BacktestTool results differ from Gekko UI

[WilbertNL]

Hi,

I keep getting different results in BacktestTool and the Gekko UI. I cross-checked the value for slippage, fee taker and fee maker, etc. (multiple times): backtest.pl

config.paperTrader = {
  enabled: true,
  reportInCurrency: true,
  simulationBalance: {
    asset: 0,
    currency: 4,
  },
  feeMaker: 0.05,
  feeTaker: 0.05,
  feeUsing: 'maker',
  slippage: 0.5,
}

backtest-config.pl

# Other Gekko's settings for backtest
$asset_c = 0.00662;
$currency_c = 0;
$fee_maker = 0.05;
$fee_taker = 0.05;
$fee_using = 'maker';
$slippage = 0.5;
$riskFreeReturn = 5;
############################# END OF CONFIGURATION #############################

config/plugins/paperTrader.toml

feeMaker = 0.05
feeTaker = 0.05
feeUsing = 'maker'
slippage = 0.5

[simulationBalance]
asset = 0.00662
currency = 0

Even when I change the asset/currency (in the Gekko UI) to correspond with either the backtest.pl or the backtest-config.pl, I still get a different result in de Gekko UI.

This is what I would expect to see:

currency | asset | strategy | profit[%] | profit-market | profit/day[%] | market change[%] | trades/day | wins[%] | best win | median wins | worst loss | median losses | avg HODL[min] | candleSize | historySize | days | dataset from | to | strategy settings | note
-- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | --

USDT | BTC | MACD 7\|15\|10\|7 | 13,22 | 6,15 | 0,73 | 7,08 | 2,67 | 43,48 | 9,67 | 1,03 | -4,34 | -0,53 | 545 | 5 | 250 | 18 | 2018-12-19 20:49:00 | 2019-01-07 00:01:00 | long = 15 short = 7 signal = 7 [thresholds] down = -0.025 persistence = 10 up = 0.025 | first run
-- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | --

According to this backtest it would result in 2,67 trades/day (*18 days), so that would be a total of ~48 trades. Gekko UI however produces 173 trades.

The only thing I can think of is the riskFreeReturn value, would that be of influence? I tried adding this value in the papertrader, but without any result:

Any ideas? I guess I must be overlooking something, but I just can't figure out what that might be.. Thanks!

BacktestTool v0.7 Gekko v0.6.8

[konstantin-doncov]

@WilbertNL hello! Have you fixed this issue?