Profit always zero (0.00)

[pangoyal]

The tool seems to be giving 0.00 profit in any scenario I test it in. The same backtest done with native gekko shows different results. Below details of the versions and the output that I get. Any idea what's happening here?

Update: works fine for gekko < 0.6.0. seems some breaking changes in the v0.6.

Gekko: "0.6.4"
Gekko-BacktestTool: v0.7 as per changelog. Upto date with master. commit: 9180779
Using default configs with custom date range.
Machine: Darwin Pankajs-MacBook-Pro.local 17.7.0 Darwin Kernel Version 17.7.0: Thu Jun 21 22:53:14 PDT 2018; root:xnu-4570.71.2~1/RELEASE_X86_64 x86_64
Perl: 5.18.2

Output:
Pankajs-MacBook-Pro:gekko3 pankaj$ perl backtest.pl

[2018-08-09 18:17:44] Collect data from coinmarketcap.com
[2018-08-09 18:17:44] Generate params combinations for: CCI
[2018-08-09 18:17:44] Use TOML files for strategies configuration
[2018-08-09 18:17:44] Save output to csvfile: database.csv
[2018-08-09 18:17:44] Starting Backtest Machine (5 threads)...
============================================================== I N P U T D A T A ===============================================================
Pairs
binance:USDT:BTC
Total: 1
Strategies
MACD CCI RSI
Total: 3

===================================================================================================================================================
Candles
10:73
Total: 1
[2018-08-09 18:17:44] 3 backtests remain
============================================================= L A S T R E S U L T S ============================================================
Pair Strategy Profit Profit-market Trades/day Win trades Best win Worst loss HODL Days Time

USDT:BTC RSI 0.00% 14.85 1.22 40.00% 2.25% -9.14% 1740 9 00:01
USDT:BTC CCI 0.00% 14.85 1.56 50.00% 2.96% -4.65% 1116 9 00:01
USDT:BTC MACD 0.00% 14.85 12.00 24.53% 2.30% -3.55% 125 9 00:01
[2018-08-09 18:17:46] 100% complete. Elapsed: 00:00:02, average backtest duration: 00:00

[2018-08-09 18:17:46] Creating ALL RESULTS table (sorted profit/day)...

==================================================== A L L R E S U L T S =====================================================
Curr. Asset Strat Profit Profit-market Profit/day Trades/day Best win Worst loss Avg.Hodl Avg.price Ov.trades/day Volume/day

USDT BTC RSI 0.00 14.85 0.00 1.22 2.25 -9.14 1740 8331.54141169 241812 41211
USDT BTC CCI 0.00 14.85 0.00 1.56 2.96 -4.65 1116 8331.54141169 241812 41211
USDT BTC MACD 0.00 14.85 0.00 12.00 2.30 -3.55 125 8331.54141169 241812 41211
[2018-08-09 18:17:46] Creating TOP STRATEGY table...

================================================ T O P S T R A T E G Y =================================================
Strat Best % % profit > Best Worst Sum % Avg % % Avg win Best Avg trade Worst Avg trade Avg Avg
profitable market % P/L % P/L profit profit trades trade profit trade loss trades/day HODL min

CCI 0 0 50 0.0 0.0 0 0.00 50.0 2.96 1.90 -4.65 -2.54 1.6 1116
RSI 1 0 50 0.0 0.0 0 0.00 40.0 2.25 1.99 -9.14 -6.59 1.2 1740
MACD 0 0 50 0.0 0.0 0 0.00 24.5 2.30 0.76 -3.55 -0.71 12.0 125
[2018-08-09 18:17:46] Creating TOP DATASET table...

============================================================== T O P D A T A S E T ===============================================================
Pair Best % % profit > % Market Best Worst Sum % Avg % % Avg win Avg Avg Price CMC Current Current Days
profitable market change % P/L % P/L profit profit trades trades/day HODL min volatility Rank marketcap CMC volume

USDT:BTC 3 0 100 -14.85 0.0 0.0 0 0.0 38.2 4.9 993 6.6 1 111320731836 4569082350 9
[2018-08-09 18:17:46] All jobs are done. Elapsed time: 2 seconds

[pangoyal]

seems like the output format is a bit changed. The 'simulated profit' is changed to 'profit'
https://github.com/askmike/gekko/pull/2216/files#diff-1be0ac309f059e0715001ab1e4c386daL41

Fixing this in backtest.pl solves the issue.
fdc3fa4#diff-d4252af75e942fa69715716f1de9a18fR521

@xFFFFF could you check any more discrepancies like this and patch it, please.

[danibeni81]

I have the same issue. Tryed the modification on backtest.pl suggested by fubarred but did not sove it.
I am using Windows 10 and the latest versions of Gekko and BackTestTool.

[pangoyal]

@danibeni81 renaming 'simulated profit' to 'profit' did not help? thats the only change I did to fix the issue.

[danibeni81]

@fubarred I solve it following the advice from @robmazur in #35:
my @profit = $grun =~ /(?<=profit:\t\t )[0-9.-][0-9.-]* $sets[1] ((.*)(?=%))/;