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pivotshort: add roiMinTakeProfitPercentage option and cumulatedVolume…#699

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c9s merged 3 commits intomainfrom
strategy/pivot
Jun 9, 2022
Merged

pivotshort: add roiMinTakeProfitPercentage option and cumulatedVolume…#699
c9s merged 3 commits intomainfrom
strategy/pivot

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@c9s
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@c9s c9s commented Jun 9, 2022

adjusted backtest start time to: Sat, 01 Jan 2022 00:00:00 UTC

BACK-TEST REPORT
===============================================
START TIME: Sat, 01 Jan 2022 00:00:00 UTC
END TIME: Wed, 08 Jun 2022 00:00:00 UTC
INITIAL TOTAL BALANCE: BalanceMap[ETH: 10, USDT: 3000]
FINAL TOTAL BALANCE: BalanceMap[ETH: 0.38263972, USDT: 31484.48162887]
binance ETHUSDT PROFIT AND LOSS REPORT
===============================================
TRADES SINCE: 2022-01-05 18:03:59.999 +0000 UTC
NUMBER OF TRADES: 154
AVERAGE COST: $ 1,907.45
BASE ASSET POSITION: -10.00000562
TOTAL BUY VOLUME: 510.382781
TOTAL SELL VOLUME: 520
CURRENT PRICE: $ 1,814.21
CURRENCY FEES:
 - USDT: 1078.69087487
 - ETH: 0.38278662
PROFIT: $ 10,466.50
UNREALIZED PROFIT: $ 932.38
INITIAL ASSET IN USDT ~= 39762.1999 USDT (1 ETH = 3676.22)
FINAL ASSET IN USDT ~= 32178.6704 USDT (1 ETH = 1814.21)
REALIZED PROFIT: +10466.50463953 USDT
UNREALIZED PROFIT: +932.38400289 USDT
ASSET DECREASED: -7583.5295647 USDT (-19.07%)

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Welcome back! @c9s, This pull request may get 270 BBG.

@c9s c9s requested a review from austin362667 June 9, 2022 18:39
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Re-estimated karma: this pull request may get 275 BBG

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Re-estimated karma: this pull request may get 286 BBG

@c9s c9s merged commit aeae2d5 into main Jun 9, 2022
@c9s c9s deleted the strategy/pivot branch June 9, 2022 18:47
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Hi @c9s,

Well done! 291 BBG has been sent to your polygon wallet. Please check the following tx:

https://polygonscan.com/tx/0x7dc7d1bd8f3ffe66e4fc465e0ab9cda8fba98bd6d056023c2520cebdc366592f

Thank you for your contribution!

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