Results for {{.Statistics.StrategyName}} {{.Config.Nickname }}

Goal

{{.Config.Goal}}

Strategy Description

{{.Statistics.StrategyDescription}}

{{ if or .Config.DataSettings.APIData .Config.DataSettings.DatabaseData }} {{ if .Config.DataSettings.APIData}} {{end}} {{ if .Config.DataSettings.DatabaseData}} {{if .Statistics.WasAnyDataMissing}} {{end}} {{end}}

Start Date	{{.Config.DataSettings.APIData.StartDate}}
End Date	{{.Config.DataSettings.APIData.EndDate}}
Interval	{{.Config.DataSettings.Interval}}
Start Date	{{.Config.DataSettings.DatabaseData.StartDate}}
End Date	{{.Config.DataSettings.DatabaseData.EndDate}}
Interval	{{.Config.DataSettings.Interval}}
Was any data missing?	{{ .Statistics.WasAnyDataMissing}}

{{ end }} {{ if or .Config.DataSettings.CSVData .Config.DataSettings.LiveData }}

Interval

{{.Config.DataSettings.Interval}}

{{ end }} {{if $.Config.StrategySettings.UseExchangeLevelFunding}}

Funding results

{{ range .Statistics.Funding.Items}} {{if .ShowInfinite}} {{ else }} {{ end }} {{end}}

Exchange	Asset	Currency	Initial Funds	Initial Fund in USD	Final Funds	Final Funds in USD	Difference
{{.Exchange}}	{{.Asset}}	{{.Currency}}	{{.InitialFunds}} {{.Currency}}	${{.InitialFundsUSD}}	{{.FinalFunds}} {{.Currency}}	${{.FinalFundsUSD}}	∞%	{{ .Difference}}%

Totals

Initial Total Funds in USD	${{ .Statistics.Funding.InitialTotalUSD}}
Final Total Funds in USD	${{ .Statistics.Funding.FinalTotalUSD}}
Difference	{{ .Statistics.Funding.Difference}}%

Pair market movement

{{ range $exchange, $unused := .Statistics.ExchangeAssetPairStatistics}} {{ range $asset, $unused := .}} {{ range $pair, $unused := .}} {{end}} {{end}} {{end}}

Exchange	Asset	Currency	Market Movement
{{ $exchange}}	{{ $asset}}	{{ $pair}}	{{ .MarketMovement}}%

{{else}} {{ range $exchange, $unused := .Statistics.ExchangeAssetPairStatistics}} {{ range $asset, $unused := .}} {{ range $pair, $unused := .}} {{end}} {{end}} {{end}}

Exchange	Asset	Currency	Initial Base funds	Initial Quote funds	Initial Total value	Resulting Base funds	Resulting Quote funds	Resulting Total value	Did it make profit?	Did it beat the market?	Strategy Movement	Market Movement
{{ $exchange}}	{{ $asset}}	{{ $pair}}	{{ .InitialHoldings.BaseInitialFunds }} {{.FinalHoldings.Pair.Base}}	{{ .InitialHoldings.QuoteInitialFunds }} {{.FinalHoldings.Pair.Quote}}	{{ .InitialHoldings.TotalInitialValue }} {{.FinalHoldings.Pair.Quote}}	{{ .FinalHoldings.BaseSize }} {{ .FinalHoldings.Pair.Base}}	{{ .FinalHoldings.QuoteSize }} {{ .FinalHoldings.Pair.Quote}}	{{ .FinalHoldings.TotalValue }} {{ .FinalHoldings.Pair.Quote}}	{{ .IsStrategyProfitable }}	{{ .DoesPerformanceBeatTheMarket }}	{{ .StrategyMovement }}%	{{ .MarketMovement}}%

Totals

Initial Total Funds in USD	${{ .Statistics.Funding.InitialTotalUSD}}
Final Total Funds in USD	${{ .Statistics.Funding.FinalTotalUSD}}
Difference	{{ .Statistics.Funding.Difference}}%

{{end}}

Strategy name	{{.Config.StrategySettings.Name}}
Is multi currency	{{.Config.StrategySettings.SimultaneousSignalProcessing}}
Custom settings	{{.Config.StrategySettings.CustomSettings}}

{{ range .Config.CurrencySettings}} {{end}}

Exchange Name	Asset	Currency Base	Currency Quote	Buy side Min Amount	Buy side Max Amount	Buy side Max Total	Sell side Min Amount	Sell side Max Amount	Sell side Max Total	Min Slippage Percent	Max Slippage Percent	Taker Fee	Maximum Holdings Ratio
{{.ExchangeName}}	{{.Asset}}	{{.Base}}	{{.Quote}}	{{.BuySide.MinimumSize}} {{.Base}}	{{.BuySide.MaximumSize}} {{.Base}}	{{.BuySide.MaximumTotal}} {{.Quote}}	{{.SellSide.MinimumSize}} {{.Base}}	{{.SellSide.MaximumSize}} {{.Base}}	{{.SellSide.MaximumTotal}} {{.Quote}}	{{.MinimumSlippagePercent}}%	{{.MaximumSlippagePercent}}%	{{.TakerFee}}	{{.MaximumHoldingsRatio}}

{{ range .Statistics.Funding.Items}} {{end}}

Exchange Name	Asset	Currency	Paired With	Initial Funds	Transfer Fee
{{.Exchange}}	{{.Asset}}	{{.Currency}}	{{.PairedWith}}	{{ .InitialFunds}}	{{ .TransferFee}}

Can Use Leverage	Max Leverage Rate	Max Orders With Leverage Ratio	Buy side Min Amount	Buy side Max Amount	Buy side Max Total	Sell side Min Amount	Sell side Max Amount	Sell side Max Total
{{.Config.PortfolioSettings.Leverage.CanUseLeverage}}	{{.Config.PortfolioSettings.Leverage.MaximumLeverageRate}}	{{.Config.PortfolioSettings.Leverage.MaximumOrdersWithLeverageRatio}}	{{.Config.PortfolioSettings.BuySide.MinimumSize}}	{{.Config.PortfolioSettings.BuySide.MaximumSize}}	{{ .Config.PortfolioSettings.BuySide.MaximumTotal}}	{{.Config.PortfolioSettings.SellSide.MinimumSize}}	{{.Config.PortfolioSettings.SellSide.MaximumSize}}	{{ .Config.PortfolioSettings.SellSide.MaximumTotal}}

Risk-Free Rate
{{.Config.StatisticSettings.RiskFreeRate}}

{{ range .Config.CurrencySettings}} {{if .ShowExchangeOrderLimitWarning}} {{end}} {{end}} {{ range .Warnings}} {{end}}

Exchange Name	Asset	Currency Base	Currency Quote	Warning
{{.ExchangeName}}	{{.Asset}}	{{.Base}}	{{.Quote}}	order execution limits supported but disabled, live results may differ
{{.Exchange}}	{{.Asset}}	{{.Pair.Base}}	{{.Pair.Quote}}	{{.Message}}

{{ range .EnhancedCandles}} {{ if .IsOverLimit}}

Note: Number of candles processed is higher than chart can render. Only showing the first 1,100

{{end}} {{end}}

{{ if .Statistics.BiggestDrawdown}} {{end}} {{ if .Statistics.BestMarketMovement}} {{end}} {{ if .Statistics.BestStrategyResults}} {{ end}}

Strategy Name	{{.Statistics.StrategyName}}
Risk Free Rate	{{.Statistics.RiskFreeRate}}%
Total Buy Orders	{{.Statistics.TotalBuyOrders}}
Total Sell Orders	{{.Statistics.TotalSellOrders}}
Total Orders	{{.Statistics.TotalOrders}}
Biggest Drawdown	Start: {{.Statistics.BiggestDrawdown.MaxDrawdown.Highest.Time }} End: {{.Statistics.BiggestDrawdown.MaxDrawdown.Lowest.Time }} Drop: {{.Statistics.BiggestDrawdown.MaxDrawdown.DrawdownPercent}}%
Best performing market movement	{{.Statistics.BestMarketMovement.Exchange }} {{.Statistics.BestMarketMovement.Asset}} {{.Statistics.BestMarketMovement.Pair}} {{.Statistics.BestMarketMovement.MarketMovement}}%
Best performing strategy movement	{{.Statistics.BestStrategyResults.Exchange }} {{.Statistics.BestStrategyResults.Asset}} {{.Statistics.BestStrategyResults.Pair}} {{.Statistics.BestStrategyResults.StrategyMovement}}%

{{if $.Config.StrategySettings.UseExchangeLevelFunding}} {{end}} {{ if $val.MaxDrawdown.Highest.Price.IsZero }} {{else}} {{ end }}

Base Initial Funds	{{ $val.FinalHoldings.BaseInitialFunds}} {{$val.FinalHoldings.Pair.Base}}
Quote Initial Funds	{{ $val.FinalHoldings.QuoteInitialFunds}} {{$val.FinalHoldings.Pair.Quote}}
Buy Orders	{{$val.BuyOrders}}
Buy Value	{{ $val.FinalHoldings.BoughtValue}} {{$val.FinalHoldings.Pair.Quote}}
Buy Amount	{{ $val.FinalHoldings.BoughtAmount}} {{$val.FinalHoldings.Pair.Base}}
Sell Orders	{{$val.SellOrders}}
Sell Value	{{ $val.FinalHoldings.SoldValue}} {{$val.FinalHoldings.Pair.Quote}}
Sell Amount	{{ $val.FinalHoldings.SoldAmount}} {{$val.FinalHoldings.Pair.Base}}
Total Orders	{{$val.TotalOrders}}
Biggest Drawdown	Start: {{ $val.MaxDrawdown.Highest.Time }} End: {{ $val.MaxDrawdown.Lowest.Time }} Drop: {{printf "%.8v" $val.MaxDrawdown.DrawdownPercent}}%
Starting Close Price	{{ $val.StartingClosePrice}} {{$val.FinalHoldings.Pair.Quote}}
Ending Close Price	{{ $val.EndingClosePrice}} {{ $val.FinalHoldings.Pair.Quote }}
Lowest Close Price	{{ $val.LowestClosePrice}} {{$val.FinalHoldings.Pair.Quote}}
Highest Close Price	{{ $val.HighestClosePrice}} {{ $val.FinalHoldings.Pair.Quote}}
Highest Committed Funds	{{ $val.HighestCommittedFunds.Value}} at {{ $val.HighestCommittedFunds.Time}}
Market Movement	{{ $val.MarketMovement}}%
Strategy Movement	{{ $val.StrategyMovement}}%
Did it beat the market?	{{ .DoesPerformanceBeatTheMarket }}
Total Value Lost to Volume Sizing	{{ $val.FinalHoldings.TotalValueLostToVolumeSizing}} {{$val.FinalHoldings.Pair.Quote}}
Total Value Lost to Slippage	{{ $val.FinalHoldings.TotalValueLostToSlippage}} {{ $val.FinalHoldings.Pair.Quote }}
Total Value Lost	{{ $val.FinalHoldings.TotalValueLost}} {{$val.FinalHoldings.Pair.Quote}}
Total Fees	{{ $val.FinalHoldings.TotalFees}} {{ $val.FinalHoldings.Pair.Quote }}
Final Funds	{{ $val.FinalHoldings.QuoteSize}} {{ $val.FinalHoldings.Pair.Quote}}
Final Holdings	{{ $val.FinalHoldings.BaseSize}} {{$val.FinalHoldings.Pair.Base}}
Final Holdings Value	{{ $val.FinalHoldings.BaseValue}} {{ $val.FinalHoldings.Pair.Quote }}
Total Value	{{ $val.FinalHoldings.TotalValue}} {{ $val.FinalHoldings.Pair.Quote}}

Rates

Risk Free Rate	{{$val.RiskFreeRate}}%
Compound Annual Growth Rate	{{$val.CompoundAnnualGrowthRate}}%

{{if $val.ShowMissingDataWarning}}

Missing data was detected during this backtesting run
Ratio calculations will be skewed

{{end}} Arithmetic Ratios

Sharpe Ratio	{{$val.ArithmeticRatios.SharpeRatio}}
Sortino Ratio	{{$val.ArithmeticRatios.SortinoRatio}}
Information Ratio	{{$val.ArithmeticRatios.InformationRatio}}
Calmar Ratio	{{$val.ArithmeticRatios.CalmarRatio}}

Geometric Ratios

Sharpe Ratio	{{$val.GeometricRatios.SharpeRatio}}
Sortino Ratio	{{$val.GeometricRatios.SortinoRatio}}
Information Ratio	{{$val.GeometricRatios.InformationRatio}}
Calmar Ratio	{{$val.GeometricRatios.CalmarRatio}}

{{ range $exchange, $unused := .Statistics.ExchangeAssetPairStatistics}} {{ range $asset, $unused := .}} {{ range $pair, $val := .}} {{end}} {{end}} {{end}}

{{ range $exchange, $unused := .Statistics.ExchangeAssetPairStatistics}} {{ range $asset, $unused :=.}} {{ range $pair, $data := .}} {{end}} {{end}} {{end}}