├── .gitignore ├── README.ipynb ├── README.md ├── README_files ├── BTCUSDT-RSI-14-2017-2020-12h.png └── crossSMA.png ├── backtest.py ├── data ├── BTCUSDT-2017-2020-12h.csv ├── BTCUSDT-2017-2020-15m.csv ├── BTCUSDT-2017-2020-1d.csv ├── BTCUSDT-2017-2020-1h.csv ├── BTCUSDT-2017-2020-1w.csv ├── BTCUSDT-2017-2020-2h.csv ├── BTCUSDT-2017-2020-30m.csv ├── BTCUSDT-2017-2020-3d.csv ├── BTCUSDT-2017-2020-4h.csv ├── BTCUSDT-2017-2020-6h.csv ├── BTCUSDT-2017-2020-8h.csv ├── ETHUSDT-2017-2020-12h.csv ├── ETHUSDT-2017-2020-15m.csv ├── ETHUSDT-2017-2020-1d.csv ├── ETHUSDT-2017-2020-1h.csv ├── ETHUSDT-2017-2020-1w.csv ├── ETHUSDT-2017-2020-2h.csv ├── ETHUSDT-2017-2020-30m.csv ├── ETHUSDT-2017-2020-3d.csv ├── ETHUSDT-2017-2020-4h.csv ├── ETHUSDT-2017-2020-6h.csv └── ETHUSDT-2017-2020-8h.csv ├── get_data.py ├── get_result.py ├── requirements.txt ├── result ├── RSI-BTCUSDT-20170101-20201231-12h.csv ├── RSI-BTCUSDT-20170101-20201231-15m.csv ├── RSI-BTCUSDT-20170101-20201231-1d.csv ├── RSI-BTCUSDT-20170101-20201231-1h.csv ├── RSI-BTCUSDT-20170101-20201231-1w.csv ├── RSI-BTCUSDT-20170101-20201231-2h.csv ├── RSI-BTCUSDT-20170101-20201231-30m.csv ├── RSI-BTCUSDT-20170101-20201231-3d.csv ├── RSI-BTCUSDT-20170101-20201231-4h.csv ├── RSI-BTCUSDT-20170101-20201231-6h.csv ├── RSI-BTCUSDT-20170101-20201231-8h.csv ├── RSI-BTCUSDT-20180301-20201115-12h.csv ├── RSI-BTCUSDT-20180301-20201115-15m.csv ├── RSI-BTCUSDT-20180301-20201115-1d.csv ├── RSI-BTCUSDT-20180301-20201115-1h.csv ├── RSI-BTCUSDT-20180301-20201115-1w.csv ├── RSI-BTCUSDT-20180301-20201115-2h.csv ├── RSI-BTCUSDT-20180301-20201115-30m.csv ├── RSI-BTCUSDT-20180301-20201115-3d.csv ├── RSI-BTCUSDT-20180301-20201115-4h.csv ├── RSI-BTCUSDT-20180301-20201115-6h.csv ├── RSI-BTCUSDT-20180301-20201115-8h.csv ├── RSI-ETHUSDT-20170101-20201231-12h.csv ├── RSI-ETHUSDT-20170101-20201231-15m.csv ├── RSI-ETHUSDT-20170101-20201231-1d.csv ├── RSI-ETHUSDT-20170101-20201231-1h.csv ├── RSI-ETHUSDT-20170101-20201231-1w.csv ├── RSI-ETHUSDT-20170101-20201231-2h.csv ├── RSI-ETHUSDT-20170101-20201231-30m.csv ├── RSI-ETHUSDT-20170101-20201231-3d.csv ├── RSI-ETHUSDT-20170101-20201231-4h.csv ├── RSI-ETHUSDT-20170101-20201231-6h.csv ├── RSI-ETHUSDT-20170101-20201231-8h.csv ├── RSI-ETHUSDT-20180301-20201115-12h.csv ├── RSI-ETHUSDT-20180301-20201115-15m.csv ├── RSI-ETHUSDT-20180301-20201115-1d.csv ├── RSI-ETHUSDT-20180301-20201115-1h.csv ├── RSI-ETHUSDT-20180301-20201115-1w.csv ├── RSI-ETHUSDT-20180301-20201115-2h.csv ├── RSI-ETHUSDT-20180301-20201115-30m.csv ├── RSI-ETHUSDT-20180301-20201115-3d.csv ├── RSI-ETHUSDT-20180301-20201115-4h.csv ├── RSI-ETHUSDT-20180301-20201115-6h.csv ├── RSI-ETHUSDT-20180301-20201115-8h.csv ├── SMA-BTCUSDT-20170101-20201231-12h.csv ├── SMA-BTCUSDT-20170101-20201231-15m.csv ├── SMA-BTCUSDT-20170101-20201231-1d.csv ├── SMA-BTCUSDT-20170101-20201231-1h.csv ├── SMA-BTCUSDT-20170101-20201231-1w.csv ├── SMA-BTCUSDT-20170101-20201231-2h.csv ├── SMA-BTCUSDT-20170101-20201231-30m.csv ├── SMA-BTCUSDT-20170101-20201231-3d.csv ├── SMA-BTCUSDT-20170101-20201231-4h.csv ├── SMA-BTCUSDT-20170101-20201231-6h.csv ├── SMA-BTCUSDT-20170101-20201231-8h.csv ├── SMA-BTCUSDT-20180301-20201115-12h.csv ├── SMA-BTCUSDT-20180301-20201115-15m.csv ├── SMA-BTCUSDT-20180301-20201115-1d.csv ├── SMA-BTCUSDT-20180301-20201115-1h.csv ├── SMA-BTCUSDT-20180301-20201115-1w.csv ├── SMA-BTCUSDT-20180301-20201115-2h.csv ├── SMA-BTCUSDT-20180301-20201115-30m.csv ├── SMA-BTCUSDT-20180301-20201115-3d.csv ├── SMA-BTCUSDT-20180301-20201115-4h.csv ├── SMA-BTCUSDT-20180301-20201115-6h.csv ├── SMA-BTCUSDT-20180301-20201115-8h.csv ├── SMA-ETHUSDT-20170101-20201231-12h.csv ├── SMA-ETHUSDT-20170101-20201231-15m.csv ├── SMA-ETHUSDT-20170101-20201231-1d.csv ├── SMA-ETHUSDT-20170101-20201231-1h.csv ├── SMA-ETHUSDT-20170101-20201231-1w.csv ├── SMA-ETHUSDT-20170101-20201231-2h.csv ├── SMA-ETHUSDT-20170101-20201231-30m.csv ├── SMA-ETHUSDT-20170101-20201231-3d.csv ├── SMA-ETHUSDT-20170101-20201231-4h.csv ├── SMA-ETHUSDT-20170101-20201231-6h.csv ├── SMA-ETHUSDT-20170101-20201231-8h.csv ├── SMA-ETHUSDT-20180301-20201115-12h.csv ├── SMA-ETHUSDT-20180301-20201115-15m.csv ├── SMA-ETHUSDT-20180301-20201115-1d.csv ├── SMA-ETHUSDT-20180301-20201115-1h.csv ├── SMA-ETHUSDT-20180301-20201115-1w.csv ├── SMA-ETHUSDT-20180301-20201115-2h.csv ├── SMA-ETHUSDT-20180301-20201115-30m.csv ├── SMA-ETHUSDT-20180301-20201115-3d.csv ├── SMA-ETHUSDT-20180301-20201115-4h.csv ├── SMA-ETHUSDT-20180301-20201115-6h.csv └── SMA-ETHUSDT-20180301-20201115-8h.csv └── top10sqn.json /.gitignore: -------------------------------------------------------------------------------- 1 | ignoredData/ 2 | config.py 3 | 4 | ### Python ### 5 | # Byte-compiled / optimized / DLL files 6 | __pycache__/ 7 | *.py[cod] 8 | *$py.class 9 | 10 | # C extensions 11 | *.so 12 | 13 | # Distribution / packaging 14 | .Python 15 | build/ 16 | develop-eggs/ 17 | dist/ 18 | downloads/ 19 | eggs/ 20 | .eggs/ 21 | lib/ 22 | lib64/ 23 | parts/ 24 | sdist/ 25 | var/ 26 | wheels/ 27 | pip-wheel-metadata/ 28 | share/python-wheels/ 29 | *.egg-info/ 30 | .installed.cfg 31 | *.egg 32 | MANIFEST 33 | 34 | # PyInstaller 35 | # Usually these files are written by a python script from a template 36 | # before PyInstaller builds the exe, so as to inject date/other infos into it. 37 | *.manifest 38 | *.spec 39 | 40 | # Installer logs 41 | pip-log.txt 42 | pip-delete-this-directory.txt 43 | 44 | # Unit test / coverage reports 45 | htmlcov/ 46 | .tox/ 47 | .nox/ 48 | .coverage 49 | .coverage.* 50 | .cache 51 | nosetests.xml 52 | coverage.xml 53 | *.cover 54 | *.py,cover 55 | .hypothesis/ 56 | .pytest_cache/ 57 | pytestdebug.log 58 | 59 | # Translations 60 | *.mo 61 | *.pot 62 | 63 | # Django stuff: 64 | *.log 65 | local_settings.py 66 | db.sqlite3 67 | db.sqlite3-journal 68 | 69 | # Flask stuff: 70 | instance/ 71 | .webassets-cache 72 | 73 | # Scrapy stuff: 74 | .scrapy 75 | 76 | # Sphinx documentation 77 | docs/_build/ 78 | doc/_build/ 79 | 80 | # PyBuilder 81 | target/ 82 | 83 | # Jupyter Notebook 84 | .ipynb_checkpoints 85 | 86 | # IPython 87 | profile_default/ 88 | ipython_config.py 89 | 90 | # pyenv 91 | .python-version 92 | 93 | # pipenv 94 | # According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control. 95 | # However, in case of collaboration, if having platform-specific dependencies or dependencies 96 | # having no cross-platform support, pipenv may install dependencies that don't work, or not 97 | # install all needed dependencies. 98 | #Pipfile.lock 99 | 100 | # PEP 582; used by e.g. github.com/David-OConnor/pyflow 101 | __pypackages__/ 102 | 103 | # Celery stuff 104 | celerybeat-schedule 105 | celerybeat.pid 106 | 107 | # SageMath parsed files 108 | *.sage.py 109 | 110 | # Environments 111 | .env 112 | .venv 113 | env/ 114 | venv/ 115 | ENV/ 116 | env.bak/ 117 | venv.bak/ 118 | pythonenv* 119 | 120 | # Spyder project settings 121 | .spyderproject 122 | .spyproject 123 | 124 | # Rope project settings 125 | .ropeproject 126 | 127 | # mkdocs documentation 128 | /site 129 | 130 | # mypy 131 | .mypy_cache/ 132 | .dmypy.json 133 | dmypy.json 134 | 135 | # Pyre type checker 136 | .pyre/ 137 | 138 | # pytype static type analyzer 139 | .pytype/ 140 | 141 | # profiling data 142 | .prof -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | 1. [Introduction and Roadmap](#introduction) 2 | 2. [Code review](#review) 3 | 1. [Get candlesticks](#getdata) 4 | 2. [Get results](#getresults) 5 | 3. [Backtest](#backtest) 6 | 3. [Analysis](#analysis) 7 | 4. [Links and Addresses](#linksaddresses) 8 | 9 | 10 | # Introduction and Roadmap 11 | 12 | First, our goal is to backtest several trading strategy on different cryptocurrencies and timeframes and rank them according their profit return. We won't bother developping a complex strategy, we will stick to basics ones using SMA and RSI relying on the Ta-Lib library and backtrader and we will vary the period used between 10 and 30. [backtesting code](backtest.py) | [requirements needed](requirements.txt) 13 | 14 | The cryptocurrencies datas needed are collected through the Binance API. [code to get the wanted kandlesticks](get_data.py) | [file containing this datas](data/) 15 | 16 | These datas will be processed by the [get_result.py](get_result.py) code that will run through all the datas in the data file and save the result in [result/](result/). 17 | 18 | Finally the top 10 strategies will be saved to a [JSON file](top10sqn.json) so that we may reuse them. 19 | 20 |   21 | 22 | *Later, the algorithm will be adapted for trading futures and the strategies will be improved. The bot will then be connected to Binance and take automatic positions according the best strategy returned by the backtest.* 23 | 24 | ***You can have a look at that repository for an improved and different trading bot : [tradingview-webhook-trading-bot](https://github.com/lth-elm/tradingview-webhook-trading-bot)*** 25 | 26 | *Ideally, the backtest will run automatically each X period and reset the best strategy.* 27 | 28 |   29 | 30 | 31 | # Code review 32 | 33 | ## Get candlesticks 34 | 35 | To get the historical candlesticks we want for backtesting our strategies we use an [unofficial Python wrapper](https://python-binance.readthedocs.io/en/latest/) for the [Binance exchange REST API v3](https://github.com/binance/binance-spot-api-docs). 36 | 37 | ``` 38 | pip install python-binance 39 | ``` 40 | 41 | Then import the client and connect your Binance API key and API secret. 42 | 43 | ```python 44 | from binance.client import Client 45 | client = Client(config.API_KEY, config.API_SECRET) 46 | ``` 47 | 48 | You can then get the historical candlesticks you want by defining the cryptocurrency pair you want to get (BTCUSDT for example), the interval represented by one kandlesticks (1 month, 4h...) and its date. 49 | 50 | ```python 51 | candlesticks = client.get_historical_klines("BTCUSDT", Client.KLINE_INTERVAL_4HOUR, "1 Jan, 2017", "25 Dec, 2020") 52 | ``` 53 | 54 | The datas we obtain are as follow : 55 | 56 | ``` 57 | [ 58 | [ 59 | 1499040000000, // Open time 60 | "0.01634790", // Open 61 | "0.80000000", // High 62 | "0.01575800", // Low 63 | "0.01577100", // Close 64 | "148976.11427815", // Volume 65 | 1499644799999, // Close time 66 | "2434.19055334", // Quote asset volume 67 | 308, // Number of trades 68 | "1756.87402397", // Taker buy base asset volume 69 | "28.46694368", // Taker buy quote asset volume 70 | "17928899.62484339" // Ignore. 71 | ] 72 | ] 73 | ``` 74 | 75 | Before saving these datas to a csv we need to divide the timestamp we obtain ('Open time') by 1000 to ignore the miliseconds. 76 | 77 | We fetched the historical candlesticks for the **BTCUSDT** and **ETHUSDT** pairs for each **1w-3d-1d-12h-8h-6h-4h-2h-1h-30m-15m** timeframes. 78 | 79 | 80 | ## Get results 81 | 82 | The [get_result.py](get_result.py) code will basically set all the parameters we want to use on our [backtest.py](backtest.py) program and will run through all of them to get as many strategy and how they performed. For that we need to import our backtest code along with some others. 83 | 84 | Next thing to do is to define the parameters we want to take into account. 85 | 86 | ```python 87 | commission_val = 0.04 # 0.04% taker fees binance usdt futures 88 | portofolio = 10000.0 # amount of money we start with 89 | stake_val = 1 90 | quantity = 0.10 # percentage to buy based on the current portofolio amount 91 | # here it would correspond to a unit equivalent to 1000$ if the value of our portofolio didn't change 92 | 93 | start = '2017-01-01' 94 | end = '2020-12-31' 95 | strategies = ['SMA', 'RSI'] 96 | periodRange = range(10, 31) 97 | plot = False 98 | ``` 99 | 100 | In the ```strategies``` list we index all the strategies names written in the ```backtest``` code that we want to evaluate (the strategies names here are only indicators since we didn't write any complex strategy but only made simple use of these indicators), by default SMA and RSI use a period of 14 but we can also specify a range of values that we will use instead in order to test as many differents settings as we can to find the best ones. 101 | 102 | If ```plot``` was set to ```True``` we would have a graphical view for each result : 103 | 104 | ![BTCUSDT-RSI-14-2017-2020-12h](./README_files/BTCUSDT-RSI-14-2017-2020-12h.png "BTCUSDT-RSI-14-2017-2020-12h") 105 | 106 | This is the result of a simple strategy using RSI with a period 14 on the BTCUSDT pair with a timeframe for each candlesticks of 12h. We buy 1 unit if the rsi < 30 and we are not already in a position, and sell this unit when rsi > 70. We started with a portofolio of 50000 and ended up losing since our final value is 49110.90 107 | 108 | 109 | We then loop through each strategy in each file and in each period, and we get in return additional details for each strategy such as the **portofolio final amount**, the **total number of wins and losses**, the **net profit and loss** and finally the **SQN value** which is an indicator designed to assist traders in determining the global quality of a trading system. 110 | 111 | For that we call the ```runbacktest``` function imported from **backtest.py**. 112 | 113 | ```python 114 | end_val, totalwin, totalloss, pnl_net, sqn = backtest.runbacktest(datapath, start, end, period, strategy, commission_val, portofolio, stake_val, quantity, plot) 115 | ``` 116 | 117 | At last, we save in differents files the result of each strategy as follow : 118 | 119 | ``` 120 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 121 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,10,8460.692,-15.478,663,2167,-1.64 122 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,11,8531.827,-14.768,616,2082,-1.56 123 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,12,8561.091,-14.551,574,2010,-1.54 124 | ... 125 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,28,11423.668,14.121,283,1223,1.2 126 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,29,11033.763,10.226,269,1226,0.88 127 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,30,11023.452,10.123,265,1199,0.88 128 | ``` 129 | 130 | For example for this strategy ([SMA-BTCUSDT-20170101-20201231-1h.csv](result/SMA-BTCUSDT-20170101-20201231-1h.csv)) using SMA on the 1 hour timeframe BTCUSDT pair from 2017 to 2020, we can notice that the lower the SMA period is the lower our sqn and profit will be (in that case even negative), and conversely when the SMA period is higher our profit is better. 131 | 132 | *The code was run again between 2018-03-01 and 2020-11-15 to exclude the bullrun period and test our strategies during upward trend and range period.* 133 | 134 | 135 | ## Backtest 136 | 137 | The [backtest.py](backtest.py) code was mostly based on the [Backtrader Quickstart Guide](https://www.backtrader.com/docu/quickstart/quickstart/). However, some modifications were applied and functionalities added to respond our needs. 138 | 139 | **Two strategies were implemented :** 140 | 141 | * Using SMA : 142 | 143 | ```python 144 | class SMAStrategy(bt.Strategy): 145 | params = ( 146 | ('maperiod', None), 147 | ('quantity', None) 148 | ) 149 | ``` 150 | 151 | This strategy is based on the SMA indicator. If we are not already in a position and the closure price of the last candlestick is higher than the indicator (i.e. we cross the sma from bellow to top), then we buy a size equivalent to 10% of the current portofolio amount. We sell when the opposite happen. 152 | 153 | ![SMA crossed](./README_files/crossSMA.png "SMA crossed") 154 | 155 | ```python 156 | # Check if we are in the market 157 | if not self.position: 158 | # Not yet ... we MIGHT BUY if ... 159 | if self.dataclose[0] > self.sma[0]: 160 | # Keep track of the created order to avoid a 2nd order 161 | self.amount = (self.broker.getvalue() * self.params.quantity) / self.dataclose[0] 162 | self.order = self.buy(size=self.amount) 163 | else: 164 | # Already in the market ... we might sell 165 | if self.dataclose[0] < self.sma[0]: 166 | # Keep track of the created order to avoid a 2nd order 167 | self.order = self.sell(size=self.amount) 168 | ``` 169 | 170 | * Using RSI : 171 | 172 | ```python 173 | class RSIStrategy(bt.Strategy): 174 | params = ( 175 | ('maperiod', None), 176 | ('quantity', None) 177 | ) 178 | ``` 179 | 180 | Based on the RSI indicator, if we are not already in a position and the rsi go below 30 then we buy a size equivalent to 10% of the current portofolio amount that we will sell when rsi > 70. 181 | 182 | ```python 183 | # Check if we are in the market 184 | if not self.position: 185 | # Not yet ... we MIGHT BUY if ... 186 | if self.rsi < 30: 187 | # Keep track of the created order to avoid a 2nd order 188 | self.amount = (self.broker.getvalue() * self.params.quantity) / self.dataclose[0] 189 | self.order = self.buy(size=self.amount) 190 | else: 191 | # Already in the market ... we might sell 192 | if self.rsi > 70: 193 | # Keep track of the created order to avoid a 2nd order 194 | self.order = self.sell(size=self.amount) 195 | ``` 196 | 197 | * Strategy selection 198 | 199 | Depending on the parameter given in the ```runbacktest``` function we will add one of the two strategy we have written and give it the period we want to use and quantity in % of our portofolio that we want to use. 200 | 201 | ```python 202 | if strategy == 'SMA': 203 | cerebro.addstrategy(SMAStrategy, maperiod=period, quantity=quantity) 204 | elif strategy == 'RSI': 205 | cerebro.addstrategy(RSIStrategy, maperiod=period, quantity=quantity) 206 | else : 207 | print('no strategy') 208 | exit() 209 | ``` 210 | 211 |   212 | 213 | * Get compression and timeframe 214 | 215 | When we create the data feed we need to define the compression and timeframe. 216 | 217 | ```python 218 | data = bt.feeds.GenericCSVData( 219 | dataname = datapath, 220 | dtformat = 2, 221 | compression = compression, 222 | timeframe = timeframe, 223 | fromdate = datetime.datetime.strptime(start, '%Y-%m-%d'), 224 | todate = datetime.datetime.strptime(end, '%Y-%m-%d'), 225 | reverse = False) 226 | 227 | cerebro.adddata(data) 228 | ``` 229 | 230 | For a 3 days timeframe (one candlestick represent 3 days) we would have ```compression = 3``` and ```timeframe = bt.TimeFrame.Days```. However, for a 2h timeframe ```compression = 120``` but ```timeframe = bt.TimeFrame.Minutes```. 231 | 232 | To automatically do this conversion the ```runbacktest()``` function will analyse the given datapath name and pass it to another function that will read the file name and retrieve its timeframe (e.g. data/ETHUSDT-2017-2020-**4h**.csv). 233 | 234 | ```python 235 | def timeFrame(datapath): 236 | """ 237 | Select the write compression and timeframe. 238 | """ 239 | sepdatapath = datapath[5:-4].split(sep='-') # ignore name file 'data/' and '.csv' 240 | tf = sepdatapath[3] 241 | 242 | if tf == '1mth': 243 | compression = 1 244 | timeframe = bt.TimeFrame.Months 245 | elif tf == '12h': 246 | compression = 720 247 | timeframe = bt.TimeFrame.Minutes 248 | 249 | ... 250 | 251 | elif tf == '8h': 252 | compression = 480 253 | timeframe = bt.TimeFrame.Minutes 254 | else: 255 | print('dataframe not recognized') 256 | exit() 257 | 258 | return compression, timeframe 259 | ``` 260 | 261 | *Later this function can be improved to save more lines by autocomputing the compression if we have a hour timeframe (e.g. if 'h' take what's in the front, say 12 and multiply it by 60 => 720 and timeframe = bt.TimeFrame.Minutes).* 262 | 263 |   264 | 265 | To complete our program we've added two analyzers from backtrader ([analyzers reference](https://www.backtrader.com/docu/analyzers-reference/)) : 266 | 267 | ```python 268 | cerebro.addanalyzer(bt.analyzers.TradeAnalyzer, _name="ta") 269 | cerebro.addanalyzer(bt.analyzers.SQN, _name="sqn") 270 | ``` 271 | 272 | It enable us to get the total number of win/loss, the net pnl and the sqn after a strategy was run. 273 | 274 | ```python 275 | totalwin, totalloss, pnl_net = getWinLoss(stratexe.analyzers.ta.get_analysis()) 276 | sqn = getSQN(stratexe.analyzers.sqn.get_analysis()) 277 | ``` 278 | 279 | ```python 280 | def getWinLoss(analyzer): 281 | return analyzer.won.total, analyzer.lost.total, analyzer.pnl.net.total 282 | 283 | def getSQN(analyzer): 284 | return round(analyzer.sqn,2) 285 | ``` 286 | 287 |   288 | 289 | 290 | # Analysis 291 | 292 | **Find the analysis in [README.ipynb](README.ipynb) notebook.** 293 | 294 |   295 | ___ 296 | 297 | 298 | # Links and Addresses 299 | 300 | * Binance and Binance future: 301 | 302 | https://accounts.binance.com/en/register?ref=MJB86NYU to register to Binance and save 10% comission fee. 303 | 304 | https://www.binance.com/en/futures/ref/154947021 for binance future and to also save 10%. 305 | 306 |   307 | 308 | If it was interesting and you've learned something feel free to support me by sending any amount of cryptos to one of the following addresses :) 309 | 310 | * Ethereum, Matic Mainet and BSC : *0xa1eF4B0eA4f2a45Dc60baba368BDB8656B6fD580* 311 | 312 | * Solana : *2c1F4Rs63nL1VCuLP7Qz776X1NemfNUfYjMWTALQzrwh* 313 | 314 | * Bitcoin : *3DXrC7ZXxYa4bFbjL3ofgWxfeeiAzzHWf4* 315 | 316 | 317 |   318 | 319 | 320 | **Thank you for reading all the way through !** -------------------------------------------------------------------------------- /README_files/BTCUSDT-RSI-14-2017-2020-12h.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lth-elm/Backtrading-Python-Binance/26738449b50ade532491a3c0d07e76011d589911/README_files/BTCUSDT-RSI-14-2017-2020-12h.png -------------------------------------------------------------------------------- /README_files/crossSMA.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lth-elm/Backtrading-Python-Binance/26738449b50ade532491a3c0d07e76011d589911/README_files/crossSMA.png -------------------------------------------------------------------------------- /backtest.py: -------------------------------------------------------------------------------- 1 | from __future__ import (absolute_import, division, print_function, 2 | unicode_literals) 3 | 4 | import datetime # For datetime objects 5 | import backtrader as bt # Import the backtrader platfor 6 | 7 | 8 | # Create a Stratey 9 | class SMAStrategy(bt.Strategy): 10 | 11 | params = ( 12 | ('maperiod', None), 13 | ('quantity', None) 14 | ) 15 | 16 | 17 | def __init__(self): 18 | # Keep a reference to the "close" line in the data[0] dataseries 19 | self.dataclose = self.datas[0].close 20 | 21 | # To keep track of pending orders and buy price/commission 22 | self.order = None 23 | self.buyprice = None 24 | self.buycomm = None 25 | self.amount = None 26 | 27 | # Add a MovingAverageSimple indicator 28 | self.sma = bt.indicators.SimpleMovingAverage(self.datas[0], period=self.params.maperiod) 29 | 30 | 31 | def notify_order(self, order): 32 | if order.status in [order.Submitted, order.Accepted]: 33 | # Buy/Sell order submitted/accepted to/by broker - Nothing to do 34 | return 35 | 36 | # Check if an order has been completed 37 | # Attention: broker could reject order if not enough cash 38 | if order.status in [order.Completed]: 39 | if order.isbuy(): 40 | self.buyprice = order.executed.price 41 | self.buycomm = order.executed.comm 42 | 43 | self.order = None 44 | 45 | 46 | def next(self): 47 | 48 | # Check if an order is pending ... if yes, we cannot send a 2nd one 49 | if self.order: 50 | return 51 | 52 | # Check if we are in the market 53 | if not self.position: 54 | 55 | # Not yet ... we MIGHT BUY if ... 56 | if self.dataclose[0] > self.sma[0]: 57 | 58 | # Keep track of the created order to avoid a 2nd order 59 | self.amount = (self.broker.getvalue() * self.params.quantity) / self.dataclose[0] 60 | self.order = self.buy(size=self.amount) 61 | else: 62 | # Already in the market ... we might sell 63 | if self.dataclose[0] < self.sma[0]: 64 | 65 | # Keep track of the created order to avoid a 2nd order 66 | self.order = self.sell(size=self.amount) 67 | 68 | 69 | 70 | class RSIStrategy(bt.Strategy): 71 | 72 | params = ( 73 | ('maperiod', None), 74 | ('quantity', None) 75 | ) 76 | 77 | 78 | def __init__(self): 79 | # Keep a reference to the "close" line in the data[0] dataseries 80 | self.dataclose = self.datas[0].close 81 | 82 | # To keep track of pending orders and buy price/commission 83 | self.order = None 84 | self.buyprice = None 85 | self.buycomm = None 86 | self.amount = None 87 | 88 | # Add a MovingAverageSimple indicator 89 | self.rsi = bt.talib.RSI(self.datas[0], timeperiod=self.params.maperiod) 90 | 91 | 92 | def notify_order(self, order): 93 | if order.status in [order.Submitted, order.Accepted]: 94 | # Buy/Sell order submitted/accepted to/by broker - Nothing to do 95 | return 96 | 97 | # Check if an order has been completed 98 | # Attention: broker could reject order if not enough cash 99 | if order.status in [order.Completed]: 100 | if order.isbuy(): 101 | self.buyprice = order.executed.price 102 | self.buycomm = order.executed.comm 103 | 104 | self.order = None 105 | 106 | 107 | def next(self): 108 | 109 | # Check if an order is pending ... if yes, we cannot send a 2nd one 110 | if self.order: 111 | return 112 | 113 | # Check if we are in the market 114 | if not self.position: 115 | 116 | # Not yet ... we MIGHT BUY if ... 117 | if self.rsi < 30: 118 | 119 | # Keep track of the created order to avoid a 2nd order 120 | self.amount = (self.broker.getvalue() * self.params.quantity) / self.dataclose[0] 121 | self.order = self.buy(size=self.amount) 122 | else: 123 | # Already in the market ... we might sell 124 | if self.rsi > 70: 125 | 126 | # Keep track of the created order to avoid a 2nd order 127 | self.order = self.sell(size=self.amount) 128 | 129 | 130 | # ______________________ End Strategy Class 131 | 132 | 133 | 134 | def timeFrame(datapath): 135 | """ 136 | Select the write compression and timeframe. 137 | """ 138 | sepdatapath = datapath[5:-4].split(sep='-') # ignore name file 'data/' and '.csv' 139 | tf = sepdatapath[3] 140 | 141 | if tf == '1mth': 142 | compression = 1 143 | timeframe = bt.TimeFrame.Months 144 | elif tf == '12h': 145 | compression = 720 146 | timeframe = bt.TimeFrame.Minutes 147 | elif tf == '15m': 148 | compression = 15 149 | timeframe = bt.TimeFrame.Minutes 150 | elif tf == '30m': 151 | compression = 30 152 | timeframe = bt.TimeFrame.Minutes 153 | elif tf == '1d': 154 | compression = 1 155 | timeframe = bt.TimeFrame.Days 156 | elif tf == '1h': 157 | compression = 60 158 | timeframe = bt.TimeFrame.Minutes 159 | elif tf == '3m': 160 | compression = 3 161 | timeframe = bt.TimeFrame.Minutes 162 | elif tf == '2h': 163 | compression = 120 164 | timeframe = bt.TimeFrame.Minutes 165 | elif tf == '3d': 166 | compression = 3 167 | timeframe = bt.TimeFrame.Days 168 | elif tf == '1w': 169 | compression = 1 170 | timeframe = bt.TimeFrame.Weeks 171 | elif tf == '4h': 172 | compression = 240 173 | timeframe = bt.TimeFrame.Minutes 174 | elif tf == '5m': 175 | compression = 5 176 | timeframe = bt.TimeFrame.Minutes 177 | elif tf == '6h': 178 | compression = 360 179 | timeframe = bt.TimeFrame.Minutes 180 | elif tf == '8h': 181 | compression = 480 182 | timeframe = bt.TimeFrame.Minutes 183 | else: 184 | print('dataframe not recognized') 185 | exit() 186 | 187 | return compression, timeframe 188 | 189 | 190 | def getWinLoss(analyzer): 191 | return analyzer.won.total, analyzer.lost.total, analyzer.pnl.net.total 192 | 193 | 194 | def getSQN(analyzer): 195 | return round(analyzer.sqn,2) 196 | 197 | 198 | 199 | def runbacktest(datapath, start, end, period, strategy, commission_val=None, portofolio=10000.0, stake_val=1, quantity=0.01, plt=False): 200 | 201 | # Create a cerebro entity 202 | cerebro = bt.Cerebro() 203 | 204 | # Add a FixedSize sizer according to the stake 205 | cerebro.addsizer(bt.sizers.FixedSize, stake=stake_val) # Multiply the stake by X 206 | 207 | cerebro.broker.setcash(portofolio) # default : 10000.0 208 | 209 | if commission_val: 210 | cerebro.broker.setcommission(commission=commission_val/100) # divide by 100 to remove the % 211 | 212 | # Add a strategy 213 | if strategy == 'SMA': 214 | cerebro.addstrategy(SMAStrategy, maperiod=period, quantity=quantity) 215 | elif strategy == 'RSI': 216 | cerebro.addstrategy(RSIStrategy, maperiod=period, quantity=quantity) 217 | else : 218 | print('no strategy') 219 | exit() 220 | 221 | compression, timeframe = timeFrame(datapath) 222 | 223 | # Create a Data Feed 224 | data = bt.feeds.GenericCSVData( 225 | dataname = datapath, 226 | dtformat = 2, 227 | compression = compression, 228 | timeframe = timeframe, 229 | fromdate = datetime.datetime.strptime(start, '%Y-%m-%d'), 230 | todate = datetime.datetime.strptime(end, '%Y-%m-%d'), 231 | reverse = False) 232 | 233 | 234 | # Add the Data Feed to Cerebro 235 | cerebro.adddata(data) 236 | 237 | 238 | cerebro.addanalyzer(bt.analyzers.TradeAnalyzer, _name="ta") 239 | cerebro.addanalyzer(bt.analyzers.SQN, _name="sqn") 240 | 241 | strat = cerebro.run() 242 | stratexe = strat[0] 243 | 244 | try: 245 | totalwin, totalloss, pnl_net = getWinLoss(stratexe.analyzers.ta.get_analysis()) 246 | except KeyError: 247 | totalwin, totalloss, pnl_net = 0, 0, 0 248 | 249 | sqn = getSQN(stratexe.analyzers.sqn.get_analysis()) 250 | 251 | 252 | if plt: 253 | cerebro.plot() 254 | 255 | return cerebro.broker.getvalue(), totalwin, totalloss, pnl_net, sqn -------------------------------------------------------------------------------- /data/ETHUSDT-2017-2020-1w.csv: -------------------------------------------------------------------------------- 1 | 1502668800.0,301.13000000,312.18000000,278.00000000,299.10000000,21224.89324000,1503273599999,6376472.29413210,14013,17401.68830000,5241738.30398570,60299.06615403 2 | 1503273600.0,299.10000000,348.13000000,144.21000000,348.13000000,45233.88589000,1503878399999,14567413.97749310,42362,17326.14006000,5564163.03804730,88406.05374074 3 | 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1604275200.0,396.68000000,468.28000000,370.23000000,454.30000000,8341893.09966000,1604879999999,3502153238.30815100,3172370,4222853.82704000,1775305710.58103050,0 170 | 1604880000.0,454.29000000,478.01000000,433.09000000,448.08000000,6539780.57886000,1605484799999,2993099735.15548370,2915961,3222223.79255000,1475792166.58879030,0 171 | 1605484800.0,448.07000000,580.88000000,445.45000000,560.03000000,9174279.77279000,1606089599999,4595159841.34301870,3861116,4611104.65011000,2310088447.68971550,0 172 | 1606089600.0,560.03000000,623.00000000,481.00000000,576.30000000,10429209.47146000,1606694399999,5803313677.30159630,5139669,5179185.26085000,2883752991.76454380,0 173 | 1606694400.0,576.32000000,635.70000000,560.00000000,601.54000000,8027609.54695000,1607299199999,4791088231.23418000,4164747,3991826.60519000,2384277042.03223900,0 174 | 1607299200.0,601.59000000,603.15000000,530.43000000,590.70000000,4909009.26296000,1607903999999,2777420915.59506450,2763601,2411822.96817000,1364584026.29957090,0 175 | 1607904000.0,590.81000000,676.25000000,575.60000000,638.18000000,6936775.71090000,1608508799999,4398464689.99192630,3787771,3439853.25073000,2179766675.77379120,0 176 | 1608508800.0,638.10000000,648.00000000,551.28000000,624.59000000,4174125.07076000,1609113599999,2536288848.02419790,2528122,2056413.26871000,1250183274.70761280,0 177 | -------------------------------------------------------------------------------- /get_data.py: -------------------------------------------------------------------------------- 1 | import config, csv 2 | from binance.client import Client 3 | 4 | client = Client(config.API_KEY, config.API_SECRET) 5 | 6 | 7 | csvfile = open('BTCUSDT-2017-2020-1mth.csv', 'w', newline='') 8 | candlestick_writer = csv.writer(csvfile, delimiter=',') 9 | 10 | 11 | candlesticks = client.get_historical_klines("BTCUSDT", Client.KLINE_INTERVAL_1MONTH, "1 Jan, 2017", "25 Dec, 2020") 12 | 13 | for candlestick in candlesticks: 14 | candlestick[0] = candlestick[0] / 1000 # divide timestamp to ignore miliseconds 15 | print(candlestick[0]) 16 | candlestick_writer.writerow(candlestick) 17 | 18 | 19 | csvfile.close() -------------------------------------------------------------------------------- /get_result.py: -------------------------------------------------------------------------------- 1 | import backtest, csv, os 2 | 3 | 4 | commission_val = 0.04 # 0.04% taker fees binance usdt futures 5 | portofolio = 10000.0 # amount of money we start with 6 | stake_val = 1 7 | quantity = 0.10 # percentage to buy based on the current portofolio amount 8 | # here it would be a unit equivalent to 1000$ if the value of our portofolio didn't change 9 | 10 | start = '2017-01-01' 11 | end = '2020-12-31' 12 | strategies = ['SMA', 'RSI'] 13 | periodRange = range(10, 31) 14 | plot = False 15 | 16 | 17 | for strategy in strategies: 18 | 19 | for data in os.listdir("./data"): 20 | 21 | datapath = 'data/' + data 22 | sep = datapath[5:-4].split(sep='-') # ignore name file 'data/' and '.csv' 23 | # sep[0] = pair; sep[1] = year start; sep[2] = year end; sep[3] = timeframe 24 | 25 | print('\n ------------ ', datapath) 26 | print() 27 | 28 | dataname = 'result/{}-{}-{}-{}-{}.csv'.format(strategy, sep[0], start.replace('-',''), end.replace('-',''), sep[3]) 29 | csvfile = open(dataname, 'w', newline='') 30 | result_writer = csv.writer(csvfile, delimiter=',') 31 | 32 | result_writer.writerow(['Pair', 'Timeframe', 'Start', 'End', 'Strategy', 'Period', 'Final value', '%', 'Total win', 'Total loss', 'SQN']) # init header 33 | 34 | 35 | for period in periodRange: 36 | 37 | end_val, totalwin, totalloss, pnl_net, sqn = backtest.runbacktest(datapath, start, end, period, strategy, commission_val, portofolio, stake_val, quantity, plot) 38 | profit = (pnl_net / portofolio) * 100 39 | 40 | # view the data in the console while processing 41 | print('data processed: %s, %s (Period %d) --- Ending Value: %.2f --- Total win/loss %d/%d, SQN %.2f' % (datapath[5:], strategy, period, end_val, totalwin, totalloss, sqn)) 42 | 43 | result_writer.writerow([sep[0], sep[3] , start, end, strategy, period, round(end_val,3), round(profit,3), totalwin, totalloss, sqn]) 44 | 45 | 46 | csvfile.close() -------------------------------------------------------------------------------- /requirements.txt: -------------------------------------------------------------------------------- 1 | python-binance 2 | TA-Lib 3 | numpy 4 | backtrader 5 | matplotlib==3.2.0 -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20170101-20201231-12h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,10,10491.828,4.918,11,8,0.61 3 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,11,10193.163,1.932,10,7,0.24 4 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,12,10263.072,2.631,8,5,0.38 5 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,13,9868.686,-1.313,5,5,-0.21 6 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,14,9964.725,-0.353,4,5,-0.06 7 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,15,10046.506,0.465,3,5,0.07 8 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,16,10174.545,1.745,3,5,0.25 9 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,17,10267.881,2.679,4,4,0.39 10 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,18,11159.506,11.595,7,1,1.43 11 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,19,10971.278,9.713,5,2,1.18 12 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,20,11246.568,12.466,5,2,1.29 13 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,21,11413.182,14.132,4,2,1.51 14 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,22,11170.012,11.7,3,2,1.3 15 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,23,11204.11,12.041,3,2,1.33 16 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,24,11216.377,12.164,3,2,1.35 17 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,25,10611.634,6.116,3,1,1.02 18 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,26,10292.947,2.929,2,1,0.53 19 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,27,10319.581,3.196,2,1,0.6 20 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,28,10362.631,3.626,2,1,0.72 21 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,29,10387.659,3.877,2,1,0.76 22 | BTCUSDT,12h,2017-01-01,2020-12-31,RSI,30,10397.391,3.974,2,1,0.77 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20170101-20201231-15m.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,10,10230.81,2.308,492,229,0.23 3 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,11,10447.043,4.47,402,197,0.44 4 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,12,9669.044,-3.31,324,167,-0.35 5 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,13,9701.995,-2.98,282,138,-0.34 6 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,14,9424.144,-5.759,233,125,-0.67 7 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,15,9093.309,-9.067,190,113,-1.11 8 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,16,8912.042,-10.88,154,106,-1.37 9 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,17,9076.544,-9.235,137,97,-1.1 10 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,18,9100.951,-8.99,125,89,-1.11 11 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,19,9647.269,-3.527,122,76,-0.41 12 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,20,9486.611,-5.473,113,66,-0.63 13 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,21,9665.169,-3.694,100,63,-0.41 14 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,22,9725.904,-3.089,86,56,-0.32 15 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,23,9874.145,-1.611,75,54,-0.17 16 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,24,9573.194,-4.61,63,51,-0.47 17 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,25,9721.781,-3.13,60,46,-0.32 18 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,26,9446.834,-5.869,54,43,-0.64 19 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,27,9744.796,-2.9,54,40,-0.3 20 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,28,9651.772,-3.827,50,38,-0.42 21 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,29,9438.112,-5.956,47,34,-0.64 22 | BTCUSDT,15m,2017-01-01,2020-12-31,RSI,30,9460.942,-5.729,47,31,-0.65 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20170101-20201231-1d.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,10,10474.621,4.746,6,3,0.75 3 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,11,10386.331,3.863,4,3,0.59 4 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,12,10411.951,4.12,4,2,0.61 5 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,13,11723.083,17.231,5,1,1.59 6 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,14,11361.641,13.616,4,1,1.34 7 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,15,10816.681,8.167,3,1,0.98 8 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,16,10893.048,8.93,3,1,1.1 9 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,17,10893.048,8.93,3,1,1.1 10 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,18,10950.184,9.502,2,1,0.97 11 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,19,11116.571,11.166,2,1,1.23 12 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,20,11186.555,11.866,2,1,1.32 13 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,21,11186.555,11.866,2,1,1.32 14 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,22,11186.555,11.866,2,1,1.32 15 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,23,10923.009,9.23,1,1,1.08 16 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,24,10923.009,9.23,1,1,1.08 17 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,25,11282.756,12.828,1,1,1.39 18 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,26,11282.756,12.828,1,1,1.39 19 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,27,11346.298,13.463,1,1,1.39 20 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,28,11346.298,13.463,1,1,1.39 21 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,29,11443.163,14.432,1,1,1.39 22 | BTCUSDT,1d,2017-01-01,2020-12-31,RSI,30,11443.163,14.432,1,1,1.39 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20170101-20201231-1h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,10,9446.669,-5.533,112,69,-0.63 3 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,11,10004.544,0.045,100,60,0.0 4 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,12,9869.268,-1.307,85,50,-0.13 5 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,13,9837.819,-1.622,71,46,-0.16 6 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,14,9979.809,-0.202,67,40,-0.02 7 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,15,9789.328,-2.613,57,32,-0.29 8 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,16,9398.966,-6.01,45,33,-0.7 9 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,17,9370.832,-6.292,44,27,-0.77 10 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,18,9330.926,-6.691,39,26,-0.85 11 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,19,9379.384,-6.206,34,26,-0.76 12 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,20,9229.395,-7.706,30,21,-0.93 13 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,21,9216.831,-7.832,28,19,-0.97 14 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,22,9218.887,-7.811,25,17,-0.94 15 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,23,9195.379,-8.046,23,14,-0.95 16 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,24,9466.207,-5.338,23,14,-0.59 17 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,25,9903.199,-0.968,22,13,-0.09 18 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,26,10115.269,1.153,20,12,0.11 19 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,27,10175.929,1.759,18,12,0.17 20 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,28,9989.817,-0.102,15,11,-0.01 21 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,29,10127.227,1.272,16,9,0.13 22 | BTCUSDT,1h,2017-01-01,2020-12-31,RSI,30,9253.874,-7.461,11,9,-1.06 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20170101-20201231-1w.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,10,11519.086,15.191,2,0,3.08 3 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,11,11637.561,16.376,2,0,2.84 4 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,12,10703.691,7.037,1,0,0 5 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,13,10963.381,9.634,1,0,0 6 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,14,11156.805,11.568,1,0,0 7 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,15,10000.0,0.0,0,0,0 8 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,16,10000.0,0.0,0,0,0 9 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,17,10000.0,0.0,0,0,0 10 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,18,10000.0,0.0,0,0,0 11 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,19,10000.0,0.0,0,0,0 12 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,20,10000.0,0.0,0,0,0 13 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,21,10000.0,0.0,0,0,0 14 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,22,10000.0,0.0,0,0,0 15 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,23,10000.0,0.0,0,0,0 16 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,24,10000.0,0.0,0,0,0 17 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,25,10000.0,0.0,0,0,0 18 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,26,10000.0,0.0,0,0,0 19 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,27,10000.0,0.0,0,0,0 20 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,28,10000.0,0.0,0,0,0 21 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,29,10000.0,0.0,0,0,0 22 | BTCUSDT,1w,2017-01-01,2020-12-31,RSI,30,10000.0,0.0,0,0,0 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20170101-20201231-2h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,10,9809.753,-1.902,58,39,-0.22 3 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,11,9670.445,-3.296,48,34,-0.4 4 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,12,9443.333,-5.567,44,27,-0.67 5 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,13,9603.178,-3.968,40,22,-0.46 6 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,14,9815.914,-1.841,35,22,-0.2 7 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,15,10169.909,1.699,31,19,0.2 8 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,16,9758.48,-2.415,26,15,-0.28 9 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,17,10262.949,2.629,25,14,0.28 10 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,18,9793.677,-2.063,20,13,-0.23 11 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,19,9852.563,-1.474,19,13,-0.16 12 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,20,9968.506,-0.315,18,12,-0.04 13 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,21,9628.908,-3.711,13,12,-0.46 14 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,22,9814.038,-1.86,15,10,-0.23 15 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,23,9715.158,-2.848,12,9,-0.36 16 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,24,10033.95,0.339,14,7,0.04 17 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,25,10561.557,5.616,14,7,0.62 18 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,26,10932.513,9.325,13,7,0.88 19 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,27,11203.198,12.032,12,7,1.02 20 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,28,11717.074,17.171,12,7,1.29 21 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,29,10595.336,5.953,6,7,0.56 22 | BTCUSDT,2h,2017-01-01,2020-12-31,RSI,30,10737.79,7.378,6,6,0.72 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20170101-20201231-30m.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,10,9504.995,-5.17,226,121,-0.62 3 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,11,9632.489,-3.675,187,103,-0.43 4 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,12,9768.115,-2.319,154,92,-0.26 5 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,13,9453.051,-5.469,129,79,-0.62 6 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,14,9827.071,-1.729,118,70,-0.18 7 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,15,9610.794,-3.892,102,62,-0.43 8 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,16,9745.158,-2.548,89,58,-0.27 9 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,17,9850.157,-1.498,81,52,-0.16 10 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,18,9745.363,-2.905,68,46,-0.29 11 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,19,9898.758,-1.377,60,42,-0.14 12 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,20,9456.366,-5.785,55,38,-0.65 13 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,21,9155.619,-8.917,50,37,-1.06 14 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,22,9349.0,-6.994,48,32,-0.84 15 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,23,9397.891,-6.507,45,27,-0.73 16 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,24,9445.692,-6.032,41,24,-0.71 17 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,25,9353.882,-6.461,38,23,-0.77 18 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,26,9122.252,-8.777,33,22,-1.03 19 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,27,9326.714,-6.733,33,19,-0.8 20 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,28,9310.3,-6.897,30,19,-0.82 21 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,29,9382.748,-6.173,25,19,-0.74 22 | BTCUSDT,30m,2017-01-01,2020-12-31,RSI,30,9529.211,-4.708,25,19,-0.56 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20170101-20201231-3d.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,10,10889.424,8.894,2,1,0.96 3 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,11,11128.926,11.289,2,1,1.31 4 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,12,11317.329,13.173,2,0,1.51 5 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,13,11317.329,13.173,2,0,1.51 6 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,14,11407.076,14.071,2,0,1.5 7 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,15,11407.076,14.071,2,0,1.5 8 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,16,11496.368,14.964,2,0,1.5 9 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,17,11532.651,15.327,2,0,1.56 10 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,18,11946.914,19.469,2,0,1.62 11 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,19,10237.698,2.377,1,0,0 12 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,20,10521.054,5.211,1,0,0 13 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,21,10521.054,5.211,1,0,0 14 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,22,10798.018,7.98,1,0,0 15 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,23,10798.018,7.98,1,0,0 16 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,24,11015.534,10.155,1,0,0 17 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,25,11201.977,12.02,1,0,0 18 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,26,11201.977,12.02,1,0,0 19 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,27,10000.0,0.0,0,0,0 20 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,28,10000.0,0.0,0,0,0 21 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,29,10000.0,0.0,0,0,0 22 | BTCUSDT,3d,2017-01-01,2020-12-31,RSI,30,10000.0,0.0,0,0,0 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20170101-20201231-4h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,10,9127.731,-8.723,28,22,-1.16 3 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,11,9602.171,-3.978,32,14,-0.47 4 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,12,9654.706,-3.453,28,13,-0.42 5 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,13,9901.314,-0.987,22,12,-0.12 6 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,14,10060.621,0.606,21,12,0.07 7 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,15,10241.901,2.419,19,10,0.27 8 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,16,10396.893,3.969,18,9,0.44 9 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,17,9918.195,-0.818,12,9,-0.1 10 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,18,9896.479,-1.035,9,9,-0.13 11 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,19,10092.506,0.925,9,9,0.11 12 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,20,9965.918,-0.341,8,8,-0.04 13 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,21,10017.816,0.178,8,6,0.02 14 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,22,9907.56,-0.924,6,6,-0.11 15 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,23,10243.259,2.433,6,6,0.27 16 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,24,9748.5,-2.515,5,6,-0.48 17 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,25,10000.187,0.002,5,6,0.0 18 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,26,10167.858,1.679,6,4,0.33 19 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,27,10110.391,1.104,5,4,0.22 20 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,28,10356.61,3.566,7,2,0.69 21 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,29,10917.771,9.178,7,1,1.19 22 | BTCUSDT,4h,2017-01-01,2020-12-31,RSI,30,10693.019,6.93,6,1,0.94 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20170101-20201231-6h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,10,9469.514,-5.305,23,12,-0.7 3 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,11,9857.332,-1.427,23,10,-0.18 4 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,12,10325.354,3.254,22,9,0.4 5 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,13,10336.573,3.366,16,9,0.4 6 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,14,10145.563,1.456,14,8,0.18 7 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,15,9988.12,-0.119,12,7,-0.02 8 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,16,10165.974,1.66,12,6,0.24 9 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,17,10207.69,2.077,9,6,0.29 10 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,18,10271.895,2.719,9,5,0.39 11 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,19,10136.367,1.364,5,6,0.19 12 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,20,10322.436,3.224,4,6,0.38 13 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,21,10033.245,0.332,4,5,0.05 14 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,22,10257.783,2.578,4,4,0.37 15 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,23,10414.441,4.144,5,3,0.58 16 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,24,10686.543,6.865,5,3,0.77 17 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,25,11329.114,13.291,6,2,1.4 18 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,26,11432.662,14.327,7,1,1.48 19 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,27,10661.045,6.61,6,1,1.05 20 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,28,10253.986,2.54,5,1,0.53 21 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,29,10293.054,2.931,5,1,0.64 22 | BTCUSDT,6h,2017-01-01,2020-12-31,RSI,30,10651.009,6.51,5,1,1.12 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20170101-20201231-8h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,10,10342.14,3.421,19,10,0.4 3 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,11,10494.826,4.948,17,10,0.59 4 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,12,10146.228,1.462,12,9,0.17 5 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,13,10307.479,3.075,12,7,0.37 6 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,14,10804.173,8.042,10,6,0.89 7 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,15,10057.25,0.572,7,6,0.08 8 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,16,9825.226,-1.748,4,6,-0.26 9 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,17,10172.308,1.723,4,5,0.24 10 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,18,10182.771,1.828,3,5,0.28 11 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,19,10253.397,2.534,5,3,0.36 12 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,20,10396.046,3.96,6,2,0.56 13 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,21,10239.116,2.391,5,2,0.44 14 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,22,10375.642,3.756,5,2,0.63 15 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,23,10440.914,4.409,5,2,0.75 16 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,24,10327.046,3.27,4,2,0.56 17 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,25,10387.915,3.879,3,2,0.56 18 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,26,9930.467,-0.695,2,2,-0.16 19 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,27,9930.467,-0.695,2,2,-0.16 20 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,28,10537.611,5.376,3,1,0.94 21 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,29,10537.611,5.376,3,1,0.94 22 | BTCUSDT,8h,2017-01-01,2020-12-31,RSI,30,10279.882,2.799,2,1,0.51 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20180301-20201115-12h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,10,9652.981,-3.47,8,7,-0.61 3 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,11,9733.14,-2.669,8,6,-0.49 4 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,12,9586.236,-4.138,5,5,-0.93 5 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,13,9715.948,-2.841,4,5,-0.64 6 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,14,9695.171,-3.048,3,5,-0.73 7 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,15,9657.278,-3.427,2,5,-0.78 8 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,16,9784.305,-2.157,3,4,-0.47 9 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,17,10181.612,1.816,4,3,0.31 10 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,18,10523.6,5.236,6,1,0.86 11 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,19,9943.133,-0.569,3,2,-0.12 12 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,20,9958.261,-0.417,3,2,-0.09 13 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,21,10105.79,1.058,2,2,0.21 14 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,22,10350.918,3.509,2,2,0.58 15 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,23,10382.516,3.825,2,2,0.62 16 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,24,10393.883,3.939,2,2,0.65 17 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,25,10611.634,6.116,3,1,1.02 18 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,26,10292.947,2.929,2,1,0.53 19 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,27,10319.581,3.196,2,1,0.6 20 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,28,10362.631,3.626,2,1,0.72 21 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,29,10387.659,3.877,2,1,0.76 22 | BTCUSDT,12h,2018-03-01,2020-11-15,RSI,30,10397.391,3.974,2,1,0.77 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20180301-20201115-15m.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,10,9808.51,-1.915,400,188,-0.25 3 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,11,9695.095,-3.049,323,164,-0.41 4 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,12,9347.5,-6.525,261,142,-0.91 5 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,13,9564.466,-4.355,232,114,-0.61 6 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,14,9534.501,-4.655,198,103,-0.67 7 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,15,9392.151,-6.186,164,94,-0.89 8 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,16,9112.959,-8.974,132,89,-1.32 9 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,17,9183.903,-8.266,116,82,-1.23 10 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,18,9193.946,-8.166,105,77,-1.25 11 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,19,9491.757,-5.191,102,66,-0.78 12 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,20,9283.238,-7.326,97,56,-1.06 13 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,21,9214.149,-7.859,87,53,-1.18 14 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,22,9220.717,-7.793,73,48,-1.05 15 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,23,9151.488,-8.485,61,47,-1.16 16 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,24,9025.462,-9.745,51,45,-1.29 17 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,25,9012.533,-9.875,48,41,-1.33 18 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,26,9013.918,-9.861,45,38,-1.32 19 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,27,9041.095,-9.589,44,36,-1.3 20 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,28,9094.667,-9.788,40,34,-1.37 21 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,29,9062.342,-10.108,38,30,-1.25 22 | BTCUSDT,15m,2018-03-01,2020-11-15,RSI,30,9342.468,-7.33,41,27,-0.89 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20180301-20201115-1d.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,10,9985.328,-0.147,5,3,-0.04 3 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,11,9981.167,-0.188,3,3,-0.04 4 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,12,9905.41,-0.946,3,2,-0.21 5 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,13,10729.136,7.291,4,1,0.84 6 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,14,10428.972,4.29,2,2,0.51 7 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,15,10611.837,6.118,3,1,0.74 8 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,16,10747.172,7.472,3,1,0.92 9 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,17,10696.156,6.962,3,1,0.85 10 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,18,11151.095,11.511,3,1,1.14 11 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,19,11320.536,13.205,3,1,1.41 12 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,20,11391.804,13.918,3,1,1.49 13 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,21,11006.458,10.065,2,1,1.02 14 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,22,11006.458,10.065,2,1,1.02 15 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,23,10729.568,7.296,1,1,0.76 16 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,24,10729.568,7.296,1,1,0.76 17 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,25,10940.051,9.401,1,1,0.85 18 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,26,10940.051,9.401,1,1,0.85 19 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,27,11001.663,10.017,1,1,0.87 20 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,28,11030.087,10.301,1,1,0.9 21 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,29,11124.253,11.243,1,1,0.93 22 | BTCUSDT,1d,2018-03-01,2020-11-15,RSI,30,11114.742,11.147,1,1,0.92 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20180301-20201115-1h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,10,9455.525,-5.489,96,56,-0.75 3 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,11,9636.169,-3.784,82,51,-0.51 4 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,12,9408.734,-6.055,68,42,-0.79 5 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,13,9208.148,-8.058,56,38,-1.1 6 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,14,9349.02,-6.651,52,34,-0.86 7 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,15,9246.935,-7.531,45,28,-0.96 8 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,16,8874.751,-11.252,35,29,-1.6 9 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,17,9114.275,-8.857,36,24,-1.24 10 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,18,8955.17,-11.291,30,23,-1.77 11 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,19,9026.517,-10.584,26,23,-1.51 12 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,20,8963.813,-10.362,24,19,-1.38 13 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,21,9040.156,-9.598,23,18,-1.34 14 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,22,9037.708,-9.623,20,16,-1.31 15 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,23,8941.693,-10.583,18,13,-1.44 16 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,24,9114.809,-8.852,18,13,-1.22 17 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,25,9201.961,-7.98,18,12,-1.09 18 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,26,9179.473,-8.205,16,12,-1.13 19 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,27,9234.522,-7.655,14,12,-1.07 20 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,28,9371.093,-6.289,13,11,-0.9 21 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,29,9499.992,-5.0,14,9,-0.71 22 | BTCUSDT,1h,2018-03-01,2020-11-15,RSI,30,9192.998,-8.07,10,9,-1.22 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20180301-20201115-1w.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,10,11519.086,15.191,2,0,3.08 3 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,11,11637.561,16.376,2,0,2.84 4 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,12,10703.691,7.037,1,0,0 5 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,13,10703.691,7.037,1,0,0 6 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,14,10703.691,7.037,1,0,0 7 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,15,10703.691,7.037,1,0,0 8 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,16,11295.992,12.96,1,0,0 9 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,17,11295.992,12.96,1,0,0 10 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,18,11522.041,15.22,1,0,0 11 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,19,11665.882,16.659,1,0,0 12 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,20,10000.0,0.0,0,0,0 13 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,21,10000.0,0.0,0,0,0 14 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,22,10000.0,0.0,0,0,0 15 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,23,10000.0,0.0,0,0,0 16 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,24,10000.0,0.0,0,0,0 17 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,25,10000.0,0.0,0,0,0 18 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,26,10000.0,0.0,0,0,0 19 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,27,10000.0,0.0,0,0,0 20 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,28,10000.0,0.0,0,0,0 21 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,29,10000.0,0.0,0,0,0 22 | BTCUSDT,1w,2018-03-01,2020-11-15,RSI,30,10000.0,0.0,0,0,0 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20180301-20201115-2h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,10,9334.714,-6.653,45,34,-0.92 3 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,11,9063.965,-9.36,36,30,-1.42 4 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,12,9076.905,-9.231,34,23,-1.32 5 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,13,9146.05,-8.54,30,21,-1.28 6 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,14,9377.386,-6.226,26,21,-0.85 7 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,15,9345.501,-6.545,23,18,-0.96 8 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,16,9052.071,-9.479,19,14,-1.37 9 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,17,9196.645,-8.034,18,13,-1.15 10 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,18,8917.933,-10.821,14,12,-1.63 11 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,19,9037.137,-9.629,14,12,-1.44 12 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,20,9227.005,-7.73,14,11,-1.15 13 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,21,9066.139,-9.339,10,11,-1.49 14 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,22,9152.028,-8.48,11,10,-1.36 15 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,23,9012.014,-9.88,8,9,-1.75 16 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,24,9181.317,-8.187,10,7,-1.41 17 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,25,9413.691,-5.863,10,7,-0.98 18 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,26,9427.994,-5.72,9,7,-1.0 19 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,27,9415.425,-5.846,8,7,-1.02 20 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,28,9527.223,-4.728,8,7,-0.83 21 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,29,9377.509,-6.225,4,7,-1.34 22 | BTCUSDT,2h,2018-03-01,2020-11-15,RSI,30,9503.59,-4.964,4,6,-1.2 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20180301-20201115-30m.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,10,9811.143,-1.931,193,101,-0.28 3 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,11,9707.037,-2.971,160,85,-0.42 4 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,12,9488.381,-5.225,127,77,-0.75 5 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,13,9341.575,-6.691,108,66,-0.93 6 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,14,9370.189,-6.405,99,58,-0.86 7 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,15,9305.203,-6.948,86,51,-0.95 8 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,16,9262.143,-7.379,75,48,-1.01 9 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,17,9288.441,-7.116,69,45,-0.97 10 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,18,9075.221,-9.248,58,39,-1.21 11 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,19,9368.657,-6.313,51,36,-0.8 12 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,20,9374.079,-6.259,50,32,-0.8 13 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,21,9130.881,-8.691,46,31,-1.19 14 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,22,9119.084,-8.809,42,29,-1.23 15 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,23,9154.862,-8.451,39,24,-1.07 16 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,24,9350.539,-7.394,35,21,-0.93 17 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,25,9152.341,-9.357,32,20,-1.21 18 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,26,9008.076,-10.785,27,20,-1.45 19 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,27,9190.449,-8.096,28,17,-1.12 20 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,28,9174.275,-8.257,25,17,-1.14 21 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,29,9112.991,-8.87,20,18,-1.25 22 | BTCUSDT,30m,2018-03-01,2020-11-15,RSI,30,9232.194,-7.678,20,18,-1.08 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20180301-20201115-3d.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,10,10837.073,8.371,2,1,0.88 3 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,11,10955.69,9.557,2,1,1.01 4 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,12,10943.593,9.436,1,1,0.88 5 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,13,10837.963,8.38,1,1,0.74 6 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,14,11000.695,10.007,1,1,0.87 7 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,15,11068.397,10.684,1,1,0.95 8 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,16,11175.432,11.754,1,1,1.01 9 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,17,11532.651,15.327,2,0,1.56 10 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,18,11946.914,19.469,2,0,1.62 11 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,19,10237.698,2.377,1,0,0 12 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,20,10283.48,2.835,1,0,0 13 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,21,10798.018,7.98,1,0,0 14 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,22,10798.018,7.98,1,0,0 15 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,23,10798.018,7.98,1,0,0 16 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,24,10798.018,7.98,1,0,0 17 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,25,10798.018,7.98,1,0,0 18 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,26,10798.018,7.98,1,0,0 19 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,27,11015.534,10.155,1,0,0 20 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,28,11015.534,10.155,1,0,0 21 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,29,11472.447,14.724,1,0,0 22 | BTCUSDT,3d,2018-03-01,2020-11-15,RSI,30,11472.447,14.724,1,0,0 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20180301-20201115-4h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,10,9268.688,-7.313,23,19,-1.12 3 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,11,9552.243,-4.478,27,12,-0.59 4 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,12,9454.511,-5.455,22,12,-0.78 5 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,13,9304.725,-6.953,16,11,-1.04 6 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,14,9349.95,-6.5,15,11,-0.97 7 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,15,9199.924,-8.001,13,9,-1.24 8 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,16,9239.116,-7.609,12,8,-1.23 9 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,17,9063.575,-9.364,8,8,-1.6 10 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,18,9137.14,-8.629,6,8,-1.59 11 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,19,9272.677,-7.273,6,8,-1.28 12 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,20,9348.752,-6.512,5,8,-1.17 13 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,21,9483.019,-5.17,6,6,-0.97 14 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,22,9352.095,-6.479,4,6,-1.41 15 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,23,9531.463,-4.685,4,6,-1.09 16 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,24,9634.003,-3.66,5,5,-0.84 17 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,25,9797.171,-2.028,4,5,-0.47 18 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,26,9896.857,-1.031,4,4,-0.24 19 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,27,9840.922,-1.591,3,4,-0.37 20 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,28,10060.252,0.603,5,2,0.14 21 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,29,10042.107,0.421,5,1,0.09 22 | BTCUSDT,4h,2018-03-01,2020-11-15,RSI,30,10096.278,0.963,5,1,0.2 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20180301-20201115-6h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,10,9149.314,-8.507,17,11,-1.33 3 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,11,9304.926,-6.951,17,9,-1.12 4 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,12,9450.224,-5.498,16,8,-0.92 5 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,13,9499.528,-5.005,12,8,-0.82 6 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,14,9455.029,-5.45,11,7,-0.96 7 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,15,9474.591,-5.254,10,6,-0.96 8 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,16,9763.274,-2.367,10,5,-0.48 9 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,17,9695.022,-3.05,7,5,-0.62 10 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,18,9640.997,-3.59,6,5,-0.79 11 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,19,9394.203,-6.058,2,6,-1.57 12 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,20,9562.051,-4.379,3,5,-1.28 13 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,21,9737.405,-2.626,4,4,-0.69 14 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,22,9897.254,-1.027,4,3,-0.23 15 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,23,10293.067,2.931,5,2,0.54 16 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,24,10002.866,0.029,4,2,0.01 17 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,25,10050.482,0.505,4,2,0.11 18 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,26,10108.2,1.082,5,1,0.23 19 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,27,10206.233,2.062,5,1,0.43 20 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,28,10253.986,2.54,5,1,0.53 21 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,29,10293.054,2.931,5,1,0.64 22 | BTCUSDT,6h,2018-03-01,2020-11-15,RSI,30,10651.009,6.51,5,1,1.12 23 | -------------------------------------------------------------------------------- /result/RSI-BTCUSDT-20180301-20201115-8h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,10,9344.881,-6.551,13,9,-1.0 3 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,11,9459.017,-5.41,11,9,-0.87 4 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,12,9207.889,-7.921,8,8,-1.45 5 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,13,9560.67,-4.393,9,6,-0.8 6 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,14,9609.33,-3.907,6,6,-0.74 7 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,15,9454.31,-5.457,5,6,-1.29 8 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,16,9413.285,-5.867,4,5,-1.47 9 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,17,9745.95,-2.54,4,4,-0.54 10 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,18,9758.003,-2.42,3,4,-0.58 11 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,19,10177.777,1.778,4,3,0.27 12 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,20,9857.353,-1.426,4,2,-0.31 13 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,21,9973.65,-0.263,4,2,-0.06 14 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,22,9990.877,-0.091,4,2,-0.02 15 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,23,10053.728,0.537,4,2,0.12 16 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,24,9944.082,-0.559,3,2,-0.13 17 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,25,9808.201,-1.918,2,2,-0.54 18 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,26,9825.274,-1.747,2,2,-0.48 19 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,27,9825.274,-1.747,2,2,-0.48 20 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,28,10483.472,4.835,3,1,0.87 21 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,29,10483.472,4.835,3,1,0.87 22 | BTCUSDT,8h,2018-03-01,2020-11-15,RSI,30,10279.882,2.799,2,1,0.51 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20170101-20201231-12h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,10,8898.944,-11.011,8,8,-1.22 3 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,11,8598.646,-14.014,4,7,-1.62 4 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,12,8752.989,-12.47,3,6,-1.68 5 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,13,9154.687,-8.453,4,5,-1.01 6 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,14,9342.098,-6.579,3,5,-0.67 7 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,15,9813.184,-1.868,3,5,-0.19 8 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,16,9982.584,-0.174,3,4,-0.02 9 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,17,10526.118,5.261,3,4,0.41 10 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,18,10430.108,4.301,3,3,0.33 11 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,19,10551.559,5.516,3,3,0.41 12 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,20,9976.063,-0.239,4,1,-0.03 13 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,21,10059.423,0.594,4,1,0.07 14 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,22,10210.537,2.105,4,1,0.25 15 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,23,10352.772,3.528,4,1,0.4 16 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,24,10413.863,4.139,4,1,0.47 17 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,25,10106.674,1.067,2,2,0.12 18 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,26,10478.122,4.781,3,1,0.54 19 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,27,10422.306,4.223,2,1,0.35 20 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,28,10534.494,5.345,2,1,0.47 21 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,29,10774.931,7.749,2,1,0.68 22 | ETHUSDT,12h,2017-01-01,2020-12-31,RSI,30,11338.441,13.384,2,1,0.87 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20170101-20201231-15m.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,10,8961.132,-10.389,498,253,-0.91 3 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,11,9760.268,-2.397,406,224,-0.18 4 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,12,9371.936,-6.281,328,193,-0.47 5 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,13,9270.069,-7.299,272,170,-0.52 6 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,14,10016.569,0.166,238,150,0.01 7 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,15,9468.011,-5.32,200,132,-0.38 8 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,16,10216.007,2.16,194,109,0.14 9 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,17,10119.162,1.192,170,100,0.08 10 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,18,10419.529,4.195,152,88,0.27 11 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,19,10395.696,3.957,137,76,0.26 12 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,20,10070.931,0.709,117,71,0.05 13 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,21,9814.194,-1.858,110,64,-0.15 14 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,22,9754.599,-2.454,101,56,-0.2 15 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,23,9438.307,-5.617,89,51,-0.45 16 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,24,9605.754,-3.942,80,50,-0.31 17 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,25,9358.051,-6.261,69,47,-0.47 18 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,26,9057.408,-9.273,62,44,-0.69 19 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,27,9296.855,-6.874,56,42,-0.5 20 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,28,9526.577,-4.573,55,37,-0.32 21 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,29,9523.625,-4.602,53,33,-0.32 22 | ETHUSDT,15m,2017-01-01,2020-12-31,RSI,30,9323.852,-6.745,48,32,-0.47 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20170101-20201231-1d.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,10,10350.807,3.508,3,4,0.28 3 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,11,10724.464,7.245,3,3,0.52 4 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,12,10849.208,8.492,4,2,0.61 5 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,13,11012.992,10.13,5,1,0.73 6 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,14,10621.36,6.214,4,1,0.55 7 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,15,10895.796,8.958,4,1,0.79 8 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,16,11356.824,13.568,3,1,0.89 9 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,17,11425.367,14.254,3,1,0.94 10 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,18,12191.72,21.917,3,1,1.38 11 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,19,11297.887,12.979,2,1,0.83 12 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,20,11612.653,16.127,2,1,0.94 13 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,21,11852.7,18.527,2,1,1.07 14 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,22,11950.031,19.5,2,1,1.16 15 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,23,10100.163,1.002,1,1,0.12 16 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,24,10100.163,1.002,1,1,0.12 17 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,25,9563.255,-4.367,0,1,0 18 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,26,9761.777,-2.382,0,1,0 19 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,27,9761.777,-2.382,0,1,0 20 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,28,10098.443,0.984,1,0,0 21 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,29,10167.941,1.679,1,0,0 22 | ETHUSDT,1d,2017-01-01,2020-12-31,RSI,30,10338.842,3.388,1,0,0 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20170101-20201231-1h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,10,9793.619,-2.185,117,69,-0.15 3 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,11,9588.416,-4.269,103,57,-0.31 4 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,12,9767.079,-2.413,85,50,-0.17 5 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,13,9126.214,-8.816,75,46,-0.78 6 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,14,8606.678,-14.007,60,40,-1.31 7 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,15,8992.979,-10.147,51,40,-0.9 8 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,16,9089.853,-9.179,45,33,-0.76 9 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,17,9312.864,-6.951,44,30,-0.55 10 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,18,8838.426,-11.691,38,28,-1.05 11 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,19,9124.226,-8.836,35,26,-0.76 12 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,20,8943.282,-10.644,31,23,-0.94 13 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,21,8768.042,-12.394,25,23,-1.1 14 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,22,8860.757,-11.517,25,21,-1.03 15 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,23,8692.151,-13.078,24,19,-1.27 16 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,24,8947.387,-10.526,24,15,-1.04 17 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,25,9281.773,-7.182,24,14,-0.68 18 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,26,8918.571,-10.814,20,13,-1.07 19 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,27,8881.05,-11.189,18,13,-1.12 20 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,28,8979.173,-10.208,16,11,-1.04 21 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,29,9177.481,-8.225,15,11,-0.81 22 | ETHUSDT,1h,2017-01-01,2020-12-31,RSI,30,9333.453,-6.665,14,11,-0.63 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20170101-20201231-1w.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,10,9945.264,-0.547,0,1,0 3 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,11,10322.036,3.22,1,0,0 4 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,12,10322.036,3.22,1,0,0 5 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,13,11180.492,11.805,1,0,0 6 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,14,11311.981,13.12,1,0,0 7 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,15,12991.676,29.917,1,0,0 8 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,16,10000.0,0.0,0,0,0 9 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,17,10000.0,0.0,0,0,0 10 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,18,10000.0,0.0,0,0,0 11 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,19,10000.0,0.0,0,0,0 12 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,20,10000.0,0.0,0,0,0 13 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,21,10000.0,0.0,0,0,0 14 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,22,10000.0,0.0,0,0,0 15 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,23,10000.0,0.0,0,0,0 16 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,24,10000.0,0.0,0,0,0 17 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,25,10000.0,0.0,0,0,0 18 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,26,10000.0,0.0,0,0,0 19 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,27,10000.0,0.0,0,0,0 20 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,28,10000.0,0.0,0,0,0 21 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,29,10000.0,0.0,0,0,0 22 | ETHUSDT,1w,2017-01-01,2020-12-31,RSI,30,10000.0,0.0,0,0,0 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20170101-20201231-2h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,10,9453.458,-5.542,58,37,-0.42 3 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,11,10050.239,0.421,53,31,0.03 4 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,12,9502.932,-5.048,45,29,-0.42 5 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,13,9321.232,-6.863,39,26,-0.59 6 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,14,9399.362,-6.595,34,23,-0.55 7 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,15,9355.175,-6.448,30,20,-0.53 8 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,16,8613.013,-13.87,25,18,-1.34 9 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,17,8593.451,-14.065,22,15,-1.28 10 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,18,8442.528,-15.575,20,13,-1.48 11 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,19,8568.874,-14.311,18,13,-1.36 12 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,20,8757.664,-12.423,15,11,-1.12 13 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,21,8815.114,-11.849,12,12,-1.09 14 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,22,8960.449,-10.396,11,11,-0.94 15 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,23,9245.165,-7.548,11,11,-0.66 16 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,24,8985.53,-10.145,10,10,-0.96 17 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,25,8529.848,-14.702,7,10,-1.47 18 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,26,8593.28,-14.067,6,10,-1.48 19 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,27,8519.198,-14.808,6,9,-1.73 20 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,28,8660.539,-13.395,6,8,-1.71 21 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,29,8439.713,-15.603,3,8,-2.44 22 | ETHUSDT,2h,2017-01-01,2020-12-31,RSI,30,8811.388,-11.886,4,7,-1.62 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20170101-20201231-30m.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,10,9628.328,-3.717,223,145,-0.28 3 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,11,9690.567,-3.094,189,120,-0.22 4 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,12,10157.054,1.571,159,100,0.1 5 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,13,10608.714,6.087,144,83,0.39 6 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,14,9776.898,-2.231,123,70,-0.15 7 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,15,9674.602,-2.99,109,59,-0.19 8 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,16,9928.595,-0.707,94,54,-0.04 9 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,17,9501.554,-4.978,82,49,-0.37 10 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,18,9365.393,-6.34,71,48,-0.49 11 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,19,9404.778,-5.946,66,40,-0.44 12 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,20,8743.268,-12.561,59,38,-1.14 13 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,21,8623.197,-13.762,53,36,-1.27 14 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,22,8751.189,-12.482,46,36,-1.13 15 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,23,9114.047,-8.853,45,30,-0.72 16 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,24,9007.567,-9.918,39,28,-0.75 17 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,25,9311.64,-6.877,38,25,-0.51 18 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,26,8946.876,-10.525,30,25,-0.84 19 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,27,8642.802,-13.566,27,22,-1.22 20 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,28,8477.473,-15.219,24,21,-1.43 21 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,29,8489.962,-15.094,21,20,-1.47 22 | ETHUSDT,30m,2017-01-01,2020-12-31,RSI,30,8647.32,-13.569,21,19,-1.35 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20170101-20201231-3d.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,10,10676.305,6.763,2,1,0.5 3 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,11,9928.554,-0.714,1,1,-0.09 4 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,12,9970.921,-0.291,1,1,-0.04 5 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,13,9970.921,-0.291,1,1,-0.04 6 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,14,10269.979,2.7,1,1,0.33 7 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,15,9776.344,-2.237,0,1,0 8 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,16,9776.344,-2.237,0,1,0 9 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,17,9776.344,-2.237,0,1,0 10 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,18,10237.958,2.38,1,0,0 11 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,19,11125.741,11.257,1,0,0 12 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,20,11125.741,11.257,1,0,0 13 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,21,11125.741,11.257,1,0,0 14 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,22,11247.018,12.47,1,0,0 15 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,23,11901.404,19.014,1,0,0 16 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,24,11951.604,19.516,1,0,0 17 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,25,10000.0,0.0,0,0,0 18 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,26,10000.0,0.0,0,0,0 19 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,27,10000.0,0.0,0,0,0 20 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,28,10000.0,0.0,0,0,0 21 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,29,10000.0,0.0,0,0,0 22 | ETHUSDT,3d,2017-01-01,2020-12-31,RSI,30,10000.0,0.0,0,0,0 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20170101-20201231-4h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,10,8945.989,-10.526,31,20,-0.93 3 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,11,8460.792,-15.533,24,16,-1.58 4 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,12,8830.175,-11.698,21,16,-1.09 5 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,13,8803.825,-11.962,17,15,-1.12 6 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,14,8756.093,-12.439,13,14,-1.12 7 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,15,8630.321,-13.697,12,12,-1.27 8 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,16,8768.952,-12.31,11,10,-1.19 9 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,17,9159.287,-8.407,12,8,-0.78 10 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,18,9005.324,-9.947,10,8,-0.96 11 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,19,8889.171,-11.108,8,8,-1.12 12 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,20,8532.523,-14.675,4,8,-1.75 13 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,21,8374.914,-16.251,2,8,-2.14 14 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,22,8524.348,-14.757,3,7,-1.96 15 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,23,8989.27,-10.107,4,6,-1.32 16 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,24,9099.512,-9.005,5,4,-1.05 17 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,25,9174.316,-8.257,5,4,-0.95 18 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,26,9016.658,-9.833,4,4,-1.26 19 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,27,8834.675,-11.653,3,4,-1.77 20 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,28,9035.438,-9.646,3,3,-1.29 21 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,29,9098.957,-9.01,3,3,-1.19 22 | ETHUSDT,4h,2017-01-01,2020-12-31,RSI,30,9208.288,-7.917,3,3,-1.01 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20170101-20201231-6h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,10,9315.605,-6.844,21,13,-0.63 3 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,11,9109.818,-8.902,18,11,-0.81 4 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,12,8944.496,-10.555,13,9,-0.92 5 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,13,8826.507,-11.735,11,9,-1.18 6 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,14,9278.399,-7.216,11,9,-0.69 7 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,15,9023.031,-9.77,8,8,-1.02 8 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,16,8548.811,-14.512,4,8,-1.71 9 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,17,8376.263,-16.237,2,8,-2.19 10 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,18,8848.381,-11.516,3,7,-1.52 11 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,19,9504.766,-4.952,4,5,-0.47 12 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,20,9639.139,-3.609,4,5,-0.34 13 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,21,9149.091,-8.509,3,5,-1.11 14 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,22,9066.307,-9.337,2,5,-1.29 15 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,23,9258.895,-7.411,2,5,-1.02 16 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,24,9221.137,-7.789,2,5,-1.04 17 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,25,9307.602,-6.924,2,5,-0.98 18 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,26,9648.387,-3.516,2,4,-0.46 19 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,27,10080.933,0.809,3,3,0.08 20 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,28,9907.171,-0.928,2,3,-0.11 21 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,29,9953.246,-0.468,2,3,-0.05 22 | ETHUSDT,6h,2017-01-01,2020-12-31,RSI,30,10297.301,2.973,3,2,0.33 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20170101-20201231-8h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,10,8872.307,-11.277,14,11,-1.12 3 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,11,9229.432,-7.706,12,10,-0.63 4 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,12,9325.622,-6.744,10,8,-0.56 5 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,13,8712.759,-12.872,6,8,-1.52 6 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,14,8489.271,-15.107,3,8,-2.27 7 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,15,8484.735,-15.153,3,7,-2.24 8 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,16,8812.398,-11.876,3,7,-1.72 9 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,17,9053.775,-9.462,2,6,-0.98 10 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,18,9095.615,-9.044,2,6,-0.92 11 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,19,8995.261,-10.047,2,5,-1.53 12 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,20,9421.93,-5.781,3,4,-0.82 13 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,21,9482.212,-5.178,3,4,-0.72 14 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,22,9700.412,-2.996,4,2,-0.36 15 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,23,9761.881,-2.381,4,2,-0.28 16 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,24,9852.242,-1.478,4,2,-0.18 17 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,25,10226.092,2.261,4,2,0.24 18 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,26,9867.268,-1.327,3,2,-0.15 19 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,27,10294.021,2.94,4,1,0.34 20 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,28,10369.36,3.694,4,1,0.42 21 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,29,10842.424,8.424,4,1,0.76 22 | ETHUSDT,8h,2017-01-01,2020-12-31,RSI,30,10446.993,4.47,2,2,0.4 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20180301-20201115-12h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,10,8779.595,-12.204,7,8,-1.42 3 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,11,8490.468,-15.095,3,7,-1.9 4 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,12,8548.652,-14.513,2,6,-2.13 5 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,13,8972.39,-10.276,3,5,-1.3 6 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,14,8793.139,-12.069,2,5,-1.81 7 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,15,9223.516,-7.765,2,5,-1.04 8 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,16,9377.672,-6.223,2,4,-0.75 9 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,17,9659.144,-3.409,2,4,-0.38 10 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,18,9521.506,-4.785,2,3,-0.56 11 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,19,9638.998,-3.61,2,3,-0.43 12 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,20,9728.822,-2.712,3,2,-0.32 13 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,21,9874.141,-1.259,3,2,-0.16 14 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,22,10003.215,0.032,4,1,0.0 15 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,23,10142.562,1.426,4,1,0.17 16 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,24,10202.412,2.024,4,1,0.24 17 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,25,9831.077,-1.689,2,2,-0.21 18 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,26,10187.791,1.878,3,1,0.23 19 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,27,10374.353,3.744,2,1,0.3 20 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,28,10372.242,3.722,2,1,0.3 21 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,29,10600.915,6.009,2,1,0.48 22 | ETHUSDT,12h,2018-03-01,2020-11-15,RSI,30,11158.341,11.583,2,1,0.71 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20180301-20201115-15m.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,10,9051.626,-9.41,413,212,-1.01 3 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,11,9089.862,-9.124,338,188,-0.97 4 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,12,8820.873,-11.813,275,163,-1.27 5 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,13,8538.025,-14.641,224,145,-1.59 6 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,14,8785.099,-12.171,193,128,-1.33 7 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,15,8103.036,-19.084,161,111,-2.19 8 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,16,8621.278,-13.808,155,95,-1.48 9 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,17,8807.302,-11.949,140,86,-1.28 10 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,18,8670.059,-13.321,124,75,-1.43 11 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,19,8610.28,-14.006,111,65,-1.5 12 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,20,8289.562,-17.209,94,60,-1.95 13 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,21,8452.954,-15.577,88,55,-1.75 14 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,22,8322.909,-16.876,80,48,-1.9 15 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,23,8371.191,-16.394,72,42,-1.77 16 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,24,8232.917,-17.671,62,42,-1.93 17 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,25,8105.9,-18.941,54,39,-2.04 18 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,26,7942.946,-20.571,49,37,-2.25 19 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,27,7996.8,-20.032,42,36,-2.18 20 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,28,7930.638,-20.694,40,32,-2.26 21 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,29,7915.661,-20.843,38,29,-2.3 22 | ETHUSDT,15m,2018-03-01,2020-11-15,RSI,30,7947.647,-20.524,35,28,-2.07 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20180301-20201115-1d.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,10,9776.34,-2.237,2,4,-0.21 3 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,11,10023.629,0.236,2,3,0.02 4 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,12,10148.455,1.485,3,2,0.13 5 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,13,10294.576,2.946,4,1,0.25 6 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,14,10701.041,7.01,4,1,0.62 7 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,15,10779.695,7.797,4,1,0.7 8 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,16,11356.824,13.568,3,1,0.89 9 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,17,11669.623,16.696,3,1,1.08 10 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,18,11943.05,19.43,3,1,1.25 11 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,19,11246.966,12.47,2,1,0.78 12 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,20,11517.597,15.176,2,1,0.87 13 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,21,11769.987,17.7,2,1,1.0 14 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,22,11777.203,17.772,2,1,1.01 15 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,23,9967.866,-0.321,1,1,-0.04 16 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,24,9966.924,-0.331,1,1,-0.04 17 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,25,9445.607,-5.544,0,1,0 18 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,26,9481.904,-5.181,0,1,0 19 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,27,9485.224,-5.148,0,1,0 20 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,28,9563.255,-4.367,0,1,0 21 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,29,9550.892,-4.491,0,1,0 22 | ETHUSDT,1d,2018-03-01,2020-11-15,RSI,30,9629.044,-3.71,0,1,0 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20180301-20201115-1h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,10,8356.023,-16.538,93,57,-1.82 3 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,11,8545.534,-14.645,85,47,-1.53 4 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,12,8578.825,-14.313,69,42,-1.43 5 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,13,8539.704,-14.603,62,38,-1.49 6 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,14,8145.506,-18.545,48,34,-2.02 7 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,15,8379.822,-16.202,41,34,-1.76 8 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,16,8425.958,-15.74,35,29,-1.65 9 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,17,8569.072,-14.309,34,26,-1.42 10 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,18,8418.94,-15.811,29,24,-1.65 11 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,19,8386.251,-16.137,25,24,-1.66 12 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,20,8288.236,-17.118,22,21,-1.77 13 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,21,8197.252,-18.027,18,21,-1.89 14 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,22,8360.617,-16.394,19,19,-1.65 15 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,23,8370.121,-16.299,19,17,-1.7 16 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,24,8640.101,-13.599,19,14,-1.43 17 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,25,8910.759,-10.892,20,13,-1.12 18 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,26,8560.498,-14.395,16,12,-1.56 19 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,27,8462.67,-15.373,14,12,-1.73 20 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,28,8264.911,-17.351,12,11,-2.01 21 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,29,8356.235,-16.438,11,11,-1.89 22 | ETHUSDT,1h,2018-03-01,2020-11-15,RSI,30,8347.4,-16.526,10,11,-1.99 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20180301-20201115-1w.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,10,9814.965,-1.85,0,1,0 3 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,11,9945.264,-0.547,0,1,0 4 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,12,9945.264,-0.547,0,1,0 5 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,13,10319.585,3.196,1,0,0 6 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,14,10399.274,3.993,1,0,0 7 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,15,12137.049,21.37,1,0,0 8 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,16,12137.049,21.37,1,0,0 9 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,17,12137.049,21.37,1,0,0 10 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,18,12991.676,29.917,1,0,0 11 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,19,12991.676,29.917,1,0,0 12 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,20,13396.565,33.966,1,0,0 13 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,21,10000.0,0.0,0,0,0 14 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,22,10000.0,0.0,0,0,0 15 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,23,10000.0,0.0,0,0,0 16 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,24,10000.0,0.0,0,0,0 17 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,25,10000.0,0.0,0,0,0 18 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,26,10000.0,0.0,0,0,0 19 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,27,10000.0,0.0,0,0,0 20 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,28,10000.0,0.0,0,0,0 21 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,29,10000.0,0.0,0,0,0 22 | ETHUSDT,1w,2018-03-01,2020-11-15,RSI,30,10000.0,0.0,0,0,0 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20180301-20201115-2h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,10,8491.685,-15.083,45,31,-1.64 3 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,11,8626.824,-13.732,39,27,-1.39 4 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,12,8712.792,-12.872,33,25,-1.32 5 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,13,8607.159,-13.928,29,22,-1.46 6 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,14,8541.111,-14.589,24,20,-1.53 7 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,15,8512.952,-14.87,22,17,-1.52 8 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,16,8257.608,-17.424,19,16,-1.94 9 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,17,7976.062,-20.239,15,14,-2.32 10 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,18,8029.838,-19.702,14,12,-2.18 11 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,19,8067.936,-19.321,13,12,-2.16 12 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,20,8005.418,-19.946,10,11,-2.29 13 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,21,8051.41,-19.486,7,12,-2.37 14 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,22,8218.454,-17.815,7,11,-2.12 15 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,23,8411.095,-15.889,7,11,-1.85 16 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,24,8334.643,-16.654,7,10,-2.07 17 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,25,8101.46,-18.985,5,10,-2.49 18 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,26,8161.707,-18.383,4,10,-2.64 19 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,27,8325.157,-16.748,5,9,-2.34 20 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,28,8314.52,-16.855,5,8,-2.45 21 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,29,8334.446,-16.656,3,8,-2.49 22 | ETHUSDT,2h,2018-03-01,2020-11-15,RSI,30,8701.485,-12.985,4,7,-1.7 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20180301-20201115-30m.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,10,8723.546,-12.796,181,120,-1.44 3 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,11,8416.327,-15.867,150,100,-1.71 4 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,12,8579.554,-14.323,128,81,-1.55 5 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,13,8679.373,-13.326,113,70,-1.44 6 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,14,8230.586,-17.808,99,58,-1.96 7 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,15,8063.55,-19.364,89,48,-2.12 8 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,16,8093.755,-19.062,74,44,-1.99 9 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,17,8469.91,-15.949,67,40,-1.64 10 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,18,8299.603,-17.004,58,39,-1.8 11 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,19,8131.307,-18.687,49,35,-1.97 12 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,20,8172.756,-18.272,47,32,-1.95 13 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,21,8088.584,-19.114,42,31,-2.12 14 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,22,8221.632,-17.784,36,31,-2.03 15 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,23,8061.592,-19.384,33,27,-2.1 16 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,24,7962.0,-20.38,28,26,-2.06 17 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,25,8056.643,-19.434,27,23,-1.99 18 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,26,8086.081,-19.139,22,23,-1.99 19 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,27,8164.944,-18.351,21,21,-1.91 20 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,28,8145.388,-18.546,19,20,-1.94 21 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,29,8137.346,-18.627,16,19,-2.04 22 | ETHUSDT,30m,2018-03-01,2020-11-15,RSI,30,8350.541,-16.495,17,18,-1.79 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20180301-20201115-3d.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,10,10785.048,7.85,2,1,0.61 3 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,11,9927.603,-0.724,1,1,-0.09 4 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,12,9934.159,-0.658,1,1,-0.09 5 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,13,9861.481,-1.385,1,1,-0.17 6 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,14,10039.186,0.392,1,1,0.04 7 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,15,9681.125,-3.189,0,1,0 8 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,16,9681.125,-3.189,0,1,0 9 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,17,9681.125,-3.189,0,1,0 10 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,18,9768.942,-2.311,0,1,0 11 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,19,9876.552,-1.234,0,1,0 12 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,20,9876.552,-1.234,0,1,0 13 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,21,9876.552,-1.234,0,1,0 14 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,22,10269.241,2.692,1,0,0 15 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,23,10339.566,3.396,1,0,0 16 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,24,11703.367,17.034,1,0,0 17 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,25,11703.367,17.034,1,0,0 18 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,26,11855.318,18.553,1,0,0 19 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,27,12129.445,21.294,1,0,0 20 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,28,13236.694,32.367,1,0,0 21 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,29,13236.694,32.367,1,0,0 22 | ETHUSDT,3d,2018-03-01,2020-11-15,RSI,30,13605.207,36.052,1,0,0 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20180301-20201115-4h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,10,8286.521,-17.135,22,18,-1.89 3 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,11,8021.607,-19.784,16,14,-2.3 4 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,12,8081.454,-19.185,14,14,-2.2 5 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,13,8034.685,-19.653,10,14,-2.38 6 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,14,8064.732,-19.353,8,13,-2.32 7 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,15,8226.75,-17.733,9,11,-1.99 8 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,16,8267.61,-17.324,8,9,-2.04 9 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,17,8430.859,-15.691,8,8,-1.88 10 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,18,8522.538,-14.775,7,8,-1.77 11 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,19,8546.686,-14.533,6,8,-1.85 12 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,20,8402.234,-15.978,3,8,-2.17 13 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,21,8247.032,-17.53,1,8,-2.8 14 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,22,8394.184,-16.058,2,7,-2.57 15 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,23,8795.078,-12.049,3,6,-1.77 16 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,24,8902.939,-10.971,4,4,-1.41 17 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,25,8976.127,-10.239,4,4,-1.29 18 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,26,8980.18,-10.198,4,4,-1.29 19 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,27,8834.675,-11.653,3,4,-1.77 20 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,28,9035.438,-9.646,3,3,-1.29 21 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,29,9098.957,-9.01,3,3,-1.19 22 | ETHUSDT,4h,2018-03-01,2020-11-15,RSI,30,9208.288,-7.917,3,3,-1.01 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20180301-20201115-6h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,10,8348.552,-16.514,13,13,-1.93 3 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,11,8181.485,-18.185,11,11,-2.12 4 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,12,8222.392,-17.776,9,9,-2.16 5 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,13,8352.339,-16.477,8,9,-2.02 6 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,14,8703.692,-12.963,8,9,-1.54 7 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,15,8752.51,-12.475,6,8,-1.53 8 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,16,8255.661,-17.443,2,8,-2.64 9 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,17,8230.109,-17.699,1,8,-2.96 10 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,18,8537.217,-14.628,2,7,-2.27 11 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,19,8884.249,-11.158,3,5,-1.44 12 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,20,8931.882,-10.681,3,5,-1.37 13 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,21,8995.217,-10.048,3,5,-1.27 14 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,22,8913.825,-10.862,2,5,-1.45 15 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,23,9103.174,-8.968,2,5,-1.19 16 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,24,9174.882,-8.251,2,5,-1.09 17 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,25,9260.912,-7.391,2,5,-1.03 18 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,26,9543.237,-4.568,2,4,-0.59 19 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,27,9957.303,-0.427,3,3,-0.04 20 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,28,9791.544,-2.085,2,3,-0.24 21 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,29,9876.119,-1.239,2,3,-0.14 22 | ETHUSDT,6h,2018-03-01,2020-11-15,RSI,30,10217.507,2.175,3,2,0.24 23 | -------------------------------------------------------------------------------- /result/RSI-ETHUSDT-20180301-20201115-8h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,10,8453.666,-15.463,10,11,-1.81 3 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,11,8390.768,-16.092,8,10,-1.92 4 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,12,8471.373,-15.286,7,8,-1.87 5 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,13,8363.695,-16.363,4,8,-2.3 6 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,14,8287.479,-17.125,2,8,-3.07 7 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,15,8283.051,-17.169,2,7,-3.08 8 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,16,8520.06,-14.799,2,7,-2.63 9 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,17,8497.127,-15.029,1,6,-2.53 10 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,18,8534.363,-14.656,1,6,-2.51 11 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,19,8919.123,-10.809,2,5,-1.61 12 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,20,9207.629,-7.924,2,5,-1.14 13 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,21,9259.039,-7.41,2,5,-1.04 14 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,22,9467.263,-5.327,3,3,-0.66 15 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,23,9590.524,-4.095,3,3,-0.5 16 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,24,9712.759,-2.872,3,3,-0.36 17 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,25,10046.823,0.468,3,3,0.05 18 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,26,9798.964,-2.01,3,2,-0.23 19 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,27,10051.036,0.51,3,2,0.06 20 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,28,10051.036,0.51,3,2,0.06 21 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,29,10509.577,5.096,3,2,0.48 22 | ETHUSDT,8h,2018-03-01,2020-11-15,RSI,30,10114.684,1.147,1,3,0.11 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20170101-20201231-12h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,10,13747.955,37.419,59,117,2.81 3 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,11,13937.049,39.309,56,112,2.87 4 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,12,14021.213,40.15,52,110,2.79 5 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,13,14773.328,47.351,47,108,2.25 6 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,14,14769.729,43.852,44,103,2.25 7 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,15,14812.219,44.266,42,95,2.27 8 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,16,14538.121,41.596,42,93,2.15 9 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,17,14339.017,39.657,41,93,2.06 10 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,18,14143.384,37.752,39,92,1.92 11 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,19,14195.943,38.264,38,84,1.95 12 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,20,14369.922,39.958,33,80,2.0 13 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,21,14325.643,39.527,31,84,2.05 14 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,22,14611.946,42.315,31,77,2.18 15 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,23,14291.35,39.193,29,81,2.02 16 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,24,14484.74,41.077,30,78,2.11 17 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,25,14278.59,39.522,29,77,2.03 18 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,26,14047.267,37.261,26,81,1.89 19 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,27,14213.222,38.432,29,77,1.96 20 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,28,14265.953,38.946,30,70,2.01 21 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,29,14275.151,39.035,28,69,2.03 22 | BTCUSDT,12h,2017-01-01,2020-12-31,SMA,30,14331.133,39.58,28,69,2.08 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20170101-20201231-15m.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,10,3761.411,-62.402,2602,9133,-8.28 3 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,11,3700.646,-63.009,2400,8818,-8.58 4 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,12,3835.93,-61.675,2244,8512,-8.36 5 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,13,3966.95,-60.366,2134,8181,-8.32 6 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,14,4385.507,-56.184,2016,7811,-7.45 7 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,15,4514.365,-54.897,1909,7555,-7.3 8 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,16,4616.018,-53.881,1836,7332,-7.18 9 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,17,4854.185,-51.515,1768,7164,-6.81 10 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,18,5019.163,-49.867,1692,7003,-6.55 11 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,19,4995.751,-50.101,1612,6804,-6.53 12 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,20,5085.396,-49.205,1550,6607,-6.35 13 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,21,5220.265,-47.858,1502,6495,-6.17 14 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,22,5145.714,-48.603,1459,6350,-6.39 15 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,23,5140.653,-48.653,1414,6215,-6.42 16 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,24,5326.31,-46.799,1375,6121,-6.05 17 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,25,5492.988,-45.134,1333,5985,-5.66 18 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,26,5518.89,-44.876,1274,5891,-5.57 19 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,27,5696.193,-43.105,1248,5769,-5.29 20 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,28,5886.973,-41.199,1211,5659,-5.06 21 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,29,5956.44,-40.505,1178,5577,-4.96 22 | BTCUSDT,15m,2017-01-01,2020-12-31,SMA,30,6040.119,-39.685,1143,5488,-4.85 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20170101-20201231-1d.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,10,13197.046,27.959,33,63,1.56 3 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,11,13409.099,30.332,28,60,1.69 4 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,12,13507.289,30.967,28,58,1.72 5 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,13,13830.153,34.425,26,55,1.86 6 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,14,13834.622,34.468,27,52,1.87 7 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,15,13560.674,31.485,25,52,1.73 8 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,16,13772.723,33.541,24,50,1.95 9 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,17,13945.249,35.214,26,44,2.04 10 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,18,14171.604,37.408,22,40,2.04 11 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,19,14432.897,39.942,20,40,1.95 12 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,20,14092.356,36.64,19,43,1.78 13 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,21,14230.485,37.979,18,41,1.92 14 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,22,14599.149,41.554,17,39,2.02 15 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,23,14351.926,39.157,17,39,1.98 16 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,24,14445.355,40.063,15,42,2.02 17 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,25,14051.349,36.242,14,38,1.88 18 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,26,13943.959,35.201,12,39,1.83 19 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,27,13925.553,35.023,12,40,1.84 20 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,28,13856.673,34.355,12,33,1.82 21 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,29,14017.683,35.916,12,31,1.88 22 | BTCUSDT,1d,2017-01-01,2020-12-31,SMA,30,14024.32,35.98,13,33,1.88 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20170101-20201231-1h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,10,8460.692,-15.478,663,2167,-1.64 3 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,11,8531.827,-14.768,616,2082,-1.56 4 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,12,8561.091,-14.551,574,2010,-1.54 5 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,13,8684.464,-13.32,536,1915,-1.39 6 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,14,9089.126,-9.263,515,1803,-0.94 7 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,15,9375.029,-6.409,487,1739,-0.63 8 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,16,9348.151,-6.677,470,1686,-0.65 9 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,17,9321.978,-6.938,451,1616,-0.69 10 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,18,9840.174,-1.765,428,1579,-0.16 11 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,19,10129.722,1.196,419,1511,0.11 12 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,20,10447.315,4.369,401,1466,0.38 13 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,21,10830.765,8.13,384,1429,0.69 14 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,22,10851.217,8.334,360,1388,0.72 15 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,23,10824.602,8.063,350,1364,0.69 16 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,24,11073.973,10.628,344,1328,0.92 17 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,25,11091.569,10.804,335,1307,0.93 18 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,26,11459.174,14.476,316,1276,1.22 19 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,27,11304.807,12.934,304,1240,1.12 20 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,28,11423.668,14.121,283,1223,1.2 21 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,29,11033.763,10.226,269,1226,0.88 22 | BTCUSDT,1h,2017-01-01,2020-12-31,SMA,30,11023.452,10.123,265,1199,0.88 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20170101-20201231-1w.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,10,13199.391,18.96,5,8,1.05 3 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,11,13077.879,17.865,5,8,1.08 4 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,12,14309.53,28.965,5,4,1.55 5 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,13,13126.845,18.306,3,5,1.16 6 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,14,12877.342,10.261,1,6,0.69 7 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,15,12583.474,7.745,1,6,0.53 8 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,16,12237.472,4.783,1,6,0.33 9 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,17,12218.103,4.617,1,5,0.3 10 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,18,12236.044,4.77,1,5,0.33 11 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,19,11860.832,1.558,1,4,0.15 12 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,20,11654.769,-0.207,1,5,-0.02 13 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,21,11724.503,0.39,1,5,0.04 14 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,22,11849.709,1.462,1,5,0.15 15 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,23,11387.882,-2.492,1,5,-0.39 16 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,24,11966.205,2.46,1,3,0.44 17 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,25,11901.3,1.904,1,4,0.33 18 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,26,11745.979,0.574,1,4,0.1 19 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,27,11997.571,2.728,1,3,0.49 20 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,28,11823.822,1.241,1,3,0.2 21 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,29,11983.973,2.612,1,3,0.47 22 | BTCUSDT,1w,2017-01-01,2020-12-31,SMA,30,12156.324,4.088,1,2,0.8 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20170101-20201231-2h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,10,10778.253,7.686,351,986,0.69 3 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,11,10860.424,8.506,323,965,0.74 4 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,12,11354.266,13.44,287,922,1.15 5 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,13,11743.282,17.327,272,876,1.47 6 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,14,11641.77,16.313,249,844,1.44 7 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,15,11430.793,14.223,238,822,1.27 8 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,16,11219.578,12.112,230,788,1.09 9 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,17,10986.967,9.788,226,777,0.89 10 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,18,10866.271,8.582,213,780,0.78 11 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,19,11062.369,10.541,199,754,0.95 12 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,20,11280.335,12.719,198,717,1.1 13 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,21,11273.406,12.65,184,687,1.1 14 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,22,11165.808,11.575,178,667,1.02 15 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,23,11435.701,14.272,177,647,1.25 16 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,24,11626.464,16.178,179,625,1.43 17 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,25,11778.247,17.695,178,604,1.56 18 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,26,11788.638,17.799,169,590,1.51 19 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,27,11986.886,19.78,163,570,1.67 20 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,28,11953.304,19.444,161,556,1.63 21 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,29,12307.348,22.982,155,546,1.81 22 | BTCUSDT,2h,2017-01-01,2020-12-31,SMA,30,12358.895,23.497,157,536,1.84 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20170101-20201231-30m.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,10,6241.889,-37.644,1354,4504,-4.66 3 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,11,6174.488,-38.328,1255,4312,-4.84 4 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,12,6119.817,-38.863,1174,4133,-4.82 5 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,13,6373.197,-36.332,1099,4047,-4.37 6 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,14,6675.028,-33.317,1043,3910,-3.92 7 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,15,6862.518,-31.456,985,3749,-3.71 8 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,16,7009.807,-29.985,926,3637,-3.46 9 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,17,7398.597,-26.102,879,3490,-2.92 10 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,18,7431.256,-25.775,835,3416,-2.88 11 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,19,7455.197,-25.536,807,3340,-2.84 12 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,20,7765.618,-22.436,773,3278,-2.43 13 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,21,7751.797,-22.574,736,3183,-2.44 14 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,22,7991.39,-20.217,716,3087,-2.14 15 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,23,8122.098,-18.912,692,3004,-2.01 16 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,24,8123.822,-18.895,671,2951,-2.0 17 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,25,8288.952,-17.268,655,2877,-1.78 18 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,26,8460.034,-15.56,629,2851,-1.57 19 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,27,8663.592,-13.528,620,2759,-1.35 20 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,28,8949.893,-10.659,605,2683,-1.06 21 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,29,8964.072,-10.517,591,2654,-1.04 22 | BTCUSDT,30m,2017-01-01,2020-12-31,SMA,30,9088.858,-9.272,587,2588,-0.92 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20170101-20201231-3d.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,10,14133.102,25.825,9,23,1.51 3 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,11,15277.398,36.172,7,20,1.3 4 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,12,15499.262,38.149,7,19,1.36 5 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,13,15466.735,37.86,6,18,1.36 6 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,14,15518.722,38.323,6,14,1.44 7 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,15,15582.948,39.231,6,13,1.37 8 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,16,15413.674,37.719,5,16,1.32 9 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,17,14583.809,30.304,5,15,1.21 10 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,18,13438.67,20.997,5,15,1.09 11 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,19,13320.612,19.934,5,12,1.17 12 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,20,13490.995,21.468,6,10,1.24 13 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,21,13131.301,18.23,6,12,1.1 14 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,22,13339.137,20.101,6,11,1.14 15 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,23,13389.049,20.551,6,10,1.2 16 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,24,13753.44,23.831,6,8,1.32 17 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,25,13460.921,21.198,6,9,1.24 18 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,26,13117.174,18.103,7,10,1.2 19 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,27,13169.668,18.575,5,10,1.12 20 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,28,13523.087,20.827,4,8,1.2 21 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,29,13419.521,19.902,4,8,1.17 22 | BTCUSDT,3d,2017-01-01,2020-12-31,SMA,30,13059.716,16.405,4,8,1.03 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20170101-20201231-4h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,10,12153.82,21.442,184,472,1.83 3 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,11,12110.044,21.232,169,442,1.78 4 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,12,12243.674,22.57,157,409,1.89 5 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,13,12437.625,24.511,141,391,2.03 6 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,14,12884.053,28.98,134,360,2.4 7 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,15,13053.051,30.672,127,343,2.42 8 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,16,12979.832,29.939,124,320,2.36 9 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,17,13299.324,32.888,118,314,2.57 10 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,18,13649.596,36.32,111,310,2.75 11 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,19,13185.145,31.708,106,307,2.38 12 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,20,13401.907,33.873,100,298,2.5 13 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,21,13538.322,35.244,92,291,2.58 14 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,22,13090.965,30.775,87,288,2.35 15 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,23,13208.094,31.976,92,274,2.5 16 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,24,13046.438,30.361,92,266,2.41 17 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,25,13234.017,32.235,92,252,2.56 18 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,26,13359.692,33.742,89,235,2.56 19 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,27,13075.39,30.896,87,230,2.41 20 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,28,13241.651,32.56,85,215,2.53 21 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,29,13090.338,31.045,83,215,2.53 22 | BTCUSDT,4h,2017-01-01,2020-12-31,SMA,30,12963.931,29.78,81,212,2.47 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20170101-20201231-6h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,10,13216.025,32.04,125,283,2.34 3 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,11,13366.303,33.45,117,256,2.55 4 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,12,13547.242,35.256,104,251,2.62 5 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,13,13745.854,37.239,96,240,2.82 6 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,14,13343.044,33.217,86,247,2.55 7 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,15,13336.33,33.15,88,228,2.65 8 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,16,13620.329,36.08,84,209,2.75 9 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,17,13165.747,31.538,83,207,2.41 10 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,18,13083.023,30.711,77,198,2.37 11 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,19,12919.145,29.074,70,194,2.3 12 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,20,12740.925,27.293,71,186,2.18 13 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,21,12707.725,26.962,68,181,2.17 14 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,22,12679.193,26.677,64,182,2.17 15 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,23,12690.025,26.785,63,176,2.12 16 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,24,13031.36,30.195,65,161,2.38 17 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,25,13604.803,35.924,58,159,2.48 18 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,26,14021.844,40.091,55,151,2.44 19 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,27,14050.619,40.282,52,153,2.44 20 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,28,14471.304,44.482,50,149,2.18 21 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,29,14672.107,46.487,48,140,2.28 22 | BTCUSDT,6h,2017-01-01,2020-12-31,SMA,30,14517.592,44.944,48,144,2.21 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20170101-20201231-8h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,10,13522.783,34.991,93,207,2.55 3 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,11,13635.152,36.402,83,200,2.72 4 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,12,13813.646,38.188,83,178,2.89 5 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,13,13052.887,30.578,80,171,2.46 6 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,14,13031.779,30.367,73,158,2.46 7 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,15,12963.343,29.682,71,156,2.46 8 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,16,13165.77,31.707,66,144,2.57 9 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,17,13003.683,30.085,62,145,2.45 10 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,18,13123.558,31.285,63,133,2.56 11 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,19,13314.612,33.196,54,130,2.64 12 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,20,13598.914,36.04,53,121,2.7 13 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,21,13690.808,36.959,52,118,2.75 14 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,22,14099.781,41.051,49,116,2.75 15 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,23,13867.003,35.196,46,114,2.45 16 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,24,13793.809,34.482,46,111,2.4 17 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,25,13598.552,32.578,47,111,2.33 18 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,26,13676.991,33.343,48,108,2.4 19 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,27,13565.833,32.259,44,106,2.13 20 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,28,13800.966,34.552,41,114,1.73 21 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,29,13612.361,32.713,36,118,1.72 22 | BTCUSDT,8h,2017-01-01,2020-12-31,SMA,30,13732.476,33.884,35,112,1.76 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20180301-20201115-12h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,10,11682.146,16.542,44,100,1.94 3 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,11,11634.965,16.072,41,97,1.86 4 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,12,11601.523,15.738,38,97,1.74 5 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,13,11741.041,15.368,35,95,1.7 6 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,14,11934.176,17.266,33,91,1.83 7 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,15,11968.587,17.604,32,85,1.91 8 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,16,11872.635,16.661,31,84,1.83 9 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,17,11828.752,16.23,30,83,1.76 10 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,18,11748.154,12.317,28,80,1.44 11 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,19,11762.161,12.451,27,74,1.45 12 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,20,11908.517,13.85,24,70,1.56 13 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,21,11750.426,12.339,24,74,1.43 14 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,22,11871.471,13.496,24,67,1.57 15 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,23,11817.252,12.977,22,70,1.51 16 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,24,11884.002,13.616,23,67,1.57 17 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,25,11808.623,12.895,23,65,1.49 18 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,26,11571.391,10.627,20,71,1.15 19 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,27,11759.497,12.425,22,69,1.34 20 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,28,11855.062,13.339,22,63,1.48 21 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,29,11801.598,12.828,20,63,1.48 22 | BTCUSDT,12h,2018-03-01,2020-11-15,SMA,30,11876.004,13.539,20,64,1.55 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20180301-20201115-15m.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,10,4238.974,-57.651,1927,7654,-10.99 3 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,11,4354.226,-56.499,1768,7366,-10.75 4 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,12,4543.158,-54.612,1652,7092,-10.21 5 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,13,4793.526,-52.116,1575,6802,-9.53 6 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,14,5067.692,-49.377,1489,6487,-8.91 7 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,15,5268.408,-47.372,1402,6260,-8.47 8 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,16,5365.974,-46.392,1333,6067,-8.25 9 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,17,5507.921,-44.974,1285,5946,-7.97 10 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,18,5618.344,-43.87,1233,5819,-7.73 11 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,19,5608.938,-43.964,1167,5650,-7.72 12 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,20,5743.024,-42.625,1129,5476,-7.43 13 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,21,5861.914,-41.412,1093,5389,-7.14 14 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,22,5808.225,-41.948,1066,5259,-7.42 15 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,23,5830.439,-41.726,1026,5147,-7.36 16 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,24,5918.721,-40.844,998,5076,-7.16 17 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,25,5940.756,-40.624,965,4966,-6.8 18 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,26,5962.158,-40.41,927,4891,-6.75 19 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,27,6092.886,-39.103,911,4772,-6.52 20 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,28,6203.137,-38.001,882,4695,-6.37 21 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,29,6221.953,-37.813,854,4644,-6.34 22 | BTCUSDT,15m,2018-03-01,2020-11-15,SMA,30,6345.443,-36.579,825,4550,-6.02 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20180301-20201115-1d.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,10,11321.364,8.126,25,53,0.98 3 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,11,11534.782,10.164,22,49,1.18 4 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,12,11534.596,10.163,22,47,1.18 5 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,13,11736.865,12.094,20,46,1.32 6 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,14,11719.425,11.928,20,45,1.31 7 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,15,11551.389,9.948,18,45,1.15 8 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,16,11746.371,11.804,17,44,1.39 9 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,17,11777.002,12.095,19,39,1.4 10 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,18,11665.132,11.03,17,36,1.27 11 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,19,11795.419,12.654,15,37,1.07 12 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,20,11810.366,12.796,15,40,1.03 13 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,21,12068.907,15.266,14,38,1.23 14 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,22,12198.043,16.499,13,37,1.28 15 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,23,12031.119,14.905,13,35,1.26 16 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,24,12039.52,14.985,12,38,1.25 17 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,25,11793.96,12.64,11,35,1.1 18 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,26,11703.822,11.779,9,36,1.04 19 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,27,11710.292,11.841,9,37,1.05 20 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,28,11652.369,11.287,9,30,1.01 21 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,29,11783.636,12.158,9,28,1.08 22 | BTCUSDT,1d,2018-03-01,2020-11-15,SMA,30,11865.547,12.938,10,30,1.15 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20180301-20201115-1h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,10,8357.841,-16.444,502,1816,-2.26 3 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,11,8354.913,-16.473,472,1745,-2.32 4 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,12,8377.178,-16.251,445,1680,-2.32 5 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,13,8543.595,-14.587,419,1592,-2.07 6 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,14,8695.308,-13.07,402,1501,-1.84 7 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,15,8822.91,-11.795,376,1452,-1.61 8 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,16,8996.923,-10.055,363,1398,-1.33 9 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,17,9169.925,-8.326,353,1328,-1.1 10 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,18,9411.235,-5.913,331,1299,-0.76 11 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,19,9417.197,-5.853,322,1242,-0.76 12 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,20,9582.933,-4.197,309,1205,-0.55 13 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,21,9582.879,-4.171,292,1184,-0.54 14 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,22,9700.844,-2.992,274,1144,-0.38 15 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,23,9682.871,-3.171,265,1125,-0.4 16 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,24,10044.757,0.447,263,1083,0.06 17 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,25,10002.308,0.045,254,1071,0.01 18 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,26,10118.904,1.211,238,1047,0.15 19 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,27,10017.693,0.199,228,1014,0.03 20 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,28,10194.565,1.968,209,1001,0.25 21 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,29,9986.647,-0.112,199,1002,-0.01 22 | BTCUSDT,1h,2018-03-01,2020-11-15,SMA,30,10119.867,1.221,201,980,0.15 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20180301-20201115-1w.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,10,11659.778,12.079,4,7,0.8 3 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,11,11694.245,12.411,4,7,0.82 4 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,12,12236.93,17.627,4,3,1.13 5 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,13,11843.513,13.845,2,4,0.94 6 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,14,12122.932,12.315,1,4,0.84 7 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,15,12045.252,11.595,1,4,0.81 8 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,16,11971.241,10.91,1,4,0.8 9 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,17,12094.355,12.05,1,3,0.86 10 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,18,11980.328,10.994,1,3,0.79 11 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,19,11624.457,7.697,1,2,0.85 12 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,20,11624.457,7.697,1,2,0.85 13 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,21,11566.736,7.162,1,2,0.83 14 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,22,11737.255,8.742,1,1,1.18 15 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,23,11304.134,4.729,1,1,1.05 16 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,24,11314.799,4.828,1,1,1.09 17 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,25,11253.427,4.259,1,2,0.84 18 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,26,11253.427,4.259,1,2,0.84 19 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,27,11253.427,4.259,1,2,0.84 20 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,28,11253.427,4.259,1,2,0.84 21 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,29,11234.912,4.088,1,2,0.8 22 | BTCUSDT,1w,2018-03-01,2020-11-15,SMA,30,11234.912,4.088,1,2,0.8 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20180301-20201115-2h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,10,9713.334,-2.858,270,814,-0.39 3 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,11,9579.492,-4.149,249,806,-0.56 4 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,12,9973.984,-0.202,222,759,-0.03 5 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,13,10192.084,1.98,205,727,0.26 6 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,14,10105.083,1.11,186,703,0.15 7 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,15,10038.618,0.445,178,685,0.06 8 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,16,9992.452,-0.075,175,662,-0.01 9 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,17,9779.088,-2.209,169,658,-0.29 10 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,18,9709.968,-2.9,163,658,-0.38 11 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,19,9831.484,-1.685,150,637,-0.22 12 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,20,9898.595,-1.014,147,607,-0.13 13 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,21,9940.497,-0.595,136,576,-0.08 14 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,22,9896.57,-1.034,133,561,-0.13 15 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,23,10081.923,0.819,133,541,0.1 16 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,24,10193.429,1.934,135,524,0.25 17 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,25,10429.13,4.291,134,500,0.55 18 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,26,10575.305,5.753,125,486,0.68 19 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,27,10750.724,7.507,121,469,0.88 20 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,28,10770.483,7.705,121,452,0.91 21 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,29,10961.731,9.617,114,449,1.03 22 | BTCUSDT,2h,2018-03-01,2020-11-15,SMA,30,10965.839,9.658,116,451,1.03 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20180301-20201115-30m.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,10,6640.169,-33.662,1009,3772,-5.69 3 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,11,6667.962,-33.351,934,3604,-5.69 4 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,12,6628.918,-33.741,870,3439,-5.73 5 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,13,6637.266,-33.658,811,3360,-5.46 6 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,14,6895.473,-31.077,767,3247,-5.03 7 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,15,7084.793,-29.185,727,3110,-4.59 8 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,16,7165.903,-28.374,678,3036,-4.42 9 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,17,7508.227,-24.952,648,2906,-3.72 10 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,18,7534.258,-24.692,615,2859,-3.65 11 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,19,7495.991,-25.075,588,2802,-3.72 12 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,20,7627.775,-23.757,563,2745,-3.48 13 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,21,7748.343,-22.552,544,2662,-3.27 14 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,22,7919.108,-20.845,537,2583,-3.0 15 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,23,7929.875,-20.738,515,2516,-3.02 16 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,24,7888.629,-21.15,501,2466,-3.07 17 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,25,7965.34,-20.383,488,2407,-2.93 18 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,26,8112.653,-18.911,473,2382,-2.68 19 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,27,8238.248,-17.656,469,2302,-2.49 20 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,28,8534.857,-14.691,458,2222,-2.03 21 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,29,8561.462,-14.425,445,2197,-2.0 22 | BTCUSDT,30m,2018-03-01,2020-11-15,SMA,30,8739.77,-12.643,441,2139,-1.75 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20180301-20201115-3d.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,10,11911.265,12.823,7,19,1.12 3 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,11,12233.475,15.976,6,16,1.03 4 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,12,12197.546,15.636,6,16,1.01 5 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,13,12179.049,15.46,5,15,1.0 6 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,14,12357.215,17.149,5,11,1.11 7 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,15,12075.973,14.688,5,12,0.95 8 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,16,11987.08,13.844,4,15,0.88 9 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,17,11653.055,10.672,4,14,0.76 10 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,18,11690.356,11.659,4,14,0.75 11 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,19,11635.938,11.139,4,11,0.81 12 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,20,11777.811,12.494,5,9,0.92 13 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,21,11567.724,10.488,5,11,0.76 14 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,22,11604.038,10.835,5,10,0.78 15 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,23,11791.375,12.624,5,9,0.9 16 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,24,12040.914,15.007,5,8,0.95 17 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,25,12087.646,15.454,5,8,0.98 18 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,26,11857.703,13.257,6,9,0.95 19 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,27,11848.078,13.165,4,9,0.86 20 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,28,11867.41,12.708,3,7,0.84 21 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,29,11873.442,12.765,3,7,0.84 22 | BTCUSDT,3d,2018-03-01,2020-11-15,SMA,30,11948.062,13.27,3,6,0.88 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20180301-20201115-4h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,10,10634.444,6.344,139,401,0.79 3 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,11,10634.879,6.349,128,374,0.79 4 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,12,10754.922,7.549,120,343,0.94 5 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,13,10975.2,9.752,105,329,1.16 6 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,14,11403.058,14.031,99,303,1.62 7 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,15,11511.872,15.119,94,290,1.66 8 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,16,11422.625,14.226,93,272,1.6 9 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,17,11526.006,15.26,87,266,1.7 10 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,18,11685.979,16.86,84,260,1.84 11 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,19,11413.848,14.243,84,251,1.61 12 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,20,11384.027,13.944,79,250,1.58 13 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,21,11407.644,14.181,73,245,1.6 14 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,22,11317.151,13.275,68,237,1.57 15 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,23,11242.474,12.527,70,225,1.53 16 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,24,11273.097,12.834,68,214,1.57 17 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,25,11402.449,14.129,68,202,1.73 18 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,26,11464.806,14.181,64,189,1.62 19 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,27,11317.013,12.709,64,189,1.48 20 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,28,11309.447,12.713,63,181,1.49 21 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,29,11275.068,12.37,62,178,1.46 22 | BTCUSDT,4h,2018-03-01,2020-11-15,SMA,30,11239.44,12.015,59,172,1.44 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20180301-20201115-6h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,10,11447.584,14.476,99,236,1.51 3 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,11,11401.971,14.02,91,219,1.57 4 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,12,11430.46,14.344,81,215,1.62 5 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,13,11576.825,15.809,76,206,1.79 6 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,14,11439.063,14.431,68,211,1.65 7 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,15,11523.119,15.271,69,191,1.83 8 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,16,11486.772,14.908,63,178,1.69 9 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,17,11259.086,12.124,61,174,1.35 10 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,18,11232.409,11.859,57,165,1.34 11 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,19,11233.388,11.869,50,164,1.38 12 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,20,11109.002,10.63,50,157,1.25 13 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,21,11114.031,10.828,48,153,1.27 14 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,22,11085.234,10.541,47,155,1.25 15 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,23,11217.944,11.864,47,148,1.34 16 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,24,11509.18,14.615,47,136,1.61 17 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,25,11496.191,12.891,41,138,1.43 18 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,26,11666.904,14.567,39,131,1.59 19 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,27,11751.696,15.4,36,135,1.63 20 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,28,11828.019,16.149,36,131,1.74 21 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,29,11949.7,17.344,35,123,1.88 22 | BTCUSDT,6h,2018-03-01,2020-11-15,SMA,30,11901.099,16.867,36,127,1.86 23 | -------------------------------------------------------------------------------- /result/SMA-BTCUSDT-20180301-20201115-8h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,10,11362.549,13.625,73,178,1.49 3 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,11,11313.437,13.166,64,174,1.51 4 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,12,11437.731,13.836,59,156,1.61 5 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,13,11255.838,12.026,58,148,1.4 6 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,14,11239.124,11.859,51,138,1.39 7 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,15,11209.072,11.56,49,138,1.39 8 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,16,11441.351,13.952,47,125,1.6 9 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,17,11473.721,14.274,45,123,1.6 10 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,18,11615.419,15.604,46,113,1.73 11 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,19,11855.899,16.784,39,110,1.82 12 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,20,12004.965,18.056,38,104,1.88 13 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,21,11988.239,17.892,38,103,1.85 14 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,22,11915.108,17.173,36,103,1.86 15 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,23,11787.961,15.922,35,100,1.79 16 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,24,11832.168,16.357,35,97,1.83 17 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,25,11745.411,15.504,36,97,1.79 18 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,26,11906.046,17.083,37,93,1.97 19 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,27,11873.625,13.398,33,88,1.6 20 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,28,11746.962,12.189,31,93,1.46 21 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,29,11584.069,10.633,26,98,1.28 22 | BTCUSDT,8h,2018-03-01,2020-11-15,SMA,30,11624.849,11.022,24,96,1.29 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20170101-20201231-12h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,10,13935.931,39.359,62,140,2.41 3 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,11,14244.905,42.449,58,129,2.52 4 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,12,13643.025,36.43,53,126,2.22 5 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,13,13766.251,37.663,48,119,2.18 6 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,14,13231.378,32.314,43,123,1.8 7 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,15,13092.349,30.923,38,118,1.75 8 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,16,13183.185,31.832,39,114,1.82 9 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,17,12760.293,27.603,34,116,1.57 10 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,18,12953.114,29.531,35,108,1.72 11 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,19,13151.522,31.515,33,103,1.74 12 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,20,13371.318,33.713,32,100,1.83 13 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,21,13454.315,34.543,36,98,1.9 14 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,22,13670.3,36.703,36,90,1.99 15 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,23,13504.567,35.046,32,87,1.9 16 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,24,13897.975,38.98,29,79,2.07 17 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,25,13997.205,39.972,29,74,2.14 18 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,26,14143.885,41.439,28,77,2.23 19 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,27,13993.216,39.658,25,78,2.1 20 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,28,13760.475,37.335,24,75,2.01 21 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,29,13465.691,34.393,22,76,1.94 22 | ETHUSDT,12h,2017-01-01,2020-12-31,SMA,30,13136.273,31.106,21,71,1.85 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20170101-20201231-15m.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,10,5210.322,-48.013,2808,8433,-5.01 3 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,11,5213.412,-47.982,2632,8061,-5.07 4 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,12,5531.905,-44.804,2474,7727,-4.74 5 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,13,5660.834,-43.549,2306,7436,-4.58 6 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,14,5654.942,-43.608,2203,7228,-4.64 7 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,15,6012.545,-40.042,2107,6972,-4.11 8 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,16,6075.096,-39.418,1997,6768,-4.09 9 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,17,6187.073,-38.302,1929,6574,-3.97 10 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,18,6598.29,-34.215,1833,6343,-3.46 11 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,19,6700.235,-33.199,1767,6195,-3.37 12 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,20,6856.442,-31.642,1697,6031,-3.13 13 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,21,6781.029,-32.394,1651,5914,-3.2 14 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,22,6654.756,-33.652,1590,5806,-3.35 15 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,23,6669.481,-33.617,1526,5749,-3.37 16 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,24,6592.199,-34.387,1457,5689,-3.49 17 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,25,6603.326,-34.276,1420,5550,-3.47 18 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,26,6731.212,-33.003,1389,5449,-3.35 19 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,27,7047.708,-29.853,1359,5338,-2.93 20 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,28,7141.277,-28.922,1321,5221,-2.86 21 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,29,7105.977,-29.273,1274,5133,-2.83 22 | ETHUSDT,15m,2017-01-01,2020-12-31,SMA,30,7007.204,-30.256,1229,5042,-2.99 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20170101-20201231-1d.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,10,12439.215,24.392,27,82,1.48 3 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,11,12535.367,25.354,28,74,1.49 4 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,12,12771.448,27.714,24,67,1.61 5 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,13,12431.088,24.311,25,66,1.41 6 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,14,11894.5,18.71,23,63,1.1 7 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,15,12036.172,20.124,21,60,1.19 8 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,16,11905.798,18.822,22,55,1.26 9 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,17,12476.824,24.521,20,55,1.4 10 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,18,13202.779,31.767,18,46,1.8 11 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,19,13319.046,32.927,18,47,1.88 12 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,20,13529.112,35.024,21,42,2.01 13 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,21,13647.588,36.206,18,38,2.04 14 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,22,13629.001,36.02,15,42,1.91 15 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,23,13584.066,35.572,16,40,2.01 16 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,24,13671.408,36.444,16,37,1.86 17 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,25,14414.812,43.863,14,40,1.66 18 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,26,14372.89,43.445,15,40,1.65 19 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,27,14240.858,42.127,13,38,1.59 20 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,28,14421.421,43.929,14,36,1.67 21 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,29,14491.179,44.625,14,34,1.71 22 | ETHUSDT,1d,2017-01-01,2020-12-31,SMA,30,14344.506,43.161,13,34,1.67 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20170101-20201231-1h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,10,8633.261,-14.094,714,2042,-1.25 3 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,11,8862.285,-11.815,654,1966,-1.05 4 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,12,9485.638,-5.613,611,1870,-0.47 5 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,13,9760.812,-2.875,562,1800,-0.24 6 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,14,9800.772,-2.477,532,1712,-0.21 7 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,15,10216.528,1.66,506,1655,0.13 8 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,16,10413.89,3.613,500,1587,0.29 9 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,17,10629.084,6.035,477,1547,0.49 10 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,18,11019.844,9.933,479,1488,0.79 11 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,19,11804.873,17.765,457,1404,1.36 12 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,20,11880.162,18.516,429,1384,1.39 13 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,21,11480.44,14.528,409,1361,1.12 14 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,22,11791.699,17.633,386,1316,1.35 15 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,23,11553.752,15.26,375,1295,1.19 16 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,24,11202.717,11.758,361,1279,0.96 17 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,25,11429.099,13.957,349,1252,1.14 18 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,26,11419.632,13.863,339,1213,1.14 19 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,27,11538.181,15.045,325,1198,1.15 20 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,28,11283.258,12.503,307,1197,0.97 21 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,29,11269.186,12.363,304,1158,0.95 22 | ETHUSDT,1h,2017-01-01,2020-12-31,SMA,30,10980.12,9.481,288,1151,0.74 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20170101-20201231-1w.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,10,12640.5,19.945,3,6,0.95 3 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,11,12454.378,18.179,3,8,0.87 4 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,12,12614.036,19.694,3,5,1.15 5 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,13,12975.151,21.617,3,4,1.24 6 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,14,12438.562,3.509,2,4,0.34 7 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,15,12745.023,6.06,2,4,0.63 8 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,16,13504.569,8.305,2,2,0.83 9 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,17,12554.064,0.682,2,3,0.1 10 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,18,12841.226,2.985,2,2,0.48 11 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,19,12701.356,1.863,1,3,0.3 12 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,20,12193.032,-2.213,1,4,-0.33 13 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,21,11954.138,-4.129,1,3,-0.51 14 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,22,11879.586,-4.727,1,3,-0.77 15 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,23,11775.904,-5.559,1,3,-0.84 16 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,24,11958.016,-4.098,1,3,-0.72 17 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,25,11671.188,-6.399,1,3,-1.71 18 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,26,11719.392,-6.012,2,2,-1.33 19 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,27,11778.806,-5.535,2,2,-1.3 20 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,28,11280.575,-9.531,1,4,-2.52 21 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,29,11427.287,-8.355,1,4,-2.52 22 | ETHUSDT,1w,2017-01-01,2020-12-31,SMA,30,11675.045,-6.368,1,3,-2.2 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20170101-20201231-2h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,10,11883.086,18.547,370,959,1.35 3 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,11,12153.925,21.249,343,908,1.53 4 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,12,11727.116,16.991,318,873,1.25 5 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,13,12856.904,28.262,307,802,2.01 6 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,14,11853.496,18.191,269,818,1.34 7 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,15,11640.769,16.07,253,768,1.2 8 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,16,11633.608,15.999,243,753,1.19 9 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,17,11397.824,13.653,229,751,1.01 10 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,18,11499.968,14.883,223,728,1.08 11 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,19,11673.008,16.612,212,708,1.2 12 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,20,11768.091,17.562,212,682,1.26 13 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,21,11770.129,17.582,200,660,1.3 14 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,22,12278.624,22.662,193,643,1.63 15 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,23,12625.368,26.126,192,610,1.84 16 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,24,11809.534,17.976,179,595,1.27 17 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,25,12231.45,22.19,180,580,1.56 18 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,26,11844.034,18.32,180,579,1.33 19 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,27,12008.936,19.968,170,567,1.43 20 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,28,12217.654,22.053,168,537,1.56 21 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,29,12203.299,21.909,156,537,1.56 22 | ETHUSDT,2h,2017-01-01,2020-12-31,SMA,30,12273.003,22.606,153,519,1.56 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20170101-20201231-30m.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,10,7205.505,-28.17,1421,4166,-2.76 3 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,11,7331.877,-26.91,1309,3985,-2.57 4 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,12,7377.634,-26.568,1229,3880,-2.52 5 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,13,7902.327,-21.346,1166,3727,-1.96 6 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,14,8227.576,-18.109,1093,3579,-1.62 7 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,15,8030.451,-20.071,1015,3480,-1.82 8 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,16,8302.064,-17.367,983,3352,-1.57 9 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,17,8344.895,-16.941,932,3263,-1.51 10 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,18,8310.503,-17.283,902,3163,-1.56 11 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,19,8243.423,-17.951,869,3046,-1.65 12 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,20,8381.048,-16.581,840,2973,-1.52 13 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,21,8472.653,-15.669,818,2914,-1.39 14 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,22,8854.051,-11.873,770,2822,-1.01 15 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,23,9135.297,-9.074,730,2783,-0.76 16 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,24,9297.547,-7.459,705,2739,-0.62 17 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,25,9365.05,-6.787,678,2700,-0.56 18 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,26,9462.857,-5.813,657,2655,-0.48 19 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,27,9533.12,-5.114,634,2590,-0.42 20 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,28,9380.182,-6.636,620,2568,-0.55 21 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,29,9506.544,-5.379,607,2511,-0.44 22 | ETHUSDT,30m,2017-01-01,2020-12-31,SMA,30,9851.837,-1.942,586,2467,-0.16 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20170101-20201231-3d.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,10,15467.598,44.964,12,14,1.8 3 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,11,14718.626,37.944,10,16,1.52 4 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,12,14339.43,34.39,9,13,1.48 5 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,13,14363.993,34.621,10,14,1.45 6 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,14,14864.845,39.315,7,12,1.64 7 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,15,14311.138,34.125,7,16,1.45 8 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,16,13974.788,30.973,7,14,1.31 9 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,17,13633.091,27.771,6,12,1.45 10 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,18,13725.699,28.331,5,13,1.49 11 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,19,13835.857,31.431,4,12,1.51 12 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,20,13974.067,32.744,4,12,1.57 13 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,21,13900.843,32.048,4,11,1.48 14 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,22,12886.763,22.415,4,10,1.18 15 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,23,12379.395,17.595,3,9,0.9 16 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,24,12394.93,17.743,4,7,0.96 17 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,25,12314.157,16.976,3,7,0.93 18 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,26,12141.08,15.332,3,9,0.85 19 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,27,12442.536,18.195,3,10,1.02 20 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,28,12667.73,20.334,3,8,1.06 21 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,29,12545.387,19.172,3,7,1.1 22 | ETHUSDT,3d,2017-01-01,2020-12-31,SMA,30,12417.321,17.956,3,10,1.01 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20170101-20201231-4h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,10,11784.224,17.97,183,456,1.29 3 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,11,12040.916,20.54,177,422,1.46 4 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,12,12724.173,27.38,161,392,1.86 5 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,13,13068.399,30.826,156,373,2.14 6 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,14,13182.867,31.972,137,358,2.18 7 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,15,13078.037,30.922,134,333,2.14 8 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,16,13043.228,30.574,129,330,2.03 9 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,17,13559.136,35.738,126,309,2.32 10 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,18,13666.673,36.815,115,310,2.24 11 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,19,13893.744,39.088,109,291,2.33 12 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,20,13279.44,32.938,102,294,1.98 13 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,21,13287.064,33.015,98,284,2.0 14 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,22,13314.04,33.285,92,279,1.94 15 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,23,13256.134,32.705,91,269,1.92 16 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,24,12980.612,29.947,89,273,1.75 17 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,25,13129.175,31.434,90,267,1.85 18 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,26,13118.118,31.323,82,276,1.84 19 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,27,13157.541,31.575,77,260,1.74 20 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,28,13278.354,32.784,78,255,1.81 21 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,29,14163.291,41.633,75,250,2.3 22 | ETHUSDT,4h,2017-01-01,2020-12-31,SMA,30,13727.959,37.28,74,245,2.15 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20170101-20201231-6h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,10,14330.644,43.384,129,265,2.82 3 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,11,14874.364,48.824,122,243,3.05 4 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,12,14564.124,45.72,113,249,2.88 5 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,13,14179.322,41.87,102,248,2.53 6 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,14,13659.497,36.669,102,237,2.25 7 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,15,13699.917,37.073,89,227,2.18 8 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,16,13391.765,33.99,85,231,2.08 9 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,17,13201.848,32.09,80,230,1.95 10 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,18,13339.765,33.469,78,218,1.96 11 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,19,13466.03,34.66,76,218,2.03 12 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,20,13629.069,36.291,70,208,2.13 13 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,21,14034.905,40.349,70,188,2.36 14 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,22,13873.076,38.731,70,184,2.29 15 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,23,13471.557,34.716,67,186,2.06 16 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,24,13260.865,32.609,63,186,1.89 17 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,25,13004.831,30.048,53,188,1.75 18 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,26,13194.317,31.943,56,178,1.89 19 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,27,13024.668,30.247,52,179,1.71 20 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,28,12898.282,28.983,49,178,1.64 21 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,29,12746.995,27.47,44,177,1.52 22 | ETHUSDT,6h,2017-01-01,2020-12-31,SMA,30,12838.454,28.385,46,173,1.57 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20170101-20201231-8h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,10,14565.665,45.648,95,198,2.62 3 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,11,14338.648,43.378,87,181,2.43 4 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,12,14145.836,41.45,81,180,2.35 5 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,13,14274.034,42.732,77,179,2.4 6 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,14,13551.217,35.512,72,177,2.03 7 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,15,14124.093,41.241,67,163,2.36 8 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,16,13895.549,38.955,67,153,2.32 9 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,17,13358.302,33.583,64,156,2.06 10 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,18,13543.995,35.44,61,150,2.08 11 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,19,13303.43,33.034,55,159,1.86 12 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,20,13373.165,33.732,57,145,1.87 13 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,21,13082.835,30.828,55,141,1.69 14 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,22,12878.974,28.79,53,140,1.62 15 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,23,13265.52,32.655,50,139,1.83 16 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,24,13331.055,33.311,48,134,1.87 17 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,25,13140.894,31.409,48,129,1.78 18 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,26,13576.89,35.769,47,120,2.08 19 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,27,13830.102,38.301,47,118,2.17 20 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,28,13662.669,36.627,47,117,2.12 21 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,29,13853.52,38.535,48,107,2.22 22 | ETHUSDT,8h,2017-01-01,2020-12-31,SMA,30,13654.528,36.545,45,113,2.16 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20180301-20201115-12h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,10,12277.679,21.194,48,115,1.72 3 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,11,12695.162,25.316,45,106,1.93 4 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,12,12358.305,21.99,40,102,1.71 5 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,13,12595.248,24.329,37,93,1.76 6 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,14,12140.974,19.845,32,95,1.44 7 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,15,12001.356,18.467,26,93,1.31 8 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,16,12063.752,19.083,26,89,1.39 9 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,17,11672.885,15.224,22,92,1.1 10 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,18,11761.51,16.099,23,86,1.2 11 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,19,11909.663,17.562,22,81,1.23 12 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,20,12078.294,19.226,21,80,1.31 13 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,21,12189.864,20.328,24,77,1.4 14 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,22,12364.572,22.052,23,70,1.49 15 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,23,12246.76,20.889,22,67,1.41 16 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,24,12552.316,23.905,20,61,1.59 17 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,25,12679.287,25.159,20,58,1.68 18 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,26,12911.435,27.45,19,61,1.81 19 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,27,12883.538,27.175,17,61,1.75 20 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,28,12700.07,25.364,16,58,1.65 21 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,29,12740.022,25.758,14,57,1.68 22 | ETHUSDT,12h,2018-03-01,2020-11-15,SMA,30,12421.399,22.613,14,52,1.58 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20180301-20201115-15m.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,10,5762.809,-42.372,2116,6896,-5.47 3 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,11,5805.425,-41.946,1984,6576,-5.51 4 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,12,6113.249,-38.868,1872,6316,-4.94 5 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,13,6336.881,-36.631,1738,6064,-4.52 6 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,14,6400.621,-35.994,1660,5876,-4.47 7 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,15,6744.435,-32.556,1579,5662,-3.92 8 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,16,6867.443,-31.326,1496,5507,-3.77 9 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,17,7009.448,-29.906,1451,5321,-3.58 10 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,18,7385.977,-26.149,1372,5148,-3.07 11 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,19,7431.024,-25.699,1321,5026,-3.07 12 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,20,7485.753,-25.177,1266,4887,-2.97 13 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,21,7394.228,-26.092,1219,4799,-3.07 14 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,22,7371.186,-26.322,1177,4692,-3.09 15 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,23,7290.828,-27.126,1131,4666,-3.26 16 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,24,7338.319,-26.651,1082,4590,-3.19 17 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,25,7266.734,-27.366,1055,4482,-3.32 18 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,26,7384.771,-26.187,1034,4392,-3.17 19 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,27,7588.828,-24.147,1017,4297,-2.91 20 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,28,7791.966,-22.117,988,4191,-2.62 21 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,29,7720.93,-22.827,949,4120,-2.69 22 | ETHUSDT,15m,2018-03-01,2020-11-15,SMA,30,7723.114,-22.805,915,4048,-2.7 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20180301-20201115-1d.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,10,11878.431,17.09,18,64,1.19 3 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,11,11954.213,17.837,18,59,1.21 4 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,12,12039.585,18.679,16,52,1.27 5 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,13,11822.196,16.536,18,51,1.11 6 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,14,11378.664,12.164,17,48,0.82 7 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,15,11407.675,12.45,15,46,0.85 8 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,16,11350.786,11.889,16,42,0.93 9 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,17,11719.409,15.523,14,42,1.03 10 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,18,12039.761,18.681,13,37,1.26 11 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,19,12263.597,20.887,13,37,1.41 12 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,20,12570.954,23.917,15,30,1.62 13 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,21,12700.418,25.193,13,28,1.67 14 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,22,12232.306,20.579,11,31,1.49 15 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,23,12014.178,18.428,11,31,1.47 16 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,24,11719.963,15.039,11,30,1.22 17 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,25,11791.206,15.738,11,33,1.28 18 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,26,11779.051,15.619,12,31,1.28 19 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,27,11741.542,14.415,10,29,1.18 20 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,28,11791.097,14.898,10,29,1.26 21 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,29,11932.64,16.277,10,26,1.38 22 | ETHUSDT,1d,2018-03-01,2020-11-15,SMA,30,11737.899,14.379,10,27,1.28 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20180301-20201115-1h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,10,8848.103,-11.51,546,1659,-1.27 3 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,11,8875.414,-11.274,505,1600,-1.26 4 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,12,9145.073,-8.579,471,1526,-0.91 5 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,13,9220.627,-7.797,431,1479,-0.83 6 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,14,9462.139,-5.382,414,1398,-0.58 7 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,15,9585.743,-4.133,391,1358,-0.44 8 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,16,9794.287,-2.048,387,1291,-0.21 9 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,17,9819.943,-1.791,367,1265,-0.19 10 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,18,9881.572,-1.175,366,1231,-0.13 11 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,19,10243.336,2.433,352,1161,0.26 12 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,20,10319.766,3.198,330,1140,0.34 13 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,21,10137.847,1.378,314,1116,0.15 14 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,22,10393.924,3.939,294,1078,0.41 15 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,23,10203.434,2.034,282,1061,0.22 16 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,24,10157.617,1.576,269,1047,0.17 17 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,25,10183.087,1.831,261,1024,0.2 18 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,26,10336.903,3.369,255,985,0.36 19 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,27,10305.049,3.05,243,970,0.33 20 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,28,10267.616,2.676,232,975,0.29 21 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,29,10231.899,2.319,231,942,0.25 22 | ETHUSDT,1h,2018-03-01,2020-11-15,SMA,30,10029.832,0.298,220,934,0.03 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20180301-20201115-1w.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,10,10317.419,2.116,2,6,0.18 3 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,11,10296.82,1.912,2,7,0.16 4 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,12,10997.307,8.845,2,3,0.79 5 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,13,11099.06,8.845,2,3,0.79 6 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,14,11264.198,0.896,1,3,0.11 7 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,15,11532.339,3.298,1,3,0.46 8 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,16,11981.802,4.293,1,1,0.62 9 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,17,11884.581,3.447,1,1,0.55 10 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,18,11820.717,2.891,1,1,0.49 11 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,19,11820.717,2.891,1,1,0.49 12 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,20,11749.602,2.272,1,2,0.39 13 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,21,11818.073,2.868,1,1,0.49 14 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,22,11603.58,1.001,1,1,0.22 15 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,23,11603.58,1.001,1,1,0.22 16 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,24,11507.714,0.167,1,1,0.03 17 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,25,11220.213,-2.336,1,1,-0.72 18 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,26,11220.213,-2.336,1,1,-0.72 19 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,27,11220.213,-2.336,1,1,-0.72 20 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,28,10996.594,-4.282,1,2,-1.3 21 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,29,10996.594,-4.282,1,2,-1.3 22 | ETHUSDT,1w,2018-03-01,2020-11-15,SMA,30,10948.058,-4.705,1,2,-1.6 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20180301-20201115-2h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,10,9951.671,-0.483,292,811,-0.05 3 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,11,10163.228,1.632,267,765,0.18 4 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,12,9935.17,-0.648,243,729,-0.07 5 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,13,10670.446,6.704,233,667,0.71 6 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,14,10132.54,1.325,202,677,0.14 7 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,15,10362.8,3.628,193,634,0.38 8 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,16,10259.575,2.596,184,624,0.27 9 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,17,10147.58,1.476,174,622,0.15 10 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,18,10024.462,0.245,167,609,0.03 11 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,19,10279.159,2.792,159,587,0.28 12 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,20,10362.33,3.623,162,562,0.38 13 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,21,10514.231,5.142,159,542,0.53 14 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,22,10903.542,9.035,153,530,0.9 15 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,23,11169.983,11.7,150,506,1.13 16 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,24,11106.193,11.062,141,497,1.07 17 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,25,11506.1,15.061,141,477,1.44 18 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,26,11328.815,13.288,141,467,1.31 19 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,27,11625.992,16.26,133,450,1.56 20 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,28,11794.138,17.941,126,426,1.69 21 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,29,11835.467,18.355,117,425,1.75 22 | ETHUSDT,2h,2018-03-01,2020-11-15,SMA,30,11760.877,17.609,115,413,1.69 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20180301-20201115-30m.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,10,7634.02,-23.673,1063,3421,-2.92 3 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,11,7651.766,-23.524,983,3268,-2.82 4 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,12,7765.57,-22.385,926,3167,-2.66 5 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,13,8060.796,-19.411,880,3031,-2.32 6 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,14,8314.927,-16.87,830,2914,-1.96 7 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,15,8202.436,-17.99,765,2836,-2.08 8 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,16,8467.421,-15.341,732,2718,-1.75 9 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,17,8446.117,-15.554,691,2652,-1.75 10 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,18,8476.138,-15.254,669,2572,-1.7 11 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,19,8551.495,-14.5,637,2471,-1.63 12 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,20,8628.521,-13.73,627,2398,-1.54 13 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,21,8535.716,-14.658,618,2352,-1.64 14 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,22,8783.173,-12.184,579,2277,-1.32 15 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,23,8936.962,-10.677,551,2249,-1.14 16 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,24,9103.394,-9.003,531,2213,-0.94 17 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,25,9017.411,-9.878,509,2185,-1.03 18 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,26,9072.961,-9.292,496,2162,-0.99 19 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,27,9106.601,-8.956,481,2100,-0.96 20 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,28,9053.505,-9.486,471,2089,-1.01 21 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,29,9077.913,-9.237,454,2044,-0.98 22 | ETHUSDT,30m,2018-03-01,2020-11-15,SMA,30,9297.251,-7.044,441,2011,-0.74 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20180301-20201115-3d.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,10,12393.205,21.14,11,11,1.79 3 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,11,11714.812,14.509,9,13,1.25 4 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,12,11463.585,12.053,8,11,1.24 5 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,13,11451.797,11.938,9,11,1.23 6 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,14,11848.33,15.814,6,9,1.51 7 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,15,11475.792,12.173,6,13,1.17 8 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,16,11208.739,9.562,6,12,1.0 9 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,17,11379.722,11.234,4,11,1.03 10 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,18,11591.633,13.097,4,11,1.2 11 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,19,11620.12,14.765,3,10,1.1 12 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,20,11667.13,15.229,3,10,1.13 13 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,21,11437.332,12.96,3,10,0.9 14 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,22,10633.776,5.023,3,9,0.46 15 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,23,10180.326,0.545,2,8,0.05 16 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,24,10335.043,2.073,3,5,0.2 17 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,25,10310.324,1.829,2,6,0.18 18 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,26,10176.255,0.505,2,8,0.05 19 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,27,10504.739,3.749,2,9,0.4 20 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,28,10571.89,4.412,2,7,0.47 21 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,29,10654.612,5.229,2,6,0.56 22 | ETHUSDT,3d,2018-03-01,2020-11-15,SMA,30,10535.336,4.051,2,8,0.45 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20180301-20201115-4h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,10,10801.402,8.014,139,380,0.84 3 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,11,11175.152,11.752,135,350,1.19 4 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,12,11568.817,15.688,121,333,1.5 5 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,13,12159.119,21.591,119,311,2.05 6 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,14,12407.632,24.076,103,300,2.2 7 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,15,12618.773,26.188,100,270,2.38 8 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,16,12434.159,24.342,98,266,2.19 9 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,17,12711.644,27.116,95,250,2.42 10 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,18,12569.414,25.694,86,254,2.22 11 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,19,12509.829,25.098,83,238,2.17 12 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,20,12194.284,21.943,79,234,1.92 13 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,21,12175.804,21.758,75,226,1.94 14 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,22,12130.957,21.31,72,226,1.86 15 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,23,12068.14,20.681,72,218,1.81 16 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,24,11993.109,19.931,68,227,1.73 17 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,25,12275.383,22.754,69,223,1.93 18 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,26,12373.369,23.734,65,227,1.99 19 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,27,12220.119,22.201,62,216,1.71 20 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,28,12224.259,22.243,62,212,1.72 21 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,29,12378.1,23.86,59,205,1.86 22 | ETHUSDT,4h,2018-03-01,2020-11-15,SMA,30,12161.699,21.695,58,200,1.73 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20180301-20201115-6h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,10,12397.067,23.971,97,224,2.18 3 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,11,12579.214,25.792,91,207,2.35 4 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,12,12387.524,23.875,87,209,2.21 5 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,13,11949.283,19.493,79,206,1.82 6 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,14,11687.328,16.873,79,196,1.62 7 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,15,11751.176,17.512,65,189,1.54 8 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,16,11665.48,16.655,62,196,1.53 9 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,17,11773.089,17.731,62,194,1.6 10 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,18,12065.271,20.653,61,182,1.69 11 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,19,12108.535,21.087,59,181,1.72 12 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,20,12224.148,20.415,53,173,1.68 13 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,21,12581.096,23.931,53,156,1.96 14 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,22,12584.443,23.964,53,153,1.96 15 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,23,12338.537,23.429,51,152,1.84 16 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,24,12292.563,22.969,49,146,1.7 17 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,25,12167.348,19.855,40,149,1.5 18 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,26,12292.418,21.087,42,138,1.56 19 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,27,12013.919,18.344,39,142,1.36 20 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,28,11871.311,16.939,36,140,1.25 21 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,29,11729.237,15.54,31,140,1.11 22 | ETHUSDT,6h,2018-03-01,2020-11-15,SMA,30,11861.671,16.844,33,135,1.2 23 | -------------------------------------------------------------------------------- /result/SMA-ETHUSDT-20180301-20201115-8h.csv: -------------------------------------------------------------------------------- 1 | Pair,Timeframe,Start,End,Strategy,Period,Final value,%,Total win,Total loss,SQN 2 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,10,12148.532,21.485,69,166,1.88 3 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,11,12183.177,21.832,65,147,1.75 4 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,12,12380.852,23.809,61,148,1.9 5 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,13,12484.926,24.849,59,150,1.95 6 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,14,12101.136,21.011,57,147,1.7 7 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,15,12346.101,23.469,52,135,1.92 8 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,16,12631.121,24.513,51,123,2.02 9 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,17,12379.59,22.033,49,123,1.82 10 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,18,12561.555,23.827,46,115,1.82 11 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,19,12400.011,22.234,41,123,1.6 12 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,20,12443.722,22.665,41,114,1.62 13 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,21,12161.44,19.883,42,110,1.46 14 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,22,12268.112,20.934,40,106,1.48 15 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,23,12328.258,21.527,36,109,1.55 16 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,24,12402.417,22.258,33,107,1.61 17 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,25,12314.714,21.394,34,101,1.54 18 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,26,12536.164,23.577,32,96,1.67 19 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,27,12607.929,24.284,33,95,1.71 20 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,28,12539.494,23.609,34,93,1.69 21 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,29,12506.211,23.281,34,86,1.68 22 | ETHUSDT,8h,2018-03-01,2020-11-15,SMA,30,12480.701,23.03,31,93,1.67 23 | -------------------------------------------------------------------------------- /top10sqn.json: -------------------------------------------------------------------------------- 1 | [ 2 | { 3 | "Pair": "ETHUSDT", 4 | "Timeframe": "6h", 5 | "Start": "2017-01-01", 6 | "End": "2020-12-31", 7 | "Strategy": "SMA", 8 | "Period": 11, 9 | "Final value": 14874.364, 10 | "%": 48.824, 11 | "Total win": 122, 12 | "Total loss": 243, 13 | "SQN": 3.05, 14 | "Rank": 1 15 | }, 16 | { 17 | "Pair": "BTCUSDT", 18 | "Timeframe": "8h", 19 | "Start": "2017-01-01", 20 | "End": "2020-12-31", 21 | "Strategy": "SMA", 22 | "Period": 12, 23 | "Final value": 13813.646, 24 | "%": 38.188, 25 | "Total win": 83, 26 | "Total loss": 178, 27 | "SQN": 2.89, 28 | "Rank": 2 29 | }, 30 | { 31 | "Pair": "ETHUSDT", 32 | "Timeframe": "6h", 33 | "Start": "2017-01-01", 34 | "End": "2020-12-31", 35 | "Strategy": "SMA", 36 | "Period": 12, 37 | "Final value": 14564.124, 38 | "%": 45.72, 39 | "Total win": 113, 40 | "Total loss": 249, 41 | "SQN": 2.88, 42 | "Rank": 3 43 | }, 44 | { 45 | "Pair": "BTCUSDT", 46 | "Timeframe": "12h", 47 | "Start": "2017-01-01", 48 | "End": "2020-12-31", 49 | "Strategy": "SMA", 50 | "Period": 11, 51 | "Final value": 13937.049, 52 | "%": 39.309, 53 | "Total win": 56, 54 | "Total loss": 112, 55 | "SQN": 2.87, 56 | "Rank": 4 57 | }, 58 | { 59 | "Pair": "ETHUSDT", 60 | "Timeframe": "6h", 61 | "Start": "2017-01-01", 62 | "End": "2020-12-31", 63 | "Strategy": "SMA", 64 | "Period": 10, 65 | "Final value": 14330.644, 66 | "%": 43.384, 67 | "Total win": 129, 68 | "Total loss": 265, 69 | "SQN": 2.82, 70 | "Rank": 5 71 | }, 72 | { 73 | "Pair": "BTCUSDT", 74 | "Timeframe": "6h", 75 | "Start": "2017-01-01", 76 | "End": "2020-12-31", 77 | "Strategy": "SMA", 78 | "Period": 13, 79 | "Final value": 13745.854, 80 | "%": 37.239, 81 | "Total win": 96, 82 | "Total loss": 240, 83 | "SQN": 2.82, 84 | "Rank": 5 85 | }, 86 | { 87 | "Pair": "BTCUSDT", 88 | "Timeframe": "12h", 89 | "Start": "2017-01-01", 90 | "End": "2020-12-31", 91 | "Strategy": "SMA", 92 | "Period": 10, 93 | "Final value": 13747.955, 94 | "%": 37.419, 95 | "Total win": 59, 96 | "Total loss": 117, 97 | "SQN": 2.81, 98 | "Rank": 7 99 | }, 100 | { 101 | "Pair": "BTCUSDT", 102 | "Timeframe": "12h", 103 | "Start": "2017-01-01", 104 | "End": "2020-12-31", 105 | "Strategy": "SMA", 106 | "Period": 12, 107 | "Final value": 14021.213, 108 | "%": 40.15, 109 | "Total win": 52, 110 | "Total loss": 110, 111 | "SQN": 2.79, 112 | "Rank": 8 113 | }, 114 | { 115 | "Pair": "BTCUSDT", 116 | "Timeframe": "8h", 117 | "Start": "2017-01-01", 118 | "End": "2020-12-31", 119 | "Strategy": "SMA", 120 | "Period": 22, 121 | "Final value": 14099.781, 122 | "%": 41.051, 123 | "Total win": 49, 124 | "Total loss": 116, 125 | "SQN": 2.75, 126 | "Rank": 9 127 | }, 128 | { 129 | "Pair": "BTCUSDT", 130 | "Timeframe": "4h", 131 | "Start": "2017-01-01", 132 | "End": "2020-12-31", 133 | "Strategy": "SMA", 134 | "Period": 18, 135 | "Final value": 13649.596, 136 | "%": 36.32, 137 | "Total win": 111, 138 | "Total loss": 310, 139 | "SQN": 2.75, 140 | "Rank": 9 141 | } 142 | ] --------------------------------------------------------------------------------