"Average strategy" addendum (Patreon)

In this post I will give you all the output I got from backtesting the "Average strategy" which is posted on my blog page and Youtube video. 

This output is in the file which you can find in this post.

For you I also have additional information about the way I tried to optimize this strategy.

The first time I optimized this with the Freqtrade Hyperopt function I used the SharpeHyperoptLossDaily. But this gave pretty bad results (which means here that it actually still produced a winning trade strategy but for some reasons optimizing the parameters made this strategy not perform much better than the default values).

Because I studied more about the difference between Sharpe and Sortino ratios, my preferred way of determining if a strategy is good or not slowly moved towards the Sortino ratio. 

Luckily the Freqtrade bot also has the possility to optimize with the SortinoHyperoptLossDaily setting, I also did a complete optimization run with this setting.

So in total I had to let my PC run for about two days to do two 1000 epochs optimization runs. 

These two optimization runs produced the backtest results you see below:

You can see that the Sharpe optimization settings totally did not produce good results. All the ratios and factors produced worse results (however the Sharpe ratio stayed the same though). 

This is why my preferred hyperopt setting for optimizing strategies like these is the Sortino (daily) setting.

Again, all backtest results are in the file as an attachment to this post to be as transparant as possible.

If you have any feedback, please give it to me through this channel as I am starting to react less and less to youtube comments. It is too much to respond to and I have to make choices to wich public I will respond to.

THANKS FOR YOUR SUPPORT AND GOOD LUCK FINDING THE BEST ALGO STRATEGY FOR TRADING BOTS!