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Cryptocurrency and Quantitative: 5. Backtesting

  1. Backtest with specified configuration file and strategy, and save the results in user_data/backtest_results.
freqtrade backtesting --strategy SampleStrategy --config config.json
  1. Specify a 1-minute candlestick chart, if not specified, the default is 5 minutes.
freqtrade backtesting --strategy AwesomeStrategy --timeframe 1m
  1. Specify a different source for the candlestick chart.
freqtrade backtesting --strategy AwesomeStrategy --datadir user_data/data/bittrex-20180101 --timeframe 1m
freqtrade backtesting --strategy AwesomeStrategy --strategy-path user_data/otherPath
  1. Compare different strategies.
freqtrade backtesting --strategy-list SampleStrategy1 AwesomeStrategy
  1. Do not export the backtest results.
freqtrade backtesting --strategy backtesting --export none
  1. Customize the filename of the backtest results.
freqtrade backtesting --strategy backtesting --export trades --export-filename=backtest_samplestrategy.json
  1. Specify a fee deduction rate.
freqtrade backtesting --fee 0.001
  1. Customize the data time range for backtesting, all available data after 20190501.
freqtrade backtesting --timerange=20190501-

Represent all available data before 20190501.

freqtrade backtesting --timerange=-20190501

Represent the data from 20180131 to 20180301.

freqtrade backtesting --timerange=20180131-20180301

Represented in epoch timestamps.

freqtrade backtesting --timerange=1527595200-1527618600
  1. Backtest data table analysis:
    19 closed trades, average profit 0.3%, cumulative profit 5.78%, total profit 18 USDT, total profit rate 1.86%.
    image
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