ramseshk
f7f47b5484
Root cause: Kalman filter needs a cointegrated pair, but the historical runner was feeding it synthetic noise (close vs SMA). The Kalman filter found no mean-reverting spread, producing 0 signals. Fix: Intercept kalman_pairs in main(), fetch real ETH candles, run the full backtest_kalman_pairs() with BTC/ETH or X/ETH data. Results (30-day, 720h candles, BTC/ETH pair): BTC: 35 trades, -0.36% PnL ETH: 34 trades, -0.01% PnL (ETH/BTC pair) HYPE: 27 trades, -0.00% PnL (HYPE/BTC pair) VVV: 33 trades, -0.01% PnL (VVV/BTC pair) Total: 32 historical backtests (8 strategies x 4 coins)
3377 lines
46 KiB
JSON
3377 lines
46 KiB
JSON
{
|
|
"strategy": "Kalman Pairs",
|
|
"strategy_key": "kalman_pairs",
|
|
"coin": "VVV",
|
|
"allocation": 100.0,
|
|
"start_time": "0",
|
|
"end_time": "720",
|
|
"start_equity": 100.0,
|
|
"end_equity": 9999.0224,
|
|
"pnl": -0.9776,
|
|
"pnl_pct": -0.01,
|
|
"pnl_gross": -0.1449,
|
|
"pnl_gross_pct": -0.01,
|
|
"fees_total": 0.8327,
|
|
"fee_tier": 0,
|
|
"staking_tier": "none",
|
|
"fee_model": "taker",
|
|
"sharpe": -0.1277,
|
|
"sortino": -0.0543,
|
|
"max_dd": 0.0007,
|
|
"max_dd_pct": 0.07,
|
|
"win_rate": 0.0,
|
|
"total_trades": 33,
|
|
"equity_curve": [
|
|
{
|
|
"t": 0,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 1,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 2,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 3,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 4,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 5,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 6,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 7,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 8,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 9,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 10,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 11,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 12,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 13,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 14,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 15,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 16,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 17,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 18,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 19,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 20,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 21,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 22,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 23,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 24,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 25,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 26,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 27,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 28,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 29,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 30,
|
|
"v": 10000.0
|
|
},
|
|
{
|
|
"t": 31,
|
|
"v": 9999.9874
|
|
},
|
|
{
|
|
"t": 32,
|
|
"v": 10000.5625
|
|
},
|
|
{
|
|
"t": 33,
|
|
"v": 10000.55
|
|
},
|
|
{
|
|
"t": 34,
|
|
"v": 10000.4033
|
|
},
|
|
{
|
|
"t": 35,
|
|
"v": 10000.4033
|
|
},
|
|
{
|
|
"t": 36,
|
|
"v": 10000.4033
|
|
},
|
|
{
|
|
"t": 37,
|
|
"v": 10000.4033
|
|
},
|
|
{
|
|
"t": 38,
|
|
"v": 10000.4033
|
|
},
|
|
{
|
|
"t": 39,
|
|
"v": 10000.4033
|
|
},
|
|
{
|
|
"t": 40,
|
|
"v": 10000.4033
|
|
},
|
|
{
|
|
"t": 41,
|
|
"v": 10000.3907
|
|
},
|
|
{
|
|
"t": 42,
|
|
"v": 10000.8386
|
|
},
|
|
{
|
|
"t": 43,
|
|
"v": 10000.2252
|
|
},
|
|
{
|
|
"t": 44,
|
|
"v": 10000.2854
|
|
},
|
|
{
|
|
"t": 45,
|
|
"v": 10000.2854
|
|
},
|
|
{
|
|
"t": 46,
|
|
"v": 10000.2854
|
|
},
|
|
{
|
|
"t": 47,
|
|
"v": 10000.2854
|
|
},
|
|
{
|
|
"t": 48,
|
|
"v": 10000.2854
|
|
},
|
|
{
|
|
"t": 49,
|
|
"v": 10000.2854
|
|
},
|
|
{
|
|
"t": 50,
|
|
"v": 10000.2854
|
|
},
|
|
{
|
|
"t": 51,
|
|
"v": 10000.2854
|
|
},
|
|
{
|
|
"t": 52,
|
|
"v": 10000.2854
|
|
},
|
|
{
|
|
"t": 53,
|
|
"v": 10000.2854
|
|
},
|
|
{
|
|
"t": 54,
|
|
"v": 10000.2729
|
|
},
|
|
{
|
|
"t": 55,
|
|
"v": 10000.0007
|
|
},
|
|
{
|
|
"t": 56,
|
|
"v": 10000.9811
|
|
},
|
|
{
|
|
"t": 57,
|
|
"v": 10000.9811
|
|
},
|
|
{
|
|
"t": 58,
|
|
"v": 10000.9811
|
|
},
|
|
{
|
|
"t": 59,
|
|
"v": 10000.9811
|
|
},
|
|
{
|
|
"t": 60,
|
|
"v": 10000.9811
|
|
},
|
|
{
|
|
"t": 61,
|
|
"v": 10000.9685
|
|
},
|
|
{
|
|
"t": 62,
|
|
"v": 10001.9168
|
|
},
|
|
{
|
|
"t": 63,
|
|
"v": 10001.9168
|
|
},
|
|
{
|
|
"t": 64,
|
|
"v": 10001.9168
|
|
},
|
|
{
|
|
"t": 65,
|
|
"v": 10001.9168
|
|
},
|
|
{
|
|
"t": 66,
|
|
"v": 10001.9168
|
|
},
|
|
{
|
|
"t": 67,
|
|
"v": 10001.9168
|
|
},
|
|
{
|
|
"t": 68,
|
|
"v": 10001.9168
|
|
},
|
|
{
|
|
"t": 69,
|
|
"v": 10001.9168
|
|
},
|
|
{
|
|
"t": 70,
|
|
"v": 10001.9168
|
|
},
|
|
{
|
|
"t": 71,
|
|
"v": 10001.9168
|
|
},
|
|
{
|
|
"t": 72,
|
|
"v": 10001.9168
|
|
},
|
|
{
|
|
"t": 73,
|
|
"v": 10001.9168
|
|
},
|
|
{
|
|
"t": 74,
|
|
"v": 10001.9168
|
|
},
|
|
{
|
|
"t": 75,
|
|
"v": 10001.9168
|
|
},
|
|
{
|
|
"t": 76,
|
|
"v": 10001.9168
|
|
},
|
|
{
|
|
"t": 77,
|
|
"v": 10001.9168
|
|
},
|
|
{
|
|
"t": 78,
|
|
"v": 10001.9042
|
|
},
|
|
{
|
|
"t": 79,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 80,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 81,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 82,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 83,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 84,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 85,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 86,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 87,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 88,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 89,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 90,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 91,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 92,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 93,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 94,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 95,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 96,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 97,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 98,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 99,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 100,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 101,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 102,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 103,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 104,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 105,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 106,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 107,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 108,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 109,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 110,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 111,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 112,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 113,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 114,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 115,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 116,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 117,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 118,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 119,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 120,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 121,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 122,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 123,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 124,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 125,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 126,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 127,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 128,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 129,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 130,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 131,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 132,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 133,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 134,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 135,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 136,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 137,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 138,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 139,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 140,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 141,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 142,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 143,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 144,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 145,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 146,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 147,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 148,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 149,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 150,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 151,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 152,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 153,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 154,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 155,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 156,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 157,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 158,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 159,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 160,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 161,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 162,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 163,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 164,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 165,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 166,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 167,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 168,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 169,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 170,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 171,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 172,
|
|
"v": 10002.2829
|
|
},
|
|
{
|
|
"t": 173,
|
|
"v": 10002.2704
|
|
},
|
|
{
|
|
"t": 174,
|
|
"v": 10001.7147
|
|
},
|
|
{
|
|
"t": 175,
|
|
"v": 10001.7505
|
|
},
|
|
{
|
|
"t": 176,
|
|
"v": 10001.7505
|
|
},
|
|
{
|
|
"t": 177,
|
|
"v": 10001.7505
|
|
},
|
|
{
|
|
"t": 178,
|
|
"v": 10001.7505
|
|
},
|
|
{
|
|
"t": 179,
|
|
"v": 10001.7505
|
|
},
|
|
{
|
|
"t": 180,
|
|
"v": 10001.7505
|
|
},
|
|
{
|
|
"t": 181,
|
|
"v": 10001.7505
|
|
},
|
|
{
|
|
"t": 182,
|
|
"v": 10001.7505
|
|
},
|
|
{
|
|
"t": 183,
|
|
"v": 10001.7505
|
|
},
|
|
{
|
|
"t": 184,
|
|
"v": 10001.7505
|
|
},
|
|
{
|
|
"t": 185,
|
|
"v": 10001.7505
|
|
},
|
|
{
|
|
"t": 186,
|
|
"v": 10001.7505
|
|
},
|
|
{
|
|
"t": 187,
|
|
"v": 10001.7505
|
|
},
|
|
{
|
|
"t": 188,
|
|
"v": 10001.7505
|
|
},
|
|
{
|
|
"t": 189,
|
|
"v": 10001.7505
|
|
},
|
|
{
|
|
"t": 190,
|
|
"v": 10001.7505
|
|
},
|
|
{
|
|
"t": 191,
|
|
"v": 10001.7379
|
|
},
|
|
{
|
|
"t": 192,
|
|
"v": 10002.541
|
|
},
|
|
{
|
|
"t": 193,
|
|
"v": 10002.541
|
|
},
|
|
{
|
|
"t": 194,
|
|
"v": 10002.541
|
|
},
|
|
{
|
|
"t": 195,
|
|
"v": 10002.541
|
|
},
|
|
{
|
|
"t": 196,
|
|
"v": 10002.541
|
|
},
|
|
{
|
|
"t": 197,
|
|
"v": 10002.541
|
|
},
|
|
{
|
|
"t": 198,
|
|
"v": 10002.541
|
|
},
|
|
{
|
|
"t": 199,
|
|
"v": 10002.541
|
|
},
|
|
{
|
|
"t": 200,
|
|
"v": 10002.541
|
|
},
|
|
{
|
|
"t": 201,
|
|
"v": 10002.541
|
|
},
|
|
{
|
|
"t": 202,
|
|
"v": 10002.541
|
|
},
|
|
{
|
|
"t": 203,
|
|
"v": 10002.541
|
|
},
|
|
{
|
|
"t": 204,
|
|
"v": 10002.541
|
|
},
|
|
{
|
|
"t": 205,
|
|
"v": 10002.541
|
|
},
|
|
{
|
|
"t": 206,
|
|
"v": 10002.541
|
|
},
|
|
{
|
|
"t": 207,
|
|
"v": 10002.541
|
|
},
|
|
{
|
|
"t": 208,
|
|
"v": 10002.541
|
|
},
|
|
{
|
|
"t": 209,
|
|
"v": 10002.541
|
|
},
|
|
{
|
|
"t": 210,
|
|
"v": 10002.541
|
|
},
|
|
{
|
|
"t": 211,
|
|
"v": 10002.5284
|
|
},
|
|
{
|
|
"t": 212,
|
|
"v": 10005.0319
|
|
},
|
|
{
|
|
"t": 213,
|
|
"v": 10005.0319
|
|
},
|
|
{
|
|
"t": 214,
|
|
"v": 10005.0319
|
|
},
|
|
{
|
|
"t": 215,
|
|
"v": 10005.0319
|
|
},
|
|
{
|
|
"t": 216,
|
|
"v": 10005.0193
|
|
},
|
|
{
|
|
"t": 217,
|
|
"v": 10005.1467
|
|
},
|
|
{
|
|
"t": 218,
|
|
"v": 10005.1467
|
|
},
|
|
{
|
|
"t": 219,
|
|
"v": 10005.1467
|
|
},
|
|
{
|
|
"t": 220,
|
|
"v": 10005.1467
|
|
},
|
|
{
|
|
"t": 221,
|
|
"v": 10005.1467
|
|
},
|
|
{
|
|
"t": 222,
|
|
"v": 10005.1467
|
|
},
|
|
{
|
|
"t": 223,
|
|
"v": 10005.1467
|
|
},
|
|
{
|
|
"t": 224,
|
|
"v": 10005.1467
|
|
},
|
|
{
|
|
"t": 225,
|
|
"v": 10005.1467
|
|
},
|
|
{
|
|
"t": 226,
|
|
"v": 10005.1341
|
|
},
|
|
{
|
|
"t": 227,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 228,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 229,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 230,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 231,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 232,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 233,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 234,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 235,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 236,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 237,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 238,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 239,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 240,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 241,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 242,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 243,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 244,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 245,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 246,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 247,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 248,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 249,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 250,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 251,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 252,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 253,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 254,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 255,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 256,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 257,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 258,
|
|
"v": 10005.2991
|
|
},
|
|
{
|
|
"t": 259,
|
|
"v": 10005.2865
|
|
},
|
|
{
|
|
"t": 260,
|
|
"v": 10004.6401
|
|
},
|
|
{
|
|
"t": 261,
|
|
"v": 10004.8152
|
|
},
|
|
{
|
|
"t": 262,
|
|
"v": 10004.8152
|
|
},
|
|
{
|
|
"t": 263,
|
|
"v": 10004.8027
|
|
},
|
|
{
|
|
"t": 264,
|
|
"v": 10004.1248
|
|
},
|
|
{
|
|
"t": 265,
|
|
"v": 10004.4391
|
|
},
|
|
{
|
|
"t": 266,
|
|
"v": 10004.4391
|
|
},
|
|
{
|
|
"t": 267,
|
|
"v": 10004.4391
|
|
},
|
|
{
|
|
"t": 268,
|
|
"v": 10004.4391
|
|
},
|
|
{
|
|
"t": 269,
|
|
"v": 10004.4391
|
|
},
|
|
{
|
|
"t": 270,
|
|
"v": 10004.4391
|
|
},
|
|
{
|
|
"t": 271,
|
|
"v": 10004.4391
|
|
},
|
|
{
|
|
"t": 272,
|
|
"v": 10004.4391
|
|
},
|
|
{
|
|
"t": 273,
|
|
"v": 10004.4266
|
|
},
|
|
{
|
|
"t": 274,
|
|
"v": 10003.556
|
|
},
|
|
{
|
|
"t": 275,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 276,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 277,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 278,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 279,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 280,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 281,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 282,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 283,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 284,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 285,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 286,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 287,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 288,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 289,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 290,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 291,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 292,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 293,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 294,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 295,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 296,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 297,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 298,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 299,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 300,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 301,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 302,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 303,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 304,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 305,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 306,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 307,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 308,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 309,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 310,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 311,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 312,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 313,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 314,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 315,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 316,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 317,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 318,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 319,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 320,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 321,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 322,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 323,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 324,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 325,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 326,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 327,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 328,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 329,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 330,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 331,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 332,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 333,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 334,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 335,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 336,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 337,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 338,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 339,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 340,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 341,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 342,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 343,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 344,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 345,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 346,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 347,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 348,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 349,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 350,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 351,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 352,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 353,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 354,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 355,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 356,
|
|
"v": 10003.5483
|
|
},
|
|
{
|
|
"t": 357,
|
|
"v": 10003.5357
|
|
},
|
|
{
|
|
"t": 358,
|
|
"v": 10003.0573
|
|
},
|
|
{
|
|
"t": 359,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 360,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 361,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 362,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 363,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 364,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 365,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 366,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 367,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 368,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 369,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 370,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 371,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 372,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 373,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 374,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 375,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 376,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 377,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 378,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 379,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 380,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 381,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 382,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 383,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 384,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 385,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 386,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 387,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 388,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 389,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 390,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 391,
|
|
"v": 10000.1516
|
|
},
|
|
{
|
|
"t": 392,
|
|
"v": 10000.1391
|
|
},
|
|
{
|
|
"t": 393,
|
|
"v": 10001.024
|
|
},
|
|
{
|
|
"t": 394,
|
|
"v": 10001.024
|
|
},
|
|
{
|
|
"t": 395,
|
|
"v": 10001.024
|
|
},
|
|
{
|
|
"t": 396,
|
|
"v": 10001.0114
|
|
},
|
|
{
|
|
"t": 397,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 398,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 399,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 400,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 401,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 402,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 403,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 404,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 405,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 406,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 407,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 408,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 409,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 410,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 411,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 412,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 413,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 414,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 415,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 416,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 417,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 418,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 419,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 420,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 421,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 422,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 423,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 424,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 425,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 426,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 427,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 428,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 429,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 430,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 431,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 432,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 433,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 434,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 435,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 436,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 437,
|
|
"v": 10001.4988
|
|
},
|
|
{
|
|
"t": 438,
|
|
"v": 10001.4862
|
|
},
|
|
{
|
|
"t": 439,
|
|
"v": 10001.4829
|
|
},
|
|
{
|
|
"t": 440,
|
|
"v": 10001.4703
|
|
},
|
|
{
|
|
"t": 441,
|
|
"v": 10001.3051
|
|
},
|
|
{
|
|
"t": 442,
|
|
"v": 10000.7764
|
|
},
|
|
{
|
|
"t": 443,
|
|
"v": 10000.7764
|
|
},
|
|
{
|
|
"t": 444,
|
|
"v": 10000.7764
|
|
},
|
|
{
|
|
"t": 445,
|
|
"v": 10000.7764
|
|
},
|
|
{
|
|
"t": 446,
|
|
"v": 10000.7764
|
|
},
|
|
{
|
|
"t": 447,
|
|
"v": 10000.7764
|
|
},
|
|
{
|
|
"t": 448,
|
|
"v": 10000.7764
|
|
},
|
|
{
|
|
"t": 449,
|
|
"v": 10000.7764
|
|
},
|
|
{
|
|
"t": 450,
|
|
"v": 10000.7764
|
|
},
|
|
{
|
|
"t": 451,
|
|
"v": 10000.7764
|
|
},
|
|
{
|
|
"t": 452,
|
|
"v": 10000.7764
|
|
},
|
|
{
|
|
"t": 453,
|
|
"v": 10000.7764
|
|
},
|
|
{
|
|
"t": 454,
|
|
"v": 10000.7764
|
|
},
|
|
{
|
|
"t": 455,
|
|
"v": 10000.7764
|
|
},
|
|
{
|
|
"t": 456,
|
|
"v": 10000.7764
|
|
},
|
|
{
|
|
"t": 457,
|
|
"v": 10000.7764
|
|
},
|
|
{
|
|
"t": 458,
|
|
"v": 10000.7764
|
|
},
|
|
{
|
|
"t": 459,
|
|
"v": 10000.7638
|
|
},
|
|
{
|
|
"t": 460,
|
|
"v": 10001.3151
|
|
},
|
|
{
|
|
"t": 461,
|
|
"v": 10001.3151
|
|
},
|
|
{
|
|
"t": 462,
|
|
"v": 10001.3025
|
|
},
|
|
{
|
|
"t": 463,
|
|
"v": 10000.8889
|
|
},
|
|
{
|
|
"t": 464,
|
|
"v": 10001.5348
|
|
},
|
|
{
|
|
"t": 465,
|
|
"v": 10001.5348
|
|
},
|
|
{
|
|
"t": 466,
|
|
"v": 10001.5348
|
|
},
|
|
{
|
|
"t": 467,
|
|
"v": 10001.5348
|
|
},
|
|
{
|
|
"t": 468,
|
|
"v": 10001.5348
|
|
},
|
|
{
|
|
"t": 469,
|
|
"v": 10001.5348
|
|
},
|
|
{
|
|
"t": 470,
|
|
"v": 10001.5222
|
|
},
|
|
{
|
|
"t": 471,
|
|
"v": 10001.6533
|
|
},
|
|
{
|
|
"t": 472,
|
|
"v": 10001.6533
|
|
},
|
|
{
|
|
"t": 473,
|
|
"v": 10001.6533
|
|
},
|
|
{
|
|
"t": 474,
|
|
"v": 10001.6533
|
|
},
|
|
{
|
|
"t": 475,
|
|
"v": 10001.6533
|
|
},
|
|
{
|
|
"t": 476,
|
|
"v": 10001.6408
|
|
},
|
|
{
|
|
"t": 477,
|
|
"v": 10000.3897
|
|
},
|
|
{
|
|
"t": 478,
|
|
"v": 9999.6678
|
|
},
|
|
{
|
|
"t": 479,
|
|
"v": 9999.4537
|
|
},
|
|
{
|
|
"t": 480,
|
|
"v": 9999.4537
|
|
},
|
|
{
|
|
"t": 481,
|
|
"v": 9999.4411
|
|
},
|
|
{
|
|
"t": 482,
|
|
"v": 9999.7123
|
|
},
|
|
{
|
|
"t": 483,
|
|
"v": 9999.7123
|
|
},
|
|
{
|
|
"t": 484,
|
|
"v": 9999.7123
|
|
},
|
|
{
|
|
"t": 485,
|
|
"v": 9999.6997
|
|
},
|
|
{
|
|
"t": 486,
|
|
"v": 9999.1805
|
|
},
|
|
{
|
|
"t": 487,
|
|
"v": 10000.0463
|
|
},
|
|
{
|
|
"t": 488,
|
|
"v": 10000.0463
|
|
},
|
|
{
|
|
"t": 489,
|
|
"v": 10000.0337
|
|
},
|
|
{
|
|
"t": 490,
|
|
"v": 9999.5577
|
|
},
|
|
{
|
|
"t": 491,
|
|
"v": 9999.6241
|
|
},
|
|
{
|
|
"t": 492,
|
|
"v": 9999.6241
|
|
},
|
|
{
|
|
"t": 493,
|
|
"v": 9999.6241
|
|
},
|
|
{
|
|
"t": 494,
|
|
"v": 9999.6241
|
|
},
|
|
{
|
|
"t": 495,
|
|
"v": 9999.6241
|
|
},
|
|
{
|
|
"t": 496,
|
|
"v": 9999.6241
|
|
},
|
|
{
|
|
"t": 497,
|
|
"v": 9999.6241
|
|
},
|
|
{
|
|
"t": 498,
|
|
"v": 9999.6241
|
|
},
|
|
{
|
|
"t": 499,
|
|
"v": 9999.6115
|
|
},
|
|
{
|
|
"t": 500,
|
|
"v": 9999.887
|
|
},
|
|
{
|
|
"t": 501,
|
|
"v": 9999.887
|
|
},
|
|
{
|
|
"t": 502,
|
|
"v": 9999.887
|
|
},
|
|
{
|
|
"t": 503,
|
|
"v": 9999.887
|
|
},
|
|
{
|
|
"t": 504,
|
|
"v": 9999.887
|
|
},
|
|
{
|
|
"t": 505,
|
|
"v": 9999.887
|
|
},
|
|
{
|
|
"t": 506,
|
|
"v": 9999.887
|
|
},
|
|
{
|
|
"t": 507,
|
|
"v": 9999.887
|
|
},
|
|
{
|
|
"t": 508,
|
|
"v": 9999.887
|
|
},
|
|
{
|
|
"t": 509,
|
|
"v": 9999.887
|
|
},
|
|
{
|
|
"t": 510,
|
|
"v": 9999.8744
|
|
},
|
|
{
|
|
"t": 511,
|
|
"v": 9998.7538
|
|
},
|
|
{
|
|
"t": 512,
|
|
"v": 9998.1464
|
|
},
|
|
{
|
|
"t": 513,
|
|
"v": 9999.0724
|
|
},
|
|
{
|
|
"t": 514,
|
|
"v": 9999.0724
|
|
},
|
|
{
|
|
"t": 515,
|
|
"v": 9999.0724
|
|
},
|
|
{
|
|
"t": 516,
|
|
"v": 9999.0724
|
|
},
|
|
{
|
|
"t": 517,
|
|
"v": 9999.0724
|
|
},
|
|
{
|
|
"t": 518,
|
|
"v": 9999.0724
|
|
},
|
|
{
|
|
"t": 519,
|
|
"v": 9999.0724
|
|
},
|
|
{
|
|
"t": 520,
|
|
"v": 9999.0724
|
|
},
|
|
{
|
|
"t": 521,
|
|
"v": 9999.0724
|
|
},
|
|
{
|
|
"t": 522,
|
|
"v": 9999.0598
|
|
},
|
|
{
|
|
"t": 523,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 524,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 525,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 526,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 527,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 528,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 529,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 530,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 531,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 532,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 533,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 534,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 535,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 536,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 537,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 538,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 539,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 540,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 541,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 542,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 543,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 544,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 545,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 546,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 547,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 548,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 549,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 550,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 551,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 552,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 553,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 554,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 555,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 556,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 557,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 558,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 559,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 560,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 561,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 562,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 563,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 564,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 565,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 566,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 567,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 568,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 569,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 570,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 571,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 572,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 573,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 574,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 575,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 576,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 577,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 578,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 579,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 580,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 581,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 582,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 583,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 584,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 585,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 586,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 587,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 588,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 589,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 590,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 591,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 592,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 593,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 594,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 595,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 596,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 597,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 598,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 599,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 600,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 601,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 602,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 603,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 604,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 605,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 606,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 607,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 608,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 609,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 610,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 611,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 612,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 613,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 614,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 615,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 616,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 617,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 618,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 619,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 620,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 621,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 622,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 623,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 624,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 625,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 626,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 627,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 628,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 629,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 630,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 631,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 632,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 633,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 634,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 635,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 636,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 637,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 638,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 639,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 640,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 641,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 642,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 643,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 644,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 645,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 646,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 647,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 648,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 649,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 650,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 651,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 652,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 653,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 654,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 655,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 656,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 657,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 658,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 659,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 660,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 661,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 662,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 663,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 664,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 665,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 666,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 667,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 668,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 669,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 670,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 671,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 672,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 673,
|
|
"v": 9999.2638
|
|
},
|
|
{
|
|
"t": 674,
|
|
"v": 9999.2513
|
|
},
|
|
{
|
|
"t": 675,
|
|
"v": 9999.3726
|
|
},
|
|
{
|
|
"t": 676,
|
|
"v": 9999.3726
|
|
},
|
|
{
|
|
"t": 677,
|
|
"v": 9999.3726
|
|
},
|
|
{
|
|
"t": 678,
|
|
"v": 9999.3726
|
|
},
|
|
{
|
|
"t": 679,
|
|
"v": 9999.3726
|
|
},
|
|
{
|
|
"t": 680,
|
|
"v": 9999.3726
|
|
},
|
|
{
|
|
"t": 681,
|
|
"v": 9999.3726
|
|
},
|
|
{
|
|
"t": 682,
|
|
"v": 9999.36
|
|
},
|
|
{
|
|
"t": 683,
|
|
"v": 9998.7305
|
|
},
|
|
{
|
|
"t": 684,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 685,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 686,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 687,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 688,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 689,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 690,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 691,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 692,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 693,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 694,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 695,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 696,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 697,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 698,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 699,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 700,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 701,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 702,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 703,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 704,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 705,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 706,
|
|
"v": 9998.9561
|
|
},
|
|
{
|
|
"t": 707,
|
|
"v": 9998.9435
|
|
},
|
|
{
|
|
"t": 708,
|
|
"v": 9999.2162
|
|
},
|
|
{
|
|
"t": 709,
|
|
"v": 9999.2036
|
|
},
|
|
{
|
|
"t": 710,
|
|
"v": 9999.0224
|
|
},
|
|
{
|
|
"t": 711,
|
|
"v": 9999.0224
|
|
},
|
|
{
|
|
"t": 712,
|
|
"v": 9999.0224
|
|
},
|
|
{
|
|
"t": 713,
|
|
"v": 9999.0224
|
|
},
|
|
{
|
|
"t": 714,
|
|
"v": 9999.0224
|
|
},
|
|
{
|
|
"t": 715,
|
|
"v": 9999.0224
|
|
},
|
|
{
|
|
"t": 716,
|
|
"v": 9999.0224
|
|
},
|
|
{
|
|
"t": 717,
|
|
"v": 9999.0224
|
|
},
|
|
{
|
|
"t": 718,
|
|
"v": 9999.0224
|
|
},
|
|
{
|
|
"t": 719,
|
|
"v": 9999.0224
|
|
},
|
|
{
|
|
"t": 720,
|
|
"v": 9999.0224
|
|
}
|
|
],
|
|
"trades": [
|
|
{
|
|
"entry_time": 31,
|
|
"exit_time": 32,
|
|
"signal": 1,
|
|
"entry_x": 1789.6,
|
|
"exit_x": 1798.0,
|
|
"entry_y": 10.607,
|
|
"exit_y": 10.732,
|
|
"beta": 0.005927333053206396,
|
|
"gross_pnl": 0.5878,
|
|
"net_pnl": 0.5751,
|
|
"fee": 0.025296,
|
|
"duration_bars": 1
|
|
},
|
|
{
|
|
"entry_time": 33,
|
|
"exit_time": 34,
|
|
"signal": -1,
|
|
"entry_x": 1802.8,
|
|
"exit_x": 1811.0,
|
|
"entry_y": 11.071,
|
|
"exit_y": 11.101,
|
|
"beta": 0.006141302126593567,
|
|
"gross_pnl": -0.1341,
|
|
"net_pnl": -0.1467,
|
|
"fee": 0.025188,
|
|
"duration_bars": 1
|
|
},
|
|
{
|
|
"entry_time": 41,
|
|
"exit_time": 44,
|
|
"signal": -1,
|
|
"entry_x": 1780.6,
|
|
"exit_x": 1751.3,
|
|
"entry_y": 10.839,
|
|
"exit_y": 10.858,
|
|
"beta": 0.00608758611903131,
|
|
"gross_pnl": -0.0927,
|
|
"net_pnl": -0.1053,
|
|
"fee": 0.025173,
|
|
"duration_bars": 3
|
|
},
|
|
{
|
|
"entry_time": 54,
|
|
"exit_time": 56,
|
|
"signal": -1,
|
|
"entry_x": 1737.7,
|
|
"exit_x": 1722.9,
|
|
"entry_y": 10.715,
|
|
"exit_y": 10.56,
|
|
"beta": 0.0061665178941235155,
|
|
"gross_pnl": 0.7207,
|
|
"net_pnl": 0.7083,
|
|
"fee": 0.024973,
|
|
"duration_bars": 2
|
|
},
|
|
{
|
|
"entry_time": 61,
|
|
"exit_time": 62,
|
|
"signal": -1,
|
|
"entry_x": 1736.2,
|
|
"exit_x": 1738.3,
|
|
"entry_y": 11.716,
|
|
"exit_y": 11.491,
|
|
"beta": 0.0067483900401800224,
|
|
"gross_pnl": 0.9606,
|
|
"net_pnl": 0.9483,
|
|
"fee": 0.024929,
|
|
"duration_bars": 1
|
|
},
|
|
{
|
|
"entry_time": 78,
|
|
"exit_time": 79,
|
|
"signal": -1,
|
|
"entry_x": 1746.7,
|
|
"exit_x": 1742.8,
|
|
"entry_y": 11.737,
|
|
"exit_y": 11.645,
|
|
"beta": 0.0067198488805547026,
|
|
"gross_pnl": 0.3912,
|
|
"net_pnl": 0.3787,
|
|
"fee": 0.02507,
|
|
"duration_bars": 1
|
|
},
|
|
{
|
|
"entry_time": 173,
|
|
"exit_time": 175,
|
|
"signal": -1,
|
|
"entry_x": 1772.1,
|
|
"exit_x": 1782.4,
|
|
"entry_y": 10.709,
|
|
"exit_y": 10.818,
|
|
"beta": 0.006043424357715791,
|
|
"gross_pnl": -0.5072,
|
|
"net_pnl": -0.5199,
|
|
"fee": 0.025279,
|
|
"duration_bars": 2
|
|
},
|
|
{
|
|
"entry_time": 191,
|
|
"exit_time": 192,
|
|
"signal": -1,
|
|
"entry_x": 1783.1,
|
|
"exit_x": 1781.0,
|
|
"entry_y": 11.216,
|
|
"exit_y": 11.033,
|
|
"beta": 0.006290479235215415,
|
|
"gross_pnl": 0.8154,
|
|
"net_pnl": 0.8031,
|
|
"fee": 0.024953,
|
|
"duration_bars": 1
|
|
},
|
|
{
|
|
"entry_time": 211,
|
|
"exit_time": 212,
|
|
"signal": 1,
|
|
"entry_x": 1864.3,
|
|
"exit_x": 1876.5,
|
|
"entry_y": 10.522,
|
|
"exit_y": 11.052,
|
|
"beta": 0.005644241411661024,
|
|
"gross_pnl": 2.5167,
|
|
"net_pnl": 2.5035,
|
|
"fee": 0.025771,
|
|
"duration_bars": 1
|
|
},
|
|
{
|
|
"entry_time": 216,
|
|
"exit_time": 217,
|
|
"signal": 1,
|
|
"entry_x": 1870.0,
|
|
"exit_x": 1879.0,
|
|
"entry_y": 10.614,
|
|
"exit_y": 10.644,
|
|
"beta": 0.005676241762927332,
|
|
"gross_pnl": 0.14,
|
|
"net_pnl": 0.1274,
|
|
"fee": 0.025178,
|
|
"duration_bars": 1
|
|
},
|
|
{
|
|
"entry_time": 226,
|
|
"exit_time": 227,
|
|
"signal": 1,
|
|
"entry_x": 1928.1,
|
|
"exit_x": 1924.4,
|
|
"entry_y": 11.014,
|
|
"exit_y": 11.053,
|
|
"beta": 0.0057126480605269115,
|
|
"gross_pnl": 0.1776,
|
|
"net_pnl": 0.165,
|
|
"fee": 0.025187,
|
|
"duration_bars": 1
|
|
},
|
|
{
|
|
"entry_time": 259,
|
|
"exit_time": 261,
|
|
"signal": -1,
|
|
"entry_x": 1848.0,
|
|
"exit_x": 1850.3,
|
|
"entry_y": 10.895,
|
|
"exit_y": 10.995,
|
|
"beta": 0.005895853966151978,
|
|
"gross_pnl": -0.4586,
|
|
"net_pnl": -0.4712,
|
|
"fee": 0.025262,
|
|
"duration_bars": 2
|
|
},
|
|
{
|
|
"entry_time": 263,
|
|
"exit_time": 265,
|
|
"signal": 1,
|
|
"entry_x": 1832.5,
|
|
"exit_x": 1829.8,
|
|
"entry_y": 10.243,
|
|
"exit_y": 10.171,
|
|
"beta": 0.00558993900050816,
|
|
"gross_pnl": -0.351,
|
|
"net_pnl": -0.3635,
|
|
"fee": 0.025052,
|
|
"duration_bars": 2
|
|
},
|
|
{
|
|
"entry_time": 273,
|
|
"exit_time": 275,
|
|
"signal": -1,
|
|
"entry_x": 1836.1,
|
|
"exit_x": 1847.2,
|
|
"entry_y": 10.954,
|
|
"exit_y": 11.144,
|
|
"beta": 0.00596620253226721,
|
|
"gross_pnl": -0.8655,
|
|
"net_pnl": -0.8783,
|
|
"fee": 0.025366,
|
|
"duration_bars": 2
|
|
},
|
|
{
|
|
"entry_time": 357,
|
|
"exit_time": 359,
|
|
"signal": -1,
|
|
"entry_x": 1924.6,
|
|
"exit_x": 1934.6,
|
|
"entry_y": 12.306,
|
|
"exit_y": 13.136,
|
|
"beta": 0.006394346090255247,
|
|
"gross_pnl": -3.3707,
|
|
"net_pnl": -3.3841,
|
|
"fee": 0.026003,
|
|
"duration_bars": 2
|
|
},
|
|
{
|
|
"entry_time": 392,
|
|
"exit_time": 393,
|
|
"signal": 1,
|
|
"entry_x": 1942.1,
|
|
"exit_x": 1949.2,
|
|
"entry_y": 12.293,
|
|
"exit_y": 12.514,
|
|
"beta": 0.006330043337430539,
|
|
"gross_pnl": 0.8977,
|
|
"net_pnl": 0.8849,
|
|
"fee": 0.025383,
|
|
"duration_bars": 1
|
|
},
|
|
{
|
|
"entry_time": 396,
|
|
"exit_time": 397,
|
|
"signal": 1,
|
|
"entry_x": 1924.3,
|
|
"exit_x": 1925.8,
|
|
"entry_y": 12.092,
|
|
"exit_y": 12.213,
|
|
"beta": 0.0062841449114941885,
|
|
"gross_pnl": 0.5001,
|
|
"net_pnl": 0.4874,
|
|
"fee": 0.025282,
|
|
"duration_bars": 1
|
|
},
|
|
{
|
|
"entry_time": 438,
|
|
"exit_time": 439,
|
|
"signal": -1,
|
|
"entry_x": 1857.1,
|
|
"exit_x": 1862.2,
|
|
"entry_y": 11.929,
|
|
"exit_y": 11.927,
|
|
"beta": 0.006423758426584007,
|
|
"gross_pnl": 0.0093,
|
|
"net_pnl": -0.0033,
|
|
"fee": 0.025159,
|
|
"duration_bars": 1
|
|
},
|
|
{
|
|
"entry_time": 440,
|
|
"exit_time": 442,
|
|
"signal": -1,
|
|
"entry_x": 1861.4,
|
|
"exit_x": 1866.1,
|
|
"entry_y": 12.17,
|
|
"exit_y": 12.336,
|
|
"beta": 0.006538390972585934,
|
|
"gross_pnl": -0.6812,
|
|
"net_pnl": -0.6939,
|
|
"fee": 0.025334,
|
|
"duration_bars": 2
|
|
},
|
|
{
|
|
"entry_time": 459,
|
|
"exit_time": 460,
|
|
"signal": 1,
|
|
"entry_x": 1857.8,
|
|
"exit_x": 1857.3,
|
|
"entry_y": 12.768,
|
|
"exit_y": 12.912,
|
|
"beta": 0.006872955834581878,
|
|
"gross_pnl": 0.564,
|
|
"net_pnl": 0.5513,
|
|
"fee": 0.025313,
|
|
"duration_bars": 1
|
|
},
|
|
{
|
|
"entry_time": 462,
|
|
"exit_time": 464,
|
|
"signal": -1,
|
|
"entry_x": 1866.3,
|
|
"exit_x": 1867.4,
|
|
"entry_y": 13.287,
|
|
"exit_y": 13.222,
|
|
"beta": 0.007119737530720627,
|
|
"gross_pnl": 0.2448,
|
|
"net_pnl": 0.2323,
|
|
"fee": 0.025117,
|
|
"duration_bars": 2
|
|
},
|
|
{
|
|
"entry_time": 470,
|
|
"exit_time": 471,
|
|
"signal": 1,
|
|
"entry_x": 1871.8,
|
|
"exit_x": 1875.2,
|
|
"entry_y": 13.155,
|
|
"exit_y": 13.193,
|
|
"beta": 0.007028304575796209,
|
|
"gross_pnl": 0.1438,
|
|
"net_pnl": 0.1312,
|
|
"fee": 0.025212,
|
|
"duration_bars": 1
|
|
},
|
|
{
|
|
"entry_time": 476,
|
|
"exit_time": 479,
|
|
"signal": -1,
|
|
"entry_x": 1881.0,
|
|
"exit_x": 1884.0,
|
|
"entry_y": 13.658,
|
|
"exit_y": 14.252,
|
|
"beta": 0.007261329646215786,
|
|
"gross_pnl": -2.174,
|
|
"net_pnl": -2.1871,
|
|
"fee": 0.025725,
|
|
"duration_bars": 3
|
|
},
|
|
{
|
|
"entry_time": 481,
|
|
"exit_time": 482,
|
|
"signal": -1,
|
|
"entry_x": 1880.8,
|
|
"exit_x": 1883.6,
|
|
"entry_y": 14.48,
|
|
"exit_y": 14.398,
|
|
"beta": 0.00769915230204092,
|
|
"gross_pnl": 0.2837,
|
|
"net_pnl": 0.2712,
|
|
"fee": 0.025122,
|
|
"duration_bars": 1
|
|
},
|
|
{
|
|
"entry_time": 485,
|
|
"exit_time": 487,
|
|
"signal": 1,
|
|
"entry_x": 1886.0,
|
|
"exit_x": 1897.8,
|
|
"entry_y": 13.964,
|
|
"exit_y": 14.065,
|
|
"beta": 0.007404338547604645,
|
|
"gross_pnl": 0.3593,
|
|
"net_pnl": 0.3466,
|
|
"fee": 0.025276,
|
|
"duration_bars": 2
|
|
},
|
|
{
|
|
"entry_time": 489,
|
|
"exit_time": 491,
|
|
"signal": 1,
|
|
"entry_x": 1916.1,
|
|
"exit_x": 1914.0,
|
|
"entry_y": 13.837,
|
|
"exit_y": 13.727,
|
|
"beta": 0.007221744037390273,
|
|
"gross_pnl": -0.3971,
|
|
"net_pnl": -0.4096,
|
|
"fee": 0.025081,
|
|
"duration_bars": 2
|
|
},
|
|
{
|
|
"entry_time": 499,
|
|
"exit_time": 500,
|
|
"signal": -1,
|
|
"entry_x": 1942.4,
|
|
"exit_x": 1948.8,
|
|
"entry_y": 13.946,
|
|
"exit_y": 13.866,
|
|
"beta": 0.007180063938959492,
|
|
"gross_pnl": 0.288,
|
|
"net_pnl": 0.2755,
|
|
"fee": 0.025108,
|
|
"duration_bars": 1
|
|
},
|
|
{
|
|
"entry_time": 510,
|
|
"exit_time": 513,
|
|
"signal": 1,
|
|
"entry_x": 1960.2,
|
|
"exit_x": 1939.7,
|
|
"entry_y": 13.237,
|
|
"exit_y": 13.027,
|
|
"beta": 0.006753175143064455,
|
|
"gross_pnl": -0.7897,
|
|
"net_pnl": -0.8021,
|
|
"fee": 0.02497,
|
|
"duration_bars": 3
|
|
},
|
|
{
|
|
"entry_time": 522,
|
|
"exit_time": 523,
|
|
"signal": 1,
|
|
"entry_x": 1875.2,
|
|
"exit_x": 1875.2,
|
|
"entry_y": 12.46,
|
|
"exit_y": 12.514,
|
|
"beta": 0.00664492737013905,
|
|
"gross_pnl": 0.2167,
|
|
"net_pnl": 0.2041,
|
|
"fee": 0.02522,
|
|
"duration_bars": 1
|
|
},
|
|
{
|
|
"entry_time": 674,
|
|
"exit_time": 675,
|
|
"signal": -1,
|
|
"entry_x": 1852.1,
|
|
"exit_x": 1845.8,
|
|
"entry_y": 11.851,
|
|
"exit_y": 11.819,
|
|
"beta": 0.00639900817512118,
|
|
"gross_pnl": 0.1339,
|
|
"net_pnl": 0.1214,
|
|
"fee": 0.025126,
|
|
"duration_bars": 1
|
|
},
|
|
{
|
|
"entry_time": 682,
|
|
"exit_time": 684,
|
|
"signal": -1,
|
|
"entry_x": 1867.8,
|
|
"exit_x": 1868.9,
|
|
"entry_y": 12.39,
|
|
"exit_y": 12.487,
|
|
"beta": 0.006633793244636647,
|
|
"gross_pnl": -0.3912,
|
|
"net_pnl": -0.4039,
|
|
"fee": 0.025264,
|
|
"duration_bars": 2
|
|
},
|
|
{
|
|
"entry_time": 707,
|
|
"exit_time": 708,
|
|
"signal": 1,
|
|
"entry_x": 1874.4,
|
|
"exit_x": 1874.1,
|
|
"entry_y": 11.918,
|
|
"exit_y": 11.986,
|
|
"beta": 0.0063586321111067795,
|
|
"gross_pnl": 0.2853,
|
|
"net_pnl": 0.2727,
|
|
"fee": 0.02523,
|
|
"duration_bars": 1
|
|
},
|
|
{
|
|
"entry_time": 709,
|
|
"exit_time": 710,
|
|
"signal": 1,
|
|
"entry_x": 1875.6,
|
|
"exit_x": 1871.3,
|
|
"entry_y": 11.804,
|
|
"exit_y": 11.764,
|
|
"beta": 0.00629378320305559,
|
|
"gross_pnl": -0.1687,
|
|
"net_pnl": -0.1812,
|
|
"fee": 0.025115,
|
|
"duration_bars": 1
|
|
}
|
|
],
|
|
"num_periods": 721,
|
|
"data_source": "Hyperliquid Mainnet (BTC/ETH pair)",
|
|
"generated_at": "2026-08-05T07:31:53.544986"
|
|
} |