"Global maximum" not persistent when profits are negative

[WilbertNL]

Hi all,

As the title states, the Global Maximum is not persistent when GA testing with only negative profits as result. Global Maximum is always the last epoch's result:

    Epoch number: 31
..
Other metrics:
     { balance: 8008.66585108,
..

    Global Maximums:
..
     { balance: 8008.66585108,

but then, some epochs later:

Epoch number: 35
..
    Other metrics:
     { balance: 6607.4022642528,
..
    Global maximum so far:
     { balance: 6607.4022642528,

Full epoch:

  --------------------------------------------------------------
    Epoch number: 35
    Time it took (seconds): 173.573
    Max score: 0
    Max profit: 0 USDT
    Max sharpe: 0
    Max profit position: 0
    Max parameters:
     { ADX: 2,
  ADX_low: 49,
  BULL_RSI: 12,
  ADX_high: 76,
  BEAR_RSI: 17,
  SMA_long: 1200,
  SMA_short: 64,
  candleSize: 15,
  historySize: 1500,
  BULL_MOD_low: -4,
  BEAR_MOD_low: -3,
  BULL_RSI_low: 54,
  BEAR_RSI_low: 24,
  BULL_MOD_high: 5,
  BEAR_MOD_high: 14,
  BEAR_RSI_high: 61,
  BULL_RSI_high: 86 } 
    Other metrics:
     { balance: 6607.4022642528,
  profit: -3143.5977357472,
  sharpe: -36.606280564530586,
  market: -31.908615384615388,
  relativeProfit: -32.23872152340478,
  yearlyProfit: -27336.607821137713,
  relativeYearlyProfit: -280.34671132332795,
  startPrice: 9750,
  endPrice: 6638.91,
  trades: 7 }

    --------------------------------------------------------------
    Global Maximums:
    Score: 0
    Profit: 0 USDT
    Sharpe: 0
    parameters: 
 { ADX: 2,
  ADX_low: 49,
  BULL_RSI: 12,
  ADX_high: 76,
  BEAR_RSI: 17,
  SMA_long: 1200,
  SMA_short: 64,
  candleSize: 15,
  historySize: 1500,
  BULL_MOD_low: -4,
  BEAR_MOD_low: -3,
  BULL_RSI_low: 54,
  BEAR_RSI_low: 24,
  BULL_MOD_high: 5,
  BEAR_MOD_high: 14,
  BEAR_RSI_high: 61,
  BULL_RSI_high: 86 } 
    Global maximum so far:
     { balance: 6607.4022642528,
  profit: -3143.5977357472,
  sharpe: -36.606280564530586,
  market: -31.908615384615388,
  relativeProfit: -32.23872152340478,
  yearlyProfit: -27336.607821137713,
  relativeYearlyProfit: -280.34671132332795,
  startPrice: 9750,
  endPrice: 6638.91,
  trades: 7 } 
    --------------------------------------------------------------
  

So yes, it doesn't make any profits with regards to the endPrice, but losses are still a lot less when your end balance is 8008 instead of 6607. So I would assume the Global Maximum actually shows the global maximum even with negative profits.

My config:

const randomExt = require('random-ext');

const config = {
  stratName: 'RSI_BULL_BEAR_ADX',
  gekkoConfig: {
    watch: {
      exchange: 'binance',
      currency: 'USDT',
      asset: 'BTC'
    },

//    daterange: 'scan',

    daterange: {
      from: '2018-04-18 09:00',
      to: '2018-06-15 00:00'
    },

    simulationBalance: {
      'asset': 1,
      'currency': 1
    },

    slippage: 0.05,
    feeTaker: 0.05,
    feeMaker: 0.05,
    feeUsing: 'taker', // maker || taker

  },
  apiUrl: 'http://192.168.190.158:3000',

  // Population size, better reduce this for larger data
  populationAmt: 20,

  // How many completely new units will be added to the population (populationAmt * variation must be a whole number!!)
  variation: 0.5,

  // How many components maximum to mutate at once
  mutateElements: 7,

  // How many parallel queries to run at once
  parallelqueries: 3,

  // Min sharpe to consider in the profitForMinSharpe main objective
  minSharpe: 0.5,

  // profit || score || profitForMinSharpe
  // score = ideas? feedback?
  // profit = recommended!
  // profitForMinSharpe = same as profit but sharpe will never be lower than minSharpe
  // mainObjective: 'profitForMinSharpe',
  mainObjective: 'profit',

  // optionally recieve and archive new all time high every new all time high
  notifications: {
    email: {
      enabled: false,
      receiver: '[email protected]',
      senderservice: 'gmail',
      sender: '[email protected]',
      senderpass: 'password',
    },
  },

  candleValues: [15],
  getProperties: () => ({

    historySize: 1500,

    SMA_long: randomExt.integer(15,5) * 100,
    SMA_short: randomExt.integer(70,30),

    BULL_RSI: randomExt.integer(15,5),
    BULL_RSI_high: randomExt.integer(90,70),
    BULL_RSI_low: randomExt.integer(70,40),

    BEAR_RSI: randomExt.integer(20,10),
    BEAR_RSI_high: randomExt.integer(70,30),
    BEAR_RSI_low: randomExt.integer(30,10),
  
    BULL_MOD_high: randomExt.integer(7,3),
    BULL_MOD_low: randomExt.integer(-3,-7),
    BEAR_MOD_high: randomExt.integer(20,10),
    BEAR_MOD_low: randomExt.integer(-3,-7),
	

	ADX: randomExt.integer(5, 2),
    ADX_high: randomExt.integer(80, 60),
    ADX_low: randomExt.integer(60, 40),

    candleSize: randomExt.pick(config.candleValues)
  })
};

module.exports = config;

May I assume this is a bug or is this by design?