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Strategy: HeikinCosi Init. capital: $10,000.00 From: 2014-01-07 21:53:00 Untill: 2017-09-11 21:43:00
Timeframe: 4hod Tickers: BTCUSD

Result

Initial capital: $10,000.00 Ending capital: $15,883.31 Profit: $5,883.31 Profit %: 58.83%
Total: 254 Winning: 143 | 56.30% Losing: 111 | 43.70% Consecutive win/loss: 10 / 12
Avg trade: $23.16 Avg profit: $274.93 Avg loss: -$301.18 Max loss/profit: -$1,397.60 / $896.70
Max DD: 64.00% Max DD recovery #: 253

Capital

Entries

Months/Years

Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Yr%
2014 -7.90% -6.40% 8.06% 2.62% 16.20% -1.51% -2.89% -4.71% -5.99% 2.53% -7.27% -12.46% -20.80%
2015 0.37% -14.19% -23.10% -7.64% -1.77% 1.65% -8.71% -2.51% -4.40% 10.68% 27.15% -0.57% -27.27%
2016 3.78% 0.00% 5.02% 10.22% 7.33% 11.07% -9.94% -6.68% -5.96% 9.33% -2.33% 12.06% 35.44%
2017 1.17% 2.76% -2.63% 18.05% 16.94% 0.64% 13.53% 23.72% 3.07% 0.00% 0.00% 0.00% 103.60%
Avg: -0.65% -4.46% -3.16% 5.81% 9.68% 2.96% -2.00% 2.46% -3.32% 5.64% 4.39% -0.24%

Orders

# Pos Ticker Amnt (pieces) Open date O. Price Close date C. Price Profit/Loss Ending capital
1 L BTCUSD 11.1247216 2014-01-11 12:57:00 $898.00 ($9,990.00) 2014-01-12 14:48:00 $855.97 ($9,522.47) -$467.53 | -4.68% $9,532.47
2 L BTCUSD 11.1380689 2014-01-20 02:27:00 $854.99 ($9,522.94) 2014-01-21 08:31:00 $826.00 ($9,200.04) -$322.89 | -3.39% $9,209.58
3 L BTCUSD 11.11329125 2014-02-01 14:30:00 $827.87 ($9,200.36) 2014-02-03 09:18:00 $803.90 ($8,933.97) -$266.39 | -2.90% $8,943.19
4 L BTCUSD 14.24259405 2014-02-23 05:01:00 $627.29 ($8,934.24) 2014-02-23 21:55:00 $604.61 ($8,611.27) -$322.97 | -3.61% $8,620.22
5 L BTCUSD 13.93729503 2014-03-03 16:44:00 $617.88 ($8,611.59) 2014-03-03 20:44:00 $667.70 ($9,305.99) $694.40 | 8.06% $9,314.62
6 L BTCUSD 18.60571608 2014-04-15 11:29:00 $500.13 ($9,305.30) 2014-04-15 15:33:00 $513.23 ($9,549.07) $243.77 | 2.62% $9,558.39
7 L BTCUSD 20.90262688 2014-05-01 04:41:00 $456.82 ($9,548.82) 2014-05-02 16:57:00 $446.50 ($9,333.11) -$215.72 | -2.26% $9,342.67
8 L BTCUSD 20.61684308 2014-05-07 21:52:00 $452.70 ($9,333.33) 2014-05-08 13:55:00 $442.08 ($9,114.29) -$219.03 | -2.35% $9,123.64
9 L BTCUSD 20.45813066 2014-05-14 22:58:00 $445.52 ($9,114.51) 2014-05-20 05:23:00 $458.80 ($9,386.11) $271.60 | 2.98% $9,395.24
10 L BTCUSD 20.41175397 2014-05-20 10:03:00 $459.83 ($9,385.83) 2014-05-20 16:51:00 $478.98 ($9,776.82) $390.99 | 4.17% $9,786.23
11 L BTCUSD 19.87524402 2014-05-20 20:59:00 $491.89 ($9,776.43) 2014-05-22 10:11:00 $530.00 ($10,533.88) $757.45 | 7.75% $10,543.68
12 L BTCUSD 18.18724772 2014-05-25 09:47:00 $579.15 ($10,533.13) 2014-05-27 06:32:00 $592.09 ($10,768.45) $235.32 | 2.23% $10,779.00
13 L BTCUSD 17.9909763 2014-05-30 14:28:00 $598.53 ($10,768.21) 2014-05-31 00:11:00 $616.76 ($11,096.08) $327.87 | 3.04% $11,106.87
14 L BTCUSD 17.6392975 2014-06-01 01:44:00 $629.04 ($11,095.75) 2014-06-01 09:57:00 $647.53 ($11,422.03) $326.27 | 2.94% $11,433.14
15 L BTCUSD 17.04732367 2014-06-01 19:17:00 $670.00 ($11,421.71) 2014-06-01 23:20:00 $646.56 ($11,022.19) -$399.52 | -3.50% $11,033.62
16 L BTCUSD 18.07123574 2014-06-16 13:21:00 $609.95 ($11,022.59) 2014-06-16 19:15:00 $597.23 ($10,792.59) -$229.99 | -2.09% $10,803.63
17 L BTCUSD 17.5548611 2014-06-18 02:55:00 $614.81 ($10,792.82) 2014-06-19 23:54:00 $595.93 ($10,461.49) -$331.33 | -3.07% $10,472.30
18 L BTCUSD 17.5306779 2014-06-28 03:12:00 $596.77 ($10,461.82) 2014-06-30 11:41:00 $623.39 ($10,928.50) $466.68 | 4.46% $10,938.98
19 L BTCUSD 16.64082691 2014-07-01 16:37:00 $656.70 ($10,928.03) 2014-07-01 23:00:00 $637.72 ($10,612.17) -$315.86 | -2.89% $10,623.12
20 L BTCUSD 20.02356017 2014-08-20 21:45:00 $530.00 ($10,612.49) 2014-08-21 19:42:00 $505.00 ($10,111.90) -$500.59 | -4.72% $10,122.53
21 L BTCUSD 20.22523992 2014-09-16 04:06:00 $499.99 ($10,112.40) 2014-09-16 12:51:00 $470.00 ($9,505.86) -$606.53 | -6.00% $9,516.00
22 L BTCUSD 27.16132577 2014-10-08 12:53:00 $350.00 ($9,506.46) 2014-10-08 17:39:00 $359.90 ($9,775.25) $268.79 | 2.83% $9,784.79
23 L BTCUSD 26.418879 2014-10-09 01:50:00 $370.00 ($9,774.99) 2014-10-09 10:51:00 $380.00 ($10,039.17) $264.19 | 2.70% $10,048.98
24 L BTCUSD 25.74077192 2014-10-09 16:53:00 $390.00 ($10,038.90) 2014-10-09 23:33:00 $370.19 ($9,528.98) -$509.92 | -5.08% $9,539.06
25 L BTCUSD 25.07760782 2014-10-13 15:05:00 $380.00 ($9,529.49) 2014-10-14 00:12:00 $400.00 ($10,031.04) $501.55 | 5.26% $10,040.61
26 L BTCUSD 24.24616003 2014-10-14 07:51:00 $413.70 ($10,030.54) 2014-10-14 13:06:00 $402.00 ($9,746.91) -$283.63 | -2.83% $9,756.98
27 L BTCUSD 28.49098417 2014-11-05 01:56:00 $342.12 ($9,747.19) 2014-11-05 07:08:00 $334.07 ($9,518.10) -$229.10 | -2.35% $9,527.88
28 L BTCUSD 27.26636094 2014-11-06 08:46:00 $349.09 ($9,518.33) 2014-11-07 01:33:00 $333.00 ($9,079.70) -$438.63 | -4.61% $9,089.25
29 L BTCUSD 25.94325934 2014-11-09 17:24:00 $350.00 ($9,080.14) 2014-11-11 02:35:00 $366.51 ($9,508.52) $428.38 | 4.72% $9,517.63
30 L BTCUSD 25.5838028 2014-11-11 14:01:00 $371.65 ($9,508.09) 2014-11-12 07:48:00 $380.87 ($9,744.13) $236.04 | 2.48% $9,753.67
31 L BTCUSD 25.11676002 2014-11-12 12:12:00 $387.94 ($9,743.90) 2014-11-12 16:38:00 $400.00 ($10,046.70) $302.81 | 3.11% $10,056.48
32 L BTCUSD 22.8832117 2014-11-13 05:20:00 $439.03 ($10,046.39) 2014-11-13 10:43:00 $418.45 ($9,575.48) -$470.91 | -4.69% $9,585.57
33 L BTCUSD 25.19988016 2014-11-24 15:11:00 $380.00 ($9,575.95) 2014-11-24 23:24:00 $372.00 ($9,374.36) -$201.60 | -2.11% $9,383.97
34 L BTCUSD 24.03734885 2014-11-25 10:34:00 $390.00 ($9,374.57) 2014-11-25 18:07:00 $376.00 ($9,038.04) -$336.52 | -3.59% $9,047.45
35 L BTCUSD 22.90573147 2014-12-06 07:37:00 $394.59 ($9,038.37) 2014-12-06 17:47:00 $374.00 ($8,566.74) -$471.63 | -5.22% $8,575.82
36 L BTCUSD 25.27552259 2014-12-30 14:31:00 $338.95 ($8,567.21) 2014-12-30 21:34:00 $313.00 ($7,911.24) -$655.98 | -7.66% $7,919.84
37 L BTCUSD 26.3730006 2015-01-07 21:34:00 $300.00 ($7,911.90) 2015-01-08 07:46:00 $290.00 ($7,648.17) -$263.73 | -3.33% $7,656.11
38 L BTCUSD 34.07102439 2015-01-21 22:27:00 $224.49 ($7,648.43) 2015-01-22 11:46:00 $241.02 ($8,211.80) $563.36 | 7.37% $8,219.47
39 L BTCUSD 33.86078573 2015-01-24 17:56:00 $242.50 ($8,211.24) 2015-01-25 02:55:00 $253.98 ($8,599.79) $388.55 | 4.73% $8,608.02
40 L BTCUSD 33.45289812 2015-01-25 23:25:00 $257.06 ($8,599.40) 2015-01-26 05:06:00 $279.14 ($9,337.91) $738.51 | 8.59% $9,346.53
41 L BTCUSD 31.36437178 2015-01-26 12:20:00 $297.70 ($9,337.17) 2015-01-26 18:52:00 $253.14 ($7,939.58) -$1,397.60 | -14.97% $7,948.93
42 L BTCUSD 33.08976498 2015-02-01 22:32:00 $239.98 ($7,940.98) 2015-02-02 16:51:00 $223.94 ($7,410.12) -$530.86 | -6.69% $7,418.07
43 L BTCUSD 30.87771637 2015-02-03 01:50:00 $240.00 ($7,410.65) 2015-02-04 17:30:00 $221.85 ($6,850.22) -$560.43 | -7.56% $6,857.64
44 L BTCUSD 28.91748003 2015-02-13 11:44:00 $236.91 ($6,850.78) 2015-02-14 17:22:00 $245.00 ($7,084.78) $234.00 | 3.42% $7,091.64
45 L BTCUSD 28.33819344 2015-02-14 22:20:00 $250.00 ($7,084.55) 2015-02-15 04:46:00 $259.88 ($7,364.42) $279.87 | 3.95% $7,371.51
46 L BTCUSD 28.20071952 2015-02-15 11:36:00 $261.13 ($7,364.14) 2015-02-15 16:17:00 $236.83 ($6,678.78) -$685.36 | -9.31% $6,686.15
47 L BTCUSD 26.93440804 2015-02-27 04:57:00 $247.99 ($6,679.46) 2015-02-27 19:06:00 $253.00 ($6,814.41) $134.94 | 2.02% $6,821.09
48 L BTCUSD 25.11093427 2015-03-02 23:15:00 $271.37 ($6,814.28) 2015-03-03 03:25:00 $280.00 ($7,031.01) $216.73 | 3.18% $7,037.82
49 L BTCUSD 25.10997204 2015-03-03 19:49:00 $280.00 ($7,030.79) 2015-03-04 23:30:00 $273.15 ($6,858.79) -$172.00 | -2.45% $6,865.82
50 L BTCUSD 24.49805047 2015-03-08 03:26:00 $279.98 ($6,858.96) 2015-03-08 14:56:00 $270.08 ($6,616.34) -$242.63 | -3.54% $6,623.19
51 L BTCUSD 23.06339008 2015-03-09 12:29:00 $286.89 ($6,616.59) 2015-03-09 17:08:00 $274.18 ($6,323.40) -$293.18 | -4.43% $6,330.01
52 L BTCUSD 21.29188545 2015-03-09 22:18:00 $297.00 ($6,323.69) 2015-03-10 05:26:00 $287.21 ($6,115.22) -$208.47 | -3.30% $6,121.54
53 L BTCUSD 20.38482945 2015-03-10 16:02:00 $300.00 ($6,115.43) 2015-03-11 01:24:00 $289.00 ($5,891.22) -$224.21 | -3.67% $5,897.33
54 L BTCUSD 20.0088393 2015-03-16 23:45:00 $294.44 ($5,891.44) 2015-03-18 00:59:00 $288.20 ($5,766.53) -$124.92 | -2.12% $5,772.41
55 L BTCUSD 21.43738874 2015-03-30 20:48:00 $269.00 ($5,766.66) 2015-03-31 11:56:00 $244.42 ($5,239.77) -$526.89 | -9.14% $5,245.52
56 L BTCUSD 20.27765853 2015-04-05 15:45:00 $258.43 ($5,240.29) 2015-04-07 04:19:00 $252.84 ($5,127.08) -$113.21 | -2.16% $5,132.31
57 L BTCUSD 21.94862016 2015-04-16 22:21:00 $233.60 ($5,127.20) 2015-04-17 04:13:00 $227.74 ($4,998.49) -$128.71 | -2.51% $5,003.60
58 L BTCUSD 21.27224684 2015-04-22 01:38:00 $234.98 ($4,998.62) 2015-04-25 12:59:00 $227.52 ($4,839.86) -$158.75 | -3.18% $4,844.85
59 L BTCUSD 20.46171954 2015-04-30 12:02:00 $236.54 ($4,840.02) 2015-05-02 09:22:00 $231.39 ($4,734.56) -$105.46 | -2.18% $4,739.39
60 L BTCUSD 19.52880282 2015-05-07 22:10:00 $242.45 ($4,734.66) 2015-05-08 09:31:00 $235.57 ($4,600.38) -$134.28 | -2.84% $4,605.11
61 L BTCUSD 19.48644099 2015-05-21 20:47:00 $236.09 ($4,600.51) 2015-05-22 10:02:00 $244.00 ($4,754.69) $154.18 | 3.35% $4,759.29
62 L BTCUSD 20.75973881 2015-06-08 21:47:00 $229.03 ($4,754.54) 2015-06-15 08:32:00 $234.25 ($4,862.97) $108.43 | 2.28% $4,867.72
63 L BTCUSD 20.70122334 2015-06-15 15:20:00 $234.91 ($4,862.86) 2015-06-16 13:07:00 $240.10 ($4,970.32) $107.46 | 2.21% $4,975.18
64 L BTCUSD 20.12273451 2015-06-16 17:49:00 $247.00 ($4,970.21) 2015-06-20 08:50:00 $241.50 ($4,859.64) -$110.57 | -2.22% $4,864.61
65 L BTCUSD 19.71991195 2015-06-27 16:48:00 $246.44 ($4,859.76) 2015-06-28 01:02:00 $251.93 ($4,968.00) $108.24 | 2.23% $4,972.85
66 L BTCUSD 18.50457835 2015-06-29 23:38:00 $268.47 ($4,967.89) 2015-06-30 07:00:00 $261.18 ($4,832.99) -$134.90 | -2.72% $4,837.95
67 L BTCUSD 17.70374374 2015-07-03 09:40:00 $273.00 ($4,833.12) 2015-07-03 16:08:00 $254.01 ($4,496.93) -$336.19 | -6.96% $4,501.76
68 L BTCUSD 16.21677411 2015-07-06 17:45:00 $277.32 ($4,497.27) 2015-07-07 11:42:00 $266.82 ($4,326.99) -$170.28 | -3.79% $4,331.48
69 L BTCUSD 14.75551653 2015-07-10 12:49:00 $293.26 ($4,327.16) 2015-07-10 16:51:00 $285.83 ($4,217.54) -$109.62 | -2.53% $4,221.86
70 L BTCUSD 14.05507908 2015-07-12 07:16:00 $300.08 ($4,217.65) 2015-07-12 16:32:00 $316.01 ($4,441.57) $223.93 | 5.31% $4,445.79
71 L BTCUSD 15.48180988 2015-07-24 11:50:00 $286.88 ($4,441.34) 2015-07-27 04:02:00 $292.93 ($4,535.13) $93.79 | 2.11% $4,539.58
72 L BTCUSD 15.31580476 2015-07-27 23:08:00 $296.10 ($4,535.04) 2015-07-29 12:18:00 $288.08 ($4,412.13) -$122.91 | -2.71% $4,416.67
73 L BTCUSD 19.16038445 2015-08-25 21:40:00 $230.28 ($4,412.25) 2015-08-26 01:51:00 $224.49 ($4,301.39) -$110.86 | -2.51% $4,305.81
74 L BTCUSD 18.32165923 2015-09-05 14:57:00 $234.78 ($4,301.50) 2015-09-06 05:10:00 $241.66 ($4,427.67) $126.16 | 2.93% $4,431.97
75 L BTCUSD 18.22703797 2015-09-06 16:48:00 $242.91 ($4,427.55) 2015-09-12 21:44:00 $235.04 ($4,284.08) -$143.47 | -3.24% $4,288.50
76 L BTCUSD 18.41250425 2015-09-17 18:24:00 $232.68 ($4,284.22) 2015-09-21 07:23:00 $227.90 ($4,196.21) -$88.01 | -2.05% $4,200.49
77 L BTCUSD 17.83079587 2015-09-25 10:50:00 $235.34 ($4,196.30) 2015-09-27 22:59:00 $230.62 ($4,112.14) -$84.16 | -2.01% $4,116.33
78 L BTCUSD 17.20379726 2015-09-28 16:37:00 $239.03 ($4,112.22) 2015-10-06 18:24:00 $244.74 ($4,210.49) $98.27 | 2.39% $4,214.60
79 L BTCUSD 17.18809353 2015-10-10 18:30:00 $244.96 ($4,210.40) 2015-10-14 19:52:00 $250.00 ($4,297.02) $86.63 | 2.06% $4,301.23
80 L BTCUSD 16.94118693 2015-10-14 23:55:00 $253.64 ($4,296.93) 2015-10-16 11:46:00 $259.01 ($4,387.87) $90.94 | 2.12% $4,392.17
81 L BTCUSD 16.81140931 2015-10-16 15:50:00 $261.00 ($4,387.78) 2015-10-17 10:56:00 $271.00 ($4,555.88) $168.10 | 3.83% $4,560.27
82 L BTCUSD 16.872999 2015-10-20 21:09:00 $270.00 ($4,555.71) 2015-10-23 07:42:00 $276.50 ($4,665.38) $109.67 | 2.41% $4,669.94
83 L BTCUSD 16.66167879 2015-10-24 07:05:00 $280.00 ($4,665.27) 2015-10-25 06:39:00 $290.96 ($4,847.87) $182.60 | 3.91% $4,852.54
84 L BTCUSD 16.46213587 2015-10-25 15:57:00 $294.48 ($4,847.69) 2015-10-26 04:39:00 $285.50 ($4,699.94) -$147.75 | -3.05% $4,704.79
85 L BTCUSD 15.82733435 2015-10-28 10:13:00 $296.96 ($4,700.09) 2015-10-28 23:05:00 $290.16 ($4,592.46) -$107.63 | -2.29% $4,597.16
86 L BTCUSD 15.05708941 2015-10-29 13:00:00 $305.01 ($4,592.56) 2015-10-29 17:13:00 $316.00 ($4,758.04) $165.48 | 3.60% $4,762.64
87 L BTCUSD 14.41781018 2015-10-30 05:33:00 $330.00 ($4,757.88) 2015-10-30 13:51:00 $315.68 ($4,551.34) -$206.54 | -4.34% $4,556.10
88 L BTCUSD 13.88639564 2015-11-02 15:56:00 $327.77 ($4,551.54) 2015-11-02 19:57:00 $340.00 ($4,721.37) $169.83 | 3.73% $4,725.93
89 L BTCUSD 13.45072385 2015-11-02 23:58:00 $351.00 ($4,721.20) 2015-11-03 04:06:00 $369.88 ($4,975.15) $253.95 | 5.38% $4,979.88
90 L BTCUSD 12.53783508 2015-11-03 20:51:00 $396.79 ($4,974.90) 2015-11-04 05:10:00 $418.00 ($5,240.82) $265.91 | 5.35% $5,245.79
91 L BTCUSD 11.93476247 2015-11-04 13:23:00 $439.10 ($5,240.55) 2015-11-04 17:23:00 $489.99 ($5,847.91) $607.36 | 11.59% $5,853.15
92 L BTCUSD 17.41669449 2015-11-17 06:43:00 $335.73 ($5,847.31) 2015-11-18 14:28:00 $328.77 ($5,726.09) -$121.22 | -2.07% $5,731.93
93 L BTCUSD 17.54030527 2015-11-25 13:18:00 $326.46 ($5,726.21) 2015-11-26 08:39:00 $336.32 ($5,899.16) $172.95 | 3.02% $5,904.88
94 L BTCUSD 16.65015978 2015-11-26 12:44:00 $354.29 ($5,898.99) 2015-11-26 20:55:00 $344.77 ($5,740.48) -$158.51 | -2.69% $5,746.37
95 L BTCUSD 15.69851679 2015-11-29 22:50:00 $365.68 ($5,740.63) 2015-11-30 02:50:00 $377.46 ($5,925.58) $184.94 | 3.22% $5,931.31
96 L BTCUSD 15.5653007 2015-11-30 10:59:00 $380.68 ($5,925.40) 2015-11-30 17:04:00 $371.79 ($5,787.09) -$138.31 | -2.33% $5,793.00
97 L BTCUSD 15.53388622 2015-12-05 06:02:00 $372.56 ($5,787.23) 2015-12-06 00:18:00 $389.64 ($6,052.58) $265.35 | 4.59% $6,058.35
98 L BTCUSD 15.30231806 2015-12-06 04:25:00 $395.52 ($6,052.31) 2015-12-09 02:04:00 $414.98 ($6,350.16) $297.84 | 4.92% $6,356.19
99 L BTCUSD 15.11872329 2015-12-09 07:19:00 $420.00 ($6,349.86) 2015-12-09 11:46:00 $410.01 ($6,198.83) -$151.04 | -2.38% $6,205.15
100 L BTCUSD 14.34950187 2015-12-11 12:20:00 $432.00 ($6,198.98) 2015-12-12 00:35:00 $443.12 ($6,358.54) $159.55 | 2.57% $6,364.70
101 L BTCUSD 13.70341649 2015-12-12 04:48:00 $464.00 ($6,358.39) 2015-12-12 09:05:00 $421.00 ($5,769.14) -$589.25 | -9.27% $5,775.45
102 L BTCUSD 13.02685534 2015-12-14 13:38:00 $442.91 ($5,769.72) 2015-12-15 20:52:00 $452.00 ($5,888.14) $118.41 | 2.05% $5,893.86
103 L BTCUSD 12.75555091 2015-12-16 01:12:00 $461.61 ($5,888.03) 2015-12-16 05:22:00 $450.72 ($5,749.17) -$138.86 | -2.36% $5,755.00
104 L BTCUSD 12.29295612 2015-12-18 22:11:00 $467.69 ($5,749.30) 2015-12-19 18:59:00 $456.67 ($5,613.82) -$135.48 | -2.36% $5,619.52
105 L BTCUSD 12.5921549 2015-12-23 22:42:00 $445.83 ($5,613.96) 2015-12-24 07:15:00 $456.99 ($5,754.49) $140.53 | 2.50% $5,760.05
106 L BTCUSD 13.35208922 2015-12-29 16:55:00 $430.97 ($5,754.35) 2016-01-07 09:24:00 $445.51 ($5,948.53) $194.18 | 3.37% $5,954.23
107 L BTCUSD 13.0793019 2016-01-07 13:24:00 $454.79 ($5,948.34) 2016-01-10 13:46:00 $443.49 ($5,800.54) -$147.80 | -2.48% $5,806.43
108 L BTCUSD 14.026593 2016-01-20 17:08:00 $413.55 ($5,800.68) 2016-01-21 02:25:00 $425.77 ($5,972.10) $171.42 | 2.96% $5,977.85
109 L BTCUSD 15.03049698 2016-01-24 14:29:00 $397.32 ($5,971.93) 2016-03-06 16:07:00 $406.18 ($6,105.10) $133.17 | 2.23% $6,111.02
110 L BTCUSD 14.97233334 2016-03-06 20:07:00 $407.75 ($6,104.97) 2016-03-10 21:17:00 $417.18 ($6,246.10) $141.13 | 2.31% $6,252.15
111 L BTCUSD 14.97709489 2016-03-15 06:02:00 $417.03 ($6,245.96) 2016-03-18 23:32:00 $408.00 ($6,110.65) -$135.30 | -2.17% $6,116.85
112 L BTCUSD 14.64288425 2016-03-22 05:27:00 $417.32 ($6,110.78) 2016-03-27 18:50:00 $428.31 ($6,271.71) $160.93 | 2.63% $6,277.78
113 L BTCUSD 15.01988306 2016-03-31 21:32:00 $417.55 ($6,271.55) 2016-04-12 06:45:00 $429.80 ($6,455.53) $183.98 | 2.93% $6,461.76
114 L BTCUSD 15.06151015 2016-04-15 16:24:00 $428.60 ($6,455.35) 2016-04-20 21:03:00 $440.42 ($6,633.33) $177.98 | 2.76% $6,639.74
115 L BTCUSD 14.88221088 2016-04-21 21:15:00 $445.71 ($6,633.15) 2016-04-24 10:59:00 $455.00 ($6,771.41) $138.26 | 2.08% $6,778.00
116 L BTCUSD 14.79280193 2016-04-24 23:49:00 $457.74 ($6,771.27) 2016-04-26 16:47:00 $467.30 ($6,912.66) $141.39 | 2.09% $6,919.39
117 L BTCUSD 15.12520362 2016-04-29 22:51:00 $457.02 ($6,912.52) 2016-05-02 13:18:00 $444.54 ($6,723.76) -$188.76 | -2.73% $6,730.63
118 L BTCUSD 14.73645419 2016-05-06 20:15:00 $456.28 ($6,723.95) 2016-05-19 14:27:00 $446.99 ($6,587.05) -$136.90 | -2.04% $6,593.73
119 L BTCUSD 14.83233032 2016-05-24 17:22:00 $444.11 ($6,587.19) 2016-05-27 03:04:00 $455.00 ($6,748.71) $161.52 | 2.45% $6,755.25
120 L BTCUSD 14.38922111 2016-05-27 07:04:00 $469.00 ($6,748.54) 2016-05-28 07:07:00 $489.23 ($7,039.64) $291.09 | 4.31% $7,046.34
121 L BTCUSD 14.28846182 2016-05-28 11:16:00 $492.66 ($7,039.35) 2016-05-28 23:28:00 $519.27 ($7,419.53) $380.17 | 5.40% $7,426.51
122 L BTCUSD 13.44731643 2016-06-03 14:05:00 $551.72 ($7,419.15) 2016-06-03 18:09:00 $566.20 ($7,613.87) $194.72 | 2.62% $7,621.23
123 L BTCUSD 13.39728788 2016-06-03 22:09:00 $568.30 ($7,613.68) 2016-06-04 10:28:00 $580.67 ($7,779.39) $165.71 | 2.18% $7,786.94
124 L BTCUSD 13.20325021 2016-06-07 03:34:00 $589.19 ($7,779.22) 2016-06-07 19:45:00 $573.85 ($7,576.71) -$202.51 | -2.60% $7,584.43
125 L BTCUSD 12.96693199 2016-06-11 05:37:00 $584.33 ($7,576.92) 2016-06-12 02:20:00 $607.67 ($7,879.59) $302.67 | 3.99% $7,887.10
126 L BTCUSD 12.58267366 2016-06-12 06:20:00 $626.20 ($7,879.28) 2016-06-12 14:21:00 $640.41 ($8,058.06) $178.77 | 2.27% $8,065.87
127 L BTCUSD 12.10110538 2016-06-12 22:30:00 $665.88 ($8,057.88) 2016-06-13 06:30:00 $683.98 ($8,276.90) $219.02 | 2.72% $8,284.89
128 L BTCUSD 11.96087319 2016-06-13 10:31:00 $691.98 ($8,276.69) 2016-06-14 18:37:00 $666.00 ($7,965.94) -$310.74 | -3.75% $7,974.15
129 L BTCUSD 11.22009608 2016-06-16 02:48:00 $710.00 ($7,966.25) 2016-06-16 06:48:00 $726.00 ($8,145.79) $179.54 | 2.25% $8,153.69
130 L BTCUSD 11.05823467 2016-06-16 10:48:00 $736.61 ($8,145.61) 2016-06-16 22:49:00 $767.65 ($8,488.81) $343.20 | 4.21% $8,496.89
131 L BTCUSD 12.39191685 2016-06-24 07:43:00 $685.00 ($8,488.46) 2016-06-24 11:43:00 $664.97 ($8,240.25) -$248.21 | -2.92% $8,248.68
132 L BTCUSD 12.33607972 2016-06-30 17:08:00 $668.00 ($8,240.50) 2016-07-02 13:35:00 $692.70 ($8,545.20) $304.70 | 3.70% $8,553.38
133 L BTCUSD 12.17776843 2016-07-03 01:41:00 $701.68 ($8,544.90) 2016-07-03 09:47:00 $682.81 ($8,315.10) -$229.79 | -2.69% $8,323.59
134 L BTCUSD 12.34975747 2016-07-12 18:22:00 $673.32 ($8,315.33) 2016-07-14 02:51:00 $658.40 ($8,131.08) -$184.25 | -2.22% $8,139.34
135 L BTCUSD 11.95174273 2016-07-17 20:32:00 $680.34 ($8,131.26) 2016-07-20 18:18:00 $662.46 ($7,917.53) -$213.73 | -2.63% $7,925.61
136 L BTCUSD 11.91410422 2016-07-24 21:15:00 $664.57 ($7,917.74) 2016-07-26 09:44:00 $647.72 ($7,717.00) -$200.74 | -2.54% $7,724.87
137 L BTCUSD 11.69066252 2016-07-27 22:07:00 $660.12 ($7,717.21) 2016-07-31 08:04:00 $634.82 ($7,421.45) -$295.75 | -3.83% $7,429.12
138 L BTCUSD 12.41079257 2016-08-07 13:29:00 $598.01 ($7,421.74) 2016-08-10 02:26:00 $583.40 ($7,240.46) -$181.28 | -2.44% $7,247.84
139 L BTCUSD 12.07582765 2016-08-10 18:48:00 $599.60 ($7,240.64) 2016-08-12 07:52:00 $585.53 ($7,070.76) -$169.88 | -2.35% $7,077.96
140 L BTCUSD 12.19126205 2016-08-16 19:19:00 $580.00 ($7,070.93) 2016-08-28 00:14:00 $568.10 ($6,925.87) -$145.06 | -2.05% $6,932.90
141 L BTCUSD 11.90303169 2016-08-29 04:17:00 $581.87 ($6,926.02) 2016-09-01 10:30:00 $569.17 ($6,774.82) -$151.19 | -2.18% $6,781.71
142 L BTCUSD 11.19228225 2016-09-03 23:56:00 $605.33 ($6,774.97) 2016-09-08 10:03:00 $618.32 ($6,920.37) $145.40 | 2.15% $6,927.11
143 L BTCUSD 10.95023949 2016-09-08 14:04:00 $631.97 ($6,920.22) 2016-09-11 23:58:00 $608.00 ($6,657.75) -$262.48 | -3.79% $6,664.63
144 L BTCUSD 10.87626653 2016-09-18 15:57:00 $612.16 ($6,658.02) 2016-09-21 05:16:00 $598.83 ($6,513.02) -$144.99 | -2.18% $6,519.64
145 L BTCUSD 10.80878941 2016-09-23 18:06:00 $602.58 ($6,513.16) 2016-10-01 13:07:00 $615.09 ($6,648.38) $135.22 | 2.08% $6,654.86
146 L BTCUSD 10.80167137 2016-10-05 14:46:00 $615.48 ($6,648.25) 2016-10-11 09:39:00 $633.85 ($6,846.64) $198.39 | 2.98% $6,853.25
147 L BTCUSD 10.66175718 2016-10-11 21:52:00 $642.15 ($6,846.44) 2016-10-19 16:10:00 $627.00 ($6,684.92) -$161.51 | -2.36% $6,691.74
148 L BTCUSD 10.44122562 2016-10-22 13:43:00 $640.26 ($6,685.08) 2016-10-22 17:47:00 $659.87 ($6,889.84) $204.76 | 3.06% $6,896.50
149 L BTCUSD 10.30919268 2016-10-26 16:03:00 $668.30 ($6,889.63) 2016-10-27 04:04:00 $687.83 ($7,090.94) $201.31 | 2.92% $7,097.81
150 L BTCUSD 10.11385404 2016-10-29 05:00:00 $701.09 ($7,090.74) 2016-10-29 17:23:00 $720.00 ($7,281.97) $191.23 | 2.70% $7,289.04
151 L BTCUSD 10.08565297 2016-10-29 21:23:00 $721.99 ($7,281.78) 2016-10-30 04:23:00 $706.00 ($7,120.47) -$161.31 | -2.22% $7,127.73
152 L BTCUSD 10.01306679 2016-11-01 04:40:00 $711.13 ($7,120.63) 2016-11-01 12:42:00 $738.66 ($7,396.25) $275.62 | 3.87% $7,403.35
153 L BTCUSD 9.92088035 2016-11-03 01:05:00 $745.50 ($7,395.98) 2016-11-03 17:07:00 $718.53 ($7,128.49) -$267.49 | -3.62% $7,135.86
154 L BTCUSD 9.91412852 2016-11-06 05:34:00 $719.05 ($7,128.75) 2016-11-09 06:21:00 $733.92 ($7,276.18) $147.42 | 2.07% $7,283.28
155 L BTCUSD 9.83013074 2016-11-09 10:21:00 $740.18 ($7,276.04) 2016-11-09 22:28:00 $723.98 ($7,116.77) -$159.27 | -2.19% $7,124.01
156 L BTCUSD 9.96782301 2016-11-15 03:57:00 $713.99 ($7,116.93) 2016-11-16 16:10:00 $732.00 ($7,296.45) $179.52 | 2.52% $7,303.53
157 L BTCUSD 9.70805892 2016-11-17 08:15:00 $751.57 ($7,296.27) 2016-11-20 17:44:00 $733.00 ($7,116.01) -$180.26 | -2.47% $7,123.27
158 L BTCUSD 9.51363129 2016-11-22 18:15:00 $748.00 ($7,116.19) 2016-11-26 14:38:00 $731.02 ($6,954.64) -$161.55 | -2.27% $6,961.72
159 L BTCUSD 9.37305608 2016-11-30 11:41:00 $742.00 ($6,954.80) 2016-12-02 03:57:00 $764.05 ($7,161.49) $206.69 | 2.97% $7,168.41
160 L BTCUSD 9.31350131 2016-12-02 07:58:00 $768.91 ($7,161.28) 2016-12-05 13:06:00 $750.76 ($6,992.18) -$169.11 | -2.36% $6,999.30
161 L BTCUSD 9.15230341 2016-12-07 13:54:00 $764.00 ($6,992.35) 2016-12-13 04:18:00 $784.20 ($7,177.27) $184.92 | 2.64% $7,184.22
162 L BTCUSD 9.1446599 2016-12-16 17:10:00 $784.84 ($7,177.09) 2016-12-21 02:30:00 $802.12 ($7,335.11) $158.03 | 2.20% $7,342.25
163 L BTCUSD 9.01166759 2016-12-21 14:36:00 $813.94 ($7,334.95) 2016-12-22 02:40:00 $838.71 ($7,558.18) $223.23 | 3.04% $7,565.48
164 L BTCUSD 8.97043996 2016-12-22 06:40:00 $842.54 ($7,557.95) 2016-12-22 10:40:00 $873.30 ($7,833.88) $275.92 | 3.65% $7,841.40
165 L BTCUSD 8.85904275 2016-12-23 02:46:00 $884.25 ($7,833.61) 2016-12-23 14:48:00 $905.00 ($8,017.43) $183.83 | 2.35% $8,025.23
166 L BTCUSD 8.7381414 2016-12-24 02:51:00 $917.50 ($8,017.24) 2016-12-24 15:04:00 $884.94 ($7,732.73) -$284.51 | -3.55% $7,740.72
167 L BTCUSD 8.27571586 2016-12-27 15:30:00 $934.42 ($7,733.02) 2016-12-28 07:30:00 $961.35 ($7,955.82) $222.80 | 2.88% $7,963.52
168 L BTCUSD 8.11889171 2016-12-29 03:34:00 $979.89 ($7,955.60) 2016-12-29 19:36:00 $959.89 ($7,793.24) -$162.35 | -2.04% $7,801.17
169 L BTCUSD 7.9842626 2017-01-01 12:02:00 $976.10 ($7,793.40) 2017-01-01 20:04:00 $999.77 ($7,982.42) $189.02 | 2.43% $7,990.19
170 L BTCUSD 7.95653019 2017-01-02 00:05:00 $1,003.23 ($7,982.23) 2017-01-02 16:13:00 $1,023.66 ($8,144.74) $162.51 | 2.04% $8,152.70
171 L BTCUSD 7.86833574 2017-01-04 00:22:00 $1,035.11 ($8,144.58) 2017-01-04 08:23:00 $1,064.80 ($8,378.20) $233.63 | 2.87% $8,386.33
172 L BTCUSD 7.71309487 2017-01-04 12:26:00 $1,086.20 ($8,377.96) 2017-01-04 20:26:00 $1,121.00 ($8,646.38) $268.42 | 3.20% $8,654.75
173 L BTCUSD 9.42458604 2017-01-11 09:18:00 $917.40 ($8,646.12) 2017-01-11 13:21:00 $810.00 ($7,633.91) -$1,012.20 | -11.71% $7,642.55
174 L BTCUSD 8.86894203 2017-01-17 06:13:00 $860.86 ($7,634.92) 2017-01-17 10:13:00 $886.53 ($7,862.59) $227.67 | 2.98% $7,870.22
175 L BTCUSD 8.56261002 2017-01-21 06:26:00 $918.22 ($7,862.36) 2017-01-24 23:12:00 $899.03 ($7,698.04) -$164.32 | -2.09% $7,705.90
176 L BTCUSD 8.43685958 2017-01-26 15:30:00 $912.45 ($7,698.20) 2017-01-31 10:18:00 $934.54 ($7,884.57) $186.36 | 2.42% $7,892.26
177 L BTCUSD 8.24718122 2017-01-31 14:18:00 $956.01 ($7,884.39) 2017-02-01 06:21:00 $976.00 ($8,049.25) $164.86 | 2.09% $8,057.12
178 L BTCUSD 8.20830761 2017-02-01 10:22:00 $980.60 ($8,049.08) 2017-02-02 22:28:00 $1,008.35 ($8,276.84) $227.76 | 2.83% $8,284.88
179 L BTCUSD 8.1382646 2017-02-03 02:28:00 $1,017.00 ($8,276.62) 2017-02-07 10:50:00 $1,043.29 ($8,490.57) $213.95 | 2.59% $8,498.83
180 L BTCUSD 8.05707394 2017-02-07 14:50:00 $1,053.78 ($8,490.35) 2017-02-08 10:56:00 $1,029.31 ($8,293.23) -$197.12 | -2.32% $8,301.71
181 L BTCUSD 7.75086754 2017-02-09 07:06:00 $1,070.00 ($8,293.43) 2017-02-09 15:16:00 $979.94 ($7,595.38) -$698.05 | -8.42% $7,603.66
182 L BTCUSD 7.4605187 2017-02-14 12:07:00 $1,018.17 ($7,596.08) 2017-02-16 20:19:00 $1,043.00 ($7,781.32) $185.24 | 2.44% $7,788.90
183 L BTCUSD 7.33637093 2017-02-17 16:27:00 $1,060.62 ($7,781.13) 2017-02-21 00:59:00 $1,088.68 ($7,986.96) $205.83 | 2.65% $7,994.73
184 L BTCUSD 7.18393603 2017-02-21 13:07:00 $1,111.75 ($7,986.76) 2017-02-22 21:27:00 $1,138.90 ($8,181.79) $195.04 | 2.44% $8,189.77
185 L BTCUSD 7.11690791 2017-02-23 13:28:00 $1,149.60 ($8,181.59) 2017-02-24 01:30:00 $1,182.58 ($8,416.28) $234.69 | 2.87% $8,424.46
186 L BTCUSD 6.94353093 2017-02-24 05:31:00 $1,212.07 ($8,416.05) 2017-02-24 09:32:00 $1,166.85 ($8,102.05) -$314.00 | -3.73% $8,110.46
187 L BTCUSD 6.78034201 2017-02-27 18:09:00 $1,194.98 ($8,102.36) 2017-03-01 18:27:00 $1,222.00 ($8,285.58) $183.22 | 2.26% $8,293.68
188 L BTCUSD 6.72739271 2017-03-02 10:28:00 $1,231.59 ($8,285.40) 2017-03-02 18:28:00 $1,261.00 ($8,483.24) $197.84 | 2.39% $8,491.52
189 L BTCUSD 6.74862766 2017-03-10 15:10:00 $1,257.00 ($8,483.04) 2017-03-10 23:10:00 $1,093.00 ($7,376.26) -$1,106.78 | -13.05% $7,384.74
190 L BTCUSD 6.09692049 2017-03-12 19:17:00 $1,210.02 ($7,377.37) 2017-03-14 15:23:00 $1,256.77 ($7,662.45) $285.09 | 3.86% $7,669.83
191 L BTCUSD 7.32534099 2017-03-21 03:37:00 $1,045.98 ($7,662.16) 2017-03-21 19:41:00 $1,105.82 ($8,100.54) $438.38 | 5.72% $8,108.21
192 L BTCUSD 7.2900989 2017-03-21 23:41:00 $1,111.11 ($8,100.10) 2017-03-22 03:41:00 $1,088.44 ($7,934.84) -$165.27 | -2.04% $7,942.94
193 L BTCUSD 7.8248334 2017-03-27 17:16:00 $1,014.08 ($7,935.01) 2017-03-28 01:16:00 $1,043.94 ($8,168.65) $233.64 | 2.94% $8,176.58
194 L BTCUSD 7.8112368 2017-03-28 13:16:00 $1,045.73 ($8,168.41) 2017-03-29 05:19:00 $1,009.99 ($7,889.25) -$279.17 | -3.42% $7,897.41
195 L BTCUSD 7.42503011 2017-03-31 17:27:00 $1,062.56 ($7,889.53) 2017-04-01 09:30:00 $1,090.00 ($8,093.28) $203.74 | 2.58% $8,101.15
196 L BTCUSD 7.36973894 2017-04-01 13:31:00 $1,098.15 ($8,093.08) 2017-04-03 05:38:00 $1,139.03 ($8,394.33) $301.25 | 3.72% $8,402.40
197 L BTCUSD 7.31901759 2017-04-03 21:39:00 $1,146.88 ($8,394.03) 2017-04-06 13:42:00 $1,171.67 ($8,575.47) $181.45 | 2.16% $8,583.85
198 L BTCUSD 7.253539 2017-04-06 21:42:00 $1,182.22 ($8,575.29) 2017-04-09 21:49:00 $1,217.75 ($8,832.98) $257.69 | 3.01% $8,841.54
199 L BTCUSD 7.22215599 2017-04-11 18:01:00 $1,223.00 ($8,832.72) 2017-04-13 10:04:00 $1,196.23 ($8,639.37) -$193.35 | -2.19% $8,648.19
200 L BTCUSD 7.1863401 2017-04-17 18:48:00 $1,202.22 ($8,639.56) 2017-04-20 19:08:00 $1,241.00 ($8,918.21) $278.65 | 3.23% $8,926.84
201 L BTCUSD 7.1343408 2017-04-21 11:09:00 $1,250.00 ($8,917.93) 2017-04-25 20:02:00 $1,278.00 ($9,117.69) $199.75 | 2.24% $9,126.59
202 L BTCUSD 7.10695112 2017-04-26 08:04:00 $1,282.90 ($9,117.49) 2017-04-26 20:04:00 $1,310.50 ($9,313.68) $196.19 | 2.15% $9,322.78
203 L BTCUSD 7.05834573 2017-04-27 16:08:00 $1,319.50 ($9,313.49) 2017-05-01 00:15:00 $1,349.59 ($9,525.87) $212.38 | 2.28% $9,535.16
204 L BTCUSD 7.0385225 2017-05-01 08:15:00 $1,353.36 ($9,525.65) 2017-05-01 20:15:00 $1,408.62 ($9,914.60) $388.94 | 4.08% $9,924.10
205 L BTCUSD 6.81461533 2017-05-02 16:15:00 $1,454.85 ($9,914.22) 2017-05-03 20:20:00 $1,493.40 ($10,176.95) $262.73 | 2.65% $10,186.83
206 L BTCUSD 6.78442828 2017-05-04 00:20:00 $1,500.01 ($10,176.68) 2017-05-04 12:21:00 $1,559.69 ($10,581.63) $404.94 | 3.98% $10,591.77
207 L BTCUSD 6.71718669 2017-05-08 04:22:00 $1,575.25 ($10,581.23) 2017-05-09 00:22:00 $1,625.00 ($10,915.43) $334.20 | 3.16% $10,925.97
208 L BTCUSD 6.52163292 2017-05-09 04:22:00 $1,673.68 ($10,915.09) 2017-05-09 12:22:00 $1,712.76 ($11,170.02) $254.92 | 2.34% $11,180.89
209 L BTCUSD 6.28220981 2017-05-10 16:22:00 $1,778.00 ($11,169.77) 2017-05-11 08:22:00 $1,833.76 ($11,520.07) $350.30 | 3.14% $11,531.19
210 L BTCUSD 6.17808483 2017-05-11 12:22:00 $1,864.61 ($11,519.72) 2017-05-12 04:22:00 $1,821.71 ($11,254.70) -$265.02 | -2.30% $11,266.17
211 L BTCUSD 6.20091456 2017-05-14 12:24:00 $1,815.05 ($11,254.96) 2017-05-14 20:24:00 $1,768.50 ($10,966.32) -$288.65 | -2.56% $10,977.52
212 L BTCUSD 6.13019846 2017-05-17 04:30:00 $1,788.95 ($10,966.61) 2017-05-17 08:30:00 $1,839.14 ($11,274.29) $307.68 | 2.81% $11,285.20
213 L BTCUSD 6.03313075 2017-05-17 16:30:00 $1,868.68 ($11,273.98) 2017-05-18 00:30:00 $1,822.50 ($10,995.37) -$278.61 | -2.47% $11,006.59
214 L BTCUSD 5.54127023 2017-05-20 08:30:00 $1,984.32 ($10,995.65) 2017-05-21 04:30:00 $2,041.00 ($11,309.75) $314.10 | 2.86% $11,320.69
215 L BTCUSD 5.48280357 2017-05-21 08:30:00 $2,062.71 ($11,309.44) 2017-05-21 20:30:00 $2,011.11 ($11,026.51) -$282.93 | -2.50% $11,037.76
216 L BTCUSD 5.22847554 2017-05-22 08:30:00 $2,108.99 ($11,026.79) 2017-05-22 20:30:00 $2,185.20 ($11,425.26) $398.47 | 3.61% $11,436.23
217 L BTCUSD 5.18369732 2017-05-23 20:30:00 $2,204.00 ($11,424.86) 2017-05-24 04:30:00 $2,278.00 ($11,808.46) $383.60 | 3.36% $11,819.83
218 L BTCUSD 4.76930736 2017-05-25 04:32:00 $2,475.85 ($11,808.08) 2017-05-25 08:32:00 $2,580.31 ($12,306.31) $498.23 | 4.22% $12,318.06
219 L BTCUSD 4.62624506 2017-05-25 12:32:00 $2,660.00 ($12,305.81) 2017-05-25 20:32:00 $2,413.44 ($11,165.16) -$1,140.65 | -9.27% $11,177.41
220 L BTCUSD 4.87185974 2017-05-30 00:32:00 $2,292.00 ($11,166.30) 2017-05-30 04:32:00 $2,235.39 ($10,890.52) -$275.79 | -2.47% $10,901.62
221 L BTCUSD 4.69419023 2017-05-31 20:32:00 $2,320.06 ($10,890.80) 2017-06-01 04:32:00 $2,374.92 ($11,148.31) $257.51 | 2.36% $11,159.13
222 L BTCUSD 4.6273351 2017-06-01 12:32:00 $2,409.17 ($11,148.05) 2017-06-01 20:32:00 $2,352.34 ($10,885.07) -$262.99 | -2.36% $10,896.14
223 L BTCUSD 4.36051905 2017-06-03 04:32:00 $2,496.34 ($10,885.33) 2017-06-03 20:32:00 $2,572.15 ($11,215.90) $330.57 | 3.04% $11,226.71
224 L BTCUSD 4.27422759 2017-06-05 20:32:00 $2,624.00 ($11,215.57) 2017-06-06 04:32:00 $2,833.79 ($12,112.28) $896.70 | 8.00% $12,123.41
225 L BTCUSD 4.24960929 2017-06-06 08:32:00 $2,850.00 ($12,111.39) 2017-06-08 00:32:00 $2,672.81 ($11,358.41) -$752.98 | -6.22% $11,370.43
226 L BTCUSD 3.93618455 2017-06-10 16:35:00 $2,885.83 ($11,359.16) 2017-06-11 00:35:00 $2,825.53 ($11,121.81) -$237.35 | -2.09% $11,133.08
227 L BTCUSD 3.7772841 2017-06-12 04:35:00 $2,944.46 ($11,122.05) 2017-06-12 12:35:00 $2,800.00 ($10,576.39) -$545.66 | -4.91% $10,587.42
228 L BTCUSD 4.1153762 2017-06-17 12:38:00 $2,570.10 ($10,576.93) 2017-06-17 20:38:00 $2,660.59 ($10,949.35) $372.41 | 3.52% $10,959.83
229 L BTCUSD 4.11739314 2017-06-20 16:39:00 $2,659.20 ($10,948.98) 2017-06-20 20:39:00 $2,722.00 ($11,207.54) $258.56 | 2.36% $11,218.39
230 L BTCUSD 4.38661242 2017-06-28 16:41:00 $2,554.88 ($11,207.28) 2017-06-30 08:41:00 $2,498.63 ($10,960.53) -$246.75 | -2.20% $10,971.64
231 L BTCUSD 4.37270788 2017-07-03 00:41:00 $2,506.63 ($10,960.78) 2017-07-03 16:41:00 $2,559.18 ($11,190.54) $229.76 | 2.10% $11,201.40
232 L BTCUSD 4.26905054 2017-07-04 08:41:00 $2,621.26 ($11,190.31) 2017-07-05 04:41:00 $2,565.01 ($10,950.16) -$240.15 | -2.15% $10,961.25
233 L BTCUSD 5.12481567 2017-07-17 20:41:00 $2,136.74 ($10,950.40) 2017-07-18 04:41:00 $2,180.00 ($11,172.10) $221.70 | 2.02% $11,182.95
234 L BTCUSD 5.00078868 2017-07-18 08:41:00 $2,234.02 ($11,171.88) 2017-07-18 16:41:00 $2,338.10 ($11,692.34) $520.47 | 4.66% $11,703.42
235 L BTCUSD 4.47996646 2017-07-20 16:41:00 $2,609.80 ($11,691.82) 2017-07-21 00:41:00 $2,787.00 ($12,485.67) $793.85 | 6.79% $12,497.27
236 L BTCUSD 4.70718543 2017-07-28 00:42:00 $2,652.30 ($12,484.87) 2017-07-28 04:42:00 $2,707.28 ($12,743.68) $258.81 | 2.07% $12,756.08
237 L BTCUSD 4.61590982 2017-07-28 12:42:00 $2,760.76 ($12,743.42) 2017-07-29 16:42:00 $2,695.70 ($12,443.11) -$300.32 | -2.36% $12,455.76
238 L BTCUSD 4.39201541 2017-07-31 20:42:00 $2,833.19 ($12,443.41) 2017-08-01 04:42:00 $2,890.00 ($12,692.93) $249.51 | 2.01% $12,705.27
239 L BTCUSD 4.31723966 2017-08-01 08:42:00 $2,940.00 ($12,692.68) 2017-08-01 12:42:00 $2,839.00 ($12,256.62) -$436.06 | -3.44% $12,269.21
240 L BTCUSD 4.43576966 2017-08-03 20:43:00 $2,763.23 ($12,257.06) 2017-08-04 12:43:00 $2,847.71 ($12,631.79) $374.73 | 3.06% $12,643.94
241 L BTCUSD 4.4188966 2017-08-04 16:43:00 $2,858.50 ($12,631.42) 2017-08-05 04:43:00 $2,949.50 ($13,033.54) $402.12 | 3.18% $13,046.06
242 L BTCUSD 4.15524106 2017-08-05 08:43:00 $3,136.55 ($13,033.13) 2017-08-05 16:43:00 $3,212.00 ($13,346.63) $313.50 | 2.41% $13,359.56
243 L BTCUSD 4.06280556 2017-08-05 20:43:00 $3,285.00 ($13,346.32) 2017-08-06 12:43:00 $3,188.00 ($12,952.22) -$394.10 | -2.95% $12,965.46
244 L BTCUSD 3.82873616 2017-08-07 16:43:00 $3,383.00 ($12,952.61) 2017-08-08 08:43:00 $3,459.00 ($13,243.58) $290.97 | 2.25% $13,256.43
245 L BTCUSD 3.79900391 2017-08-11 08:58:00 $3,485.99 ($13,243.29) 2017-08-11 16:58:00 $3,560.00 ($13,524.44) $281.15 | 2.12% $13,537.58
246 L BTCUSD 3.66618747 2017-08-12 00:58:00 $3,688.89 ($13,524.16) 2017-08-12 08:58:00 $3,795.00 ($13,913.18) $389.02 | 2.88% $13,926.60
247 L BTCUSD 3.56612103 2017-08-12 20:58:00 $3,901.38 ($13,912.79) 2017-08-13 04:58:00 $4,081.56 ($14,555.33) $642.53 | 4.62% $14,569.13
248 L BTCUSD 3.38401302 2017-08-14 16:58:00 $4,301.02 ($14,554.69) 2017-08-15 04:58:00 $4,438.99 ($15,021.60) $466.91 | 3.21% $15,036.04
249 L BTCUSD 3.35667795 2017-08-17 12:58:00 $4,475.00 ($15,021.13) 2017-08-17 20:58:00 $4,245.00 ($14,249.09) -$772.04 | -5.14% $14,264.00
250 L BTCUSD 3.35844117 2017-08-23 13:05:00 $4,243.00 ($14,249.87) 2017-08-25 01:05:00 $4,349.97 ($14,609.12) $359.25 | 2.52% $14,623.25
251 L BTCUSD 3.3475611 2017-08-25 05:05:00 $4,364.00 ($14,608.76) 2017-08-29 17:41:00 $4,599.00 ($15,395.43) $786.68 | 5.38% $15,409.93
252 L BTCUSD 3.29897631 2017-08-31 13:41:00 $4,666.49 ($15,394.64) 2017-09-01 13:41:00 $4,800.00 ($15,835.09) $440.45 | 2.86% $15,850.38
253 L BTCUSD 3.26631067 2017-09-01 17:41:00 $4,847.87 ($15,834.65) 2017-09-02 13:41:00 $4,740.17 ($15,482.87) -$351.78 | -2.22% $15,498.60
254 L BTCUSD 3.380616 2017-09-06 05:42:00 $4,580.00 ($15,483.22) 2017-09-07 17:42:00 $4,693.80 ($15,867.94) $384.71 | 2.48% $15,883.31

Code

const Promise = require('bluebird')
const moment = require('moment')
const _ = require('lodash')
const Abstract = require('./Abstract')

module.exports = class Heikin extends Abstract {
  init () {
    this.inPosition = false
    // work only with one ticker
    this.ticker = this.tickers[0]

    // for how long will we calculate support and resistance
    this.PERIOD = 10
    // close trade when realizing profit/loss
    this.TAKE_PERCENT_PROFIT = 2
  }

  _getSizeByScale () {
    const tickerPrice = this.orderManager.getPrice(this.ticker)
    const capital = this.orderManager.getFreeCapital()

    // some magic stuff here
    return capital / tickerPrice * 0.999
  }

  _buy () {
    this.orderManager.buy(this.ticker, this._getSizeByScale())
    this.inPosition = true
  }

  _closeTrade () {
    this.orderManager.closeAll()
    this.inPosition = false
  }

  _getCurrentPrice (prices) {
    if (_.isArray(prices))
      return prices[prices.length - 1].close

    if (prices.close)
      return prices.close[prices.close.length - 1]

    throw new Exception('Prices is not an array of OHLC items nor object with close prices')
  }

  async step (time, data) {
    // work only with data for one ticker
    const tickerData = _.cloneDeep(data[this.ticker])
    // get latest close price from ticker
    const price = this._getCurrentPrice(tickerData)
    // remove last ticker from list
    tickerData.pop()
    // turn data to heikinAshi
    const heikin = this._getHeikinAshi(tickerData)

    // if we are in position
    if (this.inPosition) {
      const position = this.orderManager.getOpenPositions()[this.ticker]
      if(!position)
        return this.inPosition = false

      // current profit on open position
      const profitPercent = position.profitPercent

      // if we realized selected percentage profit/loss - close
      if (Math.abs(profitPercent) > this.TAKE_PERCENT_PROFIT)
        this._closeTrade()

    } else {
      // get support and resistance
      const res = this._getResistance(heikin.high, this.PERIOD)
      const sup = this._getSupport(heikin.low, this.PERIOD)

      // buy when price crosses resistance
      if (price > res) {
        this._buy()
      }
    }
  }
}