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False symbol profitability if more candle than by default

Open valouvaliavlo opened this issue 5 years ago • 5 comments

environnement : docker Branch: Master & Dev

Step 3: Describe the problem:

Symbol profitability is calculated only on 1000 or 500 last candles which means that it is distorted if we have a history with more candles

Expected behavior have the same result as the market average profitability

Steps to reproduce:

1.start the backtesting with a history that contains more candles than what we have by default

Observed Results:

symbol profitability is not the same of market average proitability

valouvaliavlo avatar Feb 11 '21 09:02 valouvaliavlo

The profitability on home page is also calculated with the last 500 candles ?

valouvaliavlo avatar Feb 11 '21 09:02 valouvaliavlo

If you don't have historical data more than 500 candles. complete BNB/USDT : https://cloud.loveyuparis.me/index.php/s/ykrKXQnRTJJWqAY

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valouvaliavlo avatar Feb 11 '21 09:02 valouvaliavlo

Hi @valouvaliavlo, thanks for reporting. To be sure to truly understand your issue, you ran two backtesting : the first with 500 candles history and the second with 1000 candles history and the two symbol profitability results are different ?

Herklos avatar Feb 11 '21 20:02 Herklos

Regarding home page profitability: it's computed using the very first received price for each symbol compared to their latest price.

GuillaumeDSM avatar Feb 11 '21 21:02 GuillaumeDSM

Hi @valouvaliavlo, thanks for reporting. To be sure to truly understand your issue, you ran two backtesting : the first with 500 candles history and the second with 1000 candles history and the two symbol profitability results are different ?

if you run backtesting with my file you will see the market average proiftability at 2397 but symbol profitability is much lower. The both will be the same if there is 500 candles ( what we get by default in data_collector)

valouvaliavlo avatar Feb 11 '21 22:02 valouvaliavlo