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Epoch number: 2
Time it took (seconds): 25.181
Max score: 1
Max profit: 188.75188774256122 EUR
Max sharpe: 41.33514192426096
Max profit position: 2
Max parameters:
{ SMA_long: 480,
BULL_RSI: 5,
BEAR_RSI: 11,
SMA_short: 150,
candleSize: 15,
historySize: 1440,
BULL_RSI_low: 51,
BEAR_RSI_low: 17,
BULL_RSI_high: 89,
BEAR_RSI_high: 43 }
Other metrics:
{ balance: 288.7518877425612,
profit: 188.75188774256122,
sharpe: 41.33514192426096,
market: 208.05020108168077,
relativeProfit: 188.75188774256122,
yearlyProfit: 317.72733031425787,
relativeYearlyProfit: 317.72733031425787,
startPrice: 0.28844,
endPrice: 0.88854,
trades: 219 }
So as max score, I get always a 1. Profit or sharpe aren't improving ether. It's just a coincidence that the profit from epoch 2 is higher than epoch 1.
Am I doing something wrong?
The text was updated successfully, but these errors were encountered:
When I try to run the GA with Score as mainObjective I get a wierd output:
No previous run data, starting from scratch!
Starting GA with epoch populations of 10, running 5 units at a time!
Epoch number: 1
Time it took (seconds): 19.318
Max score: 1
Max profit: 183.8186868776 EUR
Max sharpe: 38.20463404372513
Max profit position: 1
Max parameters:
{ SMA_long: 1090,
BULL_RSI: 5,
BEAR_RSI: 24,
SMA_short: 40,
candleSize: 27,
historySize: 1440,
BULL_RSI_low: 55,
BEAR_RSI_low: 21,
BULL_RSI_high: 85,
BEAR_RSI_high: 47 }
Other metrics:
{ balance: 283.8186868776,
profit: 183.8186868776,
sharpe: 38.20463404372513,
market: 191.22174455692692,
relativeProfit: 183.8186868776,
yearlyProfit: 309.40244473350873,
relativeYearlyProfit: 309.40244473350873,
startPrice: 0.28844,
endPrice: 0.84,
trades: 140 }
Global Maximums:
Score: 1
Profit: 183.8186868776 EUR
Sharpe: 38.20463404372513
parameters:
{ SMA_long: 1090,
BULL_RSI: 5,
BEAR_RSI: 24,
SMA_short: 40,
candleSize: 27,
historySize: 1440,
BULL_RSI_low: 55,
BEAR_RSI_low: 21,
BULL_RSI_high: 85,
BEAR_RSI_high: 47 }
Global maximum so far:
{ balance: 283.8186868776,
profit: 183.8186868776,
sharpe: 38.20463404372513,
market: 191.22174455692692,
relativeProfit: 183.8186868776,
yearlyProfit: 309.40244473350873,
relativeYearlyProfit: 309.40244473350873,
startPrice: 0.28844,
endPrice: 0.84,
trades: 140 }
Epoch number: 2
Time it took (seconds): 25.181
Max score: 1
Max profit: 188.75188774256122 EUR
Max sharpe: 41.33514192426096
Max profit position: 2
Max parameters:
{ SMA_long: 480,
BULL_RSI: 5,
BEAR_RSI: 11,
SMA_short: 150,
candleSize: 15,
historySize: 1440,
BULL_RSI_low: 51,
BEAR_RSI_low: 17,
BULL_RSI_high: 89,
BEAR_RSI_high: 43 }
Other metrics:
{ balance: 288.7518877425612,
profit: 188.75188774256122,
sharpe: 41.33514192426096,
market: 208.05020108168077,
relativeProfit: 188.75188774256122,
yearlyProfit: 317.72733031425787,
relativeYearlyProfit: 317.72733031425787,
startPrice: 0.28844,
endPrice: 0.88854,
trades: 219 }
So as max score, I get always a 1. Profit or sharpe aren't improving ether. It's just a coincidence that the profit from epoch 2 is higher than epoch 1.
Am I doing something wrong?
The text was updated successfully, but these errors were encountered: