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Home Page: https://jesse.trade/
License: MIT License
Example trading strategies to get you started with Jesse
Home Page: https://jesse.trade/
License: MIT License
Hi,
I tried to use the example strategies found in this repo, but i can't get them to work.
I download candles as instructed by the tutorial for BTC-USDT symbol and then tried to backtest the strategies. All of them throw InsufficientMargin: You cannot submit an order for $30371 when your margin balance is $19321
if in futures
mode or NegativeBalance: Balance cannot go below zero in spot market.
if in spot
mode.
PyTest for jesse pass all of the tests with no issue.
Is there something i could do to fix this or am i doing something completely wrong?
Not sure if the framework is supposed to prevent this but it looks like there is some sort of infinite leverage but with TurtleRules
.
CANDLES |
----------------------+--------------------------
period | 730 days (2.0 years)
starting-ending date | 2019-01-01 => 2020-12-31
exchange | symbol | timeframe | strategy | DNA
------------+----------+-------------+-------------+-------
Binance | BTC-USDT | 15m | TurtleRules |
Executing simulation... [####################################] 100%
Executed backtest simulation in: 79.31 seconds
METRICS |
---------------------------------+---------------------------------------------------
Total Closed Trades | 3387
Total Net Profit | 2.1018409500240173e+101 (2.1018409500240173e+99%)
Starting => Finishing Balance | 10,000 => 2.1018409500240245e+101
Total Open Trades | 1
Open PL | 2.6048058815054558e+100
Total Paid Fees | 1.377051240486709e+102
Max Drawdown | -570986489020.74%
Annual Return | 3.9330711124615176e+50%
Expectancy | 6.205612488999156e+97 (6.205612488999156e+95%)
Avg Win | Avg Loss | 1.276752157717366e+100 | 9.504929229490002e+98
Ratio Avg Win / Avg Loss | 13.43
Percent Profitable | 7%
Longs | Shorts | 53% | 47%
Avg Holding Time | 3.0 hours, 4.0 minutes, 46.0 seconds
Winning Trades Avg Holding Time | 8.0 hours, 23.0 minutes, 35.0 seconds
Losing Trades Avg Holding Time | 2.0 hours, 39.0 minutes, 21.0 seconds
Sharpe Ratio | -0.98
Calmar Ratio | 6.888203465561576e+38
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