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Glad I could help, I'm looking forward to your results. While you do your testing, maybe you could speculate the cause of the absurd BTCe profit values I have encountered
here.I can reproduce the result. The reason: you switched 'long' and 'short' EMAs (you defined short to be 5, and long to be 1). If you switch them around, you will get (as expected) a -100% profit, with the same number of trades, which makes me think that the EMA method written by the gekko author breaks under wrong user input.
Sorry, if I had more time I could look at the code and confirm, but for now I'd say chances are pretty good that's the reason.