0xvox / jesse

An advanced crypto trading framework

Jesse

Jesse is an advanced crypto trading framework which aims to simplify researching and defining trading strategies.

Why Jesse?

In short, Jesse is more accurate than other solutions, and way more simple. In fact, it is so simple that in case you already know Python, you can get started today, in matter of minutes, instead of weeks and months.

Getting Started

Head over to the "getting started" section of the documentation. The documentation is short yet very informative.

Example Backtest Results

Here's an example output for a backtest simulation:

CANDLES               |
----------------------+--------------------------
 period               |   1557 days (4.27 years)
 starting-ending date | 2016-01-01 => 2020-04-06

exchange    | symbol   | timeframe   | strategy           | DNA
------------+----------+-------------+--------------------+-------
 Bitfinex   | BTCUSD   | 6h          | TrendFollowingStrategy |

Executing simulation...  [####################################]  100%
Executed backtest simulation in:  107.89 seconds

METRICS                          |
---------------------------------+------------------------------------
 Total Closed Trades             |                                192
 Total Net Profit                |                 64735.12 (647.35%)
 Starting => Finishing Balance   |                   10000 => 74659.0
 Total Open Trades               |                                  0
 Open PL                         |                                  0
 Total Paid Fees                 |                           10620.84
 Max Drawdown                    |                            -24.83%
 Sharpe Ratio                    |                                1.2
 Annual Return                   |                             38.43%
 Expectancy                      |                     337.16 (3.37%)
 Avg Win | Avg Loss              |                   1261.49 | 351.89
 Ratio Avg Win / Avg Loss        |                               3.58
 Percent Profitable              |                                43%
 Longs | Shorts                  |                          58% | 42%
 Avg Holding Time                | 3.0 days, 20.0 hours, 15.0 minutes
 Winning Trades Avg Holding Time | 6.0 days, 11.0 hours, 19.0 minutes
 Losing Trades Avg Holding Time  |  1.0 day, 21.0 hours, 14.0 minutes

And here are generated charts:

What's next?

This is the very initial release. There's way more. Subscribe to our mailing list at jesse-ai.com to get the good stuff as soon they're released. Don't worry, We won't send you spam. Pinky promise.

Community

I've created a forum for Jesse users to discuss algo-trading. It's a warm place to share ideas, and help each other out.