SMMD V2.51 SMOD

-- Modified version of Phsai's amazing Simple Market Maker that intended 
-- ONLY FOR BINANCE FUTURES USDT/COIN HEDGE MODE ENABLED
--
----------------------------------------------------------------------------
--Log('Update 7') 
EnableHighSpeedUpdates(true)
HideOrderSettings()
HideTradeAmountSettings()
 
-- inputs
    InputGroupHeader('Bot Settings')
    local okLong = Input('01. Allow Long', false, 'Allow bot to open Long')
    local okShort = Input('02. Allow Short', false, 'Allow bot to open Short')
    local wtfStop = Input('03. Stop at no position', false, 'Deactivate bot when there is no open position')
    local FStop = Input('04. Force Close Position', false, 'Closes open positions')
    local showInfo = Input('05. Details in Log', true, 'Show detail information in logs about the bot condition')
    
    InputGroupHeader('Backtest Settings')
    local wtfBal = Input('01. Deactivate on Over Budget', false, 'Deactivate when Working Balance > Budget Balance')
    local wtfRatio = Input('02. Deactivate on specific Bal Ratio', false, 'Deactivate when Bal Ratio hit trigger below')
    local wtfRatioV = Input('02A. Bal Ratio Trigger', 0.5)
    local wtfAmount = Input('03. Deactivate on Over Size', false, 'Deactivate when one of position size > Max Open')
    local wtfWallet = Input('04. Deactivate on Wallet = 0', false, 'Why bother continuing the backtest?')
    local testWallet = Input('05. Use Custom Wallet', false, 'ONLY FOR BACKTEST. DO NOT USE WHEN ON RUNNING BOT')
    local testWalletAmount = Input('05A. Custom Wallet Balance', 0, 'ONLY FOR BACKTEST. DO NOT USE WHEN ON RUNNING BOT')

    InputGroupHeader('LONG and SHORT Ratio')
    local enableRatio = Input('01. Enable ratios', true)
    local longRatio = Input('01A. Long ratio', 4, 'Long ratio, compared to short, default is 1, must be greater than 0')
    local shortRatio = Input('01B. Short ratio', 1, 'Short ratio, compared to long, default is 1, must be greater than 0')
    
    InputGroupHeader('Budget & Safety')
    local maxSizeM = Input('01. Max. Open '..AmountLabel(), 0, 'Maximum open contracts at any given time also as minimum for Dynamic Max Open. After exceeding this value, the bot will dump a portion of position at a loss.')
    local autoMax = Input('01A. Dynamic Max Open', true, 'Dynamically change max open contracts based on available balanca')
    local leverage = GetLeverage() --Input('01B. Leverage', 50, 'MUST be filled even if using Cross Margin. Important for trading budget.')
    local contVal = ContractValue() --Input('01C. COIN-M Value', 10, 'ONLY if bot trading on INVERSE Futures then enter the Contract Value. Ignore if trade on USDT') 
    local budgetTypes = {'Fix', 'Percentage'}
    local budgetType = InputOptions('01C.Budget Calculation', 'Fix', budgetTypes, 'Fix = Static budget balance. Profit not compounding. Percentage = Dynamic following wallet balance. Profit compounding')
    local budgetIsolation = Input('01D. Budget Isolation', false, 'If activated reduction is when working balance >= budget balance. Else if position size > max size')
    local maxBudget = Input('01E. Balance Budget', 0, 'How much from wallet balance allocated for this bot. If % then 0.5 is 50% of wallet balance. If Fix then the fiat/coin amount.')
    local maxOpen = Input('01F. Position Budget', 0.1, 'How much from the Balance Budget allocated for opening positions. 0.1 is 10% of Balance Budget')
    local reduceSize = Input('02. Size Reduction %', 21, 'How big of a portion the bot will dump once reduction condition triggered')
    local reduceOrderType = InputOrderType('03. Reduction Order Type', MarketOrderType, 'The order type for size reduction dump')
    local noReduce = Input('04. Disable Size Reduction', false, 'Are you sure?')
 
    InputGroupHeader('Grid Settings')
    local slotCount = Input('01. Slot Count', 1, 'How many orders are constantly kept open on both long and short side')
    local slotSizeM = Input('02. Slot Size', 0.001, 'Minimum trade amount per slot if Dynamic Slot Size activated or fix value if bot dynamic')
    local slotMultiplier = Input('02A. Slot Size Multiplier', 2, 'Trade amount multipler per slot')
    local autoSlot = Input('03A. Dynamic Slot Size', true, 'DSSize - Dynamically change slot size based on budget')
    local slotBudget = Input('03B. Max. Open Divider', 377, 'DSSize feature - Divide max open position with this value to get new Slot Size. Example Max Open is 1000 and devider is 200 then slot size is 5') 
    local slotSpreadL = Input('04A. Slot Spread Long %', 0.4, 'Percentage for longs based spread value between each slot')
    local slotSpreadS = Input('04B. Slot Spread Short %', 0.6, 'Percentage for shorts based spread value between each slot')
    local slotSpreadM = Input('04C. Slot Spread Multiplier', 1, 'Order Spread Multipler per slot')
    local incLVLOneShort = Input('04C. LVL 1 inc Short size at %', 10, 'Level 1 increase for shorts in Percentage')
    local slotCancel = Input('05. Cancel Distance %', 0.236, 'How much price can move to the opposite direction before orders are cancelled and replaced')
    local minSpread = Input('06. Minimum Spread %', 0.236, 'Minimum spread percentage between the first long and short entries. This setting only works when bot has no position.')
    local dynamicSpreadInterval = InputInterval("07. Dynamic Spread Interval", 15)
    local dynamicSpreadLookback = Input("07A. Dynamic Spread Lookback", 3)
    
    InputGroupHeader('Profit Settings')
    local takeProfitL = Input('01. LONG Take-Profit %', 0.236, 'Fixed take-profit value, based on price change')
    local takeProfitS = Input('02. SHORT Take-Profit %', 0.236, 'Fixed take-profit value, based on price change')
    local tpOrderType = InputOrderType('03. TP Order Type', MakerOrCancelOrderType, 'The order type for take-profit')
    local preplacedTP = Input('04. Pre-Place TP', false, 'Place Exit Position as soon as has open position')

-- price and data
        local getMarket = PriceMarket()
        local isBinance = StringContains(getMarket, 'BINANCE')
        local cp = CurrentPrice()
        local c = ClosePrices()
        local SRCounter = Load('SRCounter', 0)
        
        -- positions
            local hedge_longPosId = Load('hedge_longPosId', NewGuid())
            local hedge_shortPosId = Load('hedge_shortPosId', NewGuid())
 
            local dir_l = GetPositionDirection(hedge_longPosId)
            local aep_l = GetPositionEnterPrice(hedge_longPosId)
            local pamt_l = GetPositionAmount(hedge_longPosId)
            local delta_l = pamt_l > 0 and (cp.close - aep_l) / aep_l * 100 or 0
            local proi_l = delta_l * leverage 
 
            local dir_s = GetPositionDirection(hedge_shortPosId)
            local aep_s = GetPositionEnterPrice(hedge_shortPosId)
            local pamt_s = GetPositionAmount(hedge_shortPosId)
            local delta_s = pamt_s > 0 and (aep_s - cp.close) / aep_s * 100 or 0
            local proi_s = delta_s * leverage

            if showInfo then
                Log('LONG position ROI: '..Round(proi_l, 2)..'%')
                Log('SHORT position ROI: '..Round(proi_s, 2)..'%')
            end
 
        -- not using spread if we have a position
        --    if pamt_l > 0 or pamt_s > 0 then
        --        minSpread = 0
        --    end
 
        -- manage position ids
            if pamt_l == 0 and IsPositionClosed(hedge_longPosId) then
                if IsAnyOrderOpen(hedge_longPosId) then
                    CancelAllOrders(hedge_longPosId)
                else
                    hedge_longPosId = NewGuid()
                    dir_l = GetPositionDirection(hedge_longPosId)
                    aep_l = GetPositionEnterPrice(hedge_longPosId)
                    pamt_l = GetPositionAmount(hedge_longPosId)
                    proi_l = GetPositionROI(hedge_longPosId)
                end
            end
            
            if pamt_s == 0 and IsPositionClosed(hedge_shortPosId) then
                if IsAnyOrderOpen(hedge_shortPosId) then
                    CancelAllOrders(hedge_shortPosId)
                else
                    hedge_shortPosId = NewGuid()
                    dir_s = GetPositionDirection(hedge_shortPosId)
                    aep_s = GetPositionEnterPrice(hedge_shortPosId)
                    pamt_s = GetPositionAmount(hedge_shortPosId)
                    proi_s = GetPositionROI(hedge_shortPosId)
                end
            end
        
        -- get pos id
            local getPositionId = function(isLong)
                return isLong and hedge_longPosId or hedge_shortPosId
            end


--Dynamic Spread 
    local candleSpread = HighPrices(dynamicSpreadInterval) - LowPrices(dynamicSpreadInterval)
    local candleSpreadWithLookback = Range(candleSpread, 0, dynamicSpreadLookback)
    local averageSpread = Round(Average(candleSpreadWithLookback), 8)
    local averageSpreadPercentage = Round(averageSpread / CurrentPrice().close * 100, 4)
    if showInfo then
        Log("Dynamic Average Spread: "..averageSpread.." "..QuoteCurrency())
        Log("Dynamic Average Spread: "..averageSpreadPercentage.."%")
    end
    local minSpread = minSpread / 2.0


-- wallet check
    local profitLabel = ProfitLabel()
    if profitLabel == nil then profitLabel = QuoteCurrency() end
    local availBal = WalletAmount(getMarket, profitLabel)
    local getProfitL = GetCurrentProfit(PositionLong)
    local getProfitS = GetCurrentProfit(PositionShort)
    local getProfit = getProfitL + getProfitS
    local usedLong = UsedMargin(getMarket, aep_l, pamt_l, leverage)
    local usedShort = UsedMargin(getMarket, aep_s, pamt_s, leverage)
    --Log('usedLong '..usedLong..' usedShort '..usedShort)
    local botProfit = GetBotProfit()
    
    -- balance warning
        local walletBal = testWallet and (testWalletAmount + botProfit) or availBal
        local workBal = usedLong + usedShort - getProfit
        if budgetType == 'Fix' then 
            budgetBal = IfElse(walletBal > maxBudget, maxBudget, walletBal)
        else 
            budgetBal = maxBudget * walletBal
        end
        --Log('walletBal '..walletBal)
        local budRatio = budgetBal > 0 and workBal / budgetBal or 0
        local walRatio = budgetBal > 0 and workBal / walletBal or 0
        local balRatio = budgetIsolation and budRatio or walRatio

        if balRatio > 0.5 and balRatio < 0.8 and budgetIsolation then Log('Working balance is > 50% of Budget!!!', Yellow) end
        if balRatio > 0.8 and budgetIsolation then Log('Working balance is > 80% of Budget!!!', Yellow) end
        if walRatio > 0.8 then LogWarning('WALLET IN DANGER. Working balance is > 80% of WALLET Balance!!!') end
        if showInfo then
            Log('Balance Monitor -> Wallet: '..Round(walletBal, 5)..' '..profitLabel..' | Budget: '..Round(budgetBal, 5)..' '..profitLabel..' | Working Balance: '..Round(workBal, 5)..' '..profitLabel..' | Ratio: '..Round(balRatio, 3))
        end

        if budgetType == 'Percentage' then 
            if maxBudget > 1 then 
                DeactivateBot('Percentage Budget calculation. Balance budget can not > 1', true)
            end
        else 
            if walletBal < budgetBal then  
                Log('Wallet Balance is lower than Budget Balance', Yellow)
            end
        end

        local BRCounter = Load('BRCounter', 0)
        if balRatio > BRCounter then Save('BRCounter', balRatio) end
        
-- dynamics
    --max position
        if profitLabel == 'USD' or profitLabel == 'USDT' or profitLabel == 'BUSD' or profitLabel == 'USDC' or profitLabel == 'TUSD' then
            maxMax = budgetBal * maxOpen / cp.close 
        else
            maxMax = budgetBal * maxOpen * cp.close / contVal 
        end
 
        local maxCheck = autoMax and (maxMax * leverage)
        local maxValue = autoMax and (maxCheck > maxSizeM) and maxCheck or maxSizeM
        local maxSize = autoMax and maxValue or maxSizeM
 
        -- check max open  
            if autoMax then
                if maxCheck > maxSizeM then
                    if showInfo then
                        Log('Dynamic Max Open: '..Round(maxCheck, 5)..' '..AmountLabel())
                    end
                else
                    if showInfo then        
                        Log('Dynamic Max Open: '..Round(maxCheck, 5)..' but using default value: '..Round(maxSizeM, 5)..' '..AmountLabel())
                    end
                end            
            end 
    
     -- auto slot size
        local slotCheck = autoSlot and (maxSize / slotBudget)
        local slotValue = autoSlot and (slotCheck > slotSizeM) and slotCheck or slotSizeM
        local slotSize = autoSlot and slotValue or slotSizeM
        
        local getSlotRatio = function (size)
            local baseRatio
            if longRatio >= shortRatio then
            baseRatio = longRatio
            else 
            baseRatio = shortRatio
            end
            return baseRatio
        end
       

        local calcRatioSlotSize = function (size, ratio, long)
            if long == true then
             if ratio == longRatio then
                        local round = Round(size, 2)
                        return ArrayGet(round, 1)
             elseif ratio == shortRatio then
                        local round = Round(((longRatio / shortRatio) * size), 2)
                        return ArrayGet(round, 1)
             end
            end
            if long == false then
                if ratio == shortRatio then
                        local round = Round(size, 2)
                        return ArrayGet(round, 1)
                elseif ratio == longRatio then
                        local round = Round(((shortRatio / longRatio) * size), 2)
                        return ArrayGet(round, 1)
                end
            end

        end



        if autoSlot then
            if slotCheck > slotSizeM then
                slotSizeL = slotSize
                slotSizeS = slotSize
                if enableRatio == true and longRatio > 0 and shortRatio > 0 then
                local base = getSlotRatio(slotSize)   
                slotSizeL = calcRatioSlotSize(slotSize, base, true)
                slotSizeS = calcRatioSlotSize(slotSize, base, false)
                        if pamt_s > (maxSize / incLVLOneShort) then
                        LogWarning("It's bigger than 10 %")
                        slotSizeS = slotSizeS * (longRatio / shortRatio)
                        end
                end
                if showInfo then
                    Log('Dynamic Slot Size for long: '..Round(slotSizeL, 5))
                    Log('Dynamic Slot Size for short: '..Round(slotSizeS, 5))
                end
            else
                slotSizeL = slotSize
                slotSizeS = slotSize                 
                if enableRatio == true and longRatio > 0 and shortRatio > 0 then
                local base = getSlotRatio(slotSize)   
                slotSizeL = calcRatioSlotSize(slotSize, base, true)
                slotSizeS = calcRatioSlotSize(slotSize, base, false)
                        if pamt_s > (maxSize / incLVLOneShort) then
                                LogWarning("It's bigger than 10 %")
                                slotSizeS = slotSizeS * (longRatio / shortRatio)
                        end
                end
                if showInfo then
                    Log('DSSize: '..Round(slotCheck, 5)..' But using default value: '..Round(slotSizeM, 5))
                end            
            end
            
        else
            slotSizeL = slotSizeM
            slotSizeS = slotSizeM
              if enableRatio == true and longRatio > 0 and shortRatio > 0 then
                local base = getSlotRatio(slotSize)   
                slotSizeL = calcRatioSlotSize(slotSize, base, true)
                slotSizeS = calcRatioSlotSize(slotSize, base, false)
                        if pamt_s > (maxSize / incLVLOneShort) then
                                LogWarning("It's bigger than 10 %")
                                slotSizeS = slotSizeS * (longRatio / shortRatio)
                        end
                end
            if showInfo then
                Log('Slot Size Value for long: '..Round(slotSizeL, 5))
                Log('Slot Size Value for short: '..Round(slotSizeS, 5))
            end
        end
 
 
 
-- SMM CORE LOGIC HEDGE MODE 
        -- slot function
            local slot = function(isLong, index, amount, spread, cancelDist, canPlace)
                local prefix = isLong and 'L' or 'S'
                local name = prefix .. index
                local cmd = isLong and PlaceGoLongOrder or PlaceGoShortOrder
                local priceBase = isLong
                        and cp.bid
                        or cp.ask
                local spr = Min(averageSpreadPercentage, minSpread) + spread * index
                local posId = getPositionId(isLong)
                local aep = isLong and aep_l or aep_s
 
                -- if we have average entry price
                if aep > 0 then
                    priceBase = isLong
                            and Min(aep, priceBase)
                            or Max(aep, priceBase)
                end
 
                -- get price
                local price = isLong
                        and SubPerc(priceBase, spr)
                        or AddPerc(priceBase, spr)

                -- Binance notional value mod
                if isBinance then 
                    notionalSize = 5.1 / price
                    if amount < notionalSize then 
                        amount = notionalSize 
                    end
                end                                                                 
 
                local oid = Load(name..'oid', '') -- order id
 
                if oid != '' then
                    local order = OrderContainer(oid)
 
                    if order.isOpen then
                        local delta = isLong
                                and Delta(AddPerc(order.price, spr), priceBase)
                                or Delta(priceBase, SubPerc(order.price, spr))
                        
                        if delta >= cancelDist then
                            CancelOrder(oid)
                            LogWarning('Delta cancelled '..name)
                        elseif not canPlace then
                            CancelOrder(oid)
                            LogWarning('Not allowed right now '..name)
                        end
                    else
                        oid = ''
                    end
                else
                    if canPlace then
                        oid = cmd(price, amount, {type = MakerOrCancelOrderType, note = name, timeout = 3600, positionId = posId})
                    end
                end
 
                Save(name..'oid', oid)
            end
 
        -- update take-profit
            local updateTakeProfit = function(isLong, entryPrice, targetRoi, cancelDist)        
                local prefix = isLong and 'Long' or 'Short'
                local name = prefix .. ' TP'
                local oid = Load(prefix .. 'tp_oid', '')
                local timer = Load(prefix .. 'tp_timer', 0)
                local posId = getPositionId(isLong)
                local tp_delta = isLong and Delta(entryPrice, cp.bid) or Delta(cp.ask, entryPrice)
 
                if oid != '' then
                    local order = OrderContainer(oid)
 
                    if order.isOpen then
                        local delta = isLong
                                and Delta(order.price, cp.close)
                                or Delta(cp.close, order.price)
                        
                        if delta >= cancelDist then
                            CancelOrder(oid)
                            LogWarning('Delta cancelled '..name)
                        end
                    else
                        if order.isCancelled then
                            timer = 0
                        end
                        
                        oid = ''
                    end
                else
                    if preplacedTP then 
                        if isLong and pamt_l > 0 then
                            local exitL = AddPerc(aep_l, takeProfitL)
                            oid = PlaceExitPositionOrder({price= exitL, type = tpOrderType, note = 'Pre-Placed '..name, timeout = 200, positionId = hedge_longPosId})
                        end
 
                        if not isLong and pamt_s > 0 then
                            local exitS = SubPerc(aep_s, takeProfitS)
                            oid = PlaceExitPositionOrder({price= exitS, type = tpOrderType, note = 'Pre-Placed '..name, timeout = 200, positionId = hedge_shortPosId})
                        end
 
                    elseif not preplacedTP and tp_delta >= targetRoi and Time() >= timer then
                            oid = PlaceExitPositionOrder({type = tpOrderType, note = name, timeout = 200, positionId = posId})
                            timer = Time() + 60 -- 1min
                    end
                end
 
                Save(prefix .. 'tp_oid', oid)
                Save(prefix .. 'tp_timer', timer)
            end
 
        -- update position size
            
            local updatePositionManagement = function(isLong, currentSize, sizeLimit, cancelDist)
                local prefix = isLong and 'Long' or 'Short'
                local name = prefix .. ' Size Reduction'
                local oid = Load(prefix .. 'pos_oid', '')
                local posId = getPositionId(isLong)
                local amount = SubPerc(currentSize, 100 - reduceSize) -- take X% of position
                local price = isLong
                        and cp.ask
                        or cp.bid
                local cmd = isLong
                        and PlaceExitLongOrder
                        or PlaceExitShortOrder
                local timer = Load(prefix .. 'pos_timer', Time())
                local okReduce = IfElse(budgetIsolation, balRatio >= 1, currentSize > sizeLimit)
 
                if oid != '' then
                    local order = OrderContainer(oid)
 
                    if order.isOpen then
                        local delta = isLong
                                and Delta(order.price, cp.close)
                                or Delta(cp.close, order.price)
                        
                        if delta >= cancelDist then
                            CancelOrder(oid)
                            LogWarning('Delta cancelled '..name)
                        end
                    elseif order.isFilled then 
                        sizeRed = 1
                        Save('SRCounter', SRCounter + sizeRed) 
                        oid = ''
                    else
                        oid = ''
                    end
                else
                    if okReduce and Time() >= timer then
                        oid = cmd(price, amount, {type = reduceOrderType, note = name, timeout = 6000, positionId = posId})
                        timer = Time() + 60 -- 1min
                    end
                end
 
                Save(prefix .. 'pos_oid', oid)
                Save(prefix .. 'pos_timer', timer)
            end
 
        -- da logica
 
            -- take profit
            updateTakeProfit(true, aep_l, takeProfitL, slotCancel)
            updateTakeProfit(false, aep_s, takeProfitS, slotCancel)
 
            -- risk management
            updatePositionManagement(true, pamt_l, maxSize, slotCancel)
            updatePositionManagement(false, pamt_s, maxSize, slotCancel)
 
 
            -- update slots
            for i = 1, slotCount do
                slot(true, i, slotSizeL, slotSpreadL, slotCancel, okLong) -- long slot
                slotSizeL = slotSizeL * slotMultiplier
                slotSpreadL = slotSpreadL * slotSpreadM
            end
 
            for i = 1, slotCount do
                slot(false, i, slotSizeS, slotSpreadS, slotCancel, okShort) -- short slot
                slotSizeS = slotSizeS * slotMultiplier
                slotSpreadS = slotSpreadS * slotSpreadM
            end


-- WTF
    if wtfStop then
        local longNull = pamt_l == 0
        local shortNull = pamt_s == 0
        if longNull and shortNull then
            DeactivateBot('Deactivate on No Position is active', true)
 
        else
            LogWarning('Will deactivate on No Position, waiting...maybe next second, maybe never :)')
 
        end
    end
 
    if wtfBal then
        if workBal >= budgetBal then
            DeactivateBot('Over Budget', true)
        end
    end
 
    if wtfAmount then
        if pamt_l > maxSize or pamt_s > maxSize then
            DeactivateBot('Over Size', true)
        end
    end
 
    if wtfRatio then 
        if balRatio > wtfRatioV then 
            DeactivateBot('Bal Ratio is over '..wtfRatioV, true)
        end
    end

    if wtfWallet then 
        if walletBal <= 0 then 
            DeactivateBot('Wallet is 0', true)
        end 
    end


-- Force Exit Positions
     if FStop then
        local name = 'Force Exit'    
        oid = PlaceExitPositionOrder({type = reduceOrderType, note = name, timeout = 3600})
        timer = Time() + 60 -- 1min
     end    
    
-- PLOT
    -- AEP Plot
        if aep_l > 0 then
            local posId = getPositionId(true)
            Plot(0, 'AvgEP Long', aep_l, {c=Teal, id=posId, w=2})
        end
 
        if aep_s > 0 then
            local posId = getPositionId(false)
            Plot(0, 'AvgEP Short', aep_s, {c=Purple, id=posId, w=2})
        end

    -- EXPOSURE    
        local lineLong = IfElse(pamt_l > 0, pamt_l, 0)
        local lineShort = IfElse(pamt_s > 0, -pamt_s, 0)
        Plot(1, 'Longs', lineLong, {c=Green, s=Step})
        Plot(1, 'Max Longs', maxSize, {c=White, s=Step})
        Plot(1, 'Shorts', lineShort, {c=Red, s=Step})
        Plot(1, 'Max Shorts', -maxSize, {c=White, s=Step})
        ChartSetOptions(1, 'Exposure')
    
    --BALANCE MONITOR
        Plot(2, 'Budget Balance', budgetBal, {c=White, s=Step})
        Plot(2, 'WorkBal', workBal, {c=Red, s=Step})
        Plot(2, 'Wallet Balance', walletBal, {c=DarkGreen, s=Step})
        ChartSetOptions(2, 'Balance Monitor')

-- Misc Logs
    if showInfo then 
        Log('Size Reduction: '..SRCounter..' times')
    end
    if not okLong then
        LogWarning('Bot is not allowed to open LONG')
    end
    
    if not okShort then
        LogWarning('Bot is not allowed to open SHORT')
    end
 
-- custom reports
    Finalize(function()  
        CustomReport('Final Wallet Balance', Round(walletBal, 5)..' '..profitLabel)
        CustomReport('Size Reduction', SRCounter..' times')
        CustomReport('Highest Balance Ratio', Round(100 * BRCounter, 2)..'%')
        if testWallet then
            if budgetType == 'Fix' then
                profitPercent = Round(botProfit / maxBudget * 100, 2)
            else 
                local startBal = testWalletAmount * maxBudget
                profitPercent = Round(botProfit / startBal * 100, 2)
            end 
            CustomReport('Profit %: ', profitPercent..'%')
            CustomReport('Profit to Highest Bal. Ratio', Round(profitPercent / (100 * BRCounter), 2))
        end
    end)

Save('hedge_longPosId', hedge_longPosId)
Save('hedge_shortPosId', hedge_shortPosId)
if showInfo then 
    Log(' ')
end