Different buy and hold number from different strategies

[moremorecoin]

System information

• Have I written custom code (as opposed to using zenbot vanilla):
  no
• OS Platform and Distribution (e.g., Linux Ubuntu 16.04):
  Linux
• Zenbot version (commit ref, or version):

$ docker-compose exec  server zenbot --version
(node:87) DeprecationWarning: current URL string parser is deprecated, and will be removed in a future version. To use the new parser, pass option { useNewUrlParser: true } to MongoClient.connect.
4.1.0

• Zenbot branch:
  unstable
• NodeJS version:
  node:8
• Python version (when using a python script):
  I am using docker
• Exact command to reproduce (include everything):

Get the package

git clone git@github.com:DeviaVir/zenbot.git

First start docker

docker-compose up

Then get backtest data

docker-compose exec server zenbot backfill binance.BTC-USDT --days 400

Here comes the strange output. trend_ema report -9.96% buy and hold gain, while srsi_macd report -5.48%. Actually, I tried many other strategies, none of them gave me the same number. I am wondering, shouldn't this number be the same from different strategies?

$ docker-compose exec  server zenbot sim  --order_type taker --strategy 'trend_ema'  --start 20170907 --end 20170913 binance.BTC-USDT --silent
(node:121) DeprecationWarning: current URL string parser is deprecated, and will be removed in a future version. To use the new parser, pass option { useNewUrlParser: true } to MongoClient.connect.
(node:121) DeprecationWarning: collection.ensureIndex is deprecated. Use createIndexes instead.

end balance: 1083.58544198 (8.35%)
buy hold: 900.41712033 (-9.96%)
vs. buy hold: 20.34%
210 trades over 8 days (avg 26.25 trades/day)
win/loss: 25/79
error rate: 75.96%

$ docker-compose exec  server zenbot sim  --order_type taker --strategy 'srsi_macd'  --start 20170907 --end 20170913 binance.BTC-USDT --silent
(node:104) DeprecationWarning: current URL string parser is deprecated, and will be removed in a future version. To use the new parser, pass option { useNewUrlParser: true } to MongoClient.connect.
(node:104) DeprecationWarning: collection.ensureIndex is deprecated. Use createIndexes instead.

end balance: 954.21165094 (-4.58%)
buy hold: 945.26200972 (-5.48%)
vs. buy hold: 0.94%
5 trades over 12 days (avg 0.41 trades/day)
win/loss: 2/1
error rate: 33.33%

• Did I make any changes to conf-sample.js?:

c.selector = 'binance.BTC-USDT'
c.strategy = 'srsi_macd'
c.output.api.port = 17365

Describe the problem

The output buy and hold gain is different from different strategies.

Source code / Error logs

N/A

[DeviaVir]

Using different strategies leads to different outputs, that is by design. Am I missing some other issue here?

[moremorecoin]

Shouldn't the buy&hold return be the same? Since I am backtesting the same date range. To my understanding, the buy&hold return is calculated by the end date market price minus start date market price, then divided by the start date market price -- which is independent of different strategies.

[stale]

This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions.