Optimization 20 days, sequence len 500, Signals without span
Signals were created using create_signals_bid_ask.py, without spy.
| Name |
Value |
| Date: |
20160411 by Ernst directory ufcnn4; |
| Days in Training: |
72 |
| Days in Prediction: |
18 |
| Sequence Length: |
500 |
| Nr. of Features: |
32 |
| Results |
| Nr. of Epochs: |
2500 |
| Runtime per Epoch: |
60 sec |
| Last Training Loss: |
0.02 / 99.5 % |
| Typical Result: |
| Sell: Prediction C/P/T |
102/ 157/ 232 |
| Buy: Prediction C/P/T |
92/ 128/ 225 |
| Hold: Prediction C/P/T |
52199/ 52462/ 52290 |
| Comment: |
Convergence excellent. nevertheless, big losses => TEST WHY |
PnL: -277.00 InvestedTics: 53857 / 53866
PnL: -373.00 InvestedTics: 53876 / 53888
PnL: -450.00 InvestedTics: 54437 / 54469
PnL: -684.00 InvestedTics: 54927 / 55001
PnL: -787.00 InvestedTics: 53887 / 53947
PnL: -632.00 InvestedTics: 54640 / 54641
PnL: -1186.00 InvestedTics: 53782 / 53790
PnL: -708.00 InvestedTics: 54794 / 54805
PnL: -841.00 InvestedTics: 54070 / 54075
PnL: -700.00 InvestedTics: 54577 / 54583
PnL: -1101.00 InvestedTics: 53674 / 53679
PnL: -661.00 InvestedTics: 53490 / 53588
PnL: -794.00 InvestedTics: 53485 / 53540
PnL: -513.00 InvestedTics: 52732 / 52747
PnL: -458.00 InvestedTics: 52907 / 52914
PnL: -1029.00 InvestedTics: 54222 / 54226
PnL: -583.00 InvestedTics: 53679 / 53688
PnL: -699.00 InvestedTics: 53971 / 54092
PnL: -452.00 InvestedTics: 53605 / 53622
PnL: -732.00 InvestedTics: 54300 / 54325