{
"asset_capital": 0,
"avg_slippage_pct": 0.045,
"buy_pct": 99,
"buy_stop_pct": 0,
"currency_capital": 700,
"days": 60,
"emalen1": 30,
"filename": "simulations/vwapmax100.html",
"markdown_buy_pct": 0.5,
"markup_sell_pct": 0.5,
"max_sell_loss_pct": 25,
"max_slippage_pct": "100",
"min_periods": 1,
"mode": "sim",
"order_adjust_time": 5000,
"order_type": "maker",
"period": "120m",
"profit_stop_enable_pct": 0,
"profit_stop_pct": 1,
"rsi_periods": 14,
"selector": "kraken.XXRP-ZEUR",
"sell_pct": 99,
"sell_stop_pct": 0,
"show_options": true,
"smalen1": 108,
"smalen2": 60,
"start": 1507939200000,
"stats": false,
"strategy": "crossover_vwap",
"verbose": false,
"vwap_length": 10,
"vwap_max": 100
}
end balance: 1331.33355047 (90.19%)
buy hold: 1261.79569400 (80.26%)
vs. buy hold: 5.51%
56 trades over 62 days (avg 0.90 trades/day)
win/loss: 19/9
error rate: 32.14%