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Question about intepreting results and possible webserver bug

Open IAMtheIAM opened this issue 6 years ago • 3 comments

I just ran a genetic evolution on my strategy for 24 hours straight. It was with 200 EPOCHS = 200 POP_SIZE = 5 NBLOCALE = 3

But the results I get are confusing. On the webserver results page at localhost:8182, it spit out 5 toml settings for me, as follows:

japonicus results question

My concern is that 3 out of the 5 results are identical. What is the reasoning behind showing the same thing 3 times? In addition, how did it pick these 5, because the logs folder shows this:

toml files

There are 23 toml files here. Which ones am I supposed to use, and how come the results page does not show 23, but rather 5 results? And, I set it to use 3 locales, but it used 9, why?

Confusingly, the parameters selected on the results page don't seem to be the best settings, because if I read the japonicus.log file, I can scroll through and see this:

evaluation	secondary	filename174972.11581344434	10465.780150612449	Locale1-EPOCH50
174972.11581344434	10465.780150612449	Locale2-EPOCH50
174972.11581344434	10465.780150612449	Locale3-EPOCH50
174972.11581344434	10465.780150612449	Locale4-EPOCH9
74018.12267313566	6433.595756974961	Locale1-EPOCH100
72368.52236736903	4314.806506641451	Locale2-EPOCH100
69158.04105517466	6037.484873998161	Locale3-EPOCH100
170457.1600391554	15698.371053858835	Locale4-EPOCH59
170457.1600391554	15698.371053858835	Locale5-EPOCH48
89095.42593487006	6019.2057513208765	Locale2-EPOCH150
184046.05129110196	10750.994010735809	Locale3-EPOCH150
56372.98450779958	10451.92566904982	Locale4-EPOCH109
178721.99016981167	10465.780150612449	Locale5-EPOCH98
10570.618773262418	8703.13758487589	Locale6-EPOCH35
86643.33059169588	5461.1027560067705	Locale7-EPOCH11
87719.49487148033	8003.68134589601	Locale2-EPOCH200
89561.7014488	6019.2057513208765	Locale3-EPOCH200
51922.12748511002	10451.92566904982	Locale4-EPOCH159
109638.37156533974	18635.355950907033	Locale5-EPOCH148
-3101.7126264038643	8703.13758487589	Locale6-EPOCH85
182742.77526387252	16983.64202175396	Locale7-EPOCH61
89561.7014488	6019.2057513208765	Locale8-EPOCH10
51922.12748511002	10451.92566904982	Locale9-EPOCH6
86728.30139141835	8003.68134589601	Locale2-EPOCH200
91525.7128407225	6019.2057513208765	Locale3-EPOCH200
55647.64698335083	10451.92566904982	Locale4-EPOCH159
133771.50070344456	18635.355950907033	Locale5-EPOCH148
13279.717989985713	8703.13758487589	Locale6-EPOCH85
183639.16638424885	16983.64202175396	Locale7-EPOCH61
91525.7128407225	6019.2057513208765	Locale8-EPOCH10
55647.64698335083	10451.92566904982	Locale9-EPOCH6

and also this

Relative profit on evolution dataset: 170457.160
Current parameters are viable.
Relative profit on evaluation dataset: 
	Test on random candles...  
Relative Profit: 15698.371 
# of Trades: 21.0 
Sharpe: 6.76
 170457.160 final profit ~~~~

[fastMA]
optInTimePeriod = 69.32

[gekkoRSILength]
interval = 20.6

redacted

This clearly shows that japonicus found better settings, but did not report them on the results page. So, which results should I trust, and is this a bug that the results page only displayed 5 out of 23 toml settings?

Lastly, if some settings are twice or 10x as profitable as another, or duplicates of another, why does it even bother outputting these toml files?

I know it was a lot of questions, but this will help me understand the system better.

Thanks!!

IAMtheIAM avatar Jul 11 '19 18:07 IAMtheIAM

I can confirm that this is confusing. And then I add one more question, what does "Evaluation Break" show on the UI? There is one blue line, "Evaluation", and one "Secondary". I don't know how to interpret this.

mczero80 avatar Nov 15 '19 21:11 mczero80

Hey guys, (sorry for the delay @IAMtheIAM ). Japonicus is a somewhat a complex response for the insanely complicated problem of candlestick trading strategy fitness XD (it is not a definitive answer tho).

So I've just updated the wiki (Results section) to address your questions... hope it is a bit clearer now.

Gab0 avatar Nov 16 '19 06:11 Gab0

Thank you very much, it is much clearer now.

mczero80 avatar Nov 16 '19 07:11 mczero80