{{if .UseDarkTheme}} {{else}} {{end}} {{- /*gotype: github.com/thrasher-corp/gocryptotrader/backtester/report.Data*/ -}}

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

Executive Summary

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.FundingSettings.UseExchangeLevelFunding}}
Funding results
{{ if eq .Config.StrategySettings.DisableUSDTracking false }} {{end}} {{ range .Statistics.FundingStatistics.Report.Items}} {{ if or .IsCollateral .AppendedViaAPI}} {{else }} {{ if eq $.Config.StrategySettings.DisableUSDTracking false }} {{ end }} {{if .ShowInfinite}} {{ else }} {{ end }} {{end}} {{end}}
Exchange Asset Currency Initial Funds Final FundsInitial Fund in USD Final Funds in USDDifference
{{.Exchange}} {{.Asset}} {{.Currency}} {{ $.Prettify.Decimal8 .InitialFunds}} {{.Currency}} {{ $.Prettify.Decimal8 .FinalFunds }} {{.Currency}}${{ $.Prettify.Decimal2 .USDInitialFunds}} ${{ $.Prettify.Decimal2 .USDFinalFunds}}Infinity%{{ .Difference}}%
{{ if .Statistics.HasCollateral}}
Collateral details
{{ range .Statistics.FundingStatistics.Report.Items}} {{ if .IsCollateral }} {{if .ShowInfinite}} {{ else }} {{ end }} {{else }} {{end}} {{end}}
Exchange Asset Currency Initial Collateral Final Collateral Difference
{{.Exchange}} {{.Asset}} {{.Currency}} {{ $.Prettify.Decimal8 .InitialFunds }} {{.Currency}} {{ $.Prettify.Decimal8 .FinalFunds }} {{.Currency}}Infinity%{{ .Difference}}%
{{ end }}
Pair market movement
{{ range $key, $stats := .Statistics.ExchangeAssetPairStatistics }} {{ end }}
Exchange Asset Currency Market Movement
{{ $key.Exchange }} {{ $key.Asset }} {{ $key.Base }}-{{ $key.Quote }} {{ $.Prettify.Decimal8 $stats.MarketMovement }}%
{{else}}
Pair market movement
{{ range $key, $stats := .Statistics.ExchangeAssetPairStatistics}} {{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
{{ $key.Exchange}} {{ $key.Asset}} {{ $key.Base.Currency}}-{{$key.Quote.Currency}} {{ $.Prettify.Decimal8 $stats.InitialHoldings.BaseInitialFunds }} {{$stats.FinalHoldings.Pair.Base}} {{ $.Prettify.Decimal8 $stats.InitialHoldings.QuoteInitialFunds }} {{$stats.FinalHoldings.Pair.Quote}} {{ $.Prettify.Decimal8 $stats.InitialHoldings.TotalInitialValue }} {{$stats.FinalHoldings.Pair.Quote}} {{ $.Prettify.Decimal8 $stats.FinalHoldings.BaseSize }} {{ $stats.FinalHoldings.Pair.Base}} {{ $.Prettify.Decimal8 $stats.FinalHoldings.QuoteSize }} {{ $stats.FinalHoldings.Pair.Quote}} {{ $.Prettify.Decimal8 $stats.FinalHoldings.TotalValue }} {{ $stats.FinalHoldings.Pair.Quote}} {{ $stats.IsStrategyProfitable }} {{ $stats.DoesPerformanceBeatTheMarket }} {{ $.Prettify.Decimal8 $stats.StrategyMovement }}% {{ $.Prettify.Decimal8 $stats.MarketMovement}}%
{{end}} {{ if eq .Config.StrategySettings.DisableUSDTracking false}}
USD Totals
Initial Total Funds in USD ${{ $.Prettify.Decimal2 .Statistics.FundingStatistics.Report.InitialFunds}}
Final Total Funds in USD ${{ $.Prettify.Decimal2 .Statistics.FundingStatistics.Report.FinalFunds}}
Difference {{ $.Prettify.Decimal8 .Statistics.FundingStatistics.TotalUSDStatistics.HoldingValueDifference}}%
{{end}}

Config

Strategy Settings

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

Currency Settings

{{ range .Config.CurrencySettings}} {{if .USDTrackingPair}} {{else}} {{end}} {{end}}
Exchange Name Asset Currency 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}} {{ $.Prettify.Decimal64 .BuySide.MinimumSize}} {{if .Asset.IsFutures}} {{.Base}}-{{.Quote}} {{else}}{{.Base}} {{end}} {{ $.Prettify.Decimal64 .BuySide.MaximumSize}} {{if .Asset.IsFutures}} {{.Base}}-{{.Quote}} {{else}}{{.Base}} {{end}} {{ $.Prettify.Decimal64 .BuySide.MaximumTotal}} {{if .Asset.IsFutures}}{{else}}{{.Quote}} {{end}} {{ $.Prettify.Decimal64 .SellSide.MinimumSize}} {{if .Asset.IsFutures}} {{.Base}}-{{.Quote}} {{else}}{{.Base}} {{end}} {{ $.Prettify.Decimal64 .SellSide.MaximumSize}} {{if .Asset.IsFutures}} {{.Base}}-{{.Quote}} {{else}}{{.Base}} {{end}} {{ $.Prettify.Decimal64 .SellSide.MaximumTotal}} {{if .Asset.IsFutures}}{{else}}{{.Quote}} {{end}} {{ $.Prettify.Decimal64 .MinimumSlippagePercent}}% {{ $.Prettify.Decimal64 .MaximumSlippagePercent}}% {{.TakerFee}} {{.MaximumHoldingsRatio}}
{{ if .Statistics.FundingStatistics.Report }}

Funding Settings

{{ range .Statistics.FundingStatistics.Report.Items}} {{ if .AppendedViaAPI}} {{else}} {{end}} {{end}}
Exchange Name Asset Currency Paired With Initial Funds Final Funds Transfer Fee Is Collateral
{{.Exchange}} {{.Asset}} {{.Currency}} {{.PairedWith}} {{ $.Prettify.Decimal8 .InitialFunds}} {{.Currency}} {{ $.Prettify.Decimal8 .FinalFunds}} {{.Currency}} {{ $.Prettify.Decimal64 .TransferFee}} {{ .IsCollateral }}
{{ end }}

Portfolio Settings

Buy side Min Amount Buy side Max Amount Buy side Max Total Sell side Min Amount Sell side Max Amount Sell side Max Total
{{ $.Prettify.Decimal64 .Config.PortfolioSettings.BuySide.MinimumSize}} {{ $.Prettify.Decimal64 .Config.PortfolioSettings.BuySide.MaximumSize}} {{ $.Prettify.Decimal64 .Config.PortfolioSettings.BuySide.MaximumTotal}} {{ $.Prettify.Decimal64 .Config.PortfolioSettings.SellSide.MinimumSize}} {{ $.Prettify.Decimal64 .Config.PortfolioSettings.SellSide.MaximumSize}} {{ $.Prettify.Decimal64 .Config.PortfolioSettings.SellSide.MaximumTotal}}

Statistics Settings

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

Warnings

{{ range .Config.CurrencySettings}} {{if .USDTrackingPair}} {{else}} {{if .ShowExchangeOrderLimitWarning}} {{end}} {{ range $.Warnings}} {{end}} {{end}} {{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}}
{{end}}

Charts

{{ if .PNLOverTimeChart }}

PNL Over Time

{{end}} {{if .FuturesSpotDiffChart }}

Futures Spot Diff %

{{end}} {{ if eq $.Config.StrategySettings.DisableUSDTracking false }}

USD Totals

{{ if .USDTotalsChart.ShowZeroDisclaimer}} Note: zero values are not rendered on chart. If line abruptly ends, it is because its value is zero {{end}}
{{end }}

Holdings Over Time

{{ if .HoldingsOverTimeChart.ShowZeroDisclaimer}} Note: zero values are not rendered on chart. If line abruptly ends, it is because its value is zero {{end}}
{{ range .EnhancedCandles}}

{{.Exchange}} {{.Asset}} {{.Pair}} Transactions

{{end}}

Strategy Statistics

{{ if .Statistics.BiggestDrawdown}} {{end}} {{ if .Statistics.BestMarketMovement}} {{end}} {{ if .Statistics.BestStrategyResults}} {{ end}}
Strategy Name {{.Statistics.StrategyName}}
Risk Free Rate {{.Statistics.RiskFreeRate}}%
Total Buy Orders {{ $.Prettify.Int .Statistics.TotalBuyOrders}}
Total Sell Orders {{$.Prettify.Int .Statistics.TotalSellOrders}}
Total Long Orders {{ $.Prettify.Int .Statistics.TotalLongOrders}}
Total Short Orders {{ $.Prettify.Int .Statistics.TotalShortOrders}}
Total Orders {{$.Prettify.Int .Statistics.TotalOrders}}
Biggest Drawdown Start: {{.Statistics.BiggestDrawdown.MaxDrawdown.Highest.Time }} End: {{.Statistics.BiggestDrawdown.MaxDrawdown.Lowest.Time }} Drop: {{ $.Prettify.Decimal2 .Statistics.BiggestDrawdown.MaxDrawdown.DrawdownPercent}}%
Best performing market movement {{.Statistics.BestMarketMovement.Exchange }} {{.Statistics.BestMarketMovement.Asset}} {{.Statistics.BestMarketMovement.Pair}} {{ $.Prettify.Decimal2 .Statistics.BestMarketMovement.MarketMovement}}%
Best performing strategy movement {{.Statistics.BestStrategyResults.Exchange }} {{.Statistics.BestStrategyResults.Asset}} {{.Statistics.BestStrategyResults.Pair}} {{ $.Prettify.Decimal2 .Statistics.BestStrategyResults.StrategyMovement}}%
{{ range $key, $stats := .Statistics.ExchangeAssetPairStatistics}}

Pair Statistics for {{$key.Exchange}} {{ $key.Asset}} {{ $key.Base.Currency}}-{{$key.Quote.Currency}}

{{ if $stats.Asset.IsFutures }} {{ else }} {{end}} {{ if $stats.MaxDrawdown.Highest.Value.IsZero }} {{else}} {{ end }} {{ if $stats.Asset.IsFutures }} {{else}} {{end}} {{ if $stats.Asset.IsFutures }} {{else}} {{ if eq $.Statistics.FundingStatistics.Report.UsingExchangeLevelFunding false }} {{ end }} {{ if eq $.Statistics.FundingStatistics.Report.UsingExchangeLevelFunding false }} {{else}} {{ if eq $.Statistics.FundingStatistics.Report.UsingExchangeLevelFunding false }} {{end }} {{end}} {{end}}
Long Orders {{ $.Prettify.Int $stats.BuyOrders}}
Short Orders {{ $.Prettify.Int $stats.SellOrders}}
Lowest Unrealised PNL {{ $.Prettify.Decimal8 $stats.LowestUnrealisedPNL.Value}} at {{ $stats.LowestUnrealisedPNL.Time}}
Highest Unrealised PNL {{ $.Prettify.Decimal8 $stats.HighestUnrealisedPNL.Value}} at {{ $stats.HighestUnrealisedPNL.Time}}
Lowest Realised PNL {{ $.Prettify.Decimal8 $stats.LowestRealisedPNL.Value}} at {{ $stats.LowestRealisedPNL.Time}}
Highest Realised PNL {{ $.Prettify.Decimal8 $stats.HighestRealisedPNL.Value}} at {{ $stats.HighestRealisedPNL.Time}}
Base Initial Funds {{ $.Prettify.Decimal8 $stats.FinalHoldings.BaseInitialFunds}} {{$stats.FinalHoldings.Pair.Base}}
Quote Initial Funds {{ $.Prettify.Decimal8 $stats.FinalHoldings.QuoteInitialFunds}} {{$stats.FinalHoldings.Pair.Quote}}
Buy Orders {{ $.Prettify.Int $stats.BuyOrders}}
Buy Amount {{ $.Prettify.Decimal8 $stats.FinalHoldings.BoughtAmount}} {{$stats.FinalHoldings.Pair.Base}}
Sell Orders {{ $.Prettify.Int $stats.SellOrders}}
Sell Amount {{ $.Prettify.Decimal8 $stats.FinalHoldings.SoldAmount}} {{$stats.FinalHoldings.Pair.Base}}
Total Orders {{ $.Prettify.Int $stats.TotalOrders}}
Biggest Drawdown Start: {{ $stats.MaxDrawdown.Highest.Time }} End: {{ $stats.MaxDrawdown.Lowest.Time }} Drop: {{ $.Prettify.Decimal8 $stats.MaxDrawdown.DrawdownPercent}}%
Starting Close Price {{ $.Prettify.Decimal8 $stats.StartingClosePrice.Value}} {{$stats.FinalHoldings.Pair.Quote}}
Ending Close Price {{ $.Prettify.Decimal8 $stats.EndingClosePrice.Value}} {{ $stats.FinalHoldings.Pair.Quote }}
Lowest Close Price {{ $.Prettify.Decimal8 $stats.LowestClosePrice.Value}} {{$stats.FinalHoldings.Pair.Quote}}
Highest Close Price {{ $.Prettify.Decimal8 $stats.HighestClosePrice.Value}} {{ $stats.FinalHoldings.Pair.Quote}}
Highest Committed Funds {{ $.Prettify.Decimal8 $stats.HighestCommittedFunds.Value}} at {{ $stats.HighestCommittedFunds.Time}}
Market Movement {{ $.Prettify.Decimal8 $stats.MarketMovement}}%
Strategy Movement {{ $.Prettify.Decimal8 $stats.StrategyMovement}}%
Did it beat the market? {{ .DoesPerformanceBeatTheMarket }}
Final Holdings Value {{ $.Prettify.Decimal8 $stats.FinalHoldings.BaseValue}} {{ $stats.FinalHoldings.Pair.Quote }}
Total Value {{ $.Prettify.Decimal8 $stats.FinalHoldings.TotalValue}} {{ $stats.FinalHoldings.Pair.Quote}}
Total Value Lost to Volume Sizing {{ $.Prettify.Decimal8 $stats.FinalHoldings.TotalValueLostToVolumeSizing}} {{$stats.FinalHoldings.Pair.Quote}}
Total Value Lost to Slippage {{ $.Prettify.Decimal8 $stats.FinalHoldings.TotalValueLostToSlippage}} {{ $stats.FinalHoldings.Pair.Quote }}
Total Value Lost {{ $.Prettify.Decimal8 $stats.FinalHoldings.TotalValueLost}} {{$stats.FinalHoldings.Pair.Quote}}
Total Fees {{ $.Prettify.Decimal8 $stats.FinalHoldings.TotalFees}} {{ $stats.FinalHoldings.Pair.Quote }}
Final Funds {{ $.Prettify.Decimal8 $stats.FinalHoldings.QuoteSize}} {{ $stats.FinalHoldings.Pair.Quote}}
Final Holdings {{ $.Prettify.Decimal8 $stats.FinalHoldings.BaseSize}} {{$stats.FinalHoldings.Pair.Base}}
Final Holdings Value {{ $.Prettify.Decimal8 $stats.FinalHoldings.BaseValue}} {{ $stats.FinalHoldings.Pair.Quote }}
Total Value {{ $.Prettify.Decimal8 $stats.FinalHoldings.TotalValue}} {{ $stats.FinalHoldings.Pair.Quote}}
{{ if eq $.Statistics.FundingStatistics.Report.UsingExchangeLevelFunding false }} Rates {{ if $stats.CompoundAnnualGrowthRate.IsZero}} {{else}} {{end}}
Risk Free Rate {{$.Statistics.RiskFreeRate}}%
Compound Annual Growth RateN/A{{ $.Prettify.Decimal8 $stats.CompoundAnnualGrowthRate}}%
{{ if gt $stats.TotalOrders 1}} {{if $stats.ShowMissingDataWarning}}

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

{{end}} Arithmetic Ratios
Sharpe Ratio {{$stats.ArithmeticRatios.SharpeRatio}}
Sortino Ratio {{$stats.ArithmeticRatios.SortinoRatio}}
Information Ratio {{$stats.ArithmeticRatios.InformationRatio}}
Calmar Ratio {{$stats.ArithmeticRatios.CalmarRatio}}
Geometric Ratios
Sharpe Ratio {{$stats.GeometricRatios.SharpeRatio}}
Sortino Ratio {{$stats.GeometricRatios.SortinoRatio}}
Information Ratio {{$stats.GeometricRatios.InformationRatio}}
Calmar Ratio {{$stats.GeometricRatios.CalmarRatio}}
{{end}} {{end }} {{end }}
{{ if $.Config.StrategySettings.DisableUSDTracking }} {{ if $.Statistics.FundingStatistics.Report.UsingExchangeLevelFunding }}

Exchange level funding ratios require USD Tracking setting enabled

{{end}} {{end}} {{ range .Statistics.FundingStatistics.Items }} {{ if .ReportItem.AppendedViaAPI}} {{else}}

Funding Statistics for {{.ReportItem.Exchange}} {{.ReportItem.Asset}} {{.ReportItem.Currency}}

{{ if .ReportItem.IsCollateral}} {{ else }} {{end }} {{ if .ReportItem.ShowInfinite}} {{else}} {{end}} {{ if eq $.Config.StrategySettings.DisableUSDTracking false }} {{ if .ReportItem.IsCollateral}} {{ else }} {{ if .ReportItem.Currency.IsFiatCurrency}} {{else}} {{end }} {{ if .CompoundAnnualGrowthRate.IsZero}} {{else}} {{end}} {{end }} {{end}}
Initial Collateral {{ $.Prettify.Decimal8 .ReportItem.InitialFunds}}
Final Collateral {{ $.Prettify.Decimal8 .ReportItem.FinalFunds}}
Initial Funds {{ $.Prettify.Decimal8 .ReportItem.InitialFunds}}
Final Funds {{ $.Prettify.Decimal8 .ReportItem.FinalFunds}}
DifferenceInfinity%{{ $.Prettify.Decimal8 .ReportItem.Difference}}%
Starting Close Price {{$.Prettify.Decimal8 .StartingClosePrice.Value}} at {{.StartingClosePrice.Time}}
Ending Close Price {{$.Prettify.Decimal8 .EndingClosePrice.Value}} at {{.EndingClosePrice.Time}}
Highest Close Price {{$.Prettify.Decimal8 .HighestClosePrice.Value}} at {{.HighestClosePrice.Time}}
Lowest Close Price {{$.Prettify.Decimal8 .LowestClosePrice.Value}} at {{.LowestClosePrice.Time}}
Market Movement {{$.Prettify.Decimal8 .MarketMovement}}%
Did Strategy Beat The Market? {{.DidStrategyBeatTheMarket}}
Compound Annual Growth RateN/A{{$.Prettify.Decimal8 .CompoundAnnualGrowthRate}}%
{{end}} {{end}} {{ if eq $.Config.StrategySettings.DisableUSDTracking false }}

USD Totals Funding Statistics

{{ if .Statistics.FundingStatistics.TotalUSDStatistics.CompoundAnnualGrowthRate.IsZero}} {{else}} {{end}}
Initial Total USD Value ${{$.Prettify.Decimal8 .Statistics.FundingStatistics.Report.InitialFunds}}
Final Total USD Value ${{$.Prettify.Decimal8 .Statistics.FundingStatistics.Report.FinalFunds}}
Strategy movement {{$.Prettify.Decimal8 .Statistics.FundingStatistics.TotalUSDStatistics.HoldingValueDifference}}%
Risk Free Rate {{$.Prettify.Decimal8 .Statistics.FundingStatistics.TotalUSDStatistics.RiskFreeRate}}
Benchmark movement {{$.Prettify.Decimal8 .Statistics.FundingStatistics.TotalUSDStatistics.BenchmarkMarketMovement}}%
Did strategy beat the benchmark? {{.Statistics.FundingStatistics.TotalUSDStatistics.DidStrategyBeatTheMarket}}
Did overall strategy make a profit? {{.Statistics.FundingStatistics.TotalUSDStatistics.DidStrategyMakeProfit}}
Highest Holdings ${{$.Prettify.Decimal8 .Statistics.FundingStatistics.TotalUSDStatistics.HighestHoldingValue.Value}} at {{.Statistics.FundingStatistics.TotalUSDStatistics.HighestHoldingValue.Time}}
Lowest Holdings ${{$.Prettify.Decimal8 .Statistics.FundingStatistics.TotalUSDStatistics.LowestHoldingValue.Value}} at {{.Statistics.FundingStatistics.TotalUSDStatistics.LowestHoldingValue.Time}}
Max Drawdown Start: {{ .Statistics.FundingStatistics.TotalUSDStatistics.MaxDrawdown.Highest.Time }} End: {{ .Statistics.FundingStatistics.TotalUSDStatistics.MaxDrawdown.Lowest.Time }} Drop: {{ $.Prettify.Decimal8 .Statistics.FundingStatistics.TotalUSDStatistics.MaxDrawdown.DrawdownPercent}}%
Compound Annual Growth RateN/A{{$.Prettify.Decimal8 .Statistics.FundingStatistics.TotalUSDStatistics.CompoundAnnualGrowthRate}}%
{{if $.Statistics.WasAnyDataMissing}}

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

{{end}} Arithmetic Ratios
Sharpe Ratio {{ .Statistics.FundingStatistics.TotalUSDStatistics.ArithmeticRatios.SharpeRatio}}
Sortino Ratio {{ .Statistics.FundingStatistics.TotalUSDStatistics.ArithmeticRatios.SortinoRatio}}
Information Ratio {{ .Statistics.FundingStatistics.TotalUSDStatistics.ArithmeticRatios.InformationRatio}}
Calmar Ratio {{ .Statistics.FundingStatistics.TotalUSDStatistics.ArithmeticRatios.CalmarRatio}}
Geometric Ratios
Sharpe Ratio {{ .Statistics.FundingStatistics.TotalUSDStatistics.GeometricRatios.SharpeRatio}}
Sortino Ratio {{ .Statistics.FundingStatistics.TotalUSDStatistics.GeometricRatios.SortinoRatio}}
Information Ratio {{ .Statistics.FundingStatistics.TotalUSDStatistics.GeometricRatios.InformationRatio}}
Calmar Ratio {{ .Statistics.FundingStatistics.TotalUSDStatistics.GeometricRatios.CalmarRatio}}
{{ end }}

Orders

{{ range $key, $val := .Statistics.ExchangeAssetPairStatistics}}

{{$key.Exchange}} {{$key.Asset}} {{ $key.Base }}-{{$key.Quote}}

{{range $val.FinalOrders.Orders}} {{end}}
Date Close Price Side Price Amount Fee Total Slippage Rate
{{ .Order.Date }} {{ $.Prettify.Decimal8 .ClosePrice}} {{$key.Quote}} {{ .Order.Side }} {{$.Prettify.Float8 .Order.Price }} {{$key.Quote}} {{$.Prettify.Float8 .Order.Amount }} {{$key.Base}} {{$.Prettify.Float8 .Order.Fee }} {{$key.Quote}} {{ $.Prettify.Decimal8 .CostBasis }} {{.Order.FeeAsset}} {{ $.Prettify.Decimal8 .SlippageRate }}%
{{end}}

Events

{{ range $key, $val := .Statistics.ExchangeAssetPairStatistics}}

{{$key.Exchange}} {{$key.Asset}} {{ $key.Base }}-{{$key.Quote}}

{{if $key.Asset.IsFutures}} {{ else }} {{ end }} {{range $ev := $val.Events}} {{ if ne $ev.FillEvent nil }} {{ else if ne $ev.SignalEvent nil}} {{ end }} {{if $key.Asset.IsFutures}} {{if ne $ev.PNL nil }} {{else}} {{end}} {{else }} {{end}} {{end}}
Date Price Action Event DetailsHoldings Position Direction Unrealised PNL Realised PNL{{$key.Base}} Funds {{$key.Quote}} Funds Total value in {{$key.Quote}} Committed funds in {{$key.Quote}}
{{$ev.FillEvent.GetTime}} {{ $.Prettify.Decimal8 $ev.FillEvent.GetClosePrice}} {{if $key.Asset.IsFutures}}{{if ne $ev.PNL nil }}{{$ev.PNL.GetCollateralCurrency}}{{end}}{{else}}{{$key.Quote}}{{end}} {{$ev.FillEvent.GetDirection}}
    {{ range $ev.FillEvent.GetReasons }}
  • {{.}}
    • {{end}}
{{$ev.SignalEvent.GetTime}} {{ $.Prettify.Decimal8 $ev.SignalEvent.GetClosePrice}} {{if $key.Asset.IsFutures}}{{if ne $ev.PNL nil }}{{$ev.PNL.GetCollateralCurrency}}{{end}}{{else}}{{$key.Quote}}{{end}} {{$ev.SignalEvent.GetDirection}}
    {{ range $ev.SignalEvent.GetReasons }}
  • {{.}}
    • {{end}}
{{ $.Prettify.Decimal8 $ev.PNL.GetExposure}} {{$key.Base}}-{{$key.Quote}} {{$ev.PNL.GetDirection}} {{$.Prettify.Decimal8 $ev.PNL.GetUnrealisedPNL.PNL}} {{if ne $ev.PNL nil }}{{$ev.PNL.GetCollateralCurrency}}{{end}} {{$.Prettify.Decimal8 $ev.PNL.GetRealisedPNL.PNL}} {{if ne $ev.PNL nil }}{{$ev.PNL.GetCollateralCurrency}}{{end}}0 {{$key.Base}}-{{$key.Quote}} N/A 0 0{{ $.Prettify.Decimal8 $ev.Holdings.BaseSize}} {{$key.Base}} {{ $.Prettify.Decimal8 $ev.Holdings.QuoteSize}} {{$key.Quote}} {{ $.Prettify.Decimal8 $ev.Holdings.TotalValue}} {{$key.Quote}} {{ $.Prettify.Decimal8 $ev.Holdings.CommittedFunds}} {{$key.Quote}}
{{end}}