------------------+----------------+-------------|
| * Best | 1/500 | 13083 | 5904 5218 1961 | -0.17% | -2,277.75976620 USDT (-2,275.48%) | 313.5 m | 8.58495 |
| * Best | 2/500 | 10 | 0 0 10 | -1.08% | -10.79632666 USDT (-10.79%) | 25.9 m | 1.03595 |
| * Best | 4/500 | 3 | 3 0 0 | 2.09% | 6.28261765 USDT (6.28%) | 62.0 m | 0.97908 |
| * Best | 5/500 | 192 | 127 52 13 | 0.61% | 118.07243091 USDT (117.95%) | 179.2 m | 0.60682 |
/home/crypto_rahino/anaconda3/envs/freqtrade-conda/lib/python3.9/site-packages/joblib/externals/loky/process_executor.py:688: UserWarning: A worker stopped while some jobs were given to the executor. This can be caused by a too short worker timeout or by a memory leak.
warnings.warn(
| Best | 39/500 | 714 | 380 266 68 | 0.47% | 336.09087695 USDT (335.76%) | 330.8 m | -0.11918 |
| Best | 56/500 | 601 | 395 168 38 | 0.57% | 340.28337587 USDT (339.94%) | 255.5 m | -0.13314 |
Exception ignored in: <function Exchange.__del__ at 0x7fc066a0c160>
[Epoch 60 of 500 ( 12%)] |████████████/ | [ETA: 4:32:28, Elapsed Time: 0:37:09]2021-02-15 22:28:46,048 - ccxt.base.exchange - WARNING - binance requires to release all resources with an explicit call to the .close() coroutine. If you are using the exchange instance with async coroutines, add exchange.close() to your code into a place when you're done with the exchange and don't need the exchange instance anymore (at the end of your async coroutine).
2021-02-15 22:28:46,050 - asyncio - ERROR - Unclosed client session
client_session: <aiohttp.client.ClientSession object at 0x7fc0471d7d90>
2021-02-15 22:28:46,051 - asyncio - ERROR - Unclosed connector
connections: ['[(<aiohttp.client_proto.ResponseHandler object at 0x7fc04813a2e0>, 632.889510459)]']
connector: <aiohttp.connector.TCPConnector object at 0x7fc0471d7dc0>
Traceback (most recent call last):
File "/home/crypto_rahino/freqtrade/freqtrade/exchange/exchange.py", line 145, in __del__
asyncio.get_event_loop().run_until_complete(self._api_async.close())
File "/home/crypto_rahino/anaconda3/envs/freqtrade-conda/lib/python3.9/asyncio/events.py", line 642, in get_event_loop
raise RuntimeError('There is no current event loop in thread %r.'
RuntimeError: There is no current event loop in thread 'QueueFeederThread'.
| Best | 186/500 | 775 | 404 322 49 | 0.48% | 372.14918360 USDT (371.78%) | 289.4 m | -0.23926 |
| Best | 241/500 | 580 | 328 233 19 | 0.74% | 429.37941015 USDT (428.95%) | 418.5 m | -0.42984 |
[Epoch 500 of 500 (100%)] || | [Time: 5:11:12, Elapsed Time: 5:11:12]
2021-02-16 03:02:48,826 - freqtrade.optimize.hyperopt - INFO - 500 epochs saved to '/home/crypto_rahino/freqtrade/user_data/hyperopt_results/hyperopt_results_2021-02-15_21-47-45.pickle'.
Best result:
241/500: 580 trades. 328/233/19 Wins/Draws/Losses. Avg profit 0.74%. Median profit 0.44%. Total profit 429.37941015 USDT ( 428.95Σ%). Avg duration 418.5 min. Objective: -0.42984
# Buy hyperspace params:
buy_params = {
'correl_h_l-enabled': True,
'correl_h_l-value': 0.65672,
'macd-enabled': True,
'macdhist-value': -0.00188,
'mfi-enabled': True,
'mfi-value': 38,
'sar-enabled': False,
'sar-value': 69,
'trigger': 'bol_mid'
}
# Sell hyperspace params:
sell_params = {
'correl_h_l-enabled': True,
'correl_h_l-value_sell': 0.1749,
'macd-enabled': True,
'macdhist-value_sell': -0.00354,
'mfi-enabled': True,
'mfi-value_sell': 55.23156,
'sar-enabled': False,
'sar-value_sell': 0.44967,
'trigger': 'bol_mid'
}
# ROI table:
minimal_roi = {
"0": 0.2516,
"18": 0.07762,
"65": 0.02142,
"158": 0
}
# Stoploss:
stoploss = -0.17102
# Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.30581
trailing_stop_positive_offset = 0.36224
trailing_only_offset_is_reached = True

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136
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172/300: 9 trades. 6/3/0 Wins/Draws/Losses. Avg profit 1.45%. Median profit 0.93%. Total profit 0.13055133 USDT ( 13.04Σ%). Avg duration 77.0 min. Objective: 0.95653
# Buy hyperspace params:
buy_params = {
'angle_long-enabled': True,
'angle_long-value': -8,
'angle_mid-enabled': True,
'angle_mid-value': -27,
'angle_short-enabled': True,
'angle_short-value': 10,
'cci-enabled': False,
'cci-value': -59,
'correl_angle_long_close-enabled': True,
'correl_angle_long_close-value': 0.21787,
'correl_angle_mid_close-enabled': True,
'correl_angle_mid_close-value': 0.44494,
'correl_angle_short_close-enabled': False,
'correl_angle_short_close-value': -0.9378,
'correl_close_last_close-enabled': False,
'correl_close_last_close-value': 0.06954,
'correl_h_l-enabled': True,
'correl_h_l-value': 0.75227,
'correl_hist_close-enabled': False,
'correl_hist_close-value': 0.59611,
'correl_ht_sine_close-enabled': False,
'correl_ht_sine_close-value': 0.64922,
'correl_mfi_close-enabled': True,
'correl_mfi_close-value': -0.97597,
'correl_tsf_long_close-enabled': False,
'correl_tsf_long_close-value': 0.0799,
'correl_tsf_mid_close-enabled': False,
'correl_tsf_mid_close-value': 0.46867,
'correl_tsf_short_close-enabled': False,
'correl_tsf_short_close-value': 0.27662,
'ema-enabled': False,
'ema-value': 15,
'ema_bol-enabled': False,
'ema_bol-value': 9,
'ht_phase-enabled': False,
'ht_phase1-value': -36,
'ht_phase2-value': 255,
'ht_trendline-enabled': False,
'ht_trendline-value': -0.02648,
'ht_trendmode-enabled': False,
'ht_trendmode-value': 0,
'inphase-enabled': True,
'inphase-value': -0.03953,
'macd-enabled': True,
'macdhist-value': 0.23545,
'mfi-enabled': True,
'mfi-value': 57,
'trigger': 'cci',
'tsf_long-enabled': True,
'tsf_long-value': -3,
'tsf_mid-enabled': False,
'tsf_mid-value': -98,
'tsf_short-enabled': False,
'tsf_short-value': -22
}
# Sell hyperspace params:
sell_params = {
'angle_long-enabled': True,
'angle_long-value_sell': -19,
'angle_mid-enabled': True,
'angle_mid-value_sell': 30,
'angle_short-enabled': True,
'angle_short-value_sell': -9,
'cci-enabled': False,
'cci-value_sell': -83,
'correl_angle_long_close-enabled': True,
'correl_angle_long_close-value_sell': 0.2552,
'correl_angle_mid_close-enabled': True,
'correl_angle_mid_close-value_sell': 0.46789,
'correl_angle_short_close-enabled': False,
'correl_angle_short_close-value_sell': 0.57124,
'correl_close_last_close-enabled': False,
'correl_close_last_close-value_sell': 0.65996,
'correl_h_l-enabled': True,
'correl_h_l-value_sell': 0.41353,
'correl_hist_close-enabled': False,
'correl_hist_close-value_sell': -0.98429,
'correl_ht_sine_close-enabled': False,
'correl_ht_sine_close-value_sell': 0.66294,
'correl_mfi_close-enabled': True,
'correl_mfi_close-value_sell': -0.4065,
'correl_tsf_long_close-enabled': False,
'correl_tsf_long_close-value_sell': -0.99299,
'correl_tsf_mid_close-enabled': False,
'correl_tsf_mid_close-value_sell': 0.5597,
'correl_tsf_short_close-enabled': False,
'correl_tsf_short_close-value_sell': -0.9004,
'ema-enabled': False,
'ema-value_sell': 24,
'ema_bol-enabled': False,
'ema_bol-value_sell': 19,
'ht_phase-enabled': False,
'ht_phase1-value_sell': 228,
'ht_phase2-value_sell': -19,
'ht_trendline-enabled': False,
'ht_trendline-value_sell': -0.01794,
'ht_trendmode-enabled': False,
'ht_trendmode-value_sell': 0,
'inphase-enabled': True,
'inphase-value_sell': 0.00585,
'macd-enabled': True,
'macdhist-value_sell': -6.78881,
'mfi-value_sell': 67,
'trigger': 'cci',
'tsf_long-enabled': True,
'tsf_long-value_sell': 66,
'tsf_mid-enabled': False,
'tsf_mid-value_sell': -3,
'tsf_short-enabled': False,
'tsf_short-value_sell': 1
}
# ROI table:
minimal_roi = {
"0": 0.19091,
"17": 0.07922,
"45": 0.01411,
"59": 0
}
# Stoploss:
stoploss = -0.05668
# Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.27147
trailing_stop_positive_offset = 0.31663
trailing_only_offset_is_reached = False

128
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(freqtrade-conda) crypto_rahino@fretrade-1:~/freqtrade$ freqtrade hyperopt --config user_data/config_ethusdt_safe_1h.json --hyperopt hyper_ethusdt2 --hyperopt-loss SharpeHyperOptLoss --strategy strg2_ETHUSDT_1h_prod1 -e 300 --spaces all --timerange 20190101-
2021-02-28 20:54:23,663 - freqtrade.configuration.configuration - INFO - Using config: user_data/config_ethusdt_safe_1h.json ...
2021-02-28 20:54:23,663 - freqtrade.loggers - INFO - Verbosity set to 0
2021-02-28 20:54:23,664 - freqtrade.configuration.configuration - INFO - Using max_open_trades: 3 ...
2021-02-28 20:54:23,664 - freqtrade.configuration.configuration - INFO - Parameter --timerange detected: 20190101- ...
2021-02-28 20:54:23,664 - freqtrade.configuration.configuration - INFO - Using user-data directory: /home/crypto_rahino/freqtrade/user_data ...
2021-02-28 20:54:23,664 - freqtrade.configuration.configuration - INFO - Using data directory: /home/crypto_rahino/freqtrade/user_data/data/binance ...
2021-02-28 20:54:23,664 - freqtrade.configuration.configuration - INFO - Using Hyperopt class name: hyper_ethusdt2
2021-02-28 20:54:23,664 - freqtrade.configuration.configuration - INFO - Parameter --epochs detected ... Will run Hyperopt with for 300 epochs ...
2021-02-28 20:54:23,664 - freqtrade.configuration.configuration - INFO - Parameter -s/--spaces detected: ['all']
2021-02-28 20:54:23,665 - freqtrade.configuration.configuration - INFO - Parameter -j/--job-workers detected: -1
2021-02-28 20:54:23,665 - freqtrade.configuration.configuration - INFO - Parameter --min-trades detected: 1
2021-02-28 20:54:23,665 - freqtrade.configuration.configuration - INFO - Using Hyperopt loss class name: SharpeHyperOptLoss
2021-02-28 20:54:23,665 - freqtrade.configuration.check_exchange - INFO - Checking exchange...
2021-02-28 20:54:23,665 - freqtrade.configuration.check_exchange - INFO - Exchange "binance" is officially supported by the Freqtrade development team.
2021-02-28 20:54:23,665 - freqtrade.configuration.configuration - INFO - Using pairlist from configuration.
2021-02-28 20:54:23,665 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2021-02-28 20:54:23,667 - freqtrade.commands.optimize_commands - INFO - Starting freqtrade in Hyperopt mode
2021-02-28 20:54:23,667 - filelock - INFO - Lock 140536302744960 acquired on /home/crypto_rahino/freqtrade/user_data/hyperopt.lock
2021-02-28 20:54:23,667 - freqtrade.exchange.exchange - INFO - Instance is running with dry_run enabled
2021-02-28 20:54:23,667 - freqtrade.exchange.exchange - INFO - Using CCXT 1.40.99
2021-02-28 20:54:23,667 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True}
2021-02-28 20:54:23,673 - freqtrade.exchange.exchange - INFO - Applying additional ccxt config: {'enableRateLimit': True, 'rateLimit': 200}
2021-02-28 20:54:23,678 - freqtrade.exchange.exchange - INFO - Using Exchange "Binance"
2021-02-28 20:54:24,878 - freqtrade.resolvers.exchange_resolver - INFO - Using resolved exchange 'Binance'...
2021-02-28 20:54:24,884 - freqtrade.resolvers.iresolver - INFO - Using resolved strategy strg2_ETHUSDT_1h_prod1 from '/home/crypto_rahino/freqtrade/user_data/strategies/ethusdt2_safe_prod1.py'...
2021-02-28 20:54:24,885 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'timeframe' with value in config file: 1h.
2021-02-28 20:54:24,885 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_currency' with value in config file: USDT.
2021-02-28 20:54:24,885 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'stake_amount' with value in config file: 100.0.
2021-02-28 20:54:24,885 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'unfilledtimeout' with value in config file: {'buy': 10, 'sell': 30}.
2021-02-28 20:54:24,885 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'use_sell_signal' with value in config file: True.
2021-02-28 20:54:24,885 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'sell_profit_only' with value in config file: False.
2021-02-28 20:54:24,885 - freqtrade.resolvers.strategy_resolver - INFO - Override strategy 'ignore_roi_if_buy_signal' with value in config file: False.
2021-02-28 20:54:24,885 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using minimal_roi: {'0': 0.14918562374415067, '500': 0.058385372968253246, '2000': 0.02650295809826818, '1500': 0}
2021-02-28 20:54:24,885 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using timeframe: 1h
2021-02-28 20:54:24,885 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stoploss: -0.23
2021-02-28 20:54:24,885 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop: True
2021-02-28 20:54:24,886 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive: 0.04
2021-02-28 20:54:24,886 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_stop_positive_offset: 0.07
2021-02-28 20:54:24,886 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using trailing_only_offset_is_reached: True
2021-02-28 20:54:24,886 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_custom_stoploss: False
2021-02-28 20:54:24,886 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using process_only_new_candles: False
2021-02-28 20:54:24,886 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_types: {'buy': 'market', 'sell': 'market', 'stoploss': 'market', 'stoploss_on_exchange': False}
2021-02-28 20:54:24,886 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using order_time_in_force: {'buy': 'gtc', 'sell': 'gtc'}
2021-02-28 20:54:24,886 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_currency: USDT
2021-02-28 20:54:24,886 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using stake_amount: 100.0
2021-02-28 20:54:24,886 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using startup_candle_count: 0
2021-02-28 20:54:24,886 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using unfilledtimeout: {'buy': 10, 'sell': 30}
2021-02-28 20:54:24,886 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using use_sell_signal: True
2021-02-28 20:54:24,886 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_only: False
2021-02-28 20:54:24,886 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_roi_if_buy_signal: False
2021-02-28 20:54:24,886 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using sell_profit_offset: 0.0
2021-02-28 20:54:24,886 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using disable_dataframe_checks: False
2021-02-28 20:54:24,886 - freqtrade.resolvers.strategy_resolver - INFO - Strategy using ignore_buying_expired_candle_after: 0
2021-02-28 20:54:24,887 - freqtrade.configuration.config_validation - INFO - Validating configuration ...
2021-02-28 20:54:24,889 - freqtrade.resolvers.iresolver - INFO - Using resolved pairlist StaticPairList from '/home/crypto_rahino/freqtrade/freqtrade/plugins/pairlist/StaticPairList.py'...
2021-02-28 20:54:24,898 - freqtrade.resolvers.iresolver - INFO - Using resolved hyperopt hyper_ethusdt2 from '/home/crypto_rahino/freqtrade/user_data/hyperopts/hyper_ethusdt2.py'...
2021-02-28 20:54:24,898 - freqtrade.resolvers.hyperopt_resolver - INFO - Hyperopt class does not provide populate_indicators() method. Using populate_indicators from the strategy.
2021-02-28 20:54:24,898 - freqtrade.resolvers.hyperopt_resolver - INFO - Hyperopt class does not provide populate_buy_trend() method. Using populate_buy_trend from the strategy.
2021-02-28 20:54:24,898 - freqtrade.resolvers.hyperopt_resolver - INFO - Hyperopt class does not provide populate_sell_trend() method. Using populate_sell_trend from the strategy.
2021-02-28 20:54:24,907 - freqtrade.resolvers.iresolver - INFO - Using resolved hyperoptloss SharpeHyperOptLoss from '/home/crypto_rahino/freqtrade/freqtrade/optimize/hyperopt_loss_sharpe.py'...
2021-02-28 20:54:24,908 - freqtrade.optimize.hyperopt - INFO - Using optimizer random state: 32325
2021-02-28 20:54:24,966 - numexpr.utils - INFO - NumExpr defaulting to 4 threads.
2021-02-28 20:54:25,041 - freqtrade.data.converter - INFO - Missing data fillup for ETH/USDT: before: 18908 - after: 18954
2021-02-28 20:54:25,042 - freqtrade.optimize.backtesting - INFO - Loading data from 2019-01-01 00:00:00 up to 2021-02-28 17:00:00 (789 days)..
2021-02-28 20:54:25,133 - freqtrade.optimize.hyperopt - INFO - Hyperopting with data from 2019-01-01 00:00:00 up to 2021-02-28 17:00:00 (789 days)..
2021-02-28 20:54:25,139 - freqtrade.optimize.hyperopt - INFO - Found 4 CPU cores. Let's make them scream!
2021-02-28 20:54:25,139 - freqtrade.optimize.hyperopt - INFO - Number of parallel jobs set as: -1
2021-02-28 20:54:25,184 - freqtrade.optimize.hyperopt - INFO - Effective number of parallel workers used: 4
+--------+---------+----------+------------------+--------------+-------------------------------+----------------+-------------+
| Best | Epoch | Trades | Win Draw Loss | Avg profit | Profit | Avg duration | Objective |
|--------+---------+----------+------------------+--------------+-------------------------------+----------------+-------------|
| * Best | 2/300 | 2235 | 895 120 1220 | -0.20% | -441.54732382 USDT (-441.11%) | 790.9 m | 5.51805 |
| * Best | 6/300 | 788 | 341 389 58 | 0.20% | 155.51998858 USDT (155.36%) | 3,753.7 m | -0.4659 |
| * Best | 13/300 | 738 | 382 232 124 | 0.50% | 372.56940254 USDT (372.20%) | 3,831.4 m | -1.16905 |
| * Best | 19/300 | 1044 | 474 105 465 | 0.33% | 341.31744129 USDT (340.98%) | 1,497.9 m | -1.68198 |
| * Best | 25/300 | 709 | 360 308 41 | 0.94% | 668.46193419 USDT (667.79%) | 4,734.6 m | -2.16973 |
| Best | 207/300 | 782 | 427 304 51 | 0.82% | 638.26843226 USDT (637.63%) | 3,986.9 m | -2.28832 |
[Epoch 300 of 300 (100%)] || | [Time: 0:12:33, Elapsed Time: 0:12:33]
2021-02-28 21:07:07,336 - freqtrade.optimize.hyperopt - INFO - 300 epochs saved to '/home/crypto_rahino/freqtrade/user_data/hyperopt_results/hyperopt_results_2021-02-28_20-54-24.pickle'.
Best result:
207/300: 782 trades. 427/304/51 Wins/Draws/Losses. Avg profit 0.82%. Median profit 1.26%. Total profit 638.26843226 USDT ( 637.63Σ%). Avg duration 3986.9 min. Objective: -2.28832
# Buy hyperspace params:
buy_params = {
'angle_tsf_mid-enabled': True,
'angle_tsf_mid-value': 31,
'ao-enabled': False,
'ao1-value': 49,
'ao2-value': 37,
'rsi-enabled': False,
'rsi1-value': 9,
'rsi2-value': 79,
'trigger': 'ao_cross_dw'
}
# Sell hyperspace params:
sell_params = {
'angle_tsf_mid-enabled': True,
'angle_tsf_mid-value_sell': 83,
'ao-enabled': False,
'ao1-value_sell': -11,
'ao2-value_sell': 20,
'rsi-enabled': False,
'rsi1-value_sell': 16,
'rsi2-value_sell': 77,
'trigger': 'ao_cross_dw'
}
# ROI table:
minimal_roi = {
"0": 0.0681,
"976": 0.05144,
"1656": 0.01257,
"1963": 0
}
# Stoploss:
stoploss = -0.22706
# Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.27174
trailing_stop_positive_offset = 0.29437
trailing_only_offset_is_reached = Fals

119
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+--------+---------+----------+------------------+--------------+-------------------------------+----------------+-------------+
| Best | Epoch | Trades | Win Draw Loss | Avg profit | Profit | Avg duration | Objective |
|--------+---------+----------+------------------+--------------+-------------------------------+----------------+-------------|
| * Best | 1/300 | 1 | 1 0 0 | 1.87% | 0.01873046 USDT (1.87%) | 79.0 m | 0.99376 |
| * Best | 10/300 | 1 | 1 0 0 | 8.07% | 0.08076779 USDT (8.07%) | 43.0 m | 0.9731 |
/home/crypto_rahino/anaconda3/envs/freqtrade-conda/lib/python3.9/site-packages/joblib/externals/loky/process_executor.py:688: UserWarning: A worker stopped while some jobs were given to the executor. This can be caused by a too short worker timeout or by a memory leak.
warnings.warn(
| * Best | 14/300 | 64 | 26 36 2 | 0.35% | 0.22444174 USDT (22.42%) | 562.1 m | 0.92526 |
/home/crypto_rahino/anaconda3/envs/freqtrade-conda/lib/python3.9/site-packages/joblib/externals/loky/process_executor.py:688: UserWarning: A worker stopped while some jobs were given to the executor. This can be caused by a too short worker timeout or by a memory leak.
warnings.warn(
| * Best | 18/300 | 34 | 23 11 0 | 1.66% | 0.56510634 USDT (56.45%) | 95.7 m | 0.81182 |
/home/crypto_rahino/anaconda3/envs/freqtrade-conda/lib/python3.9/site-packages/joblib/externals/loky/process_executor.py:688: UserWarning: A worker stopped while some jobs were given to the executor. This can be caused by a too short worker timeout or by a memory leak.
warnings.warn(
Exception ignored in: <function Exchange.__del__ at 0x7fda640b90d0>
[Epoch 68 of 300 ( 22%)] |████████████████████████/ | [ETA: 0:59:50, Elapsed Time: 0:17:32]2021-02-19 14:13:21,283 - ccxt.base.exchange - WARNING - binance requires to release all resources with an explicit call to the .close() coroutine. If you are using the exchange instance with async coroutines, add exchange.close() to your code into a place when you're done with the exchange and don't need the exchange instance anymore (at the end of your async coroutine).
2021-02-19 14:13:21,285 - asyncio - ERROR - Unclosed client session
client_session: <aiohttp.client.ClientSession object at 0x7fda44883f40>
2021-02-19 14:13:21,286 - asyncio - ERROR - Unclosed connector
connections: ['[(<aiohttp.client_proto.ResponseHandler object at 0x7fda457e62e0>, 18883.246767892)]']
connector: <aiohttp.connector.TCPConnector object at 0x7fda44883f70>
Traceback (most recent call last):
File "/home/crypto_rahino/freqtrade/freqtrade/exchange/exchange.py", line 145, in __del__
asyncio.get_event_loop().run_until_complete(self._api_async.close())
File "/home/crypto_rahino/anaconda3/envs/freqtrade-conda/lib/python3.9/asyncio/events.py", line 642, in get_event_loop
raise RuntimeError('There is no current event loop in thread %r.'
RuntimeError: There is no current event loop in thread 'QueueFeederThread'.
| Best | 70/300 | 110 | 68 35 7 | 0.56% | 0.61298127 USDT (61.24%) | 245.8 m | 0.79588 |
| Best | 149/300 | 474 | 248 206 20 | 0.39% | 1.86796545 USDT (186.61%) | 393.6 m | 0.37797 |
[Epoch 300 of 300 (100%)] || | [Time: 2:00:50, Elapsed Time: 2:00:50]
2021-02-19 15:56:39,657 - freqtrade.optimize.hyperopt - INFO - 300 epochs saved to '/home/crypto_rahino/freqtrade/user_data/hyperopt_results/hyperopt_results_2021-02-19_13-55-11.pickle'.
Best result:
149/300: 474 trades. 248/206/20 Wins/Draws/Losses. Avg profit 0.39%. Median profit 0.20%. Total profit 1.86796545 USDT ( 186.61Σ%). Avg duration 393.6 min. Objective: 0.37797
# Buy hyperspace params:
buy_params = {
'angle_long-enabled': False,
'angle_long-value': -11,
'angle_short-enabled': True,
'angle_short-value': -40,
'correl_angle_long_close-enabled': False,
'correl_angle_long_close-value': 0.80594,
'correl_angle_short_close-enabled': True,
'correl_angle_short_close-value': -0.23132,
'correl_close_last_close-enabled': False,
'correl_close_last_close-value': 0.00945,
'correl_h_l-enabled': True,
'correl_h_l-value': 0.42804,
'correl_hist_close-enabled': False,
'correl_hist_close-value': 0.12126,
'correl_mfi_close-enabled': False,
'correl_mfi_close-value': 0.54723,
'correl_tsf_mid_close-enabled': False,
'correl_tsf_mid_close-value': 0.6971,
'correl_tsf_short_close-enabled': False,
'correl_tsf_short_close-value': -0.52876,
'macd-enabled': True,
'macdhist-value': 1,
'mfi-enabled': False,
'mfi-value': 32,
'trigger': 'bol_high',
'tsf_mid-enabled': False,
'tsf_mid-value': -67,
'tsf_short-enabled': False,
'tsf_short-value': 2
}
# Sell hyperspace params:
sell_params = {
'angle_long-enabled': False,
'angle_long-value_sell': 31,
'angle_short-enabled': True,
'angle_short-value_sell': 36,
'correl_angle_long_close-enabled': False,
'correl_angle_long_close-value_sell': -0.82504,
'correl_angle_short_close-enabled': True,
'correl_angle_short_close-value_sell': 0.72362,
'correl_close_last_close-enabled': False,
'correl_close_last_close-value_sell': -0.57569,
'correl_h_l-enabled': True,
'correl_h_l-value_sell': 0.40219,
'correl_hist_close-enabled': False,
'correl_hist_close-value_sell': 0.36141,
'correl_mfi_close-enabled': False,
'correl_mfi_close-value_sell': -0.6346,
'correl_tsf_mid_close-enabled': False,
'correl_tsf_mid_close-value_sell': -0.72611,
'correl_tsf_short_close-enabled': False,
'correl_tsf_short_close-value_sell': -0.74928,
'macd-enabled': True,
'macdhist-value_sell': -4,
'mfi-enabled': False,
'mfi-value_sell': 78,
'trigger': 'bol_high',
'tsf_mid-enabled': False,
'tsf_mid-value_sell': 90,
'tsf_short-enabled': False,
'tsf_short-value_sell': -71
}
# ROI table:
minimal_roi = {
"0": 0.14689,
"23": 0.07987,
"40": 0.03243,
"136": 0
}
# Stoploss:
stoploss = -0.18934
# Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.02891
trailing_stop_positive_offset = 0.05001
trailing_only_offset_is_reached = True

121
.env/bin/user_data/hyperopt_results/strg1_dogeusdt_sortino_result.txt Normal file
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+--------+---------+----------+------------------+--------------+-------------------------------+----------------+-------------+
| Best | Epoch | Trades | Win Draw Loss | Avg profit | Profit | Avg duration | Objective |
|--------+---------+----------+------------------+--------------+-------------------------------+----------------+-------------|
| * Best | 30/300 | 527 | 287 186 54 | 0.18% | 0.95172018 USDT (95.08%) | 820.9 m | -0.7889 |
| Best | 43/300 | 386 | 225 130 31 | 0.32% | 1.25468221 USDT (125.34%) | 399.1 m | -1.50724 |
| Best | 92/300 | 132 | 91 37 4 | 1.45% | 1.91635024 USDT (191.44%) | 158.7 m | -1.796 |
| Best | 100/300 | 684 | 372 291 21 | 0.26% | 1.76455458 USDT (176.28%) | 679.4 m | -1.91233 |
| Best | 131/300 | 1936 | 1108 692 136 | 0.25% | 4.85130056 USDT (484.65%) | 1,201.8 m | -2.79078 |
| Best | 270/300 | 8 | 6 2 0 | 0.28% | 0.02219733 USDT (2.22%) | 2,454.4 m | -9,004.65032 |
[Epoch 300 of 300 (100%)] || | [Time: 1:23:04, Elapsed Time: 1:23:04]
2021-02-08 01:20:27,607 - freqtrade.optimize.hyperopt - INFO - 300 epochs saved to '/home/yakov/PycharmProjects/freqtrade/.env/bin/user_data/hyperopt_results/hyperopt_results_2021-02-07_23-57-04.pickle'.
Best result:
270/300: 8 trades. 6/2/0 Wins/Draws/Losses. Avg profit 0.28%. Median profit 0.16%. Total profit 0.02219733 USDT ( 2.22Σ%). Avg duration 2454.4 min. Objective: -9004.65032
# Buy hyperspace params:
buy_params = {
'angle_long-enabled': False,
'angle_long-value': 69,
'angle_mid-enabled': True,
'angle_mid-value': -30,
'angle_short-enabled': False,
'angle_short-value': -51,
'correl_angle_long_close-enabled': True,
'correl_angle_long_close-value': 0.01945,
'correl_angle_mid_close-enabled': True,
'correl_angle_mid_close-value': 0.80691,
'correl_angle_short_close-enabled': False,
'correl_angle_short_close-value': 0.79822,
'correl_close_last_close-enabled': True,
'correl_close_last_close-value': 0.13071,
'correl_h_l-enabled': True,
'correl_h_l-value': 0.99955,
'correl_hist_close-enabled': True,
'correl_hist_close-value': -0.4257,
'correl_mfi_close-enabled': False,
'correl_mfi_close-value': -0.05654,
'correl_tsf_long_close-enabled': False,
'correl_tsf_long_close-value': 0.08529,
'correl_tsf_mid_close-enabled': False,
'correl_tsf_mid_close-value': 0.98883,
'correl_tsf_short_close-enabled': True,
'correl_tsf_short_close-value': -0.74093,
'ema-enabled': True,
'ema-value': -0.22445,
'macd-enabled': False,
'macd-value': 0.31501,
'macdhist-value': 0.4072,
'mfi-enabled': True,
'mfi-value': 0.8919,
'trigger': 'ma_cross',
'tsf_long-enabled': False,
'tsf_long-value': 46,
'tsf_mid-enabled': False,
'tsf_mid-value': -50,
'tsf_short-enabled': False,
'tsf_short-value': 68
}
# Sell hyperspace params:
sell_params = {
'angle_long-enabled': False,
'angle_long-value_sell': -74,
'angle_mid-enabled': True,
'angle_mid-value_sell': -29,
'angle_short-enabled': False,
'angle_short-value_sell': 89,
'correl_angle_long_close-enabled': True,
'correl_angle_long_close-value_sell': -0.31549,
'correl_angle_mid_close-enabled': True,
'correl_angle_mid_close-value_sell': 0.12343,
'correl_angle_short_close-enabled': False,
'correl_angle_short_close-value_sell': 0.75309,
'correl_close_last_close-enabled': True,
'correl_close_last_close-value_sell': 0.895,
'correl_h_l-enabled': True,
'correl_h_l-value_sell': -0.90613,
'correl_hist_close-enabled': True,
'correl_hist_close-value_sell': 0.4866,
'correl_mfi_close-enabled': False,
'correl_mfi_close-value_sell': 0.50188,
'correl_tsf_long_close-enabled': False,
'correl_tsf_long_close-value_sell': 0.04306,
'correl_tsf_mid_close-enabled': False,
'correl_tsf_mid_close-value_sell': -0.33186,
'correl_tsf_short_close-enabled': True,
'correl_tsf_short_close-value_sell': -0.25287,
'ema-enabled': True,
'ema-value_sell': 0.88304,
'macd-enabled': False,
'macd-value_sell': -0.49075,
'macdhist-value_sell': -0.19491,
'mfi-enabled': True,
'mfi-value_sell': 0.63614,
'trigger': 'ma_cross',
'tsf_long-enabled': False,
'tsf_long-value_sell': -52,
'tsf_mid-enabled': False,
'tsf_mid-value_sell': 12,
'tsf_short-enabled': False,
'tsf_short-value_sell': 84
}
# ROI table:
minimal_roi = {
"0": 0.21377,
"22": 0.08011,
"72": 0.01195,
"150": 0
}
# Stoploss:
stoploss = -0.23077
# Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.26744
trailing_stop_positive_offset = 0.31499
trailing_only_offset_is_reached = True

122
.env/bin/user_data/hyperopt_results/strg1_ethusd2_results_sharpe.txt Normal file
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@@ -0,0 +1,122 @@
+--------+---------+----------+------------------+--------------+-------------------------------+----------------+-------------+
| Best | Epoch | Trades | Win Draw Loss | Avg profit | Profit | Avg duration | Objective |
|--------+---------+----------+------------------+--------------+-------------------------------+----------------+-------------|
| * Best | 9/500 | 1 | 1 0 0 | 3.20% | 0.03207524 USDT
| * Best | 11/500 | 10 | 8 1 1 | 1.91% | 0.19162864 USDT (19.14%) | 96.1 m | -0.04427 |
| Best | 34/500 | 3 | 3 0 0 | 7.38% | 0.22165792 USDT (22.14%) | 25.7 m | -0.12983 |
| Best | 40/500 | 27 | 19 1 7 | 1.60% | 0.43147803 USDT (43.10%) | 82.6 m | -0.14711 |
| Best | 85/500 | 28 | 22 6 0 | 3.83% | 1.07257599 USDT (107.15%) | 88.2 m | -0.67739 |
| Best | 465/500 | 29 | 28 1 0 | 3.68% | 1.06848739 USDT (106.74%) | 50.7 m | -0.88123 |
[Epoch 500 of 500 (100%)] || | [Time: 2:33:04, Elapsed Time: 2:33:04]
2021-02-06 20:14:22,295 - freqtrade.optimize.hyperopt - INFO - 500 epochs saved to '/home/crypto_rahino/freqtrade/user_data/hyperopt_results/hyperopt_results_2021-02-06_17-40-43.pickle'.
Best result:
465/500: 29 trades. 28/1/0 Wins/Draws/Losses. Avg profit 3.68%. Median profit 2.96%. Total profit 1.06848739 USDT ( 106.74Σ%). Avg duration 50.7 min. Objective: -0.88123
# Buy hyperspace params:
buy_params = {
'angle_long-enabled': False,
'angle_long-value': 48,
'angle_mid-enabled': True,
'angle_mid-value': -81,
'angle_short-enabled': False,
'angle_short-value': 81,
'correl_angle_long_close-enabled': False,
'correl_angle_long_close-value': 0.48169,
'correl_angle_mid_close-enabled': False,
'correl_angle_mid_close-value': 0.43412,
'correl_angle_short_close-enabled': False,
'correl_angle_short_close-value': -0.81921,
'correl_close_last_close-enabled': False,
'correl_close_last_close-value': -0.5165,
'correl_h_l-enabled': True,
'correl_h_l-value': 0.3266,
'correl_hist_close-enabled': False,
'correl_hist_close-value': 0.10357,
'correl_mfi_close-enabled': False,
'correl_mfi_close-value': -0.09038,
'correl_tsf_long_close-enabled': False,
'correl_tsf_long_close-value': 0.63061,
'correl_tsf_mid_close-enabled': False,
'correl_tsf_mid_close-value': 0.88061,
'correl_tsf_short_close-enabled': False,
'correl_tsf_short_close-value': 0.54129,
'ema-enabled': True,
'ema-value': 0.77515,
'macd-enabled': False,
'macd-value': -0.99604,
'macdhist-value': -0.64655,
'mfi-enabled': False,
'mfi-value': -0.80583,
'trigger': 'bol_low',
'tsf_long-enabled': False,
'tsf_long-value': 13,
'tsf_mid-enabled': False,
'tsf_mid-value': -5,
'tsf_short-enabled': False,
'tsf_short-value': -78
}
# Sell hyperspace params:
sell_params = {
'angle_long-enabled': False,
'angle_long-value_sell': -62,
'angle_mid-enabled': True,
'angle_mid-value_sell': -32,
'angle_short-enabled': False,
'angle_short-value_sell': -88,
'correl_angle_long_close-enabled': False,
'correl_angle_long_close-value_sell': -0.79045,
'correl_angle_mid_close-enabled': False,
'correl_angle_mid_close-value_sell': -0.54329,
'correl_angle_short_close-enabled': False,
'correl_angle_short_close-value_sell': -0.72088,
'correl_close_last_close-enabled': False,
'correl_close_last_close-value_sell': 0.77057,
'correl_h_l-enabled': True,
'correl_h_l-value_sell': -0.51244,
'correl_hist_close-enabled': False,
'correl_hist_close-value_sell': 0.32559,
'correl_mfi_close-enabled': False,
'correl_mfi_close-value_sell': 0.54261,
'correl_tsf_long_close-enabled': False,
'correl_tsf_long_close-value_sell': 0.97774,
'correl_tsf_mid_close-enabled': False,
'correl_tsf_mid_close-value_sell': -0.12538,
'correl_tsf_short_close-enabled': False,
'correl_tsf_short_close-value_sell': -0.02653,
'ema-enabled': True,
'ema-value_sell': 0.85393,
'macd-enabled': False,
'macd-value_sell': 0.60307,
'macdhist-value_sell': 0.66489,
'mfi-enabled': False,
'mfi-value_sell': 0.04703,
'trigger': 'bol_low',
'tsf_long-enabled': False,
'tsf_long-value_sell': -44,
'tsf_mid-enabled': False,
'tsf_mid-value_sell': 41,
'tsf_short-enabled': False,
'tsf_short-value_sell': 25
}
# ROI table:
minimal_roi = {
"0": 0.17601,
"15": 0.05004,
"39": 0.02337,
"158": 0
}
# Stoploss:
stoploss = -0.19269
# Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.3265
trailing_stop_positive_offset = 0.34828
trailing_only_offset_is_reached = True

138
.env/bin/user_data/hyperopt_results/strg1_ethusd2_results_sortino.txt Normal file
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@@ -0,0 +1,138 @@
+--------+---------+----------+------------------+--------------+-------------------------------+----------------+-------------+
| Best | Epoch | Trades | Win Draw Loss | Avg profit | Profit | Avg duration | Objective |
|--------+---------+----------+------------------+--------------+-------------------------------+----------------+-------------|
| * Best | 3/500 | 1 | 0 1 0 | 0.00% | -- | 419.0 m | 20 |
| * Best | 4/500 | 3754 | 1384 399 1971 | -0.18% | -6.72272549 USDT (-671.60%) | 121.9 m | 10.8055 |
Exception ignored in: <function Exchange.__del__ at 0x7fb607d270d0>
[Epoch 4 of 500 ( 0%)] |\ | [ETA: 0:00:26, Elapsed Time: 0:00:00]2021-02-06 14:40:46,035 - ccxt.base.exchange - WARNING - binance requires to release all resources with an explicit call to the .close() coroutine. If you are using the exchange instance with async coroutines, add exchange.close() to your code into a place when you're done with the exchange and don't need the exchange instance anymore (at the end of your async coroutine).
2021-02-06 14:40:46,036 - asyncio - ERROR - Unclosed client session
client_session: <aiohttp.client.ClientSession object at 0x7fb5e8568a90>
2021-02-06 14:40:46,037 - asyncio - ERROR - Unclosed connector
connections: ['[(<aiohttp.client_proto.ResponseHandler object at 0x7fb5e93dd700>, 628.93462627)]']
connector: <aiohttp.connector.TCPConnector object at 0x7fb5e85685e0>
Traceback (most recent call last):
File "/home/crypto_rahino/freqtrade/freqtrade/exchange/exchange.py", line 145, in __del__
asyncio.get_event_loop().run_until_complete(self._api_async.close())
File "/home/crypto_rahino/anaconda3/envs/freqtrade-conda/lib/python3.9/asyncio/events.py", line 642, in get_event_loop
raise RuntimeError('There is no current event loop in thread %r.'
RuntimeError: There is no current event loop in thread 'QueueFeederThread'.
| * Best | 6/500 | 58 | 27 6 25 | 0.07% | 0.03832727 USDT (3.83%) | 92.8 m | -0.01122 |
| Best | 36/500 | 509 | 259 178 72 | 0.06% | 0.31490048 USDT (31.46%) | 277.4 m | -0.02974 |
| Best | 46/500 | 4 | 3 0 1 | 3.65% | 0.14631439 USDT (14.62%) | 14.5 m | -0.06469 |
| Best | 50/500 | 755 | 385 220 150 | 0.09% | 0.71414894 USDT (71.34%) | 62.6 m | -0.29416 |
| Best | 53/500 | 10 | 7 1 2 | 1.23% | 0.12302166 USDT (12.29%) | 61.3 m | -0.33487 |
[Epoch 81 of 500 ( 16%)] |█████████████████- | [ETA: 1:19:36, Elapsed Time: 0:15:2 [E [Epoch 93 of 500 ( 18%)] |███████████████████/ | [ETA: 1:25:44, Elapsed Time: 0:1| Best | 146/500 | 12 | 10 1 1 | 2.37% | 0.28436729 USDT (28.41%) | 69.3 m | -0.9252 |
[Epoch 500 of 500 (100%)] || | [Time: 2:47:19, Elapsed Time: 2:47:19]
2021-02-06 17:28:05,529 - freqtrade.optimize.hyperopt - INFO - 500 epochs saved to '/home/crypto_rahino/freqtrade/user_data/hyperopt_results/hyperopt_results_2021-02-06_14-39-46.pickle'.
Best result:
146/500: 12 trades. 10/1/1 Wins/Draws/Losses. Avg profit 2.37%. Median profit 3.13%. Total profit 0.28436729 USDT ( 28.41Σ%). Avg duration 69.3 min. Objective: -0.92520
# Buy hyperspace params:
buy_params = {
'angle_long-enabled': False,
'angle_long-value': 35,
'angle_mid-enabled': True,
'angle_mid-value': -90,
'angle_short-enabled': False,
'angle_short-value': 40,
'correl_angle_long_close-enabled': True,
'correl_angle_long_close-value': 0.62864,
'correl_angle_mid_close-enabled': False,
'correl_angle_mid_close-value': 0.53883,
'correl_angle_short_close-enabled': False,
'correl_angle_short_close-value': -0.64865,
'correl_close_last_close-enabled': False,
'correl_close_last_close-value': -0.70565,
'correl_h_l-enabled': True,
'correl_h_l-value': 0.2461,
'correl_hist_close-enabled': True,
'correl_hist_close-value': -0.47549,
'correl_mfi_close-enabled': False,
'correl_mfi_close-value': 0.24276,
'correl_tsf_long_close-enabled': True,
'correl_tsf_long_close-value': 0.04288,
'correl_tsf_mid_close-enabled': True,
'correl_tsf_mid_close-value': 0.85552,
'correl_tsf_short_close-enabled': True,
'correl_tsf_short_close-value': -0.03676,
'ema-enabled': False,
'ema-value': -0.81462,
'macd-enabled': True,
'macd-value': -0.24225,
'macdhist-value': 0.18187,
'mfi-enabled': True,
'mfi-value': -0.10135,
'trigger': 'mfi',
'tsf_long-enabled': True,
'tsf_long-value': 26,
'tsf_mid-enabled': True,
'tsf_mid-value': -28,
'tsf_short-enabled': False,
'tsf_short-value': 41
}
# Sell hyperspace params:
sell_params = {
'angle_long-enabled': False,
'angle_long-value_sell': -79,
'angle_mid-enabled': True,
'angle_mid-value_sell': -43,
'angle_short-enabled': False,
'angle_short-value_sell': -32,
'correl_angle_long_close-enabled': True,
'correl_angle_long_close-value_sell': -0.95367,
'correl_angle_mid_close-enabled': False,
'correl_angle_mid_close-value_sell': -0.49912,
'correl_angle_short_close-enabled': False,
'correl_angle_short_close-value_sell': -0.48721,
'correl_close_last_close-enabled': False,
'correl_close_last_close-value_sell': 0.39565,
'correl_h_l-enabled': True,
'correl_h_l-value_sell': 0.00872,
'correl_hist_close-enabled': True,
'correl_hist_close-value_sell': -0.78322,
'correl_mfi_close-enabled': False,
'correl_mfi_close-value_sell': -0.49244,
'correl_tsf_long_close-enabled': True,
'correl_tsf_long_close-value_sell': -0.23956,
'correl_tsf_mid_close-enabled': True,
'correl_tsf_mid_close-value_sell': 0.13165,
'correl_tsf_short_close-enabled': True,
'correl_tsf_short_close-value_sell': 0.55515,
'ema-enabled': False,
'ema-value_sell': 0.13069,
'macd-enabled': True,
'macd-value_sell': 0.41516,
'macdhist-value_sell': -0.21624,
'mfi-enabled': True,
'mfi-value_sell': 0.76911,
'trigger': 'mfi',
'tsf_long-enabled': True,
'tsf_long-value_sell': -56,
'tsf_mid-enabled': True,
'tsf_mid-value_sell': 4,
'tsf_short-enabled': False,
'tsf_short-value_sell': -78
}
# ROI table:
minimal_roi = {
"0": 0.06009,
"10": 0.04274,
"42": 0.03274,
"90": 0
}
# Stoploss:
stoploss = -0.12967
# Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.17644
trailing_stop_positive_offset = 0.19954
trailing_only_offset_is_reached = False