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ChavyvAkvar
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GravityRebound_ICP

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  1. .gitattributes +16 -0
  2. ICP-USDT_USDT_2022-01-03_to_2022-04-03/balance_sheet.txt +249 -0
  3. ICP-USDT_USDT_2022-01-03_to_2022-04-03/price_data.csv +3 -0
  4. ICP-USDT_USDT_2022-01-03_to_2022-04-03/trade_history.csv +13 -0
  5. ICP-USDT_USDT_2022-01-06_to_2022-04-06/balance_sheet.txt +238 -0
  6. ICP-USDT_USDT_2022-02-17_to_2022-05-18/performance_history.csv +0 -0
  7. ICP-USDT_USDT_2022-03-09_to_2022-06-07/performance_history.csv +0 -0
  8. ICP-USDT_USDT_2022-03-20_to_2022-06-18/performance_chart.png +3 -0
  9. ICP-USDT_USDT_2022-03-20_to_2022-06-18/price_data.csv +3 -0
  10. ICP-USDT_USDT_2022-03-23_to_2022-06-21/balance_sheet.txt +164 -0
  11. ICP-USDT_USDT_2022-03-23_to_2022-06-21/performance_history.csv +0 -0
  12. ICP-USDT_USDT_2022-03-23_to_2022-06-21/trade_history.csv +8 -0
  13. ICP-USDT_USDT_2022-03-24_to_2022-06-22/balance_sheet.txt +164 -0
  14. ICP-USDT_USDT_2022-03-24_to_2022-06-22/performance_history.csv +0 -0
  15. ICP-USDT_USDT_2022-03-24_to_2022-06-22/trade_history.csv +8 -0
  16. ICP-USDT_USDT_2022-04-01_to_2022-06-30/balance_sheet.txt +164 -0
  17. ICP-USDT_USDT_2022-04-01_to_2022-06-30/performance_history.csv +0 -0
  18. ICP-USDT_USDT_2022-04-01_to_2022-06-30/trade_history.csv +8 -0
  19. ICP-USDT_USDT_2022-04-15_to_2022-07-14/balance_sheet.txt +354 -0
  20. ICP-USDT_USDT_2022-04-23_to_2022-07-22/balance_sheet.txt +354 -0
  21. ICP-USDT_USDT_2022-04-23_to_2022-07-22/performance_chart.png +3 -0
  22. ICP-USDT_USDT_2022-04-23_to_2022-07-22/trade_history.csv +18 -0
  23. ICP-USDT_USDT_2022-04-25_to_2022-07-24/balance_sheet.txt +333 -0
  24. ICP-USDT_USDT_2022-04-25_to_2022-07-24/performance_history.csv +0 -0
  25. ICP-USDT_USDT_2022-05-29_to_2022-08-27/balance_sheet.txt +246 -0
  26. ICP-USDT_USDT_2022-05-29_to_2022-08-27/performance_history.csv +0 -0
  27. ICP-USDT_USDT_2022-05-29_to_2022-08-27/price_data.csv +3 -0
  28. ICP-USDT_USDT_2022-05-29_to_2022-08-27/trade_history.csv +12 -0
  29. ICP-USDT_USDT_2022-05-31_to_2022-08-29/performance_history.csv +0 -0
  30. ICP-USDT_USDT_2022-06-13_to_2022-09-11/balance_sheet.txt +1099 -0
  31. ICP-USDT_USDT_2022-06-13_to_2022-09-11/performance_history.csv +0 -0
  32. ICP-USDT_USDT_2022-06-13_to_2022-09-11/price_data.csv +3 -0
  33. ICP-USDT_USDT_2022-06-13_to_2022-09-11/trade_history.csv +64 -0
  34. ICP-USDT_USDT_2022-06-25_to_2022-09-23/balance_sheet.txt +1111 -0
  35. ICP-USDT_USDT_2022-06-25_to_2022-09-23/performance_chart.png +3 -0
  36. ICP-USDT_USDT_2022-06-25_to_2022-09-23/trade_history.csv +65 -0
  37. ICP-USDT_USDT_2022-06-30_to_2022-09-28/balance_sheet.txt +1025 -0
  38. ICP-USDT_USDT_2022-06-30_to_2022-09-28/trade_history.csv +60 -0
  39. ICP-USDT_USDT_2022-07-01_to_2022-09-29/balance_sheet.txt +1062 -0
  40. ICP-USDT_USDT_2022-07-01_to_2022-09-29/performance_history.csv +0 -0
  41. ICP-USDT_USDT_2022-07-01_to_2022-09-29/price_data.csv +3 -0
  42. ICP-USDT_USDT_2022-07-01_to_2022-09-29/trade_history.csv +62 -0
  43. ICP-USDT_USDT_2022-07-24_to_2022-10-22/balance_sheet.txt +525 -0
  44. ICP-USDT_USDT_2022-07-24_to_2022-10-22/performance_history.csv +0 -0
  45. ICP-USDT_USDT_2022-07-24_to_2022-10-22/trade_history.csv +29 -0
  46. ICP-USDT_USDT_2022-08-20_to_2022-11-18/performance_history.csv +0 -0
  47. ICP-USDT_USDT_2022-08-30_to_2022-11-28/performance_chart.png +3 -0
  48. ICP-USDT_USDT_2022-08-30_to_2022-11-28/trade_history.csv +11 -0
  49. ICP-USDT_USDT_2022-09-07_to_2022-12-06/performance_history.csv +0 -0
  50. ICP-USDT_USDT_2022-09-20_to_2022-12-19/balance_sheet.txt +311 -0
.gitattributes CHANGED
@@ -57,3 +57,19 @@ saved_model/**/* filter=lfs diff=lfs merge=lfs -text
57
  # Video files - compressed
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  *.mp4 filter=lfs diff=lfs merge=lfs -text
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  *.webm filter=lfs diff=lfs merge=lfs -text
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
57
  # Video files - compressed
58
  *.mp4 filter=lfs diff=lfs merge=lfs -text
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  *.webm filter=lfs diff=lfs merge=lfs -text
60
+ ICP-USDT_USDT_2025-01-09_to_2025-04-09/price_data.csv filter=lfs diff=lfs merge=lfs -text
61
+ ICP-USDT_USDT_2025-01-08_to_2025-04-08/price_data.csv filter=lfs diff=lfs merge=lfs -text
62
+ ICP-USDT_USDT_2022-05-29_to_2022-08-27/price_data.csv filter=lfs diff=lfs merge=lfs -text
63
+ ICP-USDT_USDT_2024-07-23_to_2024-10-21/price_data.csv filter=lfs diff=lfs merge=lfs -text
64
+ ICP-USDT_USDT_2023-10-27_to_2024-01-25/price_data.csv filter=lfs diff=lfs merge=lfs -text
65
+ ICP-USDT_USDT_2023-04-23_to_2023-07-22/price_data.csv filter=lfs diff=lfs merge=lfs -text
66
+ ICP-USDT_USDT_2024-04-18_to_2024-07-17/price_data.csv filter=lfs diff=lfs merge=lfs -text
67
+ ICP-USDT_USDT_2022-03-20_to_2022-06-18/price_data.csv filter=lfs diff=lfs merge=lfs -text
68
+ ICP-USDT_USDT_2023-09-24_to_2023-12-23/price_data.csv filter=lfs diff=lfs merge=lfs -text
69
+ ICP-USDT_USDT_2023-07-03_to_2023-10-01/price_data.csv filter=lfs diff=lfs merge=lfs -text
70
+ ICP-USDT_USDT_2024-07-09_to_2024-10-07/price_data.csv filter=lfs diff=lfs merge=lfs -text
71
+ ICP-USDT_USDT_2022-01-03_to_2022-04-03/price_data.csv filter=lfs diff=lfs merge=lfs -text
72
+ ICP-USDT_USDT_2022-06-13_to_2022-09-11/price_data.csv filter=lfs diff=lfs merge=lfs -text
73
+ ICP-USDT_USDT_2024-07-26_to_2024-10-24/price_data.csv filter=lfs diff=lfs merge=lfs -text
74
+ ICP-USDT_USDT_2022-07-01_to_2022-09-29/price_data.csv filter=lfs diff=lfs merge=lfs -text
75
+ ICP-USDT_USDT_2024-08-14_to_2024-11-12/price_data.csv filter=lfs diff=lfs merge=lfs -text
ICP-USDT_USDT_2022-01-03_to_2022-04-03/balance_sheet.txt ADDED
@@ -0,0 +1,249 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ================================================================================
2
+ PORTFOLIO BALANCE SHEET LOG
3
+ ================================================================================
4
+ Backtest Run Time: 2025-08-11 13:02:47
5
+ Initial Portfolio Funds: $1,000.00
6
+ --------------------------------------------------------------------------------
7
+
8
+ [2025-08-11 13:02:47] - INITIAL STATE
9
+ - PORTFOLIO STATE: Total Equity: $1,000.00 | Cash: $1,000.00 | In Positions: $0.00 (Utilization: 0.00%)
10
+
11
+ [2022-01-06 03:14:00] - NEW SPOT ENTRY (ID: spot_1)
12
+ - Details: Invested $20.00 for 0.670691 units @ $29.8200
13
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$980.00 | In Positions=$20.00 (Utilization: 2.00%)
14
+
15
+ [2022-01-06 03:14:00] - NEW LEVERAGED ENTRY (ID: lev_2)
16
+ - Details: Size=$30.00 @ $29.8200
17
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
18
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$970.00 | In Positions=$30.00 (Utilization: 3.00%)
19
+
20
+ [2022-01-06 18:45:00] - PROFIT TAKE (LEVERAGED ID: lev_2)
21
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $31.6483
22
+ - P&L BREAKDOWN:
23
+ - Gross PnL: $ 1.84
24
+ - Slippage Cost: ($ -0.03)
25
+ - Transaction Fees: ($ -0.06)
26
+ - Borrowing Fees Paid: ($ -0.01)
27
+ ---------------------------------------
28
+ - Net PnL: $ 1.77
29
+ - Capital Returned to Cash: $11.77
30
+ - PORTFOLIO STATE: Total Equity=$1,003.01 | Cash=$981.77 | In Positions=$20.00 (Utilization: 2.12%)
31
+
32
+ [2022-01-09 04:26:00] - PROFIT TAKE (SPOT ID: spot_1)
33
+ - Reason: 'spot_profit_target' @ Exit Price $35.7542
34
+ - P&L BREAKDOWN:
35
+ - Gross PnL: $ 3.98
36
+ - Slippage Cost: ($ -0.02)
37
+ - Transaction Fees: ($ -0.04)
38
+ ---------------------------------------
39
+ - Net PnL: $ 3.94
40
+ - Capital Returned to Cash: $23.94
41
+ - PORTFOLIO STATE: Total Equity=$1,005.70 | Cash=$1,005.70 | In Positions=$0.00 (Utilization: 0.00%)
42
+
43
+ [2022-01-10 07:01:00] - NEW SPOT ENTRY (ID: spot_3)
44
+ - Details: Invested $20.00 for 0.545703 units @ $36.6500
45
+ - PORTFOLIO STATE: Total Equity=$1,005.70 | Cash=$985.70 | In Positions=$20.00 (Utilization: 1.99%)
46
+
47
+ [2022-01-10 07:01:00] - NEW LEVERAGED ENTRY (ID: lev_4)
48
+ - Details: Size=$30.00 @ $36.6500
49
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
50
+ - PORTFOLIO STATE: Total Equity=$1,005.70 | Cash=$975.70 | In Positions=$30.00 (Utilization: 2.98%)
51
+
52
+ [2022-01-20 23:55:00] - LIQUIDATION (LEVERAGED ID: lev_4)
53
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $24.8152
54
+ - P&L BREAKDOWN:
55
+ - Gross PnL: $ -9.69
56
+ - Slippage Cost: ($ -0.02)
57
+ - Transaction Fees: ($ -0.05)
58
+ - Borrowing Fees Paid: ($ -0.19)
59
+ ---------------------------------------
60
+ - Net PnL: $ -9.93
61
+ - Capital Returned to Cash: $0.07
62
+ - PORTFOLIO STATE: Total Equity=$989.14 | Cash=$975.58 | In Positions=$20.00 (Utilization: 1.37%)
63
+
64
+ [2022-02-05 15:05:00] - NEW SPOT ENTRY (ID: spot_5)
65
+ - Details: Invested $20.00 for 0.874891 units @ $22.8600
66
+ - PORTFOLIO STATE: Total Equity=$988.05 | Cash=$955.58 | In Positions=$40.00 (Utilization: 3.29%)
67
+
68
+ [2022-02-05 15:05:00] - NEW LEVERAGED ENTRY (ID: lev_6)
69
+ - Details: Size=$30.00 @ $22.8600
70
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
71
+ - PORTFOLIO STATE: Total Equity=$988.05 | Cash=$945.58 | In Positions=$50.00 (Utilization: 4.30%)
72
+
73
+ [2022-02-06 02:12:00] - PROFIT TAKE (LEVERAGED ID: lev_6)
74
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $23.9261
75
+ - P&L BREAKDOWN:
76
+ - Gross PnL: $ 1.40
77
+ - Slippage Cost: ($ -0.03)
78
+ - Transaction Fees: ($ -0.06)
79
+ - Borrowing Fees Paid: ($ -0.01)
80
+ ---------------------------------------
81
+ - Net PnL: $ 1.33
82
+ - Capital Returned to Cash: $11.33
83
+ - PORTFOLIO STATE: Total Equity=$990.93 | Cash=$956.91 | In Positions=$40.00 (Utilization: 3.43%)
84
+
85
+ [2022-02-06 02:15:00] - NEW SPOT ENTRY (ID: spot_7)
86
+ - Details: Invested $20.00 for 0.834725 units @ $23.9600
87
+ - PORTFOLIO STATE: Total Equity=$990.94 | Cash=$936.91 | In Positions=$60.00 (Utilization: 5.45%)
88
+
89
+ [2022-02-06 02:15:00] - NEW LEVERAGED ENTRY (ID: lev_8)
90
+ - Details: Size=$30.00 @ $23.9600
91
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
92
+ - PORTFOLIO STATE: Total Equity=$990.94 | Cash=$926.91 | In Positions=$70.00 (Utilization: 6.46%)
93
+
94
+ [2022-02-06 10:22:00] - NEW SPOT ENTRY (ID: spot_9)
95
+ - Details: Invested $20.00 for 0.851426 units @ $23.4900
96
+ - PORTFOLIO STATE: Total Equity=$989.29 | Cash=$906.90 | In Positions=$90.00 (Utilization: 8.39%)
97
+
98
+ [2022-02-06 10:22:00] - NEW LEVERAGED ENTRY (ID: lev_10)
99
+ - Details: Size=$30.00 @ $23.4900
100
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
101
+ - PORTFOLIO STATE: Total Equity=$989.29 | Cash=$896.90 | In Positions=$100.00 (Utilization: 9.40%)
102
+
103
+ [2022-02-06 18:28:00] - NEW SPOT ENTRY (ID: spot_11)
104
+ - Details: Invested $20.00 for 0.874508 units @ $22.8700
105
+ - PORTFOLIO STATE: Total Equity=$985.78 | Cash=$876.89 | In Positions=$120.00 (Utilization: 11.27%)
106
+
107
+ [2022-02-06 18:28:00] - NEW LEVERAGED ENTRY (ID: lev_12)
108
+ - Details: Size=$30.00 @ $22.8700
109
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
110
+ - PORTFOLIO STATE: Total Equity=$985.78 | Cash=$866.89 | In Positions=$130.00 (Utilization: 12.28%)
111
+
112
+ [2022-02-07 12:10:00] - PROFIT TAKE (LEVERAGED ID: lev_12)
113
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $24.0559
114
+ - P&L BREAKDOWN:
115
+ - Gross PnL: $ 1.56
116
+ - Slippage Cost: ($ -0.03)
117
+ - Transaction Fees: ($ -0.06)
118
+ - Borrowing Fees Paid: ($ -0.01)
119
+ ---------------------------------------
120
+ - Net PnL: $ 1.48
121
+ - Capital Returned to Cash: $11.48
122
+ - PORTFOLIO STATE: Total Equity=$995.11 | Cash=$878.33 | In Positions=$120.00 (Utilization: 11.64%)
123
+
124
+ [2022-02-14 17:42:00] - NEW SPOT ENTRY (ID: spot_13)
125
+ - Details: Invested $20.00 for 0.955110 units @ $20.9400
126
+ - PORTFOLIO STATE: Total Equity=$974.41 | Cash=$858.08 | In Positions=$140.00 (Utilization: 12.66%)
127
+
128
+ [2022-02-14 17:42:00] - NEW LEVERAGED ENTRY (ID: lev_14)
129
+ - Details: Size=$30.00 @ $20.9400
130
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
131
+ - PORTFOLIO STATE: Total Equity=$974.41 | Cash=$848.08 | In Positions=$150.00 (Utilization: 13.69%)
132
+
133
+ [2022-02-15 02:23:00] - NEW SPOT ENTRY (ID: spot_15)
134
+ - Details: Invested $20.00 for 0.946970 units @ $21.1200
135
+ - PORTFOLIO STATE: Total Equity=$975.98 | Cash=$828.05 | In Positions=$170.00 (Utilization: 15.81%)
136
+
137
+ [2022-02-15 02:23:00] - NEW LEVERAGED ENTRY (ID: lev_16)
138
+ - Details: Size=$30.00 @ $21.1200
139
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
140
+ - PORTFOLIO STATE: Total Equity=$975.98 | Cash=$818.05 | In Positions=$180.00 (Utilization: 16.83%)
141
+
142
+ [2022-02-16 19:35:00] - PROFIT TAKE (LEVERAGED ID: lev_14)
143
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $22.1179
144
+ - P&L BREAKDOWN:
145
+ - Gross PnL: $ 1.69
146
+ - Slippage Cost: ($ -0.03)
147
+ - Transaction Fees: ($ -0.06)
148
+ - Borrowing Fees Paid: ($ -0.04)
149
+ ---------------------------------------
150
+ - Net PnL: $ 1.59
151
+ - Capital Returned to Cash: $11.59
152
+ - PORTFOLIO STATE: Total Equity=$987.22 | Cash=$829.52 | In Positions=$170.00 (Utilization: 16.23%)
153
+
154
+ [2022-02-16 19:37:00] - PROFIT TAKE (LEVERAGED ID: lev_16)
155
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $22.0280
156
+ - P&L BREAKDOWN:
157
+ - Gross PnL: $ 1.29
158
+ - Slippage Cost: ($ -0.03)
159
+ - Transaction Fees: ($ -0.06)
160
+ - Borrowing Fees Paid: ($ -0.03)
161
+ ---------------------------------------
162
+ - Net PnL: $ 1.20
163
+ - Capital Returned to Cash: $11.20
164
+ - PORTFOLIO STATE: Total Equity=$986.22 | Cash=$840.72 | In Positions=$160.00 (Utilization: 15.18%)
165
+
166
+ [2022-02-24 03:06:00] - LIQUIDATION (LEVERAGED ID: lev_8)
167
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $16.2737
168
+ - P&L BREAKDOWN:
169
+ - Gross PnL: $ -9.62
170
+ - Slippage Cost: ($ -0.02)
171
+ - Transaction Fees: ($ -0.05)
172
+ - Borrowing Fees Paid: ($ -0.32)
173
+ ---------------------------------------
174
+ - Net PnL: $ -10.00
175
+ - Capital Returned to Cash: $0.00
176
+ - PORTFOLIO STATE: Total Equity=$937.10 | Cash=$840.46 | In Positions=$150.00 (Utilization: 11.29%)
177
+
178
+ [2022-02-24 03:31:00] - LIQUIDATION (LEVERAGED ID: lev_10)
179
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $15.9740
180
+ - P&L BREAKDOWN:
181
+ - Gross PnL: $ -9.60
182
+ - Slippage Cost: ($ -0.02)
183
+ - Transaction Fees: ($ -0.05)
184
+ - Borrowing Fees Paid: ($ -0.32)
185
+ ---------------------------------------
186
+ - Net PnL: $ -9.97
187
+ - Capital Returned to Cash: $0.03
188
+ - PORTFOLIO STATE: Total Equity=$934.56 | Cash=$840.49 | In Positions=$140.00 (Utilization: 10.07%)
189
+
190
+ [2022-03-01 07:02:00] - NEW SPOT ENTRY (ID: spot_17)
191
+ - Details: Invested $20.00 for 1.001502 units @ $19.9700
192
+ - PORTFOLIO STATE: Total Equity=$957.98 | Cash=$820.49 | In Positions=$160.00 (Utilization: 14.35%)
193
+
194
+ [2022-03-01 07:02:00] - NEW LEVERAGED ENTRY (ID: lev_18)
195
+ - Details: Size=$30.00 @ $19.9700
196
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
197
+ - PORTFOLIO STATE: Total Equity=$957.98 | Cash=$810.49 | In Positions=$170.00 (Utilization: 15.40%)
198
+
199
+ [2022-03-01 15:05:00] - NEW SPOT ENTRY (ID: spot_19)
200
+ - Details: Invested $20.00 for 1.023541 units @ $19.5400
201
+ - PORTFOLIO STATE: Total Equity=$954.37 | Cash=$790.48 | In Positions=$190.00 (Utilization: 17.24%)
202
+
203
+ [2022-03-01 15:05:00] - NEW LEVERAGED ENTRY (ID: lev_20)
204
+ - Details: Size=$30.00 @ $19.5400
205
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
206
+ - PORTFOLIO STATE: Total Equity=$954.37 | Cash=$780.48 | In Positions=$200.00 (Utilization: 18.29%)
207
+
208
+ [2022-03-03 12:35:00] - PROFIT TAKE (LEVERAGED ID: lev_20)
209
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $20.4695
210
+ - P&L BREAKDOWN:
211
+ - Gross PnL: $ 1.43
212
+ - Slippage Cost: ($ -0.03)
213
+ - Transaction Fees: ($ -0.06)
214
+ - Borrowing Fees Paid: ($ -0.03)
215
+ ---------------------------------------
216
+ - Net PnL: $ 1.34
217
+ - Capital Returned to Cash: $11.34
218
+ - PORTFOLIO STATE: Total Equity=$964.58 | Cash=$791.76 | In Positions=$190.00 (Utilization: 17.84%)
219
+
220
+ [2022-03-27 16:27:00] - PROFIT TAKE (LEVERAGED ID: lev_18)
221
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $21.1688
222
+ - P&L BREAKDOWN:
223
+ - Gross PnL: $ 1.80
224
+ - Slippage Cost: ($ -0.03)
225
+ - Transaction Fees: ($ -0.06)
226
+ - Borrowing Fees Paid: ($ -0.47)
227
+ ---------------------------------------
228
+ - Net PnL: $ 1.27
229
+ - Capital Returned to Cash: $11.27
230
+ - PORTFOLIO STATE: Total Equity=$970.17 | Cash=$802.59 | In Positions=$180.00 (Utilization: 17.27%)
231
+
232
+ [2022-03-28 20:52:00] - PROFIT TAKE (SPOT ID: spot_19)
233
+ - Reason: 'spot_profit_target' @ Exit Price $23.4665
234
+ - P&L BREAKDOWN:
235
+ - Gross PnL: $ 4.02
236
+ - Slippage Cost: ($ -0.02)
237
+ - Transaction Fees: ($ -0.04)
238
+ ---------------------------------------
239
+ - Net PnL: $ 3.97
240
+ - Capital Returned to Cash: $23.97
241
+ - PORTFOLIO STATE: Total Equity=$988.29 | Cash=$826.56 | In Positions=$160.00 (Utilization: 16.36%)
242
+
243
+ ================================================================================
244
+ BACKTEST COMPLETE
245
+ ================================================================================
246
+ End Time: 2022-04-03 00:00:00
247
+ Final Portfolio Equity: $971.63
248
+ Average Portfolio Utilization: 9.93%
249
+ ================================================================================
ICP-USDT_USDT_2022-01-03_to_2022-04-03/price_data.csv ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
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+ oid sha256:6380fe0898fdc7ce81c89cf51f1bfd60df5569aa538aa1cf040d69d4ce9cba05
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+ size 23855540
ICP-USDT_USDT_2022-01-03_to_2022-04-03/trade_history.csv ADDED
@@ -0,0 +1,13 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ id,type,entry_time,exit_time,entry_price,exit_price,pnl,reason
2
+ lev_2,leveraged,2022-01-06 03:14:00,2022-01-06 18:45:00,29.82,31.64832,1.7715167806841023,trailing_stop_small_calls
3
+ spot_1,spot,2022-01-06 03:14:00,2022-01-09 04:26:00,29.82,35.75421,3.9360401006036216,spot_profit_target
4
+ lev_4,leveraged,2022-01-10 07:01:00,2022-01-20 23:55:00,36.65,24.81516,-9.929766843110505,liquidated_max_calls_reached
5
+ lev_6,leveraged,2022-02-05 15:05:00,2022-02-06 02:12:00,22.86,23.92605,1.3316167322834653,trailing_stop_small_calls
6
+ lev_12,leveraged,2022-02-06 18:28:00,2022-02-07 12:10:00,22.87,24.055919999999997,1.4820893047660635,trailing_stop_small_calls
7
+ lev_14,leveraged,2022-02-14 17:42:00,2022-02-16 19:35:00,20.94,22.11786,1.5897910315186228,trailing_stop_small_calls
8
+ lev_16,leveraged,2022-02-15 02:23:00,2022-02-16 19:37:00,21.12,22.02795,1.1984120028409084,trailing_stop_small_calls
9
+ lev_8,leveraged,2022-02-06 02:15:00,2022-02-24 03:06:00,23.96,16.273709999999998,-9.998278434891489,liquidated_max_calls_reached
10
+ lev_10,leveraged,2022-02-06 10:22:00,2022-02-24 03:31:00,23.49,15.97401,-9.967366551724137,liquidated_max_calls_reached
11
+ lev_20,leveraged,2022-03-01 15:05:00,2022-03-03 12:35:00,19.54,20.46951,1.3356609365404306,trailing_stop_small_calls
12
+ lev_18,leveraged,2022-03-01 07:02:00,2022-03-27 16:27:00,19.97,21.16881,1.2651154581872834,trailing_stop_moderate_calls
13
+ spot_19,spot,2022-03-01 15:05:00,2022-03-28 20:52:00,19.54,23.46651,3.9749268065506658,spot_profit_target
ICP-USDT_USDT_2022-01-06_to_2022-04-06/balance_sheet.txt ADDED
@@ -0,0 +1,238 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ================================================================================
2
+ PORTFOLIO BALANCE SHEET LOG
3
+ ================================================================================
4
+ Backtest Run Time: 2025-08-11 13:03:11
5
+ Initial Portfolio Funds: $1,000.00
6
+ --------------------------------------------------------------------------------
7
+
8
+ [2025-08-11 13:03:11] - INITIAL STATE
9
+ - PORTFOLIO STATE: Total Equity: $1,000.00 | Cash: $1,000.00 | In Positions: $0.00 (Utilization: 0.00%)
10
+
11
+ [2022-01-10 02:23:00] - NEW SPOT ENTRY (ID: spot_1)
12
+ - Details: Invested $20.00 for 0.569801 units @ $35.1000
13
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$980.00 | In Positions=$20.00 (Utilization: 2.00%)
14
+
15
+ [2022-01-10 02:23:00] - NEW LEVERAGED ENTRY (ID: lev_2)
16
+ - Details: Size=$30.00 @ $35.1000
17
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
18
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$970.00 | In Positions=$30.00 (Utilization: 3.00%)
19
+
20
+ [2022-01-10 03:22:00] - PROFIT TAKE (LEVERAGED ID: lev_2)
21
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $36.8731
22
+ - P&L BREAKDOWN:
23
+ - Gross PnL: $ 1.52
24
+ - Slippage Cost: ($ -0.03)
25
+ - Transaction Fees: ($ -0.06)
26
+ - Borrowing Fees Paid: ($ -0.00)
27
+ ---------------------------------------
28
+ - Net PnL: $ 1.45
29
+ - Capital Returned to Cash: $11.45
30
+ - PORTFOLIO STATE: Total Equity=$1,002.49 | Cash=$981.45 | In Positions=$20.00 (Utilization: 2.10%)
31
+
32
+ [2022-01-10 12:20:00] - NEW SPOT ENTRY (ID: spot_3)
33
+ - Details: Invested $20.00 for 0.577868 units @ $34.6100
34
+ - PORTFOLIO STATE: Total Equity=$1,001.17 | Cash=$961.45 | In Positions=$40.00 (Utilization: 3.97%)
35
+
36
+ [2022-01-10 12:20:00] - NEW LEVERAGED ENTRY (ID: lev_4)
37
+ - Details: Size=$30.00 @ $34.6100
38
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
39
+ - PORTFOLIO STATE: Total Equity=$1,001.17 | Cash=$951.45 | In Positions=$50.00 (Utilization: 4.97%)
40
+
41
+ [2022-01-11 01:39:00] - PROFIT TAKE (LEVERAGED ID: lev_4)
42
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $36.0739
43
+ - P&L BREAKDOWN:
44
+ - Gross PnL: $ 1.27
45
+ - Slippage Cost: ($ -0.03)
46
+ - Transaction Fees: ($ -0.06)
47
+ - Borrowing Fees Paid: ($ -0.01)
48
+ ---------------------------------------
49
+ - Net PnL: $ 1.20
50
+ - Capital Returned to Cash: $11.20
51
+ - PORTFOLIO STATE: Total Equity=$1,004.09 | Cash=$962.65 | In Positions=$40.00 (Utilization: 4.13%)
52
+
53
+ [2022-02-05 15:05:00] - NEW SPOT ENTRY (ID: spot_5)
54
+ - Details: Invested $20.00 for 0.874891 units @ $22.8600
55
+ - PORTFOLIO STATE: Total Equity=$988.89 | Cash=$942.65 | In Positions=$60.00 (Utilization: 4.68%)
56
+
57
+ [2022-02-05 15:05:00] - NEW LEVERAGED ENTRY (ID: lev_6)
58
+ - Details: Size=$30.00 @ $22.8600
59
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
60
+ - PORTFOLIO STATE: Total Equity=$988.89 | Cash=$932.65 | In Positions=$70.00 (Utilization: 5.69%)
61
+
62
+ [2022-02-06 02:12:00] - PROFIT TAKE (LEVERAGED ID: lev_6)
63
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $23.9261
64
+ - P&L BREAKDOWN:
65
+ - Gross PnL: $ 1.40
66
+ - Slippage Cost: ($ -0.03)
67
+ - Transaction Fees: ($ -0.06)
68
+ - Borrowing Fees Paid: ($ -0.01)
69
+ ---------------------------------------
70
+ - Net PnL: $ 1.33
71
+ - Capital Returned to Cash: $11.33
72
+ - PORTFOLIO STATE: Total Equity=$992.42 | Cash=$943.98 | In Positions=$60.00 (Utilization: 4.88%)
73
+
74
+ [2022-02-06 02:15:00] - NEW SPOT ENTRY (ID: spot_7)
75
+ - Details: Invested $20.00 for 0.834725 units @ $23.9600
76
+ - PORTFOLIO STATE: Total Equity=$992.44 | Cash=$923.98 | In Positions=$80.00 (Utilization: 6.90%)
77
+
78
+ [2022-02-06 02:15:00] - NEW LEVERAGED ENTRY (ID: lev_8)
79
+ - Details: Size=$30.00 @ $23.9600
80
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
81
+ - PORTFOLIO STATE: Total Equity=$992.44 | Cash=$913.98 | In Positions=$90.00 (Utilization: 7.91%)
82
+
83
+ [2022-02-06 10:22:00] - NEW SPOT ENTRY (ID: spot_9)
84
+ - Details: Invested $20.00 for 0.851426 units @ $23.4900
85
+ - PORTFOLIO STATE: Total Equity=$990.50 | Cash=$893.97 | In Positions=$110.00 (Utilization: 9.80%)
86
+
87
+ [2022-02-06 10:22:00] - NEW LEVERAGED ENTRY (ID: lev_10)
88
+ - Details: Size=$30.00 @ $23.4900
89
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
90
+ - PORTFOLIO STATE: Total Equity=$990.50 | Cash=$883.97 | In Positions=$120.00 (Utilization: 10.81%)
91
+
92
+ [2022-02-06 18:28:00] - NEW SPOT ENTRY (ID: spot_11)
93
+ - Details: Invested $20.00 for 0.874508 units @ $22.8700
94
+ - PORTFOLIO STATE: Total Equity=$986.62 | Cash=$863.96 | In Positions=$140.00 (Utilization: 12.65%)
95
+
96
+ [2022-02-06 18:28:00] - NEW LEVERAGED ENTRY (ID: lev_12)
97
+ - Details: Size=$30.00 @ $22.8700
98
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
99
+ - PORTFOLIO STATE: Total Equity=$986.62 | Cash=$853.96 | In Positions=$150.00 (Utilization: 13.66%)
100
+
101
+ [2022-02-07 12:10:00] - PROFIT TAKE (LEVERAGED ID: lev_12)
102
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $24.0559
103
+ - P&L BREAKDOWN:
104
+ - Gross PnL: $ 1.56
105
+ - Slippage Cost: ($ -0.03)
106
+ - Transaction Fees: ($ -0.06)
107
+ - Borrowing Fees Paid: ($ -0.01)
108
+ ---------------------------------------
109
+ - Net PnL: $ 1.48
110
+ - Capital Returned to Cash: $11.48
111
+ - PORTFOLIO STATE: Total Equity=$996.67 | Cash=$865.40 | In Positions=$140.00 (Utilization: 13.08%)
112
+
113
+ [2022-02-10 14:01:00] - LIQUIDATION (LEVERAGED ID: lev_8)
114
+ - Reason: 'liquidated_tech_error_on_call' @ Exit Price $21.6883
115
+ - P&L BREAKDOWN:
116
+ - Gross PnL: $ -2.84
117
+ - Slippage Cost: ($ -0.03)
118
+ - Transaction Fees: ($ -0.06)
119
+ - Borrowing Fees Paid: ($ -0.08)
120
+ ---------------------------------------
121
+ - Net PnL: $ -2.98
122
+ - Capital Returned to Cash: $7.02
123
+ - PORTFOLIO STATE: Total Equity=$979.54 | Cash=$872.32 | In Positions=$130.00 (Utilization: 11.18%)
124
+
125
+ [2022-02-14 17:42:00] - NEW SPOT ENTRY (ID: spot_13)
126
+ - Details: Invested $20.00 for 0.955110 units @ $20.9400
127
+ - PORTFOLIO STATE: Total Equity=$974.96 | Cash=$852.24 | In Positions=$150.00 (Utilization: 12.92%)
128
+
129
+ [2022-02-14 17:42:00] - NEW LEVERAGED ENTRY (ID: lev_14)
130
+ - Details: Size=$30.00 @ $20.9400
131
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
132
+ - PORTFOLIO STATE: Total Equity=$974.96 | Cash=$842.24 | In Positions=$160.00 (Utilization: 13.95%)
133
+
134
+ [2022-02-15 02:23:00] - NEW SPOT ENTRY (ID: spot_15)
135
+ - Details: Invested $20.00 for 0.946970 units @ $21.1200
136
+ - PORTFOLIO STATE: Total Equity=$976.43 | Cash=$822.23 | In Positions=$180.00 (Utilization: 16.08%)
137
+
138
+ [2022-02-15 02:23:00] - NEW LEVERAGED ENTRY (ID: lev_16)
139
+ - Details: Size=$30.00 @ $21.1200
140
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
141
+ - PORTFOLIO STATE: Total Equity=$976.43 | Cash=$812.23 | In Positions=$190.00 (Utilization: 17.10%)
142
+
143
+ [2022-02-16 19:35:00] - PROFIT TAKE (LEVERAGED ID: lev_14)
144
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $22.1179
145
+ - P&L BREAKDOWN:
146
+ - Gross PnL: $ 1.69
147
+ - Slippage Cost: ($ -0.03)
148
+ - Transaction Fees: ($ -0.06)
149
+ - Borrowing Fees Paid: ($ -0.04)
150
+ ---------------------------------------
151
+ - Net PnL: $ 1.59
152
+ - Capital Returned to Cash: $11.59
153
+ - PORTFOLIO STATE: Total Equity=$987.03 | Cash=$823.73 | In Positions=$180.00 (Utilization: 16.57%)
154
+
155
+ [2022-02-16 19:37:00] - PROFIT TAKE (LEVERAGED ID: lev_16)
156
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $22.0280
157
+ - P&L BREAKDOWN:
158
+ - Gross PnL: $ 1.29
159
+ - Slippage Cost: ($ -0.03)
160
+ - Transaction Fees: ($ -0.06)
161
+ - Borrowing Fees Paid: ($ -0.03)
162
+ ---------------------------------------
163
+ - Net PnL: $ 1.20
164
+ - Capital Returned to Cash: $11.20
165
+ - PORTFOLIO STATE: Total Equity=$986.09 | Cash=$834.92 | In Positions=$170.00 (Utilization: 15.52%)
166
+
167
+ [2022-02-24 03:31:00] - LIQUIDATION (LEVERAGED ID: lev_10)
168
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $15.9740
169
+ - P&L BREAKDOWN:
170
+ - Gross PnL: $ -9.60
171
+ - Slippage Cost: ($ -0.02)
172
+ - Transaction Fees: ($ -0.05)
173
+ - Borrowing Fees Paid: ($ -0.32)
174
+ ---------------------------------------
175
+ - Net PnL: $ -9.97
176
+ - Capital Returned to Cash: $0.03
177
+ - PORTFOLIO STATE: Total Equity=$938.52 | Cash=$834.82 | In Positions=$160.00 (Utilization: 11.05%)
178
+
179
+ [2022-03-01 07:02:00] - NEW SPOT ENTRY (ID: spot_17)
180
+ - Details: Invested $20.00 for 1.001502 units @ $19.9700
181
+ - PORTFOLIO STATE: Total Equity=$964.34 | Cash=$814.82 | In Positions=$180.00 (Utilization: 15.50%)
182
+
183
+ [2022-03-01 07:02:00] - NEW LEVERAGED ENTRY (ID: lev_18)
184
+ - Details: Size=$30.00 @ $19.9700
185
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
186
+ - PORTFOLIO STATE: Total Equity=$964.34 | Cash=$804.82 | In Positions=$190.00 (Utilization: 16.54%)
187
+
188
+ [2022-03-01 15:05:00] - NEW SPOT ENTRY (ID: spot_19)
189
+ - Details: Invested $20.00 for 1.023541 units @ $19.5400
190
+ - PORTFOLIO STATE: Total Equity=$960.46 | Cash=$784.82 | In Positions=$210.00 (Utilization: 18.35%)
191
+
192
+ [2022-03-01 15:05:00] - NEW LEVERAGED ENTRY (ID: lev_20)
193
+ - Details: Size=$30.00 @ $19.5400
194
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
195
+ - PORTFOLIO STATE: Total Equity=$960.46 | Cash=$774.82 | In Positions=$220.00 (Utilization: 19.40%)
196
+
197
+ [2022-03-03 12:35:00] - PROFIT TAKE (LEVERAGED ID: lev_20)
198
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $20.4695
199
+ - P&L BREAKDOWN:
200
+ - Gross PnL: $ 1.43
201
+ - Slippage Cost: ($ -0.03)
202
+ - Transaction Fees: ($ -0.06)
203
+ - Borrowing Fees Paid: ($ -0.03)
204
+ ---------------------------------------
205
+ - Net PnL: $ 1.34
206
+ - Capital Returned to Cash: $11.34
207
+ - PORTFOLIO STATE: Total Equity=$971.25 | Cash=$786.09 | In Positions=$210.00 (Utilization: 18.98%)
208
+
209
+ [2022-03-27 16:27:00] - PROFIT TAKE (LEVERAGED ID: lev_18)
210
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $21.1688
211
+ - P&L BREAKDOWN:
212
+ - Gross PnL: $ 1.80
213
+ - Slippage Cost: ($ -0.03)
214
+ - Transaction Fees: ($ -0.06)
215
+ - Borrowing Fees Paid: ($ -0.47)
216
+ ---------------------------------------
217
+ - Net PnL: $ 1.27
218
+ - Capital Returned to Cash: $11.27
219
+ - PORTFOLIO STATE: Total Equity=$977.26 | Cash=$796.92 | In Positions=$200.00 (Utilization: 18.45%)
220
+
221
+ [2022-03-28 20:52:00] - PROFIT TAKE (SPOT ID: spot_19)
222
+ - Reason: 'spot_profit_target' @ Exit Price $23.4665
223
+ - P&L BREAKDOWN:
224
+ - Gross PnL: $ 4.02
225
+ - Slippage Cost: ($ -0.02)
226
+ - Transaction Fees: ($ -0.04)
227
+ ---------------------------------------
228
+ - Net PnL: $ 3.97
229
+ - Capital Returned to Cash: $23.97
230
+ - PORTFOLIO STATE: Total Equity=$996.76 | Cash=$820.90 | In Positions=$180.00 (Utilization: 17.64%)
231
+
232
+ ================================================================================
233
+ BACKTEST COMPLETE
234
+ ================================================================================
235
+ End Time: 2022-04-06 00:00:00
236
+ Final Portfolio Equity: $978.79
237
+ Average Portfolio Utilization: 11.27%
238
+ ================================================================================
ICP-USDT_USDT_2022-02-17_to_2022-05-18/performance_history.csv ADDED
The diff for this file is too large to render. See raw diff
 
ICP-USDT_USDT_2022-03-09_to_2022-06-07/performance_history.csv ADDED
The diff for this file is too large to render. See raw diff
 
ICP-USDT_USDT_2022-03-20_to_2022-06-18/performance_chart.png ADDED

Git LFS Details

  • SHA256: e723f3c0d3f6a27f6ad952cd7d26c778d0ebfd59fbce95703bf57bb9d24048e7
  • Pointer size: 131 Bytes
  • Size of remote file: 163 kB
ICP-USDT_USDT_2022-03-20_to_2022-06-18/price_data.csv ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
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+ oid sha256:5b1e95850fca22c719efea66a4d8c5f06c6f32663fc67c4b586c71bed8d88441
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+ size 22716056
ICP-USDT_USDT_2022-03-23_to_2022-06-21/balance_sheet.txt ADDED
@@ -0,0 +1,164 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ================================================================================
2
+ PORTFOLIO BALANCE SHEET LOG
3
+ ================================================================================
4
+ Backtest Run Time: 2025-08-11 13:02:44
5
+ Initial Portfolio Funds: $1,000.00
6
+ --------------------------------------------------------------------------------
7
+
8
+ [2025-08-11 13:02:44] - INITIAL STATE
9
+ - PORTFOLIO STATE: Total Equity: $1,000.00 | Cash: $1,000.00 | In Positions: $0.00 (Utilization: 0.00%)
10
+
11
+ [2022-03-28 01:09:00] - NEW SPOT ENTRY (ID: spot_1)
12
+ - Details: Invested $20.00 for 0.930233 units @ $21.5000
13
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$980.00 | In Positions=$20.00 (Utilization: 2.00%)
14
+
15
+ [2022-03-28 01:09:00] - NEW LEVERAGED ENTRY (ID: lev_2)
16
+ - Details: Size=$30.00 @ $21.5000
17
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
18
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$970.00 | In Positions=$30.00 (Utilization: 3.00%)
19
+
20
+ [2022-03-28 03:12:00] - PROFIT TAKE (LEVERAGED ID: lev_2)
21
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $22.6174
22
+ - P&L BREAKDOWN:
23
+ - Gross PnL: $ 1.56
24
+ - Slippage Cost: ($ -0.03)
25
+ - Transaction Fees: ($ -0.06)
26
+ - Borrowing Fees Paid: ($ -0.00)
27
+ ---------------------------------------
28
+ - Net PnL: $ 1.50
29
+ - Capital Returned to Cash: $11.50
30
+ - PORTFOLIO STATE: Total Equity=$1,002.56 | Cash=$981.50 | In Positions=$20.00 (Utilization: 2.10%)
31
+
32
+ [2022-03-28 09:58:00] - NEW SPOT ENTRY (ID: spot_3)
33
+ - Details: Invested $20.00 for 0.884564 units @ $22.6100
34
+ - PORTFOLIO STATE: Total Equity=$1,002.53 | Cash=$961.50 | In Positions=$40.00 (Utilization: 4.09%)
35
+
36
+ [2022-03-28 09:58:00] - NEW LEVERAGED ENTRY (ID: lev_4)
37
+ - Details: Size=$30.00 @ $22.6100
38
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
39
+ - PORTFOLIO STATE: Total Equity=$1,002.53 | Cash=$951.50 | In Positions=$50.00 (Utilization: 5.09%)
40
+
41
+ [2022-03-28 18:22:00] - NEW SPOT ENTRY (ID: spot_5)
42
+ - Details: Invested $20.00 for 0.895656 units @ $22.3300
43
+ - PORTFOLIO STATE: Total Equity=$1,001.64 | Cash=$931.49 | In Positions=$70.00 (Utilization: 7.04%)
44
+
45
+ [2022-03-28 18:22:00] - NEW LEVERAGED ENTRY (ID: lev_6)
46
+ - Details: Size=$30.00 @ $22.3300
47
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
48
+ - PORTFOLIO STATE: Total Equity=$1,001.64 | Cash=$921.49 | In Positions=$80.00 (Utilization: 8.04%)
49
+
50
+ [2022-03-28 21:01:00] - PROFIT TAKE (LEVERAGED ID: lev_6)
51
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $23.2667
52
+ - P&L BREAKDOWN:
53
+ - Gross PnL: $ 1.26
54
+ - Slippage Cost: ($ -0.03)
55
+ - Transaction Fees: ($ -0.06)
56
+ - Borrowing Fees Paid: ($ -0.00)
57
+ ---------------------------------------
58
+ - Net PnL: $ 1.20
59
+ - Capital Returned to Cash: $11.20
60
+ - PORTFOLIO STATE: Total Equity=$1,006.72 | Cash=$932.69 | In Positions=$70.00 (Utilization: 7.26%)
61
+
62
+ [2022-03-29 03:21:00] - NEW SPOT ENTRY (ID: spot_7)
63
+ - Details: Invested $20.00 for 0.911162 units @ $21.9500
64
+ - PORTFOLIO STATE: Total Equity=$1,001.30 | Cash=$912.68 | In Positions=$90.00 (Utilization: 8.94%)
65
+
66
+ [2022-03-29 03:21:00] - NEW LEVERAGED ENTRY (ID: lev_8)
67
+ - Details: Size=$30.00 @ $21.9500
68
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
69
+ - PORTFOLIO STATE: Total Equity=$1,001.30 | Cash=$902.68 | In Positions=$100.00 (Utilization: 9.94%)
70
+
71
+ [2022-03-29 12:54:00] - PROFIT TAKE (LEVERAGED ID: lev_8)
72
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $22.8671
73
+ - P&L BREAKDOWN:
74
+ - Gross PnL: $ 1.25
75
+ - Slippage Cost: ($ -0.03)
76
+ - Transaction Fees: ($ -0.06)
77
+ - Borrowing Fees Paid: ($ -0.01)
78
+ ---------------------------------------
79
+ - Net PnL: $ 1.19
80
+ - Capital Returned to Cash: $11.19
81
+ - PORTFOLIO STATE: Total Equity=$1,007.13 | Cash=$913.86 | In Positions=$90.00 (Utilization: 9.22%)
82
+
83
+ [2022-03-29 14:45:00] - NEW SPOT ENTRY (ID: spot_9)
84
+ - Details: Invested $20.00 for 0.871460 units @ $22.9500
85
+ - PORTFOLIO STATE: Total Equity=$1,007.42 | Cash=$893.86 | In Positions=$110.00 (Utilization: 11.23%)
86
+
87
+ [2022-03-29 14:45:00] - NEW LEVERAGED ENTRY (ID: lev_10)
88
+ - Details: Size=$30.00 @ $22.9500
89
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
90
+ - PORTFOLIO STATE: Total Equity=$1,007.42 | Cash=$883.86 | In Positions=$120.00 (Utilization: 12.22%)
91
+
92
+ [2022-04-13 20:31:00] - NEW SPOT ENTRY (ID: spot_11)
93
+ - Details: Invested $20.00 for 1.175779 units @ $17.0100
94
+ - PORTFOLIO STATE: Total Equity=$964.54 | Cash=$863.31 | In Positions=$140.00 (Utilization: 12.07%)
95
+
96
+ [2022-04-13 20:31:00] - NEW LEVERAGED ENTRY (ID: lev_12)
97
+ - Details: Size=$30.00 @ $17.0100
98
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
99
+ - PORTFOLIO STATE: Total Equity=$964.54 | Cash=$853.31 | In Positions=$150.00 (Utilization: 13.11%)
100
+
101
+ [2022-04-17 16:22:00] - NEW SPOT ENTRY (ID: spot_13)
102
+ - Details: Invested $20.00 for 1.132503 units @ $17.6600
103
+ - PORTFOLIO STATE: Total Equity=$970.88 | Cash=$833.11 | In Positions=$170.00 (Utilization: 15.46%)
104
+
105
+ [2022-04-17 16:22:00] - NEW LEVERAGED ENTRY (ID: lev_14)
106
+ - Details: Size=$30.00 @ $17.6600
107
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
108
+ - PORTFOLIO STATE: Total Equity=$970.88 | Cash=$823.11 | In Positions=$180.00 (Utilization: 16.49%)
109
+
110
+ [2022-04-25 00:24:00] - LIQUIDATION (LEVERAGED ID: lev_10)
111
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $15.6643
112
+ - P&L BREAKDOWN:
113
+ - Gross PnL: $ -9.52
114
+ - Slippage Cost: ($ -0.02)
115
+ - Transaction Fees: ($ -0.05)
116
+ - Borrowing Fees Paid: ($ -0.47)
117
+ ---------------------------------------
118
+ - Net PnL: $ -10.05
119
+ - Capital Returned to Cash: $-0.05
120
+ - PORTFOLIO STATE: Total Equity=$944.27 | Cash=$822.53 | In Positions=$170.00 (Utilization: 14.47%)
121
+
122
+ [2022-04-25 00:54:00] - LIQUIDATION (LEVERAGED ID: lev_4)
123
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $15.4545
124
+ - P&L BREAKDOWN:
125
+ - Gross PnL: $ -9.49
126
+ - Slippage Cost: ($ -0.02)
127
+ - Transaction Fees: ($ -0.05)
128
+ - Borrowing Fees Paid: ($ -0.49)
129
+ ---------------------------------------
130
+ - Net PnL: $ -10.04
131
+ - Capital Returned to Cash: $-0.04
132
+ - PORTFOLIO STATE: Total Equity=$941.27 | Cash=$822.49 | In Positions=$160.00 (Utilization: 13.30%)
133
+
134
+ [2022-04-29 10:47:00] - LIQUIDATION (LEVERAGED ID: lev_14)
135
+ - Reason: 'liquidated_tech_error_on_call' @ Exit Price $14.0659
136
+ - P&L BREAKDOWN:
137
+ - Gross PnL: $ -6.11
138
+ - Slippage Cost: ($ -0.02)
139
+ - Transaction Fees: ($ -0.05)
140
+ - Borrowing Fees Paid: ($ -0.21)
141
+ ---------------------------------------
142
+ - Net PnL: $ -6.37
143
+ - Capital Returned to Cash: $3.63
144
+ - PORTFOLIO STATE: Total Equity=$926.56 | Cash=$825.97 | In Positions=$150.00 (Utilization: 11.41%)
145
+
146
+ [2022-04-30 23:09:00] - LIQUIDATION (LEVERAGED ID: lev_12)
147
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $11.4286
148
+ - P&L BREAKDOWN:
149
+ - Gross PnL: $ -9.84
150
+ - Slippage Cost: ($ -0.02)
151
+ - Transaction Fees: ($ -0.05)
152
+ - Borrowing Fees Paid: ($ -0.31)
153
+ ---------------------------------------
154
+ - Net PnL: $ -10.20
155
+ - Capital Returned to Cash: $-0.20
156
+ - PORTFOLIO STATE: Total Equity=$903.55 | Cash=$825.74 | In Positions=$140.00 (Utilization: 8.61%)
157
+
158
+ ================================================================================
159
+ BACKTEST COMPLETE
160
+ ================================================================================
161
+ End Time: 2022-06-21 00:00:00
162
+ Final Portfolio Equity: $869.54
163
+ Average Portfolio Utilization: 9.29%
164
+ ================================================================================
ICP-USDT_USDT_2022-03-23_to_2022-06-21/performance_history.csv ADDED
The diff for this file is too large to render. See raw diff
 
ICP-USDT_USDT_2022-03-23_to_2022-06-21/trade_history.csv ADDED
@@ -0,0 +1,8 @@
 
 
 
 
 
 
 
 
 
1
+ id,type,entry_time,exit_time,entry_price,exit_price,pnl,reason
2
+ lev_2,leveraged,2022-03-28 01:09:00,2022-03-28 03:12:00,21.5,22.61736,1.4975478697674438,trailing_stop_small_calls
3
+ lev_6,leveraged,2022-03-28 18:22:00,2022-03-28 21:01:00,22.33,23.26671,1.1971965382892988,trailing_stop_small_calls
4
+ lev_8,leveraged,2022-03-29 03:21:00,2022-03-29 12:54:00,21.95,22.86711,1.1861998496583157,trailing_stop_small_calls
5
+ lev_10,leveraged,2022-03-29 14:45:00,2022-04-25 00:24:00,22.95,15.66432,-10.04824094117647,liquidated_max_calls_reached
6
+ lev_4,leveraged,2022-03-28 09:58:00,2022-04-25 00:54:00,22.61,15.45453,-10.036716315789473,liquidated_max_calls_reached
7
+ lev_14,leveraged,2022-04-17 16:22:00,2022-04-29 10:47:00,17.66,14.06592,-6.369353204983012,liquidated_tech_error_on_call
8
+ lev_12,leveraged,2022-04-13 20:31:00,2022-04-30 23:09:00,17.01,11.42856,-10.19996571428572,liquidated_max_calls_reached
ICP-USDT_USDT_2022-03-24_to_2022-06-22/balance_sheet.txt ADDED
@@ -0,0 +1,164 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ================================================================================
2
+ PORTFOLIO BALANCE SHEET LOG
3
+ ================================================================================
4
+ Backtest Run Time: 2025-08-11 13:02:49
5
+ Initial Portfolio Funds: $1,000.00
6
+ --------------------------------------------------------------------------------
7
+
8
+ [2025-08-11 13:02:49] - INITIAL STATE
9
+ - PORTFOLIO STATE: Total Equity: $1,000.00 | Cash: $1,000.00 | In Positions: $0.00 (Utilization: 0.00%)
10
+
11
+ [2022-03-28 01:09:00] - NEW SPOT ENTRY (ID: spot_1)
12
+ - Details: Invested $20.00 for 0.930233 units @ $21.5000
13
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$980.00 | In Positions=$20.00 (Utilization: 2.00%)
14
+
15
+ [2022-03-28 01:09:00] - NEW LEVERAGED ENTRY (ID: lev_2)
16
+ - Details: Size=$30.00 @ $21.5000
17
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
18
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$970.00 | In Positions=$30.00 (Utilization: 3.00%)
19
+
20
+ [2022-03-28 03:12:00] - PROFIT TAKE (LEVERAGED ID: lev_2)
21
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $22.6174
22
+ - P&L BREAKDOWN:
23
+ - Gross PnL: $ 1.56
24
+ - Slippage Cost: ($ -0.03)
25
+ - Transaction Fees: ($ -0.06)
26
+ - Borrowing Fees Paid: ($ -0.00)
27
+ ---------------------------------------
28
+ - Net PnL: $ 1.50
29
+ - Capital Returned to Cash: $11.50
30
+ - PORTFOLIO STATE: Total Equity=$1,002.56 | Cash=$981.50 | In Positions=$20.00 (Utilization: 2.10%)
31
+
32
+ [2022-03-28 09:58:00] - NEW SPOT ENTRY (ID: spot_3)
33
+ - Details: Invested $20.00 for 0.884564 units @ $22.6100
34
+ - PORTFOLIO STATE: Total Equity=$1,002.53 | Cash=$961.50 | In Positions=$40.00 (Utilization: 4.09%)
35
+
36
+ [2022-03-28 09:58:00] - NEW LEVERAGED ENTRY (ID: lev_4)
37
+ - Details: Size=$30.00 @ $22.6100
38
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
39
+ - PORTFOLIO STATE: Total Equity=$1,002.53 | Cash=$951.50 | In Positions=$50.00 (Utilization: 5.09%)
40
+
41
+ [2022-03-28 18:22:00] - NEW SPOT ENTRY (ID: spot_5)
42
+ - Details: Invested $20.00 for 0.895656 units @ $22.3300
43
+ - PORTFOLIO STATE: Total Equity=$1,001.64 | Cash=$931.49 | In Positions=$70.00 (Utilization: 7.04%)
44
+
45
+ [2022-03-28 18:22:00] - NEW LEVERAGED ENTRY (ID: lev_6)
46
+ - Details: Size=$30.00 @ $22.3300
47
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
48
+ - PORTFOLIO STATE: Total Equity=$1,001.64 | Cash=$921.49 | In Positions=$80.00 (Utilization: 8.04%)
49
+
50
+ [2022-03-28 21:01:00] - PROFIT TAKE (LEVERAGED ID: lev_6)
51
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $23.2667
52
+ - P&L BREAKDOWN:
53
+ - Gross PnL: $ 1.26
54
+ - Slippage Cost: ($ -0.03)
55
+ - Transaction Fees: ($ -0.06)
56
+ - Borrowing Fees Paid: ($ -0.00)
57
+ ---------------------------------------
58
+ - Net PnL: $ 1.20
59
+ - Capital Returned to Cash: $11.20
60
+ - PORTFOLIO STATE: Total Equity=$1,006.72 | Cash=$932.69 | In Positions=$70.00 (Utilization: 7.26%)
61
+
62
+ [2022-03-29 03:21:00] - NEW SPOT ENTRY (ID: spot_7)
63
+ - Details: Invested $20.00 for 0.911162 units @ $21.9500
64
+ - PORTFOLIO STATE: Total Equity=$1,001.30 | Cash=$912.68 | In Positions=$90.00 (Utilization: 8.94%)
65
+
66
+ [2022-03-29 03:21:00] - NEW LEVERAGED ENTRY (ID: lev_8)
67
+ - Details: Size=$30.00 @ $21.9500
68
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
69
+ - PORTFOLIO STATE: Total Equity=$1,001.30 | Cash=$902.68 | In Positions=$100.00 (Utilization: 9.94%)
70
+
71
+ [2022-03-29 12:54:00] - PROFIT TAKE (LEVERAGED ID: lev_8)
72
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $22.8671
73
+ - P&L BREAKDOWN:
74
+ - Gross PnL: $ 1.25
75
+ - Slippage Cost: ($ -0.03)
76
+ - Transaction Fees: ($ -0.06)
77
+ - Borrowing Fees Paid: ($ -0.01)
78
+ ---------------------------------------
79
+ - Net PnL: $ 1.19
80
+ - Capital Returned to Cash: $11.19
81
+ - PORTFOLIO STATE: Total Equity=$1,007.13 | Cash=$913.86 | In Positions=$90.00 (Utilization: 9.22%)
82
+
83
+ [2022-03-29 14:45:00] - NEW SPOT ENTRY (ID: spot_9)
84
+ - Details: Invested $20.00 for 0.871460 units @ $22.9500
85
+ - PORTFOLIO STATE: Total Equity=$1,007.42 | Cash=$893.86 | In Positions=$110.00 (Utilization: 11.23%)
86
+
87
+ [2022-03-29 14:45:00] - NEW LEVERAGED ENTRY (ID: lev_10)
88
+ - Details: Size=$30.00 @ $22.9500
89
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
90
+ - PORTFOLIO STATE: Total Equity=$1,007.42 | Cash=$883.86 | In Positions=$120.00 (Utilization: 12.22%)
91
+
92
+ [2022-04-13 20:31:00] - NEW SPOT ENTRY (ID: spot_11)
93
+ - Details: Invested $20.00 for 1.175779 units @ $17.0100
94
+ - PORTFOLIO STATE: Total Equity=$964.54 | Cash=$863.31 | In Positions=$140.00 (Utilization: 12.07%)
95
+
96
+ [2022-04-13 20:31:00] - NEW LEVERAGED ENTRY (ID: lev_12)
97
+ - Details: Size=$30.00 @ $17.0100
98
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
99
+ - PORTFOLIO STATE: Total Equity=$964.54 | Cash=$853.31 | In Positions=$150.00 (Utilization: 13.11%)
100
+
101
+ [2022-04-17 16:22:00] - NEW SPOT ENTRY (ID: spot_13)
102
+ - Details: Invested $20.00 for 1.132503 units @ $17.6600
103
+ - PORTFOLIO STATE: Total Equity=$970.88 | Cash=$833.11 | In Positions=$170.00 (Utilization: 15.46%)
104
+
105
+ [2022-04-17 16:22:00] - NEW LEVERAGED ENTRY (ID: lev_14)
106
+ - Details: Size=$30.00 @ $17.6600
107
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
108
+ - PORTFOLIO STATE: Total Equity=$970.88 | Cash=$823.11 | In Positions=$180.00 (Utilization: 16.49%)
109
+
110
+ [2022-04-25 00:24:00] - LIQUIDATION (LEVERAGED ID: lev_10)
111
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $15.6643
112
+ - P&L BREAKDOWN:
113
+ - Gross PnL: $ -9.52
114
+ - Slippage Cost: ($ -0.02)
115
+ - Transaction Fees: ($ -0.05)
116
+ - Borrowing Fees Paid: ($ -0.47)
117
+ ---------------------------------------
118
+ - Net PnL: $ -10.05
119
+ - Capital Returned to Cash: $-0.05
120
+ - PORTFOLIO STATE: Total Equity=$944.27 | Cash=$822.53 | In Positions=$170.00 (Utilization: 14.47%)
121
+
122
+ [2022-04-25 00:54:00] - LIQUIDATION (LEVERAGED ID: lev_4)
123
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $15.4545
124
+ - P&L BREAKDOWN:
125
+ - Gross PnL: $ -9.49
126
+ - Slippage Cost: ($ -0.02)
127
+ - Transaction Fees: ($ -0.05)
128
+ - Borrowing Fees Paid: ($ -0.49)
129
+ ---------------------------------------
130
+ - Net PnL: $ -10.04
131
+ - Capital Returned to Cash: $-0.04
132
+ - PORTFOLIO STATE: Total Equity=$941.27 | Cash=$822.49 | In Positions=$160.00 (Utilization: 13.30%)
133
+
134
+ [2022-04-30 23:07:00] - LIQUIDATION (LEVERAGED ID: lev_14)
135
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $11.4885
136
+ - P&L BREAKDOWN:
137
+ - Gross PnL: $ -10.48
138
+ - Slippage Cost: ($ -0.02)
139
+ - Transaction Fees: ($ -0.05)
140
+ - Borrowing Fees Paid: ($ -0.23)
141
+ ---------------------------------------
142
+ - Net PnL: $ -10.77
143
+ - Capital Returned to Cash: $-0.77
144
+ - PORTFOLIO STATE: Total Equity=$900.01 | Cash=$821.52 | In Positions=$150.00 (Utilization: 9.80%)
145
+
146
+ [2022-04-30 23:09:00] - LIQUIDATION (LEVERAGED ID: lev_12)
147
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $11.4286
148
+ - P&L BREAKDOWN:
149
+ - Gross PnL: $ -9.84
150
+ - Slippage Cost: ($ -0.02)
151
+ - Transaction Fees: ($ -0.05)
152
+ - Borrowing Fees Paid: ($ -0.31)
153
+ ---------------------------------------
154
+ - Net PnL: $ -10.20
155
+ - Capital Returned to Cash: $-0.20
156
+ - PORTFOLIO STATE: Total Equity=$899.12 | Cash=$821.32 | In Positions=$140.00 (Utilization: 8.65%)
157
+
158
+ ================================================================================
159
+ BACKTEST COMPLETE
160
+ ================================================================================
161
+ End Time: 2022-06-22 00:00:00
162
+ Final Portfolio Equity: $865.12
163
+ Average Portfolio Utilization: 9.22%
164
+ ================================================================================
ICP-USDT_USDT_2022-03-24_to_2022-06-22/performance_history.csv ADDED
The diff for this file is too large to render. See raw diff
 
ICP-USDT_USDT_2022-03-24_to_2022-06-22/trade_history.csv ADDED
@@ -0,0 +1,8 @@
 
 
 
 
 
 
 
 
 
1
+ id,type,entry_time,exit_time,entry_price,exit_price,pnl,reason
2
+ lev_2,leveraged,2022-03-28 01:09:00,2022-03-28 03:12:00,21.5,22.61736,1.4975478697674438,trailing_stop_small_calls
3
+ lev_6,leveraged,2022-03-28 18:22:00,2022-03-28 21:01:00,22.33,23.26671,1.1971965382892988,trailing_stop_small_calls
4
+ lev_8,leveraged,2022-03-29 03:21:00,2022-03-29 12:54:00,21.95,22.86711,1.1861998496583157,trailing_stop_small_calls
5
+ lev_10,leveraged,2022-03-29 14:45:00,2022-04-25 00:24:00,22.95,15.66432,-10.04824094117647,liquidated_max_calls_reached
6
+ lev_4,leveraged,2022-03-28 09:58:00,2022-04-25 00:54:00,22.61,15.45453,-10.036716315789473,liquidated_max_calls_reached
7
+ lev_14,leveraged,2022-04-17 16:22:00,2022-04-30 23:07:00,17.66,11.4885,-10.767377972819931,liquidated_max_calls_reached
8
+ lev_12,leveraged,2022-04-13 20:31:00,2022-04-30 23:09:00,17.01,11.42856,-10.19996571428572,liquidated_max_calls_reached
ICP-USDT_USDT_2022-04-01_to_2022-06-30/balance_sheet.txt ADDED
@@ -0,0 +1,164 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ================================================================================
2
+ PORTFOLIO BALANCE SHEET LOG
3
+ ================================================================================
4
+ Backtest Run Time: 2025-08-11 13:03:57
5
+ Initial Portfolio Funds: $1,000.00
6
+ --------------------------------------------------------------------------------
7
+
8
+ [2025-08-11 13:03:57] - INITIAL STATE
9
+ - PORTFOLIO STATE: Total Equity: $1,000.00 | Cash: $1,000.00 | In Positions: $0.00 (Utilization: 0.00%)
10
+
11
+ [2022-04-13 20:31:00] - NEW SPOT ENTRY (ID: spot_1)
12
+ - Details: Invested $20.00 for 1.175779 units @ $17.0100
13
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$980.00 | In Positions=$20.00 (Utilization: 2.00%)
14
+
15
+ [2022-04-13 20:31:00] - NEW LEVERAGED ENTRY (ID: lev_2)
16
+ - Details: Size=$30.00 @ $17.0100
17
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
18
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$970.00 | In Positions=$30.00 (Utilization: 3.00%)
19
+
20
+ [2022-04-17 16:22:00] - NEW SPOT ENTRY (ID: spot_3)
21
+ - Details: Invested $20.00 for 1.132503 units @ $17.6600
22
+ - PORTFOLIO STATE: Total Equity=$1,001.84 | Cash=$949.93 | In Positions=$50.00 (Utilization: 5.07%)
23
+
24
+ [2022-04-17 16:22:00] - NEW LEVERAGED ENTRY (ID: lev_4)
25
+ - Details: Size=$30.00 @ $17.6600
26
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
27
+ - PORTFOLIO STATE: Total Equity=$1,001.84 | Cash=$939.93 | In Positions=$60.00 (Utilization: 6.07%)
28
+
29
+ [2022-04-30 23:07:00] - LIQUIDATION (LEVERAGED ID: lev_4)
30
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $11.4885
31
+ - P&L BREAKDOWN:
32
+ - Gross PnL: $ -10.48
33
+ - Slippage Cost: ($ -0.02)
34
+ - Transaction Fees: ($ -0.05)
35
+ - Borrowing Fees Paid: ($ -0.23)
36
+ ---------------------------------------
37
+ - Net PnL: $ -10.77
38
+ - Capital Returned to Cash: $-0.77
39
+ - PORTFOLIO STATE: Total Equity=$965.52 | Cash=$938.69 | In Positions=$50.00 (Utilization: 3.79%)
40
+
41
+ [2022-04-30 23:09:00] - LIQUIDATION (LEVERAGED ID: lev_2)
42
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $11.4286
43
+ - P&L BREAKDOWN:
44
+ - Gross PnL: $ -9.84
45
+ - Slippage Cost: ($ -0.02)
46
+ - Transaction Fees: ($ -0.05)
47
+ - Borrowing Fees Paid: ($ -0.31)
48
+ ---------------------------------------
49
+ - Net PnL: $ -10.20
50
+ - Capital Returned to Cash: $-0.20
51
+ - PORTFOLIO STATE: Total Equity=$964.90 | Cash=$938.49 | In Positions=$40.00 (Utilization: 2.74%)
52
+
53
+ [2022-05-03 08:13:00] - NEW SPOT ENTRY (ID: spot_5)
54
+ - Details: Invested $20.00 for 1.494768 units @ $13.3800
55
+ - PORTFOLIO STATE: Total Equity=$969.38 | Cash=$918.49 | In Positions=$60.00 (Utilization: 5.25%)
56
+
57
+ [2022-05-03 08:13:00] - NEW LEVERAGED ENTRY (ID: lev_6)
58
+ - Details: Size=$30.00 @ $13.3800
59
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
60
+ - PORTFOLIO STATE: Total Equity=$969.38 | Cash=$908.49 | In Positions=$70.00 (Utilization: 6.28%)
61
+
62
+ [2022-05-03 16:24:00] - NEW SPOT ENTRY (ID: spot_7)
63
+ - Details: Invested $20.00 for 1.539646 units @ $12.9900
64
+ - PORTFOLIO STATE: Total Equity=$967.01 | Cash=$888.49 | In Positions=$90.00 (Utilization: 8.21%)
65
+
66
+ [2022-05-03 16:24:00] - NEW LEVERAGED ENTRY (ID: lev_8)
67
+ - Details: Size=$30.00 @ $12.9900
68
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
69
+ - PORTFOLIO STATE: Total Equity=$967.01 | Cash=$878.49 | In Positions=$100.00 (Utilization: 9.25%)
70
+
71
+ [2022-05-04 10:47:00] - PROFIT TAKE (LEVERAGED ID: lev_8)
72
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $13.6164
73
+ - P&L BREAKDOWN:
74
+ - Gross PnL: $ 1.45
75
+ - Slippage Cost: ($ -0.03)
76
+ - Transaction Fees: ($ -0.06)
77
+ - Borrowing Fees Paid: ($ -0.01)
78
+ ---------------------------------------
79
+ - Net PnL: $ 1.37
80
+ - Capital Returned to Cash: $11.37
81
+ - PORTFOLIO STATE: Total Equity=$973.22 | Cash=$889.84 | In Positions=$90.00 (Utilization: 8.51%)
82
+
83
+ [2022-05-04 18:50:00] - PROFIT TAKE (LEVERAGED ID: lev_6)
84
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $13.9261
85
+ - P&L BREAKDOWN:
86
+ - Gross PnL: $ 1.22
87
+ - Slippage Cost: ($ -0.03)
88
+ - Transaction Fees: ($ -0.06)
89
+ - Borrowing Fees Paid: ($ -0.02)
90
+ ---------------------------------------
91
+ - Net PnL: $ 1.14
92
+ - Capital Returned to Cash: $11.14
93
+ - PORTFOLIO STATE: Total Equity=$975.45 | Cash=$900.97 | In Positions=$80.00 (Utilization: 7.64%)
94
+
95
+ [2022-05-13 17:09:00] - NEW SPOT ENTRY (ID: spot_9)
96
+ - Details: Invested $20.00 for 2.277904 units @ $8.7800
97
+ - PORTFOLIO STATE: Total Equity=$947.88 | Cash=$880.97 | In Positions=$100.00 (Utilization: 7.06%)
98
+
99
+ [2022-05-13 17:09:00] - NEW LEVERAGED ENTRY (ID: lev_10)
100
+ - Details: Size=$30.00 @ $8.7800
101
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
102
+ - PORTFOLIO STATE: Total Equity=$947.88 | Cash=$870.97 | In Positions=$110.00 (Utilization: 8.11%)
103
+
104
+ [2022-05-13 23:59:00] - PROFIT TAKE (LEVERAGED ID: lev_10)
105
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $9.2707
106
+ - P&L BREAKDOWN:
107
+ - Gross PnL: $ 1.68
108
+ - Slippage Cost: ($ -0.03)
109
+ - Transaction Fees: ($ -0.06)
110
+ - Borrowing Fees Paid: ($ -0.00)
111
+ ---------------------------------------
112
+ - Net PnL: $ 1.62
113
+ - Capital Returned to Cash: $11.62
114
+ - PORTFOLIO STATE: Total Equity=$953.30 | Cash=$882.58 | In Positions=$100.00 (Utilization: 7.42%)
115
+
116
+ [2022-05-14 03:44:00] - NEW SPOT ENTRY (ID: spot_11)
117
+ - Details: Invested $20.00 for 2.239642 units @ $8.9300
118
+ - PORTFOLIO STATE: Total Equity=$950.64 | Cash=$862.58 | In Positions=$120.00 (Utilization: 9.26%)
119
+
120
+ [2022-05-14 03:44:00] - NEW LEVERAGED ENTRY (ID: lev_12)
121
+ - Details: Size=$30.00 @ $8.9300
122
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
123
+ - PORTFOLIO STATE: Total Equity=$950.64 | Cash=$852.58 | In Positions=$130.00 (Utilization: 10.31%)
124
+
125
+ [2022-05-14 11:45:00] - NEW SPOT ENTRY (ID: spot_13)
126
+ - Details: Invested $20.00 for 2.472188 units @ $8.0900
127
+ - PORTFOLIO STATE: Total Equity=$939.53 | Cash=$832.58 | In Positions=$150.00 (Utilization: 11.68%)
128
+
129
+ [2022-05-14 11:45:00] - NEW LEVERAGED ENTRY (ID: lev_14)
130
+ - Details: Size=$30.00 @ $8.0900
131
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
132
+ - PORTFOLIO STATE: Total Equity=$939.53 | Cash=$822.58 | In Positions=$160.00 (Utilization: 12.75%)
133
+
134
+ [2022-05-14 23:58:00] - PROFIT TAKE (LEVERAGED ID: lev_14)
135
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.4915
136
+ - P&L BREAKDOWN:
137
+ - Gross PnL: $ 1.49
138
+ - Slippage Cost: ($ -0.03)
139
+ - Transaction Fees: ($ -0.06)
140
+ - Borrowing Fees Paid: ($ -0.01)
141
+ ---------------------------------------
142
+ - Net PnL: $ 1.42
143
+ - Capital Returned to Cash: $11.42
144
+ - PORTFOLIO STATE: Total Equity=$947.37 | Cash=$833.99 | In Positions=$150.00 (Utilization: 12.12%)
145
+
146
+ [2022-06-02 20:27:00] - PROFIT TAKE (LEVERAGED ID: lev_12)
147
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $9.5105
148
+ - P&L BREAKDOWN:
149
+ - Gross PnL: $ 1.95
150
+ - Slippage Cost: ($ -0.03)
151
+ - Transaction Fees: ($ -0.06)
152
+ - Borrowing Fees Paid: ($ -0.35)
153
+ ---------------------------------------
154
+ - Net PnL: $ 1.53
155
+ - Capital Returned to Cash: $11.53
156
+ - PORTFOLIO STATE: Total Equity=$962.58 | Cash=$845.18 | In Positions=$140.00 (Utilization: 12.20%)
157
+
158
+ ================================================================================
159
+ BACKTEST COMPLETE
160
+ ================================================================================
161
+ End Time: 2022-06-30 00:00:00
162
+ Final Portfolio Equity: $912.02
163
+ Average Portfolio Utilization: 7.56%
164
+ ================================================================================
ICP-USDT_USDT_2022-04-01_to_2022-06-30/performance_history.csv ADDED
The diff for this file is too large to render. See raw diff
 
ICP-USDT_USDT_2022-04-01_to_2022-06-30/trade_history.csv ADDED
@@ -0,0 +1,8 @@
 
 
 
 
 
 
 
 
 
1
+ id,type,entry_time,exit_time,entry_price,exit_price,pnl,reason
2
+ lev_4,leveraged,2022-04-17 16:22:00,2022-04-30 23:07:00,17.66,11.4885,-10.767377972819931,liquidated_max_calls_reached
3
+ lev_2,leveraged,2022-04-13 20:31:00,2022-04-30 23:09:00,17.01,11.42856,-10.19996571428572,liquidated_max_calls_reached
4
+ lev_8,leveraged,2022-05-03 16:24:00,2022-05-04 10:47:00,12.99,13.616370000000002,1.3731354041570472,trailing_stop_small_calls
5
+ lev_6,leveraged,2022-05-03 08:13:00,2022-05-04 18:50:00,13.38,13.92606,1.139125426008966,trailing_stop_small_calls
6
+ lev_10,leveraged,2022-05-13 17:09:00,2022-05-13 23:59:00,8.78,9.270719999999999,1.6150430979498849,trailing_stop_small_calls
7
+ lev_14,leveraged,2022-05-14 11:45:00,2022-05-14 23:58:00,8.09,8.4915,1.4213862793572327,trailing_stop_small_calls
8
+ lev_12,leveraged,2022-05-14 03:44:00,2022-06-02 20:27:00,8.93,9.51048,1.5341506830907043,trailing_stop_moderate_calls
ICP-USDT_USDT_2022-04-15_to_2022-07-14/balance_sheet.txt ADDED
@@ -0,0 +1,354 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ================================================================================
2
+ PORTFOLIO BALANCE SHEET LOG
3
+ ================================================================================
4
+ Backtest Run Time: 2025-08-11 13:03:39
5
+ Initial Portfolio Funds: $1,000.00
6
+ --------------------------------------------------------------------------------
7
+
8
+ [2025-08-11 13:03:39] - INITIAL STATE
9
+ - PORTFOLIO STATE: Total Equity: $1,000.00 | Cash: $1,000.00 | In Positions: $0.00 (Utilization: 0.00%)
10
+
11
+ [2022-04-18 00:44:00] - NEW SPOT ENTRY (ID: spot_1)
12
+ - Details: Invested $20.00 for 1.212121 units @ $16.5000
13
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$980.00 | In Positions=$20.00 (Utilization: 2.00%)
14
+
15
+ [2022-04-18 00:44:00] - NEW LEVERAGED ENTRY (ID: lev_2)
16
+ - Details: Size=$30.00 @ $16.5000
17
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
18
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$970.00 | In Positions=$30.00 (Utilization: 3.00%)
19
+
20
+ [2022-04-19 14:15:00] - PROFIT TAKE (LEVERAGED ID: lev_2)
21
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $17.3526
22
+ - P&L BREAKDOWN:
23
+ - Gross PnL: $ 1.55
24
+ - Slippage Cost: ($ -0.03)
25
+ - Transaction Fees: ($ -0.06)
26
+ - Borrowing Fees Paid: ($ -0.02)
27
+ ---------------------------------------
28
+ - Net PnL: $ 1.46
29
+ - Capital Returned to Cash: $11.46
30
+ - PORTFOLIO STATE: Total Equity=$1,002.50 | Cash=$981.44 | In Positions=$20.00 (Utilization: 2.10%)
31
+
32
+ [2022-05-03 08:13:00] - NEW SPOT ENTRY (ID: spot_3)
33
+ - Details: Invested $20.00 for 1.494768 units @ $13.3800
34
+ - PORTFOLIO STATE: Total Equity=$997.66 | Cash=$961.44 | In Positions=$40.00 (Utilization: 3.63%)
35
+
36
+ [2022-05-03 08:13:00] - NEW LEVERAGED ENTRY (ID: lev_4)
37
+ - Details: Size=$30.00 @ $13.3800
38
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
39
+ - PORTFOLIO STATE: Total Equity=$997.66 | Cash=$951.44 | In Positions=$50.00 (Utilization: 4.63%)
40
+
41
+ [2022-05-03 16:24:00] - NEW SPOT ENTRY (ID: spot_5)
42
+ - Details: Invested $20.00 for 1.539646 units @ $12.9900
43
+ - PORTFOLIO STATE: Total Equity=$995.72 | Cash=$931.43 | In Positions=$70.00 (Utilization: 6.54%)
44
+
45
+ [2022-05-03 16:24:00] - NEW LEVERAGED ENTRY (ID: lev_6)
46
+ - Details: Size=$30.00 @ $12.9900
47
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
48
+ - PORTFOLIO STATE: Total Equity=$995.72 | Cash=$921.43 | In Positions=$80.00 (Utilization: 7.55%)
49
+
50
+ [2022-05-04 10:47:00] - PROFIT TAKE (LEVERAGED ID: lev_6)
51
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $13.6164
52
+ - P&L BREAKDOWN:
53
+ - Gross PnL: $ 1.45
54
+ - Slippage Cost: ($ -0.03)
55
+ - Transaction Fees: ($ -0.06)
56
+ - Borrowing Fees Paid: ($ -0.01)
57
+ ---------------------------------------
58
+ - Net PnL: $ 1.37
59
+ - Capital Returned to Cash: $11.37
60
+ - PORTFOLIO STATE: Total Equity=$1,001.22 | Cash=$932.78 | In Positions=$70.00 (Utilization: 6.78%)
61
+
62
+ [2022-05-04 18:50:00] - PROFIT TAKE (LEVERAGED ID: lev_4)
63
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $13.9261
64
+ - P&L BREAKDOWN:
65
+ - Gross PnL: $ 1.22
66
+ - Slippage Cost: ($ -0.03)
67
+ - Transaction Fees: ($ -0.06)
68
+ - Borrowing Fees Paid: ($ -0.02)
69
+ ---------------------------------------
70
+ - Net PnL: $ 1.14
71
+ - Capital Returned to Cash: $11.14
72
+ - PORTFOLIO STATE: Total Equity=$1,003.11 | Cash=$943.92 | In Positions=$60.00 (Utilization: 5.90%)
73
+
74
+ [2022-05-13 17:09:00] - NEW SPOT ENTRY (ID: spot_7)
75
+ - Details: Invested $20.00 for 2.277904 units @ $8.7800
76
+ - PORTFOLIO STATE: Total Equity=$981.20 | Cash=$923.92 | In Positions=$80.00 (Utilization: 5.84%)
77
+
78
+ [2022-05-13 17:09:00] - NEW LEVERAGED ENTRY (ID: lev_8)
79
+ - Details: Size=$30.00 @ $8.7800
80
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
81
+ - PORTFOLIO STATE: Total Equity=$981.20 | Cash=$913.92 | In Positions=$90.00 (Utilization: 6.86%)
82
+
83
+ [2022-05-13 23:59:00] - PROFIT TAKE (LEVERAGED ID: lev_8)
84
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $9.2707
85
+ - P&L BREAKDOWN:
86
+ - Gross PnL: $ 1.68
87
+ - Slippage Cost: ($ -0.03)
88
+ - Transaction Fees: ($ -0.06)
89
+ - Borrowing Fees Paid: ($ -0.00)
90
+ ---------------------------------------
91
+ - Net PnL: $ 1.62
92
+ - Capital Returned to Cash: $11.62
93
+ - PORTFOLIO STATE: Total Equity=$986.08 | Cash=$925.53 | In Positions=$80.00 (Utilization: 6.14%)
94
+
95
+ [2022-05-14 03:44:00] - NEW SPOT ENTRY (ID: spot_9)
96
+ - Details: Invested $20.00 for 2.239642 units @ $8.9300
97
+ - PORTFOLIO STATE: Total Equity=$983.80 | Cash=$905.53 | In Positions=$100.00 (Utilization: 7.96%)
98
+
99
+ [2022-05-14 03:44:00] - NEW LEVERAGED ENTRY (ID: lev_10)
100
+ - Details: Size=$30.00 @ $8.9300
101
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
102
+ - PORTFOLIO STATE: Total Equity=$983.80 | Cash=$895.53 | In Positions=$110.00 (Utilization: 8.97%)
103
+
104
+ [2022-05-14 11:45:00] - NEW SPOT ENTRY (ID: spot_11)
105
+ - Details: Invested $20.00 for 2.472188 units @ $8.0900
106
+ - PORTFOLIO STATE: Total Equity=$973.61 | Cash=$875.53 | In Positions=$130.00 (Utilization: 10.36%)
107
+
108
+ [2022-05-14 11:45:00] - NEW LEVERAGED ENTRY (ID: lev_12)
109
+ - Details: Size=$30.00 @ $8.0900
110
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
111
+ - PORTFOLIO STATE: Total Equity=$973.61 | Cash=$865.53 | In Positions=$140.00 (Utilization: 11.39%)
112
+
113
+ [2022-05-14 14:03:00] - LIQUIDATION (LEVERAGED ID: lev_12)
114
+ - Reason: 'liquidated_tech_error_on_call' @ Exit Price $7.8322
115
+ - P&L BREAKDOWN:
116
+ - Gross PnL: $ -0.96
117
+ - Slippage Cost: ($ -0.03)
118
+ - Transaction Fees: ($ -0.06)
119
+ - Borrowing Fees Paid: ($ -0.00)
120
+ ---------------------------------------
121
+ - Net PnL: $ -1.02
122
+ - Capital Returned to Cash: $8.98
123
+ - PORTFOLIO STATE: Total Equity=$968.94 | Cash=$874.51 | In Positions=$130.00 (Utilization: 10.12%)
124
+
125
+ [2022-05-31 01:04:00] - NEW SPOT ENTRY (ID: spot_13)
126
+ - Details: Invested $20.00 for 2.472188 units @ $8.0900
127
+ - PORTFOLIO STATE: Total Equity=$972.30 | Cash=$854.22 | In Positions=$150.00 (Utilization: 12.43%)
128
+
129
+ [2022-05-31 01:04:00] - NEW LEVERAGED ENTRY (ID: lev_14)
130
+ - Details: Size=$30.00 @ $8.0900
131
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
132
+ - PORTFOLIO STATE: Total Equity=$972.30 | Cash=$844.22 | In Positions=$160.00 (Utilization: 13.46%)
133
+
134
+ [2022-05-31 07:40:00] - PROFIT TAKE (LEVERAGED ID: lev_14)
135
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.5514
136
+ - P&L BREAKDOWN:
137
+ - Gross PnL: $ 1.71
138
+ - Slippage Cost: ($ -0.03)
139
+ - Transaction Fees: ($ -0.06)
140
+ - Borrowing Fees Paid: ($ -0.00)
141
+ ---------------------------------------
142
+ - Net PnL: $ 1.65
143
+ - Capital Returned to Cash: $11.65
144
+ - PORTFOLIO STATE: Total Equity=$981.96 | Cash=$855.86 | In Positions=$150.00 (Utilization: 12.97%)
145
+
146
+ [2022-05-31 10:09:00] - NEW SPOT ENTRY (ID: spot_15)
147
+ - Details: Invested $20.00 for 2.406739 units @ $8.3100
148
+ - PORTFOLIO STATE: Total Equity=$977.69 | Cash=$835.86 | In Positions=$170.00 (Utilization: 14.72%)
149
+
150
+ [2022-05-31 10:09:00] - NEW LEVERAGED ENTRY (ID: lev_16)
151
+ - Details: Size=$30.00 @ $8.3100
152
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
153
+ - PORTFOLIO STATE: Total Equity=$977.69 | Cash=$825.86 | In Positions=$180.00 (Utilization: 15.74%)
154
+
155
+ [2022-05-31 18:15:00] - NEW SPOT ENTRY (ID: spot_17)
156
+ - Details: Invested $20.00 for 2.427184 units @ $8.2400
157
+ - PORTFOLIO STATE: Total Equity=$976.07 | Cash=$805.85 | In Positions=$200.00 (Utilization: 17.70%)
158
+
159
+ [2022-05-31 18:15:00] - NEW LEVERAGED ENTRY (ID: lev_18)
160
+ - Details: Size=$30.00 @ $8.2400
161
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
162
+ - PORTFOLIO STATE: Total Equity=$976.07 | Cash=$795.85 | In Positions=$210.00 (Utilization: 18.73%)
163
+
164
+ [2022-06-01 03:20:00] - NEW SPOT ENTRY (ID: spot_19)
165
+ - Details: Invested $20.00 for 2.478315 units @ $8.0700
166
+ - PORTFOLIO STATE: Total Equity=$971.09 | Cash=$775.83 | In Positions=$230.00 (Utilization: 20.56%)
167
+
168
+ [2022-06-01 03:20:00] - NEW LEVERAGED ENTRY (ID: lev_20)
169
+ - Details: Size=$30.00 @ $8.0700
170
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
171
+ - PORTFOLIO STATE: Total Equity=$971.09 | Cash=$765.83 | In Positions=$240.00 (Utilization: 21.59%)
172
+
173
+ [2022-06-01 13:07:00] - NEW SPOT ENTRY (ID: spot_21)
174
+ - Details: Invested $20.00 for 2.442002 units @ $8.1900
175
+ - PORTFOLIO STATE: Total Equity=$975.30 | Cash=$745.80 | In Positions=$260.00 (Utilization: 23.80%)
176
+
177
+ [2022-06-01 13:07:00] - NEW LEVERAGED ENTRY (ID: lev_22)
178
+ - Details: Size=$30.00 @ $8.1900
179
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
180
+ - PORTFOLIO STATE: Total Equity=$975.30 | Cash=$735.80 | In Positions=$270.00 (Utilization: 24.83%)
181
+
182
+ [2022-06-01 21:22:00] - NEW SPOT ENTRY (ID: spot_23)
183
+ - Details: Invested $20.00 for 2.645503 units @ $7.5600
184
+ - PORTFOLIO STATE: Total Equity=$949.16 | Cash=$715.77 | In Positions=$290.00 (Utilization: 26.06%)
185
+
186
+ [2022-06-01 21:22:00] - NEW LEVERAGED ENTRY (ID: lev_24)
187
+ - Details: Size=$30.00 @ $7.5600
188
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
189
+ - PORTFOLIO STATE: Total Equity=$949.16 | Cash=$705.77 | In Positions=$300.00 (Utilization: 27.12%)
190
+
191
+ [2022-06-02 12:00:00] - PROFIT TAKE (LEVERAGED ID: lev_24)
192
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.0419
193
+ - P&L BREAKDOWN:
194
+ - Gross PnL: $ 1.91
195
+ - Slippage Cost: ($ -0.03)
196
+ - Transaction Fees: ($ -0.06)
197
+ - Borrowing Fees Paid: ($ -0.01)
198
+ ---------------------------------------
199
+ - Net PnL: $ 1.84
200
+ - Capital Returned to Cash: $11.84
201
+ - PORTFOLIO STATE: Total Equity=$972.55 | Cash=$717.55 | In Positions=$290.00 (Utilization: 26.75%)
202
+
203
+ [2022-06-02 17:44:00] - PROFIT TAKE (LEVERAGED ID: lev_20)
204
+ - Reason: 'profit_target_small_calls' @ Exit Price $8.7612
205
+ - P&L BREAKDOWN:
206
+ - Gross PnL: $ 2.57
207
+ - Slippage Cost: ($ -0.03)
208
+ - Transaction Fees: ($ -0.06)
209
+ - Borrowing Fees Paid: ($ -0.02)
210
+ ---------------------------------------
211
+ - Net PnL: $ 2.48
212
+ - Capital Returned to Cash: $12.48
213
+ - PORTFOLIO STATE: Total Equity=$1,004.18 | Cash=$730.03 | In Positions=$280.00 (Utilization: 26.78%)
214
+
215
+ [2022-06-02 17:48:00] - PROFIT TAKE (LEVERAGED ID: lev_16)
216
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.7013
217
+ - P&L BREAKDOWN:
218
+ - Gross PnL: $ 1.41
219
+ - Slippage Cost: ($ -0.03)
220
+ - Transaction Fees: ($ -0.06)
221
+ - Borrowing Fees Paid: ($ -0.04)
222
+ ---------------------------------------
223
+ - Net PnL: $ 1.32
224
+ - Capital Returned to Cash: $11.32
225
+ - PORTFOLIO STATE: Total Equity=$1,001.63 | Cash=$741.35 | In Positions=$270.00 (Utilization: 25.70%)
226
+
227
+ [2022-06-02 17:48:00] - PROFIT TAKE (LEVERAGED ID: lev_18)
228
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.7013
229
+ - P&L BREAKDOWN:
230
+ - Gross PnL: $ 1.68
231
+ - Slippage Cost: ($ -0.03)
232
+ - Transaction Fees: ($ -0.06)
233
+ - Borrowing Fees Paid: ($ -0.03)
234
+ ---------------------------------------
235
+ - Net PnL: $ 1.59
236
+ - Capital Returned to Cash: $11.59
237
+ - PORTFOLIO STATE: Total Equity=$1,001.50 | Cash=$752.93 | In Positions=$260.00 (Utilization: 24.70%)
238
+
239
+ [2022-06-02 17:48:00] - PROFIT TAKE (LEVERAGED ID: lev_22)
240
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.7013
241
+ - P&L BREAKDOWN:
242
+ - Gross PnL: $ 1.87
243
+ - Slippage Cost: ($ -0.03)
244
+ - Transaction Fees: ($ -0.06)
245
+ - Borrowing Fees Paid: ($ -0.02)
246
+ ---------------------------------------
247
+ - Net PnL: $ 1.79
248
+ - Capital Returned to Cash: $11.79
249
+ - PORTFOLIO STATE: Total Equity=$1,001.39 | Cash=$764.73 | In Positions=$250.00 (Utilization: 23.71%)
250
+
251
+ [2022-06-02 18:12:00] - PROFIT TAKE (SPOT ID: spot_23)
252
+ - Reason: 'spot_profit_target' @ Exit Price $9.0709
253
+ - P&L BREAKDOWN:
254
+ - Gross PnL: $ 4.00
255
+ - Slippage Cost: ($ -0.02)
256
+ - Transaction Fees: ($ -0.04)
257
+ ---------------------------------------
258
+ - Net PnL: $ 3.95
259
+ - Capital Returned to Cash: $23.95
260
+ - PORTFOLIO STATE: Total Equity=$1,012.23 | Cash=$788.68 | In Positions=$230.00 (Utilization: 22.03%)
261
+
262
+ [2022-06-02 20:27:00] - PROFIT TAKE (LEVERAGED ID: lev_10)
263
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $9.5105
264
+ - P&L BREAKDOWN:
265
+ - Gross PnL: $ 1.95
266
+ - Slippage Cost: ($ -0.03)
267
+ - Transaction Fees: ($ -0.06)
268
+ - Borrowing Fees Paid: ($ -0.35)
269
+ ---------------------------------------
270
+ - Net PnL: $ 1.53
271
+ - Capital Returned to Cash: $11.53
272
+ - PORTFOLIO STATE: Total Equity=$1,023.57 | Cash=$800.21 | In Positions=$220.00 (Utilization: 21.82%)
273
+
274
+ [2022-06-02 22:11:00] - NEW SPOT ENTRY (ID: spot_25)
275
+ - Details: Invested $20.00 for 2.118644 units @ $9.4400
276
+ - PORTFOLIO STATE: Total Equity=$1,021.70 | Cash=$780.21 | In Positions=$240.00 (Utilization: 23.64%)
277
+
278
+ [2022-06-02 22:11:00] - NEW LEVERAGED ENTRY (ID: lev_26)
279
+ - Details: Size=$30.00 @ $9.4400
280
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
281
+ - PORTFOLIO STATE: Total Equity=$1,021.70 | Cash=$770.21 | In Positions=$250.00 (Utilization: 24.61%)
282
+
283
+ [2022-06-02 23:24:00] - PROFIT TAKE (SPOT ID: spot_19)
284
+ - Reason: 'spot_profit_target' @ Exit Price $9.6903
285
+ - P&L BREAKDOWN:
286
+ - Gross PnL: $ 4.02
287
+ - Slippage Cost: ($ -0.02)
288
+ - Transaction Fees: ($ -0.04)
289
+ ---------------------------------------
290
+ - Net PnL: $ 3.97
291
+ - Capital Returned to Cash: $23.97
292
+ - PORTFOLIO STATE: Total Equity=$1,029.11 | Cash=$794.18 | In Positions=$230.00 (Utilization: 22.75%)
293
+
294
+ [2022-06-03 10:46:00] - NEW SPOT ENTRY (ID: spot_27)
295
+ - Details: Invested $20.00 for 2.398082 units @ $8.3400
296
+ - PORTFOLIO STATE: Total Equity=$993.36 | Cash=$774.17 | In Positions=$250.00 (Utilization: 22.42%)
297
+
298
+ [2022-06-03 10:46:00] - NEW LEVERAGED ENTRY (ID: lev_28)
299
+ - Details: Size=$30.00 @ $8.3400
300
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
301
+ - PORTFOLIO STATE: Total Equity=$993.36 | Cash=$764.17 | In Positions=$260.00 (Utilization: 23.42%)
302
+
303
+ [2022-06-03 19:28:00] - NEW SPOT ENTRY (ID: spot_29)
304
+ - Details: Invested $20.00 for 2.450980 units @ $8.1600
305
+ - PORTFOLIO STATE: Total Equity=$987.54 | Cash=$744.16 | In Positions=$280.00 (Utilization: 25.12%)
306
+
307
+ [2022-06-03 19:28:00] - NEW LEVERAGED ENTRY (ID: lev_30)
308
+ - Details: Size=$30.00 @ $8.1600
309
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
310
+ - PORTFOLIO STATE: Total Equity=$987.54 | Cash=$734.16 | In Positions=$290.00 (Utilization: 26.13%)
311
+
312
+ [2022-06-09 19:17:00] - LIQUIDATION (LEVERAGED ID: lev_26)
313
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $6.3536
314
+ - P&L BREAKDOWN:
315
+ - Gross PnL: $ -9.81
316
+ - Slippage Cost: ($ -0.02)
317
+ - Transaction Fees: ($ -0.05)
318
+ - Borrowing Fees Paid: ($ -0.12)
319
+ ---------------------------------------
320
+ - Net PnL: $ -9.98
321
+ - Capital Returned to Cash: $0.02
322
+ - PORTFOLIO STATE: Total Equity=$917.90 | Cash=$733.87 | In Positions=$280.00 (Utilization: 21.55%)
323
+
324
+ [2022-06-30 00:02:00] - LIQUIDATION (LEVERAGED ID: lev_28)
325
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $5.4146
326
+ - P&L BREAKDOWN:
327
+ - Gross PnL: $ -10.52
328
+ - Slippage Cost: ($ -0.02)
329
+ - Transaction Fees: ($ -0.05)
330
+ - Borrowing Fees Paid: ($ -0.47)
331
+ ---------------------------------------
332
+ - Net PnL: $ -11.05
333
+ - Capital Returned to Cash: $-1.05
334
+ - PORTFOLIO STATE: Total Equity=$883.52 | Cash=$732.09 | In Positions=$270.00 (Utilization: 18.28%)
335
+
336
+ [2022-06-30 00:02:00] - LIQUIDATION (LEVERAGED ID: lev_30)
337
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $5.4146
338
+ - P&L BREAKDOWN:
339
+ - Gross PnL: $ -10.09
340
+ - Slippage Cost: ($ -0.02)
341
+ - Transaction Fees: ($ -0.05)
342
+ - Borrowing Fees Paid: ($ -0.47)
343
+ ---------------------------------------
344
+ - Net PnL: $ -10.61
345
+ - Capital Returned to Cash: $-0.61
346
+ - PORTFOLIO STATE: Total Equity=$882.98 | Cash=$731.48 | In Positions=$260.00 (Utilization: 17.16%)
347
+
348
+ ================================================================================
349
+ BACKTEST COMPLETE
350
+ ================================================================================
351
+ End Time: 2022-07-14 00:00:00
352
+ Final Portfolio Equity: $912.89
353
+ Average Portfolio Utilization: 16.09%
354
+ ================================================================================
ICP-USDT_USDT_2022-04-23_to_2022-07-22/balance_sheet.txt ADDED
@@ -0,0 +1,354 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ================================================================================
2
+ PORTFOLIO BALANCE SHEET LOG
3
+ ================================================================================
4
+ Backtest Run Time: 2025-08-11 13:02:39
5
+ Initial Portfolio Funds: $1,000.00
6
+ --------------------------------------------------------------------------------
7
+
8
+ [2025-08-11 13:02:39] - INITIAL STATE
9
+ - PORTFOLIO STATE: Total Equity: $1,000.00 | Cash: $1,000.00 | In Positions: $0.00 (Utilization: 0.00%)
10
+
11
+ [2022-04-26 09:10:00] - NEW SPOT ENTRY (ID: spot_1)
12
+ - Details: Invested $20.00 for 1.232286 units @ $16.2300
13
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$980.00 | In Positions=$20.00 (Utilization: 2.00%)
14
+
15
+ [2022-04-26 09:10:00] - NEW LEVERAGED ENTRY (ID: lev_2)
16
+ - Details: Size=$30.00 @ $16.2300
17
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
18
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$970.00 | In Positions=$30.00 (Utilization: 3.00%)
19
+
20
+ [2022-05-03 08:13:00] - NEW SPOT ENTRY (ID: spot_3)
21
+ - Details: Invested $20.00 for 1.494768 units @ $13.3800
22
+ - PORTFOLIO STATE: Total Equity=$991.10 | Cash=$949.88 | In Positions=$50.00 (Utilization: 4.69%)
23
+
24
+ [2022-05-03 08:13:00] - NEW LEVERAGED ENTRY (ID: lev_4)
25
+ - Details: Size=$30.00 @ $13.3800
26
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
27
+ - PORTFOLIO STATE: Total Equity=$991.10 | Cash=$939.88 | In Positions=$60.00 (Utilization: 5.70%)
28
+
29
+ [2022-05-03 16:24:00] - NEW SPOT ENTRY (ID: spot_5)
30
+ - Details: Invested $20.00 for 1.539646 units @ $12.9900
31
+ - PORTFOLIO STATE: Total Equity=$988.43 | Cash=$919.87 | In Positions=$80.00 (Utilization: 7.63%)
32
+
33
+ [2022-05-03 16:24:00] - NEW LEVERAGED ENTRY (ID: lev_6)
34
+ - Details: Size=$30.00 @ $12.9900
35
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
36
+ - PORTFOLIO STATE: Total Equity=$988.43 | Cash=$909.87 | In Positions=$90.00 (Utilization: 8.64%)
37
+
38
+ [2022-05-04 10:47:00] - PROFIT TAKE (LEVERAGED ID: lev_6)
39
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $13.6164
40
+ - P&L BREAKDOWN:
41
+ - Gross PnL: $ 1.45
42
+ - Slippage Cost: ($ -0.03)
43
+ - Transaction Fees: ($ -0.06)
44
+ - Borrowing Fees Paid: ($ -0.01)
45
+ ---------------------------------------
46
+ - Net PnL: $ 1.37
47
+ - Capital Returned to Cash: $11.37
48
+ - PORTFOLIO STATE: Total Equity=$995.11 | Cash=$921.20 | In Positions=$80.00 (Utilization: 7.85%)
49
+
50
+ [2022-05-04 18:50:00] - PROFIT TAKE (LEVERAGED ID: lev_4)
51
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $13.9261
52
+ - P&L BREAKDOWN:
53
+ - Gross PnL: $ 1.22
54
+ - Slippage Cost: ($ -0.03)
55
+ - Transaction Fees: ($ -0.06)
56
+ - Borrowing Fees Paid: ($ -0.02)
57
+ ---------------------------------------
58
+ - Net PnL: $ 1.14
59
+ - Capital Returned to Cash: $11.14
60
+ - PORTFOLIO STATE: Total Equity=$997.57 | Cash=$932.33 | In Positions=$70.00 (Utilization: 6.96%)
61
+
62
+ [2022-05-09 10:44:00] - LIQUIDATION (LEVERAGED ID: lev_2)
63
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $10.9790
64
+ - P&L BREAKDOWN:
65
+ - Gross PnL: $ -9.71
66
+ - Slippage Cost: ($ -0.02)
67
+ - Transaction Fees: ($ -0.05)
68
+ - Borrowing Fees Paid: ($ -0.23)
69
+ ---------------------------------------
70
+ - Net PnL: $ -9.99
71
+ - Capital Returned to Cash: $0.01
72
+ - PORTFOLIO STATE: Total Equity=$979.14 | Cash=$932.25 | In Positions=$60.00 (Utilization: 4.79%)
73
+
74
+ [2022-05-13 17:09:00] - NEW SPOT ENTRY (ID: spot_7)
75
+ - Details: Invested $20.00 for 2.277904 units @ $8.7800
76
+ - PORTFOLIO STATE: Total Equity=$969.71 | Cash=$912.25 | In Positions=$80.00 (Utilization: 5.93%)
77
+
78
+ [2022-05-13 17:09:00] - NEW LEVERAGED ENTRY (ID: lev_8)
79
+ - Details: Size=$30.00 @ $8.7800
80
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
81
+ - PORTFOLIO STATE: Total Equity=$969.71 | Cash=$902.25 | In Positions=$90.00 (Utilization: 6.96%)
82
+
83
+ [2022-05-13 23:59:00] - PROFIT TAKE (LEVERAGED ID: lev_8)
84
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $9.2707
85
+ - P&L BREAKDOWN:
86
+ - Gross PnL: $ 1.68
87
+ - Slippage Cost: ($ -0.03)
88
+ - Transaction Fees: ($ -0.06)
89
+ - Borrowing Fees Paid: ($ -0.00)
90
+ ---------------------------------------
91
+ - Net PnL: $ 1.62
92
+ - Capital Returned to Cash: $11.62
93
+ - PORTFOLIO STATE: Total Equity=$974.60 | Cash=$913.87 | In Positions=$80.00 (Utilization: 6.23%)
94
+
95
+ [2022-05-14 03:44:00] - NEW SPOT ENTRY (ID: spot_9)
96
+ - Details: Invested $20.00 for 2.239642 units @ $8.9300
97
+ - PORTFOLIO STATE: Total Equity=$972.31 | Cash=$893.87 | In Positions=$100.00 (Utilization: 8.07%)
98
+
99
+ [2022-05-14 03:44:00] - NEW LEVERAGED ENTRY (ID: lev_10)
100
+ - Details: Size=$30.00 @ $8.9300
101
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
102
+ - PORTFOLIO STATE: Total Equity=$972.31 | Cash=$883.87 | In Positions=$110.00 (Utilization: 9.10%)
103
+
104
+ [2022-05-14 11:45:00] - NEW SPOT ENTRY (ID: spot_11)
105
+ - Details: Invested $20.00 for 2.472188 units @ $8.0900
106
+ - PORTFOLIO STATE: Total Equity=$962.10 | Cash=$863.86 | In Positions=$130.00 (Utilization: 10.50%)
107
+
108
+ [2022-05-14 11:45:00] - NEW LEVERAGED ENTRY (ID: lev_12)
109
+ - Details: Size=$30.00 @ $8.0900
110
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
111
+ - PORTFOLIO STATE: Total Equity=$962.10 | Cash=$853.86 | In Positions=$140.00 (Utilization: 11.54%)
112
+
113
+ [2022-05-14 23:58:00] - PROFIT TAKE (LEVERAGED ID: lev_12)
114
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.4915
115
+ - P&L BREAKDOWN:
116
+ - Gross PnL: $ 1.49
117
+ - Slippage Cost: ($ -0.03)
118
+ - Transaction Fees: ($ -0.06)
119
+ - Borrowing Fees Paid: ($ -0.01)
120
+ ---------------------------------------
121
+ - Net PnL: $ 1.42
122
+ - Capital Returned to Cash: $11.42
123
+ - PORTFOLIO STATE: Total Equity=$969.51 | Cash=$865.27 | In Positions=$130.00 (Utilization: 10.90%)
124
+
125
+ [2022-05-31 01:04:00] - NEW SPOT ENTRY (ID: spot_13)
126
+ - Details: Invested $20.00 for 2.472188 units @ $8.0900
127
+ - PORTFOLIO STATE: Total Equity=$963.22 | Cash=$844.98 | In Positions=$150.00 (Utilization: 12.57%)
128
+
129
+ [2022-05-31 01:04:00] - NEW LEVERAGED ENTRY (ID: lev_14)
130
+ - Details: Size=$30.00 @ $8.0900
131
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
132
+ - PORTFOLIO STATE: Total Equity=$963.22 | Cash=$834.98 | In Positions=$160.00 (Utilization: 13.61%)
133
+
134
+ [2022-05-31 07:40:00] - PROFIT TAKE (LEVERAGED ID: lev_14)
135
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.5514
136
+ - P&L BREAKDOWN:
137
+ - Gross PnL: $ 1.71
138
+ - Slippage Cost: ($ -0.03)
139
+ - Transaction Fees: ($ -0.06)
140
+ - Borrowing Fees Paid: ($ -0.00)
141
+ ---------------------------------------
142
+ - Net PnL: $ 1.65
143
+ - Capital Returned to Cash: $11.65
144
+ - PORTFOLIO STATE: Total Equity=$972.90 | Cash=$846.63 | In Positions=$150.00 (Utilization: 13.11%)
145
+
146
+ [2022-05-31 10:09:00] - NEW SPOT ENTRY (ID: spot_15)
147
+ - Details: Invested $20.00 for 2.406739 units @ $8.3100
148
+ - PORTFOLIO STATE: Total Equity=$968.63 | Cash=$826.63 | In Positions=$170.00 (Utilization: 14.88%)
149
+
150
+ [2022-05-31 10:09:00] - NEW LEVERAGED ENTRY (ID: lev_16)
151
+ - Details: Size=$30.00 @ $8.3100
152
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
153
+ - PORTFOLIO STATE: Total Equity=$968.63 | Cash=$816.63 | In Positions=$180.00 (Utilization: 15.91%)
154
+
155
+ [2022-05-31 18:15:00] - NEW SPOT ENTRY (ID: spot_17)
156
+ - Details: Invested $20.00 for 2.427184 units @ $8.2400
157
+ - PORTFOLIO STATE: Total Equity=$967.00 | Cash=$796.61 | In Positions=$200.00 (Utilization: 17.89%)
158
+
159
+ [2022-05-31 18:15:00] - NEW LEVERAGED ENTRY (ID: lev_18)
160
+ - Details: Size=$30.00 @ $8.2400
161
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
162
+ - PORTFOLIO STATE: Total Equity=$967.00 | Cash=$786.61 | In Positions=$210.00 (Utilization: 18.92%)
163
+
164
+ [2022-05-31 18:55:00] - LIQUIDATION (LEVERAGED ID: lev_18)
165
+ - Reason: 'liquidated_tech_error_on_call' @ Exit Price $7.9920
166
+ - P&L BREAKDOWN:
167
+ - Gross PnL: $ -0.90
168
+ - Slippage Cost: ($ -0.03)
169
+ - Transaction Fees: ($ -0.06)
170
+ - Borrowing Fees Paid: ($ -0.00)
171
+ ---------------------------------------
172
+ - Net PnL: $ -0.96
173
+ - Capital Returned to Cash: $9.04
174
+ - PORTFOLIO STATE: Total Equity=$959.91 | Cash=$795.65 | In Positions=$200.00 (Utilization: 17.55%)
175
+
176
+ [2022-06-01 03:20:00] - NEW SPOT ENTRY (ID: spot_19)
177
+ - Details: Invested $20.00 for 2.478315 units @ $8.0700
178
+ - PORTFOLIO STATE: Total Equity=$961.68 | Cash=$775.64 | In Positions=$220.00 (Utilization: 19.74%)
179
+
180
+ [2022-06-01 03:20:00] - NEW LEVERAGED ENTRY (ID: lev_20)
181
+ - Details: Size=$30.00 @ $8.0700
182
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
183
+ - PORTFOLIO STATE: Total Equity=$961.68 | Cash=$765.64 | In Positions=$230.00 (Utilization: 20.78%)
184
+
185
+ [2022-06-01 13:07:00] - NEW SPOT ENTRY (ID: spot_21)
186
+ - Details: Invested $20.00 for 2.442002 units @ $8.1900
187
+ - PORTFOLIO STATE: Total Equity=$965.47 | Cash=$745.62 | In Positions=$250.00 (Utilization: 23.03%)
188
+
189
+ [2022-06-01 13:07:00] - NEW LEVERAGED ENTRY (ID: lev_22)
190
+ - Details: Size=$30.00 @ $8.1900
191
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
192
+ - PORTFOLIO STATE: Total Equity=$965.47 | Cash=$735.62 | In Positions=$260.00 (Utilization: 24.06%)
193
+
194
+ [2022-06-01 21:22:00] - NEW SPOT ENTRY (ID: spot_23)
195
+ - Details: Invested $20.00 for 2.645503 units @ $7.5600
196
+ - PORTFOLIO STATE: Total Equity=$941.61 | Cash=$715.59 | In Positions=$280.00 (Utilization: 25.23%)
197
+
198
+ [2022-06-01 21:22:00] - NEW LEVERAGED ENTRY (ID: lev_24)
199
+ - Details: Size=$30.00 @ $7.5600
200
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
201
+ - PORTFOLIO STATE: Total Equity=$941.61 | Cash=$705.59 | In Positions=$290.00 (Utilization: 26.29%)
202
+
203
+ [2022-06-02 12:00:00] - PROFIT TAKE (LEVERAGED ID: lev_24)
204
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.0419
205
+ - P&L BREAKDOWN:
206
+ - Gross PnL: $ 1.91
207
+ - Slippage Cost: ($ -0.03)
208
+ - Transaction Fees: ($ -0.06)
209
+ - Borrowing Fees Paid: ($ -0.01)
210
+ ---------------------------------------
211
+ - Net PnL: $ 1.84
212
+ - Capital Returned to Cash: $11.84
213
+ - PORTFOLIO STATE: Total Equity=$963.24 | Cash=$717.39 | In Positions=$280.00 (Utilization: 25.99%)
214
+
215
+ [2022-06-02 17:44:00] - PROFIT TAKE (LEVERAGED ID: lev_20)
216
+ - Reason: 'profit_target_small_calls' @ Exit Price $8.7612
217
+ - P&L BREAKDOWN:
218
+ - Gross PnL: $ 2.57
219
+ - Slippage Cost: ($ -0.03)
220
+ - Transaction Fees: ($ -0.06)
221
+ - Borrowing Fees Paid: ($ -0.02)
222
+ ---------------------------------------
223
+ - Net PnL: $ 2.48
224
+ - Capital Returned to Cash: $12.48
225
+ - PORTFOLIO STATE: Total Equity=$992.26 | Cash=$729.87 | In Positions=$270.00 (Utilization: 26.12%)
226
+
227
+ [2022-06-02 17:48:00] - PROFIT TAKE (LEVERAGED ID: lev_16)
228
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.7013
229
+ - P&L BREAKDOWN:
230
+ - Gross PnL: $ 1.41
231
+ - Slippage Cost: ($ -0.03)
232
+ - Transaction Fees: ($ -0.06)
233
+ - Borrowing Fees Paid: ($ -0.04)
234
+ ---------------------------------------
235
+ - Net PnL: $ 1.32
236
+ - Capital Returned to Cash: $11.32
237
+ - PORTFOLIO STATE: Total Equity=$989.92 | Cash=$741.18 | In Positions=$260.00 (Utilization: 25.01%)
238
+
239
+ [2022-06-02 17:48:00] - PROFIT TAKE (LEVERAGED ID: lev_22)
240
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.7013
241
+ - P&L BREAKDOWN:
242
+ - Gross PnL: $ 1.87
243
+ - Slippage Cost: ($ -0.03)
244
+ - Transaction Fees: ($ -0.06)
245
+ - Borrowing Fees Paid: ($ -0.02)
246
+ ---------------------------------------
247
+ - Net PnL: $ 1.79
248
+ - Capital Returned to Cash: $11.79
249
+ - PORTFOLIO STATE: Total Equity=$989.81 | Cash=$752.97 | In Positions=$250.00 (Utilization: 24.00%)
250
+
251
+ [2022-06-02 18:12:00] - PROFIT TAKE (SPOT ID: spot_23)
252
+ - Reason: 'spot_profit_target' @ Exit Price $9.0709
253
+ - P&L BREAKDOWN:
254
+ - Gross PnL: $ 4.00
255
+ - Slippage Cost: ($ -0.02)
256
+ - Transaction Fees: ($ -0.04)
257
+ ---------------------------------------
258
+ - Net PnL: $ 3.95
259
+ - Capital Returned to Cash: $23.95
260
+ - PORTFOLIO STATE: Total Equity=$1,000.66 | Cash=$776.93 | In Positions=$230.00 (Utilization: 22.31%)
261
+
262
+ [2022-06-02 20:27:00] - PROFIT TAKE (LEVERAGED ID: lev_10)
263
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $9.5105
264
+ - P&L BREAKDOWN:
265
+ - Gross PnL: $ 1.95
266
+ - Slippage Cost: ($ -0.03)
267
+ - Transaction Fees: ($ -0.06)
268
+ - Borrowing Fees Paid: ($ -0.35)
269
+ ---------------------------------------
270
+ - Net PnL: $ 1.53
271
+ - Capital Returned to Cash: $11.53
272
+ - PORTFOLIO STATE: Total Equity=$1,012.01 | Cash=$788.45 | In Positions=$220.00 (Utilization: 22.09%)
273
+
274
+ [2022-06-02 22:11:00] - NEW SPOT ENTRY (ID: spot_25)
275
+ - Details: Invested $20.00 for 2.118644 units @ $9.4400
276
+ - PORTFOLIO STATE: Total Equity=$1,010.13 | Cash=$768.45 | In Positions=$240.00 (Utilization: 23.93%)
277
+
278
+ [2022-06-02 22:11:00] - NEW LEVERAGED ENTRY (ID: lev_26)
279
+ - Details: Size=$30.00 @ $9.4400
280
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
281
+ - PORTFOLIO STATE: Total Equity=$1,010.13 | Cash=$758.45 | In Positions=$250.00 (Utilization: 24.92%)
282
+
283
+ [2022-06-02 23:24:00] - PROFIT TAKE (SPOT ID: spot_19)
284
+ - Reason: 'spot_profit_target' @ Exit Price $9.6903
285
+ - P&L BREAKDOWN:
286
+ - Gross PnL: $ 4.02
287
+ - Slippage Cost: ($ -0.02)
288
+ - Transaction Fees: ($ -0.04)
289
+ ---------------------------------------
290
+ - Net PnL: $ 3.97
291
+ - Capital Returned to Cash: $23.97
292
+ - PORTFOLIO STATE: Total Equity=$1,017.55 | Cash=$782.43 | In Positions=$230.00 (Utilization: 23.03%)
293
+
294
+ [2022-06-03 10:46:00] - NEW SPOT ENTRY (ID: spot_27)
295
+ - Details: Invested $20.00 for 2.398082 units @ $8.3400
296
+ - PORTFOLIO STATE: Total Equity=$981.77 | Cash=$762.42 | In Positions=$250.00 (Utilization: 22.70%)
297
+
298
+ [2022-06-03 10:46:00] - NEW LEVERAGED ENTRY (ID: lev_28)
299
+ - Details: Size=$30.00 @ $8.3400
300
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
301
+ - PORTFOLIO STATE: Total Equity=$981.77 | Cash=$752.42 | In Positions=$260.00 (Utilization: 23.72%)
302
+
303
+ [2022-06-03 19:28:00] - NEW SPOT ENTRY (ID: spot_29)
304
+ - Details: Invested $20.00 for 2.450980 units @ $8.1600
305
+ - PORTFOLIO STATE: Total Equity=$975.95 | Cash=$732.41 | In Positions=$280.00 (Utilization: 25.44%)
306
+
307
+ [2022-06-03 19:28:00] - NEW LEVERAGED ENTRY (ID: lev_30)
308
+ - Details: Size=$30.00 @ $8.1600
309
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
310
+ - PORTFOLIO STATE: Total Equity=$975.95 | Cash=$722.41 | In Positions=$290.00 (Utilization: 26.46%)
311
+
312
+ [2022-06-09 19:17:00] - LIQUIDATION (LEVERAGED ID: lev_26)
313
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $6.3536
314
+ - P&L BREAKDOWN:
315
+ - Gross PnL: $ -9.81
316
+ - Slippage Cost: ($ -0.02)
317
+ - Transaction Fees: ($ -0.05)
318
+ - Borrowing Fees Paid: ($ -0.12)
319
+ ---------------------------------------
320
+ - Net PnL: $ -9.98
321
+ - Capital Returned to Cash: $0.02
322
+ - PORTFOLIO STATE: Total Equity=$906.28 | Cash=$722.11 | In Positions=$280.00 (Utilization: 21.84%)
323
+
324
+ [2022-06-30 00:02:00] - LIQUIDATION (LEVERAGED ID: lev_28)
325
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $5.4146
326
+ - P&L BREAKDOWN:
327
+ - Gross PnL: $ -10.52
328
+ - Slippage Cost: ($ -0.02)
329
+ - Transaction Fees: ($ -0.05)
330
+ - Borrowing Fees Paid: ($ -0.47)
331
+ ---------------------------------------
332
+ - Net PnL: $ -11.05
333
+ - Capital Returned to Cash: $-1.05
334
+ - PORTFOLIO STATE: Total Equity=$871.88 | Cash=$720.34 | In Positions=$270.00 (Utilization: 18.54%)
335
+
336
+ [2022-06-30 00:02:00] - LIQUIDATION (LEVERAGED ID: lev_30)
337
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $5.4146
338
+ - P&L BREAKDOWN:
339
+ - Gross PnL: $ -10.09
340
+ - Slippage Cost: ($ -0.02)
341
+ - Transaction Fees: ($ -0.05)
342
+ - Borrowing Fees Paid: ($ -0.47)
343
+ ---------------------------------------
344
+ - Net PnL: $ -10.61
345
+ - Capital Returned to Cash: $-0.61
346
+ - PORTFOLIO STATE: Total Equity=$871.34 | Cash=$719.73 | In Positions=$260.00 (Utilization: 17.40%)
347
+
348
+ ================================================================================
349
+ BACKTEST COMPLETE
350
+ ================================================================================
351
+ End Time: 2022-07-22 00:00:00
352
+ Final Portfolio Equity: $912.46
353
+ Average Portfolio Utilization: 16.12%
354
+ ================================================================================
ICP-USDT_USDT_2022-04-23_to_2022-07-22/performance_chart.png ADDED

Git LFS Details

  • SHA256: 9c7210e36f21acdc6901322b3779f0d8f2262dcde542a73e292f7375859802ef
  • Pointer size: 131 Bytes
  • Size of remote file: 173 kB
ICP-USDT_USDT_2022-04-23_to_2022-07-22/trade_history.csv ADDED
@@ -0,0 +1,18 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ id,type,entry_time,exit_time,entry_price,exit_price,pnl,reason
2
+ lev_6,leveraged,2022-05-03 16:24:00,2022-05-04 10:47:00,12.99,13.616370000000002,1.3731354041570472,trailing_stop_small_calls
3
+ lev_4,leveraged,2022-05-03 08:13:00,2022-05-04 18:50:00,13.38,13.92606,1.139125426008966,trailing_stop_small_calls
4
+ lev_2,leveraged,2022-04-26 09:10:00,2022-05-09 10:44:00,16.23,10.97901,-9.990375249537893,liquidated_max_calls_reached
5
+ lev_8,leveraged,2022-05-13 17:09:00,2022-05-13 23:59:00,8.78,9.270719999999999,1.6150430979498849,trailing_stop_small_calls
6
+ lev_12,leveraged,2022-05-14 11:45:00,2022-05-14 23:58:00,8.09,8.4915,1.4213862793572327,trailing_stop_small_calls
7
+ lev_14,leveraged,2022-05-31 01:04:00,2022-05-31 07:40:00,8.09,8.551440000000001,1.649438417799758,trailing_stop_small_calls
8
+ lev_18,leveraged,2022-05-31 18:15:00,2022-05-31 18:55:00,8.24,7.992,-0.9620097087378647,liquidated_tech_error_on_call
9
+ lev_24,leveraged,2022-06-01 21:22:00,2022-06-02 12:00:00,7.56,8.04195,1.8445875000000014,trailing_stop_small_calls
10
+ lev_20,leveraged,2022-06-01 03:20:00,2022-06-02 17:44:00,8.07,8.76123,2.483058624535313,profit_target_small_calls
11
+ lev_16,leveraged,2022-05-31 10:09:00,2022-06-02 17:48:00,8.31,8.70129,1.3151866787003597,trailing_stop_small_calls
12
+ lev_22,leveraged,2022-06-01 13:07:00,2022-06-02 17:48:00,8.19,8.70129,1.7929842857142884,trailing_stop_small_calls
13
+ spot_23,spot,2022-06-01 21:22:00,2022-06-02 18:12:00,7.56,9.07092,3.953145714285713,spot_profit_target
14
+ lev_10,leveraged,2022-05-14 03:44:00,2022-06-02 20:27:00,8.93,9.51048,1.5341506830907043,trailing_stop_moderate_calls
15
+ spot_19,spot,2022-06-01 03:20:00,2022-06-02 23:24:00,8.07,9.690299999999999,3.9715977695167246,spot_profit_target
16
+ lev_26,leveraged,2022-06-02 22:11:00,2022-06-09 19:17:00,9.44,6.35364,-9.978539110169487,liquidated_max_calls_reached
17
+ lev_28,leveraged,2022-06-03 10:46:00,2022-06-30 00:02:00,8.34,5.41458,-11.046570431654676,liquidated_max_calls_reached
18
+ lev_30,leveraged,2022-06-03 19:28:00,2022-06-30 00:02:00,8.16,5.41458,-10.611362426470588,liquidated_max_calls_reached
ICP-USDT_USDT_2022-04-25_to_2022-07-24/balance_sheet.txt ADDED
@@ -0,0 +1,333 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ================================================================================
2
+ PORTFOLIO BALANCE SHEET LOG
3
+ ================================================================================
4
+ Backtest Run Time: 2025-08-11 13:02:51
5
+ Initial Portfolio Funds: $1,000.00
6
+ --------------------------------------------------------------------------------
7
+
8
+ [2025-08-11 13:02:51] - INITIAL STATE
9
+ - PORTFOLIO STATE: Total Equity: $1,000.00 | Cash: $1,000.00 | In Positions: $0.00 (Utilization: 0.00%)
10
+
11
+ [2022-05-03 08:13:00] - NEW SPOT ENTRY (ID: spot_1)
12
+ - Details: Invested $20.00 for 1.494768 units @ $13.3800
13
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$980.00 | In Positions=$20.00 (Utilization: 2.00%)
14
+
15
+ [2022-05-03 08:13:00] - NEW LEVERAGED ENTRY (ID: lev_2)
16
+ - Details: Size=$30.00 @ $13.3800
17
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
18
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$970.00 | In Positions=$30.00 (Utilization: 3.00%)
19
+
20
+ [2022-05-03 16:24:00] - NEW SPOT ENTRY (ID: spot_3)
21
+ - Details: Invested $20.00 for 1.539646 units @ $12.9900
22
+ - PORTFOLIO STATE: Total Equity=$998.54 | Cash=$949.99 | In Positions=$50.00 (Utilization: 4.95%)
23
+
24
+ [2022-05-03 16:24:00] - NEW LEVERAGED ENTRY (ID: lev_4)
25
+ - Details: Size=$30.00 @ $12.9900
26
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
27
+ - PORTFOLIO STATE: Total Equity=$998.54 | Cash=$939.99 | In Positions=$60.00 (Utilization: 5.95%)
28
+
29
+ [2022-05-04 10:47:00] - PROFIT TAKE (LEVERAGED ID: lev_4)
30
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $13.6164
31
+ - P&L BREAKDOWN:
32
+ - Gross PnL: $ 1.45
33
+ - Slippage Cost: ($ -0.03)
34
+ - Transaction Fees: ($ -0.06)
35
+ - Borrowing Fees Paid: ($ -0.01)
36
+ ---------------------------------------
37
+ - Net PnL: $ 1.37
38
+ - Capital Returned to Cash: $11.37
39
+ - PORTFOLIO STATE: Total Equity=$1,003.26 | Cash=$951.34 | In Positions=$50.00 (Utilization: 5.12%)
40
+
41
+ [2022-05-04 18:50:00] - PROFIT TAKE (LEVERAGED ID: lev_2)
42
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $13.9261
43
+ - P&L BREAKDOWN:
44
+ - Gross PnL: $ 1.22
45
+ - Slippage Cost: ($ -0.03)
46
+ - Transaction Fees: ($ -0.06)
47
+ - Borrowing Fees Paid: ($ -0.02)
48
+ ---------------------------------------
49
+ - Net PnL: $ 1.14
50
+ - Capital Returned to Cash: $11.14
51
+ - PORTFOLIO STATE: Total Equity=$1,004.78 | Cash=$962.48 | In Positions=$40.00 (Utilization: 4.21%)
52
+
53
+ [2022-05-13 17:09:00] - NEW SPOT ENTRY (ID: spot_5)
54
+ - Details: Invested $20.00 for 2.277904 units @ $8.7800
55
+ - PORTFOLIO STATE: Total Equity=$989.12 | Cash=$942.48 | In Positions=$60.00 (Utilization: 4.72%)
56
+
57
+ [2022-05-13 17:09:00] - NEW LEVERAGED ENTRY (ID: lev_6)
58
+ - Details: Size=$30.00 @ $8.7800
59
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
60
+ - PORTFOLIO STATE: Total Equity=$989.12 | Cash=$932.48 | In Positions=$70.00 (Utilization: 5.73%)
61
+
62
+ [2022-05-13 23:59:00] - PROFIT TAKE (LEVERAGED ID: lev_6)
63
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $9.2707
64
+ - P&L BREAKDOWN:
65
+ - Gross PnL: $ 1.68
66
+ - Slippage Cost: ($ -0.03)
67
+ - Transaction Fees: ($ -0.06)
68
+ - Borrowing Fees Paid: ($ -0.00)
69
+ ---------------------------------------
70
+ - Net PnL: $ 1.62
71
+ - Capital Returned to Cash: $11.62
72
+ - PORTFOLIO STATE: Total Equity=$993.39 | Cash=$944.09 | In Positions=$60.00 (Utilization: 4.96%)
73
+
74
+ [2022-05-14 03:44:00] - NEW SPOT ENTRY (ID: spot_7)
75
+ - Details: Invested $20.00 for 2.239642 units @ $8.9300
76
+ - PORTFOLIO STATE: Total Equity=$991.53 | Cash=$924.09 | In Positions=$80.00 (Utilization: 6.80%)
77
+
78
+ [2022-05-14 03:44:00] - NEW LEVERAGED ENTRY (ID: lev_8)
79
+ - Details: Size=$30.00 @ $8.9300
80
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
81
+ - PORTFOLIO STATE: Total Equity=$991.53 | Cash=$914.09 | In Positions=$90.00 (Utilization: 7.81%)
82
+
83
+ [2022-05-14 11:45:00] - NEW SPOT ENTRY (ID: spot_9)
84
+ - Details: Invested $20.00 for 2.472188 units @ $8.0900
85
+ - PORTFOLIO STATE: Total Equity=$982.36 | Cash=$894.09 | In Positions=$110.00 (Utilization: 9.27%)
86
+
87
+ [2022-05-14 11:45:00] - NEW LEVERAGED ENTRY (ID: lev_10)
88
+ - Details: Size=$30.00 @ $8.0900
89
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
90
+ - PORTFOLIO STATE: Total Equity=$982.36 | Cash=$884.09 | In Positions=$120.00 (Utilization: 10.29%)
91
+
92
+ [2022-05-14 23:58:00] - PROFIT TAKE (LEVERAGED ID: lev_10)
93
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.4915
94
+ - P&L BREAKDOWN:
95
+ - Gross PnL: $ 1.49
96
+ - Slippage Cost: ($ -0.03)
97
+ - Transaction Fees: ($ -0.06)
98
+ - Borrowing Fees Paid: ($ -0.01)
99
+ ---------------------------------------
100
+ - Net PnL: $ 1.42
101
+ - Capital Returned to Cash: $11.42
102
+ - PORTFOLIO STATE: Total Equity=$989.26 | Cash=$895.49 | In Positions=$110.00 (Utilization: 9.62%)
103
+
104
+ [2022-05-31 01:04:00] - NEW SPOT ENTRY (ID: spot_11)
105
+ - Details: Invested $20.00 for 2.472188 units @ $8.0900
106
+ - PORTFOLIO STATE: Total Equity=$983.48 | Cash=$875.21 | In Positions=$130.00 (Utilization: 11.30%)
107
+
108
+ [2022-05-31 01:04:00] - NEW LEVERAGED ENTRY (ID: lev_12)
109
+ - Details: Size=$30.00 @ $8.0900
110
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
111
+ - PORTFOLIO STATE: Total Equity=$983.48 | Cash=$865.21 | In Positions=$140.00 (Utilization: 12.31%)
112
+
113
+ [2022-05-31 07:40:00] - PROFIT TAKE (LEVERAGED ID: lev_12)
114
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.5514
115
+ - P&L BREAKDOWN:
116
+ - Gross PnL: $ 1.71
117
+ - Slippage Cost: ($ -0.03)
118
+ - Transaction Fees: ($ -0.06)
119
+ - Borrowing Fees Paid: ($ -0.00)
120
+ ---------------------------------------
121
+ - Net PnL: $ 1.65
122
+ - Capital Returned to Cash: $11.65
123
+ - PORTFOLIO STATE: Total Equity=$992.58 | Cash=$876.85 | In Positions=$130.00 (Utilization: 11.78%)
124
+
125
+ [2022-05-31 10:09:00] - NEW SPOT ENTRY (ID: spot_13)
126
+ - Details: Invested $20.00 for 2.406739 units @ $8.3100
127
+ - PORTFOLIO STATE: Total Equity=$988.61 | Cash=$856.85 | In Positions=$150.00 (Utilization: 13.54%)
128
+
129
+ [2022-05-31 10:09:00] - NEW LEVERAGED ENTRY (ID: lev_14)
130
+ - Details: Size=$30.00 @ $8.3100
131
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
132
+ - PORTFOLIO STATE: Total Equity=$988.61 | Cash=$846.85 | In Positions=$160.00 (Utilization: 14.55%)
133
+
134
+ [2022-05-31 18:15:00] - NEW SPOT ENTRY (ID: spot_15)
135
+ - Details: Invested $20.00 for 2.427184 units @ $8.2400
136
+ - PORTFOLIO STATE: Total Equity=$987.07 | Cash=$826.84 | In Positions=$180.00 (Utilization: 16.49%)
137
+
138
+ [2022-05-31 18:15:00] - NEW LEVERAGED ENTRY (ID: lev_16)
139
+ - Details: Size=$30.00 @ $8.2400
140
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
141
+ - PORTFOLIO STATE: Total Equity=$987.07 | Cash=$816.84 | In Positions=$190.00 (Utilization: 17.51%)
142
+
143
+ [2022-06-01 03:20:00] - NEW SPOT ENTRY (ID: spot_17)
144
+ - Details: Invested $20.00 for 2.478315 units @ $8.0700
145
+ - PORTFOLIO STATE: Total Equity=$982.30 | Cash=$796.82 | In Positions=$210.00 (Utilization: 19.33%)
146
+
147
+ [2022-06-01 03:20:00] - NEW LEVERAGED ENTRY (ID: lev_18)
148
+ - Details: Size=$30.00 @ $8.0700
149
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
150
+ - PORTFOLIO STATE: Total Equity=$982.30 | Cash=$786.82 | In Positions=$220.00 (Utilization: 20.35%)
151
+
152
+ [2022-06-01 13:07:00] - NEW SPOT ENTRY (ID: spot_19)
153
+ - Details: Invested $20.00 for 2.442002 units @ $8.1900
154
+ - PORTFOLIO STATE: Total Equity=$986.37 | Cash=$766.79 | In Positions=$240.00 (Utilization: 22.53%)
155
+
156
+ [2022-06-01 13:07:00] - NEW LEVERAGED ENTRY (ID: lev_20)
157
+ - Details: Size=$30.00 @ $8.1900
158
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
159
+ - PORTFOLIO STATE: Total Equity=$986.37 | Cash=$756.79 | In Positions=$250.00 (Utilization: 23.54%)
160
+
161
+ [2022-06-01 21:22:00] - NEW SPOT ENTRY (ID: spot_21)
162
+ - Details: Invested $20.00 for 2.645503 units @ $7.5600
163
+ - PORTFOLIO STATE: Total Equity=$960.99 | Cash=$736.76 | In Positions=$270.00 (Utilization: 24.79%)
164
+
165
+ [2022-06-01 21:22:00] - NEW LEVERAGED ENTRY (ID: lev_22)
166
+ - Details: Size=$30.00 @ $7.5600
167
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
168
+ - PORTFOLIO STATE: Total Equity=$960.99 | Cash=$726.76 | In Positions=$280.00 (Utilization: 25.83%)
169
+
170
+ [2022-06-02 12:00:00] - PROFIT TAKE (LEVERAGED ID: lev_22)
171
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.0419
172
+ - P&L BREAKDOWN:
173
+ - Gross PnL: $ 1.91
174
+ - Slippage Cost: ($ -0.03)
175
+ - Transaction Fees: ($ -0.06)
176
+ - Borrowing Fees Paid: ($ -0.01)
177
+ ---------------------------------------
178
+ - Net PnL: $ 1.84
179
+ - Capital Returned to Cash: $11.84
180
+ - PORTFOLIO STATE: Total Equity=$983.78 | Cash=$738.54 | In Positions=$270.00 (Utilization: 25.45%)
181
+
182
+ [2022-06-02 17:44:00] - PROFIT TAKE (LEVERAGED ID: lev_18)
183
+ - Reason: 'profit_target_small_calls' @ Exit Price $8.7612
184
+ - P&L BREAKDOWN:
185
+ - Gross PnL: $ 2.57
186
+ - Slippage Cost: ($ -0.03)
187
+ - Transaction Fees: ($ -0.06)
188
+ - Borrowing Fees Paid: ($ -0.02)
189
+ ---------------------------------------
190
+ - Net PnL: $ 2.48
191
+ - Capital Returned to Cash: $12.48
192
+ - PORTFOLIO STATE: Total Equity=$1,014.54 | Cash=$751.02 | In Positions=$260.00 (Utilization: 25.46%)
193
+
194
+ [2022-06-02 17:48:00] - PROFIT TAKE (LEVERAGED ID: lev_14)
195
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.7013
196
+ - P&L BREAKDOWN:
197
+ - Gross PnL: $ 1.41
198
+ - Slippage Cost: ($ -0.03)
199
+ - Transaction Fees: ($ -0.06)
200
+ - Borrowing Fees Paid: ($ -0.04)
201
+ ---------------------------------------
202
+ - Net PnL: $ 1.32
203
+ - Capital Returned to Cash: $11.32
204
+ - PORTFOLIO STATE: Total Equity=$1,012.06 | Cash=$762.34 | In Positions=$250.00 (Utilization: 24.39%)
205
+
206
+ [2022-06-02 17:48:00] - PROFIT TAKE (LEVERAGED ID: lev_16)
207
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.7013
208
+ - P&L BREAKDOWN:
209
+ - Gross PnL: $ 1.68
210
+ - Slippage Cost: ($ -0.03)
211
+ - Transaction Fees: ($ -0.06)
212
+ - Borrowing Fees Paid: ($ -0.03)
213
+ ---------------------------------------
214
+ - Net PnL: $ 1.59
215
+ - Capital Returned to Cash: $11.59
216
+ - PORTFOLIO STATE: Total Equity=$1,011.94 | Cash=$773.92 | In Positions=$240.00 (Utilization: 23.41%)
217
+
218
+ [2022-06-02 17:48:00] - PROFIT TAKE (LEVERAGED ID: lev_20)
219
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.7013
220
+ - P&L BREAKDOWN:
221
+ - Gross PnL: $ 1.87
222
+ - Slippage Cost: ($ -0.03)
223
+ - Transaction Fees: ($ -0.06)
224
+ - Borrowing Fees Paid: ($ -0.02)
225
+ ---------------------------------------
226
+ - Net PnL: $ 1.79
227
+ - Capital Returned to Cash: $11.79
228
+ - PORTFOLIO STATE: Total Equity=$1,011.82 | Cash=$785.72 | In Positions=$230.00 (Utilization: 22.42%)
229
+
230
+ [2022-06-02 18:12:00] - PROFIT TAKE (SPOT ID: spot_21)
231
+ - Reason: 'spot_profit_target' @ Exit Price $9.0709
232
+ - P&L BREAKDOWN:
233
+ - Gross PnL: $ 4.00
234
+ - Slippage Cost: ($ -0.02)
235
+ - Transaction Fees: ($ -0.04)
236
+ ---------------------------------------
237
+ - Net PnL: $ 3.95
238
+ - Capital Returned to Cash: $23.95
239
+ - PORTFOLIO STATE: Total Equity=$1,022.21 | Cash=$809.67 | In Positions=$210.00 (Utilization: 20.74%)
240
+
241
+ [2022-06-02 20:27:00] - PROFIT TAKE (LEVERAGED ID: lev_8)
242
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $9.5105
243
+ - P&L BREAKDOWN:
244
+ - Gross PnL: $ 1.95
245
+ - Slippage Cost: ($ -0.03)
246
+ - Transaction Fees: ($ -0.06)
247
+ - Borrowing Fees Paid: ($ -0.35)
248
+ ---------------------------------------
249
+ - Net PnL: $ 1.53
250
+ - Capital Returned to Cash: $11.53
251
+ - PORTFOLIO STATE: Total Equity=$1,033.02 | Cash=$821.20 | In Positions=$200.00 (Utilization: 20.51%)
252
+
253
+ [2022-06-02 22:11:00] - NEW SPOT ENTRY (ID: spot_23)
254
+ - Details: Invested $20.00 for 2.118644 units @ $9.4400
255
+ - PORTFOLIO STATE: Total Equity=$1,031.24 | Cash=$801.20 | In Positions=$220.00 (Utilization: 22.31%)
256
+
257
+ [2022-06-02 22:11:00] - NEW LEVERAGED ENTRY (ID: lev_24)
258
+ - Details: Size=$30.00 @ $9.4400
259
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
260
+ - PORTFOLIO STATE: Total Equity=$1,031.24 | Cash=$791.20 | In Positions=$230.00 (Utilization: 23.28%)
261
+
262
+ [2022-06-02 23:24:00] - PROFIT TAKE (SPOT ID: spot_17)
263
+ - Reason: 'spot_profit_target' @ Exit Price $9.6903
264
+ - P&L BREAKDOWN:
265
+ - Gross PnL: $ 4.02
266
+ - Slippage Cost: ($ -0.02)
267
+ - Transaction Fees: ($ -0.04)
268
+ ---------------------------------------
269
+ - Net PnL: $ 3.97
270
+ - Capital Returned to Cash: $23.97
271
+ - PORTFOLIO STATE: Total Equity=$1,038.34 | Cash=$815.17 | In Positions=$210.00 (Utilization: 21.41%)
272
+
273
+ [2022-06-03 10:46:00] - NEW SPOT ENTRY (ID: spot_25)
274
+ - Details: Invested $20.00 for 2.398082 units @ $8.3400
275
+ - PORTFOLIO STATE: Total Equity=$1,004.24 | Cash=$795.16 | In Positions=$230.00 (Utilization: 21.17%)
276
+
277
+ [2022-06-03 10:46:00] - NEW LEVERAGED ENTRY (ID: lev_26)
278
+ - Details: Size=$30.00 @ $8.3400
279
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
280
+ - PORTFOLIO STATE: Total Equity=$1,004.24 | Cash=$785.16 | In Positions=$240.00 (Utilization: 22.16%)
281
+
282
+ [2022-06-03 19:28:00] - NEW SPOT ENTRY (ID: spot_27)
283
+ - Details: Invested $20.00 for 2.450980 units @ $8.1600
284
+ - PORTFOLIO STATE: Total Equity=$998.64 | Cash=$765.15 | In Positions=$260.00 (Utilization: 23.85%)
285
+
286
+ [2022-06-03 19:28:00] - NEW LEVERAGED ENTRY (ID: lev_28)
287
+ - Details: Size=$30.00 @ $8.1600
288
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
289
+ - PORTFOLIO STATE: Total Equity=$998.64 | Cash=$755.15 | In Positions=$270.00 (Utilization: 24.85%)
290
+
291
+ [2022-06-09 19:17:00] - LIQUIDATION (LEVERAGED ID: lev_24)
292
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $6.3536
293
+ - P&L BREAKDOWN:
294
+ - Gross PnL: $ -9.81
295
+ - Slippage Cost: ($ -0.02)
296
+ - Transaction Fees: ($ -0.05)
297
+ - Borrowing Fees Paid: ($ -0.12)
298
+ ---------------------------------------
299
+ - Net PnL: $ -9.98
300
+ - Capital Returned to Cash: $0.02
301
+ - PORTFOLIO STATE: Total Equity=$931.18 | Cash=$754.86 | In Positions=$260.00 (Utilization: 20.41%)
302
+
303
+ [2022-06-30 00:02:00] - LIQUIDATION (LEVERAGED ID: lev_26)
304
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $5.4146
305
+ - P&L BREAKDOWN:
306
+ - Gross PnL: $ -10.52
307
+ - Slippage Cost: ($ -0.02)
308
+ - Transaction Fees: ($ -0.05)
309
+ - Borrowing Fees Paid: ($ -0.47)
310
+ ---------------------------------------
311
+ - Net PnL: $ -11.05
312
+ - Capital Returned to Cash: $-1.05
313
+ - PORTFOLIO STATE: Total Equity=$897.94 | Cash=$753.08 | In Positions=$250.00 (Utilization: 17.25%)
314
+
315
+ [2022-06-30 00:02:00] - LIQUIDATION (LEVERAGED ID: lev_28)
316
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $5.4146
317
+ - P&L BREAKDOWN:
318
+ - Gross PnL: $ -10.09
319
+ - Slippage Cost: ($ -0.02)
320
+ - Transaction Fees: ($ -0.05)
321
+ - Borrowing Fees Paid: ($ -0.47)
322
+ ---------------------------------------
323
+ - Net PnL: $ -10.61
324
+ - Capital Returned to Cash: $-0.61
325
+ - PORTFOLIO STATE: Total Equity=$897.40 | Cash=$752.47 | In Positions=$240.00 (Utilization: 16.15%)
326
+
327
+ ================================================================================
328
+ BACKTEST COMPLETE
329
+ ================================================================================
330
+ End Time: 2022-07-24 00:00:00
331
+ Final Portfolio Equity: $930.83
332
+ Average Portfolio Utilization: 15.76%
333
+ ================================================================================
ICP-USDT_USDT_2022-04-25_to_2022-07-24/performance_history.csv ADDED
The diff for this file is too large to render. See raw diff
 
ICP-USDT_USDT_2022-05-29_to_2022-08-27/balance_sheet.txt ADDED
@@ -0,0 +1,246 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ================================================================================
2
+ PORTFOLIO BALANCE SHEET LOG
3
+ ================================================================================
4
+ Backtest Run Time: 2025-08-11 13:03:04
5
+ Initial Portfolio Funds: $1,000.00
6
+ --------------------------------------------------------------------------------
7
+
8
+ [2025-08-11 13:03:04] - INITIAL STATE
9
+ - PORTFOLIO STATE: Total Equity: $1,000.00 | Cash: $1,000.00 | In Positions: $0.00 (Utilization: 0.00%)
10
+
11
+ [2022-06-01 01:13:00] - NEW SPOT ENTRY (ID: spot_1)
12
+ - Details: Invested $20.00 for 2.403846 units @ $8.3200
13
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$980.00 | In Positions=$20.00 (Utilization: 2.00%)
14
+
15
+ [2022-06-01 01:13:00] - NEW LEVERAGED ENTRY (ID: lev_2)
16
+ - Details: Size=$30.00 @ $8.3200
17
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
18
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$970.00 | In Positions=$30.00 (Utilization: 3.00%)
19
+
20
+ [2022-06-01 09:32:00] - NEW SPOT ENTRY (ID: spot_3)
21
+ - Details: Invested $20.00 for 2.460025 units @ $8.1300
22
+ - PORTFOLIO STATE: Total Equity=$998.85 | Cash=$949.99 | In Positions=$50.00 (Utilization: 4.96%)
23
+
24
+ [2022-06-01 09:32:00] - NEW LEVERAGED ENTRY (ID: lev_4)
25
+ - Details: Size=$30.00 @ $8.1300
26
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
27
+ - PORTFOLIO STATE: Total Equity=$998.85 | Cash=$939.99 | In Positions=$60.00 (Utilization: 5.96%)
28
+
29
+ [2022-06-01 19:08:00] - NEW SPOT ENTRY (ID: spot_5)
30
+ - Details: Invested $20.00 for 2.624672 units @ $7.6200
31
+ - PORTFOLIO STATE: Total Equity=$992.64 | Cash=$919.98 | In Positions=$80.00 (Utilization: 7.76%)
32
+
33
+ [2022-06-01 19:08:00] - NEW LEVERAGED ENTRY (ID: lev_6)
34
+ - Details: Size=$30.00 @ $7.6200
35
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
36
+ - PORTFOLIO STATE: Total Equity=$992.64 | Cash=$909.98 | In Positions=$90.00 (Utilization: 8.77%)
37
+
38
+ [2022-06-02 12:00:00] - PROFIT TAKE (LEVERAGED ID: lev_6)
39
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.0419
40
+ - P&L BREAKDOWN:
41
+ - Gross PnL: $ 1.66
42
+ - Slippage Cost: ($ -0.03)
43
+ - Transaction Fees: ($ -0.06)
44
+ - Borrowing Fees Paid: ($ -0.01)
45
+ ---------------------------------------
46
+ - Net PnL: $ 1.59
47
+ - Capital Returned to Cash: $11.59
48
+ - PORTFOLIO STATE: Total Equity=$1,000.55 | Cash=$921.53 | In Positions=$80.00 (Utilization: 8.02%)
49
+
50
+ [2022-06-02 17:48:00] - PROFIT TAKE (LEVERAGED ID: lev_2)
51
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.7013
52
+ - P&L BREAKDOWN:
53
+ - Gross PnL: $ 1.37
54
+ - Slippage Cost: ($ -0.03)
55
+ - Transaction Fees: ($ -0.06)
56
+ - Borrowing Fees Paid: ($ -0.03)
57
+ ---------------------------------------
58
+ - Net PnL: $ 1.28
59
+ - Capital Returned to Cash: $11.28
60
+ - PORTFOLIO STATE: Total Equity=$1,010.17 | Cash=$932.81 | In Positions=$70.00 (Utilization: 7.45%)
61
+
62
+ [2022-06-02 17:48:00] - PROFIT TAKE (LEVERAGED ID: lev_4)
63
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.7013
64
+ - P&L BREAKDOWN:
65
+ - Gross PnL: $ 2.11
66
+ - Slippage Cost: ($ -0.03)
67
+ - Transaction Fees: ($ -0.06)
68
+ - Borrowing Fees Paid: ($ -0.02)
69
+ ---------------------------------------
70
+ - Net PnL: $ 2.02
71
+ - Capital Returned to Cash: $12.02
72
+ - PORTFOLIO STATE: Total Equity=$1,010.05 | Cash=$944.83 | In Positions=$60.00 (Utilization: 6.46%)
73
+
74
+ [2022-06-02 18:33:00] - PROFIT TAKE (SPOT ID: spot_5)
75
+ - Reason: 'spot_profit_target' @ Exit Price $9.1608
76
+ - P&L BREAKDOWN:
77
+ - Gross PnL: $ 4.04
78
+ - Slippage Cost: ($ -0.02)
79
+ - Transaction Fees: ($ -0.04)
80
+ ---------------------------------------
81
+ - Net PnL: $ 4.00
82
+ - Capital Returned to Cash: $24.00
83
+ - PORTFOLIO STATE: Total Equity=$1,013.43 | Cash=$968.83 | In Positions=$40.00 (Utilization: 4.40%)
84
+
85
+ [2022-06-02 22:11:00] - NEW SPOT ENTRY (ID: spot_7)
86
+ - Details: Invested $20.00 for 2.118644 units @ $9.4400
87
+ - PORTFOLIO STATE: Total Equity=$1,014.74 | Cash=$948.83 | In Positions=$60.00 (Utilization: 6.50%)
88
+
89
+ [2022-06-02 22:11:00] - NEW LEVERAGED ENTRY (ID: lev_8)
90
+ - Details: Size=$30.00 @ $9.4400
91
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
92
+ - PORTFOLIO STATE: Total Equity=$1,014.74 | Cash=$938.83 | In Positions=$70.00 (Utilization: 7.48%)
93
+
94
+ [2022-06-03 10:46:00] - NEW SPOT ENTRY (ID: spot_9)
95
+ - Details: Invested $20.00 for 2.398082 units @ $8.3400
96
+ - PORTFOLIO STATE: Total Equity=$1,003.56 | Cash=$918.82 | In Positions=$90.00 (Utilization: 8.79%)
97
+
98
+ [2022-06-03 10:46:00] - NEW LEVERAGED ENTRY (ID: lev_10)
99
+ - Details: Size=$30.00 @ $8.3400
100
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
101
+ - PORTFOLIO STATE: Total Equity=$1,003.56 | Cash=$908.82 | In Positions=$100.00 (Utilization: 9.79%)
102
+
103
+ [2022-06-03 19:28:00] - NEW SPOT ENTRY (ID: spot_11)
104
+ - Details: Invested $20.00 for 2.450980 units @ $8.1600
105
+ - PORTFOLIO STATE: Total Equity=$1,000.64 | Cash=$888.81 | In Positions=$120.00 (Utilization: 11.65%)
106
+
107
+ [2022-06-03 19:28:00] - NEW LEVERAGED ENTRY (ID: lev_12)
108
+ - Details: Size=$30.00 @ $8.1600
109
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
110
+ - PORTFOLIO STATE: Total Equity=$1,000.64 | Cash=$878.81 | In Positions=$130.00 (Utilization: 12.65%)
111
+
112
+ [2022-06-03 23:21:00] - LIQUIDATION (LEVERAGED ID: lev_8)
113
+ - Reason: 'liquidated_tech_error_on_call' @ Exit Price $7.8421
114
+ - P&L BREAKDOWN:
115
+ - Gross PnL: $ -5.08
116
+ - Slippage Cost: ($ -0.02)
117
+ - Transaction Fees: ($ -0.05)
118
+ - Borrowing Fees Paid: ($ -0.02)
119
+ ---------------------------------------
120
+ - Net PnL: $ -5.15
121
+ - Capital Returned to Cash: $4.85
122
+ - PORTFOLIO STATE: Total Equity=$993.63 | Cash=$883.65 | In Positions=$120.00 (Utilization: 11.36%)
123
+
124
+ [2022-06-30 00:02:00] - LIQUIDATION (LEVERAGED ID: lev_10)
125
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $5.4146
126
+ - P&L BREAKDOWN:
127
+ - Gross PnL: $ -10.52
128
+ - Slippage Cost: ($ -0.02)
129
+ - Transaction Fees: ($ -0.05)
130
+ - Borrowing Fees Paid: ($ -0.47)
131
+ ---------------------------------------
132
+ - Net PnL: $ -11.05
133
+ - Capital Returned to Cash: $-1.05
134
+ - PORTFOLIO STATE: Total Equity=$945.72 | Cash=$881.67 | In Positions=$110.00 (Utilization: 7.84%)
135
+
136
+ [2022-06-30 00:02:00] - LIQUIDATION (LEVERAGED ID: lev_12)
137
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $5.4146
138
+ - P&L BREAKDOWN:
139
+ - Gross PnL: $ -10.09
140
+ - Slippage Cost: ($ -0.02)
141
+ - Transaction Fees: ($ -0.05)
142
+ - Borrowing Fees Paid: ($ -0.47)
143
+ ---------------------------------------
144
+ - Net PnL: $ -10.61
145
+ - Capital Returned to Cash: $-0.61
146
+ - PORTFOLIO STATE: Total Equity=$945.19 | Cash=$881.06 | In Positions=$100.00 (Utilization: 6.78%)
147
+
148
+ [2022-07-31 19:50:00] - PROFIT TAKE (SPOT ID: spot_3)
149
+ - Reason: 'spot_profit_target' @ Exit Price $9.7602
150
+ - P&L BREAKDOWN:
151
+ - Gross PnL: $ 4.01
152
+ - Slippage Cost: ($ -0.02)
153
+ - Transaction Fees: ($ -0.04)
154
+ ---------------------------------------
155
+ - Net PnL: $ 3.97
156
+ - Capital Returned to Cash: $23.97
157
+ - PORTFOLIO STATE: Total Equity=$996.58 | Cash=$905.02 | In Positions=$80.00 (Utilization: 9.19%)
158
+
159
+ [2022-08-16 11:06:00] - NEW SPOT ENTRY (ID: spot_13)
160
+ - Details: Invested $20.00 for 2.564103 units @ $7.8000
161
+ - PORTFOLIO STATE: Total Equity=$978.12 | Cash=$885.02 | In Positions=$100.00 (Utilization: 9.52%)
162
+
163
+ [2022-08-16 11:06:00] - NEW LEVERAGED ENTRY (ID: lev_14)
164
+ - Details: Size=$30.00 @ $7.8000
165
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
166
+ - PORTFOLIO STATE: Total Equity=$978.12 | Cash=$875.02 | In Positions=$110.00 (Utilization: 10.54%)
167
+
168
+ [2022-08-16 19:13:00] - NEW SPOT ENTRY (ID: spot_15)
169
+ - Details: Invested $20.00 for 2.574003 units @ $7.7700
170
+ - PORTFOLIO STATE: Total Equity=$977.64 | Cash=$855.02 | In Positions=$130.00 (Utilization: 12.55%)
171
+
172
+ [2022-08-16 19:13:00] - NEW LEVERAGED ENTRY (ID: lev_16)
173
+ - Details: Size=$30.00 @ $7.7700
174
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
175
+ - PORTFOLIO STATE: Total Equity=$977.64 | Cash=$845.02 | In Positions=$140.00 (Utilization: 13.58%)
176
+
177
+ [2022-08-17 03:43:00] - NEW SPOT ENTRY (ID: spot_17)
178
+ - Details: Invested $20.00 for 2.512563 units @ $7.9600
179
+ - PORTFOLIO STATE: Total Equity=$981.85 | Cash=$825.01 | In Positions=$160.00 (Utilization: 15.84%)
180
+
181
+ [2022-08-17 03:43:00] - NEW LEVERAGED ENTRY (ID: lev_18)
182
+ - Details: Size=$30.00 @ $7.9600
183
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
184
+ - PORTFOLIO STATE: Total Equity=$981.85 | Cash=$815.01 | In Positions=$170.00 (Utilization: 16.86%)
185
+
186
+ [2022-08-17 06:01:00] - PROFIT TAKE (LEVERAGED ID: lev_14)
187
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.1718
188
+ - P&L BREAKDOWN:
189
+ - Gross PnL: $ 1.43
190
+ - Slippage Cost: ($ -0.03)
191
+ - Transaction Fees: ($ -0.06)
192
+ - Borrowing Fees Paid: ($ -0.01)
193
+ ---------------------------------------
194
+ - Net PnL: $ 1.36
195
+ - Capital Returned to Cash: $11.36
196
+ - PORTFOLIO STATE: Total Equity=$988.02 | Cash=$826.36 | In Positions=$160.00 (Utilization: 16.12%)
197
+
198
+ [2022-08-17 06:01:00] - PROFIT TAKE (LEVERAGED ID: lev_16)
199
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.1718
200
+ - P&L BREAKDOWN:
201
+ - Gross PnL: $ 1.55
202
+ - Slippage Cost: ($ -0.03)
203
+ - Transaction Fees: ($ -0.06)
204
+ - Borrowing Fees Paid: ($ -0.01)
205
+ ---------------------------------------
206
+ - Net PnL: $ 1.48
207
+ - Capital Returned to Cash: $11.48
208
+ - PORTFOLIO STATE: Total Equity=$987.92 | Cash=$837.85 | In Positions=$150.00 (Utilization: 15.11%)
209
+
210
+ [2022-08-17 13:09:00] - NEW SPOT ENTRY (ID: spot_19)
211
+ - Details: Invested $20.00 for 2.631579 units @ $7.6000
212
+ - PORTFOLIO STATE: Total Equity=$975.85 | Cash=$817.84 | In Positions=$170.00 (Utilization: 16.33%)
213
+
214
+ [2022-08-17 13:09:00] - NEW LEVERAGED ENTRY (ID: lev_20)
215
+ - Details: Size=$30.00 @ $7.6000
216
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
217
+ - PORTFOLIO STATE: Total Equity=$975.85 | Cash=$807.84 | In Positions=$180.00 (Utilization: 17.36%)
218
+
219
+ [2022-08-17 21:49:00] - NEW SPOT ENTRY (ID: spot_21)
220
+ - Details: Invested $20.00 for 2.713704 units @ $7.3700
221
+ - PORTFOLIO STATE: Total Equity=$969.55 | Cash=$787.83 | In Positions=$200.00 (Utilization: 19.07%)
222
+
223
+ [2022-08-17 21:49:00] - NEW LEVERAGED ENTRY (ID: lev_22)
224
+ - Details: Size=$30.00 @ $7.3700
225
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
226
+ - PORTFOLIO STATE: Total Equity=$969.55 | Cash=$777.83 | In Positions=$210.00 (Utilization: 20.10%)
227
+
228
+ [2022-08-19 00:21:00] - LIQUIDATION (LEVERAGED ID: lev_20)
229
+ - Reason: 'liquidated_tech_error_on_call' @ Exit Price $6.6034
230
+ - P&L BREAKDOWN:
231
+ - Gross PnL: $ -3.93
232
+ - Slippage Cost: ($ -0.03)
233
+ - Transaction Fees: ($ -0.06)
234
+ - Borrowing Fees Paid: ($ -0.02)
235
+ ---------------------------------------
236
+ - Net PnL: $ -4.01
237
+ - Capital Returned to Cash: $5.99
238
+ - PORTFOLIO STATE: Total Equity=$943.43 | Cash=$783.76 | In Positions=$200.00 (Utilization: 17.79%)
239
+
240
+ ================================================================================
241
+ BACKTEST COMPLETE
242
+ ================================================================================
243
+ End Time: 2022-08-27 00:00:00
244
+ Final Portfolio Equity: $917.46
245
+ Average Portfolio Utilization: 10.65%
246
+ ================================================================================
ICP-USDT_USDT_2022-05-29_to_2022-08-27/performance_history.csv ADDED
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ICP-USDT_USDT_2022-05-29_to_2022-08-27/price_data.csv ADDED
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+ oid sha256:b40d7a9806512c85e632e1a0c822c2e6f13a54e0a1cae61805ea92bfcc9e168f
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+ size 20684641
ICP-USDT_USDT_2022-05-29_to_2022-08-27/trade_history.csv ADDED
@@ -0,0 +1,12 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ id,type,entry_time,exit_time,entry_price,exit_price,pnl,reason
2
+ lev_6,leveraged,2022-06-01 19:08:00,2022-06-02 12:00:00,7.62,8.04195,1.5875592519685033,trailing_stop_small_calls
3
+ lev_2,leveraged,2022-06-01 01:13:00,2022-06-02 17:48:00,8.32,8.70129,1.2834689062499998,trailing_stop_small_calls
4
+ lev_4,leveraged,2022-06-01 09:32:00,2022-06-02 17:48:00,8.13,8.70129,2.021973099630994,trailing_stop_small_calls
5
+ spot_5,spot,2022-06-01 19:08:00,2022-06-02 18:33:00,7.62,9.16083,4.000129055118111,spot_profit_target
6
+ lev_8,leveraged,2022-06-02 22:11:00,2022-06-03 23:21:00,9.44,7.842149999999999,-5.150835222457627,liquidated_tech_error_on_call
7
+ lev_10,leveraged,2022-06-03 10:46:00,2022-06-30 00:02:00,8.34,5.41458,-11.046570431654676,liquidated_max_calls_reached
8
+ lev_12,leveraged,2022-06-03 19:28:00,2022-06-30 00:02:00,8.16,5.41458,-10.611362426470588,liquidated_max_calls_reached
9
+ spot_3,spot,2022-06-01 09:32:00,2022-07-31 19:50:00,8.13,9.76023,3.966395498154979,spot_profit_target
10
+ lev_14,leveraged,2022-08-16 11:06:00,2022-08-17 06:01:00,7.8,8.17182,1.3566468461538481,trailing_stop_small_calls
11
+ lev_16,leveraged,2022-08-16 19:13:00,2022-08-17 06:01:00,7.77,8.17182,1.4838771428571458,trailing_stop_small_calls
12
+ lev_20,leveraged,2022-08-17 13:09:00,2022-08-19 00:21:00,7.6,6.60339,-4.014052855263156,liquidated_tech_error_on_call
ICP-USDT_USDT_2022-05-31_to_2022-08-29/performance_history.csv ADDED
The diff for this file is too large to render. See raw diff
 
ICP-USDT_USDT_2022-06-13_to_2022-09-11/balance_sheet.txt ADDED
@@ -0,0 +1,1099 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ================================================================================
2
+ PORTFOLIO BALANCE SHEET LOG
3
+ ================================================================================
4
+ Backtest Run Time: 2025-08-11 13:03:00
5
+ Initial Portfolio Funds: $1,000.00
6
+ --------------------------------------------------------------------------------
7
+
8
+ [2025-08-11 13:03:00] - INITIAL STATE
9
+ - PORTFOLIO STATE: Total Equity: $1,000.00 | Cash: $1,000.00 | In Positions: $0.00 (Utilization: 0.00%)
10
+
11
+ [2022-07-03 02:29:00] - NEW SPOT ENTRY (ID: spot_1)
12
+ - Details: Invested $20.00 for 3.838772 units @ $5.2100
13
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$980.00 | In Positions=$20.00 (Utilization: 2.00%)
14
+
15
+ [2022-07-03 02:29:00] - NEW LEVERAGED ENTRY (ID: lev_2)
16
+ - Details: Size=$30.00 @ $5.2100
17
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
18
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$970.00 | In Positions=$30.00 (Utilization: 3.00%)
19
+
20
+ [2022-07-04 13:33:00] - PROFIT TAKE (LEVERAGED ID: lev_2)
21
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.5145
22
+ - P&L BREAKDOWN:
23
+ - Gross PnL: $ 1.75
24
+ - Slippage Cost: ($ -0.03)
25
+ - Transaction Fees: ($ -0.06)
26
+ - Borrowing Fees Paid: ($ -0.02)
27
+ ---------------------------------------
28
+ - Net PnL: $ 1.67
29
+ - Capital Returned to Cash: $11.67
30
+ - PORTFOLIO STATE: Total Equity=$1,002.83 | Cash=$981.64 | In Positions=$20.00 (Utilization: 2.11%)
31
+
32
+ [2022-07-04 23:36:00] - NEW SPOT ENTRY (ID: spot_3)
33
+ - Details: Invested $20.00 for 3.590664 units @ $5.5700
34
+ - PORTFOLIO STATE: Total Equity=$1,003.03 | Cash=$961.64 | In Positions=$40.00 (Utilization: 4.13%)
35
+
36
+ [2022-07-04 23:36:00] - NEW LEVERAGED ENTRY (ID: lev_4)
37
+ - Details: Size=$30.00 @ $5.5700
38
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
39
+ - PORTFOLIO STATE: Total Equity=$1,003.03 | Cash=$951.64 | In Positions=$50.00 (Utilization: 5.12%)
40
+
41
+ [2022-07-04 23:36:00] - NEW LEVERAGED ENTRY (ID: lev_5)
42
+ - Details: Size=$30.00 @ $5.5700
43
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
44
+ - PORTFOLIO STATE: Total Equity=$1,003.03 | Cash=$941.64 | In Positions=$60.00 (Utilization: 6.12%)
45
+
46
+ [2022-07-05 07:57:00] - NEW SPOT ENTRY (ID: spot_6)
47
+ - Details: Invested $20.00 for 3.558719 units @ $5.6200
48
+ - PORTFOLIO STATE: Total Equity=$1,003.92 | Cash=$921.63 | In Positions=$80.00 (Utilization: 8.14%)
49
+
50
+ [2022-07-05 07:57:00] - NEW LEVERAGED ENTRY (ID: lev_7)
51
+ - Details: Size=$30.00 @ $5.6200
52
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
53
+ - PORTFOLIO STATE: Total Equity=$1,003.92 | Cash=$911.63 | In Positions=$90.00 (Utilization: 9.14%)
54
+
55
+ [2022-07-05 16:38:00] - NEW SPOT ENTRY (ID: spot_8)
56
+ - Details: Invested $20.00 for 3.703704 units @ $5.4000
57
+ - PORTFOLIO STATE: Total Equity=$997.94 | Cash=$891.61 | In Positions=$110.00 (Utilization: 10.96%)
58
+
59
+ [2022-07-05 16:38:00] - NEW LEVERAGED ENTRY (ID: lev_9)
60
+ - Details: Size=$30.00 @ $5.4000
61
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
62
+ - PORTFOLIO STATE: Total Equity=$997.94 | Cash=$881.61 | In Positions=$120.00 (Utilization: 11.96%)
63
+
64
+ [2022-07-05 19:58:00] - PROFIT TAKE (LEVERAGED ID: lev_9)
65
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.6244
66
+ - P&L BREAKDOWN:
67
+ - Gross PnL: $ 1.25
68
+ - Slippage Cost: ($ -0.03)
69
+ - Transaction Fees: ($ -0.06)
70
+ - Borrowing Fees Paid: ($ -0.00)
71
+ ---------------------------------------
72
+ - Net PnL: $ 1.19
73
+ - Capital Returned to Cash: $11.19
74
+ - PORTFOLIO STATE: Total Equity=$1,006.21 | Cash=$892.80 | In Positions=$110.00 (Utilization: 11.20%)
75
+
76
+ [2022-07-06 01:09:00] - NEW SPOT ENTRY (ID: spot_10)
77
+ - Details: Invested $20.00 for 3.597122 units @ $5.5600
78
+ - PORTFOLIO STATE: Total Equity=$1,004.04 | Cash=$872.78 | In Positions=$130.00 (Utilization: 13.12%)
79
+
80
+ [2022-07-06 01:09:00] - NEW LEVERAGED ENTRY (ID: lev_11)
81
+ - Details: Size=$30.00 @ $5.5600
82
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
83
+ - PORTFOLIO STATE: Total Equity=$1,004.04 | Cash=$862.78 | In Positions=$140.00 (Utilization: 14.11%)
84
+
85
+ [2022-07-06 10:01:00] - NEW SPOT ENTRY (ID: spot_12)
86
+ - Details: Invested $20.00 for 3.514938 units @ $5.6900
87
+ - PORTFOLIO STATE: Total Equity=$1,009.19 | Cash=$842.76 | In Positions=$160.00 (Utilization: 16.26%)
88
+
89
+ [2022-07-06 10:01:00] - NEW LEVERAGED ENTRY (ID: lev_13)
90
+ - Details: Size=$30.00 @ $5.6900
91
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
92
+ - PORTFOLIO STATE: Total Equity=$1,009.19 | Cash=$832.76 | In Positions=$170.00 (Utilization: 17.25%)
93
+
94
+ [2022-07-06 18:28:00] - NEW SPOT ENTRY (ID: spot_14)
95
+ - Details: Invested $20.00 for 3.590664 units @ $5.5700
96
+ - PORTFOLIO STATE: Total Equity=$1,003.33 | Cash=$812.73 | In Positions=$190.00 (Utilization: 19.08%)
97
+
98
+ [2022-07-06 18:28:00] - NEW LEVERAGED ENTRY (ID: lev_15)
99
+ - Details: Size=$30.00 @ $5.5700
100
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
101
+ - PORTFOLIO STATE: Total Equity=$1,003.33 | Cash=$802.73 | In Positions=$200.00 (Utilization: 20.08%)
102
+
103
+ [2022-07-07 02:29:00] - NEW SPOT ENTRY (ID: spot_16)
104
+ - Details: Invested $20.00 for 3.546099 units @ $5.6400
105
+ - PORTFOLIO STATE: Total Equity=$1,007.32 | Cash=$782.69 | In Positions=$220.00 (Utilization: 22.16%)
106
+
107
+ [2022-07-07 02:29:00] - NEW LEVERAGED ENTRY (ID: lev_17)
108
+ - Details: Size=$30.00 @ $5.6400
109
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
110
+ - PORTFOLIO STATE: Total Equity=$1,007.32 | Cash=$772.69 | In Positions=$230.00 (Utilization: 23.15%)
111
+
112
+ [2022-07-07 11:10:00] - NEW SPOT ENTRY (ID: spot_18)
113
+ - Details: Invested $20.00 for 3.478261 units @ $5.7500
114
+ - PORTFOLIO STATE: Total Equity=$1,014.59 | Cash=$752.65 | In Positions=$250.00 (Utilization: 25.27%)
115
+
116
+ [2022-07-07 11:10:00] - NEW LEVERAGED ENTRY (ID: lev_19)
117
+ - Details: Size=$30.00 @ $5.7500
118
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
119
+ - PORTFOLIO STATE: Total Equity=$1,014.59 | Cash=$742.65 | In Positions=$260.00 (Utilization: 26.26%)
120
+
121
+ [2022-07-07 11:10:00] - NEW LEVERAGED ENTRY (ID: lev_20)
122
+ - Details: Size=$30.00 @ $5.7500
123
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
124
+ - PORTFOLIO STATE: Total Equity=$1,014.59 | Cash=$732.65 | In Positions=$270.00 (Utilization: 27.24%)
125
+
126
+ [2022-07-07 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_4)
127
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9041
128
+ - P&L BREAKDOWN:
129
+ - Gross PnL: $ 1.80
130
+ - Slippage Cost: ($ -0.03)
131
+ - Transaction Fees: ($ -0.06)
132
+ - Borrowing Fees Paid: ($ -0.04)
133
+ ---------------------------------------
134
+ - Net PnL: $ 1.70
135
+ - Capital Returned to Cash: $11.70
136
+ - PORTFOLIO STATE: Total Equity=$1,027.30 | Cash=$744.34 | In Positions=$260.00 (Utilization: 26.44%)
137
+
138
+ [2022-07-07 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_5)
139
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9041
140
+ - P&L BREAKDOWN:
141
+ - Gross PnL: $ 1.80
142
+ - Slippage Cost: ($ -0.03)
143
+ - Transaction Fees: ($ -0.06)
144
+ - Borrowing Fees Paid: ($ -0.04)
145
+ ---------------------------------------
146
+ - Net PnL: $ 1.70
147
+ - Capital Returned to Cash: $11.70
148
+ - PORTFOLIO STATE: Total Equity=$1,027.17 | Cash=$756.04 | In Positions=$250.00 (Utilization: 25.47%)
149
+
150
+ [2022-07-07 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_7)
151
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9041
152
+ - P&L BREAKDOWN:
153
+ - Gross PnL: $ 1.52
154
+ - Slippage Cost: ($ -0.03)
155
+ - Transaction Fees: ($ -0.06)
156
+ - Borrowing Fees Paid: ($ -0.04)
157
+ ---------------------------------------
158
+ - Net PnL: $ 1.42
159
+ - Capital Returned to Cash: $11.42
160
+ - PORTFOLIO STATE: Total Equity=$1,027.04 | Cash=$767.46 | In Positions=$240.00 (Utilization: 24.50%)
161
+
162
+ [2022-07-07 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_11)
163
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9041
164
+ - P&L BREAKDOWN:
165
+ - Gross PnL: $ 1.86
166
+ - Slippage Cost: ($ -0.03)
167
+ - Transaction Fees: ($ -0.06)
168
+ - Borrowing Fees Paid: ($ -0.02)
169
+ ---------------------------------------
170
+ - Net PnL: $ 1.77
171
+ - Capital Returned to Cash: $11.77
172
+ - PORTFOLIO STATE: Total Equity=$1,026.92 | Cash=$779.23 | In Positions=$230.00 (Utilization: 23.53%)
173
+
174
+ [2022-07-07 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_15)
175
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9041
176
+ - P&L BREAKDOWN:
177
+ - Gross PnL: $ 1.80
178
+ - Slippage Cost: ($ -0.03)
179
+ - Transaction Fees: ($ -0.06)
180
+ - Borrowing Fees Paid: ($ -0.01)
181
+ ---------------------------------------
182
+ - Net PnL: $ 1.73
183
+ - Capital Returned to Cash: $11.73
184
+ - PORTFOLIO STATE: Total Equity=$1,026.82 | Cash=$790.96 | In Positions=$220.00 (Utilization: 22.55%)
185
+
186
+ [2022-07-07 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_17)
187
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9041
188
+ - P&L BREAKDOWN:
189
+ - Gross PnL: $ 1.40
190
+ - Slippage Cost: ($ -0.03)
191
+ - Transaction Fees: ($ -0.06)
192
+ - Borrowing Fees Paid: ($ -0.01)
193
+ ---------------------------------------
194
+ - Net PnL: $ 1.34
195
+ - Capital Returned to Cash: $11.34
196
+ - PORTFOLIO STATE: Total Equity=$1,026.72 | Cash=$802.29 | In Positions=$210.00 (Utilization: 21.58%)
197
+
198
+ [2022-07-07 12:54:00] - PROFIT TAKE (LEVERAGED ID: lev_13)
199
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9740
200
+ - P&L BREAKDOWN:
201
+ - Gross PnL: $ 1.50
202
+ - Slippage Cost: ($ -0.03)
203
+ - Transaction Fees: ($ -0.06)
204
+ - Borrowing Fees Paid: ($ -0.02)
205
+ ---------------------------------------
206
+ - Net PnL: $ 1.42
207
+ - Capital Returned to Cash: $11.42
208
+ - PORTFOLIO STATE: Total Equity=$1,029.98 | Cash=$813.71 | In Positions=$200.00 (Utilization: 20.76%)
209
+
210
+ [2022-07-07 14:07:00] - PROFIT TAKE (LEVERAGED ID: lev_19)
211
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.0240
212
+ - P&L BREAKDOWN:
213
+ - Gross PnL: $ 1.43
214
+ - Slippage Cost: ($ -0.03)
215
+ - Transaction Fees: ($ -0.06)
216
+ - Borrowing Fees Paid: ($ -0.00)
217
+ ---------------------------------------
218
+ - Net PnL: $ 1.37
219
+ - Capital Returned to Cash: $11.37
220
+ - PORTFOLIO STATE: Total Equity=$1,032.03 | Cash=$825.08 | In Positions=$190.00 (Utilization: 19.91%)
221
+
222
+ [2022-07-07 14:07:00] - PROFIT TAKE (LEVERAGED ID: lev_20)
223
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.0240
224
+ - P&L BREAKDOWN:
225
+ - Gross PnL: $ 1.43
226
+ - Slippage Cost: ($ -0.03)
227
+ - Transaction Fees: ($ -0.06)
228
+ - Borrowing Fees Paid: ($ -0.00)
229
+ ---------------------------------------
230
+ - Net PnL: $ 1.37
231
+ - Capital Returned to Cash: $11.37
232
+ - PORTFOLIO STATE: Total Equity=$1,031.93 | Cash=$836.45 | In Positions=$180.00 (Utilization: 18.94%)
233
+
234
+ [2022-07-07 19:23:00] - NEW SPOT ENTRY (ID: spot_21)
235
+ - Details: Invested $20.00 for 3.236246 units @ $6.1800
236
+ - PORTFOLIO STATE: Total Equity=$1,036.80 | Cash=$816.45 | In Positions=$200.00 (Utilization: 21.25%)
237
+
238
+ [2022-07-07 19:23:00] - NEW LEVERAGED ENTRY (ID: lev_22)
239
+ - Details: Size=$30.00 @ $6.1800
240
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
241
+ - PORTFOLIO STATE: Total Equity=$1,036.80 | Cash=$806.45 | In Positions=$210.00 (Utilization: 22.22%)
242
+
243
+ [2022-07-07 23:00:00] - PROFIT TAKE (SPOT ID: spot_1)
244
+ - Reason: 'spot_profit_target' @ Exit Price $6.2537
245
+ - P&L BREAKDOWN:
246
+ - Gross PnL: $ 4.01
247
+ - Slippage Cost: ($ -0.02)
248
+ - Transaction Fees: ($ -0.04)
249
+ ---------------------------------------
250
+ - Net PnL: $ 3.96
251
+ - Capital Returned to Cash: $23.96
252
+ - PORTFOLIO STATE: Total Equity=$1,039.97 | Cash=$830.41 | In Positions=$190.00 (Utilization: 20.11%)
253
+
254
+ [2022-07-08 03:59:00] - NEW SPOT ENTRY (ID: spot_23)
255
+ - Details: Invested $20.00 for 3.179650 units @ $6.2900
256
+ - PORTFOLIO STATE: Total Equity=$1,041.06 | Cash=$810.40 | In Positions=$210.00 (Utilization: 22.10%)
257
+
258
+ [2022-07-08 03:59:00] - NEW LEVERAGED ENTRY (ID: lev_24)
259
+ - Details: Size=$30.00 @ $6.2900
260
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
261
+ - PORTFOLIO STATE: Total Equity=$1,041.06 | Cash=$800.40 | In Positions=$220.00 (Utilization: 23.07%)
262
+
263
+ [2022-07-08 12:00:00] - NEW SPOT ENTRY (ID: spot_25)
264
+ - Details: Invested $20.00 for 3.241491 units @ $6.1700
265
+ - PORTFOLIO STATE: Total Equity=$1,035.70 | Cash=$780.39 | In Positions=$240.00 (Utilization: 24.71%)
266
+
267
+ [2022-07-08 12:00:00] - NEW LEVERAGED ENTRY (ID: lev_26)
268
+ - Details: Size=$30.00 @ $6.1700
269
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
270
+ - PORTFOLIO STATE: Total Equity=$1,035.70 | Cash=$770.39 | In Positions=$250.00 (Utilization: 25.68%)
271
+
272
+ [2022-07-08 19:07:00] - PROFIT TAKE (SPOT ID: spot_8)
273
+ - Reason: 'spot_profit_target' @ Exit Price $6.5534
274
+ - P&L BREAKDOWN:
275
+ - Gross PnL: $ 4.27
276
+ - Slippage Cost: ($ -0.02)
277
+ - Transaction Fees: ($ -0.04)
278
+ ---------------------------------------
279
+ - Net PnL: $ 4.23
280
+ - Capital Returned to Cash: $24.23
281
+ - PORTFOLIO STATE: Total Equity=$1,056.19 | Cash=$794.62 | In Positions=$230.00 (Utilization: 24.29%)
282
+
283
+ [2022-07-08 19:11:00] - PROFIT TAKE (SPOT ID: spot_10)
284
+ - Reason: 'spot_profit_target' @ Exit Price $6.6733
285
+ - P&L BREAKDOWN:
286
+ - Gross PnL: $ 4.00
287
+ - Slippage Cost: ($ -0.02)
288
+ - Transaction Fees: ($ -0.04)
289
+ ---------------------------------------
290
+ - Net PnL: $ 3.96
291
+ - Capital Returned to Cash: $23.96
292
+ - PORTFOLIO STATE: Total Equity=$1,062.00 | Cash=$818.58 | In Positions=$210.00 (Utilization: 22.28%)
293
+
294
+ [2022-07-08 19:12:00] - PROFIT TAKE (LEVERAGED ID: lev_22)
295
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.5634
296
+ - P&L BREAKDOWN:
297
+ - Gross PnL: $ 1.86
298
+ - Slippage Cost: ($ -0.03)
299
+ - Transaction Fees: ($ -0.06)
300
+ - Borrowing Fees Paid: ($ -0.01)
301
+ ---------------------------------------
302
+ - Net PnL: $ 1.79
303
+ - Capital Returned to Cash: $11.79
304
+ - PORTFOLIO STATE: Total Equity=$1,056.90 | Cash=$830.37 | In Positions=$200.00 (Utilization: 21.12%)
305
+
306
+ [2022-07-08 19:12:00] - PROFIT TAKE (LEVERAGED ID: lev_24)
307
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.5634
308
+ - P&L BREAKDOWN:
309
+ - Gross PnL: $ 1.30
310
+ - Slippage Cost: ($ -0.03)
311
+ - Transaction Fees: ($ -0.06)
312
+ - Borrowing Fees Paid: ($ -0.01)
313
+ ---------------------------------------
314
+ - Net PnL: $ 1.24
315
+ - Capital Returned to Cash: $11.24
316
+ - PORTFOLIO STATE: Total Equity=$1,056.80 | Cash=$841.60 | In Positions=$190.00 (Utilization: 20.18%)
317
+
318
+ [2022-07-08 19:12:00] - PROFIT TAKE (LEVERAGED ID: lev_26)
319
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.5634
320
+ - P&L BREAKDOWN:
321
+ - Gross PnL: $ 1.91
322
+ - Slippage Cost: ($ -0.03)
323
+ - Transaction Fees: ($ -0.06)
324
+ - Borrowing Fees Paid: ($ -0.00)
325
+ ---------------------------------------
326
+ - Net PnL: $ 1.85
327
+ - Capital Returned to Cash: $11.85
328
+ - PORTFOLIO STATE: Total Equity=$1,056.71 | Cash=$853.45 | In Positions=$180.00 (Utilization: 19.23%)
329
+
330
+ [2022-07-08 19:45:00] - PROFIT TAKE (SPOT ID: spot_3)
331
+ - Reason: 'spot_profit_target' @ Exit Price $6.6833
332
+ - P&L BREAKDOWN:
333
+ - Gross PnL: $ 4.00
334
+ - Slippage Cost: ($ -0.02)
335
+ - Transaction Fees: ($ -0.04)
336
+ ---------------------------------------
337
+ - Net PnL: $ 3.95
338
+ - Capital Returned to Cash: $23.95
339
+ - PORTFOLIO STATE: Total Equity=$1,060.35 | Cash=$877.41 | In Positions=$160.00 (Utilization: 17.25%)
340
+
341
+ [2022-07-08 19:45:00] - PROFIT TAKE (SPOT ID: spot_14)
342
+ - Reason: 'spot_profit_target' @ Exit Price $6.6833
343
+ - P&L BREAKDOWN:
344
+ - Gross PnL: $ 4.00
345
+ - Slippage Cost: ($ -0.02)
346
+ - Transaction Fees: ($ -0.04)
347
+ ---------------------------------------
348
+ - Net PnL: $ 3.95
349
+ - Capital Returned to Cash: $23.95
350
+ - PORTFOLIO STATE: Total Equity=$1,060.29 | Cash=$901.36 | In Positions=$140.00 (Utilization: 14.99%)
351
+
352
+ [2022-07-08 20:00:00] - PROFIT TAKE (SPOT ID: spot_6)
353
+ - Reason: 'spot_profit_target' @ Exit Price $6.7432
354
+ - P&L BREAKDOWN:
355
+ - Gross PnL: $ 4.00
356
+ - Slippage Cost: ($ -0.02)
357
+ - Transaction Fees: ($ -0.04)
358
+ ---------------------------------------
359
+ - Net PnL: $ 3.95
360
+ - Capital Returned to Cash: $23.95
361
+ - PORTFOLIO STATE: Total Equity=$1,061.64 | Cash=$925.32 | In Positions=$120.00 (Utilization: 12.84%)
362
+
363
+ [2022-07-08 20:14:00] - PROFIT TAKE (SPOT ID: spot_12)
364
+ - Reason: 'spot_profit_target' @ Exit Price $6.8232
365
+ - P&L BREAKDOWN:
366
+ - Gross PnL: $ 3.98
367
+ - Slippage Cost: ($ -0.02)
368
+ - Transaction Fees: ($ -0.04)
369
+ ---------------------------------------
370
+ - Net PnL: $ 3.94
371
+ - Capital Returned to Cash: $23.94
372
+ - PORTFOLIO STATE: Total Equity=$1,063.19 | Cash=$949.25 | In Positions=$100.00 (Utilization: 10.72%)
373
+
374
+ [2022-07-08 20:14:00] - PROFIT TAKE (SPOT ID: spot_16)
375
+ - Reason: 'spot_profit_target' @ Exit Price $6.8232
376
+ - P&L BREAKDOWN:
377
+ - Gross PnL: $ 4.20
378
+ - Slippage Cost: ($ -0.02)
379
+ - Transaction Fees: ($ -0.04)
380
+ ---------------------------------------
381
+ - Net PnL: $ 4.15
382
+ - Capital Returned to Cash: $24.15
383
+ - PORTFOLIO STATE: Total Equity=$1,063.12 | Cash=$973.41 | In Positions=$80.00 (Utilization: 8.44%)
384
+
385
+ [2022-07-08 20:16:00] - PROFIT TAKE (SPOT ID: spot_18)
386
+ - Reason: 'spot_profit_target' @ Exit Price $6.9530
387
+ - P&L BREAKDOWN:
388
+ - Gross PnL: $ 4.18
389
+ - Slippage Cost: ($ -0.02)
390
+ - Transaction Fees: ($ -0.04)
391
+ ---------------------------------------
392
+ - Net PnL: $ 4.14
393
+ - Capital Returned to Cash: $24.14
394
+ - PORTFOLIO STATE: Total Equity=$1,064.76 | Cash=$997.55 | In Positions=$60.00 (Utilization: 6.31%)
395
+
396
+ [2022-07-08 20:34:00] - PROFIT TAKE (SPOT ID: spot_21)
397
+ - Reason: 'spot_profit_target' @ Exit Price $7.4226
398
+ - P&L BREAKDOWN:
399
+ - Gross PnL: $ 4.02
400
+ - Slippage Cost: ($ -0.02)
401
+ - Transaction Fees: ($ -0.04)
402
+ ---------------------------------------
403
+ - Net PnL: $ 3.98
404
+ - Capital Returned to Cash: $23.98
405
+ - PORTFOLIO STATE: Total Equity=$1,069.23 | Cash=$1,021.52 | In Positions=$40.00 (Utilization: 4.46%)
406
+
407
+ [2022-07-08 20:34:00] - PROFIT TAKE (SPOT ID: spot_25)
408
+ - Reason: 'spot_profit_target' @ Exit Price $7.4226
409
+ - P&L BREAKDOWN:
410
+ - Gross PnL: $ 4.06
411
+ - Slippage Cost: ($ -0.02)
412
+ - Transaction Fees: ($ -0.04)
413
+ ---------------------------------------
414
+ - Net PnL: $ 4.02
415
+ - Capital Returned to Cash: $24.02
416
+ - PORTFOLIO STATE: Total Equity=$1,069.16 | Cash=$1,045.54 | In Positions=$20.00 (Utilization: 2.21%)
417
+
418
+ [2022-07-08 21:36:00] - NEW SPOT ENTRY (ID: spot_27)
419
+ - Details: Invested $20.00 for 2.747253 units @ $7.2800
420
+ - PORTFOLIO STATE: Total Equity=$1,068.69 | Cash=$1,025.54 | In Positions=$40.00 (Utilization: 4.04%)
421
+
422
+ [2022-07-08 21:36:00] - NEW LEVERAGED ENTRY (ID: lev_28)
423
+ - Details: Size=$30.00 @ $7.2800
424
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
425
+ - PORTFOLIO STATE: Total Equity=$1,068.69 | Cash=$1,015.54 | In Positions=$50.00 (Utilization: 4.97%)
426
+
427
+ [2022-07-09 08:00:00] - NEW SPOT ENTRY (ID: spot_29)
428
+ - Details: Invested $20.00 for 2.861230 units @ $6.9900
429
+ - PORTFOLIO STATE: Total Equity=$1,065.77 | Cash=$995.53 | In Positions=$70.00 (Utilization: 6.70%)
430
+
431
+ [2022-07-09 08:00:00] - NEW LEVERAGED ENTRY (ID: lev_30)
432
+ - Details: Size=$30.00 @ $6.9900
433
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
434
+ - PORTFOLIO STATE: Total Equity=$1,065.77 | Cash=$985.53 | In Positions=$80.00 (Utilization: 7.64%)
435
+
436
+ [2022-07-09 17:27:00] - NEW SPOT ENTRY (ID: spot_31)
437
+ - Details: Invested $20.00 for 2.770083 units @ $7.2200
438
+ - PORTFOLIO STATE: Total Equity=$1,069.71 | Cash=$965.52 | In Positions=$100.00 (Utilization: 9.67%)
439
+
440
+ [2022-07-09 17:27:00] - NEW LEVERAGED ENTRY (ID: lev_32)
441
+ - Details: Size=$30.00 @ $7.2200
442
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
443
+ - PORTFOLIO STATE: Total Equity=$1,069.71 | Cash=$955.52 | In Positions=$110.00 (Utilization: 10.61%)
444
+
445
+ [2022-07-10 02:09:00] - NEW SPOT ENTRY (ID: spot_33)
446
+ - Details: Invested $20.00 for 2.954210 units @ $6.7700
447
+ - PORTFOLIO STATE: Total Equity=$1,058.84 | Cash=$935.50 | In Positions=$130.00 (Utilization: 12.11%)
448
+
449
+ [2022-07-10 02:09:00] - NEW LEVERAGED ENTRY (ID: lev_34)
450
+ - Details: Size=$30.00 @ $6.7700
451
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
452
+ - PORTFOLIO STATE: Total Equity=$1,058.84 | Cash=$925.50 | In Positions=$140.00 (Utilization: 13.06%)
453
+
454
+ [2022-07-10 11:16:00] - NEW SPOT ENTRY (ID: spot_35)
455
+ - Details: Invested $20.00 for 3.021148 units @ $6.6200
456
+ - PORTFOLIO STATE: Total Equity=$1,054.09 | Cash=$905.48 | In Positions=$160.00 (Utilization: 14.81%)
457
+
458
+ [2022-07-10 11:16:00] - NEW LEVERAGED ENTRY (ID: lev_36)
459
+ - Details: Size=$30.00 @ $6.6200
460
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
461
+ - PORTFOLIO STATE: Total Equity=$1,054.09 | Cash=$895.48 | In Positions=$170.00 (Utilization: 15.76%)
462
+
463
+ [2022-07-13 12:40:00] - LIQUIDATION (LEVERAGED ID: lev_32)
464
+ - Reason: 'liquidated_tech_error_on_call' @ Exit Price $6.0539
465
+ - P&L BREAKDOWN:
466
+ - Gross PnL: $ -4.85
467
+ - Slippage Cost: ($ -0.03)
468
+ - Transaction Fees: ($ -0.06)
469
+ - Borrowing Fees Paid: ($ -0.07)
470
+ ---------------------------------------
471
+ - Net PnL: $ -4.97
472
+ - Capital Returned to Cash: $5.03
473
+ - PORTFOLIO STATE: Total Equity=$1,031.79 | Cash=$900.24 | In Positions=$160.00 (Utilization: 14.17%)
474
+
475
+ [2022-07-15 00:50:00] - PROFIT TAKE (LEVERAGED ID: lev_36)
476
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.9830
477
+ - P&L BREAKDOWN:
478
+ - Gross PnL: $ 1.65
479
+ - Slippage Cost: ($ -0.03)
480
+ - Transaction Fees: ($ -0.06)
481
+ - Borrowing Fees Paid: ($ -0.08)
482
+ ---------------------------------------
483
+ - Net PnL: $ 1.51
484
+ - Capital Returned to Cash: $11.51
485
+ - PORTFOLIO STATE: Total Equity=$1,063.98 | Cash=$911.64 | In Positions=$150.00 (Utilization: 14.34%)
486
+
487
+ [2022-07-15 09:35:00] - PROFIT TAKE (LEVERAGED ID: lev_34)
488
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.0429
489
+ - P&L BREAKDOWN:
490
+ - Gross PnL: $ 1.21
491
+ - Slippage Cost: ($ -0.03)
492
+ - Transaction Fees: ($ -0.06)
493
+ - Borrowing Fees Paid: ($ -0.09)
494
+ ---------------------------------------
495
+ - Net PnL: $ 1.06
496
+ - Capital Returned to Cash: $11.06
497
+ - PORTFOLIO STATE: Total Equity=$1,065.60 | Cash=$922.68 | In Positions=$140.00 (Utilization: 13.48%)
498
+
499
+ [2022-07-16 15:12:00] - PROFIT TAKE (LEVERAGED ID: lev_30)
500
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.3127
501
+ - P&L BREAKDOWN:
502
+ - Gross PnL: $ 1.38
503
+ - Slippage Cost: ($ -0.03)
504
+ - Transaction Fees: ($ -0.06)
505
+ - Borrowing Fees Paid: ($ -0.13)
506
+ ---------------------------------------
507
+ - Net PnL: $ 1.20
508
+ - Capital Returned to Cash: $11.20
509
+ - PORTFOLIO STATE: Total Equity=$1,072.35 | Cash=$933.84 | In Positions=$130.00 (Utilization: 12.90%)
510
+
511
+ [2022-07-17 22:40:00] - PROFIT TAKE (SPOT ID: spot_23)
512
+ - Reason: 'spot_profit_target' @ Exit Price $7.5724
513
+ - P&L BREAKDOWN:
514
+ - Gross PnL: $ 4.08
515
+ - Slippage Cost: ($ -0.02)
516
+ - Transaction Fees: ($ -0.04)
517
+ ---------------------------------------
518
+ - Net PnL: $ 4.03
519
+ - Capital Returned to Cash: $24.03
520
+ - PORTFOLIO STATE: Total Equity=$1,077.89 | Cash=$957.85 | In Positions=$110.00 (Utilization: 11.02%)
521
+
522
+ [2022-07-18 10:21:00] - PROFIT TAKE (LEVERAGED ID: lev_28)
523
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $7.6823
524
+ - P&L BREAKDOWN:
525
+ - Gross PnL: $ 1.66
526
+ - Slippage Cost: ($ -0.03)
527
+ - Transaction Fees: ($ -0.06)
528
+ - Borrowing Fees Paid: ($ -0.17)
529
+ ---------------------------------------
530
+ - Net PnL: $ 1.43
531
+ - Capital Returned to Cash: $11.43
532
+ - PORTFOLIO STATE: Total Equity=$1,079.65 | Cash=$969.27 | In Positions=$100.00 (Utilization: 10.22%)
533
+
534
+ [2022-07-18 11:25:00] - NEW SPOT ENTRY (ID: spot_37)
535
+ - Details: Invested $20.00 for 2.577320 units @ $7.7600
536
+ - PORTFOLIO STATE: Total Equity=$1,080.65 | Cash=$949.27 | In Positions=$120.00 (Utilization: 12.16%)
537
+
538
+ [2022-07-18 11:25:00] - NEW LEVERAGED ENTRY (ID: lev_38)
539
+ - Details: Size=$30.00 @ $7.7600
540
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
541
+ - PORTFOLIO STATE: Total Equity=$1,080.65 | Cash=$939.27 | In Positions=$130.00 (Utilization: 13.08%)
542
+
543
+ [2022-07-18 19:27:00] - NEW SPOT ENTRY (ID: spot_39)
544
+ - Details: Invested $20.00 for 2.743484 units @ $7.2900
545
+ - PORTFOLIO STATE: Total Equity=$1,070.87 | Cash=$919.26 | In Positions=$150.00 (Utilization: 14.33%)
546
+
547
+ [2022-07-18 19:27:00] - NEW LEVERAGED ENTRY (ID: lev_40)
548
+ - Details: Size=$30.00 @ $7.2900
549
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
550
+ - PORTFOLIO STATE: Total Equity=$1,070.87 | Cash=$909.26 | In Positions=$160.00 (Utilization: 15.26%)
551
+
552
+ [2022-07-19 03:30:00] - NEW SPOT ENTRY (ID: spot_41)
553
+ - Details: Invested $20.00 for 2.732240 units @ $7.3200
554
+ - PORTFOLIO STATE: Total Equity=$1,071.69 | Cash=$889.25 | In Positions=$180.00 (Utilization: 17.17%)
555
+
556
+ [2022-07-19 03:30:00] - NEW LEVERAGED ENTRY (ID: lev_42)
557
+ - Details: Size=$30.00 @ $7.3200
558
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
559
+ - PORTFOLIO STATE: Total Equity=$1,071.69 | Cash=$879.25 | In Positions=$190.00 (Utilization: 18.10%)
560
+
561
+ [2022-07-28 01:01:00] - NEW SPOT ENTRY (ID: spot_43)
562
+ - Details: Invested $20.00 for 2.832861 units @ $7.0600
563
+ - PORTFOLIO STATE: Total Equity=$1,062.26 | Cash=$858.78 | In Positions=$210.00 (Utilization: 19.60%)
564
+
565
+ [2022-07-28 01:01:00] - NEW LEVERAGED ENTRY (ID: lev_44)
566
+ - Details: Size=$30.00 @ $7.0600
567
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
568
+ - PORTFOLIO STATE: Total Equity=$1,062.26 | Cash=$848.78 | In Positions=$220.00 (Utilization: 20.54%)
569
+
570
+ [2022-07-28 09:39:00] - NEW SPOT ENTRY (ID: spot_45)
571
+ - Details: Invested $20.00 for 2.832861 units @ $7.0600
572
+ - PORTFOLIO STATE: Total Equity=$1,062.23 | Cash=$828.76 | In Positions=$240.00 (Utilization: 22.42%)
573
+
574
+ [2022-07-28 09:39:00] - NEW LEVERAGED ENTRY (ID: lev_46)
575
+ - Details: Size=$30.00 @ $7.0600
576
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
577
+ - PORTFOLIO STATE: Total Equity=$1,062.23 | Cash=$818.76 | In Positions=$250.00 (Utilization: 23.37%)
578
+
579
+ [2022-07-28 16:32:00] - PROFIT TAKE (LEVERAGED ID: lev_44)
580
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.3426
581
+ - P&L BREAKDOWN:
582
+ - Gross PnL: $ 1.20
583
+ - Slippage Cost: ($ -0.03)
584
+ - Transaction Fees: ($ -0.06)
585
+ - Borrowing Fees Paid: ($ -0.01)
586
+ ---------------------------------------
587
+ - Net PnL: $ 1.13
588
+ - Capital Returned to Cash: $11.13
589
+ - PORTFOLIO STATE: Total Equity=$1,076.23 | Cash=$829.87 | In Positions=$240.00 (Utilization: 22.89%)
590
+
591
+ [2022-07-28 16:32:00] - PROFIT TAKE (LEVERAGED ID: lev_46)
592
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.3426
593
+ - P&L BREAKDOWN:
594
+ - Gross PnL: $ 1.20
595
+ - Slippage Cost: ($ -0.03)
596
+ - Transaction Fees: ($ -0.06)
597
+ - Borrowing Fees Paid: ($ -0.00)
598
+ ---------------------------------------
599
+ - Net PnL: $ 1.14
600
+ - Capital Returned to Cash: $11.14
601
+ - PORTFOLIO STATE: Total Equity=$1,076.13 | Cash=$841.01 | In Positions=$230.00 (Utilization: 21.96%)
602
+
603
+ [2022-07-28 19:22:00] - NEW SPOT ENTRY (ID: spot_47)
604
+ - Details: Invested $20.00 for 2.747253 units @ $7.2800
605
+ - PORTFOLIO STATE: Total Equity=$1,073.32 | Cash=$821.01 | In Positions=$250.00 (Utilization: 23.70%)
606
+
607
+ [2022-07-28 19:22:00] - NEW LEVERAGED ENTRY (ID: lev_48)
608
+ - Details: Size=$30.00 @ $7.2800
609
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
610
+ - PORTFOLIO STATE: Total Equity=$1,073.32 | Cash=$811.01 | In Positions=$260.00 (Utilization: 24.63%)
611
+
612
+ [2022-07-29 05:50:00] - PROFIT TAKE (LEVERAGED ID: lev_48)
613
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.5924
614
+ - P&L BREAKDOWN:
615
+ - Gross PnL: $ 1.29
616
+ - Slippage Cost: ($ -0.03)
617
+ - Transaction Fees: ($ -0.06)
618
+ - Borrowing Fees Paid: ($ -0.01)
619
+ ---------------------------------------
620
+ - Net PnL: $ 1.22
621
+ - Capital Returned to Cash: $11.22
622
+ - PORTFOLIO STATE: Total Equity=$1,088.23 | Cash=$822.19 | In Positions=$250.00 (Utilization: 24.28%)
623
+
624
+ [2022-07-29 08:15:00] - NEW SPOT ENTRY (ID: spot_49)
625
+ - Details: Invested $20.00 for 2.773925 units @ $7.2100
626
+ - PORTFOLIO STATE: Total Equity=$1,071.50 | Cash=$802.19 | In Positions=$270.00 (Utilization: 25.40%)
627
+
628
+ [2022-07-29 08:15:00] - NEW LEVERAGED ENTRY (ID: lev_50)
629
+ - Details: Size=$30.00 @ $7.2100
630
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
631
+ - PORTFOLIO STATE: Total Equity=$1,071.50 | Cash=$792.19 | In Positions=$280.00 (Utilization: 26.34%)
632
+
633
+ [2022-07-29 17:19:00] - NEW SPOT ENTRY (ID: spot_51)
634
+ - Details: Invested $20.00 for 2.824859 units @ $7.0800
635
+ - PORTFOLIO STATE: Total Equity=$1,065.00 | Cash=$772.17 | In Positions=$300.00 (Utilization: 27.97%)
636
+
637
+ [2022-07-29 17:19:00] - NEW LEVERAGED ENTRY (ID: lev_52)
638
+ - Details: Size=$30.00 @ $7.0800
639
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
640
+ - PORTFOLIO STATE: Total Equity=$1,065.00 | Cash=$762.17 | In Positions=$310.00 (Utilization: 28.91%)
641
+
642
+ [2022-07-29 23:13:00] - PROFIT TAKE (LEVERAGED ID: lev_52)
643
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.4625
644
+ - P&L BREAKDOWN:
645
+ - Gross PnL: $ 1.62
646
+ - Slippage Cost: ($ -0.03)
647
+ - Transaction Fees: ($ -0.06)
648
+ - Borrowing Fees Paid: ($ -0.00)
649
+ ---------------------------------------
650
+ - Net PnL: $ 1.56
651
+ - Capital Returned to Cash: $11.56
652
+ - PORTFOLIO STATE: Total Equity=$1,087.07 | Cash=$773.71 | In Positions=$300.00 (Utilization: 28.71%)
653
+
654
+ [2022-07-29 23:27:00] - PROFIT TAKE (LEVERAGED ID: lev_50)
655
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.5624
656
+ - P&L BREAKDOWN:
657
+ - Gross PnL: $ 1.47
658
+ - Slippage Cost: ($ -0.03)
659
+ - Transaction Fees: ($ -0.06)
660
+ - Borrowing Fees Paid: ($ -0.01)
661
+ ---------------------------------------
662
+ - Net PnL: $ 1.40
663
+ - Capital Returned to Cash: $11.40
664
+ - PORTFOLIO STATE: Total Equity=$1,092.24 | Cash=$785.11 | In Positions=$290.00 (Utilization: 27.99%)
665
+
666
+ [2022-07-29 23:35:00] - PROFIT TAKE (LEVERAGED ID: lev_40)
667
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $7.7223
668
+ - P&L BREAKDOWN:
669
+ - Gross PnL: $ 1.78
670
+ - Slippage Cost: ($ -0.03)
671
+ - Transaction Fees: ($ -0.06)
672
+ - Borrowing Fees Paid: ($ -0.20)
673
+ ---------------------------------------
674
+ - Net PnL: $ 1.52
675
+ - Capital Returned to Cash: $11.52
676
+ - PORTFOLIO STATE: Total Equity=$1,099.71 | Cash=$796.63 | In Positions=$280.00 (Utilization: 27.42%)
677
+
678
+ [2022-07-29 23:47:00] - PROFIT TAKE (LEVERAGED ID: lev_42)
679
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $7.7622
680
+ - P&L BREAKDOWN:
681
+ - Gross PnL: $ 1.81
682
+ - Slippage Cost: ($ -0.03)
683
+ - Transaction Fees: ($ -0.06)
684
+ - Borrowing Fees Paid: ($ -0.19)
685
+ ---------------------------------------
686
+ - Net PnL: $ 1.56
687
+ - Capital Returned to Cash: $11.56
688
+ - PORTFOLIO STATE: Total Equity=$1,101.20 | Cash=$808.19 | In Positions=$270.00 (Utilization: 26.60%)
689
+
690
+ [2022-07-29 23:48:00] - PROFIT TAKE (SPOT ID: spot_35)
691
+ - Reason: 'spot_profit_target' @ Exit Price $8.0120
692
+ - P&L BREAKDOWN:
693
+ - Gross PnL: $ 4.21
694
+ - Slippage Cost: ($ -0.02)
695
+ - Transaction Fees: ($ -0.04)
696
+ ---------------------------------------
697
+ - Net PnL: $ 4.16
698
+ - Capital Returned to Cash: $24.16
699
+ - PORTFOLIO STATE: Total Equity=$1,111.20 | Cash=$832.35 | In Positions=$250.00 (Utilization: 25.00%)
700
+
701
+ [2022-07-29 23:50:00] - PROFIT TAKE (SPOT ID: spot_33)
702
+ - Reason: 'spot_profit_target' @ Exit Price $8.1618
703
+ - P&L BREAKDOWN:
704
+ - Gross PnL: $ 4.11
705
+ - Slippage Cost: ($ -0.02)
706
+ - Transaction Fees: ($ -0.04)
707
+ ---------------------------------------
708
+ - Net PnL: $ 4.07
709
+ - Capital Returned to Cash: $24.07
710
+ - PORTFOLIO STATE: Total Equity=$1,116.72 | Cash=$856.41 | In Positions=$230.00 (Utilization: 23.17%)
711
+
712
+ [2022-07-30 00:03:00] - PROFIT TAKE (LEVERAGED ID: lev_38)
713
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $8.2717
714
+ - P&L BREAKDOWN:
715
+ - Gross PnL: $ 1.98
716
+ - Slippage Cost: ($ -0.03)
717
+ - Transaction Fees: ($ -0.06)
718
+ - Borrowing Fees Paid: ($ -0.20)
719
+ ---------------------------------------
720
+ - Net PnL: $ 1.71
721
+ - Capital Returned to Cash: $11.71
722
+ - PORTFOLIO STATE: Total Equity=$1,120.20 | Cash=$868.13 | In Positions=$220.00 (Utilization: 22.50%)
723
+
724
+ [2022-07-30 00:21:00] - PROFIT TAKE (SPOT ID: spot_29)
725
+ - Reason: 'spot_profit_target' @ Exit Price $8.3816
726
+ - P&L BREAKDOWN:
727
+ - Gross PnL: $ 3.98
728
+ - Slippage Cost: ($ -0.02)
729
+ - Transaction Fees: ($ -0.04)
730
+ ---------------------------------------
731
+ - Net PnL: $ 3.94
732
+ - Capital Returned to Cash: $23.94
733
+ - PORTFOLIO STATE: Total Equity=$1,123.48 | Cash=$892.06 | In Positions=$200.00 (Utilization: 20.60%)
734
+
735
+ [2022-07-30 00:22:00] - PROFIT TAKE (SPOT ID: spot_43)
736
+ - Reason: 'spot_profit_target' @ Exit Price $8.5115
737
+ - P&L BREAKDOWN:
738
+ - Gross PnL: $ 4.11
739
+ - Slippage Cost: ($ -0.02)
740
+ - Transaction Fees: ($ -0.04)
741
+ ---------------------------------------
742
+ - Net PnL: $ 4.07
743
+ - Capital Returned to Cash: $24.07
744
+ - PORTFOLIO STATE: Total Equity=$1,127.00 | Cash=$916.13 | In Positions=$180.00 (Utilization: 18.71%)
745
+
746
+ [2022-07-30 00:22:00] - PROFIT TAKE (SPOT ID: spot_45)
747
+ - Reason: 'spot_profit_target' @ Exit Price $8.5115
748
+ - P&L BREAKDOWN:
749
+ - Gross PnL: $ 4.11
750
+ - Slippage Cost: ($ -0.02)
751
+ - Transaction Fees: ($ -0.04)
752
+ ---------------------------------------
753
+ - Net PnL: $ 4.07
754
+ - Capital Returned to Cash: $24.07
755
+ - PORTFOLIO STATE: Total Equity=$1,126.93 | Cash=$940.20 | In Positions=$160.00 (Utilization: 16.57%)
756
+
757
+ [2022-07-30 00:22:00] - PROFIT TAKE (SPOT ID: spot_51)
758
+ - Reason: 'spot_profit_target' @ Exit Price $8.5115
759
+ - P&L BREAKDOWN:
760
+ - Gross PnL: $ 4.04
761
+ - Slippage Cost: ($ -0.02)
762
+ - Transaction Fees: ($ -0.04)
763
+ ---------------------------------------
764
+ - Net PnL: $ 4.00
765
+ - Capital Returned to Cash: $24.00
766
+ - PORTFOLIO STATE: Total Equity=$1,126.86 | Cash=$964.20 | In Positions=$140.00 (Utilization: 14.43%)
767
+
768
+ [2022-07-30 00:33:00] - PROFIT TAKE (SPOT ID: spot_49)
769
+ - Reason: 'spot_profit_target' @ Exit Price $8.6513
770
+ - P&L BREAKDOWN:
771
+ - Gross PnL: $ 4.00
772
+ - Slippage Cost: ($ -0.02)
773
+ - Transaction Fees: ($ -0.04)
774
+ ---------------------------------------
775
+ - Net PnL: $ 3.95
776
+ - Capital Returned to Cash: $23.95
777
+ - PORTFOLIO STATE: Total Equity=$1,129.46 | Cash=$988.15 | In Positions=$120.00 (Utilization: 12.51%)
778
+
779
+ [2022-07-30 00:34:00] - PROFIT TAKE (SPOT ID: spot_31)
780
+ - Reason: 'spot_profit_target' @ Exit Price $8.7113
781
+ - P&L BREAKDOWN:
782
+ - Gross PnL: $ 4.13
783
+ - Slippage Cost: ($ -0.02)
784
+ - Transaction Fees: ($ -0.04)
785
+ ---------------------------------------
786
+ - Net PnL: $ 4.09
787
+ - Capital Returned to Cash: $24.09
788
+ - PORTFOLIO STATE: Total Equity=$1,130.38 | Cash=$1,012.24 | In Positions=$100.00 (Utilization: 10.45%)
789
+
790
+ [2022-07-30 00:36:00] - PROFIT TAKE (SPOT ID: spot_27)
791
+ - Reason: 'spot_profit_target' @ Exit Price $8.7512
792
+ - P&L BREAKDOWN:
793
+ - Gross PnL: $ 4.04
794
+ - Slippage Cost: ($ -0.02)
795
+ - Transaction Fees: ($ -0.04)
796
+ ---------------------------------------
797
+ - Net PnL: $ 4.00
798
+ - Capital Returned to Cash: $24.00
799
+ - PORTFOLIO STATE: Total Equity=$1,130.85 | Cash=$1,036.24 | In Positions=$80.00 (Utilization: 8.37%)
800
+
801
+ [2022-07-30 00:36:00] - PROFIT TAKE (SPOT ID: spot_39)
802
+ - Reason: 'spot_profit_target' @ Exit Price $8.7512
803
+ - P&L BREAKDOWN:
804
+ - Gross PnL: $ 4.01
805
+ - Slippage Cost: ($ -0.02)
806
+ - Transaction Fees: ($ -0.04)
807
+ ---------------------------------------
808
+ - Net PnL: $ 3.96
809
+ - Capital Returned to Cash: $23.96
810
+ - PORTFOLIO STATE: Total Equity=$1,130.78 | Cash=$1,060.20 | In Positions=$60.00 (Utilization: 6.24%)
811
+
812
+ [2022-07-30 00:36:00] - PROFIT TAKE (SPOT ID: spot_47)
813
+ - Reason: 'spot_profit_target' @ Exit Price $8.7512
814
+ - P&L BREAKDOWN:
815
+ - Gross PnL: $ 4.04
816
+ - Slippage Cost: ($ -0.02)
817
+ - Transaction Fees: ($ -0.04)
818
+ ---------------------------------------
819
+ - Net PnL: $ 4.00
820
+ - Capital Returned to Cash: $24.00
821
+ - PORTFOLIO STATE: Total Equity=$1,130.71 | Cash=$1,084.20 | In Positions=$40.00 (Utilization: 4.11%)
822
+
823
+ [2022-07-30 03:19:00] - NEW SPOT ENTRY (ID: spot_53)
824
+ - Details: Invested $20.00 for 2.341920 units @ $8.5400
825
+ - PORTFOLIO STATE: Total Equity=$1,129.55 | Cash=$1,064.20 | In Positions=$60.00 (Utilization: 5.78%)
826
+
827
+ [2022-07-30 03:19:00] - NEW LEVERAGED ENTRY (ID: lev_54)
828
+ - Details: Size=$30.00 @ $8.5400
829
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
830
+ - PORTFOLIO STATE: Total Equity=$1,129.55 | Cash=$1,054.20 | In Positions=$70.00 (Utilization: 6.67%)
831
+
832
+ [2022-07-30 03:40:00] - PROFIT TAKE (SPOT ID: spot_41)
833
+ - Reason: 'spot_profit_target' @ Exit Price $8.8012
834
+ - P&L BREAKDOWN:
835
+ - Gross PnL: $ 4.05
836
+ - Slippage Cost: ($ -0.02)
837
+ - Transaction Fees: ($ -0.04)
838
+ ---------------------------------------
839
+ - Net PnL: $ 4.00
840
+ - Capital Returned to Cash: $24.00
841
+ - PORTFOLIO STATE: Total Equity=$1,132.49 | Cash=$1,078.20 | In Positions=$50.00 (Utilization: 4.71%)
842
+
843
+ [2022-07-30 03:49:00] - PROFIT TAKE (LEVERAGED ID: lev_54)
844
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.8811
845
+ - P&L BREAKDOWN:
846
+ - Gross PnL: $ 1.20
847
+ - Slippage Cost: ($ -0.03)
848
+ - Transaction Fees: ($ -0.06)
849
+ - Borrowing Fees Paid: ($ -0.00)
850
+ ---------------------------------------
851
+ - Net PnL: $ 1.14
852
+ - Capital Returned to Cash: $11.14
853
+ - PORTFOLIO STATE: Total Equity=$1,133.07 | Cash=$1,089.34 | In Positions=$40.00 (Utilization: 3.86%)
854
+
855
+ [2022-07-30 11:22:00] - NEW SPOT ENTRY (ID: spot_55)
856
+ - Details: Invested $20.00 for 2.472188 units @ $8.0900
857
+ - PORTFOLIO STATE: Total Equity=$1,129.14 | Cash=$1,069.34 | In Positions=$60.00 (Utilization: 5.30%)
858
+
859
+ [2022-07-30 11:22:00] - NEW LEVERAGED ENTRY (ID: lev_56)
860
+ - Details: Size=$30.00 @ $8.0900
861
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
862
+ - PORTFOLIO STATE: Total Equity=$1,129.14 | Cash=$1,059.34 | In Positions=$70.00 (Utilization: 6.18%)
863
+
864
+ [2022-07-30 17:08:00] - PROFIT TAKE (LEVERAGED ID: lev_56)
865
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.6913
866
+ - P&L BREAKDOWN:
867
+ - Gross PnL: $ 2.23
868
+ - Slippage Cost: ($ -0.03)
869
+ - Transaction Fees: ($ -0.06)
870
+ - Borrowing Fees Paid: ($ -0.00)
871
+ ---------------------------------------
872
+ - Net PnL: $ 2.17
873
+ - Capital Returned to Cash: $12.17
874
+ - PORTFOLIO STATE: Total Equity=$1,135.81 | Cash=$1,071.51 | In Positions=$60.00 (Utilization: 5.66%)
875
+
876
+ [2022-07-30 20:55:00] - NEW SPOT ENTRY (ID: spot_57)
877
+ - Details: Invested $20.00 for 2.395210 units @ $8.3500
878
+ - PORTFOLIO STATE: Total Equity=$1,133.23 | Cash=$1,051.51 | In Positions=$80.00 (Utilization: 7.21%)
879
+
880
+ [2022-07-30 20:55:00] - NEW LEVERAGED ENTRY (ID: lev_58)
881
+ - Details: Size=$30.00 @ $8.3500
882
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
883
+ - PORTFOLIO STATE: Total Equity=$1,133.23 | Cash=$1,041.51 | In Positions=$90.00 (Utilization: 8.09%)
884
+
885
+ [2022-07-31 04:57:00] - NEW SPOT ENTRY (ID: spot_59)
886
+ - Details: Invested $20.00 for 2.389486 units @ $8.3700
887
+ - PORTFOLIO STATE: Total Equity=$1,133.49 | Cash=$1,021.50 | In Positions=$110.00 (Utilization: 9.87%)
888
+
889
+ [2022-07-31 04:57:00] - NEW LEVERAGED ENTRY (ID: lev_60)
890
+ - Details: Size=$30.00 @ $8.3700
891
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
892
+ - PORTFOLIO STATE: Total Equity=$1,133.49 | Cash=$1,011.50 | In Positions=$120.00 (Utilization: 10.76%)
893
+
894
+ [2022-07-31 12:45:00] - PROFIT TAKE (LEVERAGED ID: lev_58)
895
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.7113
896
+ - P&L BREAKDOWN:
897
+ - Gross PnL: $ 1.30
898
+ - Slippage Cost: ($ -0.03)
899
+ - Transaction Fees: ($ -0.06)
900
+ - Borrowing Fees Paid: ($ -0.01)
901
+ ---------------------------------------
902
+ - Net PnL: $ 1.23
903
+ - Capital Returned to Cash: $11.23
904
+ - PORTFOLIO STATE: Total Equity=$1,140.16 | Cash=$1,022.73 | In Positions=$110.00 (Utilization: 10.19%)
905
+
906
+ [2022-07-31 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_60)
907
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.7612
908
+ - P&L BREAKDOWN:
909
+ - Gross PnL: $ 1.40
910
+ - Slippage Cost: ($ -0.03)
911
+ - Transaction Fees: ($ -0.06)
912
+ - Borrowing Fees Paid: ($ -0.00)
913
+ ---------------------------------------
914
+ - Net PnL: $ 1.34
915
+ - Capital Returned to Cash: $11.34
916
+ - PORTFOLIO STATE: Total Equity=$1,140.86 | Cash=$1,034.07 | In Positions=$100.00 (Utilization: 9.36%)
917
+
918
+ [2022-07-31 14:24:00] - NEW SPOT ENTRY (ID: spot_61)
919
+ - Details: Invested $20.00 for 2.270148 units @ $8.8100
920
+ - PORTFOLIO STATE: Total Equity=$1,141.35 | Cash=$1,014.07 | In Positions=$120.00 (Utilization: 11.15%)
921
+
922
+ [2022-07-31 14:24:00] - NEW LEVERAGED ENTRY (ID: lev_62)
923
+ - Details: Size=$30.00 @ $8.8100
924
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
925
+ - PORTFOLIO STATE: Total Equity=$1,141.35 | Cash=$1,004.07 | In Positions=$130.00 (Utilization: 12.03%)
926
+
927
+ [2022-07-31 16:14:00] - PROFIT TAKE (SPOT ID: spot_37)
928
+ - Reason: 'spot_profit_target' @ Exit Price $9.3806
929
+ - P&L BREAKDOWN:
930
+ - Gross PnL: $ 4.18
931
+ - Slippage Cost: ($ -0.02)
932
+ - Transaction Fees: ($ -0.04)
933
+ ---------------------------------------
934
+ - Net PnL: $ 4.13
935
+ - Capital Returned to Cash: $24.13
936
+ - PORTFOLIO STATE: Total Equity=$1,151.63 | Cash=$1,028.21 | In Positions=$110.00 (Utilization: 10.55%)
937
+
938
+ [2022-07-31 16:16:00] - PROFIT TAKE (LEVERAGED ID: lev_62)
939
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $9.4106
940
+ - P&L BREAKDOWN:
941
+ - Gross PnL: $ 2.05
942
+ - Slippage Cost: ($ -0.03)
943
+ - Transaction Fees: ($ -0.06)
944
+ - Borrowing Fees Paid: ($ -0.00)
945
+ ---------------------------------------
946
+ - Net PnL: $ 1.98
947
+ - Capital Returned to Cash: $11.98
948
+ - PORTFOLIO STATE: Total Equity=$1,152.00 | Cash=$1,040.19 | In Positions=$100.00 (Utilization: 9.71%)
949
+
950
+ [2022-07-31 16:20:00] - PROFIT TAKE (SPOT ID: spot_55)
951
+ - Reason: 'spot_profit_target' @ Exit Price $9.7402
952
+ - P&L BREAKDOWN:
953
+ - Gross PnL: $ 4.08
954
+ - Slippage Cost: ($ -0.02)
955
+ - Transaction Fees: ($ -0.04)
956
+ ---------------------------------------
957
+ - Net PnL: $ 4.04
958
+ - Capital Returned to Cash: $24.04
959
+ - PORTFOLIO STATE: Total Equity=$1,155.84 | Cash=$1,064.23 | In Positions=$80.00 (Utilization: 7.93%)
960
+
961
+ [2022-08-01 00:50:00] - NEW SPOT ENTRY (ID: spot_63)
962
+ - Details: Invested $20.00 for 2.239642 units @ $8.9300
963
+ - PORTFOLIO STATE: Total Equity=$1,148.14 | Cash=$1,044.23 | In Positions=$100.00 (Utilization: 9.05%)
964
+
965
+ [2022-08-01 00:50:00] - NEW LEVERAGED ENTRY (ID: lev_64)
966
+ - Details: Size=$30.00 @ $8.9300
967
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
968
+ - PORTFOLIO STATE: Total Equity=$1,148.14 | Cash=$1,034.23 | In Positions=$110.00 (Utilization: 9.92%)
969
+
970
+ [2022-08-01 13:35:00] - NEW SPOT ENTRY (ID: spot_65)
971
+ - Details: Invested $20.00 for 2.439024 units @ $8.2000
972
+ - PORTFOLIO STATE: Total Equity=$1,137.19 | Cash=$1,014.22 | In Positions=$130.00 (Utilization: 11.03%)
973
+
974
+ [2022-08-01 13:35:00] - NEW LEVERAGED ENTRY (ID: lev_66)
975
+ - Details: Size=$30.00 @ $8.2000
976
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
977
+ - PORTFOLIO STATE: Total Equity=$1,137.19 | Cash=$1,004.22 | In Positions=$140.00 (Utilization: 11.91%)
978
+
979
+ [2022-08-06 04:49:00] - PROFIT TAKE (LEVERAGED ID: lev_66)
980
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.5814
981
+ - P&L BREAKDOWN:
982
+ - Gross PnL: $ 1.40
983
+ - Slippage Cost: ($ -0.03)
984
+ - Transaction Fees: ($ -0.06)
985
+ - Borrowing Fees Paid: ($ -0.08)
986
+ ---------------------------------------
987
+ - Net PnL: $ 1.26
988
+ - Capital Returned to Cash: $11.26
989
+ - PORTFOLIO STATE: Total Equity=$1,145.08 | Cash=$1,015.31 | In Positions=$130.00 (Utilization: 11.43%)
990
+
991
+ [2022-08-11 05:06:00] - NEW SPOT ENTRY (ID: spot_67)
992
+ - Details: Invested $20.00 for 2.320186 units @ $8.6200
993
+ - PORTFOLIO STATE: Total Equity=$1,145.51 | Cash=$995.22 | In Positions=$150.00 (Utilization: 13.21%)
994
+
995
+ [2022-08-11 05:06:00] - NEW LEVERAGED ENTRY (ID: lev_68)
996
+ - Details: Size=$30.00 @ $8.6200
997
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
998
+ - PORTFOLIO STATE: Total Equity=$1,145.51 | Cash=$985.22 | In Positions=$160.00 (Utilization: 14.08%)
999
+
1000
+ [2022-08-16 11:06:00] - NEW SPOT ENTRY (ID: spot_69)
1001
+ - Details: Invested $20.00 for 2.564103 units @ $7.8000
1002
+ - PORTFOLIO STATE: Total Equity=$1,126.27 | Cash=$965.04 | In Positions=$180.00 (Utilization: 14.91%)
1003
+
1004
+ [2022-08-16 11:06:00] - NEW LEVERAGED ENTRY (ID: lev_70)
1005
+ - Details: Size=$30.00 @ $7.8000
1006
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
1007
+ - PORTFOLIO STATE: Total Equity=$1,126.27 | Cash=$955.04 | In Positions=$190.00 (Utilization: 15.79%)
1008
+
1009
+ [2022-08-16 19:13:00] - NEW SPOT ENTRY (ID: spot_71)
1010
+ - Details: Invested $20.00 for 2.574003 units @ $7.7700
1011
+ - PORTFOLIO STATE: Total Equity=$1,125.37 | Cash=$935.02 | In Positions=$210.00 (Utilization: 17.53%)
1012
+
1013
+ [2022-08-16 19:13:00] - NEW LEVERAGED ENTRY (ID: lev_72)
1014
+ - Details: Size=$30.00 @ $7.7700
1015
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
1016
+ - PORTFOLIO STATE: Total Equity=$1,125.37 | Cash=$925.02 | In Positions=$220.00 (Utilization: 18.42%)
1017
+
1018
+ [2022-08-17 03:43:00] - NEW SPOT ENTRY (ID: spot_73)
1019
+ - Details: Invested $20.00 for 2.512563 units @ $7.9600
1020
+ - PORTFOLIO STATE: Total Equity=$1,132.20 | Cash=$905.00 | In Positions=$240.00 (Utilization: 20.44%)
1021
+
1022
+ [2022-08-17 03:43:00] - NEW LEVERAGED ENTRY (ID: lev_74)
1023
+ - Details: Size=$30.00 @ $7.9600
1024
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
1025
+ - PORTFOLIO STATE: Total Equity=$1,132.20 | Cash=$895.00 | In Positions=$250.00 (Utilization: 21.32%)
1026
+
1027
+ [2022-08-17 06:01:00] - PROFIT TAKE (LEVERAGED ID: lev_70)
1028
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.1718
1029
+ - P&L BREAKDOWN:
1030
+ - Gross PnL: $ 1.43
1031
+ - Slippage Cost: ($ -0.03)
1032
+ - Transaction Fees: ($ -0.06)
1033
+ - Borrowing Fees Paid: ($ -0.01)
1034
+ ---------------------------------------
1035
+ - Net PnL: $ 1.36
1036
+ - Capital Returned to Cash: $11.36
1037
+ - PORTFOLIO STATE: Total Equity=$1,141.41 | Cash=$906.35 | In Positions=$240.00 (Utilization: 20.74%)
1038
+
1039
+ [2022-08-17 06:01:00] - PROFIT TAKE (LEVERAGED ID: lev_72)
1040
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.1718
1041
+ - P&L BREAKDOWN:
1042
+ - Gross PnL: $ 1.55
1043
+ - Slippage Cost: ($ -0.03)
1044
+ - Transaction Fees: ($ -0.06)
1045
+ - Borrowing Fees Paid: ($ -0.01)
1046
+ ---------------------------------------
1047
+ - Net PnL: $ 1.48
1048
+ - Capital Returned to Cash: $11.48
1049
+ - PORTFOLIO STATE: Total Equity=$1,141.31 | Cash=$917.83 | In Positions=$230.00 (Utilization: 19.86%)
1050
+
1051
+ [2022-08-17 13:09:00] - NEW SPOT ENTRY (ID: spot_75)
1052
+ - Details: Invested $20.00 for 2.631579 units @ $7.6000
1053
+ - PORTFOLIO STATE: Total Equity=$1,121.19 | Cash=$897.81 | In Positions=$250.00 (Utilization: 20.76%)
1054
+
1055
+ [2022-08-17 13:09:00] - NEW LEVERAGED ENTRY (ID: lev_76)
1056
+ - Details: Size=$30.00 @ $7.6000
1057
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
1058
+ - PORTFOLIO STATE: Total Equity=$1,121.19 | Cash=$887.81 | In Positions=$260.00 (Utilization: 21.65%)
1059
+
1060
+ [2022-08-17 21:49:00] - NEW SPOT ENTRY (ID: spot_77)
1061
+ - Details: Invested $20.00 for 2.713704 units @ $7.3700
1062
+ - PORTFOLIO STATE: Total Equity=$1,111.68 | Cash=$867.79 | In Positions=$280.00 (Utilization: 23.08%)
1063
+
1064
+ [2022-08-17 21:49:00] - NEW LEVERAGED ENTRY (ID: lev_78)
1065
+ - Details: Size=$30.00 @ $7.3700
1066
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
1067
+ - PORTFOLIO STATE: Total Equity=$1,111.68 | Cash=$857.79 | In Positions=$290.00 (Utilization: 23.98%)
1068
+
1069
+ [2022-08-20 19:37:00] - LIQUIDATION (LEVERAGED ID: lev_64)
1070
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $6.0839
1071
+ - P&L BREAKDOWN:
1072
+ - Gross PnL: $ -9.56
1073
+ - Slippage Cost: ($ -0.02)
1074
+ - Transaction Fees: ($ -0.05)
1075
+ - Borrowing Fees Paid: ($ -0.35)
1076
+ ---------------------------------------
1077
+ - Net PnL: $ -9.97
1078
+ - Capital Returned to Cash: $0.03
1079
+ - PORTFOLIO STATE: Total Equity=$1,049.55 | Cash=$857.58 | In Positions=$280.00 (Utilization: 20.87%)
1080
+
1081
+ [2022-08-26 18:07:00] - LIQUIDATION (LEVERAGED ID: lev_68)
1082
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $5.8541
1083
+ - P&L BREAKDOWN:
1084
+ - Gross PnL: $ -9.63
1085
+ - Slippage Cost: ($ -0.02)
1086
+ - Transaction Fees: ($ -0.05)
1087
+ - Borrowing Fees Paid: ($ -0.28)
1088
+ ---------------------------------------
1089
+ - Net PnL: $ -9.95
1090
+ - Capital Returned to Cash: $0.05
1091
+ - PORTFOLIO STATE: Total Equity=$1,038.50 | Cash=$857.19 | In Positions=$270.00 (Utilization: 19.47%)
1092
+
1093
+ ================================================================================
1094
+ BACKTEST COMPLETE
1095
+ ================================================================================
1096
+ End Time: 2022-09-11 00:00:00
1097
+ Final Portfolio Equity: $1,090.38
1098
+ Average Portfolio Utilization: 15.75%
1099
+ ================================================================================
ICP-USDT_USDT_2022-06-13_to_2022-09-11/performance_history.csv ADDED
The diff for this file is too large to render. See raw diff
 
ICP-USDT_USDT_2022-06-13_to_2022-09-11/price_data.csv ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
2
+ oid sha256:ea5045dd60caa6019c6ae5ee9a2d834b805c72cc1558e3cce7f630cbdccf8c2f
3
+ size 18928807
ICP-USDT_USDT_2022-06-13_to_2022-09-11/trade_history.csv ADDED
@@ -0,0 +1,64 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ id,type,entry_time,exit_time,entry_price,exit_price,pnl,reason
2
+ lev_2,leveraged,2022-07-03 02:29:00,2022-07-04 13:33:00,5.21,5.51448,1.6674905182341644,trailing_stop_small_calls
3
+ lev_9,leveraged,2022-07-05 16:38:00,2022-07-05 19:58:00,5.4,5.62437,1.1852534999999973,trailing_stop_small_calls
4
+ lev_4,leveraged,2022-07-04 23:36:00,2022-07-07 12:48:00,5.57,5.90409,1.6956081328545767,trailing_stop_small_calls
5
+ lev_5,leveraged,2022-07-04 23:36:00,2022-07-07 12:48:00,5.57,5.90409,1.6956081328545767,trailing_stop_small_calls
6
+ lev_7,leveraged,2022-07-05 07:57:00,2022-07-07 12:48:00,5.62,5.90409,1.418978167259786,trailing_stop_small_calls
7
+ lev_11,leveraged,2022-07-06 01:09:00,2022-07-07 12:48:00,5.56,5.90409,1.7707441187050383,trailing_stop_small_calls
8
+ lev_15,leveraged,2022-07-06 18:28:00,2022-07-07 12:48:00,5.57,5.90409,1.7256081328545767,trailing_stop_small_calls
9
+ lev_17,leveraged,2022-07-07 02:29:00,2022-07-07 12:48:00,5.64,5.90409,1.3373293085106404,trailing_stop_small_calls
10
+ lev_13,leveraged,2022-07-06 10:01:00,2022-07-07 12:54:00,5.69,5.97402,1.4179717750439362,trailing_stop_small_calls
11
+ lev_19,leveraged,2022-07-07 11:10:00,2022-07-07 14:07:00,5.75,6.02397,1.3679792869565233,trailing_stop_small_calls
12
+ lev_20,leveraged,2022-07-07 11:10:00,2022-07-07 14:07:00,5.75,6.02397,1.3679792869565233,trailing_stop_small_calls
13
+ spot_1,spot,2022-07-03 02:29:00,2022-07-07 23:00:00,5.21,6.25374,3.9626727831094035,spot_profit_target
14
+ spot_8,spot,2022-07-05 16:38:00,2022-07-08 19:07:00,5.4,6.553439999999999,4.2277279999999955,spot_profit_target
15
+ spot_10,spot,2022-07-06 01:09:00,2022-07-08 19:11:00,5.56,6.6733199999999995,3.96074345323741,spot_profit_target
16
+ lev_22,leveraged,2022-07-07 19:23:00,2022-07-08 19:12:00,6.18,6.56343,1.7874493689320419,trailing_stop_small_calls
17
+ lev_24,leveraged,2022-07-08 03:59:00,2022-07-08 19:12:00,6.29,6.56343,1.2368135294117661,trailing_stop_small_calls
18
+ lev_26,leveraged,2022-07-08 12:00:00,2022-07-08 19:12:00,6.17,6.56343,1.8510368071312822,trailing_stop_small_calls
19
+ spot_3,spot,2022-07-04 23:36:00,2022-07-08 19:45:00,5.57,6.6833100000000005,3.9535249192100546,spot_profit_target
20
+ spot_14,spot,2022-07-06 18:28:00,2022-07-08 19:45:00,5.57,6.6833100000000005,3.9535249192100546,spot_profit_target
21
+ spot_6,spot,2022-07-05 07:57:00,2022-07-08 20:00:00,5.62,6.74325,3.9533336298932373,spot_profit_target
22
+ spot_12,spot,2022-07-06 10:01:00,2022-07-08 20:14:00,5.69,6.82317,3.939039824253075,spot_profit_target
23
+ spot_16,spot,2022-07-07 02:29:00,2022-07-08 20:14:00,5.64,6.82317,4.15144265957447,spot_profit_target
24
+ spot_18,spot,2022-07-07 11:10:00,2022-07-08 20:16:00,5.75,6.95304,4.140302469565216,spot_profit_target
25
+ spot_21,spot,2022-07-07 19:23:00,2022-07-08 20:34:00,6.18,7.4225699999999994,3.9772408737864073,spot_profit_target
26
+ spot_25,spot,2022-07-08 12:00:00,2022-07-08 20:34:00,6.17,7.4225699999999994,4.016134294975687,spot_profit_target
27
+ lev_32,leveraged,2022-07-09 17:27:00,2022-07-13 12:40:00,7.22,6.05394,-4.966279529085872,liquidated_tech_error_on_call
28
+ lev_36,leveraged,2022-07-10 11:16:00,2022-07-15 00:50:00,6.62,6.98301,1.5054153625377644,trailing_stop_small_calls
29
+ lev_34,leveraged,2022-07-10 02:09:00,2022-07-15 09:35:00,6.77,7.042949999999999,1.0583177991137362,trailing_stop_small_calls
30
+ lev_30,leveraged,2022-07-09 08:00:00,2022-07-16 15:12:00,6.99,7.31268,1.1975078111587985,trailing_stop_small_calls
31
+ spot_23,spot,2022-07-08 03:59:00,2022-07-17 22:40:00,6.29,7.57242,4.033569411764707,spot_profit_target
32
+ lev_28,leveraged,2022-07-08 21:36:00,2022-07-18 10:21:00,7.28,7.68231,1.4282130082417577,trailing_stop_moderate_calls
33
+ lev_44,leveraged,2022-07-28 01:01:00,2022-07-28 16:32:00,7.06,7.34265,1.1338612606232306,trailing_stop_small_calls
34
+ lev_46,leveraged,2022-07-28 09:39:00,2022-07-28 16:32:00,7.06,7.34265,1.1398612606232306,trailing_stop_small_calls
35
+ lev_48,leveraged,2022-07-28 19:22:00,2022-07-29 05:50:00,7.28,7.5924,1.2200752747252719,trailing_stop_small_calls
36
+ lev_52,leveraged,2022-07-29 17:19:00,2022-07-29 23:13:00,7.08,7.46253,1.5592689406779665,trailing_stop_small_calls
37
+ lev_50,leveraged,2022-07-29 08:15:00,2022-07-29 23:27:00,7.21,7.56243,1.3989552149791955,trailing_stop_small_calls
38
+ lev_40,leveraged,2022-07-18 19:27:00,2022-07-29 23:35:00,7.29,7.722270000000001,1.5191100000000033,trailing_stop_moderate_calls
39
+ lev_42,leveraged,2022-07-19 03:30:00,2022-07-29 23:47:00,7.32,7.76223,1.5586056147540959,trailing_stop_moderate_calls
40
+ spot_35,spot,2022-07-10 11:16:00,2022-07-29 23:48:00,6.62,8.01198,4.161172265861025,spot_profit_target
41
+ spot_33,spot,2022-07-10 02:09:00,2022-07-29 23:50:00,6.77,8.16183,4.067645997045792,spot_profit_target
42
+ lev_38,leveraged,2022-07-18 11:25:00,2022-07-30 00:03:00,7.76,8.27172,1.712320670103094,trailing_stop_moderate_calls
43
+ spot_29,spot,2022-07-09 08:00:00,2022-07-30 00:21:00,6.99,8.38161,3.9377350214592277,spot_profit_target
44
+ spot_43,spot,2022-07-28 01:01:00,2022-07-30 00:22:00,7.06,8.511479999999999,4.067729518413596,spot_profit_target
45
+ spot_45,spot,2022-07-28 09:39:00,2022-07-30 00:22:00,7.06,8.511479999999999,4.067729518413596,spot_profit_target
46
+ spot_51,spot,2022-07-29 17:19:00,2022-07-30 00:22:00,7.08,8.511479999999999,3.9996850847457592,spot_profit_target
47
+ spot_49,spot,2022-07-29 08:15:00,2022-07-30 00:33:00,7.21,8.65134,3.954171040221912,spot_profit_target
48
+ spot_31,spot,2022-07-09 17:27:00,2022-07-30 00:34:00,7.22,8.71128,4.086838559556789,spot_profit_target
49
+ spot_27,spot,2022-07-08 21:36:00,2022-07-30 00:36:00,7.28,8.75124,3.9978262637362607,spot_profit_target
50
+ spot_39,spot,2022-07-18 19:27:00,2022-07-30 00:36:00,7.29,8.75124,3.9648799999999977,spot_profit_target
51
+ spot_47,spot,2022-07-28 19:22:00,2022-07-30 00:36:00,7.28,8.75124,3.9978262637362607,spot_profit_target
52
+ spot_41,spot,2022-07-19 03:30:00,2022-07-30 03:40:00,7.32,8.80119,4.002920245901639,spot_profit_target
53
+ lev_54,leveraged,2022-07-30 03:19:00,2022-07-30 03:49:00,8.54,8.881110000000001,1.1370804098360736,trailing_stop_small_calls
54
+ lev_56,leveraged,2022-07-30 11:22:00,2022-07-30 17:08:00,8.09,8.6913,2.1675600741656376,trailing_stop_small_calls
55
+ lev_58,leveraged,2022-07-30 20:55:00,2022-07-31 12:45:00,8.35,8.71128,1.230713964071859,trailing_stop_small_calls
56
+ lev_60,leveraged,2022-07-31 04:57:00,2022-07-31 12:48:00,8.37,8.76123,1.3408558064516138,trailing_stop_small_calls
57
+ spot_37,spot,2022-07-18 11:25:00,2022-07-31 16:14:00,7.76,9.38061,4.132653067010312,spot_profit_target
58
+ lev_62,leveraged,2022-07-31 14:24:00,2022-07-31 16:16:00,8.81,9.41058,1.983062724177068,trailing_stop_small_calls
59
+ spot_55,spot,2022-07-30 11:22:00,2022-07-31 16:20:00,8.09,9.74025,4.035648331273176,spot_profit_target
60
+ lev_66,leveraged,2022-08-01 13:35:00,2022-08-06 04:49:00,8.2,8.58141,1.2560070365853684,trailing_stop_small_calls
61
+ lev_70,leveraged,2022-08-16 11:06:00,2022-08-17 06:01:00,7.8,8.17182,1.3566468461538481,trailing_stop_small_calls
62
+ lev_72,leveraged,2022-08-16 19:13:00,2022-08-17 06:01:00,7.77,8.17182,1.4838771428571458,trailing_stop_small_calls
63
+ lev_64,leveraged,2022-08-01 00:50:00,2022-08-20 19:37:00,8.93,6.0839099999999995,-9.965771254199332,liquidated_max_calls_reached
64
+ lev_68,leveraged,2022-08-11 05:06:00,2022-08-26 18:07:00,8.62,5.85414,-9.952336914153129,liquidated_max_calls_reached
ICP-USDT_USDT_2022-06-25_to_2022-09-23/balance_sheet.txt ADDED
@@ -0,0 +1,1111 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ================================================================================
2
+ PORTFOLIO BALANCE SHEET LOG
3
+ ================================================================================
4
+ Backtest Run Time: 2025-08-11 13:05:07
5
+ Initial Portfolio Funds: $1,000.00
6
+ --------------------------------------------------------------------------------
7
+
8
+ [2025-08-11 13:05:07] - INITIAL STATE
9
+ - PORTFOLIO STATE: Total Equity: $1,000.00 | Cash: $1,000.00 | In Positions: $0.00 (Utilization: 0.00%)
10
+
11
+ [2022-07-03 02:29:00] - NEW SPOT ENTRY (ID: spot_1)
12
+ - Details: Invested $20.00 for 3.838772 units @ $5.2100
13
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$980.00 | In Positions=$20.00 (Utilization: 2.00%)
14
+
15
+ [2022-07-03 02:29:00] - NEW LEVERAGED ENTRY (ID: lev_2)
16
+ - Details: Size=$30.00 @ $5.2100
17
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
18
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$970.00 | In Positions=$30.00 (Utilization: 3.00%)
19
+
20
+ [2022-07-04 13:33:00] - PROFIT TAKE (LEVERAGED ID: lev_2)
21
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.5145
22
+ - P&L BREAKDOWN:
23
+ - Gross PnL: $ 1.75
24
+ - Slippage Cost: ($ -0.03)
25
+ - Transaction Fees: ($ -0.06)
26
+ - Borrowing Fees Paid: ($ -0.02)
27
+ ---------------------------------------
28
+ - Net PnL: $ 1.67
29
+ - Capital Returned to Cash: $11.67
30
+ - PORTFOLIO STATE: Total Equity=$1,002.83 | Cash=$981.64 | In Positions=$20.00 (Utilization: 2.11%)
31
+
32
+ [2022-07-04 23:36:00] - NEW SPOT ENTRY (ID: spot_3)
33
+ - Details: Invested $20.00 for 3.590664 units @ $5.5700
34
+ - PORTFOLIO STATE: Total Equity=$1,003.03 | Cash=$961.64 | In Positions=$40.00 (Utilization: 4.13%)
35
+
36
+ [2022-07-04 23:36:00] - NEW LEVERAGED ENTRY (ID: lev_4)
37
+ - Details: Size=$30.00 @ $5.5700
38
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
39
+ - PORTFOLIO STATE: Total Equity=$1,003.03 | Cash=$951.64 | In Positions=$50.00 (Utilization: 5.12%)
40
+
41
+ [2022-07-04 23:36:00] - NEW LEVERAGED ENTRY (ID: lev_5)
42
+ - Details: Size=$30.00 @ $5.5700
43
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
44
+ - PORTFOLIO STATE: Total Equity=$1,003.03 | Cash=$941.64 | In Positions=$60.00 (Utilization: 6.12%)
45
+
46
+ [2022-07-05 07:57:00] - NEW SPOT ENTRY (ID: spot_6)
47
+ - Details: Invested $20.00 for 3.558719 units @ $5.6200
48
+ - PORTFOLIO STATE: Total Equity=$1,003.92 | Cash=$921.63 | In Positions=$80.00 (Utilization: 8.14%)
49
+
50
+ [2022-07-05 07:57:00] - NEW LEVERAGED ENTRY (ID: lev_7)
51
+ - Details: Size=$30.00 @ $5.6200
52
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
53
+ - PORTFOLIO STATE: Total Equity=$1,003.92 | Cash=$911.63 | In Positions=$90.00 (Utilization: 9.14%)
54
+
55
+ [2022-07-05 16:38:00] - NEW SPOT ENTRY (ID: spot_8)
56
+ - Details: Invested $20.00 for 3.703704 units @ $5.4000
57
+ - PORTFOLIO STATE: Total Equity=$997.94 | Cash=$891.61 | In Positions=$110.00 (Utilization: 10.96%)
58
+
59
+ [2022-07-05 16:38:00] - NEW LEVERAGED ENTRY (ID: lev_9)
60
+ - Details: Size=$30.00 @ $5.4000
61
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
62
+ - PORTFOLIO STATE: Total Equity=$997.94 | Cash=$881.61 | In Positions=$120.00 (Utilization: 11.96%)
63
+
64
+ [2022-07-05 19:58:00] - PROFIT TAKE (LEVERAGED ID: lev_9)
65
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.6244
66
+ - P&L BREAKDOWN:
67
+ - Gross PnL: $ 1.25
68
+ - Slippage Cost: ($ -0.03)
69
+ - Transaction Fees: ($ -0.06)
70
+ - Borrowing Fees Paid: ($ -0.00)
71
+ ---------------------------------------
72
+ - Net PnL: $ 1.19
73
+ - Capital Returned to Cash: $11.19
74
+ - PORTFOLIO STATE: Total Equity=$1,006.21 | Cash=$892.80 | In Positions=$110.00 (Utilization: 11.20%)
75
+
76
+ [2022-07-06 01:09:00] - NEW SPOT ENTRY (ID: spot_10)
77
+ - Details: Invested $20.00 for 3.597122 units @ $5.5600
78
+ - PORTFOLIO STATE: Total Equity=$1,004.04 | Cash=$872.78 | In Positions=$130.00 (Utilization: 13.12%)
79
+
80
+ [2022-07-06 01:09:00] - NEW LEVERAGED ENTRY (ID: lev_11)
81
+ - Details: Size=$30.00 @ $5.5600
82
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
83
+ - PORTFOLIO STATE: Total Equity=$1,004.04 | Cash=$862.78 | In Positions=$140.00 (Utilization: 14.11%)
84
+
85
+ [2022-07-06 10:01:00] - NEW SPOT ENTRY (ID: spot_12)
86
+ - Details: Invested $20.00 for 3.514938 units @ $5.6900
87
+ - PORTFOLIO STATE: Total Equity=$1,009.19 | Cash=$842.76 | In Positions=$160.00 (Utilization: 16.26%)
88
+
89
+ [2022-07-06 10:01:00] - NEW LEVERAGED ENTRY (ID: lev_13)
90
+ - Details: Size=$30.00 @ $5.6900
91
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
92
+ - PORTFOLIO STATE: Total Equity=$1,009.19 | Cash=$832.76 | In Positions=$170.00 (Utilization: 17.25%)
93
+
94
+ [2022-07-06 18:28:00] - NEW SPOT ENTRY (ID: spot_14)
95
+ - Details: Invested $20.00 for 3.590664 units @ $5.5700
96
+ - PORTFOLIO STATE: Total Equity=$1,003.33 | Cash=$812.73 | In Positions=$190.00 (Utilization: 19.08%)
97
+
98
+ [2022-07-06 18:28:00] - NEW LEVERAGED ENTRY (ID: lev_15)
99
+ - Details: Size=$30.00 @ $5.5700
100
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
101
+ - PORTFOLIO STATE: Total Equity=$1,003.33 | Cash=$802.73 | In Positions=$200.00 (Utilization: 20.08%)
102
+
103
+ [2022-07-07 02:29:00] - NEW SPOT ENTRY (ID: spot_16)
104
+ - Details: Invested $20.00 for 3.546099 units @ $5.6400
105
+ - PORTFOLIO STATE: Total Equity=$1,007.32 | Cash=$782.69 | In Positions=$220.00 (Utilization: 22.16%)
106
+
107
+ [2022-07-07 02:29:00] - NEW LEVERAGED ENTRY (ID: lev_17)
108
+ - Details: Size=$30.00 @ $5.6400
109
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
110
+ - PORTFOLIO STATE: Total Equity=$1,007.32 | Cash=$772.69 | In Positions=$230.00 (Utilization: 23.15%)
111
+
112
+ [2022-07-07 11:10:00] - NEW SPOT ENTRY (ID: spot_18)
113
+ - Details: Invested $20.00 for 3.478261 units @ $5.7500
114
+ - PORTFOLIO STATE: Total Equity=$1,014.59 | Cash=$752.65 | In Positions=$250.00 (Utilization: 25.27%)
115
+
116
+ [2022-07-07 11:10:00] - NEW LEVERAGED ENTRY (ID: lev_19)
117
+ - Details: Size=$30.00 @ $5.7500
118
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
119
+ - PORTFOLIO STATE: Total Equity=$1,014.59 | Cash=$742.65 | In Positions=$260.00 (Utilization: 26.26%)
120
+
121
+ [2022-07-07 11:10:00] - NEW LEVERAGED ENTRY (ID: lev_20)
122
+ - Details: Size=$30.00 @ $5.7500
123
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
124
+ - PORTFOLIO STATE: Total Equity=$1,014.59 | Cash=$732.65 | In Positions=$270.00 (Utilization: 27.24%)
125
+
126
+ [2022-07-07 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_4)
127
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9041
128
+ - P&L BREAKDOWN:
129
+ - Gross PnL: $ 1.80
130
+ - Slippage Cost: ($ -0.03)
131
+ - Transaction Fees: ($ -0.06)
132
+ - Borrowing Fees Paid: ($ -0.04)
133
+ ---------------------------------------
134
+ - Net PnL: $ 1.70
135
+ - Capital Returned to Cash: $11.70
136
+ - PORTFOLIO STATE: Total Equity=$1,027.30 | Cash=$744.34 | In Positions=$260.00 (Utilization: 26.44%)
137
+
138
+ [2022-07-07 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_5)
139
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9041
140
+ - P&L BREAKDOWN:
141
+ - Gross PnL: $ 1.80
142
+ - Slippage Cost: ($ -0.03)
143
+ - Transaction Fees: ($ -0.06)
144
+ - Borrowing Fees Paid: ($ -0.04)
145
+ ---------------------------------------
146
+ - Net PnL: $ 1.70
147
+ - Capital Returned to Cash: $11.70
148
+ - PORTFOLIO STATE: Total Equity=$1,027.17 | Cash=$756.04 | In Positions=$250.00 (Utilization: 25.47%)
149
+
150
+ [2022-07-07 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_7)
151
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9041
152
+ - P&L BREAKDOWN:
153
+ - Gross PnL: $ 1.52
154
+ - Slippage Cost: ($ -0.03)
155
+ - Transaction Fees: ($ -0.06)
156
+ - Borrowing Fees Paid: ($ -0.04)
157
+ ---------------------------------------
158
+ - Net PnL: $ 1.42
159
+ - Capital Returned to Cash: $11.42
160
+ - PORTFOLIO STATE: Total Equity=$1,027.04 | Cash=$767.46 | In Positions=$240.00 (Utilization: 24.50%)
161
+
162
+ [2022-07-07 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_11)
163
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9041
164
+ - P&L BREAKDOWN:
165
+ - Gross PnL: $ 1.86
166
+ - Slippage Cost: ($ -0.03)
167
+ - Transaction Fees: ($ -0.06)
168
+ - Borrowing Fees Paid: ($ -0.02)
169
+ ---------------------------------------
170
+ - Net PnL: $ 1.77
171
+ - Capital Returned to Cash: $11.77
172
+ - PORTFOLIO STATE: Total Equity=$1,026.92 | Cash=$779.23 | In Positions=$230.00 (Utilization: 23.53%)
173
+
174
+ [2022-07-07 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_15)
175
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9041
176
+ - P&L BREAKDOWN:
177
+ - Gross PnL: $ 1.80
178
+ - Slippage Cost: ($ -0.03)
179
+ - Transaction Fees: ($ -0.06)
180
+ - Borrowing Fees Paid: ($ -0.01)
181
+ ---------------------------------------
182
+ - Net PnL: $ 1.73
183
+ - Capital Returned to Cash: $11.73
184
+ - PORTFOLIO STATE: Total Equity=$1,026.82 | Cash=$790.96 | In Positions=$220.00 (Utilization: 22.55%)
185
+
186
+ [2022-07-07 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_17)
187
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9041
188
+ - P&L BREAKDOWN:
189
+ - Gross PnL: $ 1.40
190
+ - Slippage Cost: ($ -0.03)
191
+ - Transaction Fees: ($ -0.06)
192
+ - Borrowing Fees Paid: ($ -0.01)
193
+ ---------------------------------------
194
+ - Net PnL: $ 1.34
195
+ - Capital Returned to Cash: $11.34
196
+ - PORTFOLIO STATE: Total Equity=$1,026.72 | Cash=$802.29 | In Positions=$210.00 (Utilization: 21.58%)
197
+
198
+ [2022-07-07 12:54:00] - PROFIT TAKE (LEVERAGED ID: lev_13)
199
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9740
200
+ - P&L BREAKDOWN:
201
+ - Gross PnL: $ 1.50
202
+ - Slippage Cost: ($ -0.03)
203
+ - Transaction Fees: ($ -0.06)
204
+ - Borrowing Fees Paid: ($ -0.02)
205
+ ---------------------------------------
206
+ - Net PnL: $ 1.42
207
+ - Capital Returned to Cash: $11.42
208
+ - PORTFOLIO STATE: Total Equity=$1,029.98 | Cash=$813.71 | In Positions=$200.00 (Utilization: 20.76%)
209
+
210
+ [2022-07-07 14:07:00] - PROFIT TAKE (LEVERAGED ID: lev_19)
211
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.0240
212
+ - P&L BREAKDOWN:
213
+ - Gross PnL: $ 1.43
214
+ - Slippage Cost: ($ -0.03)
215
+ - Transaction Fees: ($ -0.06)
216
+ - Borrowing Fees Paid: ($ -0.00)
217
+ ---------------------------------------
218
+ - Net PnL: $ 1.37
219
+ - Capital Returned to Cash: $11.37
220
+ - PORTFOLIO STATE: Total Equity=$1,032.03 | Cash=$825.08 | In Positions=$190.00 (Utilization: 19.91%)
221
+
222
+ [2022-07-07 14:07:00] - PROFIT TAKE (LEVERAGED ID: lev_20)
223
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.0240
224
+ - P&L BREAKDOWN:
225
+ - Gross PnL: $ 1.43
226
+ - Slippage Cost: ($ -0.03)
227
+ - Transaction Fees: ($ -0.06)
228
+ - Borrowing Fees Paid: ($ -0.00)
229
+ ---------------------------------------
230
+ - Net PnL: $ 1.37
231
+ - Capital Returned to Cash: $11.37
232
+ - PORTFOLIO STATE: Total Equity=$1,031.93 | Cash=$836.45 | In Positions=$180.00 (Utilization: 18.94%)
233
+
234
+ [2022-07-07 19:23:00] - NEW SPOT ENTRY (ID: spot_21)
235
+ - Details: Invested $20.00 for 3.236246 units @ $6.1800
236
+ - PORTFOLIO STATE: Total Equity=$1,036.80 | Cash=$816.45 | In Positions=$200.00 (Utilization: 21.25%)
237
+
238
+ [2022-07-07 19:23:00] - NEW LEVERAGED ENTRY (ID: lev_22)
239
+ - Details: Size=$30.00 @ $6.1800
240
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
241
+ - PORTFOLIO STATE: Total Equity=$1,036.80 | Cash=$806.45 | In Positions=$210.00 (Utilization: 22.22%)
242
+
243
+ [2022-07-07 23:00:00] - PROFIT TAKE (SPOT ID: spot_1)
244
+ - Reason: 'spot_profit_target' @ Exit Price $6.2537
245
+ - P&L BREAKDOWN:
246
+ - Gross PnL: $ 4.01
247
+ - Slippage Cost: ($ -0.02)
248
+ - Transaction Fees: ($ -0.04)
249
+ ---------------------------------------
250
+ - Net PnL: $ 3.96
251
+ - Capital Returned to Cash: $23.96
252
+ - PORTFOLIO STATE: Total Equity=$1,039.97 | Cash=$830.41 | In Positions=$190.00 (Utilization: 20.11%)
253
+
254
+ [2022-07-08 03:59:00] - NEW SPOT ENTRY (ID: spot_23)
255
+ - Details: Invested $20.00 for 3.179650 units @ $6.2900
256
+ - PORTFOLIO STATE: Total Equity=$1,041.06 | Cash=$810.40 | In Positions=$210.00 (Utilization: 22.10%)
257
+
258
+ [2022-07-08 03:59:00] - NEW LEVERAGED ENTRY (ID: lev_24)
259
+ - Details: Size=$30.00 @ $6.2900
260
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
261
+ - PORTFOLIO STATE: Total Equity=$1,041.06 | Cash=$800.40 | In Positions=$220.00 (Utilization: 23.07%)
262
+
263
+ [2022-07-08 12:00:00] - NEW SPOT ENTRY (ID: spot_25)
264
+ - Details: Invested $20.00 for 3.241491 units @ $6.1700
265
+ - PORTFOLIO STATE: Total Equity=$1,035.70 | Cash=$780.39 | In Positions=$240.00 (Utilization: 24.71%)
266
+
267
+ [2022-07-08 12:00:00] - NEW LEVERAGED ENTRY (ID: lev_26)
268
+ - Details: Size=$30.00 @ $6.1700
269
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
270
+ - PORTFOLIO STATE: Total Equity=$1,035.70 | Cash=$770.39 | In Positions=$250.00 (Utilization: 25.68%)
271
+
272
+ [2022-07-08 19:07:00] - PROFIT TAKE (SPOT ID: spot_8)
273
+ - Reason: 'spot_profit_target' @ Exit Price $6.5534
274
+ - P&L BREAKDOWN:
275
+ - Gross PnL: $ 4.27
276
+ - Slippage Cost: ($ -0.02)
277
+ - Transaction Fees: ($ -0.04)
278
+ ---------------------------------------
279
+ - Net PnL: $ 4.23
280
+ - Capital Returned to Cash: $24.23
281
+ - PORTFOLIO STATE: Total Equity=$1,056.19 | Cash=$794.62 | In Positions=$230.00 (Utilization: 24.29%)
282
+
283
+ [2022-07-08 19:11:00] - PROFIT TAKE (SPOT ID: spot_10)
284
+ - Reason: 'spot_profit_target' @ Exit Price $6.6733
285
+ - P&L BREAKDOWN:
286
+ - Gross PnL: $ 4.00
287
+ - Slippage Cost: ($ -0.02)
288
+ - Transaction Fees: ($ -0.04)
289
+ ---------------------------------------
290
+ - Net PnL: $ 3.96
291
+ - Capital Returned to Cash: $23.96
292
+ - PORTFOLIO STATE: Total Equity=$1,062.00 | Cash=$818.58 | In Positions=$210.00 (Utilization: 22.28%)
293
+
294
+ [2022-07-08 19:12:00] - PROFIT TAKE (LEVERAGED ID: lev_22)
295
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.5634
296
+ - P&L BREAKDOWN:
297
+ - Gross PnL: $ 1.86
298
+ - Slippage Cost: ($ -0.03)
299
+ - Transaction Fees: ($ -0.06)
300
+ - Borrowing Fees Paid: ($ -0.01)
301
+ ---------------------------------------
302
+ - Net PnL: $ 1.79
303
+ - Capital Returned to Cash: $11.79
304
+ - PORTFOLIO STATE: Total Equity=$1,056.90 | Cash=$830.37 | In Positions=$200.00 (Utilization: 21.12%)
305
+
306
+ [2022-07-08 19:12:00] - PROFIT TAKE (LEVERAGED ID: lev_24)
307
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.5634
308
+ - P&L BREAKDOWN:
309
+ - Gross PnL: $ 1.30
310
+ - Slippage Cost: ($ -0.03)
311
+ - Transaction Fees: ($ -0.06)
312
+ - Borrowing Fees Paid: ($ -0.01)
313
+ ---------------------------------------
314
+ - Net PnL: $ 1.24
315
+ - Capital Returned to Cash: $11.24
316
+ - PORTFOLIO STATE: Total Equity=$1,056.80 | Cash=$841.60 | In Positions=$190.00 (Utilization: 20.18%)
317
+
318
+ [2022-07-08 19:12:00] - PROFIT TAKE (LEVERAGED ID: lev_26)
319
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.5634
320
+ - P&L BREAKDOWN:
321
+ - Gross PnL: $ 1.91
322
+ - Slippage Cost: ($ -0.03)
323
+ - Transaction Fees: ($ -0.06)
324
+ - Borrowing Fees Paid: ($ -0.00)
325
+ ---------------------------------------
326
+ - Net PnL: $ 1.85
327
+ - Capital Returned to Cash: $11.85
328
+ - PORTFOLIO STATE: Total Equity=$1,056.71 | Cash=$853.45 | In Positions=$180.00 (Utilization: 19.23%)
329
+
330
+ [2022-07-08 19:45:00] - PROFIT TAKE (SPOT ID: spot_3)
331
+ - Reason: 'spot_profit_target' @ Exit Price $6.6833
332
+ - P&L BREAKDOWN:
333
+ - Gross PnL: $ 4.00
334
+ - Slippage Cost: ($ -0.02)
335
+ - Transaction Fees: ($ -0.04)
336
+ ---------------------------------------
337
+ - Net PnL: $ 3.95
338
+ - Capital Returned to Cash: $23.95
339
+ - PORTFOLIO STATE: Total Equity=$1,060.35 | Cash=$877.41 | In Positions=$160.00 (Utilization: 17.25%)
340
+
341
+ [2022-07-08 19:45:00] - PROFIT TAKE (SPOT ID: spot_14)
342
+ - Reason: 'spot_profit_target' @ Exit Price $6.6833
343
+ - P&L BREAKDOWN:
344
+ - Gross PnL: $ 4.00
345
+ - Slippage Cost: ($ -0.02)
346
+ - Transaction Fees: ($ -0.04)
347
+ ---------------------------------------
348
+ - Net PnL: $ 3.95
349
+ - Capital Returned to Cash: $23.95
350
+ - PORTFOLIO STATE: Total Equity=$1,060.29 | Cash=$901.36 | In Positions=$140.00 (Utilization: 14.99%)
351
+
352
+ [2022-07-08 20:00:00] - PROFIT TAKE (SPOT ID: spot_6)
353
+ - Reason: 'spot_profit_target' @ Exit Price $6.7432
354
+ - P&L BREAKDOWN:
355
+ - Gross PnL: $ 4.00
356
+ - Slippage Cost: ($ -0.02)
357
+ - Transaction Fees: ($ -0.04)
358
+ ---------------------------------------
359
+ - Net PnL: $ 3.95
360
+ - Capital Returned to Cash: $23.95
361
+ - PORTFOLIO STATE: Total Equity=$1,061.64 | Cash=$925.32 | In Positions=$120.00 (Utilization: 12.84%)
362
+
363
+ [2022-07-08 20:14:00] - PROFIT TAKE (SPOT ID: spot_12)
364
+ - Reason: 'spot_profit_target' @ Exit Price $6.8232
365
+ - P&L BREAKDOWN:
366
+ - Gross PnL: $ 3.98
367
+ - Slippage Cost: ($ -0.02)
368
+ - Transaction Fees: ($ -0.04)
369
+ ---------------------------------------
370
+ - Net PnL: $ 3.94
371
+ - Capital Returned to Cash: $23.94
372
+ - PORTFOLIO STATE: Total Equity=$1,063.19 | Cash=$949.25 | In Positions=$100.00 (Utilization: 10.72%)
373
+
374
+ [2022-07-08 20:14:00] - PROFIT TAKE (SPOT ID: spot_16)
375
+ - Reason: 'spot_profit_target' @ Exit Price $6.8232
376
+ - P&L BREAKDOWN:
377
+ - Gross PnL: $ 4.20
378
+ - Slippage Cost: ($ -0.02)
379
+ - Transaction Fees: ($ -0.04)
380
+ ---------------------------------------
381
+ - Net PnL: $ 4.15
382
+ - Capital Returned to Cash: $24.15
383
+ - PORTFOLIO STATE: Total Equity=$1,063.12 | Cash=$973.41 | In Positions=$80.00 (Utilization: 8.44%)
384
+
385
+ [2022-07-08 20:16:00] - PROFIT TAKE (SPOT ID: spot_18)
386
+ - Reason: 'spot_profit_target' @ Exit Price $6.9530
387
+ - P&L BREAKDOWN:
388
+ - Gross PnL: $ 4.18
389
+ - Slippage Cost: ($ -0.02)
390
+ - Transaction Fees: ($ -0.04)
391
+ ---------------------------------------
392
+ - Net PnL: $ 4.14
393
+ - Capital Returned to Cash: $24.14
394
+ - PORTFOLIO STATE: Total Equity=$1,064.76 | Cash=$997.55 | In Positions=$60.00 (Utilization: 6.31%)
395
+
396
+ [2022-07-08 20:34:00] - PROFIT TAKE (SPOT ID: spot_21)
397
+ - Reason: 'spot_profit_target' @ Exit Price $7.4226
398
+ - P&L BREAKDOWN:
399
+ - Gross PnL: $ 4.02
400
+ - Slippage Cost: ($ -0.02)
401
+ - Transaction Fees: ($ -0.04)
402
+ ---------------------------------------
403
+ - Net PnL: $ 3.98
404
+ - Capital Returned to Cash: $23.98
405
+ - PORTFOLIO STATE: Total Equity=$1,069.23 | Cash=$1,021.52 | In Positions=$40.00 (Utilization: 4.46%)
406
+
407
+ [2022-07-08 20:34:00] - PROFIT TAKE (SPOT ID: spot_25)
408
+ - Reason: 'spot_profit_target' @ Exit Price $7.4226
409
+ - P&L BREAKDOWN:
410
+ - Gross PnL: $ 4.06
411
+ - Slippage Cost: ($ -0.02)
412
+ - Transaction Fees: ($ -0.04)
413
+ ---------------------------------------
414
+ - Net PnL: $ 4.02
415
+ - Capital Returned to Cash: $24.02
416
+ - PORTFOLIO STATE: Total Equity=$1,069.16 | Cash=$1,045.54 | In Positions=$20.00 (Utilization: 2.21%)
417
+
418
+ [2022-07-08 21:36:00] - NEW SPOT ENTRY (ID: spot_27)
419
+ - Details: Invested $20.00 for 2.747253 units @ $7.2800
420
+ - PORTFOLIO STATE: Total Equity=$1,068.69 | Cash=$1,025.54 | In Positions=$40.00 (Utilization: 4.04%)
421
+
422
+ [2022-07-08 21:36:00] - NEW LEVERAGED ENTRY (ID: lev_28)
423
+ - Details: Size=$30.00 @ $7.2800
424
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
425
+ - PORTFOLIO STATE: Total Equity=$1,068.69 | Cash=$1,015.54 | In Positions=$50.00 (Utilization: 4.97%)
426
+
427
+ [2022-07-09 08:00:00] - NEW SPOT ENTRY (ID: spot_29)
428
+ - Details: Invested $20.00 for 2.861230 units @ $6.9900
429
+ - PORTFOLIO STATE: Total Equity=$1,065.77 | Cash=$995.53 | In Positions=$70.00 (Utilization: 6.70%)
430
+
431
+ [2022-07-09 08:00:00] - NEW LEVERAGED ENTRY (ID: lev_30)
432
+ - Details: Size=$30.00 @ $6.9900
433
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
434
+ - PORTFOLIO STATE: Total Equity=$1,065.77 | Cash=$985.53 | In Positions=$80.00 (Utilization: 7.64%)
435
+
436
+ [2022-07-09 17:27:00] - NEW SPOT ENTRY (ID: spot_31)
437
+ - Details: Invested $20.00 for 2.770083 units @ $7.2200
438
+ - PORTFOLIO STATE: Total Equity=$1,069.71 | Cash=$965.52 | In Positions=$100.00 (Utilization: 9.67%)
439
+
440
+ [2022-07-09 17:27:00] - NEW LEVERAGED ENTRY (ID: lev_32)
441
+ - Details: Size=$30.00 @ $7.2200
442
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
443
+ - PORTFOLIO STATE: Total Equity=$1,069.71 | Cash=$955.52 | In Positions=$110.00 (Utilization: 10.61%)
444
+
445
+ [2022-07-10 02:09:00] - NEW SPOT ENTRY (ID: spot_33)
446
+ - Details: Invested $20.00 for 2.954210 units @ $6.7700
447
+ - PORTFOLIO STATE: Total Equity=$1,058.84 | Cash=$935.50 | In Positions=$130.00 (Utilization: 12.11%)
448
+
449
+ [2022-07-10 02:09:00] - NEW LEVERAGED ENTRY (ID: lev_34)
450
+ - Details: Size=$30.00 @ $6.7700
451
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
452
+ - PORTFOLIO STATE: Total Equity=$1,058.84 | Cash=$925.50 | In Positions=$140.00 (Utilization: 13.06%)
453
+
454
+ [2022-07-10 11:16:00] - NEW SPOT ENTRY (ID: spot_35)
455
+ - Details: Invested $20.00 for 3.021148 units @ $6.6200
456
+ - PORTFOLIO STATE: Total Equity=$1,054.09 | Cash=$905.48 | In Positions=$160.00 (Utilization: 14.81%)
457
+
458
+ [2022-07-10 11:16:00] - NEW LEVERAGED ENTRY (ID: lev_36)
459
+ - Details: Size=$30.00 @ $6.6200
460
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
461
+ - PORTFOLIO STATE: Total Equity=$1,054.09 | Cash=$895.48 | In Positions=$170.00 (Utilization: 15.76%)
462
+
463
+ [2022-07-11 22:17:00] - LIQUIDATION (LEVERAGED ID: lev_36)
464
+ - Reason: 'liquidated_tech_error_on_call' @ Exit Price $6.1938
465
+ - P&L BREAKDOWN:
466
+ - Gross PnL: $ -1.93
467
+ - Slippage Cost: ($ -0.03)
468
+ - Transaction Fees: ($ -0.06)
469
+ - Borrowing Fees Paid: ($ -0.02)
470
+ ---------------------------------------
471
+ - Net PnL: $ -2.01
472
+ - Capital Returned to Cash: $7.99
473
+ - PORTFOLIO STATE: Total Equity=$1,037.44 | Cash=$903.34 | In Positions=$160.00 (Utilization: 14.33%)
474
+
475
+ [2022-07-15 09:35:00] - PROFIT TAKE (LEVERAGED ID: lev_34)
476
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.0429
477
+ - P&L BREAKDOWN:
478
+ - Gross PnL: $ 1.21
479
+ - Slippage Cost: ($ -0.03)
480
+ - Transaction Fees: ($ -0.06)
481
+ - Borrowing Fees Paid: ($ -0.09)
482
+ ---------------------------------------
483
+ - Net PnL: $ 1.06
484
+ - Capital Returned to Cash: $11.06
485
+ - PORTFOLIO STATE: Total Equity=$1,066.36 | Cash=$914.15 | In Positions=$150.00 (Utilization: 14.41%)
486
+
487
+ [2022-07-16 15:12:00] - PROFIT TAKE (LEVERAGED ID: lev_30)
488
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.3127
489
+ - P&L BREAKDOWN:
490
+ - Gross PnL: $ 1.38
491
+ - Slippage Cost: ($ -0.03)
492
+ - Transaction Fees: ($ -0.06)
493
+ - Borrowing Fees Paid: ($ -0.13)
494
+ ---------------------------------------
495
+ - Net PnL: $ 1.20
496
+ - Capital Returned to Cash: $11.20
497
+ - PORTFOLIO STATE: Total Equity=$1,074.21 | Cash=$925.28 | In Positions=$140.00 (Utilization: 13.81%)
498
+
499
+ [2022-07-17 22:40:00] - PROFIT TAKE (SPOT ID: spot_23)
500
+ - Reason: 'spot_profit_target' @ Exit Price $7.5724
501
+ - P&L BREAKDOWN:
502
+ - Gross PnL: $ 4.08
503
+ - Slippage Cost: ($ -0.02)
504
+ - Transaction Fees: ($ -0.04)
505
+ ---------------------------------------
506
+ - Net PnL: $ 4.03
507
+ - Capital Returned to Cash: $24.03
508
+ - PORTFOLIO STATE: Total Equity=$1,080.80 | Cash=$949.27 | In Positions=$120.00 (Utilization: 11.92%)
509
+
510
+ [2022-07-18 10:21:00] - PROFIT TAKE (LEVERAGED ID: lev_28)
511
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $7.6823
512
+ - P&L BREAKDOWN:
513
+ - Gross PnL: $ 1.66
514
+ - Slippage Cost: ($ -0.03)
515
+ - Transaction Fees: ($ -0.06)
516
+ - Borrowing Fees Paid: ($ -0.17)
517
+ ---------------------------------------
518
+ - Net PnL: $ 1.43
519
+ - Capital Returned to Cash: $11.43
520
+ - PORTFOLIO STATE: Total Equity=$1,083.01 | Cash=$960.68 | In Positions=$110.00 (Utilization: 11.12%)
521
+
522
+ [2022-07-18 10:21:00] - PROFIT TAKE (LEVERAGED ID: lev_32)
523
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $7.6823
524
+ - P&L BREAKDOWN:
525
+ - Gross PnL: $ 1.92
526
+ - Slippage Cost: ($ -0.03)
527
+ - Transaction Fees: ($ -0.06)
528
+ - Borrowing Fees Paid: ($ -0.16)
529
+ ---------------------------------------
530
+ - Net PnL: $ 1.70
531
+ - Capital Returned to Cash: $11.70
532
+ - PORTFOLIO STATE: Total Equity=$1,082.76 | Cash=$972.38 | In Positions=$100.00 (Utilization: 10.19%)
533
+
534
+ [2022-07-18 11:25:00] - NEW SPOT ENTRY (ID: spot_37)
535
+ - Details: Invested $20.00 for 2.577320 units @ $7.7600
536
+ - PORTFOLIO STATE: Total Equity=$1,083.77 | Cash=$952.38 | In Positions=$120.00 (Utilization: 12.12%)
537
+
538
+ [2022-07-18 11:25:00] - NEW LEVERAGED ENTRY (ID: lev_38)
539
+ - Details: Size=$30.00 @ $7.7600
540
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
541
+ - PORTFOLIO STATE: Total Equity=$1,083.77 | Cash=$942.38 | In Positions=$130.00 (Utilization: 13.05%)
542
+
543
+ [2022-07-18 18:57:00] - LIQUIDATION (LEVERAGED ID: lev_38)
544
+ - Reason: 'liquidated_tech_error_on_call' @ Exit Price $7.2627
545
+ - P&L BREAKDOWN:
546
+ - Gross PnL: $ -1.92
547
+ - Slippage Cost: ($ -0.03)
548
+ - Transaction Fees: ($ -0.06)
549
+ - Borrowing Fees Paid: ($ -0.00)
550
+ ---------------------------------------
551
+ - Net PnL: $ -1.98
552
+ - Capital Returned to Cash: $8.02
553
+ - PORTFOLIO STATE: Total Equity=$1,073.49 | Cash=$950.40 | In Positions=$120.00 (Utilization: 11.47%)
554
+
555
+ [2022-07-18 19:27:00] - NEW SPOT ENTRY (ID: spot_39)
556
+ - Details: Invested $20.00 for 2.743484 units @ $7.2900
557
+ - PORTFOLIO STATE: Total Equity=$1,073.83 | Cash=$930.40 | In Positions=$140.00 (Utilization: 13.36%)
558
+
559
+ [2022-07-18 19:27:00] - NEW LEVERAGED ENTRY (ID: lev_40)
560
+ - Details: Size=$30.00 @ $7.2900
561
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
562
+ - PORTFOLIO STATE: Total Equity=$1,073.83 | Cash=$920.40 | In Positions=$150.00 (Utilization: 14.29%)
563
+
564
+ [2022-07-19 03:30:00] - NEW SPOT ENTRY (ID: spot_41)
565
+ - Details: Invested $20.00 for 2.732240 units @ $7.3200
566
+ - PORTFOLIO STATE: Total Equity=$1,074.54 | Cash=$900.40 | In Positions=$170.00 (Utilization: 16.19%)
567
+
568
+ [2022-07-19 03:30:00] - NEW LEVERAGED ENTRY (ID: lev_42)
569
+ - Details: Size=$30.00 @ $7.3200
570
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
571
+ - PORTFOLIO STATE: Total Equity=$1,074.54 | Cash=$890.40 | In Positions=$180.00 (Utilization: 17.13%)
572
+
573
+ [2022-07-28 01:01:00] - NEW SPOT ENTRY (ID: spot_43)
574
+ - Details: Invested $20.00 for 2.832861 units @ $7.0600
575
+ - PORTFOLIO STATE: Total Equity=$1,066.27 | Cash=$870.08 | In Positions=$200.00 (Utilization: 18.59%)
576
+
577
+ [2022-07-28 01:01:00] - NEW LEVERAGED ENTRY (ID: lev_44)
578
+ - Details: Size=$30.00 @ $7.0600
579
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
580
+ - PORTFOLIO STATE: Total Equity=$1,066.27 | Cash=$860.08 | In Positions=$210.00 (Utilization: 19.53%)
581
+
582
+ [2022-07-28 09:39:00] - NEW SPOT ENTRY (ID: spot_45)
583
+ - Details: Invested $20.00 for 2.832861 units @ $7.0600
584
+ - PORTFOLIO STATE: Total Equity=$1,066.25 | Cash=$840.07 | In Positions=$230.00 (Utilization: 21.40%)
585
+
586
+ [2022-07-28 09:39:00] - NEW LEVERAGED ENTRY (ID: lev_46)
587
+ - Details: Size=$30.00 @ $7.0600
588
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
589
+ - PORTFOLIO STATE: Total Equity=$1,066.25 | Cash=$830.07 | In Positions=$240.00 (Utilization: 22.34%)
590
+
591
+ [2022-07-28 16:32:00] - PROFIT TAKE (LEVERAGED ID: lev_44)
592
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.3426
593
+ - P&L BREAKDOWN:
594
+ - Gross PnL: $ 1.20
595
+ - Slippage Cost: ($ -0.03)
596
+ - Transaction Fees: ($ -0.06)
597
+ - Borrowing Fees Paid: ($ -0.01)
598
+ ---------------------------------------
599
+ - Net PnL: $ 1.13
600
+ - Capital Returned to Cash: $11.13
601
+ - PORTFOLIO STATE: Total Equity=$1,079.12 | Cash=$841.19 | In Positions=$230.00 (Utilization: 21.90%)
602
+
603
+ [2022-07-28 16:32:00] - PROFIT TAKE (LEVERAGED ID: lev_46)
604
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.3426
605
+ - P&L BREAKDOWN:
606
+ - Gross PnL: $ 1.20
607
+ - Slippage Cost: ($ -0.03)
608
+ - Transaction Fees: ($ -0.06)
609
+ - Borrowing Fees Paid: ($ -0.00)
610
+ ---------------------------------------
611
+ - Net PnL: $ 1.14
612
+ - Capital Returned to Cash: $11.14
613
+ - PORTFOLIO STATE: Total Equity=$1,079.03 | Cash=$852.33 | In Positions=$220.00 (Utilization: 20.98%)
614
+
615
+ [2022-07-28 19:22:00] - NEW SPOT ENTRY (ID: spot_47)
616
+ - Details: Invested $20.00 for 2.747253 units @ $7.2800
617
+ - PORTFOLIO STATE: Total Equity=$1,076.49 | Cash=$832.33 | In Positions=$240.00 (Utilization: 22.70%)
618
+
619
+ [2022-07-28 19:22:00] - NEW LEVERAGED ENTRY (ID: lev_48)
620
+ - Details: Size=$30.00 @ $7.2800
621
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
622
+ - PORTFOLIO STATE: Total Equity=$1,076.49 | Cash=$822.33 | In Positions=$250.00 (Utilization: 23.63%)
623
+
624
+ [2022-07-29 05:50:00] - PROFIT TAKE (LEVERAGED ID: lev_48)
625
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.5924
626
+ - P&L BREAKDOWN:
627
+ - Gross PnL: $ 1.29
628
+ - Slippage Cost: ($ -0.03)
629
+ - Transaction Fees: ($ -0.06)
630
+ - Borrowing Fees Paid: ($ -0.01)
631
+ ---------------------------------------
632
+ - Net PnL: $ 1.22
633
+ - Capital Returned to Cash: $11.22
634
+ - PORTFOLIO STATE: Total Equity=$1,090.17 | Cash=$833.52 | In Positions=$240.00 (Utilization: 23.32%)
635
+
636
+ [2022-07-29 08:15:00] - NEW SPOT ENTRY (ID: spot_49)
637
+ - Details: Invested $20.00 for 2.773925 units @ $7.2100
638
+ - PORTFOLIO STATE: Total Equity=$1,074.95 | Cash=$813.52 | In Positions=$260.00 (Utilization: 24.39%)
639
+
640
+ [2022-07-29 08:15:00] - NEW LEVERAGED ENTRY (ID: lev_50)
641
+ - Details: Size=$30.00 @ $7.2100
642
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
643
+ - PORTFOLIO STATE: Total Equity=$1,074.95 | Cash=$803.52 | In Positions=$270.00 (Utilization: 25.32%)
644
+
645
+ [2022-07-29 17:19:00] - NEW SPOT ENTRY (ID: spot_51)
646
+ - Details: Invested $20.00 for 2.824859 units @ $7.0800
647
+ - PORTFOLIO STATE: Total Equity=$1,068.96 | Cash=$783.50 | In Positions=$290.00 (Utilization: 26.93%)
648
+
649
+ [2022-07-29 17:19:00] - NEW LEVERAGED ENTRY (ID: lev_52)
650
+ - Details: Size=$30.00 @ $7.0800
651
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
652
+ - PORTFOLIO STATE: Total Equity=$1,068.96 | Cash=$773.50 | In Positions=$300.00 (Utilization: 27.86%)
653
+
654
+ [2022-07-29 23:13:00] - PROFIT TAKE (LEVERAGED ID: lev_52)
655
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.4625
656
+ - P&L BREAKDOWN:
657
+ - Gross PnL: $ 1.62
658
+ - Slippage Cost: ($ -0.03)
659
+ - Transaction Fees: ($ -0.06)
660
+ - Borrowing Fees Paid: ($ -0.00)
661
+ ---------------------------------------
662
+ - Net PnL: $ 1.56
663
+ - Capital Returned to Cash: $11.56
664
+ - PORTFOLIO STATE: Total Equity=$1,089.53 | Cash=$785.05 | In Positions=$290.00 (Utilization: 27.72%)
665
+
666
+ [2022-07-29 23:27:00] - PROFIT TAKE (LEVERAGED ID: lev_50)
667
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.5624
668
+ - P&L BREAKDOWN:
669
+ - Gross PnL: $ 1.47
670
+ - Slippage Cost: ($ -0.03)
671
+ - Transaction Fees: ($ -0.06)
672
+ - Borrowing Fees Paid: ($ -0.01)
673
+ ---------------------------------------
674
+ - Net PnL: $ 1.40
675
+ - Capital Returned to Cash: $11.40
676
+ - PORTFOLIO STATE: Total Equity=$1,094.31 | Cash=$796.45 | In Positions=$280.00 (Utilization: 27.02%)
677
+
678
+ [2022-07-29 23:35:00] - PROFIT TAKE (LEVERAGED ID: lev_40)
679
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $7.7223
680
+ - P&L BREAKDOWN:
681
+ - Gross PnL: $ 1.78
682
+ - Slippage Cost: ($ -0.03)
683
+ - Transaction Fees: ($ -0.06)
684
+ - Borrowing Fees Paid: ($ -0.20)
685
+ ---------------------------------------
686
+ - Net PnL: $ 1.52
687
+ - Capital Returned to Cash: $11.52
688
+ - PORTFOLIO STATE: Total Equity=$1,101.16 | Cash=$807.97 | In Positions=$270.00 (Utilization: 26.47%)
689
+
690
+ [2022-07-29 23:47:00] - PROFIT TAKE (LEVERAGED ID: lev_42)
691
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $7.7622
692
+ - P&L BREAKDOWN:
693
+ - Gross PnL: $ 1.81
694
+ - Slippage Cost: ($ -0.03)
695
+ - Transaction Fees: ($ -0.06)
696
+ - Borrowing Fees Paid: ($ -0.19)
697
+ ---------------------------------------
698
+ - Net PnL: $ 1.56
699
+ - Capital Returned to Cash: $11.56
700
+ - PORTFOLIO STATE: Total Equity=$1,102.50 | Cash=$819.52 | In Positions=$260.00 (Utilization: 25.67%)
701
+
702
+ [2022-07-29 23:48:00] - PROFIT TAKE (SPOT ID: spot_35)
703
+ - Reason: 'spot_profit_target' @ Exit Price $8.0120
704
+ - P&L BREAKDOWN:
705
+ - Gross PnL: $ 4.21
706
+ - Slippage Cost: ($ -0.02)
707
+ - Transaction Fees: ($ -0.04)
708
+ ---------------------------------------
709
+ - Net PnL: $ 4.16
710
+ - Capital Returned to Cash: $24.16
711
+ - PORTFOLIO STATE: Total Equity=$1,111.53 | Cash=$843.69 | In Positions=$240.00 (Utilization: 24.10%)
712
+
713
+ [2022-07-29 23:50:00] - PROFIT TAKE (SPOT ID: spot_33)
714
+ - Reason: 'spot_profit_target' @ Exit Price $8.1618
715
+ - P&L BREAKDOWN:
716
+ - Gross PnL: $ 4.11
717
+ - Slippage Cost: ($ -0.02)
718
+ - Transaction Fees: ($ -0.04)
719
+ ---------------------------------------
720
+ - Net PnL: $ 4.07
721
+ - Capital Returned to Cash: $24.07
722
+ - PORTFOLIO STATE: Total Equity=$1,116.48 | Cash=$867.75 | In Positions=$220.00 (Utilization: 22.28%)
723
+
724
+ [2022-07-30 00:21:00] - PROFIT TAKE (SPOT ID: spot_29)
725
+ - Reason: 'spot_profit_target' @ Exit Price $8.3816
726
+ - P&L BREAKDOWN:
727
+ - Gross PnL: $ 3.98
728
+ - Slippage Cost: ($ -0.02)
729
+ - Transaction Fees: ($ -0.04)
730
+ ---------------------------------------
731
+ - Net PnL: $ 3.94
732
+ - Capital Returned to Cash: $23.94
733
+ - PORTFOLIO STATE: Total Equity=$1,123.10 | Cash=$891.69 | In Positions=$200.00 (Utilization: 20.60%)
734
+
735
+ [2022-07-30 00:22:00] - PROFIT TAKE (SPOT ID: spot_43)
736
+ - Reason: 'spot_profit_target' @ Exit Price $8.5115
737
+ - P&L BREAKDOWN:
738
+ - Gross PnL: $ 4.11
739
+ - Slippage Cost: ($ -0.02)
740
+ - Transaction Fees: ($ -0.04)
741
+ ---------------------------------------
742
+ - Net PnL: $ 4.07
743
+ - Capital Returned to Cash: $24.07
744
+ - PORTFOLIO STATE: Total Equity=$1,126.62 | Cash=$915.76 | In Positions=$180.00 (Utilization: 18.72%)
745
+
746
+ [2022-07-30 00:22:00] - PROFIT TAKE (SPOT ID: spot_45)
747
+ - Reason: 'spot_profit_target' @ Exit Price $8.5115
748
+ - P&L BREAKDOWN:
749
+ - Gross PnL: $ 4.11
750
+ - Slippage Cost: ($ -0.02)
751
+ - Transaction Fees: ($ -0.04)
752
+ ---------------------------------------
753
+ - Net PnL: $ 4.07
754
+ - Capital Returned to Cash: $24.07
755
+ - PORTFOLIO STATE: Total Equity=$1,126.55 | Cash=$939.83 | In Positions=$160.00 (Utilization: 16.58%)
756
+
757
+ [2022-07-30 00:22:00] - PROFIT TAKE (SPOT ID: spot_51)
758
+ - Reason: 'spot_profit_target' @ Exit Price $8.5115
759
+ - P&L BREAKDOWN:
760
+ - Gross PnL: $ 4.04
761
+ - Slippage Cost: ($ -0.02)
762
+ - Transaction Fees: ($ -0.04)
763
+ ---------------------------------------
764
+ - Net PnL: $ 4.00
765
+ - Capital Returned to Cash: $24.00
766
+ - PORTFOLIO STATE: Total Equity=$1,126.49 | Cash=$963.83 | In Positions=$140.00 (Utilization: 14.44%)
767
+
768
+ [2022-07-30 00:33:00] - PROFIT TAKE (SPOT ID: spot_49)
769
+ - Reason: 'spot_profit_target' @ Exit Price $8.6513
770
+ - P&L BREAKDOWN:
771
+ - Gross PnL: $ 4.00
772
+ - Slippage Cost: ($ -0.02)
773
+ - Transaction Fees: ($ -0.04)
774
+ ---------------------------------------
775
+ - Net PnL: $ 3.95
776
+ - Capital Returned to Cash: $23.95
777
+ - PORTFOLIO STATE: Total Equity=$1,129.09 | Cash=$987.78 | In Positions=$120.00 (Utilization: 12.52%)
778
+
779
+ [2022-07-30 00:34:00] - PROFIT TAKE (SPOT ID: spot_31)
780
+ - Reason: 'spot_profit_target' @ Exit Price $8.7113
781
+ - P&L BREAKDOWN:
782
+ - Gross PnL: $ 4.13
783
+ - Slippage Cost: ($ -0.02)
784
+ - Transaction Fees: ($ -0.04)
785
+ ---------------------------------------
786
+ - Net PnL: $ 4.09
787
+ - Capital Returned to Cash: $24.09
788
+ - PORTFOLIO STATE: Total Equity=$1,130.00 | Cash=$1,011.87 | In Positions=$100.00 (Utilization: 10.45%)
789
+
790
+ [2022-07-30 00:36:00] - PROFIT TAKE (SPOT ID: spot_27)
791
+ - Reason: 'spot_profit_target' @ Exit Price $8.7512
792
+ - P&L BREAKDOWN:
793
+ - Gross PnL: $ 4.04
794
+ - Slippage Cost: ($ -0.02)
795
+ - Transaction Fees: ($ -0.04)
796
+ ---------------------------------------
797
+ - Net PnL: $ 4.00
798
+ - Capital Returned to Cash: $24.00
799
+ - PORTFOLIO STATE: Total Equity=$1,130.48 | Cash=$1,035.86 | In Positions=$80.00 (Utilization: 8.37%)
800
+
801
+ [2022-07-30 00:36:00] - PROFIT TAKE (SPOT ID: spot_39)
802
+ - Reason: 'spot_profit_target' @ Exit Price $8.7512
803
+ - P&L BREAKDOWN:
804
+ - Gross PnL: $ 4.01
805
+ - Slippage Cost: ($ -0.02)
806
+ - Transaction Fees: ($ -0.04)
807
+ ---------------------------------------
808
+ - Net PnL: $ 3.96
809
+ - Capital Returned to Cash: $23.96
810
+ - PORTFOLIO STATE: Total Equity=$1,130.41 | Cash=$1,059.83 | In Positions=$60.00 (Utilization: 6.24%)
811
+
812
+ [2022-07-30 00:36:00] - PROFIT TAKE (SPOT ID: spot_47)
813
+ - Reason: 'spot_profit_target' @ Exit Price $8.7512
814
+ - P&L BREAKDOWN:
815
+ - Gross PnL: $ 4.04
816
+ - Slippage Cost: ($ -0.02)
817
+ - Transaction Fees: ($ -0.04)
818
+ ---------------------------------------
819
+ - Net PnL: $ 4.00
820
+ - Capital Returned to Cash: $24.00
821
+ - PORTFOLIO STATE: Total Equity=$1,130.34 | Cash=$1,083.83 | In Positions=$40.00 (Utilization: 4.11%)
822
+
823
+ [2022-07-30 03:19:00] - NEW SPOT ENTRY (ID: spot_53)
824
+ - Details: Invested $20.00 for 2.341920 units @ $8.5400
825
+ - PORTFOLIO STATE: Total Equity=$1,129.17 | Cash=$1,063.83 | In Positions=$60.00 (Utilization: 5.79%)
826
+
827
+ [2022-07-30 03:19:00] - NEW LEVERAGED ENTRY (ID: lev_54)
828
+ - Details: Size=$30.00 @ $8.5400
829
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
830
+ - PORTFOLIO STATE: Total Equity=$1,129.17 | Cash=$1,053.83 | In Positions=$70.00 (Utilization: 6.67%)
831
+
832
+ [2022-07-30 03:40:00] - PROFIT TAKE (SPOT ID: spot_41)
833
+ - Reason: 'spot_profit_target' @ Exit Price $8.8012
834
+ - P&L BREAKDOWN:
835
+ - Gross PnL: $ 4.05
836
+ - Slippage Cost: ($ -0.02)
837
+ - Transaction Fees: ($ -0.04)
838
+ ---------------------------------------
839
+ - Net PnL: $ 4.00
840
+ - Capital Returned to Cash: $24.00
841
+ - PORTFOLIO STATE: Total Equity=$1,132.12 | Cash=$1,077.83 | In Positions=$50.00 (Utilization: 4.71%)
842
+
843
+ [2022-07-30 03:49:00] - PROFIT TAKE (LEVERAGED ID: lev_54)
844
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.8811
845
+ - P&L BREAKDOWN:
846
+ - Gross PnL: $ 1.20
847
+ - Slippage Cost: ($ -0.03)
848
+ - Transaction Fees: ($ -0.06)
849
+ - Borrowing Fees Paid: ($ -0.00)
850
+ ---------------------------------------
851
+ - Net PnL: $ 1.14
852
+ - Capital Returned to Cash: $11.14
853
+ - PORTFOLIO STATE: Total Equity=$1,132.70 | Cash=$1,088.97 | In Positions=$40.00 (Utilization: 3.86%)
854
+
855
+ [2022-07-30 11:22:00] - NEW SPOT ENTRY (ID: spot_55)
856
+ - Details: Invested $20.00 for 2.472188 units @ $8.0900
857
+ - PORTFOLIO STATE: Total Equity=$1,128.76 | Cash=$1,068.97 | In Positions=$60.00 (Utilization: 5.30%)
858
+
859
+ [2022-07-30 11:22:00] - NEW LEVERAGED ENTRY (ID: lev_56)
860
+ - Details: Size=$30.00 @ $8.0900
861
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
862
+ - PORTFOLIO STATE: Total Equity=$1,128.76 | Cash=$1,058.97 | In Positions=$70.00 (Utilization: 6.18%)
863
+
864
+ [2022-07-30 17:08:00] - PROFIT TAKE (LEVERAGED ID: lev_56)
865
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.6913
866
+ - P&L BREAKDOWN:
867
+ - Gross PnL: $ 2.23
868
+ - Slippage Cost: ($ -0.03)
869
+ - Transaction Fees: ($ -0.06)
870
+ - Borrowing Fees Paid: ($ -0.00)
871
+ ---------------------------------------
872
+ - Net PnL: $ 2.17
873
+ - Capital Returned to Cash: $12.17
874
+ - PORTFOLIO STATE: Total Equity=$1,135.44 | Cash=$1,071.13 | In Positions=$60.00 (Utilization: 5.66%)
875
+
876
+ [2022-07-30 20:55:00] - NEW SPOT ENTRY (ID: spot_57)
877
+ - Details: Invested $20.00 for 2.395210 units @ $8.3500
878
+ - PORTFOLIO STATE: Total Equity=$1,132.85 | Cash=$1,051.13 | In Positions=$80.00 (Utilization: 7.21%)
879
+
880
+ [2022-07-30 20:55:00] - NEW LEVERAGED ENTRY (ID: lev_58)
881
+ - Details: Size=$30.00 @ $8.3500
882
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
883
+ - PORTFOLIO STATE: Total Equity=$1,132.85 | Cash=$1,041.13 | In Positions=$90.00 (Utilization: 8.10%)
884
+
885
+ [2022-07-31 04:57:00] - NEW SPOT ENTRY (ID: spot_59)
886
+ - Details: Invested $20.00 for 2.389486 units @ $8.3700
887
+ - PORTFOLIO STATE: Total Equity=$1,133.11 | Cash=$1,021.13 | In Positions=$110.00 (Utilization: 9.88%)
888
+
889
+ [2022-07-31 04:57:00] - NEW LEVERAGED ENTRY (ID: lev_60)
890
+ - Details: Size=$30.00 @ $8.3700
891
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
892
+ - PORTFOLIO STATE: Total Equity=$1,133.11 | Cash=$1,011.13 | In Positions=$120.00 (Utilization: 10.76%)
893
+
894
+ [2022-07-31 12:45:00] - PROFIT TAKE (LEVERAGED ID: lev_58)
895
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.7113
896
+ - P&L BREAKDOWN:
897
+ - Gross PnL: $ 1.30
898
+ - Slippage Cost: ($ -0.03)
899
+ - Transaction Fees: ($ -0.06)
900
+ - Borrowing Fees Paid: ($ -0.01)
901
+ ---------------------------------------
902
+ - Net PnL: $ 1.23
903
+ - Capital Returned to Cash: $11.23
904
+ - PORTFOLIO STATE: Total Equity=$1,139.79 | Cash=$1,022.36 | In Positions=$110.00 (Utilization: 10.19%)
905
+
906
+ [2022-07-31 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_60)
907
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.7612
908
+ - P&L BREAKDOWN:
909
+ - Gross PnL: $ 1.40
910
+ - Slippage Cost: ($ -0.03)
911
+ - Transaction Fees: ($ -0.06)
912
+ - Borrowing Fees Paid: ($ -0.00)
913
+ ---------------------------------------
914
+ - Net PnL: $ 1.34
915
+ - Capital Returned to Cash: $11.34
916
+ - PORTFOLIO STATE: Total Equity=$1,140.48 | Cash=$1,033.70 | In Positions=$100.00 (Utilization: 9.36%)
917
+
918
+ [2022-07-31 14:24:00] - NEW SPOT ENTRY (ID: spot_61)
919
+ - Details: Invested $20.00 for 2.270148 units @ $8.8100
920
+ - PORTFOLIO STATE: Total Equity=$1,140.97 | Cash=$1,013.70 | In Positions=$120.00 (Utilization: 11.15%)
921
+
922
+ [2022-07-31 14:24:00] - NEW LEVERAGED ENTRY (ID: lev_62)
923
+ - Details: Size=$30.00 @ $8.8100
924
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
925
+ - PORTFOLIO STATE: Total Equity=$1,140.97 | Cash=$1,003.70 | In Positions=$130.00 (Utilization: 12.03%)
926
+
927
+ [2022-07-31 16:14:00] - PROFIT TAKE (SPOT ID: spot_37)
928
+ - Reason: 'spot_profit_target' @ Exit Price $9.3806
929
+ - P&L BREAKDOWN:
930
+ - Gross PnL: $ 4.18
931
+ - Slippage Cost: ($ -0.02)
932
+ - Transaction Fees: ($ -0.04)
933
+ ---------------------------------------
934
+ - Net PnL: $ 4.13
935
+ - Capital Returned to Cash: $24.13
936
+ - PORTFOLIO STATE: Total Equity=$1,151.26 | Cash=$1,027.83 | In Positions=$110.00 (Utilization: 10.55%)
937
+
938
+ [2022-07-31 16:16:00] - PROFIT TAKE (LEVERAGED ID: lev_62)
939
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $9.4106
940
+ - P&L BREAKDOWN:
941
+ - Gross PnL: $ 2.05
942
+ - Slippage Cost: ($ -0.03)
943
+ - Transaction Fees: ($ -0.06)
944
+ - Borrowing Fees Paid: ($ -0.00)
945
+ ---------------------------------------
946
+ - Net PnL: $ 1.98
947
+ - Capital Returned to Cash: $11.98
948
+ - PORTFOLIO STATE: Total Equity=$1,151.62 | Cash=$1,039.82 | In Positions=$100.00 (Utilization: 9.71%)
949
+
950
+ [2022-07-31 16:20:00] - PROFIT TAKE (SPOT ID: spot_55)
951
+ - Reason: 'spot_profit_target' @ Exit Price $9.7402
952
+ - P&L BREAKDOWN:
953
+ - Gross PnL: $ 4.08
954
+ - Slippage Cost: ($ -0.02)
955
+ - Transaction Fees: ($ -0.04)
956
+ ---------------------------------------
957
+ - Net PnL: $ 4.04
958
+ - Capital Returned to Cash: $24.04
959
+ - PORTFOLIO STATE: Total Equity=$1,155.47 | Cash=$1,063.85 | In Positions=$80.00 (Utilization: 7.93%)
960
+
961
+ [2022-08-01 00:50:00] - NEW SPOT ENTRY (ID: spot_63)
962
+ - Details: Invested $20.00 for 2.239642 units @ $8.9300
963
+ - PORTFOLIO STATE: Total Equity=$1,147.76 | Cash=$1,043.85 | In Positions=$100.00 (Utilization: 9.05%)
964
+
965
+ [2022-08-01 00:50:00] - NEW LEVERAGED ENTRY (ID: lev_64)
966
+ - Details: Size=$30.00 @ $8.9300
967
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
968
+ - PORTFOLIO STATE: Total Equity=$1,147.76 | Cash=$1,033.85 | In Positions=$110.00 (Utilization: 9.92%)
969
+
970
+ [2022-08-01 13:35:00] - NEW SPOT ENTRY (ID: spot_65)
971
+ - Details: Invested $20.00 for 2.439024 units @ $8.2000
972
+ - PORTFOLIO STATE: Total Equity=$1,136.81 | Cash=$1,013.85 | In Positions=$130.00 (Utilization: 11.03%)
973
+
974
+ [2022-08-01 13:35:00] - NEW LEVERAGED ENTRY (ID: lev_66)
975
+ - Details: Size=$30.00 @ $8.2000
976
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
977
+ - PORTFOLIO STATE: Total Equity=$1,136.81 | Cash=$1,003.85 | In Positions=$140.00 (Utilization: 11.91%)
978
+
979
+ [2022-08-06 04:49:00] - PROFIT TAKE (LEVERAGED ID: lev_66)
980
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.5814
981
+ - P&L BREAKDOWN:
982
+ - Gross PnL: $ 1.40
983
+ - Slippage Cost: ($ -0.03)
984
+ - Transaction Fees: ($ -0.06)
985
+ - Borrowing Fees Paid: ($ -0.08)
986
+ ---------------------------------------
987
+ - Net PnL: $ 1.26
988
+ - Capital Returned to Cash: $11.26
989
+ - PORTFOLIO STATE: Total Equity=$1,144.71 | Cash=$1,014.94 | In Positions=$130.00 (Utilization: 11.44%)
990
+
991
+ [2022-08-11 05:06:00] - NEW SPOT ENTRY (ID: spot_67)
992
+ - Details: Invested $20.00 for 2.320186 units @ $8.6200
993
+ - PORTFOLIO STATE: Total Equity=$1,145.14 | Cash=$994.85 | In Positions=$150.00 (Utilization: 13.22%)
994
+
995
+ [2022-08-11 05:06:00] - NEW LEVERAGED ENTRY (ID: lev_68)
996
+ - Details: Size=$30.00 @ $8.6200
997
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
998
+ - PORTFOLIO STATE: Total Equity=$1,145.14 | Cash=$984.85 | In Positions=$160.00 (Utilization: 14.09%)
999
+
1000
+ [2022-08-16 11:06:00] - NEW SPOT ENTRY (ID: spot_69)
1001
+ - Details: Invested $20.00 for 2.564103 units @ $7.8000
1002
+ - PORTFOLIO STATE: Total Equity=$1,125.90 | Cash=$964.66 | In Positions=$180.00 (Utilization: 14.91%)
1003
+
1004
+ [2022-08-16 11:06:00] - NEW LEVERAGED ENTRY (ID: lev_70)
1005
+ - Details: Size=$30.00 @ $7.8000
1006
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
1007
+ - PORTFOLIO STATE: Total Equity=$1,125.90 | Cash=$954.66 | In Positions=$190.00 (Utilization: 15.80%)
1008
+
1009
+ [2022-08-16 19:13:00] - NEW SPOT ENTRY (ID: spot_71)
1010
+ - Details: Invested $20.00 for 2.574003 units @ $7.7700
1011
+ - PORTFOLIO STATE: Total Equity=$1,124.99 | Cash=$934.65 | In Positions=$210.00 (Utilization: 17.54%)
1012
+
1013
+ [2022-08-16 19:13:00] - NEW LEVERAGED ENTRY (ID: lev_72)
1014
+ - Details: Size=$30.00 @ $7.7700
1015
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
1016
+ - PORTFOLIO STATE: Total Equity=$1,124.99 | Cash=$924.65 | In Positions=$220.00 (Utilization: 18.43%)
1017
+
1018
+ [2022-08-17 03:43:00] - NEW SPOT ENTRY (ID: spot_73)
1019
+ - Details: Invested $20.00 for 2.512563 units @ $7.9600
1020
+ - PORTFOLIO STATE: Total Equity=$1,131.82 | Cash=$904.62 | In Positions=$240.00 (Utilization: 20.45%)
1021
+
1022
+ [2022-08-17 03:43:00] - NEW LEVERAGED ENTRY (ID: lev_74)
1023
+ - Details: Size=$30.00 @ $7.9600
1024
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
1025
+ - PORTFOLIO STATE: Total Equity=$1,131.82 | Cash=$894.62 | In Positions=$250.00 (Utilization: 21.33%)
1026
+
1027
+ [2022-08-17 06:01:00] - PROFIT TAKE (LEVERAGED ID: lev_70)
1028
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.1718
1029
+ - P&L BREAKDOWN:
1030
+ - Gross PnL: $ 1.43
1031
+ - Slippage Cost: ($ -0.03)
1032
+ - Transaction Fees: ($ -0.06)
1033
+ - Borrowing Fees Paid: ($ -0.01)
1034
+ ---------------------------------------
1035
+ - Net PnL: $ 1.36
1036
+ - Capital Returned to Cash: $11.36
1037
+ - PORTFOLIO STATE: Total Equity=$1,141.03 | Cash=$905.97 | In Positions=$240.00 (Utilization: 20.74%)
1038
+
1039
+ [2022-08-17 06:01:00] - PROFIT TAKE (LEVERAGED ID: lev_72)
1040
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.1718
1041
+ - P&L BREAKDOWN:
1042
+ - Gross PnL: $ 1.55
1043
+ - Slippage Cost: ($ -0.03)
1044
+ - Transaction Fees: ($ -0.06)
1045
+ - Borrowing Fees Paid: ($ -0.01)
1046
+ ---------------------------------------
1047
+ - Net PnL: $ 1.48
1048
+ - Capital Returned to Cash: $11.48
1049
+ - PORTFOLIO STATE: Total Equity=$1,140.93 | Cash=$917.46 | In Positions=$230.00 (Utilization: 19.87%)
1050
+
1051
+ [2022-08-17 13:09:00] - NEW SPOT ENTRY (ID: spot_75)
1052
+ - Details: Invested $20.00 for 2.631579 units @ $7.6000
1053
+ - PORTFOLIO STATE: Total Equity=$1,120.82 | Cash=$897.44 | In Positions=$250.00 (Utilization: 20.77%)
1054
+
1055
+ [2022-08-17 13:09:00] - NEW LEVERAGED ENTRY (ID: lev_76)
1056
+ - Details: Size=$30.00 @ $7.6000
1057
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
1058
+ - PORTFOLIO STATE: Total Equity=$1,120.82 | Cash=$887.44 | In Positions=$260.00 (Utilization: 21.66%)
1059
+
1060
+ [2022-08-17 21:49:00] - NEW SPOT ENTRY (ID: spot_77)
1061
+ - Details: Invested $20.00 for 2.713704 units @ $7.3700
1062
+ - PORTFOLIO STATE: Total Equity=$1,111.31 | Cash=$867.41 | In Positions=$280.00 (Utilization: 23.09%)
1063
+
1064
+ [2022-08-17 21:49:00] - NEW LEVERAGED ENTRY (ID: lev_78)
1065
+ - Details: Size=$30.00 @ $7.3700
1066
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
1067
+ - PORTFOLIO STATE: Total Equity=$1,111.31 | Cash=$857.41 | In Positions=$290.00 (Utilization: 23.99%)
1068
+
1069
+ [2022-08-20 19:37:00] - LIQUIDATION (LEVERAGED ID: lev_64)
1070
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $6.0839
1071
+ - P&L BREAKDOWN:
1072
+ - Gross PnL: $ -9.56
1073
+ - Slippage Cost: ($ -0.02)
1074
+ - Transaction Fees: ($ -0.05)
1075
+ - Borrowing Fees Paid: ($ -0.35)
1076
+ ---------------------------------------
1077
+ - Net PnL: $ -9.97
1078
+ - Capital Returned to Cash: $0.03
1079
+ - PORTFOLIO STATE: Total Equity=$1,049.17 | Cash=$857.20 | In Positions=$280.00 (Utilization: 20.87%)
1080
+
1081
+ [2022-08-26 18:07:00] - LIQUIDATION (LEVERAGED ID: lev_68)
1082
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $5.8541
1083
+ - P&L BREAKDOWN:
1084
+ - Gross PnL: $ -9.63
1085
+ - Slippage Cost: ($ -0.02)
1086
+ - Transaction Fees: ($ -0.05)
1087
+ - Borrowing Fees Paid: ($ -0.28)
1088
+ ---------------------------------------
1089
+ - Net PnL: $ -9.95
1090
+ - Capital Returned to Cash: $0.05
1091
+ - PORTFOLIO STATE: Total Equity=$1,038.12 | Cash=$856.82 | In Positions=$270.00 (Utilization: 19.48%)
1092
+
1093
+ [2022-09-18 21:11:00] - LIQUIDATION (LEVERAGED ID: lev_74)
1094
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $5.4945
1095
+ - P&L BREAKDOWN:
1096
+ - Gross PnL: $ -9.29
1097
+ - Slippage Cost: ($ -0.02)
1098
+ - Transaction Fees: ($ -0.05)
1099
+ - Borrowing Fees Paid: ($ -0.59)
1100
+ ---------------------------------------
1101
+ - Net PnL: $ -9.93
1102
+ - Capital Returned to Cash: $0.07
1103
+ - PORTFOLIO STATE: Total Equity=$1,021.39 | Cash=$855.63 | In Positions=$260.00 (Utilization: 17.79%)
1104
+
1105
+ ================================================================================
1106
+ BACKTEST COMPLETE
1107
+ ================================================================================
1108
+ End Time: 2022-09-23 00:00:00
1109
+ Final Portfolio Equity: $1,042.56
1110
+ Average Portfolio Utilization: 15.52%
1111
+ ================================================================================
ICP-USDT_USDT_2022-06-25_to_2022-09-23/performance_chart.png ADDED

Git LFS Details

  • SHA256: 9ec4c97a7c7aca247cdb393385ed125bddda76ff0e3c00c2cad1986061e92b67
  • Pointer size: 131 Bytes
  • Size of remote file: 233 kB
ICP-USDT_USDT_2022-06-25_to_2022-09-23/trade_history.csv ADDED
@@ -0,0 +1,65 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ id,type,entry_time,exit_time,entry_price,exit_price,pnl,reason
2
+ lev_2,leveraged,2022-07-03 02:29:00,2022-07-04 13:33:00,5.21,5.51448,1.6674905182341644,trailing_stop_small_calls
3
+ lev_9,leveraged,2022-07-05 16:38:00,2022-07-05 19:58:00,5.4,5.62437,1.1852534999999973,trailing_stop_small_calls
4
+ lev_4,leveraged,2022-07-04 23:36:00,2022-07-07 12:48:00,5.57,5.90409,1.6956081328545767,trailing_stop_small_calls
5
+ lev_5,leveraged,2022-07-04 23:36:00,2022-07-07 12:48:00,5.57,5.90409,1.6956081328545767,trailing_stop_small_calls
6
+ lev_7,leveraged,2022-07-05 07:57:00,2022-07-07 12:48:00,5.62,5.90409,1.418978167259786,trailing_stop_small_calls
7
+ lev_11,leveraged,2022-07-06 01:09:00,2022-07-07 12:48:00,5.56,5.90409,1.7707441187050383,trailing_stop_small_calls
8
+ lev_15,leveraged,2022-07-06 18:28:00,2022-07-07 12:48:00,5.57,5.90409,1.7256081328545767,trailing_stop_small_calls
9
+ lev_17,leveraged,2022-07-07 02:29:00,2022-07-07 12:48:00,5.64,5.90409,1.3373293085106404,trailing_stop_small_calls
10
+ lev_13,leveraged,2022-07-06 10:01:00,2022-07-07 12:54:00,5.69,5.97402,1.4179717750439362,trailing_stop_small_calls
11
+ lev_19,leveraged,2022-07-07 11:10:00,2022-07-07 14:07:00,5.75,6.02397,1.3679792869565233,trailing_stop_small_calls
12
+ lev_20,leveraged,2022-07-07 11:10:00,2022-07-07 14:07:00,5.75,6.02397,1.3679792869565233,trailing_stop_small_calls
13
+ spot_1,spot,2022-07-03 02:29:00,2022-07-07 23:00:00,5.21,6.25374,3.9626727831094035,spot_profit_target
14
+ spot_8,spot,2022-07-05 16:38:00,2022-07-08 19:07:00,5.4,6.553439999999999,4.2277279999999955,spot_profit_target
15
+ spot_10,spot,2022-07-06 01:09:00,2022-07-08 19:11:00,5.56,6.6733199999999995,3.96074345323741,spot_profit_target
16
+ lev_22,leveraged,2022-07-07 19:23:00,2022-07-08 19:12:00,6.18,6.56343,1.7874493689320419,trailing_stop_small_calls
17
+ lev_24,leveraged,2022-07-08 03:59:00,2022-07-08 19:12:00,6.29,6.56343,1.2368135294117661,trailing_stop_small_calls
18
+ lev_26,leveraged,2022-07-08 12:00:00,2022-07-08 19:12:00,6.17,6.56343,1.8510368071312822,trailing_stop_small_calls
19
+ spot_3,spot,2022-07-04 23:36:00,2022-07-08 19:45:00,5.57,6.6833100000000005,3.9535249192100546,spot_profit_target
20
+ spot_14,spot,2022-07-06 18:28:00,2022-07-08 19:45:00,5.57,6.6833100000000005,3.9535249192100546,spot_profit_target
21
+ spot_6,spot,2022-07-05 07:57:00,2022-07-08 20:00:00,5.62,6.74325,3.9533336298932373,spot_profit_target
22
+ spot_12,spot,2022-07-06 10:01:00,2022-07-08 20:14:00,5.69,6.82317,3.939039824253075,spot_profit_target
23
+ spot_16,spot,2022-07-07 02:29:00,2022-07-08 20:14:00,5.64,6.82317,4.15144265957447,spot_profit_target
24
+ spot_18,spot,2022-07-07 11:10:00,2022-07-08 20:16:00,5.75,6.95304,4.140302469565216,spot_profit_target
25
+ spot_21,spot,2022-07-07 19:23:00,2022-07-08 20:34:00,6.18,7.4225699999999994,3.9772408737864073,spot_profit_target
26
+ spot_25,spot,2022-07-08 12:00:00,2022-07-08 20:34:00,6.17,7.4225699999999994,4.016134294975687,spot_profit_target
27
+ lev_36,leveraged,2022-07-10 11:16:00,2022-07-11 22:17:00,6.62,6.1938,-2.013488519637461,liquidated_tech_error_on_call
28
+ lev_34,leveraged,2022-07-10 02:09:00,2022-07-15 09:35:00,6.77,7.042949999999999,1.0583177991137362,trailing_stop_small_calls
29
+ lev_30,leveraged,2022-07-09 08:00:00,2022-07-16 15:12:00,6.99,7.31268,1.1975078111587985,trailing_stop_small_calls
30
+ spot_23,spot,2022-07-08 03:59:00,2022-07-17 22:40:00,6.29,7.57242,4.033569411764707,spot_profit_target
31
+ lev_28,leveraged,2022-07-08 21:36:00,2022-07-18 10:21:00,7.28,7.68231,1.4282130082417577,trailing_stop_moderate_calls
32
+ lev_32,leveraged,2022-07-09 17:27:00,2022-07-18 10:21:00,7.22,7.68231,1.7030347229916916,trailing_stop_moderate_calls
33
+ lev_38,leveraged,2022-07-18 11:25:00,2022-07-18 18:57:00,7.76,7.2627299999999995,-1.9805131314433002,liquidated_tech_error_on_call
34
+ lev_44,leveraged,2022-07-28 01:01:00,2022-07-28 16:32:00,7.06,7.34265,1.1338612606232306,trailing_stop_small_calls
35
+ lev_46,leveraged,2022-07-28 09:39:00,2022-07-28 16:32:00,7.06,7.34265,1.1398612606232306,trailing_stop_small_calls
36
+ lev_48,leveraged,2022-07-28 19:22:00,2022-07-29 05:50:00,7.28,7.5924,1.2200752747252719,trailing_stop_small_calls
37
+ lev_52,leveraged,2022-07-29 17:19:00,2022-07-29 23:13:00,7.08,7.46253,1.5592689406779665,trailing_stop_small_calls
38
+ lev_50,leveraged,2022-07-29 08:15:00,2022-07-29 23:27:00,7.21,7.56243,1.3989552149791955,trailing_stop_small_calls
39
+ lev_40,leveraged,2022-07-18 19:27:00,2022-07-29 23:35:00,7.29,7.722270000000001,1.5191100000000033,trailing_stop_moderate_calls
40
+ lev_42,leveraged,2022-07-19 03:30:00,2022-07-29 23:47:00,7.32,7.76223,1.5586056147540959,trailing_stop_moderate_calls
41
+ spot_35,spot,2022-07-10 11:16:00,2022-07-29 23:48:00,6.62,8.01198,4.161172265861025,spot_profit_target
42
+ spot_33,spot,2022-07-10 02:09:00,2022-07-29 23:50:00,6.77,8.16183,4.067645997045792,spot_profit_target
43
+ spot_29,spot,2022-07-09 08:00:00,2022-07-30 00:21:00,6.99,8.38161,3.9377350214592277,spot_profit_target
44
+ spot_43,spot,2022-07-28 01:01:00,2022-07-30 00:22:00,7.06,8.511479999999999,4.067729518413596,spot_profit_target
45
+ spot_45,spot,2022-07-28 09:39:00,2022-07-30 00:22:00,7.06,8.511479999999999,4.067729518413596,spot_profit_target
46
+ spot_51,spot,2022-07-29 17:19:00,2022-07-30 00:22:00,7.08,8.511479999999999,3.9996850847457592,spot_profit_target
47
+ spot_49,spot,2022-07-29 08:15:00,2022-07-30 00:33:00,7.21,8.65134,3.954171040221912,spot_profit_target
48
+ spot_31,spot,2022-07-09 17:27:00,2022-07-30 00:34:00,7.22,8.71128,4.086838559556789,spot_profit_target
49
+ spot_27,spot,2022-07-08 21:36:00,2022-07-30 00:36:00,7.28,8.75124,3.9978262637362607,spot_profit_target
50
+ spot_39,spot,2022-07-18 19:27:00,2022-07-30 00:36:00,7.29,8.75124,3.9648799999999977,spot_profit_target
51
+ spot_47,spot,2022-07-28 19:22:00,2022-07-30 00:36:00,7.28,8.75124,3.9978262637362607,spot_profit_target
52
+ spot_41,spot,2022-07-19 03:30:00,2022-07-30 03:40:00,7.32,8.80119,4.002920245901639,spot_profit_target
53
+ lev_54,leveraged,2022-07-30 03:19:00,2022-07-30 03:49:00,8.54,8.881110000000001,1.1370804098360736,trailing_stop_small_calls
54
+ lev_56,leveraged,2022-07-30 11:22:00,2022-07-30 17:08:00,8.09,8.6913,2.1675600741656376,trailing_stop_small_calls
55
+ lev_58,leveraged,2022-07-30 20:55:00,2022-07-31 12:45:00,8.35,8.71128,1.230713964071859,trailing_stop_small_calls
56
+ lev_60,leveraged,2022-07-31 04:57:00,2022-07-31 12:48:00,8.37,8.76123,1.3408558064516138,trailing_stop_small_calls
57
+ spot_37,spot,2022-07-18 11:25:00,2022-07-31 16:14:00,7.76,9.38061,4.132653067010312,spot_profit_target
58
+ lev_62,leveraged,2022-07-31 14:24:00,2022-07-31 16:16:00,8.81,9.41058,1.983062724177068,trailing_stop_small_calls
59
+ spot_55,spot,2022-07-30 11:22:00,2022-07-31 16:20:00,8.09,9.74025,4.035648331273176,spot_profit_target
60
+ lev_66,leveraged,2022-08-01 13:35:00,2022-08-06 04:49:00,8.2,8.58141,1.2560070365853684,trailing_stop_small_calls
61
+ lev_70,leveraged,2022-08-16 11:06:00,2022-08-17 06:01:00,7.8,8.17182,1.3566468461538481,trailing_stop_small_calls
62
+ lev_72,leveraged,2022-08-16 19:13:00,2022-08-17 06:01:00,7.77,8.17182,1.4838771428571458,trailing_stop_small_calls
63
+ lev_64,leveraged,2022-08-01 00:50:00,2022-08-20 19:37:00,8.93,6.0839099999999995,-9.965771254199332,liquidated_max_calls_reached
64
+ lev_68,leveraged,2022-08-11 05:06:00,2022-08-26 18:07:00,8.62,5.85414,-9.952336914153129,liquidated_max_calls_reached
65
+ lev_74,leveraged,2022-08-17 03:43:00,2022-09-18 21:11:00,7.96,5.4945,-9.930793341708542,liquidated_max_calls_reached
ICP-USDT_USDT_2022-06-30_to_2022-09-28/balance_sheet.txt ADDED
@@ -0,0 +1,1025 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ================================================================================
2
+ PORTFOLIO BALANCE SHEET LOG
3
+ ================================================================================
4
+ Backtest Run Time: 2025-08-11 13:03:17
5
+ Initial Portfolio Funds: $1,000.00
6
+ --------------------------------------------------------------------------------
7
+
8
+ [2025-08-11 13:03:17] - INITIAL STATE
9
+ - PORTFOLIO STATE: Total Equity: $1,000.00 | Cash: $1,000.00 | In Positions: $0.00 (Utilization: 0.00%)
10
+
11
+ [2022-07-05 01:46:00] - NEW SPOT ENTRY (ID: spot_1)
12
+ - Details: Invested $20.00 for 3.565062 units @ $5.6100
13
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$980.00 | In Positions=$20.00 (Utilization: 2.00%)
14
+
15
+ [2022-07-05 01:46:00] - NEW LEVERAGED ENTRY (ID: lev_2)
16
+ - Details: Size=$30.00 @ $5.6100
17
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
18
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$970.00 | In Positions=$30.00 (Utilization: 3.00%)
19
+
20
+ [2022-07-05 09:48:00] - NEW SPOT ENTRY (ID: spot_3)
21
+ - Details: Invested $20.00 for 3.669725 units @ $5.4500
22
+ - PORTFOLIO STATE: Total Equity=$998.57 | Cash=$949.99 | In Positions=$50.00 (Utilization: 4.95%)
23
+
24
+ [2022-07-05 09:48:00] - NEW LEVERAGED ENTRY (ID: lev_4)
25
+ - Details: Size=$30.00 @ $5.4500
26
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
27
+ - PORTFOLIO STATE: Total Equity=$998.57 | Cash=$939.99 | In Positions=$60.00 (Utilization: 5.95%)
28
+
29
+ [2022-07-05 18:25:00] - NEW SPOT ENTRY (ID: spot_5)
30
+ - Details: Invested $20.00 for 3.703704 units @ $5.4000
31
+ - PORTFOLIO STATE: Total Equity=$997.65 | Cash=$919.98 | In Positions=$80.00 (Utilization: 7.93%)
32
+
33
+ [2022-07-05 18:25:00] - NEW LEVERAGED ENTRY (ID: lev_6)
34
+ - Details: Size=$30.00 @ $5.4000
35
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
36
+ - PORTFOLIO STATE: Total Equity=$997.65 | Cash=$909.98 | In Positions=$90.00 (Utilization: 8.93%)
37
+
38
+ [2022-07-05 19:58:00] - PROFIT TAKE (LEVERAGED ID: lev_6)
39
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.6244
40
+ - P&L BREAKDOWN:
41
+ - Gross PnL: $ 1.25
42
+ - Slippage Cost: ($ -0.03)
43
+ - Transaction Fees: ($ -0.06)
44
+ - Borrowing Fees Paid: ($ -0.00)
45
+ ---------------------------------------
46
+ - Net PnL: $ 1.19
47
+ - Capital Returned to Cash: $11.19
48
+ - PORTFOLIO STATE: Total Equity=$1,003.85 | Cash=$921.17 | In Positions=$80.00 (Utilization: 8.13%)
49
+
50
+ [2022-07-06 02:56:00] - NEW SPOT ENTRY (ID: spot_7)
51
+ - Details: Invested $20.00 for 3.663004 units @ $5.4600
52
+ - PORTFOLIO STATE: Total Equity=$1,000.13 | Cash=$901.16 | In Positions=$100.00 (Utilization: 9.97%)
53
+
54
+ [2022-07-06 02:56:00] - NEW LEVERAGED ENTRY (ID: lev_8)
55
+ - Details: Size=$30.00 @ $5.4600
56
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
57
+ - PORTFOLIO STATE: Total Equity=$1,000.13 | Cash=$891.16 | In Positions=$110.00 (Utilization: 10.97%)
58
+
59
+ [2022-07-06 05:57:00] - PROFIT TAKE (LEVERAGED ID: lev_4)
60
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.6643
61
+ - P&L BREAKDOWN:
62
+ - Gross PnL: $ 1.18
63
+ - Slippage Cost: ($ -0.03)
64
+ - Transaction Fees: ($ -0.06)
65
+ - Borrowing Fees Paid: ($ -0.01)
66
+ ---------------------------------------
67
+ - Net PnL: $ 1.11
68
+ - Capital Returned to Cash: $11.11
69
+ - PORTFOLIO STATE: Total Equity=$1,006.53 | Cash=$902.26 | In Positions=$100.00 (Utilization: 10.21%)
70
+
71
+ [2022-07-06 14:06:00] - NEW SPOT ENTRY (ID: spot_9)
72
+ - Details: Invested $20.00 for 3.623188 units @ $5.5200
73
+ - PORTFOLIO STATE: Total Equity=$1,002.70 | Cash=$882.25 | In Positions=$120.00 (Utilization: 12.03%)
74
+
75
+ [2022-07-06 14:06:00] - NEW LEVERAGED ENTRY (ID: lev_10)
76
+ - Details: Size=$30.00 @ $5.5200
77
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
78
+ - PORTFOLIO STATE: Total Equity=$1,002.70 | Cash=$872.25 | In Positions=$130.00 (Utilization: 13.02%)
79
+
80
+ [2022-07-06 22:55:00] - NEW SPOT ENTRY (ID: spot_11)
81
+ - Details: Invested $20.00 for 3.539823 units @ $5.6500
82
+ - PORTFOLIO STATE: Total Equity=$1,007.17 | Cash=$852.23 | In Positions=$150.00 (Utilization: 15.19%)
83
+
84
+ [2022-07-06 22:55:00] - NEW LEVERAGED ENTRY (ID: lev_12)
85
+ - Details: Size=$30.00 @ $5.6500
86
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
87
+ - PORTFOLIO STATE: Total Equity=$1,007.17 | Cash=$842.23 | In Positions=$160.00 (Utilization: 16.18%)
88
+
89
+ [2022-07-07 07:09:00] - PROFIT TAKE (LEVERAGED ID: lev_8)
90
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.6244
91
+ - P&L BREAKDOWN:
92
+ - Gross PnL: $ 0.90
93
+ - Slippage Cost: ($ -0.03)
94
+ - Transaction Fees: ($ -0.06)
95
+ - Borrowing Fees Paid: ($ -0.02)
96
+ ---------------------------------------
97
+ - Net PnL: $ 0.82
98
+ - Capital Returned to Cash: $10.82
99
+ - PORTFOLIO STATE: Total Equity=$1,006.16 | Cash=$853.03 | In Positions=$150.00 (Utilization: 15.16%)
100
+
101
+ [2022-07-07 07:40:00] - NEW SPOT ENTRY (ID: spot_13)
102
+ - Details: Invested $20.00 for 3.539823 units @ $5.6500
103
+ - PORTFOLIO STATE: Total Equity=$1,006.92 | Cash=$833.03 | In Positions=$170.00 (Utilization: 17.18%)
104
+
105
+ [2022-07-07 07:40:00] - NEW LEVERAGED ENTRY (ID: lev_14)
106
+ - Details: Size=$30.00 @ $5.6500
107
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
108
+ - PORTFOLIO STATE: Total Equity=$1,006.92 | Cash=$823.03 | In Positions=$180.00 (Utilization: 18.17%)
109
+
110
+ [2022-07-07 12:01:00] - PROFIT TAKE (LEVERAGED ID: lev_10)
111
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.7842
112
+ - P&L BREAKDOWN:
113
+ - Gross PnL: $ 1.44
114
+ - Slippage Cost: ($ -0.03)
115
+ - Transaction Fees: ($ -0.06)
116
+ - Borrowing Fees Paid: ($ -0.01)
117
+ ---------------------------------------
118
+ - Net PnL: $ 1.36
119
+ - Capital Returned to Cash: $11.36
120
+ - PORTFOLIO STATE: Total Equity=$1,013.35 | Cash=$834.39 | In Positions=$170.00 (Utilization: 17.42%)
121
+
122
+ [2022-07-07 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_2)
123
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9041
124
+ - P&L BREAKDOWN:
125
+ - Gross PnL: $ 1.57
126
+ - Slippage Cost: ($ -0.03)
127
+ - Transaction Fees: ($ -0.06)
128
+ - Borrowing Fees Paid: ($ -0.04)
129
+ ---------------------------------------
130
+ - Net PnL: $ 1.47
131
+ - Capital Returned to Cash: $11.47
132
+ - PORTFOLIO STATE: Total Equity=$1,018.17 | Cash=$845.86 | In Positions=$160.00 (Utilization: 16.65%)
133
+
134
+ [2022-07-07 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_12)
135
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9041
136
+ - P&L BREAKDOWN:
137
+ - Gross PnL: $ 1.35
138
+ - Slippage Cost: ($ -0.03)
139
+ - Transaction Fees: ($ -0.06)
140
+ - Borrowing Fees Paid: ($ -0.01)
141
+ ---------------------------------------
142
+ - Net PnL: $ 1.28
143
+ - Capital Returned to Cash: $11.28
144
+ - PORTFOLIO STATE: Total Equity=$1,018.07 | Cash=$857.14 | In Positions=$150.00 (Utilization: 15.67%)
145
+
146
+ [2022-07-07 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_14)
147
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9041
148
+ - P&L BREAKDOWN:
149
+ - Gross PnL: $ 1.35
150
+ - Slippage Cost: ($ -0.03)
151
+ - Transaction Fees: ($ -0.06)
152
+ - Borrowing Fees Paid: ($ -0.00)
153
+ ---------------------------------------
154
+ - Net PnL: $ 1.29
155
+ - Capital Returned to Cash: $11.29
156
+ - PORTFOLIO STATE: Total Equity=$1,017.98 | Cash=$868.43 | In Positions=$140.00 (Utilization: 14.69%)
157
+
158
+ [2022-07-07 17:46:00] - NEW SPOT ENTRY (ID: spot_15)
159
+ - Details: Invested $20.00 for 3.284072 units @ $6.0900
160
+ - PORTFOLIO STATE: Total Equity=$1,022.53 | Cash=$848.43 | In Positions=$160.00 (Utilization: 17.03%)
161
+
162
+ [2022-07-07 17:46:00] - NEW LEVERAGED ENTRY (ID: lev_16)
163
+ - Details: Size=$30.00 @ $6.0900
164
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
165
+ - PORTFOLIO STATE: Total Equity=$1,022.53 | Cash=$838.43 | In Positions=$170.00 (Utilization: 18.00%)
166
+
167
+ [2022-07-08 01:00:00] - PROFIT TAKE (LEVERAGED ID: lev_16)
168
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.3836
169
+ - P&L BREAKDOWN:
170
+ - Gross PnL: $ 1.45
171
+ - Slippage Cost: ($ -0.03)
172
+ - Transaction Fees: ($ -0.06)
173
+ - Borrowing Fees Paid: ($ -0.00)
174
+ ---------------------------------------
175
+ - Net PnL: $ 1.38
176
+ - Capital Returned to Cash: $11.38
177
+ - PORTFOLIO STATE: Total Equity=$1,032.49 | Cash=$849.81 | In Positions=$160.00 (Utilization: 17.69%)
178
+
179
+ [2022-07-08 02:21:00] - NEW SPOT ENTRY (ID: spot_17)
180
+ - Details: Invested $20.00 for 3.129890 units @ $6.3900
181
+ - PORTFOLIO STATE: Total Equity=$1,032.49 | Cash=$829.81 | In Positions=$180.00 (Utilization: 19.63%)
182
+
183
+ [2022-07-08 02:21:00] - NEW LEVERAGED ENTRY (ID: lev_18)
184
+ - Details: Size=$30.00 @ $6.3900
185
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
186
+ - PORTFOLIO STATE: Total Equity=$1,032.49 | Cash=$819.81 | In Positions=$190.00 (Utilization: 20.60%)
187
+
188
+ [2022-07-08 12:00:00] - NEW SPOT ENTRY (ID: spot_19)
189
+ - Details: Invested $20.00 for 3.241491 units @ $6.1700
190
+ - PORTFOLIO STATE: Total Equity=$1,024.48 | Cash=$799.81 | In Positions=$210.00 (Utilization: 22.03%)
191
+
192
+ [2022-07-08 12:00:00] - NEW LEVERAGED ENTRY (ID: lev_20)
193
+ - Details: Size=$30.00 @ $6.1700
194
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
195
+ - PORTFOLIO STATE: Total Equity=$1,024.48 | Cash=$789.81 | In Positions=$220.00 (Utilization: 23.01%)
196
+
197
+ [2022-07-08 19:07:00] - PROFIT TAKE (SPOT ID: spot_3)
198
+ - Reason: 'spot_profit_target' @ Exit Price $6.5534
199
+ - P&L BREAKDOWN:
200
+ - Gross PnL: $ 4.05
201
+ - Slippage Cost: ($ -0.02)
202
+ - Transaction Fees: ($ -0.04)
203
+ ---------------------------------------
204
+ - Net PnL: $ 4.01
205
+ - Capital Returned to Cash: $24.01
206
+ - PORTFOLIO STATE: Total Equity=$1,041.76 | Cash=$813.81 | In Positions=$200.00 (Utilization: 21.62%)
207
+
208
+ [2022-07-08 19:07:00] - PROFIT TAKE (SPOT ID: spot_5)
209
+ - Reason: 'spot_profit_target' @ Exit Price $6.5534
210
+ - P&L BREAKDOWN:
211
+ - Gross PnL: $ 4.27
212
+ - Slippage Cost: ($ -0.02)
213
+ - Transaction Fees: ($ -0.04)
214
+ ---------------------------------------
215
+ - Net PnL: $ 4.23
216
+ - Capital Returned to Cash: $24.23
217
+ - PORTFOLIO STATE: Total Equity=$1,041.69 | Cash=$838.03 | In Positions=$180.00 (Utilization: 19.29%)
218
+
219
+ [2022-07-08 19:07:00] - PROFIT TAKE (SPOT ID: spot_7)
220
+ - Reason: 'spot_profit_target' @ Exit Price $6.5534
221
+ - P&L BREAKDOWN:
222
+ - Gross PnL: $ 4.01
223
+ - Slippage Cost: ($ -0.02)
224
+ - Transaction Fees: ($ -0.04)
225
+ ---------------------------------------
226
+ - Net PnL: $ 3.96
227
+ - Capital Returned to Cash: $23.96
228
+ - PORTFOLIO STATE: Total Equity=$1,041.63 | Cash=$861.99 | In Positions=$160.00 (Utilization: 16.99%)
229
+
230
+ [2022-07-08 19:09:00] - PROFIT TAKE (SPOT ID: spot_9)
231
+ - Reason: 'spot_profit_target' @ Exit Price $6.6234
232
+ - P&L BREAKDOWN:
233
+ - Gross PnL: $ 4.00
234
+ - Slippage Cost: ($ -0.02)
235
+ - Transaction Fees: ($ -0.04)
236
+ ---------------------------------------
237
+ - Net PnL: $ 3.95
238
+ - Capital Returned to Cash: $23.95
239
+ - PORTFOLIO STATE: Total Equity=$1,043.90 | Cash=$885.95 | In Positions=$140.00 (Utilization: 14.81%)
240
+
241
+ [2022-07-08 19:12:00] - PROFIT TAKE (LEVERAGED ID: lev_20)
242
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.5634
243
+ - P&L BREAKDOWN:
244
+ - Gross PnL: $ 1.91
245
+ - Slippage Cost: ($ -0.03)
246
+ - Transaction Fees: ($ -0.06)
247
+ - Borrowing Fees Paid: ($ -0.00)
248
+ ---------------------------------------
249
+ - Net PnL: $ 1.85
250
+ - Capital Returned to Cash: $11.85
251
+ - PORTFOLIO STATE: Total Equity=$1,042.02 | Cash=$897.80 | In Positions=$130.00 (Utilization: 13.76%)
252
+
253
+ [2022-07-08 20:00:00] - PROFIT TAKE (SPOT ID: spot_1)
254
+ - Reason: 'spot_profit_target' @ Exit Price $6.7432
255
+ - P&L BREAKDOWN:
256
+ - Gross PnL: $ 4.04
257
+ - Slippage Cost: ($ -0.02)
258
+ - Transaction Fees: ($ -0.04)
259
+ ---------------------------------------
260
+ - Net PnL: $ 4.00
261
+ - Capital Returned to Cash: $24.00
262
+ - PORTFOLIO STATE: Total Equity=$1,046.45 | Cash=$921.80 | In Positions=$110.00 (Utilization: 11.75%)
263
+
264
+ [2022-07-08 20:02:00] - PROFIT TAKE (LEVERAGED ID: lev_18)
265
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.6933
266
+ - P&L BREAKDOWN:
267
+ - Gross PnL: $ 1.42
268
+ - Slippage Cost: ($ -0.03)
269
+ - Transaction Fees: ($ -0.06)
270
+ - Borrowing Fees Paid: ($ -0.01)
271
+ ---------------------------------------
272
+ - Net PnL: $ 1.35
273
+ - Capital Returned to Cash: $11.35
274
+ - PORTFOLIO STATE: Total Equity=$1,045.27 | Cash=$933.15 | In Positions=$100.00 (Utilization: 10.73%)
275
+
276
+ [2022-07-08 20:14:00] - PROFIT TAKE (SPOT ID: spot_11)
277
+ - Reason: 'spot_profit_target' @ Exit Price $6.8232
278
+ - P&L BREAKDOWN:
279
+ - Gross PnL: $ 4.15
280
+ - Slippage Cost: ($ -0.02)
281
+ - Transaction Fees: ($ -0.04)
282
+ ---------------------------------------
283
+ - Net PnL: $ 4.11
284
+ - Capital Returned to Cash: $24.11
285
+ - PORTFOLIO STATE: Total Equity=$1,047.38 | Cash=$957.25 | In Positions=$80.00 (Utilization: 8.60%)
286
+
287
+ [2022-07-08 20:14:00] - PROFIT TAKE (SPOT ID: spot_13)
288
+ - Reason: 'spot_profit_target' @ Exit Price $6.8232
289
+ - P&L BREAKDOWN:
290
+ - Gross PnL: $ 4.15
291
+ - Slippage Cost: ($ -0.02)
292
+ - Transaction Fees: ($ -0.04)
293
+ ---------------------------------------
294
+ - Net PnL: $ 4.11
295
+ - Capital Returned to Cash: $24.11
296
+ - PORTFOLIO STATE: Total Equity=$1,047.31 | Cash=$981.36 | In Positions=$60.00 (Utilization: 6.30%)
297
+
298
+ [2022-07-08 20:30:00] - PROFIT TAKE (SPOT ID: spot_15)
299
+ - Reason: 'spot_profit_target' @ Exit Price $7.3327
300
+ - P&L BREAKDOWN:
301
+ - Gross PnL: $ 4.08
302
+ - Slippage Cost: ($ -0.02)
303
+ - Transaction Fees: ($ -0.04)
304
+ ---------------------------------------
305
+ - Net PnL: $ 4.04
306
+ - Capital Returned to Cash: $24.04
307
+ - PORTFOLIO STATE: Total Equity=$1,052.17 | Cash=$1,005.40 | In Positions=$40.00 (Utilization: 4.44%)
308
+
309
+ [2022-07-08 20:34:00] - PROFIT TAKE (SPOT ID: spot_19)
310
+ - Reason: 'spot_profit_target' @ Exit Price $7.4226
311
+ - P&L BREAKDOWN:
312
+ - Gross PnL: $ 4.06
313
+ - Slippage Cost: ($ -0.02)
314
+ - Transaction Fees: ($ -0.04)
315
+ ---------------------------------------
316
+ - Net PnL: $ 4.02
317
+ - Capital Returned to Cash: $24.02
318
+ - PORTFOLIO STATE: Total Equity=$1,052.67 | Cash=$1,029.42 | In Positions=$20.00 (Utilization: 2.21%)
319
+
320
+ [2022-07-08 21:36:00] - NEW SPOT ENTRY (ID: spot_21)
321
+ - Details: Invested $20.00 for 2.747253 units @ $7.2800
322
+ - PORTFOLIO STATE: Total Equity=$1,052.20 | Cash=$1,009.42 | In Positions=$40.00 (Utilization: 4.07%)
323
+
324
+ [2022-07-08 21:36:00] - NEW LEVERAGED ENTRY (ID: lev_22)
325
+ - Details: Size=$30.00 @ $7.2800
326
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
327
+ - PORTFOLIO STATE: Total Equity=$1,052.20 | Cash=$999.42 | In Positions=$50.00 (Utilization: 5.02%)
328
+
329
+ [2022-07-09 08:00:00] - NEW SPOT ENTRY (ID: spot_23)
330
+ - Details: Invested $20.00 for 2.861230 units @ $6.9900
331
+ - PORTFOLIO STATE: Total Equity=$1,049.30 | Cash=$979.41 | In Positions=$70.00 (Utilization: 6.77%)
332
+
333
+ [2022-07-09 08:00:00] - NEW LEVERAGED ENTRY (ID: lev_24)
334
+ - Details: Size=$30.00 @ $6.9900
335
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
336
+ - PORTFOLIO STATE: Total Equity=$1,049.30 | Cash=$969.41 | In Positions=$80.00 (Utilization: 7.73%)
337
+
338
+ [2022-07-09 17:27:00] - NEW SPOT ENTRY (ID: spot_25)
339
+ - Details: Invested $20.00 for 2.770083 units @ $7.2200
340
+ - PORTFOLIO STATE: Total Equity=$1,053.23 | Cash=$949.40 | In Positions=$100.00 (Utilization: 9.79%)
341
+
342
+ [2022-07-09 17:27:00] - NEW LEVERAGED ENTRY (ID: lev_26)
343
+ - Details: Size=$30.00 @ $7.2200
344
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
345
+ - PORTFOLIO STATE: Total Equity=$1,053.23 | Cash=$939.40 | In Positions=$110.00 (Utilization: 10.74%)
346
+
347
+ [2022-07-10 02:09:00] - NEW SPOT ENTRY (ID: spot_27)
348
+ - Details: Invested $20.00 for 2.954210 units @ $6.7700
349
+ - PORTFOLIO STATE: Total Equity=$1,042.38 | Cash=$919.38 | In Positions=$130.00 (Utilization: 12.27%)
350
+
351
+ [2022-07-10 02:09:00] - NEW LEVERAGED ENTRY (ID: lev_28)
352
+ - Details: Size=$30.00 @ $6.7700
353
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
354
+ - PORTFOLIO STATE: Total Equity=$1,042.38 | Cash=$909.38 | In Positions=$140.00 (Utilization: 13.23%)
355
+
356
+ [2022-07-10 11:16:00] - NEW SPOT ENTRY (ID: spot_29)
357
+ - Details: Invested $20.00 for 3.021148 units @ $6.6200
358
+ - PORTFOLIO STATE: Total Equity=$1,037.63 | Cash=$889.36 | In Positions=$160.00 (Utilization: 15.01%)
359
+
360
+ [2022-07-10 11:16:00] - NEW LEVERAGED ENTRY (ID: lev_30)
361
+ - Details: Size=$30.00 @ $6.6200
362
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
363
+ - PORTFOLIO STATE: Total Equity=$1,037.63 | Cash=$879.36 | In Positions=$170.00 (Utilization: 15.97%)
364
+
365
+ [2022-07-15 00:50:00] - PROFIT TAKE (LEVERAGED ID: lev_30)
366
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.9830
367
+ - P&L BREAKDOWN:
368
+ - Gross PnL: $ 1.65
369
+ - Slippage Cost: ($ -0.03)
370
+ - Transaction Fees: ($ -0.06)
371
+ - Borrowing Fees Paid: ($ -0.08)
372
+ ---------------------------------------
373
+ - Net PnL: $ 1.51
374
+ - Capital Returned to Cash: $11.51
375
+ - PORTFOLIO STATE: Total Equity=$1,051.50 | Cash=$890.46 | In Positions=$160.00 (Utilization: 15.43%)
376
+
377
+ [2022-07-15 09:35:00] - PROFIT TAKE (LEVERAGED ID: lev_28)
378
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.0429
379
+ - P&L BREAKDOWN:
380
+ - Gross PnL: $ 1.21
381
+ - Slippage Cost: ($ -0.03)
382
+ - Transaction Fees: ($ -0.06)
383
+ - Borrowing Fees Paid: ($ -0.09)
384
+ ---------------------------------------
385
+ - Net PnL: $ 1.06
386
+ - Capital Returned to Cash: $11.06
387
+ - PORTFOLIO STATE: Total Equity=$1,053.35 | Cash=$901.49 | In Positions=$150.00 (Utilization: 14.55%)
388
+
389
+ [2022-07-16 15:12:00] - PROFIT TAKE (LEVERAGED ID: lev_24)
390
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.3127
391
+ - P&L BREAKDOWN:
392
+ - Gross PnL: $ 1.38
393
+ - Slippage Cost: ($ -0.03)
394
+ - Transaction Fees: ($ -0.06)
395
+ - Borrowing Fees Paid: ($ -0.13)
396
+ ---------------------------------------
397
+ - Net PnL: $ 1.20
398
+ - Capital Returned to Cash: $11.20
399
+ - PORTFOLIO STATE: Total Equity=$1,061.19 | Cash=$912.63 | In Positions=$140.00 (Utilization: 13.94%)
400
+
401
+ [2022-07-18 10:17:00] - PROFIT TAKE (SPOT ID: spot_17)
402
+ - Reason: 'spot_profit_target' @ Exit Price $7.7223
403
+ - P&L BREAKDOWN:
404
+ - Gross PnL: $ 4.17
405
+ - Slippage Cost: ($ -0.02)
406
+ - Transaction Fees: ($ -0.04)
407
+ ---------------------------------------
408
+ - Net PnL: $ 4.13
409
+ - Capital Returned to Cash: $24.13
410
+ - PORTFOLIO STATE: Total Equity=$1,071.61 | Cash=$936.69 | In Positions=$120.00 (Utilization: 12.22%)
411
+
412
+ [2022-07-18 10:21:00] - PROFIT TAKE (LEVERAGED ID: lev_22)
413
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $7.6823
414
+ - P&L BREAKDOWN:
415
+ - Gross PnL: $ 1.66
416
+ - Slippage Cost: ($ -0.03)
417
+ - Transaction Fees: ($ -0.06)
418
+ - Borrowing Fees Paid: ($ -0.17)
419
+ ---------------------------------------
420
+ - Net PnL: $ 1.43
421
+ - Capital Returned to Cash: $11.43
422
+ - PORTFOLIO STATE: Total Equity=$1,070.45 | Cash=$948.11 | In Positions=$110.00 (Utilization: 11.25%)
423
+
424
+ [2022-07-18 10:21:00] - PROFIT TAKE (LEVERAGED ID: lev_26)
425
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $7.6823
426
+ - P&L BREAKDOWN:
427
+ - Gross PnL: $ 1.92
428
+ - Slippage Cost: ($ -0.03)
429
+ - Transaction Fees: ($ -0.06)
430
+ - Borrowing Fees Paid: ($ -0.16)
431
+ ---------------------------------------
432
+ - Net PnL: $ 1.70
433
+ - Capital Returned to Cash: $11.70
434
+ - PORTFOLIO STATE: Total Equity=$1,070.20 | Cash=$959.82 | In Positions=$100.00 (Utilization: 10.31%)
435
+
436
+ [2022-07-18 11:25:00] - NEW SPOT ENTRY (ID: spot_31)
437
+ - Details: Invested $20.00 for 2.577320 units @ $7.7600
438
+ - PORTFOLIO STATE: Total Equity=$1,071.20 | Cash=$939.82 | In Positions=$120.00 (Utilization: 12.27%)
439
+
440
+ [2022-07-18 11:25:00] - NEW LEVERAGED ENTRY (ID: lev_32)
441
+ - Details: Size=$30.00 @ $7.7600
442
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
443
+ - PORTFOLIO STATE: Total Equity=$1,071.20 | Cash=$929.82 | In Positions=$130.00 (Utilization: 13.20%)
444
+
445
+ [2022-07-18 19:27:00] - NEW SPOT ENTRY (ID: spot_33)
446
+ - Details: Invested $20.00 for 2.743484 units @ $7.2900
447
+ - PORTFOLIO STATE: Total Equity=$1,061.42 | Cash=$909.81 | In Positions=$150.00 (Utilization: 14.46%)
448
+
449
+ [2022-07-18 19:27:00] - NEW LEVERAGED ENTRY (ID: lev_34)
450
+ - Details: Size=$30.00 @ $7.2900
451
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
452
+ - PORTFOLIO STATE: Total Equity=$1,061.42 | Cash=$899.81 | In Positions=$160.00 (Utilization: 15.40%)
453
+
454
+ [2022-07-19 03:30:00] - NEW SPOT ENTRY (ID: spot_35)
455
+ - Details: Invested $20.00 for 2.732240 units @ $7.3200
456
+ - PORTFOLIO STATE: Total Equity=$1,062.24 | Cash=$879.80 | In Positions=$180.00 (Utilization: 17.32%)
457
+
458
+ [2022-07-19 03:30:00] - NEW LEVERAGED ENTRY (ID: lev_36)
459
+ - Details: Size=$30.00 @ $7.3200
460
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
461
+ - PORTFOLIO STATE: Total Equity=$1,062.24 | Cash=$869.80 | In Positions=$190.00 (Utilization: 18.27%)
462
+
463
+ [2022-07-20 20:18:00] - LIQUIDATION (LEVERAGED ID: lev_32)
464
+ - Reason: 'liquidated_tech_error_on_call' @ Exit Price $6.6833
465
+ - P&L BREAKDOWN:
466
+ - Gross PnL: $ -4.16
467
+ - Slippage Cost: ($ -0.03)
468
+ - Transaction Fees: ($ -0.06)
469
+ - Borrowing Fees Paid: ($ -0.04)
470
+ ---------------------------------------
471
+ - Net PnL: $ -4.26
472
+ - Capital Returned to Cash: $5.74
473
+ - PORTFOLIO STATE: Total Equity=$1,040.30 | Cash=$875.45 | In Positions=$180.00 (Utilization: 16.33%)
474
+
475
+ [2022-07-28 01:01:00] - NEW SPOT ENTRY (ID: spot_37)
476
+ - Details: Invested $20.00 for 2.832861 units @ $7.0600
477
+ - PORTFOLIO STATE: Total Equity=$1,051.38 | Cash=$855.20 | In Positions=$200.00 (Utilization: 18.85%)
478
+
479
+ [2022-07-28 01:01:00] - NEW LEVERAGED ENTRY (ID: lev_38)
480
+ - Details: Size=$30.00 @ $7.0600
481
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
482
+ - PORTFOLIO STATE: Total Equity=$1,051.38 | Cash=$845.20 | In Positions=$210.00 (Utilization: 19.80%)
483
+
484
+ [2022-07-28 09:39:00] - NEW SPOT ENTRY (ID: spot_39)
485
+ - Details: Invested $20.00 for 2.832861 units @ $7.0600
486
+ - PORTFOLIO STATE: Total Equity=$1,051.36 | Cash=$825.18 | In Positions=$230.00 (Utilization: 21.70%)
487
+
488
+ [2022-07-28 09:39:00] - NEW LEVERAGED ENTRY (ID: lev_40)
489
+ - Details: Size=$30.00 @ $7.0600
490
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
491
+ - PORTFOLIO STATE: Total Equity=$1,051.36 | Cash=$815.18 | In Positions=$240.00 (Utilization: 22.66%)
492
+
493
+ [2022-07-28 16:32:00] - PROFIT TAKE (LEVERAGED ID: lev_38)
494
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.3426
495
+ - P&L BREAKDOWN:
496
+ - Gross PnL: $ 1.20
497
+ - Slippage Cost: ($ -0.03)
498
+ - Transaction Fees: ($ -0.06)
499
+ - Borrowing Fees Paid: ($ -0.01)
500
+ ---------------------------------------
501
+ - Net PnL: $ 1.13
502
+ - Capital Returned to Cash: $11.13
503
+ - PORTFOLIO STATE: Total Equity=$1,064.24 | Cash=$826.30 | In Positions=$230.00 (Utilization: 22.21%)
504
+
505
+ [2022-07-28 16:32:00] - PROFIT TAKE (LEVERAGED ID: lev_40)
506
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.3426
507
+ - P&L BREAKDOWN:
508
+ - Gross PnL: $ 1.20
509
+ - Slippage Cost: ($ -0.03)
510
+ - Transaction Fees: ($ -0.06)
511
+ - Borrowing Fees Paid: ($ -0.00)
512
+ ---------------------------------------
513
+ - Net PnL: $ 1.14
514
+ - Capital Returned to Cash: $11.14
515
+ - PORTFOLIO STATE: Total Equity=$1,064.14 | Cash=$837.44 | In Positions=$220.00 (Utilization: 21.27%)
516
+
517
+ [2022-07-28 19:22:00] - NEW SPOT ENTRY (ID: spot_41)
518
+ - Details: Invested $20.00 for 2.747253 units @ $7.2800
519
+ - PORTFOLIO STATE: Total Equity=$1,061.60 | Cash=$817.44 | In Positions=$240.00 (Utilization: 23.02%)
520
+
521
+ [2022-07-28 19:22:00] - NEW LEVERAGED ENTRY (ID: lev_42)
522
+ - Details: Size=$30.00 @ $7.2800
523
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
524
+ - PORTFOLIO STATE: Total Equity=$1,061.60 | Cash=$807.44 | In Positions=$250.00 (Utilization: 23.96%)
525
+
526
+ [2022-07-29 05:50:00] - PROFIT TAKE (LEVERAGED ID: lev_42)
527
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.5924
528
+ - P&L BREAKDOWN:
529
+ - Gross PnL: $ 1.29
530
+ - Slippage Cost: ($ -0.03)
531
+ - Transaction Fees: ($ -0.06)
532
+ - Borrowing Fees Paid: ($ -0.01)
533
+ ---------------------------------------
534
+ - Net PnL: $ 1.22
535
+ - Capital Returned to Cash: $11.22
536
+ - PORTFOLIO STATE: Total Equity=$1,075.28 | Cash=$818.63 | In Positions=$240.00 (Utilization: 23.64%)
537
+
538
+ [2022-07-29 08:15:00] - NEW SPOT ENTRY (ID: spot_43)
539
+ - Details: Invested $20.00 for 2.773925 units @ $7.2100
540
+ - PORTFOLIO STATE: Total Equity=$1,060.06 | Cash=$798.63 | In Positions=$260.00 (Utilization: 24.74%)
541
+
542
+ [2022-07-29 08:15:00] - NEW LEVERAGED ENTRY (ID: lev_44)
543
+ - Details: Size=$30.00 @ $7.2100
544
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
545
+ - PORTFOLIO STATE: Total Equity=$1,060.06 | Cash=$788.63 | In Positions=$270.00 (Utilization: 25.68%)
546
+
547
+ [2022-07-29 17:19:00] - NEW SPOT ENTRY (ID: spot_45)
548
+ - Details: Invested $20.00 for 2.824859 units @ $7.0800
549
+ - PORTFOLIO STATE: Total Equity=$1,054.07 | Cash=$768.61 | In Positions=$290.00 (Utilization: 27.31%)
550
+
551
+ [2022-07-29 17:19:00] - NEW LEVERAGED ENTRY (ID: lev_46)
552
+ - Details: Size=$30.00 @ $7.0800
553
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
554
+ - PORTFOLIO STATE: Total Equity=$1,054.07 | Cash=$758.61 | In Positions=$300.00 (Utilization: 28.26%)
555
+
556
+ [2022-07-29 23:13:00] - PROFIT TAKE (LEVERAGED ID: lev_46)
557
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.4625
558
+ - P&L BREAKDOWN:
559
+ - Gross PnL: $ 1.62
560
+ - Slippage Cost: ($ -0.03)
561
+ - Transaction Fees: ($ -0.06)
562
+ - Borrowing Fees Paid: ($ -0.00)
563
+ ---------------------------------------
564
+ - Net PnL: $ 1.56
565
+ - Capital Returned to Cash: $11.56
566
+ - PORTFOLIO STATE: Total Equity=$1,074.64 | Cash=$770.16 | In Positions=$290.00 (Utilization: 28.11%)
567
+
568
+ [2022-07-29 23:27:00] - PROFIT TAKE (LEVERAGED ID: lev_44)
569
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.5624
570
+ - P&L BREAKDOWN:
571
+ - Gross PnL: $ 1.47
572
+ - Slippage Cost: ($ -0.03)
573
+ - Transaction Fees: ($ -0.06)
574
+ - Borrowing Fees Paid: ($ -0.01)
575
+ ---------------------------------------
576
+ - Net PnL: $ 1.40
577
+ - Capital Returned to Cash: $11.40
578
+ - PORTFOLIO STATE: Total Equity=$1,079.42 | Cash=$781.56 | In Positions=$280.00 (Utilization: 27.39%)
579
+
580
+ [2022-07-29 23:35:00] - PROFIT TAKE (LEVERAGED ID: lev_34)
581
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $7.7223
582
+ - P&L BREAKDOWN:
583
+ - Gross PnL: $ 1.78
584
+ - Slippage Cost: ($ -0.03)
585
+ - Transaction Fees: ($ -0.06)
586
+ - Borrowing Fees Paid: ($ -0.20)
587
+ ---------------------------------------
588
+ - Net PnL: $ 1.52
589
+ - Capital Returned to Cash: $11.52
590
+ - PORTFOLIO STATE: Total Equity=$1,086.27 | Cash=$793.08 | In Positions=$270.00 (Utilization: 26.84%)
591
+
592
+ [2022-07-29 23:47:00] - PROFIT TAKE (LEVERAGED ID: lev_36)
593
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $7.7622
594
+ - P&L BREAKDOWN:
595
+ - Gross PnL: $ 1.81
596
+ - Slippage Cost: ($ -0.03)
597
+ - Transaction Fees: ($ -0.06)
598
+ - Borrowing Fees Paid: ($ -0.19)
599
+ ---------------------------------------
600
+ - Net PnL: $ 1.56
601
+ - Capital Returned to Cash: $11.56
602
+ - PORTFOLIO STATE: Total Equity=$1,087.61 | Cash=$804.64 | In Positions=$260.00 (Utilization: 26.02%)
603
+
604
+ [2022-07-29 23:48:00] - PROFIT TAKE (SPOT ID: spot_29)
605
+ - Reason: 'spot_profit_target' @ Exit Price $8.0120
606
+ - P&L BREAKDOWN:
607
+ - Gross PnL: $ 4.21
608
+ - Slippage Cost: ($ -0.02)
609
+ - Transaction Fees: ($ -0.04)
610
+ ---------------------------------------
611
+ - Net PnL: $ 4.16
612
+ - Capital Returned to Cash: $24.16
613
+ - PORTFOLIO STATE: Total Equity=$1,096.65 | Cash=$828.80 | In Positions=$240.00 (Utilization: 24.42%)
614
+
615
+ [2022-07-29 23:50:00] - PROFIT TAKE (SPOT ID: spot_27)
616
+ - Reason: 'spot_profit_target' @ Exit Price $8.1618
617
+ - P&L BREAKDOWN:
618
+ - Gross PnL: $ 4.11
619
+ - Slippage Cost: ($ -0.02)
620
+ - Transaction Fees: ($ -0.04)
621
+ ---------------------------------------
622
+ - Net PnL: $ 4.07
623
+ - Capital Returned to Cash: $24.07
624
+ - PORTFOLIO STATE: Total Equity=$1,101.59 | Cash=$852.86 | In Positions=$220.00 (Utilization: 22.58%)
625
+
626
+ [2022-07-30 00:21:00] - PROFIT TAKE (SPOT ID: spot_23)
627
+ - Reason: 'spot_profit_target' @ Exit Price $8.3816
628
+ - P&L BREAKDOWN:
629
+ - Gross PnL: $ 3.98
630
+ - Slippage Cost: ($ -0.02)
631
+ - Transaction Fees: ($ -0.04)
632
+ ---------------------------------------
633
+ - Net PnL: $ 3.94
634
+ - Capital Returned to Cash: $23.94
635
+ - PORTFOLIO STATE: Total Equity=$1,108.22 | Cash=$876.80 | In Positions=$200.00 (Utilization: 20.88%)
636
+
637
+ [2022-07-30 00:22:00] - PROFIT TAKE (SPOT ID: spot_37)
638
+ - Reason: 'spot_profit_target' @ Exit Price $8.5115
639
+ - P&L BREAKDOWN:
640
+ - Gross PnL: $ 4.11
641
+ - Slippage Cost: ($ -0.02)
642
+ - Transaction Fees: ($ -0.04)
643
+ ---------------------------------------
644
+ - Net PnL: $ 4.07
645
+ - Capital Returned to Cash: $24.07
646
+ - PORTFOLIO STATE: Total Equity=$1,111.73 | Cash=$900.87 | In Positions=$180.00 (Utilization: 18.97%)
647
+
648
+ [2022-07-30 00:22:00] - PROFIT TAKE (SPOT ID: spot_39)
649
+ - Reason: 'spot_profit_target' @ Exit Price $8.5115
650
+ - P&L BREAKDOWN:
651
+ - Gross PnL: $ 4.11
652
+ - Slippage Cost: ($ -0.02)
653
+ - Transaction Fees: ($ -0.04)
654
+ ---------------------------------------
655
+ - Net PnL: $ 4.07
656
+ - Capital Returned to Cash: $24.07
657
+ - PORTFOLIO STATE: Total Equity=$1,111.67 | Cash=$924.94 | In Positions=$160.00 (Utilization: 16.80%)
658
+
659
+ [2022-07-30 00:22:00] - PROFIT TAKE (SPOT ID: spot_45)
660
+ - Reason: 'spot_profit_target' @ Exit Price $8.5115
661
+ - P&L BREAKDOWN:
662
+ - Gross PnL: $ 4.04
663
+ - Slippage Cost: ($ -0.02)
664
+ - Transaction Fees: ($ -0.04)
665
+ ---------------------------------------
666
+ - Net PnL: $ 4.00
667
+ - Capital Returned to Cash: $24.00
668
+ - PORTFOLIO STATE: Total Equity=$1,111.60 | Cash=$948.94 | In Positions=$140.00 (Utilization: 14.63%)
669
+
670
+ [2022-07-30 00:33:00] - PROFIT TAKE (SPOT ID: spot_43)
671
+ - Reason: 'spot_profit_target' @ Exit Price $8.6513
672
+ - P&L BREAKDOWN:
673
+ - Gross PnL: $ 4.00
674
+ - Slippage Cost: ($ -0.02)
675
+ - Transaction Fees: ($ -0.04)
676
+ ---------------------------------------
677
+ - Net PnL: $ 3.95
678
+ - Capital Returned to Cash: $23.95
679
+ - PORTFOLIO STATE: Total Equity=$1,114.20 | Cash=$972.89 | In Positions=$120.00 (Utilization: 12.68%)
680
+
681
+ [2022-07-30 00:34:00] - PROFIT TAKE (SPOT ID: spot_25)
682
+ - Reason: 'spot_profit_target' @ Exit Price $8.7113
683
+ - P&L BREAKDOWN:
684
+ - Gross PnL: $ 4.13
685
+ - Slippage Cost: ($ -0.02)
686
+ - Transaction Fees: ($ -0.04)
687
+ ---------------------------------------
688
+ - Net PnL: $ 4.09
689
+ - Capital Returned to Cash: $24.09
690
+ - PORTFOLIO STATE: Total Equity=$1,115.11 | Cash=$996.98 | In Positions=$100.00 (Utilization: 10.59%)
691
+
692
+ [2022-07-30 00:36:00] - PROFIT TAKE (SPOT ID: spot_21)
693
+ - Reason: 'spot_profit_target' @ Exit Price $8.7512
694
+ - P&L BREAKDOWN:
695
+ - Gross PnL: $ 4.04
696
+ - Slippage Cost: ($ -0.02)
697
+ - Transaction Fees: ($ -0.04)
698
+ ---------------------------------------
699
+ - Net PnL: $ 4.00
700
+ - Capital Returned to Cash: $24.00
701
+ - PORTFOLIO STATE: Total Equity=$1,115.59 | Cash=$1,020.98 | In Positions=$80.00 (Utilization: 8.48%)
702
+
703
+ [2022-07-30 00:36:00] - PROFIT TAKE (SPOT ID: spot_33)
704
+ - Reason: 'spot_profit_target' @ Exit Price $8.7512
705
+ - P&L BREAKDOWN:
706
+ - Gross PnL: $ 4.01
707
+ - Slippage Cost: ($ -0.02)
708
+ - Transaction Fees: ($ -0.04)
709
+ ---------------------------------------
710
+ - Net PnL: $ 3.96
711
+ - Capital Returned to Cash: $23.96
712
+ - PORTFOLIO STATE: Total Equity=$1,115.52 | Cash=$1,044.94 | In Positions=$60.00 (Utilization: 6.33%)
713
+
714
+ [2022-07-30 00:36:00] - PROFIT TAKE (SPOT ID: spot_41)
715
+ - Reason: 'spot_profit_target' @ Exit Price $8.7512
716
+ - P&L BREAKDOWN:
717
+ - Gross PnL: $ 4.04
718
+ - Slippage Cost: ($ -0.02)
719
+ - Transaction Fees: ($ -0.04)
720
+ ---------------------------------------
721
+ - Net PnL: $ 4.00
722
+ - Capital Returned to Cash: $24.00
723
+ - PORTFOLIO STATE: Total Equity=$1,115.45 | Cash=$1,068.94 | In Positions=$40.00 (Utilization: 4.17%)
724
+
725
+ [2022-07-30 03:19:00] - NEW SPOT ENTRY (ID: spot_47)
726
+ - Details: Invested $20.00 for 2.341920 units @ $8.5400
727
+ - PORTFOLIO STATE: Total Equity=$1,114.28 | Cash=$1,048.94 | In Positions=$60.00 (Utilization: 5.86%)
728
+
729
+ [2022-07-30 03:19:00] - NEW LEVERAGED ENTRY (ID: lev_48)
730
+ - Details: Size=$30.00 @ $8.5400
731
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
732
+ - PORTFOLIO STATE: Total Equity=$1,114.28 | Cash=$1,038.94 | In Positions=$70.00 (Utilization: 6.76%)
733
+
734
+ [2022-07-30 03:40:00] - PROFIT TAKE (SPOT ID: spot_35)
735
+ - Reason: 'spot_profit_target' @ Exit Price $8.8012
736
+ - P&L BREAKDOWN:
737
+ - Gross PnL: $ 4.05
738
+ - Slippage Cost: ($ -0.02)
739
+ - Transaction Fees: ($ -0.04)
740
+ ---------------------------------------
741
+ - Net PnL: $ 4.00
742
+ - Capital Returned to Cash: $24.00
743
+ - PORTFOLIO STATE: Total Equity=$1,117.23 | Cash=$1,062.94 | In Positions=$50.00 (Utilization: 4.77%)
744
+
745
+ [2022-07-30 03:49:00] - PROFIT TAKE (LEVERAGED ID: lev_48)
746
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.8811
747
+ - P&L BREAKDOWN:
748
+ - Gross PnL: $ 1.20
749
+ - Slippage Cost: ($ -0.03)
750
+ - Transaction Fees: ($ -0.06)
751
+ - Borrowing Fees Paid: ($ -0.00)
752
+ ---------------------------------------
753
+ - Net PnL: $ 1.14
754
+ - Capital Returned to Cash: $11.14
755
+ - PORTFOLIO STATE: Total Equity=$1,117.81 | Cash=$1,074.08 | In Positions=$40.00 (Utilization: 3.91%)
756
+
757
+ [2022-07-30 11:22:00] - NEW SPOT ENTRY (ID: spot_49)
758
+ - Details: Invested $20.00 for 2.472188 units @ $8.0900
759
+ - PORTFOLIO STATE: Total Equity=$1,113.88 | Cash=$1,054.08 | In Positions=$60.00 (Utilization: 5.37%)
760
+
761
+ [2022-07-30 11:22:00] - NEW LEVERAGED ENTRY (ID: lev_50)
762
+ - Details: Size=$30.00 @ $8.0900
763
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
764
+ - PORTFOLIO STATE: Total Equity=$1,113.88 | Cash=$1,044.08 | In Positions=$70.00 (Utilization: 6.27%)
765
+
766
+ [2022-07-30 17:08:00] - PROFIT TAKE (LEVERAGED ID: lev_50)
767
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.6913
768
+ - P&L BREAKDOWN:
769
+ - Gross PnL: $ 2.23
770
+ - Slippage Cost: ($ -0.03)
771
+ - Transaction Fees: ($ -0.06)
772
+ - Borrowing Fees Paid: ($ -0.00)
773
+ ---------------------------------------
774
+ - Net PnL: $ 2.17
775
+ - Capital Returned to Cash: $12.17
776
+ - PORTFOLIO STATE: Total Equity=$1,120.55 | Cash=$1,056.25 | In Positions=$60.00 (Utilization: 5.74%)
777
+
778
+ [2022-07-30 20:55:00] - NEW SPOT ENTRY (ID: spot_51)
779
+ - Details: Invested $20.00 for 2.395210 units @ $8.3500
780
+ - PORTFOLIO STATE: Total Equity=$1,117.97 | Cash=$1,036.25 | In Positions=$80.00 (Utilization: 7.31%)
781
+
782
+ [2022-07-30 20:55:00] - NEW LEVERAGED ENTRY (ID: lev_52)
783
+ - Details: Size=$30.00 @ $8.3500
784
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
785
+ - PORTFOLIO STATE: Total Equity=$1,117.97 | Cash=$1,026.25 | In Positions=$90.00 (Utilization: 8.20%)
786
+
787
+ [2022-07-31 04:57:00] - NEW SPOT ENTRY (ID: spot_53)
788
+ - Details: Invested $20.00 for 2.389486 units @ $8.3700
789
+ - PORTFOLIO STATE: Total Equity=$1,118.23 | Cash=$1,006.24 | In Positions=$110.00 (Utilization: 10.01%)
790
+
791
+ [2022-07-31 04:57:00] - NEW LEVERAGED ENTRY (ID: lev_54)
792
+ - Details: Size=$30.00 @ $8.3700
793
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
794
+ - PORTFOLIO STATE: Total Equity=$1,118.23 | Cash=$996.24 | In Positions=$120.00 (Utilization: 10.90%)
795
+
796
+ [2022-07-31 12:45:00] - PROFIT TAKE (LEVERAGED ID: lev_52)
797
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.7113
798
+ - P&L BREAKDOWN:
799
+ - Gross PnL: $ 1.30
800
+ - Slippage Cost: ($ -0.03)
801
+ - Transaction Fees: ($ -0.06)
802
+ - Borrowing Fees Paid: ($ -0.01)
803
+ ---------------------------------------
804
+ - Net PnL: $ 1.23
805
+ - Capital Returned to Cash: $11.23
806
+ - PORTFOLIO STATE: Total Equity=$1,124.90 | Cash=$1,007.47 | In Positions=$110.00 (Utilization: 10.33%)
807
+
808
+ [2022-07-31 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_54)
809
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.7612
810
+ - P&L BREAKDOWN:
811
+ - Gross PnL: $ 1.40
812
+ - Slippage Cost: ($ -0.03)
813
+ - Transaction Fees: ($ -0.06)
814
+ - Borrowing Fees Paid: ($ -0.00)
815
+ ---------------------------------------
816
+ - Net PnL: $ 1.34
817
+ - Capital Returned to Cash: $11.34
818
+ - PORTFOLIO STATE: Total Equity=$1,125.60 | Cash=$1,018.81 | In Positions=$100.00 (Utilization: 9.49%)
819
+
820
+ [2022-07-31 14:24:00] - NEW SPOT ENTRY (ID: spot_55)
821
+ - Details: Invested $20.00 for 2.270148 units @ $8.8100
822
+ - PORTFOLIO STATE: Total Equity=$1,126.08 | Cash=$998.81 | In Positions=$120.00 (Utilization: 11.30%)
823
+
824
+ [2022-07-31 14:24:00] - NEW LEVERAGED ENTRY (ID: lev_56)
825
+ - Details: Size=$30.00 @ $8.8100
826
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
827
+ - PORTFOLIO STATE: Total Equity=$1,126.08 | Cash=$988.81 | In Positions=$130.00 (Utilization: 12.19%)
828
+
829
+ [2022-07-31 16:14:00] - PROFIT TAKE (SPOT ID: spot_31)
830
+ - Reason: 'spot_profit_target' @ Exit Price $9.3806
831
+ - P&L BREAKDOWN:
832
+ - Gross PnL: $ 4.18
833
+ - Slippage Cost: ($ -0.02)
834
+ - Transaction Fees: ($ -0.04)
835
+ ---------------------------------------
836
+ - Net PnL: $ 4.13
837
+ - Capital Returned to Cash: $24.13
838
+ - PORTFOLIO STATE: Total Equity=$1,136.37 | Cash=$1,012.94 | In Positions=$110.00 (Utilization: 10.69%)
839
+
840
+ [2022-07-31 16:16:00] - PROFIT TAKE (LEVERAGED ID: lev_56)
841
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $9.4106
842
+ - P&L BREAKDOWN:
843
+ - Gross PnL: $ 2.05
844
+ - Slippage Cost: ($ -0.03)
845
+ - Transaction Fees: ($ -0.06)
846
+ - Borrowing Fees Paid: ($ -0.00)
847
+ ---------------------------------------
848
+ - Net PnL: $ 1.98
849
+ - Capital Returned to Cash: $11.98
850
+ - PORTFOLIO STATE: Total Equity=$1,136.73 | Cash=$1,024.93 | In Positions=$100.00 (Utilization: 9.84%)
851
+
852
+ [2022-07-31 16:20:00] - PROFIT TAKE (SPOT ID: spot_49)
853
+ - Reason: 'spot_profit_target' @ Exit Price $9.7402
854
+ - P&L BREAKDOWN:
855
+ - Gross PnL: $ 4.08
856
+ - Slippage Cost: ($ -0.02)
857
+ - Transaction Fees: ($ -0.04)
858
+ ---------------------------------------
859
+ - Net PnL: $ 4.04
860
+ - Capital Returned to Cash: $24.04
861
+ - PORTFOLIO STATE: Total Equity=$1,140.58 | Cash=$1,048.96 | In Positions=$80.00 (Utilization: 8.03%)
862
+
863
+ [2022-08-01 00:50:00] - NEW SPOT ENTRY (ID: spot_57)
864
+ - Details: Invested $20.00 for 2.239642 units @ $8.9300
865
+ - PORTFOLIO STATE: Total Equity=$1,132.88 | Cash=$1,028.96 | In Positions=$100.00 (Utilization: 9.17%)
866
+
867
+ [2022-08-01 00:50:00] - NEW LEVERAGED ENTRY (ID: lev_58)
868
+ - Details: Size=$30.00 @ $8.9300
869
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
870
+ - PORTFOLIO STATE: Total Equity=$1,132.88 | Cash=$1,018.96 | In Positions=$110.00 (Utilization: 10.06%)
871
+
872
+ [2022-08-01 13:35:00] - NEW SPOT ENTRY (ID: spot_59)
873
+ - Details: Invested $20.00 for 2.439024 units @ $8.2000
874
+ - PORTFOLIO STATE: Total Equity=$1,121.92 | Cash=$998.96 | In Positions=$130.00 (Utilization: 11.18%)
875
+
876
+ [2022-08-01 13:35:00] - NEW LEVERAGED ENTRY (ID: lev_60)
877
+ - Details: Size=$30.00 @ $8.2000
878
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
879
+ - PORTFOLIO STATE: Total Equity=$1,121.92 | Cash=$988.96 | In Positions=$140.00 (Utilization: 12.07%)
880
+
881
+ [2022-08-06 04:49:00] - PROFIT TAKE (LEVERAGED ID: lev_60)
882
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.5814
883
+ - P&L BREAKDOWN:
884
+ - Gross PnL: $ 1.40
885
+ - Slippage Cost: ($ -0.03)
886
+ - Transaction Fees: ($ -0.06)
887
+ - Borrowing Fees Paid: ($ -0.08)
888
+ ---------------------------------------
889
+ - Net PnL: $ 1.26
890
+ - Capital Returned to Cash: $11.26
891
+ - PORTFOLIO STATE: Total Equity=$1,129.82 | Cash=$1,000.05 | In Positions=$130.00 (Utilization: 11.59%)
892
+
893
+ [2022-08-11 05:06:00] - NEW SPOT ENTRY (ID: spot_61)
894
+ - Details: Invested $20.00 for 2.320186 units @ $8.6200
895
+ - PORTFOLIO STATE: Total Equity=$1,130.25 | Cash=$979.96 | In Positions=$150.00 (Utilization: 13.39%)
896
+
897
+ [2022-08-11 05:06:00] - NEW LEVERAGED ENTRY (ID: lev_62)
898
+ - Details: Size=$30.00 @ $8.6200
899
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
900
+ - PORTFOLIO STATE: Total Equity=$1,130.25 | Cash=$969.96 | In Positions=$160.00 (Utilization: 14.27%)
901
+
902
+ [2022-08-16 11:06:00] - NEW SPOT ENTRY (ID: spot_63)
903
+ - Details: Invested $20.00 for 2.564103 units @ $7.8000
904
+ - PORTFOLIO STATE: Total Equity=$1,111.01 | Cash=$949.78 | In Positions=$180.00 (Utilization: 15.11%)
905
+
906
+ [2022-08-16 11:06:00] - NEW LEVERAGED ENTRY (ID: lev_64)
907
+ - Details: Size=$30.00 @ $7.8000
908
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
909
+ - PORTFOLIO STATE: Total Equity=$1,111.01 | Cash=$939.78 | In Positions=$190.00 (Utilization: 16.01%)
910
+
911
+ [2022-08-16 19:13:00] - NEW SPOT ENTRY (ID: spot_65)
912
+ - Details: Invested $20.00 for 2.574003 units @ $7.7700
913
+ - PORTFOLIO STATE: Total Equity=$1,110.10 | Cash=$919.76 | In Positions=$210.00 (Utilization: 17.77%)
914
+
915
+ [2022-08-16 19:13:00] - NEW LEVERAGED ENTRY (ID: lev_66)
916
+ - Details: Size=$30.00 @ $7.7700
917
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
918
+ - PORTFOLIO STATE: Total Equity=$1,110.10 | Cash=$909.76 | In Positions=$220.00 (Utilization: 18.68%)
919
+
920
+ [2022-08-17 03:43:00] - NEW SPOT ENTRY (ID: spot_67)
921
+ - Details: Invested $20.00 for 2.512563 units @ $7.9600
922
+ - PORTFOLIO STATE: Total Equity=$1,116.94 | Cash=$889.73 | In Positions=$240.00 (Utilization: 20.72%)
923
+
924
+ [2022-08-17 03:43:00] - NEW LEVERAGED ENTRY (ID: lev_68)
925
+ - Details: Size=$30.00 @ $7.9600
926
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
927
+ - PORTFOLIO STATE: Total Equity=$1,116.94 | Cash=$879.73 | In Positions=$250.00 (Utilization: 21.61%)
928
+
929
+ [2022-08-17 06:01:00] - PROFIT TAKE (LEVERAGED ID: lev_64)
930
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.1718
931
+ - P&L BREAKDOWN:
932
+ - Gross PnL: $ 1.43
933
+ - Slippage Cost: ($ -0.03)
934
+ - Transaction Fees: ($ -0.06)
935
+ - Borrowing Fees Paid: ($ -0.01)
936
+ ---------------------------------------
937
+ - Net PnL: $ 1.36
938
+ - Capital Returned to Cash: $11.36
939
+ - PORTFOLIO STATE: Total Equity=$1,126.14 | Cash=$891.08 | In Positions=$240.00 (Utilization: 21.02%)
940
+
941
+ [2022-08-17 06:01:00] - PROFIT TAKE (LEVERAGED ID: lev_66)
942
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.1718
943
+ - P&L BREAKDOWN:
944
+ - Gross PnL: $ 1.55
945
+ - Slippage Cost: ($ -0.03)
946
+ - Transaction Fees: ($ -0.06)
947
+ - Borrowing Fees Paid: ($ -0.01)
948
+ ---------------------------------------
949
+ - Net PnL: $ 1.48
950
+ - Capital Returned to Cash: $11.48
951
+ - PORTFOLIO STATE: Total Equity=$1,126.04 | Cash=$902.57 | In Positions=$230.00 (Utilization: 20.13%)
952
+
953
+ [2022-08-17 13:09:00] - NEW SPOT ENTRY (ID: spot_69)
954
+ - Details: Invested $20.00 for 2.631579 units @ $7.6000
955
+ - PORTFOLIO STATE: Total Equity=$1,105.93 | Cash=$882.55 | In Positions=$250.00 (Utilization: 21.05%)
956
+
957
+ [2022-08-17 13:09:00] - NEW LEVERAGED ENTRY (ID: lev_70)
958
+ - Details: Size=$30.00 @ $7.6000
959
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
960
+ - PORTFOLIO STATE: Total Equity=$1,105.93 | Cash=$872.55 | In Positions=$260.00 (Utilization: 21.95%)
961
+
962
+ [2022-08-17 21:49:00] - NEW SPOT ENTRY (ID: spot_71)
963
+ - Details: Invested $20.00 for 2.713704 units @ $7.3700
964
+ - PORTFOLIO STATE: Total Equity=$1,096.42 | Cash=$852.53 | In Positions=$280.00 (Utilization: 23.40%)
965
+
966
+ [2022-08-17 21:49:00] - NEW LEVERAGED ENTRY (ID: lev_72)
967
+ - Details: Size=$30.00 @ $7.3700
968
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
969
+ - PORTFOLIO STATE: Total Equity=$1,096.42 | Cash=$842.53 | In Positions=$290.00 (Utilization: 24.32%)
970
+
971
+ [2022-08-18 18:50:00] - LIQUIDATION (LEVERAGED ID: lev_72)
972
+ - Reason: 'liquidated_tech_error_on_call' @ Exit Price $7.1528
973
+ - P&L BREAKDOWN:
974
+ - Gross PnL: $ -0.88
975
+ - Slippage Cost: ($ -0.03)
976
+ - Transaction Fees: ($ -0.06)
977
+ - Borrowing Fees Paid: ($ -0.01)
978
+ ---------------------------------------
979
+ - Net PnL: $ -0.96
980
+ - Capital Returned to Cash: $9.04
981
+ - PORTFOLIO STATE: Total Equity=$1,086.17 | Cash=$851.50 | In Positions=$280.00 (Utilization: 23.06%)
982
+
983
+ [2022-08-20 19:37:00] - LIQUIDATION (LEVERAGED ID: lev_58)
984
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $6.0839
985
+ - P&L BREAKDOWN:
986
+ - Gross PnL: $ -9.56
987
+ - Slippage Cost: ($ -0.02)
988
+ - Transaction Fees: ($ -0.05)
989
+ - Borrowing Fees Paid: ($ -0.35)
990
+ ---------------------------------------
991
+ - Net PnL: $ -9.97
992
+ - Capital Returned to Cash: $0.03
993
+ - PORTFOLIO STATE: Total Equity=$1,038.58 | Cash=$851.40 | In Positions=$270.00 (Utilization: 20.12%)
994
+
995
+ [2022-08-26 18:07:00] - LIQUIDATION (LEVERAGED ID: lev_62)
996
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $5.8541
997
+ - P&L BREAKDOWN:
998
+ - Gross PnL: $ -9.63
999
+ - Slippage Cost: ($ -0.02)
1000
+ - Transaction Fees: ($ -0.05)
1001
+ - Borrowing Fees Paid: ($ -0.28)
1002
+ ---------------------------------------
1003
+ - Net PnL: $ -9.95
1004
+ - Capital Returned to Cash: $0.05
1005
+ - PORTFOLIO STATE: Total Equity=$1,028.57 | Cash=$851.12 | In Positions=$260.00 (Utilization: 18.69%)
1006
+
1007
+ [2022-09-18 21:11:00] - LIQUIDATION (LEVERAGED ID: lev_68)
1008
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $5.4945
1009
+ - P&L BREAKDOWN:
1010
+ - Gross PnL: $ -9.29
1011
+ - Slippage Cost: ($ -0.02)
1012
+ - Transaction Fees: ($ -0.05)
1013
+ - Borrowing Fees Paid: ($ -0.59)
1014
+ ---------------------------------------
1015
+ - Net PnL: $ -9.93
1016
+ - Capital Returned to Cash: $0.07
1017
+ - PORTFOLIO STATE: Total Equity=$1,013.71 | Cash=$850.35 | In Positions=$250.00 (Utilization: 16.93%)
1018
+
1019
+ ================================================================================
1020
+ BACKTEST COMPLETE
1021
+ ================================================================================
1022
+ End Time: 2022-09-28 00:00:00
1023
+ Final Portfolio Equity: $1,032.89
1024
+ Average Portfolio Utilization: 14.65%
1025
+ ================================================================================
ICP-USDT_USDT_2022-06-30_to_2022-09-28/trade_history.csv ADDED
@@ -0,0 +1,60 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ id,type,entry_time,exit_time,entry_price,exit_price,pnl,reason
2
+ lev_6,leveraged,2022-07-05 18:25:00,2022-07-05 19:58:00,5.4,5.62437,1.1852534999999973,trailing_stop_small_calls
3
+ lev_4,leveraged,2022-07-05 09:48:00,2022-07-06 05:57:00,5.45,5.66433,1.106618366972474,trailing_stop_small_calls
4
+ lev_8,leveraged,2022-07-06 02:56:00,2022-07-07 07:09:00,5.46,5.62437,0.8242287362637357,trailing_stop_small_calls
5
+ lev_10,leveraged,2022-07-06 14:06:00,2022-07-07 12:01:00,5.52,5.78421,1.3624879891304362,trailing_stop_small_calls
6
+ lev_2,leveraged,2022-07-05 01:46:00,2022-07-07 12:48:00,5.61,5.90409,1.469101122994651,trailing_stop_small_calls
7
+ lev_12,leveraged,2022-07-06 22:55:00,2022-07-07 12:48:00,5.65,5.90409,1.2818012920353965,trailing_stop_small_calls
8
+ lev_14,leveraged,2022-07-07 07:40:00,2022-07-07 12:48:00,5.65,5.90409,1.2878012920353965,trailing_stop_small_calls
9
+ lev_16,leveraged,2022-07-07 17:46:00,2022-07-08 01:00:00,6.09,6.38361,1.3849083251231535,trailing_stop_small_calls
10
+ spot_3,spot,2022-07-05 09:48:00,2022-07-08 19:07:00,5.45,6.553439999999999,4.00527177981651,spot_profit_target
11
+ spot_5,spot,2022-07-05 18:25:00,2022-07-08 19:07:00,5.4,6.553439999999999,4.2277279999999955,spot_profit_target
12
+ spot_7,spot,2022-07-06 02:56:00,2022-07-08 19:07:00,5.46,6.553439999999999,3.961269450549448,spot_profit_target
13
+ spot_9,spot,2022-07-06 14:06:00,2022-07-08 19:09:00,5.52,6.6233699999999995,3.9537196739130436,spot_profit_target
14
+ lev_20,leveraged,2022-07-08 12:00:00,2022-07-08 19:12:00,6.17,6.56343,1.8510368071312822,trailing_stop_small_calls
15
+ spot_1,spot,2022-07-05 01:46:00,2022-07-08 20:00:00,5.61,6.74325,3.9960668449197843,spot_profit_target
16
+ lev_18,leveraged,2022-07-08 02:21:00,2022-07-08 20:02:00,6.39,6.6933,1.3505197183098598,trailing_stop_small_calls
17
+ spot_11,spot,2022-07-06 22:55:00,2022-07-08 20:14:00,5.65,6.82317,4.1086613451327425,spot_profit_target
18
+ spot_13,spot,2022-07-07 07:40:00,2022-07-08 20:14:00,5.65,6.82317,4.1086613451327425,spot_profit_target
19
+ spot_15,spot,2022-07-07 17:46:00,2022-07-08 20:30:00,6.09,7.33266,4.036904236453202,spot_profit_target
20
+ spot_19,spot,2022-07-08 12:00:00,2022-07-08 20:34:00,6.17,7.4225699999999994,4.016134294975687,spot_profit_target
21
+ lev_30,leveraged,2022-07-10 11:16:00,2022-07-15 00:50:00,6.62,6.98301,1.5054153625377644,trailing_stop_small_calls
22
+ lev_28,leveraged,2022-07-10 02:09:00,2022-07-15 09:35:00,6.77,7.042949999999999,1.0583177991137362,trailing_stop_small_calls
23
+ lev_24,leveraged,2022-07-09 08:00:00,2022-07-16 15:12:00,6.99,7.31268,1.1975078111587985,trailing_stop_small_calls
24
+ spot_17,spot,2022-07-08 02:21:00,2022-07-18 10:17:00,6.39,7.722270000000001,4.125689295774652,spot_profit_target
25
+ lev_22,leveraged,2022-07-08 21:36:00,2022-07-18 10:21:00,7.28,7.68231,1.4282130082417577,trailing_stop_moderate_calls
26
+ lev_26,leveraged,2022-07-09 17:27:00,2022-07-18 10:21:00,7.22,7.68231,1.7030347229916916,trailing_stop_moderate_calls
27
+ lev_32,leveraged,2022-07-18 11:25:00,2022-07-20 20:18:00,7.76,6.6833100000000005,-4.260298878865976,liquidated_tech_error_on_call
28
+ lev_38,leveraged,2022-07-28 01:01:00,2022-07-28 16:32:00,7.06,7.34265,1.1338612606232306,trailing_stop_small_calls
29
+ lev_40,leveraged,2022-07-28 09:39:00,2022-07-28 16:32:00,7.06,7.34265,1.1398612606232306,trailing_stop_small_calls
30
+ lev_42,leveraged,2022-07-28 19:22:00,2022-07-29 05:50:00,7.28,7.5924,1.2200752747252719,trailing_stop_small_calls
31
+ lev_46,leveraged,2022-07-29 17:19:00,2022-07-29 23:13:00,7.08,7.46253,1.5592689406779665,trailing_stop_small_calls
32
+ lev_44,leveraged,2022-07-29 08:15:00,2022-07-29 23:27:00,7.21,7.56243,1.3989552149791955,trailing_stop_small_calls
33
+ lev_34,leveraged,2022-07-18 19:27:00,2022-07-29 23:35:00,7.29,7.722270000000001,1.5191100000000033,trailing_stop_moderate_calls
34
+ lev_36,leveraged,2022-07-19 03:30:00,2022-07-29 23:47:00,7.32,7.76223,1.5586056147540959,trailing_stop_moderate_calls
35
+ spot_29,spot,2022-07-10 11:16:00,2022-07-29 23:48:00,6.62,8.01198,4.161172265861025,spot_profit_target
36
+ spot_27,spot,2022-07-10 02:09:00,2022-07-29 23:50:00,6.77,8.16183,4.067645997045792,spot_profit_target
37
+ spot_23,spot,2022-07-09 08:00:00,2022-07-30 00:21:00,6.99,8.38161,3.9377350214592277,spot_profit_target
38
+ spot_37,spot,2022-07-28 01:01:00,2022-07-30 00:22:00,7.06,8.511479999999999,4.067729518413596,spot_profit_target
39
+ spot_39,spot,2022-07-28 09:39:00,2022-07-30 00:22:00,7.06,8.511479999999999,4.067729518413596,spot_profit_target
40
+ spot_45,spot,2022-07-29 17:19:00,2022-07-30 00:22:00,7.08,8.511479999999999,3.9996850847457592,spot_profit_target
41
+ spot_43,spot,2022-07-29 08:15:00,2022-07-30 00:33:00,7.21,8.65134,3.954171040221912,spot_profit_target
42
+ spot_25,spot,2022-07-09 17:27:00,2022-07-30 00:34:00,7.22,8.71128,4.086838559556789,spot_profit_target
43
+ spot_21,spot,2022-07-08 21:36:00,2022-07-30 00:36:00,7.28,8.75124,3.9978262637362607,spot_profit_target
44
+ spot_33,spot,2022-07-18 19:27:00,2022-07-30 00:36:00,7.29,8.75124,3.9648799999999977,spot_profit_target
45
+ spot_41,spot,2022-07-28 19:22:00,2022-07-30 00:36:00,7.28,8.75124,3.9978262637362607,spot_profit_target
46
+ spot_35,spot,2022-07-19 03:30:00,2022-07-30 03:40:00,7.32,8.80119,4.002920245901639,spot_profit_target
47
+ lev_48,leveraged,2022-07-30 03:19:00,2022-07-30 03:49:00,8.54,8.881110000000001,1.1370804098360736,trailing_stop_small_calls
48
+ lev_50,leveraged,2022-07-30 11:22:00,2022-07-30 17:08:00,8.09,8.6913,2.1675600741656376,trailing_stop_small_calls
49
+ lev_52,leveraged,2022-07-30 20:55:00,2022-07-31 12:45:00,8.35,8.71128,1.230713964071859,trailing_stop_small_calls
50
+ lev_54,leveraged,2022-07-31 04:57:00,2022-07-31 12:48:00,8.37,8.76123,1.3408558064516138,trailing_stop_small_calls
51
+ spot_31,spot,2022-07-18 11:25:00,2022-07-31 16:14:00,7.76,9.38061,4.132653067010312,spot_profit_target
52
+ lev_56,leveraged,2022-07-31 14:24:00,2022-07-31 16:16:00,8.81,9.41058,1.983062724177068,trailing_stop_small_calls
53
+ spot_49,spot,2022-07-30 11:22:00,2022-07-31 16:20:00,8.09,9.74025,4.035648331273176,spot_profit_target
54
+ lev_60,leveraged,2022-08-01 13:35:00,2022-08-06 04:49:00,8.2,8.58141,1.2560070365853684,trailing_stop_small_calls
55
+ lev_64,leveraged,2022-08-16 11:06:00,2022-08-17 06:01:00,7.8,8.17182,1.3566468461538481,trailing_stop_small_calls
56
+ lev_66,leveraged,2022-08-16 19:13:00,2022-08-17 06:01:00,7.77,8.17182,1.4838771428571458,trailing_stop_small_calls
57
+ lev_72,leveraged,2022-08-17 21:49:00,2022-08-18 18:50:00,7.37,7.15284,-0.9550780461329708,liquidated_tech_error_on_call
58
+ lev_58,leveraged,2022-08-01 00:50:00,2022-08-20 19:37:00,8.93,6.0839099999999995,-9.965771254199332,liquidated_max_calls_reached
59
+ lev_62,leveraged,2022-08-11 05:06:00,2022-08-26 18:07:00,8.62,5.85414,-9.952336914153129,liquidated_max_calls_reached
60
+ lev_68,leveraged,2022-08-17 03:43:00,2022-09-18 21:11:00,7.96,5.4945,-9.930793341708542,liquidated_max_calls_reached
ICP-USDT_USDT_2022-07-01_to_2022-09-29/balance_sheet.txt ADDED
@@ -0,0 +1,1062 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ================================================================================
2
+ PORTFOLIO BALANCE SHEET LOG
3
+ ================================================================================
4
+ Backtest Run Time: 2025-08-11 13:03:28
5
+ Initial Portfolio Funds: $1,000.00
6
+ --------------------------------------------------------------------------------
7
+
8
+ [2025-08-11 13:03:28] - INITIAL STATE
9
+ - PORTFOLIO STATE: Total Equity: $1,000.00 | Cash: $1,000.00 | In Positions: $0.00 (Utilization: 0.00%)
10
+
11
+ [2022-07-04 22:44:00] - NEW SPOT ENTRY (ID: spot_1)
12
+ - Details: Invested $20.00 for 3.603604 units @ $5.5500
13
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$980.00 | In Positions=$20.00 (Utilization: 2.00%)
14
+
15
+ [2022-07-04 22:44:00] - NEW LEVERAGED ENTRY (ID: lev_2)
16
+ - Details: Size=$30.00 @ $5.5500
17
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
18
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$970.00 | In Positions=$30.00 (Utilization: 3.00%)
19
+
20
+ [2022-07-05 07:57:00] - NEW SPOT ENTRY (ID: spot_3)
21
+ - Details: Invested $20.00 for 3.558719 units @ $5.6200
22
+ - PORTFOLIO STATE: Total Equity=$1,000.62 | Cash=$949.99 | In Positions=$50.00 (Utilization: 5.02%)
23
+
24
+ [2022-07-05 07:57:00] - NEW LEVERAGED ENTRY (ID: lev_4)
25
+ - Details: Size=$30.00 @ $5.6200
26
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
27
+ - PORTFOLIO STATE: Total Equity=$1,000.62 | Cash=$939.99 | In Positions=$60.00 (Utilization: 6.02%)
28
+
29
+ [2022-07-05 16:38:00] - NEW SPOT ENTRY (ID: spot_5)
30
+ - Details: Invested $20.00 for 3.703704 units @ $5.4000
31
+ - PORTFOLIO STATE: Total Equity=$996.67 | Cash=$919.98 | In Positions=$80.00 (Utilization: 7.89%)
32
+
33
+ [2022-07-05 16:38:00] - NEW LEVERAGED ENTRY (ID: lev_6)
34
+ - Details: Size=$30.00 @ $5.4000
35
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
36
+ - PORTFOLIO STATE: Total Equity=$996.67 | Cash=$909.98 | In Positions=$90.00 (Utilization: 8.90%)
37
+
38
+ [2022-07-05 19:58:00] - PROFIT TAKE (LEVERAGED ID: lev_6)
39
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.6244
40
+ - P&L BREAKDOWN:
41
+ - Gross PnL: $ 1.25
42
+ - Slippage Cost: ($ -0.03)
43
+ - Transaction Fees: ($ -0.06)
44
+ - Borrowing Fees Paid: ($ -0.00)
45
+ ---------------------------------------
46
+ - Net PnL: $ 1.19
47
+ - Capital Returned to Cash: $11.19
48
+ - PORTFOLIO STATE: Total Equity=$1,002.83 | Cash=$921.17 | In Positions=$80.00 (Utilization: 8.09%)
49
+
50
+ [2022-07-06 01:09:00] - NEW SPOT ENTRY (ID: spot_7)
51
+ - Details: Invested $20.00 for 3.597122 units @ $5.5600
52
+ - PORTFOLIO STATE: Total Equity=$1,001.30 | Cash=$901.16 | In Positions=$100.00 (Utilization: 10.03%)
53
+
54
+ [2022-07-06 01:09:00] - NEW LEVERAGED ENTRY (ID: lev_8)
55
+ - Details: Size=$30.00 @ $5.5600
56
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
57
+ - PORTFOLIO STATE: Total Equity=$1,001.30 | Cash=$891.16 | In Positions=$110.00 (Utilization: 11.03%)
58
+
59
+ [2022-07-06 10:01:00] - NEW SPOT ENTRY (ID: spot_9)
60
+ - Details: Invested $20.00 for 3.514938 units @ $5.6900
61
+ - PORTFOLIO STATE: Total Equity=$1,005.26 | Cash=$871.14 | In Positions=$130.00 (Utilization: 13.16%)
62
+
63
+ [2022-07-06 10:01:00] - NEW LEVERAGED ENTRY (ID: lev_10)
64
+ - Details: Size=$30.00 @ $5.6900
65
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
66
+ - PORTFOLIO STATE: Total Equity=$1,005.26 | Cash=$861.14 | In Positions=$140.00 (Utilization: 14.16%)
67
+
68
+ [2022-07-06 18:28:00] - NEW SPOT ENTRY (ID: spot_11)
69
+ - Details: Invested $20.00 for 3.590664 units @ $5.5700
70
+ - PORTFOLIO STATE: Total Equity=$1,000.51 | Cash=$841.11 | In Positions=$160.00 (Utilization: 16.01%)
71
+
72
+ [2022-07-06 18:28:00] - NEW LEVERAGED ENTRY (ID: lev_12)
73
+ - Details: Size=$30.00 @ $5.5700
74
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
75
+ - PORTFOLIO STATE: Total Equity=$1,000.51 | Cash=$831.11 | In Positions=$170.00 (Utilization: 17.01%)
76
+
77
+ [2022-07-07 02:29:00] - NEW SPOT ENTRY (ID: spot_13)
78
+ - Details: Invested $20.00 for 3.546099 units @ $5.6400
79
+ - PORTFOLIO STATE: Total Equity=$1,003.87 | Cash=$811.08 | In Positions=$190.00 (Utilization: 19.09%)
80
+
81
+ [2022-07-07 02:29:00] - NEW LEVERAGED ENTRY (ID: lev_14)
82
+ - Details: Size=$30.00 @ $5.6400
83
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
84
+ - PORTFOLIO STATE: Total Equity=$1,003.87 | Cash=$801.08 | In Positions=$200.00 (Utilization: 20.09%)
85
+
86
+ [2022-07-07 11:10:00] - NEW SPOT ENTRY (ID: spot_15)
87
+ - Details: Invested $20.00 for 3.478261 units @ $5.7500
88
+ - PORTFOLIO STATE: Total Equity=$1,010.13 | Cash=$781.05 | In Positions=$220.00 (Utilization: 22.22%)
89
+
90
+ [2022-07-07 11:10:00] - NEW LEVERAGED ENTRY (ID: lev_16)
91
+ - Details: Size=$30.00 @ $5.7500
92
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
93
+ - PORTFOLIO STATE: Total Equity=$1,010.13 | Cash=$771.05 | In Positions=$230.00 (Utilization: 23.21%)
94
+
95
+ [2022-07-07 11:10:00] - NEW LEVERAGED ENTRY (ID: lev_17)
96
+ - Details: Size=$30.00 @ $5.7500
97
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
98
+ - PORTFOLIO STATE: Total Equity=$1,010.13 | Cash=$761.05 | In Positions=$240.00 (Utilization: 24.20%)
99
+
100
+ [2022-07-07 12:01:00] - PROFIT TAKE (LEVERAGED ID: lev_2)
101
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.7842
102
+ - P&L BREAKDOWN:
103
+ - Gross PnL: $ 1.27
104
+ - Slippage Cost: ($ -0.03)
105
+ - Transaction Fees: ($ -0.06)
106
+ - Borrowing Fees Paid: ($ -0.04)
107
+ ---------------------------------------
108
+ - Net PnL: $ 1.16
109
+ - Capital Returned to Cash: $11.16
110
+ - PORTFOLIO STATE: Total Equity=$1,012.84 | Cash=$772.21 | In Positions=$230.00 (Utilization: 23.26%)
111
+
112
+ [2022-07-07 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_4)
113
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9041
114
+ - P&L BREAKDOWN:
115
+ - Gross PnL: $ 1.52
116
+ - Slippage Cost: ($ -0.03)
117
+ - Transaction Fees: ($ -0.06)
118
+ - Borrowing Fees Paid: ($ -0.04)
119
+ ---------------------------------------
120
+ - Net PnL: $ 1.42
121
+ - Capital Returned to Cash: $11.42
122
+ - PORTFOLIO STATE: Total Equity=$1,020.60 | Cash=$783.63 | In Positions=$220.00 (Utilization: 22.44%)
123
+
124
+ [2022-07-07 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_8)
125
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9041
126
+ - P&L BREAKDOWN:
127
+ - Gross PnL: $ 1.86
128
+ - Slippage Cost: ($ -0.03)
129
+ - Transaction Fees: ($ -0.06)
130
+ - Borrowing Fees Paid: ($ -0.02)
131
+ ---------------------------------------
132
+ - Net PnL: $ 1.77
133
+ - Capital Returned to Cash: $11.77
134
+ - PORTFOLIO STATE: Total Equity=$1,020.48 | Cash=$795.40 | In Positions=$210.00 (Utilization: 21.46%)
135
+
136
+ [2022-07-07 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_12)
137
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9041
138
+ - P&L BREAKDOWN:
139
+ - Gross PnL: $ 1.80
140
+ - Slippage Cost: ($ -0.03)
141
+ - Transaction Fees: ($ -0.06)
142
+ - Borrowing Fees Paid: ($ -0.01)
143
+ ---------------------------------------
144
+ - Net PnL: $ 1.73
145
+ - Capital Returned to Cash: $11.73
146
+ - PORTFOLIO STATE: Total Equity=$1,020.38 | Cash=$807.13 | In Positions=$200.00 (Utilization: 20.48%)
147
+
148
+ [2022-07-07 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_14)
149
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9041
150
+ - P&L BREAKDOWN:
151
+ - Gross PnL: $ 1.40
152
+ - Slippage Cost: ($ -0.03)
153
+ - Transaction Fees: ($ -0.06)
154
+ - Borrowing Fees Paid: ($ -0.01)
155
+ ---------------------------------------
156
+ - Net PnL: $ 1.34
157
+ - Capital Returned to Cash: $11.34
158
+ - PORTFOLIO STATE: Total Equity=$1,020.28 | Cash=$818.46 | In Positions=$190.00 (Utilization: 19.50%)
159
+
160
+ [2022-07-07 12:54:00] - PROFIT TAKE (LEVERAGED ID: lev_10)
161
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.9740
162
+ - P&L BREAKDOWN:
163
+ - Gross PnL: $ 1.50
164
+ - Slippage Cost: ($ -0.03)
165
+ - Transaction Fees: ($ -0.06)
166
+ - Borrowing Fees Paid: ($ -0.02)
167
+ ---------------------------------------
168
+ - Net PnL: $ 1.42
169
+ - Capital Returned to Cash: $11.42
170
+ - PORTFOLIO STATE: Total Equity=$1,023.27 | Cash=$829.88 | In Positions=$180.00 (Utilization: 18.66%)
171
+
172
+ [2022-07-07 14:07:00] - PROFIT TAKE (LEVERAGED ID: lev_16)
173
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.0240
174
+ - P&L BREAKDOWN:
175
+ - Gross PnL: $ 1.43
176
+ - Slippage Cost: ($ -0.03)
177
+ - Transaction Fees: ($ -0.06)
178
+ - Borrowing Fees Paid: ($ -0.00)
179
+ ---------------------------------------
180
+ - Net PnL: $ 1.37
181
+ - Capital Returned to Cash: $11.37
182
+ - PORTFOLIO STATE: Total Equity=$1,025.13 | Cash=$841.25 | In Positions=$170.00 (Utilization: 17.79%)
183
+
184
+ [2022-07-07 14:07:00] - PROFIT TAKE (LEVERAGED ID: lev_17)
185
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.0240
186
+ - P&L BREAKDOWN:
187
+ - Gross PnL: $ 1.43
188
+ - Slippage Cost: ($ -0.03)
189
+ - Transaction Fees: ($ -0.06)
190
+ - Borrowing Fees Paid: ($ -0.00)
191
+ ---------------------------------------
192
+ - Net PnL: $ 1.37
193
+ - Capital Returned to Cash: $11.37
194
+ - PORTFOLIO STATE: Total Equity=$1,025.03 | Cash=$852.62 | In Positions=$160.00 (Utilization: 16.82%)
195
+
196
+ [2022-07-07 19:23:00] - NEW SPOT ENTRY (ID: spot_18)
197
+ - Details: Invested $20.00 for 3.236246 units @ $6.1800
198
+ - PORTFOLIO STATE: Total Equity=$1,029.32 | Cash=$832.62 | In Positions=$180.00 (Utilization: 19.11%)
199
+
200
+ [2022-07-07 19:23:00] - NEW LEVERAGED ENTRY (ID: lev_19)
201
+ - Details: Size=$30.00 @ $6.1800
202
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
203
+ - PORTFOLIO STATE: Total Equity=$1,029.32 | Cash=$822.62 | In Positions=$190.00 (Utilization: 20.08%)
204
+
205
+ [2022-07-08 03:59:00] - NEW SPOT ENTRY (ID: spot_20)
206
+ - Details: Invested $20.00 for 3.179650 units @ $6.2900
207
+ - PORTFOLIO STATE: Total Equity=$1,033.35 | Cash=$802.61 | In Positions=$210.00 (Utilization: 22.28%)
208
+
209
+ [2022-07-08 03:59:00] - NEW LEVERAGED ENTRY (ID: lev_21)
210
+ - Details: Size=$30.00 @ $6.2900
211
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
212
+ - PORTFOLIO STATE: Total Equity=$1,033.35 | Cash=$792.61 | In Positions=$220.00 (Utilization: 23.25%)
213
+
214
+ [2022-07-08 12:00:00] - NEW SPOT ENTRY (ID: spot_22)
215
+ - Details: Invested $20.00 for 3.241491 units @ $6.1700
216
+ - PORTFOLIO STATE: Total Equity=$1,027.98 | Cash=$772.60 | In Positions=$240.00 (Utilization: 24.90%)
217
+
218
+ [2022-07-08 12:00:00] - NEW LEVERAGED ENTRY (ID: lev_23)
219
+ - Details: Size=$30.00 @ $6.1700
220
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
221
+ - PORTFOLIO STATE: Total Equity=$1,027.98 | Cash=$762.60 | In Positions=$250.00 (Utilization: 25.88%)
222
+
223
+ [2022-07-08 19:07:00] - PROFIT TAKE (SPOT ID: spot_5)
224
+ - Reason: 'spot_profit_target' @ Exit Price $6.5534
225
+ - P&L BREAKDOWN:
226
+ - Gross PnL: $ 4.27
227
+ - Slippage Cost: ($ -0.02)
228
+ - Transaction Fees: ($ -0.04)
229
+ ---------------------------------------
230
+ - Net PnL: $ 4.23
231
+ - Capital Returned to Cash: $24.23
232
+ - PORTFOLIO STATE: Total Equity=$1,048.48 | Cash=$786.83 | In Positions=$230.00 (Utilization: 24.48%)
233
+
234
+ [2022-07-08 19:10:00] - PROFIT TAKE (SPOT ID: spot_1)
235
+ - Reason: 'spot_profit_target' @ Exit Price $6.6633
236
+ - P&L BREAKDOWN:
237
+ - Gross PnL: $ 4.01
238
+ - Slippage Cost: ($ -0.02)
239
+ - Transaction Fees: ($ -0.04)
240
+ ---------------------------------------
241
+ - Net PnL: $ 3.97
242
+ - Capital Returned to Cash: $23.97
243
+ - PORTFOLIO STATE: Total Equity=$1,053.81 | Cash=$810.79 | In Positions=$210.00 (Utilization: 22.43%)
244
+
245
+ [2022-07-08 19:11:00] - PROFIT TAKE (SPOT ID: spot_7)
246
+ - Reason: 'spot_profit_target' @ Exit Price $6.6733
247
+ - P&L BREAKDOWN:
248
+ - Gross PnL: $ 4.00
249
+ - Slippage Cost: ($ -0.02)
250
+ - Transaction Fees: ($ -0.04)
251
+ ---------------------------------------
252
+ - Net PnL: $ 3.96
253
+ - Capital Returned to Cash: $23.96
254
+ - PORTFOLIO STATE: Total Equity=$1,054.19 | Cash=$834.76 | In Positions=$190.00 (Utilization: 20.17%)
255
+
256
+ [2022-07-08 19:12:00] - PROFIT TAKE (LEVERAGED ID: lev_19)
257
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.5634
258
+ - P&L BREAKDOWN:
259
+ - Gross PnL: $ 1.86
260
+ - Slippage Cost: ($ -0.03)
261
+ - Transaction Fees: ($ -0.06)
262
+ - Borrowing Fees Paid: ($ -0.01)
263
+ ---------------------------------------
264
+ - Net PnL: $ 1.79
265
+ - Capital Returned to Cash: $11.79
266
+ - PORTFOLIO STATE: Total Equity=$1,049.49 | Cash=$846.54 | In Positions=$180.00 (Utilization: 19.02%)
267
+
268
+ [2022-07-08 19:12:00] - PROFIT TAKE (LEVERAGED ID: lev_21)
269
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.5634
270
+ - P&L BREAKDOWN:
271
+ - Gross PnL: $ 1.30
272
+ - Slippage Cost: ($ -0.03)
273
+ - Transaction Fees: ($ -0.06)
274
+ - Borrowing Fees Paid: ($ -0.01)
275
+ ---------------------------------------
276
+ - Net PnL: $ 1.24
277
+ - Capital Returned to Cash: $11.24
278
+ - PORTFOLIO STATE: Total Equity=$1,049.39 | Cash=$857.78 | In Positions=$170.00 (Utilization: 18.07%)
279
+
280
+ [2022-07-08 19:12:00] - PROFIT TAKE (LEVERAGED ID: lev_23)
281
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.5634
282
+ - P&L BREAKDOWN:
283
+ - Gross PnL: $ 1.91
284
+ - Slippage Cost: ($ -0.03)
285
+ - Transaction Fees: ($ -0.06)
286
+ - Borrowing Fees Paid: ($ -0.00)
287
+ ---------------------------------------
288
+ - Net PnL: $ 1.85
289
+ - Capital Returned to Cash: $11.85
290
+ - PORTFOLIO STATE: Total Equity=$1,049.29 | Cash=$869.63 | In Positions=$160.00 (Utilization: 17.12%)
291
+
292
+ [2022-07-08 19:45:00] - PROFIT TAKE (SPOT ID: spot_11)
293
+ - Reason: 'spot_profit_target' @ Exit Price $6.6833
294
+ - P&L BREAKDOWN:
295
+ - Gross PnL: $ 4.00
296
+ - Slippage Cost: ($ -0.02)
297
+ - Transaction Fees: ($ -0.04)
298
+ ---------------------------------------
299
+ - Net PnL: $ 3.95
300
+ - Capital Returned to Cash: $23.95
301
+ - PORTFOLIO STATE: Total Equity=$1,052.51 | Cash=$893.58 | In Positions=$140.00 (Utilization: 15.10%)
302
+
303
+ [2022-07-08 20:00:00] - PROFIT TAKE (SPOT ID: spot_3)
304
+ - Reason: 'spot_profit_target' @ Exit Price $6.7432
305
+ - P&L BREAKDOWN:
306
+ - Gross PnL: $ 4.00
307
+ - Slippage Cost: ($ -0.02)
308
+ - Transaction Fees: ($ -0.04)
309
+ ---------------------------------------
310
+ - Net PnL: $ 3.95
311
+ - Capital Returned to Cash: $23.95
312
+ - PORTFOLIO STATE: Total Equity=$1,053.86 | Cash=$917.54 | In Positions=$120.00 (Utilization: 12.94%)
313
+
314
+ [2022-07-08 20:14:00] - PROFIT TAKE (SPOT ID: spot_9)
315
+ - Reason: 'spot_profit_target' @ Exit Price $6.8232
316
+ - P&L BREAKDOWN:
317
+ - Gross PnL: $ 3.98
318
+ - Slippage Cost: ($ -0.02)
319
+ - Transaction Fees: ($ -0.04)
320
+ ---------------------------------------
321
+ - Net PnL: $ 3.94
322
+ - Capital Returned to Cash: $23.94
323
+ - PORTFOLIO STATE: Total Equity=$1,055.41 | Cash=$941.48 | In Positions=$100.00 (Utilization: 10.80%)
324
+
325
+ [2022-07-08 20:14:00] - PROFIT TAKE (SPOT ID: spot_13)
326
+ - Reason: 'spot_profit_target' @ Exit Price $6.8232
327
+ - P&L BREAKDOWN:
328
+ - Gross PnL: $ 4.20
329
+ - Slippage Cost: ($ -0.02)
330
+ - Transaction Fees: ($ -0.04)
331
+ ---------------------------------------
332
+ - Net PnL: $ 4.15
333
+ - Capital Returned to Cash: $24.15
334
+ - PORTFOLIO STATE: Total Equity=$1,055.34 | Cash=$965.63 | In Positions=$80.00 (Utilization: 8.50%)
335
+
336
+ [2022-07-08 20:16:00] - PROFIT TAKE (SPOT ID: spot_15)
337
+ - Reason: 'spot_profit_target' @ Exit Price $6.9530
338
+ - P&L BREAKDOWN:
339
+ - Gross PnL: $ 4.18
340
+ - Slippage Cost: ($ -0.02)
341
+ - Transaction Fees: ($ -0.04)
342
+ ---------------------------------------
343
+ - Net PnL: $ 4.14
344
+ - Capital Returned to Cash: $24.14
345
+ - PORTFOLIO STATE: Total Equity=$1,056.98 | Cash=$989.77 | In Positions=$60.00 (Utilization: 6.36%)
346
+
347
+ [2022-07-08 20:34:00] - PROFIT TAKE (SPOT ID: spot_18)
348
+ - Reason: 'spot_profit_target' @ Exit Price $7.4226
349
+ - P&L BREAKDOWN:
350
+ - Gross PnL: $ 4.02
351
+ - Slippage Cost: ($ -0.02)
352
+ - Transaction Fees: ($ -0.04)
353
+ ---------------------------------------
354
+ - Net PnL: $ 3.98
355
+ - Capital Returned to Cash: $23.98
356
+ - PORTFOLIO STATE: Total Equity=$1,061.45 | Cash=$1,013.75 | In Positions=$40.00 (Utilization: 4.49%)
357
+
358
+ [2022-07-08 20:34:00] - PROFIT TAKE (SPOT ID: spot_22)
359
+ - Reason: 'spot_profit_target' @ Exit Price $7.4226
360
+ - P&L BREAKDOWN:
361
+ - Gross PnL: $ 4.06
362
+ - Slippage Cost: ($ -0.02)
363
+ - Transaction Fees: ($ -0.04)
364
+ ---------------------------------------
365
+ - Net PnL: $ 4.02
366
+ - Capital Returned to Cash: $24.02
367
+ - PORTFOLIO STATE: Total Equity=$1,061.39 | Cash=$1,037.76 | In Positions=$20.00 (Utilization: 2.23%)
368
+
369
+ [2022-07-08 21:36:00] - NEW SPOT ENTRY (ID: spot_24)
370
+ - Details: Invested $20.00 for 2.747253 units @ $7.2800
371
+ - PORTFOLIO STATE: Total Equity=$1,060.91 | Cash=$1,017.76 | In Positions=$40.00 (Utilization: 4.07%)
372
+
373
+ [2022-07-08 21:36:00] - NEW LEVERAGED ENTRY (ID: lev_25)
374
+ - Details: Size=$30.00 @ $7.2800
375
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
376
+ - PORTFOLIO STATE: Total Equity=$1,060.91 | Cash=$1,007.76 | In Positions=$50.00 (Utilization: 5.01%)
377
+
378
+ [2022-07-09 08:00:00] - NEW SPOT ENTRY (ID: spot_26)
379
+ - Details: Invested $20.00 for 2.861230 units @ $6.9900
380
+ - PORTFOLIO STATE: Total Equity=$1,057.99 | Cash=$987.76 | In Positions=$70.00 (Utilization: 6.75%)
381
+
382
+ [2022-07-09 08:00:00] - NEW LEVERAGED ENTRY (ID: lev_27)
383
+ - Details: Size=$30.00 @ $6.9900
384
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
385
+ - PORTFOLIO STATE: Total Equity=$1,057.99 | Cash=$977.76 | In Positions=$80.00 (Utilization: 7.70%)
386
+
387
+ [2022-07-09 17:27:00] - NEW SPOT ENTRY (ID: spot_28)
388
+ - Details: Invested $20.00 for 2.770083 units @ $7.2200
389
+ - PORTFOLIO STATE: Total Equity=$1,061.93 | Cash=$957.74 | In Positions=$100.00 (Utilization: 9.74%)
390
+
391
+ [2022-07-09 17:27:00] - NEW LEVERAGED ENTRY (ID: lev_29)
392
+ - Details: Size=$30.00 @ $7.2200
393
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
394
+ - PORTFOLIO STATE: Total Equity=$1,061.93 | Cash=$947.74 | In Positions=$110.00 (Utilization: 10.68%)
395
+
396
+ [2022-07-10 02:09:00] - NEW SPOT ENTRY (ID: spot_30)
397
+ - Details: Invested $20.00 for 2.954210 units @ $6.7700
398
+ - PORTFOLIO STATE: Total Equity=$1,051.06 | Cash=$927.73 | In Positions=$130.00 (Utilization: 12.20%)
399
+
400
+ [2022-07-10 02:09:00] - NEW LEVERAGED ENTRY (ID: lev_31)
401
+ - Details: Size=$30.00 @ $6.7700
402
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
403
+ - PORTFOLIO STATE: Total Equity=$1,051.06 | Cash=$917.73 | In Positions=$140.00 (Utilization: 13.15%)
404
+
405
+ [2022-07-10 11:16:00] - NEW SPOT ENTRY (ID: spot_32)
406
+ - Details: Invested $20.00 for 3.021148 units @ $6.6200
407
+ - PORTFOLIO STATE: Total Equity=$1,046.31 | Cash=$897.70 | In Positions=$160.00 (Utilization: 14.92%)
408
+
409
+ [2022-07-10 11:16:00] - NEW LEVERAGED ENTRY (ID: lev_33)
410
+ - Details: Size=$30.00 @ $6.6200
411
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
412
+ - PORTFOLIO STATE: Total Equity=$1,046.31 | Cash=$887.70 | In Positions=$170.00 (Utilization: 15.87%)
413
+
414
+ [2022-07-11 21:54:00] - LIQUIDATION (LEVERAGED ID: lev_29)
415
+ - Reason: 'liquidated_tech_error_on_call' @ Exit Price $6.2837
416
+ - P&L BREAKDOWN:
417
+ - Gross PnL: $ -3.89
418
+ - Slippage Cost: ($ -0.03)
419
+ - Transaction Fees: ($ -0.06)
420
+ - Borrowing Fees Paid: ($ -0.04)
421
+ ---------------------------------------
422
+ - Net PnL: $ -3.98
423
+ - Capital Returned to Cash: $6.02
424
+ - PORTFOLIO STATE: Total Equity=$1,033.17 | Cash=$893.59 | In Positions=$160.00 (Utilization: 14.55%)
425
+
426
+ [2022-07-15 00:50:00] - PROFIT TAKE (LEVERAGED ID: lev_33)
427
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.9830
428
+ - P&L BREAKDOWN:
429
+ - Gross PnL: $ 1.65
430
+ - Slippage Cost: ($ -0.03)
431
+ - Transaction Fees: ($ -0.06)
432
+ - Borrowing Fees Paid: ($ -0.08)
433
+ ---------------------------------------
434
+ - Net PnL: $ 1.51
435
+ - Capital Returned to Cash: $11.51
436
+ - PORTFOLIO STATE: Total Equity=$1,057.22 | Cash=$904.88 | In Positions=$150.00 (Utilization: 14.43%)
437
+
438
+ [2022-07-15 09:35:00] - PROFIT TAKE (LEVERAGED ID: lev_31)
439
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.0429
440
+ - P&L BREAKDOWN:
441
+ - Gross PnL: $ 1.21
442
+ - Slippage Cost: ($ -0.03)
443
+ - Transaction Fees: ($ -0.06)
444
+ - Borrowing Fees Paid: ($ -0.09)
445
+ ---------------------------------------
446
+ - Net PnL: $ 1.06
447
+ - Capital Returned to Cash: $11.06
448
+ - PORTFOLIO STATE: Total Equity=$1,058.84 | Cash=$915.92 | In Positions=$140.00 (Utilization: 13.56%)
449
+
450
+ [2022-07-16 15:12:00] - PROFIT TAKE (LEVERAGED ID: lev_27)
451
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.3127
452
+ - P&L BREAKDOWN:
453
+ - Gross PnL: $ 1.38
454
+ - Slippage Cost: ($ -0.03)
455
+ - Transaction Fees: ($ -0.06)
456
+ - Borrowing Fees Paid: ($ -0.13)
457
+ ---------------------------------------
458
+ - Net PnL: $ 1.20
459
+ - Capital Returned to Cash: $11.20
460
+ - PORTFOLIO STATE: Total Equity=$1,065.58 | Cash=$927.07 | In Positions=$130.00 (Utilization: 12.98%)
461
+
462
+ [2022-07-17 22:40:00] - PROFIT TAKE (SPOT ID: spot_20)
463
+ - Reason: 'spot_profit_target' @ Exit Price $7.5724
464
+ - P&L BREAKDOWN:
465
+ - Gross PnL: $ 4.08
466
+ - Slippage Cost: ($ -0.02)
467
+ - Transaction Fees: ($ -0.04)
468
+ ---------------------------------------
469
+ - Net PnL: $ 4.03
470
+ - Capital Returned to Cash: $24.03
471
+ - PORTFOLIO STATE: Total Equity=$1,071.12 | Cash=$951.08 | In Positions=$110.00 (Utilization: 11.09%)
472
+
473
+ [2022-07-18 10:21:00] - PROFIT TAKE (LEVERAGED ID: lev_25)
474
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $7.6823
475
+ - P&L BREAKDOWN:
476
+ - Gross PnL: $ 1.66
477
+ - Slippage Cost: ($ -0.03)
478
+ - Transaction Fees: ($ -0.06)
479
+ - Borrowing Fees Paid: ($ -0.17)
480
+ ---------------------------------------
481
+ - Net PnL: $ 1.43
482
+ - Capital Returned to Cash: $11.43
483
+ - PORTFOLIO STATE: Total Equity=$1,072.89 | Cash=$962.50 | In Positions=$100.00 (Utilization: 10.29%)
484
+
485
+ [2022-07-18 11:25:00] - NEW SPOT ENTRY (ID: spot_34)
486
+ - Details: Invested $20.00 for 2.577320 units @ $7.7600
487
+ - PORTFOLIO STATE: Total Equity=$1,073.89 | Cash=$942.50 | In Positions=$120.00 (Utilization: 12.23%)
488
+
489
+ [2022-07-18 11:25:00] - NEW LEVERAGED ENTRY (ID: lev_35)
490
+ - Details: Size=$30.00 @ $7.7600
491
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
492
+ - PORTFOLIO STATE: Total Equity=$1,073.89 | Cash=$932.50 | In Positions=$130.00 (Utilization: 13.17%)
493
+
494
+ [2022-07-18 19:27:00] - NEW SPOT ENTRY (ID: spot_36)
495
+ - Details: Invested $20.00 for 2.743484 units @ $7.2900
496
+ - PORTFOLIO STATE: Total Equity=$1,064.11 | Cash=$912.50 | In Positions=$150.00 (Utilization: 14.42%)
497
+
498
+ [2022-07-18 19:27:00] - NEW LEVERAGED ENTRY (ID: lev_37)
499
+ - Details: Size=$30.00 @ $7.2900
500
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
501
+ - PORTFOLIO STATE: Total Equity=$1,064.11 | Cash=$902.50 | In Positions=$160.00 (Utilization: 15.36%)
502
+
503
+ [2022-07-19 03:30:00] - NEW SPOT ENTRY (ID: spot_38)
504
+ - Details: Invested $20.00 for 2.732240 units @ $7.3200
505
+ - PORTFOLIO STATE: Total Equity=$1,064.93 | Cash=$882.49 | In Positions=$180.00 (Utilization: 17.28%)
506
+
507
+ [2022-07-19 03:30:00] - NEW LEVERAGED ENTRY (ID: lev_39)
508
+ - Details: Size=$30.00 @ $7.3200
509
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
510
+ - PORTFOLIO STATE: Total Equity=$1,064.93 | Cash=$872.49 | In Positions=$190.00 (Utilization: 18.22%)
511
+
512
+ [2022-07-28 01:01:00] - NEW SPOT ENTRY (ID: spot_40)
513
+ - Details: Invested $20.00 for 2.832861 units @ $7.0600
514
+ - PORTFOLIO STATE: Total Equity=$1,055.49 | Cash=$852.02 | In Positions=$210.00 (Utilization: 19.72%)
515
+
516
+ [2022-07-28 01:01:00] - NEW LEVERAGED ENTRY (ID: lev_41)
517
+ - Details: Size=$30.00 @ $7.0600
518
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
519
+ - PORTFOLIO STATE: Total Equity=$1,055.49 | Cash=$842.02 | In Positions=$220.00 (Utilization: 20.67%)
520
+
521
+ [2022-07-28 09:39:00] - NEW SPOT ENTRY (ID: spot_42)
522
+ - Details: Invested $20.00 for 2.832861 units @ $7.0600
523
+ - PORTFOLIO STATE: Total Equity=$1,055.47 | Cash=$821.99 | In Positions=$240.00 (Utilization: 22.57%)
524
+
525
+ [2022-07-28 09:39:00] - NEW LEVERAGED ENTRY (ID: lev_43)
526
+ - Details: Size=$30.00 @ $7.0600
527
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
528
+ - PORTFOLIO STATE: Total Equity=$1,055.47 | Cash=$811.99 | In Positions=$250.00 (Utilization: 23.51%)
529
+
530
+ [2022-07-28 16:32:00] - PROFIT TAKE (LEVERAGED ID: lev_41)
531
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.3426
532
+ - P&L BREAKDOWN:
533
+ - Gross PnL: $ 1.20
534
+ - Slippage Cost: ($ -0.03)
535
+ - Transaction Fees: ($ -0.06)
536
+ - Borrowing Fees Paid: ($ -0.01)
537
+ ---------------------------------------
538
+ - Net PnL: $ 1.13
539
+ - Capital Returned to Cash: $11.13
540
+ - PORTFOLIO STATE: Total Equity=$1,069.46 | Cash=$823.11 | In Positions=$240.00 (Utilization: 23.03%)
541
+
542
+ [2022-07-28 16:32:00] - PROFIT TAKE (LEVERAGED ID: lev_43)
543
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.3426
544
+ - P&L BREAKDOWN:
545
+ - Gross PnL: $ 1.20
546
+ - Slippage Cost: ($ -0.03)
547
+ - Transaction Fees: ($ -0.06)
548
+ - Borrowing Fees Paid: ($ -0.00)
549
+ ---------------------------------------
550
+ - Net PnL: $ 1.14
551
+ - Capital Returned to Cash: $11.14
552
+ - PORTFOLIO STATE: Total Equity=$1,069.37 | Cash=$834.25 | In Positions=$230.00 (Utilization: 22.10%)
553
+
554
+ [2022-07-28 19:22:00] - NEW SPOT ENTRY (ID: spot_44)
555
+ - Details: Invested $20.00 for 2.747253 units @ $7.2800
556
+ - PORTFOLIO STATE: Total Equity=$1,066.56 | Cash=$814.25 | In Positions=$250.00 (Utilization: 23.85%)
557
+
558
+ [2022-07-28 19:22:00] - NEW LEVERAGED ENTRY (ID: lev_45)
559
+ - Details: Size=$30.00 @ $7.2800
560
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
561
+ - PORTFOLIO STATE: Total Equity=$1,066.56 | Cash=$804.25 | In Positions=$260.00 (Utilization: 24.79%)
562
+
563
+ [2022-07-29 05:50:00] - PROFIT TAKE (LEVERAGED ID: lev_45)
564
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.5924
565
+ - P&L BREAKDOWN:
566
+ - Gross PnL: $ 1.29
567
+ - Slippage Cost: ($ -0.03)
568
+ - Transaction Fees: ($ -0.06)
569
+ - Borrowing Fees Paid: ($ -0.01)
570
+ ---------------------------------------
571
+ - Net PnL: $ 1.22
572
+ - Capital Returned to Cash: $11.22
573
+ - PORTFOLIO STATE: Total Equity=$1,081.46 | Cash=$815.43 | In Positions=$250.00 (Utilization: 24.43%)
574
+
575
+ [2022-07-29 08:15:00] - NEW SPOT ENTRY (ID: spot_46)
576
+ - Details: Invested $20.00 for 2.773925 units @ $7.2100
577
+ - PORTFOLIO STATE: Total Equity=$1,064.73 | Cash=$795.43 | In Positions=$270.00 (Utilization: 25.57%)
578
+
579
+ [2022-07-29 08:15:00] - NEW LEVERAGED ENTRY (ID: lev_47)
580
+ - Details: Size=$30.00 @ $7.2100
581
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
582
+ - PORTFOLIO STATE: Total Equity=$1,064.73 | Cash=$785.43 | In Positions=$280.00 (Utilization: 26.51%)
583
+
584
+ [2022-07-29 17:19:00] - NEW SPOT ENTRY (ID: spot_48)
585
+ - Details: Invested $20.00 for 2.824859 units @ $7.0800
586
+ - PORTFOLIO STATE: Total Equity=$1,058.23 | Cash=$765.40 | In Positions=$300.00 (Utilization: 28.15%)
587
+
588
+ [2022-07-29 17:19:00] - NEW LEVERAGED ENTRY (ID: lev_49)
589
+ - Details: Size=$30.00 @ $7.0800
590
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
591
+ - PORTFOLIO STATE: Total Equity=$1,058.23 | Cash=$755.40 | In Positions=$310.00 (Utilization: 29.09%)
592
+
593
+ [2022-07-29 23:13:00] - PROFIT TAKE (LEVERAGED ID: lev_49)
594
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.4625
595
+ - P&L BREAKDOWN:
596
+ - Gross PnL: $ 1.62
597
+ - Slippage Cost: ($ -0.03)
598
+ - Transaction Fees: ($ -0.06)
599
+ - Borrowing Fees Paid: ($ -0.00)
600
+ ---------------------------------------
601
+ - Net PnL: $ 1.56
602
+ - Capital Returned to Cash: $11.56
603
+ - PORTFOLIO STATE: Total Equity=$1,080.31 | Cash=$766.94 | In Positions=$300.00 (Utilization: 28.89%)
604
+
605
+ [2022-07-29 23:27:00] - PROFIT TAKE (LEVERAGED ID: lev_47)
606
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.5624
607
+ - P&L BREAKDOWN:
608
+ - Gross PnL: $ 1.47
609
+ - Slippage Cost: ($ -0.03)
610
+ - Transaction Fees: ($ -0.06)
611
+ - Borrowing Fees Paid: ($ -0.01)
612
+ ---------------------------------------
613
+ - Net PnL: $ 1.40
614
+ - Capital Returned to Cash: $11.40
615
+ - PORTFOLIO STATE: Total Equity=$1,085.48 | Cash=$778.34 | In Positions=$290.00 (Utilization: 28.16%)
616
+
617
+ [2022-07-29 23:35:00] - PROFIT TAKE (LEVERAGED ID: lev_37)
618
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $7.7223
619
+ - P&L BREAKDOWN:
620
+ - Gross PnL: $ 1.78
621
+ - Slippage Cost: ($ -0.03)
622
+ - Transaction Fees: ($ -0.06)
623
+ - Borrowing Fees Paid: ($ -0.20)
624
+ ---------------------------------------
625
+ - Net PnL: $ 1.52
626
+ - Capital Returned to Cash: $11.52
627
+ - PORTFOLIO STATE: Total Equity=$1,092.94 | Cash=$789.86 | In Positions=$280.00 (Utilization: 27.59%)
628
+
629
+ [2022-07-29 23:47:00] - PROFIT TAKE (LEVERAGED ID: lev_39)
630
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $7.7622
631
+ - P&L BREAKDOWN:
632
+ - Gross PnL: $ 1.81
633
+ - Slippage Cost: ($ -0.03)
634
+ - Transaction Fees: ($ -0.06)
635
+ - Borrowing Fees Paid: ($ -0.19)
636
+ ---------------------------------------
637
+ - Net PnL: $ 1.56
638
+ - Capital Returned to Cash: $11.56
639
+ - PORTFOLIO STATE: Total Equity=$1,094.43 | Cash=$801.42 | In Positions=$270.00 (Utilization: 26.77%)
640
+
641
+ [2022-07-29 23:48:00] - PROFIT TAKE (SPOT ID: spot_32)
642
+ - Reason: 'spot_profit_target' @ Exit Price $8.0120
643
+ - P&L BREAKDOWN:
644
+ - Gross PnL: $ 4.21
645
+ - Slippage Cost: ($ -0.02)
646
+ - Transaction Fees: ($ -0.04)
647
+ ---------------------------------------
648
+ - Net PnL: $ 4.16
649
+ - Capital Returned to Cash: $24.16
650
+ - PORTFOLIO STATE: Total Equity=$1,104.44 | Cash=$825.58 | In Positions=$250.00 (Utilization: 25.16%)
651
+
652
+ [2022-07-29 23:50:00] - PROFIT TAKE (SPOT ID: spot_30)
653
+ - Reason: 'spot_profit_target' @ Exit Price $8.1618
654
+ - P&L BREAKDOWN:
655
+ - Gross PnL: $ 4.11
656
+ - Slippage Cost: ($ -0.02)
657
+ - Transaction Fees: ($ -0.04)
658
+ ---------------------------------------
659
+ - Net PnL: $ 4.07
660
+ - Capital Returned to Cash: $24.07
661
+ - PORTFOLIO STATE: Total Equity=$1,109.96 | Cash=$849.65 | In Positions=$230.00 (Utilization: 23.31%)
662
+
663
+ [2022-07-30 00:03:00] - PROFIT TAKE (LEVERAGED ID: lev_35)
664
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $8.2717
665
+ - P&L BREAKDOWN:
666
+ - Gross PnL: $ 1.98
667
+ - Slippage Cost: ($ -0.03)
668
+ - Transaction Fees: ($ -0.06)
669
+ - Borrowing Fees Paid: ($ -0.20)
670
+ ---------------------------------------
671
+ - Net PnL: $ 1.71
672
+ - Capital Returned to Cash: $11.71
673
+ - PORTFOLIO STATE: Total Equity=$1,113.43 | Cash=$861.36 | In Positions=$220.00 (Utilization: 22.64%)
674
+
675
+ [2022-07-30 00:21:00] - PROFIT TAKE (SPOT ID: spot_26)
676
+ - Reason: 'spot_profit_target' @ Exit Price $8.3816
677
+ - P&L BREAKDOWN:
678
+ - Gross PnL: $ 3.98
679
+ - Slippage Cost: ($ -0.02)
680
+ - Transaction Fees: ($ -0.04)
681
+ ---------------------------------------
682
+ - Net PnL: $ 3.94
683
+ - Capital Returned to Cash: $23.94
684
+ - PORTFOLIO STATE: Total Equity=$1,116.71 | Cash=$885.30 | In Positions=$200.00 (Utilization: 20.72%)
685
+
686
+ [2022-07-30 00:22:00] - PROFIT TAKE (SPOT ID: spot_40)
687
+ - Reason: 'spot_profit_target' @ Exit Price $8.5115
688
+ - P&L BREAKDOWN:
689
+ - Gross PnL: $ 4.11
690
+ - Slippage Cost: ($ -0.02)
691
+ - Transaction Fees: ($ -0.04)
692
+ ---------------------------------------
693
+ - Net PnL: $ 4.07
694
+ - Capital Returned to Cash: $24.07
695
+ - PORTFOLIO STATE: Total Equity=$1,120.23 | Cash=$909.37 | In Positions=$180.00 (Utilization: 18.82%)
696
+
697
+ [2022-07-30 00:22:00] - PROFIT TAKE (SPOT ID: spot_42)
698
+ - Reason: 'spot_profit_target' @ Exit Price $8.5115
699
+ - P&L BREAKDOWN:
700
+ - Gross PnL: $ 4.11
701
+ - Slippage Cost: ($ -0.02)
702
+ - Transaction Fees: ($ -0.04)
703
+ ---------------------------------------
704
+ - Net PnL: $ 4.07
705
+ - Capital Returned to Cash: $24.07
706
+ - PORTFOLIO STATE: Total Equity=$1,120.16 | Cash=$933.44 | In Positions=$160.00 (Utilization: 16.67%)
707
+
708
+ [2022-07-30 00:22:00] - PROFIT TAKE (SPOT ID: spot_48)
709
+ - Reason: 'spot_profit_target' @ Exit Price $8.5115
710
+ - P&L BREAKDOWN:
711
+ - Gross PnL: $ 4.04
712
+ - Slippage Cost: ($ -0.02)
713
+ - Transaction Fees: ($ -0.04)
714
+ ---------------------------------------
715
+ - Net PnL: $ 4.00
716
+ - Capital Returned to Cash: $24.00
717
+ - PORTFOLIO STATE: Total Equity=$1,120.10 | Cash=$957.44 | In Positions=$140.00 (Utilization: 14.52%)
718
+
719
+ [2022-07-30 00:33:00] - PROFIT TAKE (SPOT ID: spot_46)
720
+ - Reason: 'spot_profit_target' @ Exit Price $8.6513
721
+ - P&L BREAKDOWN:
722
+ - Gross PnL: $ 4.00
723
+ - Slippage Cost: ($ -0.02)
724
+ - Transaction Fees: ($ -0.04)
725
+ ---------------------------------------
726
+ - Net PnL: $ 3.95
727
+ - Capital Returned to Cash: $23.95
728
+ - PORTFOLIO STATE: Total Equity=$1,122.70 | Cash=$981.39 | In Positions=$120.00 (Utilization: 12.59%)
729
+
730
+ [2022-07-30 00:34:00] - PROFIT TAKE (SPOT ID: spot_28)
731
+ - Reason: 'spot_profit_target' @ Exit Price $8.7113
732
+ - P&L BREAKDOWN:
733
+ - Gross PnL: $ 4.13
734
+ - Slippage Cost: ($ -0.02)
735
+ - Transaction Fees: ($ -0.04)
736
+ ---------------------------------------
737
+ - Net PnL: $ 4.09
738
+ - Capital Returned to Cash: $24.09
739
+ - PORTFOLIO STATE: Total Equity=$1,123.61 | Cash=$1,005.48 | In Positions=$100.00 (Utilization: 10.51%)
740
+
741
+ [2022-07-30 00:36:00] - PROFIT TAKE (SPOT ID: spot_24)
742
+ - Reason: 'spot_profit_target' @ Exit Price $8.7512
743
+ - P&L BREAKDOWN:
744
+ - Gross PnL: $ 4.04
745
+ - Slippage Cost: ($ -0.02)
746
+ - Transaction Fees: ($ -0.04)
747
+ ---------------------------------------
748
+ - Net PnL: $ 4.00
749
+ - Capital Returned to Cash: $24.00
750
+ - PORTFOLIO STATE: Total Equity=$1,124.09 | Cash=$1,029.47 | In Positions=$80.00 (Utilization: 8.42%)
751
+
752
+ [2022-07-30 00:36:00] - PROFIT TAKE (SPOT ID: spot_36)
753
+ - Reason: 'spot_profit_target' @ Exit Price $8.7512
754
+ - P&L BREAKDOWN:
755
+ - Gross PnL: $ 4.01
756
+ - Slippage Cost: ($ -0.02)
757
+ - Transaction Fees: ($ -0.04)
758
+ ---------------------------------------
759
+ - Net PnL: $ 3.96
760
+ - Capital Returned to Cash: $23.96
761
+ - PORTFOLIO STATE: Total Equity=$1,124.02 | Cash=$1,053.44 | In Positions=$60.00 (Utilization: 6.28%)
762
+
763
+ [2022-07-30 00:36:00] - PROFIT TAKE (SPOT ID: spot_44)
764
+ - Reason: 'spot_profit_target' @ Exit Price $8.7512
765
+ - P&L BREAKDOWN:
766
+ - Gross PnL: $ 4.04
767
+ - Slippage Cost: ($ -0.02)
768
+ - Transaction Fees: ($ -0.04)
769
+ ---------------------------------------
770
+ - Net PnL: $ 4.00
771
+ - Capital Returned to Cash: $24.00
772
+ - PORTFOLIO STATE: Total Equity=$1,123.95 | Cash=$1,077.44 | In Positions=$40.00 (Utilization: 4.14%)
773
+
774
+ [2022-07-30 03:19:00] - NEW SPOT ENTRY (ID: spot_50)
775
+ - Details: Invested $20.00 for 2.341920 units @ $8.5400
776
+ - PORTFOLIO STATE: Total Equity=$1,122.78 | Cash=$1,057.44 | In Positions=$60.00 (Utilization: 5.82%)
777
+
778
+ [2022-07-30 03:19:00] - NEW LEVERAGED ENTRY (ID: lev_51)
779
+ - Details: Size=$30.00 @ $8.5400
780
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
781
+ - PORTFOLIO STATE: Total Equity=$1,122.78 | Cash=$1,047.44 | In Positions=$70.00 (Utilization: 6.71%)
782
+
783
+ [2022-07-30 03:40:00] - PROFIT TAKE (SPOT ID: spot_38)
784
+ - Reason: 'spot_profit_target' @ Exit Price $8.8012
785
+ - P&L BREAKDOWN:
786
+ - Gross PnL: $ 4.05
787
+ - Slippage Cost: ($ -0.02)
788
+ - Transaction Fees: ($ -0.04)
789
+ ---------------------------------------
790
+ - Net PnL: $ 4.00
791
+ - Capital Returned to Cash: $24.00
792
+ - PORTFOLIO STATE: Total Equity=$1,125.73 | Cash=$1,071.44 | In Positions=$50.00 (Utilization: 4.74%)
793
+
794
+ [2022-07-30 03:49:00] - PROFIT TAKE (LEVERAGED ID: lev_51)
795
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.8811
796
+ - P&L BREAKDOWN:
797
+ - Gross PnL: $ 1.20
798
+ - Slippage Cost: ($ -0.03)
799
+ - Transaction Fees: ($ -0.06)
800
+ - Borrowing Fees Paid: ($ -0.00)
801
+ ---------------------------------------
802
+ - Net PnL: $ 1.14
803
+ - Capital Returned to Cash: $11.14
804
+ - PORTFOLIO STATE: Total Equity=$1,126.31 | Cash=$1,082.58 | In Positions=$40.00 (Utilization: 3.88%)
805
+
806
+ [2022-07-30 11:22:00] - NEW SPOT ENTRY (ID: spot_52)
807
+ - Details: Invested $20.00 for 2.472188 units @ $8.0900
808
+ - PORTFOLIO STATE: Total Equity=$1,122.37 | Cash=$1,062.58 | In Positions=$60.00 (Utilization: 5.33%)
809
+
810
+ [2022-07-30 11:22:00] - NEW LEVERAGED ENTRY (ID: lev_53)
811
+ - Details: Size=$30.00 @ $8.0900
812
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
813
+ - PORTFOLIO STATE: Total Equity=$1,122.37 | Cash=$1,052.58 | In Positions=$70.00 (Utilization: 6.22%)
814
+
815
+ [2022-07-30 17:08:00] - PROFIT TAKE (LEVERAGED ID: lev_53)
816
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.6913
817
+ - P&L BREAKDOWN:
818
+ - Gross PnL: $ 2.23
819
+ - Slippage Cost: ($ -0.03)
820
+ - Transaction Fees: ($ -0.06)
821
+ - Borrowing Fees Paid: ($ -0.00)
822
+ ---------------------------------------
823
+ - Net PnL: $ 2.17
824
+ - Capital Returned to Cash: $12.17
825
+ - PORTFOLIO STATE: Total Equity=$1,129.05 | Cash=$1,064.74 | In Positions=$60.00 (Utilization: 5.70%)
826
+
827
+ [2022-07-30 20:55:00] - NEW SPOT ENTRY (ID: spot_54)
828
+ - Details: Invested $20.00 for 2.395210 units @ $8.3500
829
+ - PORTFOLIO STATE: Total Equity=$1,126.46 | Cash=$1,044.74 | In Positions=$80.00 (Utilization: 7.25%)
830
+
831
+ [2022-07-30 20:55:00] - NEW LEVERAGED ENTRY (ID: lev_55)
832
+ - Details: Size=$30.00 @ $8.3500
833
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
834
+ - PORTFOLIO STATE: Total Equity=$1,126.46 | Cash=$1,034.74 | In Positions=$90.00 (Utilization: 8.14%)
835
+
836
+ [2022-07-31 04:57:00] - NEW SPOT ENTRY (ID: spot_56)
837
+ - Details: Invested $20.00 for 2.389486 units @ $8.3700
838
+ - PORTFOLIO STATE: Total Equity=$1,126.72 | Cash=$1,014.74 | In Positions=$110.00 (Utilization: 9.93%)
839
+
840
+ [2022-07-31 04:57:00] - NEW LEVERAGED ENTRY (ID: lev_57)
841
+ - Details: Size=$30.00 @ $8.3700
842
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
843
+ - PORTFOLIO STATE: Total Equity=$1,126.72 | Cash=$1,004.74 | In Positions=$120.00 (Utilization: 10.82%)
844
+
845
+ [2022-07-31 12:45:00] - PROFIT TAKE (LEVERAGED ID: lev_55)
846
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.7113
847
+ - P&L BREAKDOWN:
848
+ - Gross PnL: $ 1.30
849
+ - Slippage Cost: ($ -0.03)
850
+ - Transaction Fees: ($ -0.06)
851
+ - Borrowing Fees Paid: ($ -0.01)
852
+ ---------------------------------------
853
+ - Net PnL: $ 1.23
854
+ - Capital Returned to Cash: $11.23
855
+ - PORTFOLIO STATE: Total Equity=$1,133.40 | Cash=$1,015.97 | In Positions=$110.00 (Utilization: 10.25%)
856
+
857
+ [2022-07-31 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_57)
858
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.7612
859
+ - P&L BREAKDOWN:
860
+ - Gross PnL: $ 1.40
861
+ - Slippage Cost: ($ -0.03)
862
+ - Transaction Fees: ($ -0.06)
863
+ - Borrowing Fees Paid: ($ -0.00)
864
+ ---------------------------------------
865
+ - Net PnL: $ 1.34
866
+ - Capital Returned to Cash: $11.34
867
+ - PORTFOLIO STATE: Total Equity=$1,134.09 | Cash=$1,027.31 | In Positions=$100.00 (Utilization: 9.42%)
868
+
869
+ [2022-07-31 14:24:00] - NEW SPOT ENTRY (ID: spot_58)
870
+ - Details: Invested $20.00 for 2.270148 units @ $8.8100
871
+ - PORTFOLIO STATE: Total Equity=$1,134.58 | Cash=$1,007.31 | In Positions=$120.00 (Utilization: 11.22%)
872
+
873
+ [2022-07-31 14:24:00] - NEW LEVERAGED ENTRY (ID: lev_59)
874
+ - Details: Size=$30.00 @ $8.8100
875
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
876
+ - PORTFOLIO STATE: Total Equity=$1,134.58 | Cash=$997.31 | In Positions=$130.00 (Utilization: 12.10%)
877
+
878
+ [2022-07-31 16:14:00] - PROFIT TAKE (SPOT ID: spot_34)
879
+ - Reason: 'spot_profit_target' @ Exit Price $9.3806
880
+ - P&L BREAKDOWN:
881
+ - Gross PnL: $ 4.18
882
+ - Slippage Cost: ($ -0.02)
883
+ - Transaction Fees: ($ -0.04)
884
+ ---------------------------------------
885
+ - Net PnL: $ 4.13
886
+ - Capital Returned to Cash: $24.13
887
+ - PORTFOLIO STATE: Total Equity=$1,144.87 | Cash=$1,021.44 | In Positions=$110.00 (Utilization: 10.61%)
888
+
889
+ [2022-07-31 16:16:00] - PROFIT TAKE (LEVERAGED ID: lev_59)
890
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $9.4106
891
+ - P&L BREAKDOWN:
892
+ - Gross PnL: $ 2.05
893
+ - Slippage Cost: ($ -0.03)
894
+ - Transaction Fees: ($ -0.06)
895
+ - Borrowing Fees Paid: ($ -0.00)
896
+ ---------------------------------------
897
+ - Net PnL: $ 1.98
898
+ - Capital Returned to Cash: $11.98
899
+ - PORTFOLIO STATE: Total Equity=$1,145.23 | Cash=$1,033.43 | In Positions=$100.00 (Utilization: 9.76%)
900
+
901
+ [2022-07-31 16:20:00] - PROFIT TAKE (SPOT ID: spot_52)
902
+ - Reason: 'spot_profit_target' @ Exit Price $9.7402
903
+ - P&L BREAKDOWN:
904
+ - Gross PnL: $ 4.08
905
+ - Slippage Cost: ($ -0.02)
906
+ - Transaction Fees: ($ -0.04)
907
+ ---------------------------------------
908
+ - Net PnL: $ 4.04
909
+ - Capital Returned to Cash: $24.04
910
+ - PORTFOLIO STATE: Total Equity=$1,149.08 | Cash=$1,057.46 | In Positions=$80.00 (Utilization: 7.97%)
911
+
912
+ [2022-08-01 00:50:00] - NEW SPOT ENTRY (ID: spot_60)
913
+ - Details: Invested $20.00 for 2.239642 units @ $8.9300
914
+ - PORTFOLIO STATE: Total Equity=$1,141.37 | Cash=$1,037.46 | In Positions=$100.00 (Utilization: 9.10%)
915
+
916
+ [2022-08-01 00:50:00] - NEW LEVERAGED ENTRY (ID: lev_61)
917
+ - Details: Size=$30.00 @ $8.9300
918
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
919
+ - PORTFOLIO STATE: Total Equity=$1,141.37 | Cash=$1,027.46 | In Positions=$110.00 (Utilization: 9.98%)
920
+
921
+ [2022-08-01 13:35:00] - NEW SPOT ENTRY (ID: spot_62)
922
+ - Details: Invested $20.00 for 2.439024 units @ $8.2000
923
+ - PORTFOLIO STATE: Total Equity=$1,130.42 | Cash=$1,007.46 | In Positions=$130.00 (Utilization: 11.09%)
924
+
925
+ [2022-08-01 13:35:00] - NEW LEVERAGED ENTRY (ID: lev_63)
926
+ - Details: Size=$30.00 @ $8.2000
927
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
928
+ - PORTFOLIO STATE: Total Equity=$1,130.42 | Cash=$997.46 | In Positions=$140.00 (Utilization: 11.98%)
929
+
930
+ [2022-08-06 04:49:00] - PROFIT TAKE (LEVERAGED ID: lev_63)
931
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.5814
932
+ - P&L BREAKDOWN:
933
+ - Gross PnL: $ 1.40
934
+ - Slippage Cost: ($ -0.03)
935
+ - Transaction Fees: ($ -0.06)
936
+ - Borrowing Fees Paid: ($ -0.08)
937
+ ---------------------------------------
938
+ - Net PnL: $ 1.26
939
+ - Capital Returned to Cash: $11.26
940
+ - PORTFOLIO STATE: Total Equity=$1,138.32 | Cash=$1,008.55 | In Positions=$130.00 (Utilization: 11.50%)
941
+
942
+ [2022-08-11 05:06:00] - NEW SPOT ENTRY (ID: spot_64)
943
+ - Details: Invested $20.00 for 2.320186 units @ $8.6200
944
+ - PORTFOLIO STATE: Total Equity=$1,138.75 | Cash=$988.46 | In Positions=$150.00 (Utilization: 13.29%)
945
+
946
+ [2022-08-11 05:06:00] - NEW LEVERAGED ENTRY (ID: lev_65)
947
+ - Details: Size=$30.00 @ $8.6200
948
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
949
+ - PORTFOLIO STATE: Total Equity=$1,138.75 | Cash=$978.46 | In Positions=$160.00 (Utilization: 14.17%)
950
+
951
+ [2022-08-15 04:00:00] - LIQUIDATION (LEVERAGED ID: lev_65)
952
+ - Reason: 'liquidated_tech_error_on_call' @ Exit Price $6.4336
953
+ - P&L BREAKDOWN:
954
+ - Gross PnL: $ -7.61
955
+ - Slippage Cost: ($ -0.02)
956
+ - Transaction Fees: ($ -0.05)
957
+ - Borrowing Fees Paid: ($ -0.07)
958
+ ---------------------------------------
959
+ - Net PnL: $ -7.73
960
+ - Capital Returned to Cash: $2.27
961
+ - PORTFOLIO STATE: Total Equity=$1,087.82 | Cash=$980.59 | In Positions=$150.00 (Utilization: 10.63%)
962
+
963
+ [2022-08-16 11:06:00] - NEW SPOT ENTRY (ID: spot_66)
964
+ - Details: Invested $20.00 for 2.564103 units @ $7.8000
965
+ - PORTFOLIO STATE: Total Equity=$1,114.66 | Cash=$960.57 | In Positions=$170.00 (Utilization: 14.16%)
966
+
967
+ [2022-08-16 11:06:00] - NEW LEVERAGED ENTRY (ID: lev_67)
968
+ - Details: Size=$30.00 @ $7.8000
969
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
970
+ - PORTFOLIO STATE: Total Equity=$1,114.66 | Cash=$950.57 | In Positions=$180.00 (Utilization: 15.06%)
971
+
972
+ [2022-08-16 19:13:00] - NEW SPOT ENTRY (ID: spot_68)
973
+ - Details: Invested $20.00 for 2.574003 units @ $7.7700
974
+ - PORTFOLIO STATE: Total Equity=$1,113.86 | Cash=$930.56 | In Positions=$200.00 (Utilization: 16.82%)
975
+
976
+ [2022-08-16 19:13:00] - NEW LEVERAGED ENTRY (ID: lev_69)
977
+ - Details: Size=$30.00 @ $7.7700
978
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
979
+ - PORTFOLIO STATE: Total Equity=$1,113.86 | Cash=$920.56 | In Positions=$210.00 (Utilization: 17.71%)
980
+
981
+ [2022-08-17 03:43:00] - NEW SPOT ENTRY (ID: spot_70)
982
+ - Details: Invested $20.00 for 2.512563 units @ $7.9600
983
+ - PORTFOLIO STATE: Total Equity=$1,120.04 | Cash=$900.54 | In Positions=$230.00 (Utilization: 19.77%)
984
+
985
+ [2022-08-17 03:43:00] - NEW LEVERAGED ENTRY (ID: lev_71)
986
+ - Details: Size=$30.00 @ $7.9600
987
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
988
+ - PORTFOLIO STATE: Total Equity=$1,120.04 | Cash=$890.54 | In Positions=$240.00 (Utilization: 20.66%)
989
+
990
+ [2022-08-17 06:01:00] - PROFIT TAKE (LEVERAGED ID: lev_67)
991
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.1718
992
+ - P&L BREAKDOWN:
993
+ - Gross PnL: $ 1.43
994
+ - Slippage Cost: ($ -0.03)
995
+ - Transaction Fees: ($ -0.06)
996
+ - Borrowing Fees Paid: ($ -0.01)
997
+ ---------------------------------------
998
+ - Net PnL: $ 1.36
999
+ - Capital Returned to Cash: $11.36
1000
+ - PORTFOLIO STATE: Total Equity=$1,128.49 | Cash=$901.90 | In Positions=$230.00 (Utilization: 20.09%)
1001
+
1002
+ [2022-08-17 06:01:00] - PROFIT TAKE (LEVERAGED ID: lev_69)
1003
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.1718
1004
+ - P&L BREAKDOWN:
1005
+ - Gross PnL: $ 1.55
1006
+ - Slippage Cost: ($ -0.03)
1007
+ - Transaction Fees: ($ -0.06)
1008
+ - Borrowing Fees Paid: ($ -0.01)
1009
+ ---------------------------------------
1010
+ - Net PnL: $ 1.48
1011
+ - Capital Returned to Cash: $11.48
1012
+ - PORTFOLIO STATE: Total Equity=$1,128.39 | Cash=$913.38 | In Positions=$220.00 (Utilization: 19.20%)
1013
+
1014
+ [2022-08-17 13:09:00] - NEW SPOT ENTRY (ID: spot_72)
1015
+ - Details: Invested $20.00 for 2.631579 units @ $7.6000
1016
+ - PORTFOLIO STATE: Total Equity=$1,110.30 | Cash=$893.37 | In Positions=$240.00 (Utilization: 20.06%)
1017
+
1018
+ [2022-08-17 13:09:00] - NEW LEVERAGED ENTRY (ID: lev_73)
1019
+ - Details: Size=$30.00 @ $7.6000
1020
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
1021
+ - PORTFOLIO STATE: Total Equity=$1,110.30 | Cash=$883.37 | In Positions=$250.00 (Utilization: 20.96%)
1022
+
1023
+ [2022-08-17 21:49:00] - NEW SPOT ENTRY (ID: spot_74)
1024
+ - Details: Invested $20.00 for 2.713704 units @ $7.3700
1025
+ - PORTFOLIO STATE: Total Equity=$1,101.59 | Cash=$863.35 | In Positions=$270.00 (Utilization: 22.39%)
1026
+
1027
+ [2022-08-17 21:49:00] - NEW LEVERAGED ENTRY (ID: lev_75)
1028
+ - Details: Size=$30.00 @ $7.3700
1029
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
1030
+ - PORTFOLIO STATE: Total Equity=$1,101.59 | Cash=$853.35 | In Positions=$280.00 (Utilization: 23.29%)
1031
+
1032
+ [2022-08-20 19:37:00] - LIQUIDATION (LEVERAGED ID: lev_61)
1033
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $6.0839
1034
+ - P&L BREAKDOWN:
1035
+ - Gross PnL: $ -9.56
1036
+ - Slippage Cost: ($ -0.02)
1037
+ - Transaction Fees: ($ -0.05)
1038
+ - Borrowing Fees Paid: ($ -0.35)
1039
+ ---------------------------------------
1040
+ - Net PnL: $ -9.97
1041
+ - Capital Returned to Cash: $0.03
1042
+ - PORTFOLIO STATE: Total Equity=$1,043.96 | Cash=$853.19 | In Positions=$270.00 (Utilization: 20.02%)
1043
+
1044
+ [2022-09-18 21:11:00] - LIQUIDATION (LEVERAGED ID: lev_71)
1045
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $5.4945
1046
+ - P&L BREAKDOWN:
1047
+ - Gross PnL: $ -9.29
1048
+ - Slippage Cost: ($ -0.02)
1049
+ - Transaction Fees: ($ -0.05)
1050
+ - Borrowing Fees Paid: ($ -0.59)
1051
+ ---------------------------------------
1052
+ - Net PnL: $ -9.93
1053
+ - Capital Returned to Cash: $0.07
1054
+ - PORTFOLIO STATE: Total Equity=$1,017.43 | Cash=$851.68 | In Positions=$260.00 (Utilization: 17.85%)
1055
+
1056
+ ================================================================================
1057
+ BACKTEST COMPLETE
1058
+ ================================================================================
1059
+ End Time: 2022-09-29 00:00:00
1060
+ Final Portfolio Equity: $1,037.53
1061
+ Average Portfolio Utilization: 15.38%
1062
+ ================================================================================
ICP-USDT_USDT_2022-07-01_to_2022-09-29/performance_history.csv ADDED
The diff for this file is too large to render. See raw diff
 
ICP-USDT_USDT_2022-07-01_to_2022-09-29/price_data.csv ADDED
@@ -0,0 +1,3 @@
 
 
 
 
1
+ version https://git-lfs.github.com/spec/v1
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+ oid sha256:719e8d738d3bc5f87d63617fc2f9ac561463ee50e4fdd5c92304a27fc613096b
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+ size 22991253
ICP-USDT_USDT_2022-07-01_to_2022-09-29/trade_history.csv ADDED
@@ -0,0 +1,62 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ id,type,entry_time,exit_time,entry_price,exit_price,pnl,reason
2
+ lev_6,leveraged,2022-07-05 16:38:00,2022-07-05 19:58:00,5.4,5.62437,1.1852534999999973,trailing_stop_small_calls
3
+ lev_2,leveraged,2022-07-04 22:44:00,2022-07-07 12:01:00,5.55,5.78421,1.162734,trailing_stop_small_calls
4
+ lev_4,leveraged,2022-07-05 07:57:00,2022-07-07 12:48:00,5.62,5.90409,1.418978167259786,trailing_stop_small_calls
5
+ lev_8,leveraged,2022-07-06 01:09:00,2022-07-07 12:48:00,5.56,5.90409,1.7707441187050383,trailing_stop_small_calls
6
+ lev_12,leveraged,2022-07-06 18:28:00,2022-07-07 12:48:00,5.57,5.90409,1.7256081328545767,trailing_stop_small_calls
7
+ lev_14,leveraged,2022-07-07 02:29:00,2022-07-07 12:48:00,5.64,5.90409,1.3373293085106404,trailing_stop_small_calls
8
+ lev_10,leveraged,2022-07-06 10:01:00,2022-07-07 12:54:00,5.69,5.97402,1.4179717750439362,trailing_stop_small_calls
9
+ lev_16,leveraged,2022-07-07 11:10:00,2022-07-07 14:07:00,5.75,6.02397,1.3679792869565233,trailing_stop_small_calls
10
+ lev_17,leveraged,2022-07-07 11:10:00,2022-07-07 14:07:00,5.75,6.02397,1.3679792869565233,trailing_stop_small_calls
11
+ spot_5,spot,2022-07-05 16:38:00,2022-07-08 19:07:00,5.4,6.553439999999999,4.2277279999999955,spot_profit_target
12
+ spot_1,spot,2022-07-04 22:44:00,2022-07-08 19:10:00,5.55,6.66333,3.9679880000000014,spot_profit_target
13
+ spot_7,spot,2022-07-06 01:09:00,2022-07-08 19:11:00,5.56,6.6733199999999995,3.96074345323741,spot_profit_target
14
+ lev_19,leveraged,2022-07-07 19:23:00,2022-07-08 19:12:00,6.18,6.56343,1.7874493689320419,trailing_stop_small_calls
15
+ lev_21,leveraged,2022-07-08 03:59:00,2022-07-08 19:12:00,6.29,6.56343,1.2368135294117661,trailing_stop_small_calls
16
+ lev_23,leveraged,2022-07-08 12:00:00,2022-07-08 19:12:00,6.17,6.56343,1.8510368071312822,trailing_stop_small_calls
17
+ spot_11,spot,2022-07-06 18:28:00,2022-07-08 19:45:00,5.57,6.6833100000000005,3.9535249192100546,spot_profit_target
18
+ spot_3,spot,2022-07-05 07:57:00,2022-07-08 20:00:00,5.62,6.74325,3.9533336298932373,spot_profit_target
19
+ spot_9,spot,2022-07-06 10:01:00,2022-07-08 20:14:00,5.69,6.82317,3.939039824253075,spot_profit_target
20
+ spot_13,spot,2022-07-07 02:29:00,2022-07-08 20:14:00,5.64,6.82317,4.15144265957447,spot_profit_target
21
+ spot_15,spot,2022-07-07 11:10:00,2022-07-08 20:16:00,5.75,6.95304,4.140302469565216,spot_profit_target
22
+ spot_18,spot,2022-07-07 19:23:00,2022-07-08 20:34:00,6.18,7.4225699999999994,3.9772408737864073,spot_profit_target
23
+ spot_22,spot,2022-07-08 12:00:00,2022-07-08 20:34:00,6.17,7.4225699999999994,4.016134294975687,spot_profit_target
24
+ lev_29,leveraged,2022-07-09 17:27:00,2022-07-11 21:54:00,7.22,6.28371,-3.98251126038781,liquidated_tech_error_on_call
25
+ lev_33,leveraged,2022-07-10 11:16:00,2022-07-15 00:50:00,6.62,6.98301,1.5054153625377644,trailing_stop_small_calls
26
+ lev_31,leveraged,2022-07-10 02:09:00,2022-07-15 09:35:00,6.77,7.042949999999999,1.0583177991137362,trailing_stop_small_calls
27
+ lev_27,leveraged,2022-07-09 08:00:00,2022-07-16 15:12:00,6.99,7.31268,1.1975078111587985,trailing_stop_small_calls
28
+ spot_20,spot,2022-07-08 03:59:00,2022-07-17 22:40:00,6.29,7.57242,4.033569411764707,spot_profit_target
29
+ lev_25,leveraged,2022-07-08 21:36:00,2022-07-18 10:21:00,7.28,7.68231,1.4282130082417577,trailing_stop_moderate_calls
30
+ lev_41,leveraged,2022-07-28 01:01:00,2022-07-28 16:32:00,7.06,7.34265,1.1338612606232306,trailing_stop_small_calls
31
+ lev_43,leveraged,2022-07-28 09:39:00,2022-07-28 16:32:00,7.06,7.34265,1.1398612606232306,trailing_stop_small_calls
32
+ lev_45,leveraged,2022-07-28 19:22:00,2022-07-29 05:50:00,7.28,7.5924,1.2200752747252719,trailing_stop_small_calls
33
+ lev_49,leveraged,2022-07-29 17:19:00,2022-07-29 23:13:00,7.08,7.46253,1.5592689406779665,trailing_stop_small_calls
34
+ lev_47,leveraged,2022-07-29 08:15:00,2022-07-29 23:27:00,7.21,7.56243,1.3989552149791955,trailing_stop_small_calls
35
+ lev_37,leveraged,2022-07-18 19:27:00,2022-07-29 23:35:00,7.29,7.722270000000001,1.5191100000000033,trailing_stop_moderate_calls
36
+ lev_39,leveraged,2022-07-19 03:30:00,2022-07-29 23:47:00,7.32,7.76223,1.5586056147540959,trailing_stop_moderate_calls
37
+ spot_32,spot,2022-07-10 11:16:00,2022-07-29 23:48:00,6.62,8.01198,4.161172265861025,spot_profit_target
38
+ spot_30,spot,2022-07-10 02:09:00,2022-07-29 23:50:00,6.77,8.16183,4.067645997045792,spot_profit_target
39
+ lev_35,leveraged,2022-07-18 11:25:00,2022-07-30 00:03:00,7.76,8.27172,1.712320670103094,trailing_stop_moderate_calls
40
+ spot_26,spot,2022-07-09 08:00:00,2022-07-30 00:21:00,6.99,8.38161,3.9377350214592277,spot_profit_target
41
+ spot_40,spot,2022-07-28 01:01:00,2022-07-30 00:22:00,7.06,8.511479999999999,4.067729518413596,spot_profit_target
42
+ spot_42,spot,2022-07-28 09:39:00,2022-07-30 00:22:00,7.06,8.511479999999999,4.067729518413596,spot_profit_target
43
+ spot_48,spot,2022-07-29 17:19:00,2022-07-30 00:22:00,7.08,8.511479999999999,3.9996850847457592,spot_profit_target
44
+ spot_46,spot,2022-07-29 08:15:00,2022-07-30 00:33:00,7.21,8.65134,3.954171040221912,spot_profit_target
45
+ spot_28,spot,2022-07-09 17:27:00,2022-07-30 00:34:00,7.22,8.71128,4.086838559556789,spot_profit_target
46
+ spot_24,spot,2022-07-08 21:36:00,2022-07-30 00:36:00,7.28,8.75124,3.9978262637362607,spot_profit_target
47
+ spot_36,spot,2022-07-18 19:27:00,2022-07-30 00:36:00,7.29,8.75124,3.9648799999999977,spot_profit_target
48
+ spot_44,spot,2022-07-28 19:22:00,2022-07-30 00:36:00,7.28,8.75124,3.9978262637362607,spot_profit_target
49
+ spot_38,spot,2022-07-19 03:30:00,2022-07-30 03:40:00,7.32,8.80119,4.002920245901639,spot_profit_target
50
+ lev_51,leveraged,2022-07-30 03:19:00,2022-07-30 03:49:00,8.54,8.881110000000001,1.1370804098360736,trailing_stop_small_calls
51
+ lev_53,leveraged,2022-07-30 11:22:00,2022-07-30 17:08:00,8.09,8.6913,2.1675600741656376,trailing_stop_small_calls
52
+ lev_55,leveraged,2022-07-30 20:55:00,2022-07-31 12:45:00,8.35,8.71128,1.230713964071859,trailing_stop_small_calls
53
+ lev_57,leveraged,2022-07-31 04:57:00,2022-07-31 12:48:00,8.37,8.76123,1.3408558064516138,trailing_stop_small_calls
54
+ spot_34,spot,2022-07-18 11:25:00,2022-07-31 16:14:00,7.76,9.38061,4.132653067010312,spot_profit_target
55
+ lev_59,leveraged,2022-07-31 14:24:00,2022-07-31 16:16:00,8.81,9.41058,1.983062724177068,trailing_stop_small_calls
56
+ spot_52,spot,2022-07-30 11:22:00,2022-07-31 16:20:00,8.09,9.74025,4.035648331273176,spot_profit_target
57
+ lev_63,leveraged,2022-08-01 13:35:00,2022-08-06 04:49:00,8.2,8.58141,1.2560070365853684,trailing_stop_small_calls
58
+ lev_65,leveraged,2022-08-11 05:06:00,2022-08-15 04:00:00,8.62,6.43356,-7.72781053364269,liquidated_tech_error_on_call
59
+ lev_67,leveraged,2022-08-16 11:06:00,2022-08-17 06:01:00,7.8,8.17182,1.3566468461538481,trailing_stop_small_calls
60
+ lev_69,leveraged,2022-08-16 19:13:00,2022-08-17 06:01:00,7.77,8.17182,1.4838771428571458,trailing_stop_small_calls
61
+ lev_61,leveraged,2022-08-01 00:50:00,2022-08-20 19:37:00,8.93,6.0839099999999995,-9.965771254199332,liquidated_max_calls_reached
62
+ lev_71,leveraged,2022-08-17 03:43:00,2022-09-18 21:11:00,7.96,5.4945,-9.930793341708542,liquidated_max_calls_reached
ICP-USDT_USDT_2022-07-24_to_2022-10-22/balance_sheet.txt ADDED
@@ -0,0 +1,525 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ================================================================================
2
+ PORTFOLIO BALANCE SHEET LOG
3
+ ================================================================================
4
+ Backtest Run Time: 2025-08-11 13:04:43
5
+ Initial Portfolio Funds: $1,000.00
6
+ --------------------------------------------------------------------------------
7
+
8
+ [2025-08-11 13:04:43] - INITIAL STATE
9
+ - PORTFOLIO STATE: Total Equity: $1,000.00 | Cash: $1,000.00 | In Positions: $0.00 (Utilization: 0.00%)
10
+
11
+ [2022-07-27 06:34:00] - NEW SPOT ENTRY (ID: spot_1)
12
+ - Details: Invested $20.00 for 3.076923 units @ $6.5000
13
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$980.00 | In Positions=$20.00 (Utilization: 2.00%)
14
+
15
+ [2022-07-27 06:34:00] - NEW LEVERAGED ENTRY (ID: lev_2)
16
+ - Details: Size=$30.00 @ $6.5000
17
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
18
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$970.00 | In Positions=$30.00 (Utilization: 3.00%)
19
+
20
+ [2022-07-27 18:55:00] - PROFIT TAKE (LEVERAGED ID: lev_2)
21
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $6.8731
22
+ - P&L BREAKDOWN:
23
+ - Gross PnL: $ 1.72
24
+ - Slippage Cost: ($ -0.03)
25
+ - Transaction Fees: ($ -0.06)
26
+ - Borrowing Fees Paid: ($ -0.01)
27
+ ---------------------------------------
28
+ - Net PnL: $ 1.65
29
+ - Capital Returned to Cash: $11.65
30
+ - PORTFOLIO STATE: Total Equity=$1,002.82 | Cash=$981.65 | In Positions=$20.00 (Utilization: 2.11%)
31
+
32
+ [2022-07-27 20:02:00] - NEW SPOT ENTRY (ID: spot_3)
33
+ - Details: Invested $20.00 for 2.919708 units @ $6.8500
34
+ - PORTFOLIO STATE: Total Equity=$1,002.73 | Cash=$961.65 | In Positions=$40.00 (Utilization: 4.10%)
35
+
36
+ [2022-07-27 20:02:00] - NEW LEVERAGED ENTRY (ID: lev_4)
37
+ - Details: Size=$30.00 @ $6.8500
38
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
39
+ - PORTFOLIO STATE: Total Equity=$1,002.73 | Cash=$951.65 | In Positions=$50.00 (Utilization: 5.09%)
40
+
41
+ [2022-07-28 03:29:00] - PROFIT TAKE (LEVERAGED ID: lev_4)
42
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.2328
43
+ - P&L BREAKDOWN:
44
+ - Gross PnL: $ 1.68
45
+ - Slippage Cost: ($ -0.03)
46
+ - Transaction Fees: ($ -0.06)
47
+ - Borrowing Fees Paid: ($ -0.00)
48
+ ---------------------------------------
49
+ - Net PnL: $ 1.61
50
+ - Capital Returned to Cash: $11.61
51
+ - PORTFOLIO STATE: Total Equity=$1,006.68 | Cash=$963.26 | In Positions=$40.00 (Utilization: 4.31%)
52
+
53
+ [2022-07-28 04:49:00] - NEW SPOT ENTRY (ID: spot_5)
54
+ - Details: Invested $20.00 for 2.805049 units @ $7.1300
55
+ - PORTFOLIO STATE: Total Equity=$1,006.02 | Cash=$943.26 | In Positions=$60.00 (Utilization: 6.24%)
56
+
57
+ [2022-07-28 04:49:00] - NEW LEVERAGED ENTRY (ID: lev_6)
58
+ - Details: Size=$30.00 @ $7.1300
59
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
60
+ - PORTFOLIO STATE: Total Equity=$1,006.02 | Cash=$933.26 | In Positions=$70.00 (Utilization: 7.23%)
61
+
62
+ [2022-07-28 17:06:00] - NEW SPOT ENTRY (ID: spot_7)
63
+ - Details: Invested $20.00 for 2.713704 units @ $7.3700
64
+ - PORTFOLIO STATE: Total Equity=$1,009.14 | Cash=$913.26 | In Positions=$90.00 (Utilization: 9.40%)
65
+
66
+ [2022-07-28 17:06:00] - NEW LEVERAGED ENTRY (ID: lev_8)
67
+ - Details: Size=$30.00 @ $7.3700
68
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
69
+ - PORTFOLIO STATE: Total Equity=$1,009.14 | Cash=$903.26 | In Positions=$100.00 (Utilization: 10.39%)
70
+
71
+ [2022-07-29 01:10:00] - PROFIT TAKE (LEVERAGED ID: lev_6)
72
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.4525
73
+ - P&L BREAKDOWN:
74
+ - Gross PnL: $ 1.36
75
+ - Slippage Cost: ($ -0.03)
76
+ - Transaction Fees: ($ -0.06)
77
+ - Borrowing Fees Paid: ($ -0.01)
78
+ ---------------------------------------
79
+ - Net PnL: $ 1.28
80
+ - Capital Returned to Cash: $11.28
81
+ - PORTFOLIO STATE: Total Equity=$1,010.80 | Cash=$914.53 | In Positions=$90.00 (Utilization: 9.49%)
82
+
83
+ [2022-07-29 02:10:00] - NEW SPOT ENTRY (ID: spot_9)
84
+ - Details: Invested $20.00 for 2.684564 units @ $7.4500
85
+ - PORTFOLIO STATE: Total Equity=$1,010.64 | Cash=$894.53 | In Positions=$110.00 (Utilization: 11.46%)
86
+
87
+ [2022-07-29 02:10:00] - NEW LEVERAGED ENTRY (ID: lev_10)
88
+ - Details: Size=$30.00 @ $7.4500
89
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
90
+ - PORTFOLIO STATE: Total Equity=$1,010.64 | Cash=$884.53 | In Positions=$120.00 (Utilization: 12.45%)
91
+
92
+ [2022-07-29 10:46:00] - NEW SPOT ENTRY (ID: spot_11)
93
+ - Details: Invested $20.00 for 2.739726 units @ $7.3000
94
+ - PORTFOLIO STATE: Total Equity=$1,007.29 | Cash=$864.52 | In Positions=$140.00 (Utilization: 14.26%)
95
+
96
+ [2022-07-29 10:46:00] - NEW LEVERAGED ENTRY (ID: lev_12)
97
+ - Details: Size=$30.00 @ $7.3000
98
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
99
+ - PORTFOLIO STATE: Total Equity=$1,007.29 | Cash=$854.52 | In Positions=$150.00 (Utilization: 15.25%)
100
+
101
+ [2022-07-29 19:07:00] - NEW SPOT ENTRY (ID: spot_13)
102
+ - Details: Invested $20.00 for 2.793296 units @ $7.1600
103
+ - PORTFOLIO STATE: Total Equity=$1,003.19 | Cash=$834.50 | In Positions=$170.00 (Utilization: 17.07%)
104
+
105
+ [2022-07-29 19:07:00] - NEW LEVERAGED ENTRY (ID: lev_14)
106
+ - Details: Size=$30.00 @ $7.1600
107
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
108
+ - PORTFOLIO STATE: Total Equity=$1,003.19 | Cash=$824.50 | In Positions=$180.00 (Utilization: 18.07%)
109
+
110
+ [2022-07-29 23:13:00] - PROFIT TAKE (LEVERAGED ID: lev_14)
111
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.4625
112
+ - P&L BREAKDOWN:
113
+ - Gross PnL: $ 1.27
114
+ - Slippage Cost: ($ -0.03)
115
+ - Transaction Fees: ($ -0.06)
116
+ - Borrowing Fees Paid: ($ -0.00)
117
+ ---------------------------------------
118
+ - Net PnL: $ 1.21
119
+ - Capital Returned to Cash: $11.21
120
+ - PORTFOLIO STATE: Total Equity=$1,014.30 | Cash=$835.71 | In Positions=$170.00 (Utilization: 17.49%)
121
+
122
+ [2022-07-29 23:35:00] - PROFIT TAKE (LEVERAGED ID: lev_8)
123
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.7223
124
+ - P&L BREAKDOWN:
125
+ - Gross PnL: $ 1.43
126
+ - Slippage Cost: ($ -0.03)
127
+ - Transaction Fees: ($ -0.06)
128
+ - Borrowing Fees Paid: ($ -0.02)
129
+ ---------------------------------------
130
+ - Net PnL: $ 1.35
131
+ - Capital Returned to Cash: $11.35
132
+ - PORTFOLIO STATE: Total Equity=$1,022.49 | Cash=$847.06 | In Positions=$160.00 (Utilization: 16.87%)
133
+
134
+ [2022-07-29 23:35:00] - PROFIT TAKE (LEVERAGED ID: lev_12)
135
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.7223
136
+ - P&L BREAKDOWN:
137
+ - Gross PnL: $ 1.74
138
+ - Slippage Cost: ($ -0.03)
139
+ - Transaction Fees: ($ -0.06)
140
+ - Borrowing Fees Paid: ($ -0.01)
141
+ ---------------------------------------
142
+ - Net PnL: $ 1.67
143
+ - Capital Returned to Cash: $11.67
144
+ - PORTFOLIO STATE: Total Equity=$1,022.39 | Cash=$858.73 | In Positions=$150.00 (Utilization: 15.90%)
145
+
146
+ [2022-07-29 23:44:00] - PROFIT TAKE (SPOT ID: spot_1)
147
+ - Reason: 'spot_profit_target' @ Exit Price $7.8421
148
+ - P&L BREAKDOWN:
149
+ - Gross PnL: $ 4.13
150
+ - Slippage Cost: ($ -0.02)
151
+ - Transaction Fees: ($ -0.04)
152
+ ---------------------------------------
153
+ - Net PnL: $ 4.09
154
+ - Capital Returned to Cash: $24.09
155
+ - PORTFOLIO STATE: Total Equity=$1,025.17 | Cash=$882.81 | In Positions=$130.00 (Utilization: 13.73%)
156
+
157
+ [2022-07-29 23:47:00] - PROFIT TAKE (LEVERAGED ID: lev_10)
158
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $7.7622
159
+ - P&L BREAKDOWN:
160
+ - Gross PnL: $ 1.26
161
+ - Slippage Cost: ($ -0.03)
162
+ - Transaction Fees: ($ -0.06)
163
+ - Borrowing Fees Paid: ($ -0.01)
164
+ ---------------------------------------
165
+ - Net PnL: $ 1.18
166
+ - Capital Returned to Cash: $11.18
167
+ - PORTFOLIO STATE: Total Equity=$1,023.41 | Cash=$894.00 | In Positions=$120.00 (Utilization: 12.65%)
168
+
169
+ [2022-07-30 00:02:00] - PROFIT TAKE (SPOT ID: spot_3)
170
+ - Reason: 'spot_profit_target' @ Exit Price $8.3317
171
+ - P&L BREAKDOWN:
172
+ - Gross PnL: $ 4.33
173
+ - Slippage Cost: ($ -0.02)
174
+ - Transaction Fees: ($ -0.04)
175
+ ---------------------------------------
176
+ - Net PnL: $ 4.28
177
+ - Capital Returned to Cash: $24.28
178
+ - PORTFOLIO STATE: Total Equity=$1,032.84 | Cash=$918.28 | In Positions=$100.00 (Utilization: 11.09%)
179
+
180
+ [2022-07-30 00:24:00] - PROFIT TAKE (SPOT ID: spot_5)
181
+ - Reason: 'spot_profit_target' @ Exit Price $8.5614
182
+ - P&L BREAKDOWN:
183
+ - Gross PnL: $ 4.02
184
+ - Slippage Cost: ($ -0.02)
185
+ - Transaction Fees: ($ -0.04)
186
+ ---------------------------------------
187
+ - Net PnL: $ 3.97
188
+ - Capital Returned to Cash: $23.97
189
+ - PORTFOLIO STATE: Total Equity=$1,035.93 | Cash=$942.25 | In Positions=$80.00 (Utilization: 9.04%)
190
+
191
+ [2022-07-30 00:32:00] - PROFIT TAKE (SPOT ID: spot_13)
192
+ - Reason: 'spot_profit_target' @ Exit Price $8.6014
193
+ - P&L BREAKDOWN:
194
+ - Gross PnL: $ 4.03
195
+ - Slippage Cost: ($ -0.02)
196
+ - Transaction Fees: ($ -0.04)
197
+ ---------------------------------------
198
+ - Net PnL: $ 3.98
199
+ - Capital Returned to Cash: $23.98
200
+ - PORTFOLIO STATE: Total Equity=$1,036.30 | Cash=$966.23 | In Positions=$60.00 (Utilization: 6.76%)
201
+
202
+ [2022-07-30 03:19:00] - NEW SPOT ENTRY (ID: spot_15)
203
+ - Details: Invested $20.00 for 2.341920 units @ $8.5400
204
+ - PORTFOLIO STATE: Total Equity=$1,035.73 | Cash=$946.23 | In Positions=$80.00 (Utilization: 8.64%)
205
+
206
+ [2022-07-30 03:19:00] - NEW LEVERAGED ENTRY (ID: lev_16)
207
+ - Details: Size=$30.00 @ $8.5400
208
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
209
+ - PORTFOLIO STATE: Total Equity=$1,035.73 | Cash=$936.23 | In Positions=$90.00 (Utilization: 9.61%)
210
+
211
+ [2022-07-30 03:40:00] - PROFIT TAKE (SPOT ID: spot_11)
212
+ - Reason: 'spot_profit_target' @ Exit Price $8.8012
213
+ - P&L BREAKDOWN:
214
+ - Gross PnL: $ 4.11
215
+ - Slippage Cost: ($ -0.02)
216
+ - Transaction Fees: ($ -0.04)
217
+ ---------------------------------------
218
+ - Net PnL: $ 4.07
219
+ - Capital Returned to Cash: $24.07
220
+ - PORTFOLIO STATE: Total Equity=$1,039.44 | Cash=$960.30 | In Positions=$70.00 (Utilization: 7.52%)
221
+
222
+ [2022-07-30 03:41:00] - PROFIT TAKE (SPOT ID: spot_7)
223
+ - Reason: 'spot_profit_target' @ Exit Price $8.8511
224
+ - P&L BREAKDOWN:
225
+ - Gross PnL: $ 4.02
226
+ - Slippage Cost: ($ -0.02)
227
+ - Transaction Fees: ($ -0.04)
228
+ ---------------------------------------
229
+ - Net PnL: $ 3.98
230
+ - Capital Returned to Cash: $23.98
231
+ - PORTFOLIO STATE: Total Equity=$1,039.93 | Cash=$984.28 | In Positions=$50.00 (Utilization: 5.24%)
232
+
233
+ [2022-07-30 03:45:00] - PROFIT TAKE (SPOT ID: spot_9)
234
+ - Reason: 'spot_profit_target' @ Exit Price $8.9410
235
+ - P&L BREAKDOWN:
236
+ - Gross PnL: $ 4.00
237
+ - Slippage Cost: ($ -0.02)
238
+ - Transaction Fees: ($ -0.04)
239
+ ---------------------------------------
240
+ - Net PnL: $ 3.96
241
+ - Capital Returned to Cash: $23.96
242
+ - PORTFOLIO STATE: Total Equity=$1,040.64 | Cash=$1,008.23 | In Positions=$30.00 (Utilization: 2.98%)
243
+
244
+ [2022-07-30 03:49:00] - PROFIT TAKE (LEVERAGED ID: lev_16)
245
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.8811
246
+ - P&L BREAKDOWN:
247
+ - Gross PnL: $ 1.20
248
+ - Slippage Cost: ($ -0.03)
249
+ - Transaction Fees: ($ -0.06)
250
+ - Borrowing Fees Paid: ($ -0.00)
251
+ ---------------------------------------
252
+ - Net PnL: $ 1.14
253
+ - Capital Returned to Cash: $11.14
254
+ - PORTFOLIO STATE: Total Equity=$1,040.19 | Cash=$1,019.37 | In Positions=$20.00 (Utilization: 2.00%)
255
+
256
+ [2022-07-30 11:22:00] - NEW SPOT ENTRY (ID: spot_17)
257
+ - Details: Invested $20.00 for 2.472188 units @ $8.0900
258
+ - PORTFOLIO STATE: Total Equity=$1,038.32 | Cash=$999.37 | In Positions=$40.00 (Utilization: 3.75%)
259
+
260
+ [2022-07-30 11:22:00] - NEW LEVERAGED ENTRY (ID: lev_18)
261
+ - Details: Size=$30.00 @ $8.0900
262
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
263
+ - PORTFOLIO STATE: Total Equity=$1,038.32 | Cash=$989.37 | In Positions=$50.00 (Utilization: 4.71%)
264
+
265
+ [2022-07-30 17:08:00] - PROFIT TAKE (LEVERAGED ID: lev_18)
266
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.6913
267
+ - P&L BREAKDOWN:
268
+ - Gross PnL: $ 2.23
269
+ - Slippage Cost: ($ -0.03)
270
+ - Transaction Fees: ($ -0.06)
271
+ - Borrowing Fees Paid: ($ -0.00)
272
+ ---------------------------------------
273
+ - Net PnL: $ 2.17
274
+ - Capital Returned to Cash: $12.17
275
+ - PORTFOLIO STATE: Total Equity=$1,043.42 | Cash=$1,001.54 | In Positions=$40.00 (Utilization: 4.01%)
276
+
277
+ [2022-07-30 20:55:00] - NEW SPOT ENTRY (ID: spot_19)
278
+ - Details: Invested $20.00 for 2.395210 units @ $8.3500
279
+ - PORTFOLIO STATE: Total Equity=$1,041.74 | Cash=$981.54 | In Positions=$60.00 (Utilization: 5.78%)
280
+
281
+ [2022-07-30 20:55:00] - NEW LEVERAGED ENTRY (ID: lev_20)
282
+ - Details: Size=$30.00 @ $8.3500
283
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
284
+ - PORTFOLIO STATE: Total Equity=$1,041.74 | Cash=$971.54 | In Positions=$70.00 (Utilization: 6.74%)
285
+
286
+ [2022-07-31 04:57:00] - NEW SPOT ENTRY (ID: spot_21)
287
+ - Details: Invested $20.00 for 2.389486 units @ $8.3700
288
+ - PORTFOLIO STATE: Total Equity=$1,041.95 | Cash=$951.53 | In Positions=$90.00 (Utilization: 8.67%)
289
+
290
+ [2022-07-31 04:57:00] - NEW LEVERAGED ENTRY (ID: lev_22)
291
+ - Details: Size=$30.00 @ $8.3700
292
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
293
+ - PORTFOLIO STATE: Total Equity=$1,041.95 | Cash=$941.53 | In Positions=$100.00 (Utilization: 9.63%)
294
+
295
+ [2022-07-31 12:45:00] - PROFIT TAKE (LEVERAGED ID: lev_20)
296
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.7113
297
+ - P&L BREAKDOWN:
298
+ - Gross PnL: $ 1.30
299
+ - Slippage Cost: ($ -0.03)
300
+ - Transaction Fees: ($ -0.06)
301
+ - Borrowing Fees Paid: ($ -0.01)
302
+ ---------------------------------------
303
+ - Net PnL: $ 1.23
304
+ - Capital Returned to Cash: $11.23
305
+ - PORTFOLIO STATE: Total Equity=$1,047.72 | Cash=$952.76 | In Positions=$90.00 (Utilization: 8.94%)
306
+
307
+ [2022-07-31 12:48:00] - PROFIT TAKE (LEVERAGED ID: lev_22)
308
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.7612
309
+ - P&L BREAKDOWN:
310
+ - Gross PnL: $ 1.40
311
+ - Slippage Cost: ($ -0.03)
312
+ - Transaction Fees: ($ -0.06)
313
+ - Borrowing Fees Paid: ($ -0.00)
314
+ ---------------------------------------
315
+ - Net PnL: $ 1.34
316
+ - Capital Returned to Cash: $11.34
317
+ - PORTFOLIO STATE: Total Equity=$1,048.29 | Cash=$964.11 | In Positions=$80.00 (Utilization: 8.03%)
318
+
319
+ [2022-07-31 14:24:00] - NEW SPOT ENTRY (ID: spot_23)
320
+ - Details: Invested $20.00 for 2.270148 units @ $8.8100
321
+ - PORTFOLIO STATE: Total Equity=$1,048.67 | Cash=$944.11 | In Positions=$100.00 (Utilization: 9.97%)
322
+
323
+ [2022-07-31 14:24:00] - NEW LEVERAGED ENTRY (ID: lev_24)
324
+ - Details: Size=$30.00 @ $8.8100
325
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
326
+ - PORTFOLIO STATE: Total Equity=$1,048.67 | Cash=$934.11 | In Positions=$110.00 (Utilization: 10.92%)
327
+
328
+ [2022-07-31 16:16:00] - PROFIT TAKE (LEVERAGED ID: lev_24)
329
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $9.4106
330
+ - P&L BREAKDOWN:
331
+ - Gross PnL: $ 2.05
332
+ - Slippage Cost: ($ -0.03)
333
+ - Transaction Fees: ($ -0.06)
334
+ - Borrowing Fees Paid: ($ -0.00)
335
+ ---------------------------------------
336
+ - Net PnL: $ 1.98
337
+ - Capital Returned to Cash: $11.98
338
+ - PORTFOLIO STATE: Total Equity=$1,057.89 | Cash=$946.09 | In Positions=$100.00 (Utilization: 10.57%)
339
+
340
+ [2022-07-31 16:20:00] - PROFIT TAKE (SPOT ID: spot_17)
341
+ - Reason: 'spot_profit_target' @ Exit Price $9.7402
342
+ - P&L BREAKDOWN:
343
+ - Gross PnL: $ 4.08
344
+ - Slippage Cost: ($ -0.02)
345
+ - Transaction Fees: ($ -0.04)
346
+ ---------------------------------------
347
+ - Net PnL: $ 4.04
348
+ - Capital Returned to Cash: $24.04
349
+ - PORTFOLIO STATE: Total Equity=$1,061.74 | Cash=$970.12 | In Positions=$80.00 (Utilization: 8.63%)
350
+
351
+ [2022-08-01 00:50:00] - NEW SPOT ENTRY (ID: spot_25)
352
+ - Details: Invested $20.00 for 2.239642 units @ $8.9300
353
+ - PORTFOLIO STATE: Total Equity=$1,054.04 | Cash=$950.12 | In Positions=$100.00 (Utilization: 9.86%)
354
+
355
+ [2022-08-01 00:50:00] - NEW LEVERAGED ENTRY (ID: lev_26)
356
+ - Details: Size=$30.00 @ $8.9300
357
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
358
+ - PORTFOLIO STATE: Total Equity=$1,054.04 | Cash=$940.12 | In Positions=$110.00 (Utilization: 10.81%)
359
+
360
+ [2022-08-01 13:35:00] - NEW SPOT ENTRY (ID: spot_27)
361
+ - Details: Invested $20.00 for 2.439024 units @ $8.2000
362
+ - PORTFOLIO STATE: Total Equity=$1,043.08 | Cash=$920.12 | In Positions=$130.00 (Utilization: 12.02%)
363
+
364
+ [2022-08-01 13:35:00] - NEW LEVERAGED ENTRY (ID: lev_28)
365
+ - Details: Size=$30.00 @ $8.2000
366
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
367
+ - PORTFOLIO STATE: Total Equity=$1,043.08 | Cash=$910.12 | In Positions=$140.00 (Utilization: 12.98%)
368
+
369
+ [2022-08-06 04:49:00] - PROFIT TAKE (LEVERAGED ID: lev_28)
370
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.5814
371
+ - P&L BREAKDOWN:
372
+ - Gross PnL: $ 1.40
373
+ - Slippage Cost: ($ -0.03)
374
+ - Transaction Fees: ($ -0.06)
375
+ - Borrowing Fees Paid: ($ -0.08)
376
+ ---------------------------------------
377
+ - Net PnL: $ 1.26
378
+ - Capital Returned to Cash: $11.26
379
+ - PORTFOLIO STATE: Total Equity=$1,050.98 | Cash=$921.21 | In Positions=$130.00 (Utilization: 12.46%)
380
+
381
+ [2022-08-11 05:06:00] - NEW SPOT ENTRY (ID: spot_29)
382
+ - Details: Invested $20.00 for 2.320186 units @ $8.6200
383
+ - PORTFOLIO STATE: Total Equity=$1,051.41 | Cash=$901.12 | In Positions=$150.00 (Utilization: 14.39%)
384
+
385
+ [2022-08-11 05:06:00] - NEW LEVERAGED ENTRY (ID: lev_30)
386
+ - Details: Size=$30.00 @ $8.6200
387
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
388
+ - PORTFOLIO STATE: Total Equity=$1,051.41 | Cash=$891.12 | In Positions=$160.00 (Utilization: 15.34%)
389
+
390
+ [2022-08-16 11:06:00] - NEW SPOT ENTRY (ID: spot_31)
391
+ - Details: Invested $20.00 for 2.564103 units @ $7.8000
392
+ - PORTFOLIO STATE: Total Equity=$1,032.17 | Cash=$870.94 | In Positions=$180.00 (Utilization: 16.27%)
393
+
394
+ [2022-08-16 11:06:00] - NEW LEVERAGED ENTRY (ID: lev_32)
395
+ - Details: Size=$30.00 @ $7.8000
396
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
397
+ - PORTFOLIO STATE: Total Equity=$1,032.17 | Cash=$860.94 | In Positions=$190.00 (Utilization: 17.23%)
398
+
399
+ [2022-08-16 19:13:00] - NEW SPOT ENTRY (ID: spot_33)
400
+ - Details: Invested $20.00 for 2.574003 units @ $7.7700
401
+ - PORTFOLIO STATE: Total Equity=$1,031.26 | Cash=$840.92 | In Positions=$210.00 (Utilization: 19.13%)
402
+
403
+ [2022-08-16 19:13:00] - NEW LEVERAGED ENTRY (ID: lev_34)
404
+ - Details: Size=$30.00 @ $7.7700
405
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
406
+ - PORTFOLIO STATE: Total Equity=$1,031.26 | Cash=$830.92 | In Positions=$220.00 (Utilization: 20.10%)
407
+
408
+ [2022-08-17 03:43:00] - NEW SPOT ENTRY (ID: spot_35)
409
+ - Details: Invested $20.00 for 2.512563 units @ $7.9600
410
+ - PORTFOLIO STATE: Total Equity=$1,038.10 | Cash=$810.89 | In Positions=$240.00 (Utilization: 22.29%)
411
+
412
+ [2022-08-17 03:43:00] - NEW LEVERAGED ENTRY (ID: lev_36)
413
+ - Details: Size=$30.00 @ $7.9600
414
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
415
+ - PORTFOLIO STATE: Total Equity=$1,038.10 | Cash=$800.89 | In Positions=$250.00 (Utilization: 23.25%)
416
+
417
+ [2022-08-17 06:01:00] - PROFIT TAKE (LEVERAGED ID: lev_32)
418
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.1718
419
+ - P&L BREAKDOWN:
420
+ - Gross PnL: $ 1.43
421
+ - Slippage Cost: ($ -0.03)
422
+ - Transaction Fees: ($ -0.06)
423
+ - Borrowing Fees Paid: ($ -0.01)
424
+ ---------------------------------------
425
+ - Net PnL: $ 1.36
426
+ - Capital Returned to Cash: $11.36
427
+ - PORTFOLIO STATE: Total Equity=$1,047.30 | Cash=$812.24 | In Positions=$240.00 (Utilization: 22.60%)
428
+
429
+ [2022-08-17 06:01:00] - PROFIT TAKE (LEVERAGED ID: lev_34)
430
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $8.1718
431
+ - P&L BREAKDOWN:
432
+ - Gross PnL: $ 1.55
433
+ - Slippage Cost: ($ -0.03)
434
+ - Transaction Fees: ($ -0.06)
435
+ - Borrowing Fees Paid: ($ -0.01)
436
+ ---------------------------------------
437
+ - Net PnL: $ 1.48
438
+ - Capital Returned to Cash: $11.48
439
+ - PORTFOLIO STATE: Total Equity=$1,047.21 | Cash=$823.73 | In Positions=$230.00 (Utilization: 21.65%)
440
+
441
+ [2022-08-17 13:09:00] - NEW SPOT ENTRY (ID: spot_37)
442
+ - Details: Invested $20.00 for 2.631579 units @ $7.6000
443
+ - PORTFOLIO STATE: Total Equity=$1,027.09 | Cash=$803.71 | In Positions=$250.00 (Utilization: 22.66%)
444
+
445
+ [2022-08-17 13:09:00] - NEW LEVERAGED ENTRY (ID: lev_38)
446
+ - Details: Size=$30.00 @ $7.6000
447
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
448
+ - PORTFOLIO STATE: Total Equity=$1,027.09 | Cash=$793.71 | In Positions=$260.00 (Utilization: 23.63%)
449
+
450
+ [2022-08-17 21:49:00] - NEW SPOT ENTRY (ID: spot_39)
451
+ - Details: Invested $20.00 for 2.713704 units @ $7.3700
452
+ - PORTFOLIO STATE: Total Equity=$1,017.58 | Cash=$773.69 | In Positions=$280.00 (Utilization: 25.22%)
453
+
454
+ [2022-08-17 21:49:00] - NEW LEVERAGED ENTRY (ID: lev_40)
455
+ - Details: Size=$30.00 @ $7.3700
456
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
457
+ - PORTFOLIO STATE: Total Equity=$1,017.58 | Cash=$763.69 | In Positions=$290.00 (Utilization: 26.20%)
458
+
459
+ [2022-08-20 19:37:00] - LIQUIDATION (LEVERAGED ID: lev_26)
460
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $6.0839
461
+ - P&L BREAKDOWN:
462
+ - Gross PnL: $ -9.56
463
+ - Slippage Cost: ($ -0.02)
464
+ - Transaction Fees: ($ -0.05)
465
+ - Borrowing Fees Paid: ($ -0.35)
466
+ ---------------------------------------
467
+ - Net PnL: $ -9.97
468
+ - Capital Returned to Cash: $0.03
469
+ - PORTFOLIO STATE: Total Equity=$955.45 | Cash=$763.47 | In Positions=$280.00 (Utilization: 22.92%)
470
+
471
+ [2022-08-26 18:07:00] - LIQUIDATION (LEVERAGED ID: lev_30)
472
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $5.8541
473
+ - P&L BREAKDOWN:
474
+ - Gross PnL: $ -9.63
475
+ - Slippage Cost: ($ -0.02)
476
+ - Transaction Fees: ($ -0.05)
477
+ - Borrowing Fees Paid: ($ -0.28)
478
+ ---------------------------------------
479
+ - Net PnL: $ -9.95
480
+ - Capital Returned to Cash: $0.05
481
+ - PORTFOLIO STATE: Total Equity=$944.40 | Cash=$763.09 | In Positions=$270.00 (Utilization: 21.41%)
482
+
483
+ [2022-09-18 21:11:00] - LIQUIDATION (LEVERAGED ID: lev_36)
484
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $5.4945
485
+ - P&L BREAKDOWN:
486
+ - Gross PnL: $ -9.29
487
+ - Slippage Cost: ($ -0.02)
488
+ - Transaction Fees: ($ -0.05)
489
+ - Borrowing Fees Paid: ($ -0.59)
490
+ ---------------------------------------
491
+ - Net PnL: $ -9.93
492
+ - Capital Returned to Cash: $0.07
493
+ - PORTFOLIO STATE: Total Equity=$927.66 | Cash=$761.91 | In Positions=$260.00 (Utilization: 19.58%)
494
+
495
+ [2022-10-10 22:07:00] - LIQUIDATION (LEVERAGED ID: lev_38)
496
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $5.2977
497
+ - P&L BREAKDOWN:
498
+ - Gross PnL: $ -9.09
499
+ - Slippage Cost: ($ -0.02)
500
+ - Transaction Fees: ($ -0.05)
501
+ - Borrowing Fees Paid: ($ -0.98)
502
+ ---------------------------------------
503
+ - Net PnL: $ -10.12
504
+ - Capital Returned to Cash: $-0.12
505
+ - PORTFOLIO STATE: Total Equity=$918.44 | Cash=$760.99 | In Positions=$250.00 (Utilization: 18.06%)
506
+
507
+ [2022-10-12 12:30:00] - LIQUIDATION (LEVERAGED ID: lev_40)
508
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $5.1488
509
+ - P&L BREAKDOWN:
510
+ - Gross PnL: $ -9.04
511
+ - Slippage Cost: ($ -0.02)
512
+ - Transaction Fees: ($ -0.05)
513
+ - Borrowing Fees Paid: ($ -1.00)
514
+ ---------------------------------------
515
+ - Net PnL: $ -10.09
516
+ - Capital Returned to Cash: $-0.09
517
+ - PORTFOLIO STATE: Total Equity=$912.36 | Cash=$760.88 | In Positions=$240.00 (Utilization: 16.60%)
518
+
519
+ ================================================================================
520
+ BACKTEST COMPLETE
521
+ ================================================================================
522
+ End Time: 2022-10-22 00:00:00
523
+ Final Portfolio Equity: $904.93
524
+ Average Portfolio Utilization: 12.33%
525
+ ================================================================================
ICP-USDT_USDT_2022-07-24_to_2022-10-22/performance_history.csv ADDED
The diff for this file is too large to render. See raw diff
 
ICP-USDT_USDT_2022-07-24_to_2022-10-22/trade_history.csv ADDED
@@ -0,0 +1,29 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ id,type,entry_time,exit_time,entry_price,exit_price,pnl,reason
2
+ lev_2,leveraged,2022-07-27 06:34:00,2022-07-27 18:55:00,6.5,6.87312,1.6543702153846158,trailing_stop_small_calls
3
+ lev_4,leveraged,2022-07-27 20:02:00,2022-07-28 03:29:00,6.85,7.23276,1.6146448467153294,trailing_stop_small_calls
4
+ lev_6,leveraged,2022-07-28 04:49:00,2022-07-29 01:10:00,7.13,7.45254,1.2837536886395513,trailing_stop_small_calls
5
+ lev_14,leveraged,2022-07-29 19:07:00,2022-07-29 23:13:00,7.16,7.46253,1.2063162150837987,trailing_stop_small_calls
6
+ lev_8,leveraged,2022-07-28 17:06:00,2022-07-29 23:35:00,7.37,7.722270000000001,1.3545009362279543,trailing_stop_small_calls
7
+ lev_12,leveraged,2022-07-29 10:46:00,2022-07-29 23:35:00,7.3,7.722270000000001,1.6676208082191823,trailing_stop_small_calls
8
+ spot_1,spot,2022-07-27 06:34:00,2022-07-29 23:44:00,6.5,7.842149999999999,4.085562615384614,spot_profit_target
9
+ lev_10,leveraged,2022-07-29 02:10:00,2022-07-29 23:47:00,7.45,7.76223,1.184044711409394,trailing_stop_small_calls
10
+ spot_3,spot,2022-07-27 20:02:00,2022-07-30 00:02:00,6.85,8.33166,4.281688583941605,spot_profit_target
11
+ spot_5,spot,2022-07-28 04:49:00,2022-07-30 00:24:00,7.13,8.56143,3.9712161851332386,spot_profit_target
12
+ spot_13,spot,2022-07-29 19:07:00,2022-07-30 00:32:00,7.16,8.601389999999999,3.982202821229046,spot_profit_target
13
+ spot_11,spot,2022-07-29 10:46:00,2022-07-30 03:40:00,7.3,8.80119,4.0687364657534255,spot_profit_target
14
+ spot_7,spot,2022-07-28 17:06:00,2022-07-30 03:41:00,7.37,8.85114,3.975356472184529,spot_profit_target
15
+ spot_9,spot,2022-07-29 02:10:00,2022-07-30 03:45:00,7.45,8.941049999999999,3.9588159731543593,spot_profit_target
16
+ lev_16,leveraged,2022-07-30 03:19:00,2022-07-30 03:49:00,8.54,8.881110000000001,1.1370804098360736,trailing_stop_small_calls
17
+ lev_18,leveraged,2022-07-30 11:22:00,2022-07-30 17:08:00,8.09,8.6913,2.1675600741656376,trailing_stop_small_calls
18
+ lev_20,leveraged,2022-07-30 20:55:00,2022-07-31 12:45:00,8.35,8.71128,1.230713964071859,trailing_stop_small_calls
19
+ lev_22,leveraged,2022-07-31 04:57:00,2022-07-31 12:48:00,8.37,8.76123,1.3408558064516138,trailing_stop_small_calls
20
+ lev_24,leveraged,2022-07-31 14:24:00,2022-07-31 16:16:00,8.81,9.41058,1.983062724177068,trailing_stop_small_calls
21
+ spot_17,spot,2022-07-30 11:22:00,2022-07-31 16:20:00,8.09,9.74025,4.035648331273176,spot_profit_target
22
+ lev_28,leveraged,2022-08-01 13:35:00,2022-08-06 04:49:00,8.2,8.58141,1.2560070365853684,trailing_stop_small_calls
23
+ lev_32,leveraged,2022-08-16 11:06:00,2022-08-17 06:01:00,7.8,8.17182,1.3566468461538481,trailing_stop_small_calls
24
+ lev_34,leveraged,2022-08-16 19:13:00,2022-08-17 06:01:00,7.77,8.17182,1.4838771428571458,trailing_stop_small_calls
25
+ lev_26,leveraged,2022-08-01 00:50:00,2022-08-20 19:37:00,8.93,6.0839099999999995,-9.965771254199332,liquidated_max_calls_reached
26
+ lev_30,leveraged,2022-08-11 05:06:00,2022-08-26 18:07:00,8.62,5.85414,-9.952336914153129,liquidated_max_calls_reached
27
+ lev_36,leveraged,2022-08-17 03:43:00,2022-09-18 21:11:00,7.96,5.4945,-9.930793341708542,liquidated_max_calls_reached
28
+ lev_38,leveraged,2022-08-17 13:09:00,2022-10-10 22:07:00,7.6,5.297697,-10.116950119736842,liquidated_max_calls_reached
29
+ lev_40,leveraged,2022-08-17 21:49:00,2022-10-12 12:30:00,7.37,5.148846,-10.088291096336501,liquidated_max_calls_reached
ICP-USDT_USDT_2022-08-20_to_2022-11-18/performance_history.csv ADDED
The diff for this file is too large to render. See raw diff
 
ICP-USDT_USDT_2022-08-30_to_2022-11-28/performance_chart.png ADDED

Git LFS Details

  • SHA256: db7c9813cc12859b52369b1c9ccfe2e6652d1ffb1237df5aa186f858c82db44a
  • Pointer size: 131 Bytes
  • Size of remote file: 187 kB
ICP-USDT_USDT_2022-08-30_to_2022-11-28/trade_history.csv ADDED
@@ -0,0 +1,11 @@
 
 
 
 
 
 
 
 
 
 
 
 
1
+ id,type,entry_time,exit_time,entry_price,exit_price,pnl,reason
2
+ lev_2,leveraged,2022-09-05 22:18:00,2022-09-09 12:16:00,6.74,7.10289,1.493622151335312,trailing_stop_small_calls
3
+ lev_4,leveraged,2022-09-06 07:28:00,2022-09-09 12:28:00,6.9,7.20279,1.201161782608695,trailing_stop_small_calls
4
+ lev_8,leveraged,2022-09-10 15:07:00,2022-09-11 14:02:00,7.05,7.34265,1.1720738297872344,trailing_stop_small_calls
5
+ lev_14,leveraged,2022-09-11 17:18:00,2022-10-12 16:27:00,7.31,5.038956,-9.922969723666212,liquidated_max_calls_reached
6
+ lev_6,leveraged,2022-09-10 04:23:00,2022-10-13 01:51:00,7.18,4.9510440000000004,-9.951873442896934,liquidated_max_calls_reached
7
+ lev_10,leveraged,2022-09-10 23:17:00,2022-10-13 01:51:00,7.19,4.9510440000000004,-9.968616317107092,liquidated_max_calls_reached
8
+ lev_12,leveraged,2022-09-11 08:47:00,2022-10-13 02:22:00,7.12,4.888107,-10.024639495786518,liquidated_max_calls_reached
9
+ lev_16,leveraged,2022-09-12 01:24:00,2022-10-13 07:34:00,6.96,4.779216,-10.008531103448277,liquidated_max_calls_reached
10
+ lev_18,leveraged,2022-09-27 08:02:00,2022-11-08 19:19:00,6.343,4.396599,-10.01853759577487,liquidated_max_calls_reached
11
+ lev_20,leveraged,2022-09-27 18:26:00,2022-11-08 19:23:00,6.042,4.190805,-9.998441931479642,liquidated_max_calls_reached
ICP-USDT_USDT_2022-09-07_to_2022-12-06/performance_history.csv ADDED
The diff for this file is too large to render. See raw diff
 
ICP-USDT_USDT_2022-09-20_to_2022-12-19/balance_sheet.txt ADDED
@@ -0,0 +1,311 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ ================================================================================
2
+ PORTFOLIO BALANCE SHEET LOG
3
+ ================================================================================
4
+ Backtest Run Time: 2025-08-11 13:03:35
5
+ Initial Portfolio Funds: $1,000.00
6
+ --------------------------------------------------------------------------------
7
+
8
+ [2025-08-11 13:03:35] - INITIAL STATE
9
+ - PORTFOLIO STATE: Total Equity: $1,000.00 | Cash: $1,000.00 | In Positions: $0.00 (Utilization: 0.00%)
10
+
11
+ [2022-09-27 06:51:00] - NEW SPOT ENTRY (ID: spot_1)
12
+ - Details: Invested $20.00 for 3.136763 units @ $6.3760
13
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$980.00 | In Positions=$20.00 (Utilization: 2.00%)
14
+
15
+ [2022-09-27 06:51:00] - NEW LEVERAGED ENTRY (ID: lev_2)
16
+ - Details: Size=$30.00 @ $6.3760
17
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
18
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$970.00 | In Positions=$30.00 (Utilization: 3.00%)
19
+
20
+ [2022-09-27 15:33:00] - NEW SPOT ENTRY (ID: spot_3)
21
+ - Details: Invested $20.00 for 3.162555 units @ $6.3240
22
+ - PORTFOLIO STATE: Total Equity=$999.59 | Cash=$949.99 | In Positions=$50.00 (Utilization: 4.99%)
23
+
24
+ [2022-09-27 15:33:00] - NEW LEVERAGED ENTRY (ID: lev_4)
25
+ - Details: Size=$30.00 @ $6.3240
26
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
27
+ - PORTFOLIO STATE: Total Equity=$999.59 | Cash=$939.99 | In Positions=$60.00 (Utilization: 5.99%)
28
+
29
+ [2022-09-28 00:10:00] - NEW SPOT ENTRY (ID: spot_5)
30
+ - Details: Invested $20.00 for 3.273858 units @ $6.1090
31
+ - PORTFOLIO STATE: Total Equity=$996.19 | Cash=$919.98 | In Positions=$80.00 (Utilization: 7.88%)
32
+
33
+ [2022-09-28 00:10:00] - NEW LEVERAGED ENTRY (ID: lev_6)
34
+ - Details: Size=$30.00 @ $6.1090
35
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
36
+ - PORTFOLIO STATE: Total Equity=$996.19 | Cash=$909.98 | In Positions=$90.00 (Utilization: 8.88%)
37
+
38
+ [2022-10-14 10:04:00] - NEW SPOT ENTRY (ID: spot_7)
39
+ - Details: Invested $20.00 for 3.905487 units @ $5.1210
40
+ - PORTFOLIO STATE: Total Equity=$971.66 | Cash=$889.10 | In Positions=$110.00 (Utilization: 10.19%)
41
+
42
+ [2022-10-14 10:04:00] - NEW LEVERAGED ENTRY (ID: lev_8)
43
+ - Details: Size=$30.00 @ $5.1210
44
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
45
+ - PORTFOLIO STATE: Total Equity=$971.66 | Cash=$879.10 | In Positions=$120.00 (Utilization: 11.22%)
46
+
47
+ [2022-10-16 00:00:00] - NEW SPOT ENTRY (ID: spot_9)
48
+ - Details: Invested $20.00 for 4.062563 units @ $4.9230
49
+ - PORTFOLIO STATE: Total Equity=$964.88 | Cash=$858.99 | In Positions=$140.00 (Utilization: 13.10%)
50
+
51
+ [2022-10-16 00:00:00] - NEW LEVERAGED ENTRY (ID: lev_10)
52
+ - Details: Size=$30.00 @ $4.9230
53
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
54
+ - PORTFOLIO STATE: Total Equity=$964.88 | Cash=$848.99 | In Positions=$150.00 (Utilization: 14.13%)
55
+
56
+ [2022-10-27 05:00:00] - PROFIT TAKE (LEVERAGED ID: lev_10)
57
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.2128
58
+ - P&L BREAKDOWN:
59
+ - Gross PnL: $ 1.77
60
+ - Slippage Cost: ($ -0.03)
61
+ - Transaction Fees: ($ -0.06)
62
+ - Borrowing Fees Paid: ($ -0.20)
63
+ ---------------------------------------
64
+ - Net PnL: $ 1.51
65
+ - Capital Returned to Cash: $11.51
66
+ - PORTFOLIO STATE: Total Equity=$976.52 | Cash=$859.50 | In Positions=$140.00 (Utilization: 13.47%)
67
+
68
+ [2022-10-29 17:00:00] - PROFIT TAKE (LEVERAGED ID: lev_8)
69
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.4306
70
+ - P&L BREAKDOWN:
71
+ - Gross PnL: $ 1.81
72
+ - Slippage Cost: ($ -0.03)
73
+ - Transaction Fees: ($ -0.06)
74
+ - Borrowing Fees Paid: ($ -0.27)
75
+ ---------------------------------------
76
+ - Net PnL: $ 1.48
77
+ - Capital Returned to Cash: $11.48
78
+ - PORTFOLIO STATE: Total Equity=$984.21 | Cash=$870.79 | In Positions=$130.00 (Utilization: 12.74%)
79
+
80
+ [2022-10-30 08:56:00] - NEW SPOT ENTRY (ID: spot_11)
81
+ - Details: Invested $20.00 for 3.673095 units @ $5.4450
82
+ - PORTFOLIO STATE: Total Equity=$984.46 | Cash=$850.76 | In Positions=$150.00 (Utilization: 14.78%)
83
+
84
+ [2022-10-30 08:56:00] - NEW LEVERAGED ENTRY (ID: lev_12)
85
+ - Details: Size=$30.00 @ $5.4450
86
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
87
+ - PORTFOLIO STATE: Total Equity=$984.46 | Cash=$840.76 | In Positions=$160.00 (Utilization: 15.80%)
88
+
89
+ [2022-11-03 11:31:00] - NEW SPOT ENTRY (ID: spot_13)
90
+ - Details: Invested $20.00 for 3.693444 units @ $5.4150
91
+ - PORTFOLIO STATE: Total Equity=$982.94 | Cash=$820.47 | In Positions=$180.00 (Utilization: 17.79%)
92
+
93
+ [2022-11-03 11:31:00] - NEW LEVERAGED ENTRY (ID: lev_14)
94
+ - Details: Size=$30.00 @ $5.4150
95
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
96
+ - PORTFOLIO STATE: Total Equity=$982.94 | Cash=$810.47 | In Positions=$190.00 (Utilization: 18.81%)
97
+
98
+ [2022-11-03 20:05:00] - NEW SPOT ENTRY (ID: spot_15)
99
+ - Details: Invested $20.00 for 3.615983 units @ $5.5310
100
+ - PORTFOLIO STATE: Total Equity=$988.74 | Cash=$790.44 | In Positions=$210.00 (Utilization: 21.01%)
101
+
102
+ [2022-11-03 20:05:00] - NEW LEVERAGED ENTRY (ID: lev_16)
103
+ - Details: Size=$30.00 @ $5.5310
104
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
105
+ - PORTFOLIO STATE: Total Equity=$988.74 | Cash=$780.44 | In Positions=$220.00 (Utilization: 22.02%)
106
+
107
+ [2022-11-04 05:17:00] - NEW SPOT ENTRY (ID: spot_17)
108
+ - Details: Invested $20.00 for 3.630423 units @ $5.5090
109
+ - PORTFOLIO STATE: Total Equity=$987.40 | Cash=$760.40 | In Positions=$240.00 (Utilization: 24.02%)
110
+
111
+ [2022-11-04 05:17:00] - NEW LEVERAGED ENTRY (ID: lev_18)
112
+ - Details: Size=$30.00 @ $5.5090
113
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
114
+ - PORTFOLIO STATE: Total Equity=$987.40 | Cash=$750.40 | In Positions=$250.00 (Utilization: 25.03%)
115
+
116
+ [2022-11-04 13:21:00] - NEW SPOT ENTRY (ID: spot_19)
117
+ - Details: Invested $20.00 for 3.622532 units @ $5.5210
118
+ - PORTFOLIO STATE: Total Equity=$988.18 | Cash=$730.36 | In Positions=$270.00 (Utilization: 27.07%)
119
+
120
+ [2022-11-04 13:21:00] - NEW LEVERAGED ENTRY (ID: lev_20)
121
+ - Details: Size=$30.00 @ $5.5210
122
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
123
+ - PORTFOLIO STATE: Total Equity=$988.18 | Cash=$720.36 | In Positions=$280.00 (Utilization: 28.08%)
124
+
125
+ [2022-11-04 14:40:00] - PROFIT TAKE (LEVERAGED ID: lev_12)
126
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.7333
127
+ - P&L BREAKDOWN:
128
+ - Gross PnL: $ 1.59
129
+ - Slippage Cost: ($ -0.03)
130
+ - Transaction Fees: ($ -0.06)
131
+ - Borrowing Fees Paid: ($ -0.09)
132
+ ---------------------------------------
133
+ - Net PnL: $ 1.44
134
+ - Capital Returned to Cash: $11.44
135
+ - PORTFOLIO STATE: Total Equity=$1,004.89 | Cash=$731.80 | In Positions=$270.00 (Utilization: 27.40%)
136
+
137
+ [2022-11-04 14:40:00] - PROFIT TAKE (LEVERAGED ID: lev_14)
138
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.7333
139
+ - P&L BREAKDOWN:
140
+ - Gross PnL: $ 1.76
141
+ - Slippage Cost: ($ -0.03)
142
+ - Transaction Fees: ($ -0.06)
143
+ - Borrowing Fees Paid: ($ -0.02)
144
+ ---------------------------------------
145
+ - Net PnL: $ 1.68
146
+ - Capital Returned to Cash: $11.68
147
+ - PORTFOLIO STATE: Total Equity=$1,004.78 | Cash=$743.48 | In Positions=$260.00 (Utilization: 26.41%)
148
+
149
+ [2022-11-04 14:40:00] - PROFIT TAKE (LEVERAGED ID: lev_18)
150
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.7333
151
+ - P&L BREAKDOWN:
152
+ - Gross PnL: $ 1.22
153
+ - Slippage Cost: ($ -0.03)
154
+ - Transaction Fees: ($ -0.06)
155
+ - Borrowing Fees Paid: ($ -0.01)
156
+ ---------------------------------------
157
+ - Net PnL: $ 1.15
158
+ - Capital Returned to Cash: $11.15
159
+ - PORTFOLIO STATE: Total Equity=$1,004.68 | Cash=$754.63 | In Positions=$250.00 (Utilization: 25.41%)
160
+
161
+ [2022-11-04 21:55:00] - NEW SPOT ENTRY (ID: spot_21)
162
+ - Details: Invested $20.00 for 3.524229 units @ $5.6750
163
+ - PORTFOLIO STATE: Total Equity=$1,000.75 | Cash=$734.60 | In Positions=$270.00 (Utilization: 27.28%)
164
+
165
+ [2022-11-04 21:55:00] - NEW LEVERAGED ENTRY (ID: lev_22)
166
+ - Details: Size=$30.00 @ $5.6750
167
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
168
+ - PORTFOLIO STATE: Total Equity=$1,000.75 | Cash=$724.60 | In Positions=$280.00 (Utilization: 28.28%)
169
+
170
+ [2022-11-05 03:04:00] - PROFIT TAKE (LEVERAGED ID: lev_20)
171
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $5.7562
172
+ - P&L BREAKDOWN:
173
+ - Gross PnL: $ 1.28
174
+ - Slippage Cost: ($ -0.03)
175
+ - Transaction Fees: ($ -0.06)
176
+ - Borrowing Fees Paid: ($ -0.01)
177
+ ---------------------------------------
178
+ - Net PnL: $ 1.21
179
+ - Capital Returned to Cash: $11.21
180
+ - PORTFOLIO STATE: Total Equity=$1,006.70 | Cash=$735.80 | In Positions=$270.00 (Utilization: 27.46%)
181
+
182
+ [2022-11-05 07:41:00] - NEW SPOT ENTRY (ID: spot_23)
183
+ - Details: Invested $20.00 for 3.521747 units @ $5.6790
184
+ - PORTFOLIO STATE: Total Equity=$1,001.34 | Cash=$715.77 | In Positions=$290.00 (Utilization: 29.28%)
185
+
186
+ [2022-11-05 07:41:00] - NEW LEVERAGED ENTRY (ID: lev_24)
187
+ - Details: Size=$30.00 @ $5.6790
188
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
189
+ - PORTFOLIO STATE: Total Equity=$1,001.34 | Cash=$705.77 | In Positions=$300.00 (Utilization: 30.28%)
190
+
191
+ [2022-11-05 14:46:00] - LIQUIDATION (LEVERAGED ID: lev_24)
192
+ - Reason: 'liquidated_tech_error_on_call' @ Exit Price $5.5085
193
+ - P&L BREAKDOWN:
194
+ - Gross PnL: $ -0.90
195
+ - Slippage Cost: ($ -0.03)
196
+ - Transaction Fees: ($ -0.06)
197
+ - Borrowing Fees Paid: ($ -0.00)
198
+ ---------------------------------------
199
+ - Net PnL: $ -0.96
200
+ - Capital Returned to Cash: $9.04
201
+ - PORTFOLIO STATE: Total Equity=$989.16 | Cash=$714.80 | In Positions=$290.00 (Utilization: 28.93%)
202
+
203
+ [2022-11-05 16:40:00] - NEW SPOT ENTRY (ID: spot_25)
204
+ - Details: Invested $20.00 for 3.532945 units @ $5.6610
205
+ - PORTFOLIO STATE: Total Equity=$999.12 | Cash=$694.78 | In Positions=$310.00 (Utilization: 31.27%)
206
+
207
+ [2022-11-05 16:40:00] - NEW LEVERAGED ENTRY (ID: lev_26)
208
+ - Details: Size=$30.00 @ $5.6610
209
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
210
+ - PORTFOLIO STATE: Total Equity=$999.12 | Cash=$684.78 | In Positions=$320.00 (Utilization: 32.27%)
211
+
212
+ [2022-11-06 01:04:00] - NEW SPOT ENTRY (ID: spot_27)
213
+ - Details: Invested $20.00 for 3.597122 units @ $5.5600
214
+ - PORTFOLIO STATE: Total Equity=$991.33 | Cash=$664.74 | In Positions=$340.00 (Utilization: 34.07%)
215
+
216
+ [2022-11-06 01:04:00] - NEW LEVERAGED ENTRY (ID: lev_28)
217
+ - Details: Size=$30.00 @ $5.5600
218
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
219
+ - PORTFOLIO STATE: Total Equity=$991.33 | Cash=$654.74 | In Positions=$350.00 (Utilization: 35.08%)
220
+
221
+ [2022-11-08 19:19:00] - LIQUIDATION (LEVERAGED ID: lev_2)
222
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $4.3966
223
+ - P&L BREAKDOWN:
224
+ - Gross PnL: $ -9.31
225
+ - Slippage Cost: ($ -0.02)
226
+ - Transaction Fees: ($ -0.05)
227
+ - Borrowing Fees Paid: ($ -0.76)
228
+ ---------------------------------------
229
+ - Net PnL: $ -10.13
230
+ - Capital Returned to Cash: $-0.13
231
+ - PORTFOLIO STATE: Total Equity=$890.82 | Cash=$654.28 | In Positions=$340.00 (Utilization: 31.41%)
232
+
233
+ [2022-11-08 19:19:00] - LIQUIDATION (LEVERAGED ID: lev_4)
234
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $4.3966
235
+ - P&L BREAKDOWN:
236
+ - Gross PnL: $ -9.14
237
+ - Slippage Cost: ($ -0.02)
238
+ - Transaction Fees: ($ -0.05)
239
+ - Borrowing Fees Paid: ($ -0.76)
240
+ ---------------------------------------
241
+ - Net PnL: $ -9.95
242
+ - Capital Returned to Cash: $0.05
243
+ - PORTFOLIO STATE: Total Equity=$889.99 | Cash=$654.33 | In Positions=$330.00 (Utilization: 30.32%)
244
+
245
+ [2022-11-08 19:23:00] - LIQUIDATION (LEVERAGED ID: lev_6)
246
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $4.1908
247
+ - P&L BREAKDOWN:
248
+ - Gross PnL: $ -9.42
249
+ - Slippage Cost: ($ -0.02)
250
+ - Transaction Fees: ($ -0.05)
251
+ - Borrowing Fees Paid: ($ -0.75)
252
+ ---------------------------------------
253
+ - Net PnL: $ -10.22
254
+ - Capital Returned to Cash: $-0.22
255
+ - PORTFOLIO STATE: Total Equity=$873.46 | Cash=$654.11 | In Positions=$320.00 (Utilization: 28.57%)
256
+
257
+ [2022-11-08 19:28:00] - LIQUIDATION (LEVERAGED ID: lev_26)
258
+ - Reason: 'liquidated_tech_error_on_call' @ Exit Price $3.9700
259
+ - P&L BREAKDOWN:
260
+ - Gross PnL: $ -8.96
261
+ - Slippage Cost: ($ -0.02)
262
+ - Transaction Fees: ($ -0.05)
263
+ - Borrowing Fees Paid: ($ -0.05)
264
+ ---------------------------------------
265
+ - Net PnL: $ -9.07
266
+ - Capital Returned to Cash: $0.93
267
+ - PORTFOLIO STATE: Total Equity=$857.56 | Cash=$655.04 | In Positions=$310.00 (Utilization: 26.65%)
268
+
269
+ [2022-11-09 18:14:00] - LIQUIDATION (LEVERAGED ID: lev_22)
270
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $3.8202
271
+ - P&L BREAKDOWN:
272
+ - Gross PnL: $ -9.81
273
+ - Slippage Cost: ($ -0.02)
274
+ - Transaction Fees: ($ -0.05)
275
+ - Borrowing Fees Paid: ($ -0.08)
276
+ ---------------------------------------
277
+ - Net PnL: $ -9.94
278
+ - Capital Returned to Cash: $0.06
279
+ - PORTFOLIO STATE: Total Equity=$847.44 | Cash=$655.05 | In Positions=$300.00 (Utilization: 24.90%)
280
+
281
+ [2022-11-09 21:19:00] - LIQUIDATION (LEVERAGED ID: lev_16)
282
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $3.7083
283
+ - P&L BREAKDOWN:
284
+ - Gross PnL: $ -9.89
285
+ - Slippage Cost: ($ -0.02)
286
+ - Transaction Fees: ($ -0.05)
287
+ - Borrowing Fees Paid: ($ -0.11)
288
+ ---------------------------------------
289
+ - Net PnL: $ -10.04
290
+ - Capital Returned to Cash: $-0.04
291
+ - PORTFOLIO STATE: Total Equity=$840.45 | Cash=$655.00 | In Positions=$290.00 (Utilization: 23.25%)
292
+
293
+ [2022-11-09 21:19:00] - LIQUIDATION (LEVERAGED ID: lev_28)
294
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $3.7083
295
+ - P&L BREAKDOWN:
296
+ - Gross PnL: $ -9.99
297
+ - Slippage Cost: ($ -0.02)
298
+ - Transaction Fees: ($ -0.05)
299
+ - Borrowing Fees Paid: ($ -0.07)
300
+ ---------------------------------------
301
+ - Net PnL: $ -10.11
302
+ - Capital Returned to Cash: $-0.11
303
+ - PORTFOLIO STATE: Total Equity=$840.32 | Cash=$654.89 | In Positions=$280.00 (Utilization: 22.07%)
304
+
305
+ ================================================================================
306
+ BACKTEST COMPLETE
307
+ ================================================================================
308
+ End Time: 2022-12-19 00:00:00
309
+ Final Portfolio Equity: $838.92
310
+ Average Portfolio Utilization: 21.25%
311
+ ================================================================================