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  1. .gitattributes +99 -0
  2. SOL-USDT_USDT_2021-01-04_to_2021-04-04/performance_chart.png +3 -0
  3. SOL-USDT_USDT_2021-01-04_to_2021-04-04/price_data.csv +3 -0
  4. SOL-USDT_USDT_2021-01-06_to_2021-04-06/performance_chart.png +3 -0
  5. SOL-USDT_USDT_2021-01-13_to_2021-04-13/price_data.csv +3 -0
  6. SOL-USDT_USDT_2021-01-25_to_2021-04-25/performance_chart.png +3 -0
  7. SOL-USDT_USDT_2021-01-26_to_2021-04-26/performance_chart.png +3 -0
  8. SOL-USDT_USDT_2021-01-26_to_2021-04-26/price_data.csv +3 -0
  9. SOL-USDT_USDT_2021-01-29_to_2021-04-29/performance_chart.png +3 -0
  10. SOL-USDT_USDT_2021-02-13_to_2021-05-14/price_data.csv +3 -0
  11. SOL-USDT_USDT_2021-03-09_to_2021-06-07/price_data.csv +3 -0
  12. SOL-USDT_USDT_2021-04-09_to_2021-07-08/performance_chart.png +3 -0
  13. SOL-USDT_USDT_2021-04-23_to_2021-07-22/performance_history.csv +0 -0
  14. SOL-USDT_USDT_2021-04-23_to_2021-07-22/price_data.csv +3 -0
  15. SOL-USDT_USDT_2021-05-01_to_2021-07-30/price_data.csv +3 -0
  16. SOL-USDT_USDT_2021-05-04_to_2021-08-02/performance_chart.png +3 -0
  17. SOL-USDT_USDT_2021-05-04_to_2021-08-02/price_data.csv +3 -0
  18. SOL-USDT_USDT_2021-05-09_to_2021-08-07/price_data.csv +3 -0
  19. SOL-USDT_USDT_2021-05-31_to_2021-08-29/performance_chart.png +3 -0
  20. SOL-USDT_USDT_2021-06-11_to_2021-09-09/price_data.csv +3 -0
  21. SOL-USDT_USDT_2021-06-14_to_2021-09-12/price_data.csv +3 -0
  22. SOL-USDT_USDT_2021-07-19_to_2021-10-17/price_data.csv +3 -0
  23. SOL-USDT_USDT_2021-07-20_to_2021-10-18/performance_chart.png +3 -0
  24. SOL-USDT_USDT_2021-07-23_to_2021-10-21/price_data.csv +3 -0
  25. SOL-USDT_USDT_2021-08-13_to_2021-11-11/price_data.csv +3 -0
  26. SOL-USDT_USDT_2021-08-28_to_2021-11-26/price_data.csv +3 -0
  27. SOL-USDT_USDT_2021-08-28_to_2021-11-26/trade_history.csv +113 -0
  28. SOL-USDT_USDT_2021-09-18_to_2021-12-17/price_data.csv +3 -0
  29. SOL-USDT_USDT_2021-09-24_to_2021-12-23/performance_history.csv +0 -0
  30. SOL-USDT_USDT_2021-09-24_to_2021-12-23/price_data.csv +3 -0
  31. SOL-USDT_USDT_2021-09-28_to_2021-12-27/performance_chart.png +3 -0
  32. SOL-USDT_USDT_2021-10-05_to_2022-01-03/price_data.csv +3 -0
  33. SOL-USDT_USDT_2021-10-11_to_2022-01-09/performance_chart.png +3 -0
  34. SOL-USDT_USDT_2021-10-12_to_2022-01-10/price_data.csv +3 -0
  35. SOL-USDT_USDT_2021-10-13_to_2022-01-11/price_data.csv +3 -0
  36. SOL-USDT_USDT_2021-10-15_to_2022-01-13/price_data.csv +3 -0
  37. SOL-USDT_USDT_2021-10-17_to_2022-01-15/balance_sheet.txt +704 -0
  38. SOL-USDT_USDT_2021-10-17_to_2022-01-15/price_data.csv +3 -0
  39. SOL-USDT_USDT_2021-10-17_to_2022-01-15/trade_history.csv +38 -0
  40. SOL-USDT_USDT_2021-11-08_to_2022-02-06/performance_chart.png +3 -0
  41. SOL-USDT_USDT_2021-11-16_to_2022-02-14/performance_history.csv +0 -0
  42. SOL-USDT_USDT_2021-11-16_to_2022-02-14/price_data.csv +3 -0
  43. SOL-USDT_USDT_2021-12-02_to_2022-03-02/performance_chart.png +3 -0
  44. SOL-USDT_USDT_2021-12-09_to_2022-03-09/performance_chart.png +3 -0
  45. SOL-USDT_USDT_2021-12-14_to_2022-03-14/performance_chart.png +3 -0
  46. SOL-USDT_USDT_2021-12-20_to_2022-03-20/performance_chart.png +3 -0
  47. SOL-USDT_USDT_2021-12-21_to_2022-03-21/price_data.csv +3 -0
  48. SOL-USDT_USDT_2021-12-30_to_2022-03-30/performance_chart.png +3 -0
  49. SOL-USDT_USDT_2021-12-31_to_2022-03-31/price_data.csv +3 -0
  50. SOL-USDT_USDT_2022-01-17_to_2022-04-17/price_data.csv +3 -0
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+ lev_96,leveraged,2021-10-22 15:34:00,2021-11-03 01:31:00,211.096,227.9718,2.131913356956076,trailing_stop_moderate_calls
99
+ spot_97,spot,2021-10-23 00:24:00,2021-11-03 10:03:00,194.87,233.612154,3.9322288547236615,spot_profit_target
100
+ spot_101,spot,2021-10-23 21:10:00,2021-11-03 18:49:00,195.988,235.275489,3.9651637356368754,spot_profit_target
101
+ lev_106,leveraged,2021-11-03 15:54:00,2021-11-03 19:14:00,225.771,235.681083,1.255515223434367,trailing_stop_small_calls
102
+ spot_99,spot,2021-10-23 09:32:00,2021-11-03 20:15:00,199.207,238.959801,3.9471137258228883,spot_profit_target
103
+ spot_93,spot,2021-10-22 07:19:00,2021-11-03 21:03:00,202.262,242.62313400000002,3.946984491995533,spot_profit_target
104
+ lev_104,leveraged,2021-11-03 07:04:00,2021-11-03 21:12:00,228.244,241.460298,1.6693904201643848,trailing_stop_small_calls
105
+ lev_112,leveraged,2021-11-04 18:03:00,2021-11-04 22:49:00,238.135,247.91583599999998,1.1709473824511298,trailing_stop_small_calls
106
+ lev_110,leveraged,2021-11-04 09:46:00,2021-11-04 23:25:00,238.26,247.95579600000002,1.153604659279782,trailing_stop_small_calls
107
+ lev_118,leveraged,2021-11-05 18:37:00,2021-11-06 08:35:00,237.232,247.52822400000002,1.234742873136848,trailing_stop_small_calls
108
+ spot_95,spot,2021-10-22 15:34:00,2021-11-06 15:30:00,211.096,253.328418,3.9572510688975626,spot_profit_target
109
+ lev_116,leveraged,2021-11-05 10:23:00,2021-11-06 15:35:00,240.132,252.594153,1.4773559101244316,trailing_stop_small_calls
110
+ lev_108,leveraged,2021-11-04 01:18:00,2021-11-06 21:42:00,245.296,257.887854,1.4304591040212655,trailing_stop_small_calls
111
+ lev_114,leveraged,2021-11-05 02:09:00,2021-11-06 21:42:00,243.659,257.887854,1.6601457133945405,trailing_stop_small_calls
112
+ lev_122,leveraged,2021-11-19 20:42:00,2021-11-21 18:15:00,215.477,226.106667,1.3884460522004647,trailing_stop_small_calls
113
+ lev_124,leveraged,2021-11-20 04:51:00,2021-11-21 18:15:00,214.951,226.106667,1.4714025800763888,trailing_stop_small_calls
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1
+ ================================================================================
2
+ PORTFOLIO BALANCE SHEET LOG
3
+ ================================================================================
4
+ Backtest Run Time: 2025-08-11 09:32:29
5
+ Initial Portfolio Funds: $1,000.00
6
+ --------------------------------------------------------------------------------
7
+
8
+ [2025-08-11 09:32:29] - INITIAL STATE
9
+ - PORTFOLIO STATE: Total Equity: $1,000.00 | Cash: $1,000.00 | In Positions: $0.00 (Utilization: 0.00%)
10
+
11
+ [2021-10-20 18:22:00] - NEW SPOT ENTRY (ID: spot_1)
12
+ - Details: Invested $20.00 for 0.115993 units @ $172.4240
13
+ - PORTFOLIO STATE: Total Equity=$1,000.00 | Cash=$980.00 | In Positions=$20.00 (Utilization: 2.00%)
14
+
15
+ [2021-10-20 18:22:00] - NEW LEVERAGED ENTRY (ID: lev_2)
16
+ - Details: Size=$30.00 @ $172.4240
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
+ [2021-10-21 00:19:00] - PROFIT TAKE (LEVERAGED ID: lev_2)
21
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $180.7221
22
+ - P&L BREAKDOWN:
23
+ - Gross PnL: $ 1.44
24
+ - Slippage Cost: ($ -0.03)
25
+ - Transaction Fees: ($ -0.06)
26
+ - Borrowing Fees Paid: ($ -0.00)
27
+ ---------------------------------------
28
+ - Net PnL: $ 1.38
29
+ - Capital Returned to Cash: $11.38
30
+ - PORTFOLIO STATE: Total Equity=$1,002.37 | Cash=$981.38 | In Positions=$20.00 (Utilization: 2.09%)
31
+
32
+ [2021-10-21 04:05:00] - NEW SPOT ENTRY (ID: spot_3)
33
+ - Details: Invested $20.00 for 0.108670 units @ $184.0440
34
+ - PORTFOLIO STATE: Total Equity=$1,002.73 | Cash=$961.38 | In Positions=$40.00 (Utilization: 4.12%)
35
+
36
+ [2021-10-21 04:05:00] - NEW LEVERAGED ENTRY (ID: lev_4)
37
+ - Details: Size=$30.00 @ $184.0440
38
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
39
+ - PORTFOLIO STATE: Total Equity=$1,002.73 | Cash=$951.38 | In Positions=$50.00 (Utilization: 5.12%)
40
+
41
+ [2021-10-21 09:14:00] - PROFIT TAKE (LEVERAGED ID: lev_4)
42
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $191.9878
43
+ - P&L BREAKDOWN:
44
+ - Gross PnL: $ 1.29
45
+ - Slippage Cost: ($ -0.03)
46
+ - Transaction Fees: ($ -0.06)
47
+ - Borrowing Fees Paid: ($ -0.00)
48
+ ---------------------------------------
49
+ - Net PnL: $ 1.23
50
+ - Capital Returned to Cash: $11.23
51
+ - PORTFOLIO STATE: Total Equity=$1,005.79 | Cash=$962.62 | In Positions=$40.00 (Utilization: 4.29%)
52
+
53
+ [2021-10-21 12:59:00] - NEW SPOT ENTRY (ID: spot_5)
54
+ - Details: Invested $20.00 for 0.106923 units @ $187.0510
55
+ - PORTFOLIO STATE: Total Equity=$1,004.64 | Cash=$942.62 | In Positions=$60.00 (Utilization: 6.17%)
56
+
57
+ [2021-10-21 12:59:00] - NEW LEVERAGED ENTRY (ID: lev_6)
58
+ - Details: Size=$30.00 @ $187.0510
59
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
60
+ - PORTFOLIO STATE: Total Equity=$1,004.64 | Cash=$932.62 | In Positions=$70.00 (Utilization: 7.17%)
61
+
62
+ [2021-10-21 21:48:00] - NEW SPOT ENTRY (ID: spot_7)
63
+ - Details: Invested $20.00 for 0.106472 units @ $187.8430
64
+ - PORTFOLIO STATE: Total Equity=$1,005.02 | Cash=$912.61 | In Positions=$90.00 (Utilization: 9.18%)
65
+
66
+ [2021-10-21 21:48:00] - NEW LEVERAGED ENTRY (ID: lev_8)
67
+ - Details: Size=$30.00 @ $187.8430
68
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
69
+ - PORTFOLIO STATE: Total Equity=$1,005.02 | Cash=$902.61 | In Positions=$100.00 (Utilization: 10.18%)
70
+
71
+ [2021-10-22 00:35:00] - PROFIT TAKE (LEVERAGED ID: lev_6)
72
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $197.0298
73
+ - P&L BREAKDOWN:
74
+ - Gross PnL: $ 1.60
75
+ - Slippage Cost: ($ -0.03)
76
+ - Transaction Fees: ($ -0.06)
77
+ - Borrowing Fees Paid: ($ -0.01)
78
+ ---------------------------------------
79
+ - Net PnL: $ 1.53
80
+ - Capital Returned to Cash: $11.53
81
+ - PORTFOLIO STATE: Total Equity=$1,012.04 | Cash=$914.14 | In Positions=$90.00 (Utilization: 9.53%)
82
+
83
+ [2021-10-22 00:35:00] - PROFIT TAKE (LEVERAGED ID: lev_8)
84
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $197.0298
85
+ - P&L BREAKDOWN:
86
+ - Gross PnL: $ 1.47
87
+ - Slippage Cost: ($ -0.03)
88
+ - Transaction Fees: ($ -0.06)
89
+ - Borrowing Fees Paid: ($ -0.00)
90
+ ---------------------------------------
91
+ - Net PnL: $ 1.41
92
+ - Capital Returned to Cash: $11.41
93
+ - PORTFOLIO STATE: Total Equity=$1,011.95 | Cash=$925.55 | In Positions=$80.00 (Utilization: 8.54%)
94
+
95
+ [2021-10-22 05:28:00] - PROFIT TAKE (SPOT ID: spot_1)
96
+ - Reason: 'spot_profit_target' @ Exit Price $207.0757
97
+ - P&L BREAKDOWN:
98
+ - Gross PnL: $ 4.02
99
+ - Slippage Cost: ($ -0.02)
100
+ - Transaction Fees: ($ -0.04)
101
+ ---------------------------------------
102
+ - Net PnL: $ 3.98
103
+ - Capital Returned to Cash: $23.98
104
+ - PORTFOLIO STATE: Total Equity=$1,016.28 | Cash=$949.52 | In Positions=$60.00 (Utilization: 6.57%)
105
+
106
+ [2021-10-22 07:19:00] - NEW SPOT ENTRY (ID: spot_9)
107
+ - Details: Invested $20.00 for 0.098882 units @ $202.2620
108
+ - PORTFOLIO STATE: Total Equity=$1,014.67 | Cash=$929.52 | In Positions=$80.00 (Utilization: 8.39%)
109
+
110
+ [2021-10-22 07:19:00] - NEW LEVERAGED ENTRY (ID: lev_10)
111
+ - Details: Size=$30.00 @ $202.2620
112
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
113
+ - PORTFOLIO STATE: Total Equity=$1,014.67 | Cash=$919.52 | In Positions=$90.00 (Utilization: 9.38%)
114
+
115
+ [2021-10-22 13:33:00] - PROFIT TAKE (LEVERAGED ID: lev_10)
116
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $210.8929
117
+ - P&L BREAKDOWN:
118
+ - Gross PnL: $ 1.28
119
+ - Slippage Cost: ($ -0.03)
120
+ - Transaction Fees: ($ -0.06)
121
+ - Borrowing Fees Paid: ($ -0.00)
122
+ ---------------------------------------
123
+ - Net PnL: $ 1.22
124
+ - Capital Returned to Cash: $11.22
125
+ - PORTFOLIO STATE: Total Equity=$1,019.61 | Cash=$930.74 | In Positions=$80.00 (Utilization: 8.72%)
126
+
127
+ [2021-10-22 15:34:00] - NEW SPOT ENTRY (ID: spot_11)
128
+ - Details: Invested $20.00 for 0.094744 units @ $211.0960
129
+ - PORTFOLIO STATE: Total Equity=$1,019.60 | Cash=$910.74 | In Positions=$100.00 (Utilization: 10.68%)
130
+
131
+ [2021-10-22 15:34:00] - NEW LEVERAGED ENTRY (ID: lev_12)
132
+ - Details: Size=$30.00 @ $211.0960
133
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
134
+ - PORTFOLIO STATE: Total Equity=$1,019.60 | Cash=$900.74 | In Positions=$110.00 (Utilization: 11.66%)
135
+
136
+ [2021-10-23 00:24:00] - NEW SPOT ENTRY (ID: spot_13)
137
+ - Details: Invested $20.00 for 0.102633 units @ $194.8700
138
+ - PORTFOLIO STATE: Total Equity=$1,008.92 | Cash=$880.74 | In Positions=$130.00 (Utilization: 12.93%)
139
+
140
+ [2021-10-23 00:24:00] - NEW LEVERAGED ENTRY (ID: lev_14)
141
+ - Details: Size=$30.00 @ $194.8700
142
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
143
+ - PORTFOLIO STATE: Total Equity=$1,008.92 | Cash=$870.74 | In Positions=$140.00 (Utilization: 13.92%)
144
+
145
+ [2021-10-23 04:36:00] - PROFIT TAKE (LEVERAGED ID: lev_14)
146
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $203.8719
147
+ - P&L BREAKDOWN:
148
+ - Gross PnL: $ 1.39
149
+ - Slippage Cost: ($ -0.03)
150
+ - Transaction Fees: ($ -0.06)
151
+ - Borrowing Fees Paid: ($ -0.00)
152
+ ---------------------------------------
153
+ - Net PnL: $ 1.32
154
+ - Capital Returned to Cash: $11.32
155
+ - PORTFOLIO STATE: Total Equity=$1,017.25 | Cash=$882.06 | In Positions=$130.00 (Utilization: 13.39%)
156
+
157
+ [2021-10-23 09:32:00] - NEW SPOT ENTRY (ID: spot_15)
158
+ - Details: Invested $20.00 for 0.100398 units @ $199.2070
159
+ - PORTFOLIO STATE: Total Equity=$1,013.54 | Cash=$862.06 | In Positions=$150.00 (Utilization: 15.11%)
160
+
161
+ [2021-10-23 09:32:00] - NEW LEVERAGED ENTRY (ID: lev_16)
162
+ - Details: Size=$30.00 @ $199.2070
163
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
164
+ - PORTFOLIO STATE: Total Equity=$1,013.54 | Cash=$852.06 | In Positions=$160.00 (Utilization: 16.10%)
165
+
166
+ [2021-10-23 21:10:00] - NEW SPOT ENTRY (ID: spot_17)
167
+ - Details: Invested $20.00 for 0.102047 units @ $195.9880
168
+ - PORTFOLIO STATE: Total Equity=$1,010.27 | Cash=$832.04 | In Positions=$180.00 (Utilization: 17.90%)
169
+
170
+ [2021-10-23 21:10:00] - NEW LEVERAGED ENTRY (ID: lev_18)
171
+ - Details: Size=$30.00 @ $195.9880
172
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
173
+ - PORTFOLIO STATE: Total Equity=$1,010.27 | Cash=$822.04 | In Positions=$190.00 (Utilization: 18.89%)
174
+
175
+ [2021-10-25 06:08:00] - PROFIT TAKE (LEVERAGED ID: lev_16)
176
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $207.5373
177
+ - P&L BREAKDOWN:
178
+ - Gross PnL: $ 1.25
179
+ - Slippage Cost: ($ -0.03)
180
+ - Transaction Fees: ($ -0.06)
181
+ - Borrowing Fees Paid: ($ -0.03)
182
+ ---------------------------------------
183
+ - Net PnL: $ 1.16
184
+ - Capital Returned to Cash: $11.16
185
+ - PORTFOLIO STATE: Total Equity=$1,024.97 | Cash=$833.13 | In Positions=$180.00 (Utilization: 18.59%)
186
+
187
+ [2021-10-25 06:08:00] - PROFIT TAKE (LEVERAGED ID: lev_18)
188
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $207.5373
189
+ - P&L BREAKDOWN:
190
+ - Gross PnL: $ 1.77
191
+ - Slippage Cost: ($ -0.03)
192
+ - Transaction Fees: ($ -0.06)
193
+ - Borrowing Fees Paid: ($ -0.02)
194
+ ---------------------------------------
195
+ - Net PnL: $ 1.68
196
+ - Capital Returned to Cash: $11.68
197
+ - PORTFOLIO STATE: Total Equity=$1,024.85 | Cash=$844.82 | In Positions=$170.00 (Utilization: 17.61%)
198
+
199
+ [2021-11-02 23:46:00] - PROFIT TAKE (SPOT ID: spot_3)
200
+ - Reason: 'spot_profit_target' @ Exit Price $220.8140
201
+ - P&L BREAKDOWN:
202
+ - Gross PnL: $ 4.00
203
+ - Slippage Cost: ($ -0.02)
204
+ - Transaction Fees: ($ -0.04)
205
+ ---------------------------------------
206
+ - Net PnL: $ 3.95
207
+ - Capital Returned to Cash: $23.95
208
+ - PORTFOLIO STATE: Total Equity=$1,037.42 | Cash=$868.61 | In Positions=$150.00 (Utilization: 16.14%)
209
+
210
+ [2021-11-03 01:02:00] - PROFIT TAKE (SPOT ID: spot_5)
211
+ - Reason: 'spot_profit_target' @ Exit Price $224.3984
212
+ - P&L BREAKDOWN:
213
+ - Gross PnL: $ 3.99
214
+ - Slippage Cost: ($ -0.02)
215
+ - Transaction Fees: ($ -0.04)
216
+ ---------------------------------------
217
+ - Net PnL: $ 3.95
218
+ - Capital Returned to Cash: $23.95
219
+ - PORTFOLIO STATE: Total Equity=$1,040.41 | Cash=$892.56 | In Positions=$130.00 (Utilization: 14.03%)
220
+
221
+ [2021-11-03 01:18:00] - PROFIT TAKE (SPOT ID: spot_7)
222
+ - Reason: 'spot_profit_target' @ Exit Price $225.3055
223
+ - P&L BREAKDOWN:
224
+ - Gross PnL: $ 3.99
225
+ - Slippage Cost: ($ -0.02)
226
+ - Transaction Fees: ($ -0.04)
227
+ ---------------------------------------
228
+ - Net PnL: $ 3.94
229
+ - Capital Returned to Cash: $23.94
230
+ - PORTFOLIO STATE: Total Equity=$1,041.02 | Cash=$916.50 | In Positions=$110.00 (Utilization: 11.76%)
231
+
232
+ [2021-11-03 01:31:00] - PROFIT TAKE (LEVERAGED ID: lev_12)
233
+ - Reason: 'trailing_stop_moderate_calls' @ Exit Price $227.9718
234
+ - P&L BREAKDOWN:
235
+ - Gross PnL: $ 2.40
236
+ - Slippage Cost: ($ -0.03)
237
+ - Transaction Fees: ($ -0.06)
238
+ - Borrowing Fees Paid: ($ -0.20)
239
+ ---------------------------------------
240
+ - Net PnL: $ 2.13
241
+ - Capital Returned to Cash: $12.13
242
+ - PORTFOLIO STATE: Total Equity=$1,042.44 | Cash=$928.63 | In Positions=$100.00 (Utilization: 10.92%)
243
+
244
+ [2021-11-03 07:04:00] - NEW SPOT ENTRY (ID: spot_19)
245
+ - Details: Invested $20.00 for 0.087626 units @ $228.2440
246
+ - PORTFOLIO STATE: Total Equity=$1,042.46 | Cash=$908.63 | In Positions=$120.00 (Utilization: 12.84%)
247
+
248
+ [2021-11-03 07:04:00] - NEW LEVERAGED ENTRY (ID: lev_20)
249
+ - Details: Size=$30.00 @ $228.2440
250
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
251
+ - PORTFOLIO STATE: Total Equity=$1,042.46 | Cash=$898.63 | In Positions=$130.00 (Utilization: 13.80%)
252
+
253
+ [2021-11-03 10:03:00] - PROFIT TAKE (SPOT ID: spot_13)
254
+ - Reason: 'spot_profit_target' @ Exit Price $233.6122
255
+ - P&L BREAKDOWN:
256
+ - Gross PnL: $ 3.98
257
+ - Slippage Cost: ($ -0.02)
258
+ - Transaction Fees: ($ -0.04)
259
+ ---------------------------------------
260
+ - Net PnL: $ 3.93
261
+ - Capital Returned to Cash: $23.93
262
+ - PORTFOLIO STATE: Total Equity=$1,046.41 | Cash=$922.56 | In Positions=$110.00 (Utilization: 11.77%)
263
+
264
+ [2021-11-03 15:54:00] - NEW SPOT ENTRY (ID: spot_21)
265
+ - Details: Invested $20.00 for 0.088585 units @ $225.7710
266
+ - PORTFOLIO STATE: Total Equity=$1,041.44 | Cash=$902.56 | In Positions=$130.00 (Utilization: 13.37%)
267
+
268
+ [2021-11-03 15:54:00] - NEW LEVERAGED ENTRY (ID: lev_22)
269
+ - Details: Size=$30.00 @ $225.7710
270
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
271
+ - PORTFOLIO STATE: Total Equity=$1,041.44 | Cash=$892.56 | In Positions=$140.00 (Utilization: 14.33%)
272
+
273
+ [2021-11-03 18:49:00] - PROFIT TAKE (SPOT ID: spot_17)
274
+ - Reason: 'spot_profit_target' @ Exit Price $235.2755
275
+ - P&L BREAKDOWN:
276
+ - Gross PnL: $ 4.01
277
+ - Slippage Cost: ($ -0.02)
278
+ - Transaction Fees: ($ -0.04)
279
+ ---------------------------------------
280
+ - Net PnL: $ 3.97
281
+ - Capital Returned to Cash: $23.97
282
+ - PORTFOLIO STATE: Total Equity=$1,049.52 | Cash=$916.52 | In Positions=$120.00 (Utilization: 12.46%)
283
+
284
+ [2021-11-03 19:14:00] - PROFIT TAKE (LEVERAGED ID: lev_22)
285
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $235.6811
286
+ - P&L BREAKDOWN:
287
+ - Gross PnL: $ 1.32
288
+ - Slippage Cost: ($ -0.03)
289
+ - Transaction Fees: ($ -0.06)
290
+ - Borrowing Fees Paid: ($ -0.00)
291
+ ---------------------------------------
292
+ - Net PnL: $ 1.26
293
+ - Capital Returned to Cash: $11.26
294
+ - PORTFOLIO STATE: Total Equity=$1,049.72 | Cash=$927.78 | In Positions=$110.00 (Utilization: 11.52%)
295
+
296
+ [2021-11-03 20:15:00] - PROFIT TAKE (SPOT ID: spot_15)
297
+ - Reason: 'spot_profit_target' @ Exit Price $238.9598
298
+ - P&L BREAKDOWN:
299
+ - Gross PnL: $ 3.99
300
+ - Slippage Cost: ($ -0.02)
301
+ - Transaction Fees: ($ -0.04)
302
+ ---------------------------------------
303
+ - Net PnL: $ 3.95
304
+ - Capital Returned to Cash: $23.95
305
+ - PORTFOLIO STATE: Total Equity=$1,051.63 | Cash=$951.73 | In Positions=$90.00 (Utilization: 9.36%)
306
+
307
+ [2021-11-03 21:03:00] - PROFIT TAKE (SPOT ID: spot_9)
308
+ - Reason: 'spot_profit_target' @ Exit Price $242.6231
309
+ - P&L BREAKDOWN:
310
+ - Gross PnL: $ 3.99
311
+ - Slippage Cost: ($ -0.02)
312
+ - Transaction Fees: ($ -0.04)
313
+ ---------------------------------------
314
+ - Net PnL: $ 3.95
315
+ - Capital Returned to Cash: $23.95
316
+ - PORTFOLIO STATE: Total Equity=$1,053.40 | Cash=$975.67 | In Positions=$70.00 (Utilization: 7.20%)
317
+
318
+ [2021-11-03 21:12:00] - PROFIT TAKE (LEVERAGED ID: lev_20)
319
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $241.4603
320
+ - P&L BREAKDOWN:
321
+ - Gross PnL: $ 1.74
322
+ - Slippage Cost: ($ -0.03)
323
+ - Transaction Fees: ($ -0.06)
324
+ - Borrowing Fees Paid: ($ -0.01)
325
+ ---------------------------------------
326
+ - Net PnL: $ 1.67
327
+ - Capital Returned to Cash: $11.67
328
+ - PORTFOLIO STATE: Total Equity=$1,052.83 | Cash=$987.34 | In Positions=$60.00 (Utilization: 6.22%)
329
+
330
+ [2021-11-04 01:18:00] - NEW SPOT ENTRY (ID: spot_23)
331
+ - Details: Invested $20.00 for 0.081534 units @ $245.2960
332
+ - PORTFOLIO STATE: Total Equity=$1,053.81 | Cash=$967.34 | In Positions=$80.00 (Utilization: 8.20%)
333
+
334
+ [2021-11-04 01:18:00] - NEW LEVERAGED ENTRY (ID: lev_24)
335
+ - Details: Size=$30.00 @ $245.2960
336
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
337
+ - PORTFOLIO STATE: Total Equity=$1,053.81 | Cash=$957.34 | In Positions=$90.00 (Utilization: 9.15%)
338
+
339
+ [2021-11-04 09:46:00] - NEW SPOT ENTRY (ID: spot_25)
340
+ - Details: Invested $20.00 for 0.083942 units @ $238.2600
341
+ - PORTFOLIO STATE: Total Equity=$1,050.46 | Cash=$937.34 | In Positions=$110.00 (Utilization: 10.85%)
342
+
343
+ [2021-11-04 09:46:00] - NEW LEVERAGED ENTRY (ID: lev_26)
344
+ - Details: Size=$30.00 @ $238.2600
345
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
346
+ - PORTFOLIO STATE: Total Equity=$1,050.46 | Cash=$927.34 | In Positions=$120.00 (Utilization: 11.80%)
347
+
348
+ [2021-11-04 18:03:00] - NEW SPOT ENTRY (ID: spot_27)
349
+ - Details: Invested $20.00 for 0.083986 units @ $238.1350
350
+ - PORTFOLIO STATE: Total Equity=$1,050.36 | Cash=$907.32 | In Positions=$140.00 (Utilization: 13.70%)
351
+
352
+ [2021-11-04 18:03:00] - NEW LEVERAGED ENTRY (ID: lev_28)
353
+ - Details: Size=$30.00 @ $238.1350
354
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
355
+ - PORTFOLIO STATE: Total Equity=$1,050.36 | Cash=$897.32 | In Positions=$150.00 (Utilization: 14.65%)
356
+
357
+ [2021-11-04 22:49:00] - PROFIT TAKE (LEVERAGED ID: lev_28)
358
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $247.9158
359
+ - P&L BREAKDOWN:
360
+ - Gross PnL: $ 1.23
361
+ - Slippage Cost: ($ -0.03)
362
+ - Transaction Fees: ($ -0.06)
363
+ - Borrowing Fees Paid: ($ -0.00)
364
+ ---------------------------------------
365
+ - Net PnL: $ 1.17
366
+ - Capital Returned to Cash: $11.17
367
+ - PORTFOLIO STATE: Total Equity=$1,059.24 | Cash=$908.50 | In Positions=$140.00 (Utilization: 14.08%)
368
+
369
+ [2021-11-04 23:25:00] - PROFIT TAKE (LEVERAGED ID: lev_26)
370
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $247.9558
371
+ - P&L BREAKDOWN:
372
+ - Gross PnL: $ 1.22
373
+ - Slippage Cost: ($ -0.03)
374
+ - Transaction Fees: ($ -0.06)
375
+ - Borrowing Fees Paid: ($ -0.01)
376
+ ---------------------------------------
377
+ - Net PnL: $ 1.15
378
+ - Capital Returned to Cash: $11.15
379
+ - PORTFOLIO STATE: Total Equity=$1,059.17 | Cash=$919.65 | In Positions=$130.00 (Utilization: 13.14%)
380
+
381
+ [2021-11-05 02:09:00] - NEW SPOT ENTRY (ID: spot_29)
382
+ - Details: Invested $20.00 for 0.082082 units @ $243.6590
383
+ - PORTFOLIO STATE: Total Equity=$1,056.25 | Cash=$899.64 | In Positions=$150.00 (Utilization: 14.85%)
384
+
385
+ [2021-11-05 02:09:00] - NEW LEVERAGED ENTRY (ID: lev_30)
386
+ - Details: Size=$30.00 @ $243.6590
387
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
388
+ - PORTFOLIO STATE: Total Equity=$1,056.25 | Cash=$889.64 | In Positions=$160.00 (Utilization: 15.79%)
389
+
390
+ [2021-11-05 10:23:00] - NEW SPOT ENTRY (ID: spot_31)
391
+ - Details: Invested $20.00 for 0.083288 units @ $240.1320
392
+ - PORTFOLIO STATE: Total Equity=$1,053.24 | Cash=$869.63 | In Positions=$180.00 (Utilization: 17.53%)
393
+
394
+ [2021-11-05 10:23:00] - NEW LEVERAGED ENTRY (ID: lev_32)
395
+ - Details: Size=$30.00 @ $240.1320
396
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
397
+ - PORTFOLIO STATE: Total Equity=$1,053.24 | Cash=$859.63 | In Positions=$190.00 (Utilization: 18.48%)
398
+
399
+ [2021-11-05 18:37:00] - NEW SPOT ENTRY (ID: spot_33)
400
+ - Details: Invested $20.00 for 0.084306 units @ $237.2320
401
+ - PORTFOLIO STATE: Total Equity=$1,050.16 | Cash=$839.61 | In Positions=$210.00 (Utilization: 20.25%)
402
+
403
+ [2021-11-05 18:37:00] - NEW LEVERAGED ENTRY (ID: lev_34)
404
+ - Details: Size=$30.00 @ $237.2320
405
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
406
+ - PORTFOLIO STATE: Total Equity=$1,050.16 | Cash=$829.61 | In Positions=$220.00 (Utilization: 21.21%)
407
+
408
+ [2021-11-06 08:35:00] - PROFIT TAKE (LEVERAGED ID: lev_34)
409
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $247.5282
410
+ - P&L BREAKDOWN:
411
+ - Gross PnL: $ 1.30
412
+ - Slippage Cost: ($ -0.03)
413
+ - Transaction Fees: ($ -0.06)
414
+ - Borrowing Fees Paid: ($ -0.01)
415
+ ---------------------------------------
416
+ - Net PnL: $ 1.23
417
+ - Capital Returned to Cash: $11.23
418
+ - PORTFOLIO STATE: Total Equity=$1,063.40 | Cash=$840.82 | In Positions=$210.00 (Utilization: 20.76%)
419
+
420
+ [2021-11-06 15:30:00] - PROFIT TAKE (SPOT ID: spot_11)
421
+ - Reason: 'spot_profit_target' @ Exit Price $253.3284
422
+ - P&L BREAKDOWN:
423
+ - Gross PnL: $ 4.00
424
+ - Slippage Cost: ($ -0.02)
425
+ - Transaction Fees: ($ -0.04)
426
+ ---------------------------------------
427
+ - Net PnL: $ 3.96
428
+ - Capital Returned to Cash: $23.96
429
+ - PORTFOLIO STATE: Total Equity=$1,069.93 | Cash=$864.76 | In Positions=$190.00 (Utilization: 18.81%)
430
+
431
+ [2021-11-06 15:35:00] - PROFIT TAKE (LEVERAGED ID: lev_32)
432
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $252.5942
433
+ - P&L BREAKDOWN:
434
+ - Gross PnL: $ 1.56
435
+ - Slippage Cost: ($ -0.03)
436
+ - Transaction Fees: ($ -0.06)
437
+ - Borrowing Fees Paid: ($ -0.02)
438
+ ---------------------------------------
439
+ - Net PnL: $ 1.48
440
+ - Capital Returned to Cash: $11.48
441
+ - PORTFOLIO STATE: Total Equity=$1,069.05 | Cash=$876.24 | In Positions=$180.00 (Utilization: 17.84%)
442
+
443
+ [2021-11-06 21:42:00] - PROFIT TAKE (LEVERAGED ID: lev_24)
444
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $257.8879
445
+ - P&L BREAKDOWN:
446
+ - Gross PnL: $ 1.54
447
+ - Slippage Cost: ($ -0.03)
448
+ - Transaction Fees: ($ -0.06)
449
+ - Borrowing Fees Paid: ($ -0.05)
450
+ ---------------------------------------
451
+ - Net PnL: $ 1.43
452
+ - Capital Returned to Cash: $11.43
453
+ - PORTFOLIO STATE: Total Equity=$1,073.78 | Cash=$887.66 | In Positions=$170.00 (Utilization: 17.17%)
454
+
455
+ [2021-11-06 21:42:00] - PROFIT TAKE (LEVERAGED ID: lev_30)
456
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $257.8879
457
+ - P&L BREAKDOWN:
458
+ - Gross PnL: $ 1.75
459
+ - Slippage Cost: ($ -0.03)
460
+ - Transaction Fees: ($ -0.06)
461
+ - Borrowing Fees Paid: ($ -0.03)
462
+ ---------------------------------------
463
+ - Net PnL: $ 1.66
464
+ - Capital Returned to Cash: $11.66
465
+ - PORTFOLIO STATE: Total Equity=$1,073.66 | Cash=$899.32 | In Positions=$160.00 (Utilization: 16.24%)
466
+
467
+ [2021-11-13 22:08:00] - NEW SPOT ENTRY (ID: spot_35)
468
+ - Details: Invested $20.00 for 0.083355 units @ $239.9370
469
+ - PORTFOLIO STATE: Total Equity=$1,061.36 | Cash=$879.32 | In Positions=$180.00 (Utilization: 17.15%)
470
+
471
+ [2021-11-13 22:08:00] - NEW LEVERAGED ENTRY (ID: lev_36)
472
+ - Details: Size=$30.00 @ $239.9370
473
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
474
+ - PORTFOLIO STATE: Total Equity=$1,061.36 | Cash=$869.32 | In Positions=$190.00 (Utilization: 18.09%)
475
+
476
+ [2021-11-19 20:42:00] - NEW SPOT ENTRY (ID: spot_37)
477
+ - Details: Invested $20.00 for 0.092817 units @ $215.4770
478
+ - PORTFOLIO STATE: Total Equity=$1,039.64 | Cash=$849.22 | In Positions=$210.00 (Utilization: 18.61%)
479
+
480
+ [2021-11-19 20:42:00] - NEW LEVERAGED ENTRY (ID: lev_38)
481
+ - Details: Size=$30.00 @ $215.4770
482
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
483
+ - PORTFOLIO STATE: Total Equity=$1,039.64 | Cash=$839.22 | In Positions=$220.00 (Utilization: 19.57%)
484
+
485
+ [2021-11-20 04:51:00] - NEW SPOT ENTRY (ID: spot_39)
486
+ - Details: Invested $20.00 for 0.093044 units @ $214.9510
487
+ - PORTFOLIO STATE: Total Equity=$1,039.04 | Cash=$819.21 | In Positions=$240.00 (Utilization: 21.47%)
488
+
489
+ [2021-11-20 04:51:00] - NEW LEVERAGED ENTRY (ID: lev_40)
490
+ - Details: Size=$30.00 @ $214.9510
491
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
492
+ - PORTFOLIO STATE: Total Equity=$1,039.04 | Cash=$809.21 | In Positions=$250.00 (Utilization: 22.43%)
493
+
494
+ [2021-11-21 18:15:00] - PROFIT TAKE (LEVERAGED ID: lev_38)
495
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $226.1067
496
+ - P&L BREAKDOWN:
497
+ - Gross PnL: $ 1.48
498
+ - Slippage Cost: ($ -0.03)
499
+ - Transaction Fees: ($ -0.06)
500
+ - Borrowing Fees Paid: ($ -0.03)
501
+ ---------------------------------------
502
+ - Net PnL: $ 1.39
503
+ - Capital Returned to Cash: $11.39
504
+ - PORTFOLIO STATE: Total Equity=$1,054.19 | Cash=$820.52 | In Positions=$240.00 (Utilization: 22.18%)
505
+
506
+ [2021-11-21 18:15:00] - PROFIT TAKE (LEVERAGED ID: lev_40)
507
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $226.1067
508
+ - P&L BREAKDOWN:
509
+ - Gross PnL: $ 1.56
510
+ - Slippage Cost: ($ -0.03)
511
+ - Transaction Fees: ($ -0.06)
512
+ - Borrowing Fees Paid: ($ -0.02)
513
+ ---------------------------------------
514
+ - Net PnL: $ 1.47
515
+ - Capital Returned to Cash: $11.47
516
+ - PORTFOLIO STATE: Total Equity=$1,054.07 | Cash=$831.99 | In Positions=$230.00 (Utilization: 21.23%)
517
+
518
+ [2021-12-01 06:10:00] - NEW SPOT ENTRY (ID: spot_41)
519
+ - Details: Invested $20.00 for 0.092529 units @ $216.1480
520
+ - PORTFOLIO STATE: Total Equity=$1,043.00 | Cash=$811.81 | In Positions=$250.00 (Utilization: 22.45%)
521
+
522
+ [2021-12-01 06:10:00] - NEW LEVERAGED ENTRY (ID: lev_42)
523
+ - Details: Size=$30.00 @ $216.1480
524
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
525
+ - PORTFOLIO STATE: Total Equity=$1,043.00 | Cash=$801.81 | In Positions=$260.00 (Utilization: 23.41%)
526
+
527
+ [2021-12-01 14:53:00] - NEW SPOT ENTRY (ID: spot_43)
528
+ - Details: Invested $20.00 for 0.087602 units @ $228.3040
529
+ - PORTFOLIO STATE: Total Equity=$1,058.81 | Cash=$781.80 | In Positions=$280.00 (Utilization: 26.14%)
530
+
531
+ [2021-12-01 14:53:00] - NEW LEVERAGED ENTRY (ID: lev_44)
532
+ - Details: Size=$30.00 @ $228.3040
533
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
534
+ - PORTFOLIO STATE: Total Equity=$1,058.81 | Cash=$771.80 | In Positions=$290.00 (Utilization: 27.08%)
535
+
536
+ [2021-12-01 15:04:00] - PROFIT TAKE (LEVERAGED ID: lev_42)
537
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $227.5672
538
+ - P&L BREAKDOWN:
539
+ - Gross PnL: $ 1.58
540
+ - Slippage Cost: ($ -0.03)
541
+ - Transaction Fees: ($ -0.06)
542
+ - Borrowing Fees Paid: ($ -0.01)
543
+ ---------------------------------------
544
+ - Net PnL: $ 1.52
545
+ - Capital Returned to Cash: $11.52
546
+ - PORTFOLIO STATE: Total Equity=$1,057.93 | Cash=$783.32 | In Positions=$280.00 (Utilization: 26.11%)
547
+
548
+ [2021-12-02 00:22:00] - NEW SPOT ENTRY (ID: spot_45)
549
+ - Details: Invested $20.00 for 0.087846 units @ $227.6720
550
+ - PORTFOLIO STATE: Total Equity=$1,057.75 | Cash=$763.31 | In Positions=$300.00 (Utilization: 27.99%)
551
+
552
+ [2021-12-02 00:22:00] - NEW LEVERAGED ENTRY (ID: lev_46)
553
+ - Details: Size=$30.00 @ $227.6720
554
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
555
+ - PORTFOLIO STATE: Total Equity=$1,057.75 | Cash=$753.31 | In Positions=$310.00 (Utilization: 28.94%)
556
+
557
+ [2021-12-02 09:18:00] - NEW SPOT ENTRY (ID: spot_47)
558
+ - Details: Invested $20.00 for 0.087264 units @ $229.1890
559
+ - PORTFOLIO STATE: Total Equity=$1,060.16 | Cash=$733.29 | In Positions=$330.00 (Utilization: 30.93%)
560
+
561
+ [2021-12-02 09:18:00] - NEW LEVERAGED ENTRY (ID: lev_48)
562
+ - Details: Size=$30.00 @ $229.1890
563
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
564
+ - PORTFOLIO STATE: Total Equity=$1,060.16 | Cash=$723.29 | In Positions=$340.00 (Utilization: 31.87%)
565
+
566
+ [2021-12-02 18:04:00] - NEW SPOT ENTRY (ID: spot_49)
567
+ - Details: Invested $20.00 for 0.086841 units @ $230.3060
568
+ - PORTFOLIO STATE: Total Equity=$1,062.17 | Cash=$703.26 | In Positions=$360.00 (Utilization: 33.83%)
569
+
570
+ [2021-12-02 18:04:00] - NEW LEVERAGED ENTRY (ID: lev_50)
571
+ - Details: Size=$30.00 @ $230.3060
572
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
573
+ - PORTFOLIO STATE: Total Equity=$1,062.17 | Cash=$693.26 | In Positions=$370.00 (Utilization: 34.77%)
574
+
575
+ [2021-12-02 21:12:00] - PROFIT TAKE (LEVERAGED ID: lev_46)
576
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $237.8389
577
+ - P&L BREAKDOWN:
578
+ - Gross PnL: $ 1.34
579
+ - Slippage Cost: ($ -0.03)
580
+ - Transaction Fees: ($ -0.06)
581
+ - Borrowing Fees Paid: ($ -0.01)
582
+ ---------------------------------------
583
+ - Net PnL: $ 1.27
584
+ - Capital Returned to Cash: $11.27
585
+ - PORTFOLIO STATE: Total Equity=$1,077.89 | Cash=$704.53 | In Positions=$360.00 (Utilization: 34.34%)
586
+
587
+ [2021-12-02 21:56:00] - PROFIT TAKE (LEVERAGED ID: lev_44)
588
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $240.7670
589
+ - P&L BREAKDOWN:
590
+ - Gross PnL: $ 1.64
591
+ - Slippage Cost: ($ -0.03)
592
+ - Transaction Fees: ($ -0.06)
593
+ - Borrowing Fees Paid: ($ -0.02)
594
+ ---------------------------------------
595
+ - Net PnL: $ 1.56
596
+ - Capital Returned to Cash: $11.56
597
+ - PORTFOLIO STATE: Total Equity=$1,083.36 | Cash=$716.09 | In Positions=$350.00 (Utilization: 33.62%)
598
+
599
+ [2021-12-02 21:56:00] - PROFIT TAKE (LEVERAGED ID: lev_48)
600
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $240.7670
601
+ - P&L BREAKDOWN:
602
+ - Gross PnL: $ 1.52
603
+ - Slippage Cost: ($ -0.03)
604
+ - Transaction Fees: ($ -0.06)
605
+ - Borrowing Fees Paid: ($ -0.01)
606
+ ---------------------------------------
607
+ - Net PnL: $ 1.45
608
+ - Capital Returned to Cash: $11.45
609
+ - PORTFOLIO STATE: Total Equity=$1,083.26 | Cash=$727.54 | In Positions=$340.00 (Utilization: 32.70%)
610
+
611
+ [2021-12-02 21:56:00] - PROFIT TAKE (LEVERAGED ID: lev_50)
612
+ - Reason: 'trailing_stop_small_calls' @ Exit Price $240.7670
613
+ - P&L BREAKDOWN:
614
+ - Gross PnL: $ 1.36
615
+ - Slippage Cost: ($ -0.03)
616
+ - Transaction Fees: ($ -0.06)
617
+ - Borrowing Fees Paid: ($ -0.00)
618
+ ---------------------------------------
619
+ - Net PnL: $ 1.30
620
+ - Capital Returned to Cash: $11.30
621
+ - PORTFOLIO STATE: Total Equity=$1,083.17 | Cash=$738.84 | In Positions=$330.00 (Utilization: 31.78%)
622
+
623
+ [2021-12-03 02:13:00] - NEW SPOT ENTRY (ID: spot_51)
624
+ - Details: Invested $20.00 for 0.086598 units @ $230.9530
625
+ - PORTFOLIO STATE: Total Equity=$1,067.96 | Cash=$718.83 | In Positions=$350.00 (Utilization: 32.80%)
626
+
627
+ [2021-12-03 02:13:00] - NEW LEVERAGED ENTRY (ID: lev_52)
628
+ - Details: Size=$30.00 @ $230.9530
629
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
630
+ - PORTFOLIO STATE: Total Equity=$1,067.96 | Cash=$708.83 | In Positions=$360.00 (Utilization: 33.73%)
631
+
632
+ [2021-12-03 11:25:00] - NEW SPOT ENTRY (ID: spot_53)
633
+ - Details: Invested $20.00 for 0.084202 units @ $237.5230
634
+ - PORTFOLIO STATE: Total Equity=$1,079.30 | Cash=$688.82 | In Positions=$380.00 (Utilization: 36.13%)
635
+
636
+ [2021-12-03 11:25:00] - NEW LEVERAGED ENTRY (ID: lev_54)
637
+ - Details: Size=$30.00 @ $237.5230
638
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
639
+ - PORTFOLIO STATE: Total Equity=$1,079.30 | Cash=$678.82 | In Positions=$390.00 (Utilization: 37.05%)
640
+
641
+ [2021-12-03 19:45:00] - NEW SPOT ENTRY (ID: spot_55)
642
+ - Details: Invested $20.00 for 0.093894 units @ $213.0060
643
+ - PORTFOLIO STATE: Total Equity=$1,031.75 | Cash=$658.80 | In Positions=$410.00 (Utilization: 37.00%)
644
+
645
+ [2021-12-03 19:45:00] - NEW LEVERAGED ENTRY (ID: lev_56)
646
+ - Details: Size=$30.00 @ $213.0060
647
+ - Capital: Budget Allocated=$10.00 (Initial Margin=$1.00)
648
+ - PORTFOLIO STATE: Total Equity=$1,031.75 | Cash=$648.80 | In Positions=$420.00 (Utilization: 37.97%)
649
+
650
+ [2021-12-03 20:18:00] - LIQUIDATION (LEVERAGED ID: lev_52)
651
+ - Reason: 'liquidated_tech_error_on_call' @ Exit Price $208.2396
652
+ - P&L BREAKDOWN:
653
+ - Gross PnL: $ -2.95
654
+ - Slippage Cost: ($ -0.03)
655
+ - Transaction Fees: ($ -0.06)
656
+ - Borrowing Fees Paid: ($ -0.01)
657
+ ---------------------------------------
658
+ - Net PnL: $ -3.02
659
+ - Capital Returned to Cash: $6.98
660
+ - PORTFOLIO STATE: Total Equity=$1,021.75 | Cash=$655.78 | In Positions=$410.00 (Utilization: 36.63%)
661
+
662
+ [2021-12-11 00:09:00] - LIQUIDATION (LEVERAGED ID: lev_36)
663
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $164.8070
664
+ - P&L BREAKDOWN:
665
+ - Gross PnL: $ -9.39
666
+ - Slippage Cost: ($ -0.02)
667
+ - Transaction Fees: ($ -0.05)
668
+ - Borrowing Fees Paid: ($ -0.49)
669
+ ---------------------------------------
670
+ - Net PnL: $ -9.93
671
+ - Capital Returned to Cash: $0.07
672
+ - PORTFOLIO STATE: Total Equity=$931.96 | Cash=$655.47 | In Positions=$400.00 (Utilization: 31.38%)
673
+
674
+ [2021-12-13 15:02:00] - LIQUIDATION (LEVERAGED ID: lev_54)
675
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $160.4794
676
+ - P&L BREAKDOWN:
677
+ - Gross PnL: $ -9.73
678
+ - Slippage Cost: ($ -0.02)
679
+ - Transaction Fees: ($ -0.05)
680
+ - Borrowing Fees Paid: ($ -0.18)
681
+ ---------------------------------------
682
+ - Net PnL: $ -9.96
683
+ - Capital Returned to Cash: $0.04
684
+ - PORTFOLIO STATE: Total Equity=$923.31 | Cash=$655.41 | In Positions=$390.00 (Utilization: 29.81%)
685
+
686
+ [2022-01-05 22:33:00] - LIQUIDATION (LEVERAGED ID: lev_56)
687
+ - Reason: 'liquidated_max_calls_reached' @ Exit Price $146.3135
688
+ - P&L BREAKDOWN:
689
+ - Gross PnL: $ -9.39
690
+ - Slippage Cost: ($ -0.02)
691
+ - Transaction Fees: ($ -0.05)
692
+ - Borrowing Fees Paid: ($ -0.59)
693
+ ---------------------------------------
694
+ - Net PnL: $ -10.04
695
+ - Capital Returned to Cash: $-0.04
696
+ - PORTFOLIO STATE: Total Equity=$896.81 | Cash=$654.95 | In Positions=$380.00 (Utilization: 26.97%)
697
+
698
+ ================================================================================
699
+ BACKTEST COMPLETE
700
+ ================================================================================
701
+ End Time: 2022-01-15 00:00:00
702
+ Final Portfolio Equity: $896.71
703
+ Average Portfolio Utilization: 18.04%
704
+ ================================================================================
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1
+ id,type,entry_time,exit_time,entry_price,exit_price,pnl,reason
2
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7
+ lev_10,leveraged,2021-10-22 07:19:00,2021-10-22 13:33:00,202.262,210.892896,1.2188756816406456,trailing_stop_small_calls
8
+ lev_14,leveraged,2021-10-23 00:24:00,2021-10-23 04:36:00,194.87,203.871924,1.3244494395237854,trailing_stop_small_calls
9
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10
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11
+ spot_3,spot,2021-10-21 04:05:00,2021-11-02 23:46:00,184.044,220.813965,3.9517840337093286,spot_profit_target
12
+ spot_5,spot,2021-10-21 12:59:00,2021-11-03 01:02:00,187.051,224.39837699999998,3.94928951173744,spot_profit_target
13
+ spot_7,spot,2021-10-21 21:48:00,2021-11-03 01:18:00,187.843,225.30546900000002,3.9447113313778024,spot_profit_target
14
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15
+ spot_13,spot,2021-10-23 00:24:00,2021-11-03 10:03:00,194.87,233.612154,3.9322288547236615,spot_profit_target
16
+ spot_17,spot,2021-10-23 21:10:00,2021-11-03 18:49:00,195.988,235.275489,3.9651637356368754,spot_profit_target
17
+ lev_22,leveraged,2021-11-03 15:54:00,2021-11-03 19:14:00,225.771,235.681083,1.255515223434367,trailing_stop_small_calls
18
+ spot_15,spot,2021-10-23 09:32:00,2021-11-03 20:15:00,199.207,238.959801,3.9471137258228883,spot_profit_target
19
+ spot_9,spot,2021-10-22 07:19:00,2021-11-03 21:03:00,202.262,242.62313400000002,3.946984491995533,spot_profit_target
20
+ lev_20,leveraged,2021-11-03 07:04:00,2021-11-03 21:12:00,228.244,241.460298,1.6693904201643848,trailing_stop_small_calls
21
+ lev_28,leveraged,2021-11-04 18:03:00,2021-11-04 22:49:00,238.135,247.91583599999998,1.1709473824511298,trailing_stop_small_calls
22
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23
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24
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25
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26
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27
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28
+ lev_38,leveraged,2021-11-19 20:42:00,2021-11-21 18:15:00,215.477,226.106667,1.3884460522004647,trailing_stop_small_calls
29
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30
+ lev_42,leveraged,2021-12-01 06:10:00,2021-12-01 15:04:00,216.148,227.567205,1.517329819614339,trailing_stop_small_calls
31
+ lev_46,leveraged,2021-12-02 00:22:00,2021-12-02 21:12:00,227.672,237.838923,1.2663406053884532,trailing_stop_small_calls
32
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33
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34
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35
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36
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37
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38
+ lev_56,leveraged,2021-12-03 19:45:00,2022-01-05 22:33:00,213.006,146.31354000000002,-10.037646593053715,liquidated_max_calls_reached
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