{"result":{"RollingWindow":{"M1_20160131":{"TradeStatistics":{"StartDateTime":"2016-01-04T15:01:00Z","EndDateTime":"2016-01-15T21:01:00Z","TotalNumberOfTrades":1,"NumberOfWinningTrades":1,"NumberOfLosingTrades":0,"TotalProfitLoss":216,"TotalProfit":216,"TotalLoss":0,"LargestProfit":216,"LargestLoss":0,"AverageProfitLoss":216,"AverageProfit":216,"AverageLoss":0,"AverageTradeDuration":"11.06:00:00","AverageWinningTradeDuration":"11.06:00:00","AverageLosingTradeDuration":"00:00:00","MaxConsecutiveWinningTrades":1,"MaxConsecutiveLosingTrades":0,"ProfitLossRatio":0,"WinLossRatio":10,"WinRate":1,"LossRate":0,"AverageMAE":-95,"AverageMFE":216,"LargestMAE":-95,"LargestMFE":216,"MaximumClosedTradeDrawdown":0,"MaximumIntraTradeDrawdown":-311,"ProfitLossStandardDeviation":0,"ProfitLossDownsideDeviation":0,"ProfitFactor":10,"SharpeRatio":0,"SortinoRatio":0,"ProfitToMaxDrawdownRatio":10,"MaximumEndTradeDrawdown":0,"AverageEndTradeDrawdown":0,"MaximumDrawdownDuration":"00:00:00","TotalFees":0.25},"PortfolioStatistics":{"AverageWinRate":0.00216,"AverageLossRate":0,"ProfitLossRatio":0,"WinRate":1,"LossRate":0,"Expectancy":0,"CompoundingAnnualReturn":-0.113343014689622,"Drawdown":0.012999999999999999,"TotalNetProfit":-0.0094400000000000005,"SharpeRatio":-3.7263141961773973,"Alpha":-0.090837496228532141,"Beta":0.062873010853275998,"AnnualStandardDeviation":0.027783253387287599,"AnnualVariance":0.00077190916878222592,"InformationRatio":0.32494378827334303,"TrackingError":0.30261322904536198,"TreynorRatio":-1.646638678631837},"ClosedTrades":[]},"M1_20160229":{"TradeStatistics":{"StartDateTime":"2016-01-04T15:01:00Z","EndDateTime":"2016-02-19T21:01:00Z","TotalNumberOfTrades":2,"NumberOfWinningTrades":1,"NumberOfLosingTrades":1,"TotalProfitLoss":-1100,"TotalProfit":320,"TotalLoss":-1420,"LargestProfit":320,"LargestLoss":-1420,"AverageProfitLoss":-550,"AverageProfit":320,"AverageLoss":-1420,"AverageTradeDuration":"38.06:00:00","AverageWinningTradeDuration":"30.06:00:00","AverageLosingTradeDuration":"46.06:00:00","MaxConsecutiveWinningTrades":1,"MaxConsecutiveLosingTrades":1,"ProfitLossRatio":0.22535211267605634,"WinLossRatio":1,"WinRate":0.5,"LossRate":0.5,"AverageMAE":-1419,"AverageMFE":236,"LargestMAE":-1828,"LargestMFE":320,"MaximumClosedTradeDrawdown":-1420,"MaximumIntraTradeDrawdown":-1980,"ProfitLossStandardDeviation":1230.3657992645899,"ProfitLossDownsideDeviation":0,"ProfitFactor":0.22535211267605634,"SharpeRatio":-0.44702152833632414,"SortinoRatio":0,"ProfitToMaxDrawdownRatio":-0.77464788732394363,"MaximumEndTradeDrawdown":-1572,"AverageEndTradeDrawdown":-786,"MaximumDrawdownDuration":"00:00:00","TotalFees":1.25},"PortfolioStatistics":{"AverageWinRate":0.0032304958811177516,"AverageLossRate":-0.014289164385767187,"ProfitLossRatio":0.22608011174785753,"WinRate":0.5,"LossRate":0.5,"Expectancy":-0.38695994412607126,"CompoundingAnnualReturn":0.0140887332570927,"Drawdown":0.0050000000000000001,"TotalNetProfit":0.0011029114844128573,"SharpeRatio":0.89830657971312611,"Alpha":-0.0046266352588463485,"Beta":0.029207130056612799,"AnnualStandardDeviation":0.013542565882291401,"AnnualVariance":0.00018340109067620263,"InformationRatio":-1.9192215845615062,"TrackingError":0.29322467112441702,"TreynorRatio":0.41652076101556212},"ClosedTrades":[]},"M1_20160302":{"TradeStatistics":{"StartDateTime":null,"EndDateTime":null,"TotalNumberOfTrades":0,"NumberOfWinningTrades":0,"NumberOfLosingTrades":0,"TotalProfitLoss":0,"TotalProfit":0,"TotalLoss":0,"LargestProfit":0,"LargestLoss":0,"AverageProfitLoss":0,"AverageProfit":0,"AverageLoss":0,"AverageTradeDuration":"00:00:00","AverageWinningTradeDuration":"00:00:00","AverageLosingTradeDuration":"00:00:00","MaxConsecutiveWinningTrades":0,"MaxConsecutiveLosingTrades":0,"ProfitLossRatio":0,"WinLossRatio":0,"WinRate":0,"LossRate":0,"AverageMAE":0,"AverageMFE":0,"LargestMAE":0,"LargestMFE":0,"MaximumClosedTradeDrawdown":0,"MaximumIntraTradeDrawdown":0,"ProfitLossStandardDeviation":0,"ProfitLossDownsideDeviation":0,"ProfitFactor":0,"SharpeRatio":0,"SortinoRatio":0,"ProfitToMaxDrawdownRatio":0,"MaximumEndTradeDrawdown":0,"AverageEndTradeDrawdown":0,"MaximumDrawdownDuration":"00:00:00","TotalFees":0},"PortfolioStatistics":{"AverageWinRate":0,"AverageLossRate":0,"ProfitLossRatio":0,"WinRate":0,"LossRate":0,"Expectancy":0,"CompoundingAnnualReturn":1.2419730483760101,"Drawdown":0,"TotalNetProfit":0.0018403624253455722,"SharpeRatio":11.224972160321821,"Alpha":0,"Beta":0,"AnnualStandardDeviation":0.020658012214914201,"AnnualVariance":0.000426753468671544,"InformationRatio":0,"TrackingError":0,"TreynorRatio":0},"ClosedTrades":[]},"M3_20160131":{"TradeStatistics":{"StartDateTime":"2016-01-04T15:01:00Z","EndDateTime":"2016-01-15T21:01:00Z","TotalNumberOfTrades":1,"NumberOfWinningTrades":1,"NumberOfLosingTrades":0,"TotalProfitLoss":216,"TotalProfit":216,"TotalLoss":0,"LargestProfit":216,"LargestLoss":0,"AverageProfitLoss":216,"AverageProfit":216,"AverageLoss":0,"AverageTradeDuration":"11.06:00:00","AverageWinningTradeDuration":"11.06:00:00","AverageLosingTradeDuration":"00:00:00","MaxConsecutiveWinningTrades":1,"MaxConsecutiveLosingTrades":0,"ProfitLossRatio":0,"WinLossRatio":10,"WinRate":1,"LossRate":0,"AverageMAE":-95,"AverageMFE":216,"LargestMAE":-95,"LargestMFE":216,"MaximumClosedTradeDrawdown":0,"MaximumIntraTradeDrawdown":-311,"ProfitLossStandardDeviation":0,"ProfitLossDownsideDeviation":0,"ProfitFactor":10,"SharpeRatio":0,"SortinoRatio":0,"ProfitToMaxDrawdownRatio":10,"MaximumEndTradeDrawdown":0,"AverageEndTradeDrawdown":0,"MaximumDrawdownDuration":"00:00:00","TotalFees":0.25},"PortfolioStatistics":{"AverageWinRate":0.00216,"AverageLossRate":0,"ProfitLossRatio":0,"WinRate":1,"LossRate":0,"Expectancy":0,"CompoundingAnnualReturn":-0.113343014689622,"Drawdown":0.012999999999999999,"TotalNetProfit":-0.0094400000000000005,"SharpeRatio":-3.7263141961773973,"Alpha":-0.090837496228532141,"Beta":0.062873010853275998,"AnnualStandardDeviation":0.027783253387287599,"AnnualVariance":0.00077190916878222592,"InformationRatio":0.32494378827334303,"TrackingError":0.30261322904536198,"TreynorRatio":-1.646638678631837},"ClosedTrades":[]},"M3_20160229":{"TradeStatistics":{"StartDateTime":"2016-01-04T15:01:00Z","EndDateTime":"2016-02-19T21:01:00Z","TotalNumberOfTrades":3,"NumberOfWinningTrades":2,"NumberOfLosingTrades":1,"TotalProfitLoss":-884,"TotalProfit":536,"TotalLoss":-1420,"LargestProfit":320,"LargestLoss":-1420,"AverageProfitLoss":-294.66666666666669,"AverageProfit":268,"AverageLoss":-1420,"AverageTradeDuration":"29.06:00:00","AverageWinningTradeDuration":"20.18:00:00","AverageLosingTradeDuration":"46.06:00:00","MaxConsecutiveWinningTrades":2,"MaxConsecutiveLosingTrades":1,"ProfitLossRatio":0.18873239436619718,"WinLossRatio":2,"WinRate":0.66666666666666663,"LossRate":0.33333333333333331,"AverageMAE":-977.66666666666663,"AverageMFE":229.33333333333334,"LargestMAE":-1828,"LargestMFE":320,"MaximumClosedTradeDrawdown":-1420,"MaximumIntraTradeDrawdown":-1980,"ProfitLossStandardDeviation":975.95355080727802,"ProfitLossDownsideDeviation":0,"ProfitFactor":0.37746478873239436,"SharpeRatio":-0.30192693742742949,"SortinoRatio":0,"ProfitToMaxDrawdownRatio":-0.62253521126760558,"MaximumEndTradeDrawdown":-1572,"AverageEndTradeDrawdown":-524,"MaximumDrawdownDuration":"00:00:00","TotalFees":1.5},"PortfolioStatistics":{"AverageWinRate":0.0026765514488704401,"AverageLossRate":-0.014124293785310734,"ProfitLossRatio":0.18949984258002714,"WinRate":0.66666666666666663,"LossRate":0.33333333333333331,"Expectancy":-0.20700010494664858,"CompoundingAnnualReturn":-0.049911346896671399,"Drawdown":0.012999999999999999,"TotalNetProfit":-0.0083475000000000008,"SharpeRatio":-2.0837491998703306,"Alpha":-0.054873088814431148,"Beta":0.0478098605723946,"AnnualStandardDeviation":0.0219229251486859,"AnnualVariance":0.00048061464707488681,"InformationRatio":-0.80552946376729739,"TrackingError":0.29536718534236001,"TreynorRatio":-0.95549071238597372},"ClosedTrades":[]},"M3_20160302":{"TradeStatistics":{"StartDateTime":"2016-01-04T15:01:00Z","EndDateTime":"2016-02-19T21:01:00Z","TotalNumberOfTrades":3,"NumberOfWinningTrades":2,"NumberOfLosingTrades":1,"TotalProfitLoss":-884,"TotalProfit":536,"TotalLoss":-1420,"LargestProfit":320,"LargestLoss":-1420,"AverageProfitLoss":-294.66666666666669,"AverageProfit":268,"AverageLoss":-1420,"AverageTradeDuration":"29.06:00:00","AverageWinningTradeDuration":"20.18:00:00","AverageLosingTradeDuration":"46.06:00:00","MaxConsecutiveWinningTrades":2,"MaxConsecutiveLosingTrades":1,"ProfitLossRatio":0.18873239436619718,"WinLossRatio":2,"WinRate":0.66666666666666663,"LossRate":0.33333333333333331,"AverageMAE":-977.66666666666663,"AverageMFE":229.33333333333334,"LargestMAE":-1828,"LargestMFE":320,"MaximumClosedTradeDrawdown":-1420,"MaximumIntraTradeDrawdown":-1980,"ProfitLossStandardDeviation":975.95355080727802,"ProfitLossDownsideDeviation":0,"ProfitFactor":0.37746478873239436,"SharpeRatio":-0.30192693742742949,"SortinoRatio":0,"ProfitToMaxDrawdownRatio":-0.62253521126760558,"MaximumEndTradeDrawdown":-1572,"AverageEndTradeDrawdown":-524,"MaximumDrawdownDuration":"00:00:00","TotalFees":1.5},"PortfolioStatistics":{"AverageWinRate":0.0026765514488704401,"AverageLossRate":-0.014124293785310734,"ProfitLossRatio":0.18949984258002714,"WinRate":0.66666666666666663,"LossRate":0.33333333333333331,"Expectancy":-0.20700010494664858,"CompoundingAnnualReturn":-0.038503670465209,"Drawdown":0.012999999999999999,"TotalNetProfit":-0.0065224999999999997,"SharpeRatio":-1.5544338785036376,"Alpha":-0.049606937721896033,"Beta":0.0489478890216032,"AnnualStandardDeviation":0.021947904080578801,"AnnualVariance":0.00048171049353028982,"InformationRatio":-1.1942739941649194,"TrackingError":0.29355337905421702,"TreynorRatio":-0.69699769176853643},"ClosedTrades":[]},"M6_20160131":{"TradeStatistics":{"StartDateTime":"2016-01-04T15:01:00Z","EndDateTime":"2016-01-15T21:01:00Z","TotalNumberOfTrades":1,"NumberOfWinningTrades":1,"NumberOfLosingTrades":0,"TotalProfitLoss":216,"TotalProfit":216,"TotalLoss":0,"LargestProfit":216,"LargestLoss":0,"AverageProfitLoss":216,"AverageProfit":216,"AverageLoss":0,"AverageTradeDuration":"11.06:00:00","AverageWinningTradeDuration":"11.06:00:00","AverageLosingTradeDuration":"00:00:00","MaxConsecutiveWinningTrades":1,"MaxConsecutiveLosingTrades":0,"ProfitLossRatio":0,"WinLossRatio":10,"WinRate":1,"LossRate":0,"AverageMAE":-95,"AverageMFE":216,"LargestMAE":-95,"LargestMFE":216,"MaximumClosedTradeDrawdown":0,"MaximumIntraTradeDrawdown":-311,"ProfitLossStandardDeviation":0,"ProfitLossDownsideDeviation":0,"ProfitFactor":10,"SharpeRatio":0,"SortinoRatio":0,"ProfitToMaxDrawdownRatio":10,"MaximumEndTradeDrawdown":0,"AverageEndTradeDrawdown":0,"MaximumDrawdownDuration":"00:00:00","TotalFees":0.25},"PortfolioStatistics":{"AverageWinRate":0.00216,"AverageLossRate":0,"ProfitLossRatio":0,"WinRate":1,"LossRate":0,"Expectancy":0,"CompoundingAnnualReturn":-0.113343014689622,"Drawdown":0.012999999999999999,"TotalNetProfit":-0.0094400000000000005,"SharpeRatio":-3.7263141961773973,"Alpha":-0.090837496228532141,"Beta":0.062873010853275998,"AnnualStandardDeviation":0.027783253387287599,"AnnualVariance":0.00077190916878222592,"InformationRatio":0.32494378827334303,"TrackingError":0.30261322904536198,"TreynorRatio":-1.646638678631837},"ClosedTrades":[]},"M6_20160229":{"TradeStatistics":{"StartDateTime":"2016-01-04T15:01:00Z","EndDateTime":"2016-02-19T21:01:00Z","TotalNumberOfTrades":3,"NumberOfWinningTrades":2,"NumberOfLosingTrades":1,"TotalProfitLoss":-884,"TotalProfit":536,"TotalLoss":-1420,"LargestProfit":320,"LargestLoss":-1420,"AverageProfitLoss":-294.66666666666669,"AverageProfit":268,"AverageLoss":-1420,"AverageTradeDuration":"29.06:00:00","AverageWinningTradeDuration":"20.18:00:00","AverageLosingTradeDuration":"46.06:00:00","MaxConsecutiveWinningTrades":2,"MaxConsecutiveLosingTrades":1,"ProfitLossRatio":0.18873239436619718,"WinLossRatio":2,"WinRate":0.66666666666666663,"LossRate":0.33333333333333331,"AverageMAE":-977.66666666666663,"AverageMFE":229.33333333333334,"LargestMAE":-1828,"LargestMFE":320,"MaximumClosedTradeDrawdown":-1420,"MaximumIntraTradeDrawdown":-1980,"ProfitLossStandardDeviation":975.95355080727802,"ProfitLossDownsideDeviation":0,"ProfitFactor":0.37746478873239436,"SharpeRatio":-0.30192693742742949,"SortinoRatio":0,"ProfitToMaxDrawdownRatio":-0.62253521126760558,"MaximumEndTradeDrawdown":-1572,"AverageEndTradeDrawdown":-524,"MaximumDrawdownDuration":"00:00:00","TotalFees":1.5},"PortfolioStatistics":{"AverageWinRate":0.0026765514488704401,"AverageLossRate":-0.014124293785310734,"ProfitLossRatio":0.18949984258002714,"WinRate":0.66666666666666663,"LossRate":0.33333333333333331,"Expectancy":-0.20700010494664858,"CompoundingAnnualReturn":-0.049911346896671399,"Drawdown":0.012999999999999999,"TotalNetProfit":-0.0083475000000000008,"SharpeRatio":-2.0837491998703306,"Alpha":-0.054873088814431148,"Beta":0.0478098605723946,"AnnualStandardDeviation":0.0219229251486859,"AnnualVariance":0.00048061464707488681,"InformationRatio":-0.80552946376729739,"TrackingError":0.29536718534236001,"TreynorRatio":-0.95549071238597372},"ClosedTrades":[]},"M6_20160302":{"TradeStatistics":{"StartDateTime":"2016-01-04T15:01:00Z","EndDateTime":"2016-02-19T21:01:00Z","TotalNumberOfTrades":3,"NumberOfWinningTrades":2,"NumberOfLosingTrades":1,"TotalProfitLoss":-884,"TotalProfit":536,"TotalLoss":-1420,"LargestProfit":320,"LargestLoss":-1420,"AverageProfitLoss":-294.66666666666669,"AverageProfit":268,"AverageLoss":-1420,"AverageTradeDuration":"29.06:00:00","AverageWinningTradeDuration":"20.18:00:00","AverageLosingTradeDuration":"46.06:00:00","MaxConsecutiveWinningTrades":2,"MaxConsecutiveLosingTrades":1,"ProfitLossRatio":0.18873239436619718,"WinLossRatio":2,"WinRate":0.66666666666666663,"LossRate":0.33333333333333331,"AverageMAE":-977.66666666666663,"AverageMFE":229.33333333333334,"LargestMAE":-1828,"LargestMFE":320,"MaximumClosedTradeDrawdown":-1420,"MaximumIntraTradeDrawdown":-1980,"ProfitLossStandardDeviation":975.95355080727802,"ProfitLossDownsideDeviation":0,"ProfitFactor":0.37746478873239436,"SharpeRatio":-0.30192693742742949,"SortinoRatio":0,"ProfitToMaxDrawdownRatio":-0.62253521126760558,"MaximumEndTradeDrawdown":-1572,"AverageEndTradeDrawdown":-524,"MaximumDrawdownDuration":"00:00:00","TotalFees":1.5},"PortfolioStatistics":{"AverageWinRate":0.0026765514488704401,"AverageLossRate":-0.014124293785310734,"ProfitLossRatio":0.18949984258002714,"WinRate":0.66666666666666663,"LossRate":0.33333333333333331,"Expectancy":-0.20700010494664858,"CompoundingAnnualReturn":-0.038503670465209,"Drawdown":0.012999999999999999,"TotalNetProfit":-0.0065224999999999997,"SharpeRatio":-1.5544338785036376,"Alpha":-0.049606937721896033,"Beta":0.0489478890216032,"AnnualStandardDeviation":0.021947904080578801,"AnnualVariance":0.00048171049353028982,"InformationRatio":-1.1942739941649194,"TrackingError":0.29355337905421702,"TreynorRatio":-0.69699769176853643},"ClosedTrades":[]},"M12_20160131":{"TradeStatistics":{"StartDateTime":"2016-01-04T15:01:00Z","EndDateTime":"2016-01-15T21:01:00Z","TotalNumberOfTrades":1,"NumberOfWinningTrades":1,"NumberOfLosingTrades":0,"TotalProfitLoss":216,"TotalProfit":216,"TotalLoss":0,"LargestProfit":216,"LargestLoss":0,"AverageProfitLoss":216,"AverageProfit":216,"AverageLoss":0,"AverageTradeDuration":"11.06:00:00","AverageWinningTradeDuration":"11.06:00:00","AverageLosingTradeDuration":"00:00:00","MaxConsecutiveWinningTrades":1,"MaxConsecutiveLosingTrades":0,"ProfitLossRatio":0,"WinLossRatio":10,"WinRate":1,"LossRate":0,"AverageMAE":-95,"AverageMFE":216,"LargestMAE":-95,"LargestMFE":216,"MaximumClosedTradeDrawdown":0,"MaximumIntraTradeDrawdown":-311,"ProfitLossStandardDeviation":0,"ProfitLossDownsideDeviation":0,"ProfitFactor":10,"SharpeRatio":0,"SortinoRatio":0,"ProfitToMaxDrawdownRatio":10,"MaximumEndTradeDrawdown":0,"AverageEndTradeDrawdown":0,"MaximumDrawdownDuration":"00:00:00","TotalFees":0.25},"PortfolioStatistics":{"AverageWinRate":0.00216,"AverageLossRate":0,"ProfitLossRatio":0,"WinRate":1,"LossRate":0,"Expectancy":0,"CompoundingAnnualReturn":-0.113343014689622,"Drawdown":0.012999999999999999,"TotalNetProfit":-0.0094400000000000005,"SharpeRatio":-3.7263141961773973,"Alpha":-0.090837496228532141,"Beta":0.062873010853275998,"AnnualStandardDeviation":0.027783253387287599,"AnnualVariance":0.00077190916878222592,"InformationRatio":0.32494378827334303,"TrackingError":0.30261322904536198,"TreynorRatio":-1.646638678631837},"ClosedTrades":[]},"M12_20160229":{"TradeStatistics":{"StartDateTime":"2016-01-04T15:01:00Z","EndDateTime":"2016-02-19T21:01:00Z","TotalNumberOfTrades":3,"NumberOfWinningTrades":2,"NumberOfLosingTrades":1,"TotalProfitLoss":-884,"TotalProfit":536,"TotalLoss":-1420,"LargestProfit":320,"LargestLoss":-1420,"AverageProfitLoss":-294.66666666666669,"AverageProfit":268,"AverageLoss":-1420,"AverageTradeDuration":"29.06:00:00","AverageWinningTradeDuration":"20.18:00:00","AverageLosingTradeDuration":"46.06:00:00","MaxConsecutiveWinningTrades":2,"MaxConsecutiveLosingTrades":1,"ProfitLossRatio":0.18873239436619718,"WinLossRatio":2,"WinRate":0.66666666666666663,"LossRate":0.33333333333333331,"AverageMAE":-977.66666666666663,"AverageMFE":229.33333333333334,"LargestMAE":-1828,"LargestMFE":320,"MaximumClosedTradeDrawdown":-1420,"MaximumIntraTradeDrawdown":-1980,"ProfitLossStandardDeviation":975.95355080727802,"ProfitLossDownsideDeviation":0,"ProfitFactor":0.37746478873239436,"SharpeRatio":-0.30192693742742949,"SortinoRatio":0,"ProfitToMaxDrawdownRatio":-0.62253521126760558,"MaximumEndTradeDrawdown":-1572,"AverageEndTradeDrawdown":-524,"MaximumDrawdownDuration":"00:00:00","TotalFees":1.5},"PortfolioStatistics":{"AverageWinRate":0.0026765514488704401,"AverageLossRate":-0.014124293785310734,"ProfitLossRatio":0.18949984258002714,"WinRate":0.66666666666666663,"LossRate":0.33333333333333331,"Expectancy":-0.20700010494664858,"CompoundingAnnualReturn":-0.049911346896671399,"Drawdown":0.012999999999999999,"TotalNetProfit":-0.0083475000000000008,"SharpeRatio":-2.0837491998703306,"Alpha":-0.054873088814431148,"Beta":0.0478098605723946,"AnnualStandardDeviation":0.0219229251486859,"AnnualVariance":0.00048061464707488681,"InformationRatio":-0.80552946376729739,"TrackingError":0.29536718534236001,"TreynorRatio":-0.95549071238597372},"ClosedTrades":[]},"M12_20160302":{"TradeStatistics":{"StartDateTime":"2016-01-04T15:01:00Z","EndDateTime":"2016-02-19T21:01:00Z","TotalNumberOfTrades":3,"NumberOfWinningTrades":2,"NumberOfLosingTrades":1,"TotalProfitLoss":-884,"TotalProfit":536,"TotalLoss":-1420,"LargestProfit":320,"LargestLoss":-1420,"AverageProfitLoss":-294.66666666666669,"AverageProfit":268,"AverageLoss":-1420,"AverageTradeDuration":"29.06:00:00","AverageWinningTradeDuration":"20.18:00:00","AverageLosingTradeDuration":"46.06:00:00","MaxConsecutiveWinningTrades":2,"MaxConsecutiveLosingTrades":1,"ProfitLossRatio":0.18873239436619718,"WinLossRatio":2,"WinRate":0.66666666666666663,"LossRate":0.33333333333333331,"AverageMAE":-977.66666666666663,"AverageMFE":229.33333333333334,"LargestMAE":-1828,"LargestMFE":320,"MaximumClosedTradeDrawdown":-1420,"MaximumIntraTradeDrawdown":-1980,"ProfitLossStandardDeviation":975.95355080727802,"ProfitLossDownsideDeviation":0,"ProfitFactor":0.37746478873239436,"SharpeRatio":-0.30192693742742949,"SortinoRatio":0,"ProfitToMaxDrawdownRatio":-0.62253521126760558,"MaximumEndTradeDrawdown":-1572,"AverageEndTradeDrawdown":-524,"MaximumDrawdownDuration":"00:00:00","TotalFees":1.5},"PortfolioStatistics":{"AverageWinRate":0.0026765514488704401,"AverageLossRate":-0.014124293785310734,"ProfitLossRatio":0.18949984258002714,"WinRate":0.66666666666666663,"LossRate":0.33333333333333331,"Expectancy":-0.20700010494664858,"CompoundingAnnualReturn":-0.038503670465209,"Drawdown":0.012999999999999999,"TotalNetProfit":-0.0065224999999999997,"SharpeRatio":-1.5544338785036376,"Alpha":-0.049606937721896033,"Beta":0.0489478890216032,"AnnualStandardDeviation":0.021947904080578801,"AnnualVariance":0.00048171049353028982,"InformationRatio":-1.1942739941649194,"TrackingError":0.29355337905421702,"TreynorRatio":-0.69699769176853643},"ClosedTrades":[]}},"TotalPerformance":{"TradeStatistics":{"StartDateTime":"2016-01-04T15:01:00Z","EndDateTime":"2016-02-19T21:01:00Z","TotalNumberOfTrades":3,"NumberOfWinningTrades":2,"NumberOfLosingTrades":1,"TotalProfitLoss":-884,"TotalProfit":536,"TotalLoss":-1420,"LargestProfit":320,"LargestLoss":-1420,"AverageProfitLoss":-294.66666666666669,"AverageProfit":268,"AverageLoss":-1420,"AverageTradeDuration":"29.06:00:00","AverageWinningTradeDuration":"20.18:00:00","AverageLosingTradeDuration":"46.06:00:00","MaxConsecutiveWinningTrades":2,"MaxConsecutiveLosingTrades":1,"ProfitLossRatio":0.18873239436619718,"WinLossRatio":2,"WinRate":0.66666666666666663,"LossRate":0.33333333333333331,"AverageMAE":-977.66666666666663,"AverageMFE":229.33333333333334,"LargestMAE":-1828,"LargestMFE":320,"MaximumClosedTradeDrawdown":-1420,"MaximumIntraTradeDrawdown":-1980,"ProfitLossStandardDeviation":975.95355080727802,"ProfitLossDownsideDeviation":0,"ProfitFactor":0.37746478873239436,"SharpeRatio":-0.30192693742742949,"SortinoRatio":0,"ProfitToMaxDrawdownRatio":-0.62253521126760558,"MaximumEndTradeDrawdown":-1572,"AverageEndTradeDrawdown":-524,"MaximumDrawdownDuration":"00:00:00","TotalFees":1.5},"PortfolioStatistics":{"AverageWinRate":0.0026765514488704401,"AverageLossRate":-0.014124293785310734,"ProfitLossRatio":0.18949984258002714,"WinRate":0.66666666666666663,"LossRate":0.33333333333333331,"Expectancy":-0.20700010494664858,"CompoundingAnnualReturn":-0.038503670465209,"Drawdown":0.012999999999999999,"TotalNetProfit":-0.0065224999999999997,"SharpeRatio":-1.5544338785036376,"Alpha":-0.049606937721896033,"Beta":0.0489478890216032,"AnnualStandardDeviation":0.021947904080578801,"AnnualVariance":0.00048171049353028982,"InformationRatio":-1.1942739941649194,"TrackingError":0.29355337905421702,"TreynorRatio":-0.69699769176853643},"ClosedTrades":[{"Symbol":{"$type":"QuantConnect.Symbol, QuantConnect.Common","Value":"IBM   160115C00135000","ID":"IBM W78ZEOOEWPRA|IBM R735QTJ8XC9X","Permtick":"IBM   160115C00135000","Underlying":{"$type":"QuantConnect.Symbol, QuantConnect.Common","Value":"IBM","ID":"IBM R735QTJ8XC9X","Permtick":"IBM"}},"EntryTime":"2016-01-04T15:01:00Z","EntryPrice":2.1600000000000001,"Direction":1,"Quantity":1,"ExitTime":"2016-01-15T21:01:00Z","ExitPrice":0,"ProfitLoss":216,"TotalFees":0.25,"MAE":-95,"MFE":216,"Duration":"11.06:00:00","EndTradeDrawdown":0},{"Symbol":{"$type":"QuantConnect.Symbol, QuantConnect.Common","Value":"IBM   160219C00121000","ID":"IBM W87G1YF08FOM|IBM R735QTJ8XC9X","Permtick":"IBM   160219C00121000","Underlying":{"$type":"QuantConnect.Symbol, QuantConnect.Common","Value":"IBM","ID":"IBM R735QTJ8XC9X","Permtick":"IBM"}},"EntryTime":"2016-01-20T15:01:00Z","EntryPrice":3.2000000000000002,"Direction":1,"Quantity":1,"ExitTime":"2016-02-19T21:01:00Z","ExitPrice":0,"ProfitLoss":320,"TotalFees":0.25,"MAE":-1010,"MFE":320,"Duration":"30.06:00:00","EndTradeDrawdown":0},{"Symbol":{"$type":"QuantConnect.Symbol, QuantConnect.Common","Value":"IBM","ID":"IBM R735QTJ8XC9X","Permtick":"IBM"},"EntryTime":"2016-01-04T15:01:00Z","EntryPrice":135.19999999999999,"Direction":0,"Quantity":100,"ExitTime":"2016-02-19T21:01:00Z","ExitPrice":121,"ProfitLoss":-1420,"TotalFees":1,"MAE":-1828,"MFE":152,"Duration":"46.06:00:00","EndTradeDrawdown":-1572}]},"Charts":{"Benchmark":{"Name":"Benchmark","ChartType":0,"Series":{"Benchmark":{"Name":"Benchmark","Unit":"$","Index":0,"Values":[{"x":1451606400,"y":127.5808},{"x":1451865600,"y":135.94999999999999},{"x":1451952000,"y":135.84},{"x":1452038400,"y":135.21000000000001},{"x":1452124800,"y":132.74000000000001},{"x":1452211200,"y":131.56},{"x":1452297600,"y":131.56},{"x":1452470400,"y":133.27000000000001},{"x":1452556800,"y":132.91999999999999},{"x":1452643200,"y":131.19999999999999},{"x":1452729600,"y":132.83000000000001},{"x":1452816000,"y":129.96000000000001},{"x":1452902400,"y":129.96000000000001},{"x":1453161600,"y":128.12},{"x":1453248000,"y":121.86},{"x":1453334400,"y":122.87},{"x":1453420800,"y":122.54000000000001},{"x":1453507200,"y":122.54000000000001},{"x":1453680000,"y":122.08},{"x":1453766400,"y":122.59},{"x":1453852800,"y":120.98},{"x":1453939200,"y":122.23},{"x":1454025600,"y":124.69},{"x":1454284800,"y":124.81999999999999},{"x":1454371200,"y":122.97},{"x":1454457600,"y":124.68000000000001},{"x":1454544000,"y":127.65000000000001},{"x":1454630400,"y":128.55000000000001},{"x":1454716800,"y":128.55000000000001},{"x":1454889600,"y":127.05},{"x":1454976000,"y":124.03},{"x":1455062400,"y":120.16},{"x":1455148800,"y":117.83},{"x":1455235200,"y":121.03},{"x":1455321600,"y":121.03},{"x":1455580800,"y":122.65000000000001},{"x":1455667200,"y":126.06999999999999},{"x":1455753600,"y":132.47},{"x":1455840000,"y":133.09},{"x":1455926400,"y":133.09},{"x":1456099200,"y":133.75},{"x":1456185600,"y":132.38999999999999},{"x":1456272000,"y":132.80000000000001},{"x":1456358400,"y":134.5},{"x":1456444800,"y":132.00999999999999},{"x":1456704000,"y":131.02000000000001},{"x":1456790400,"y":134.31999999999999},{"x":1456876800,"y":134.31999999999999}],"SeriesType":0,"Color":"","ScatterMarkerSymbol":"none"}}},"Strategy Equity":{"Name":"Strategy Equity","ChartType":0,"Series":{"Equity":{"Name":"Equity","Unit":"$","Index":0,"Values":[{"x":1451624400,"y":100000},{"x":1451883600,"y":100000},{"x":1451898060,"y":100000},{"x":1451902680,"y":100000},{"x":1451905440,"y":100000},{"x":1451906760,"y":100000},{"x":1451908320,"y":100000},{"x":1451909760,"y":100000},{"x":1451911560,"y":100000},{"x":1451913840,"y":100000},{"x":1451915220,"y":100000},{"x":1451916600,"y":100000},{"x":1451917920,"y":100000},{"x":1451919240,"y":100000},{"x":1451920560,"y":99986.75},{"x":1451921880,"y":99981.75},{"x":1451923200,"y":99968.25},{"x":1451924520,"y":99967.25},{"x":1451925840,"y":99967.75},{"x":1451927160,"y":99948.75},{"x":1451928480,"y":99957.75},{"x":1451929800,"y":99976.75},{"x":1451931120,"y":100004.25},{"x":1451932440,"y":99999.75},{"x":1451933760,"y":100006.25},{"x":1451935080,"y":99983.75},{"x":1451936400,"y":99980.75},{"x":1451937720,"y":99975.75},{"x":1451939040,"y":99960.75},{"x":1451940360,"y":100006.75},{"x":1451941740,"y":100027.75},{"x":1451945040,"y":100027.75},{"x":1451947020,"y":100027.75},{"x":1451949060,"y":100027.75},{"x":1451951820,"y":100027.75},{"x":1451953620,"y":100027.75},{"x":1451970000,"y":100027.75},{"x":1451996940,"y":100027.75},{"x":1451998860,"y":100027.75},{"x":1452001380,"y":100027.75},{"x":1452002940,"y":100027.75},{"x":1452004260,"y":100041.75},{"x":1452005580,"y":100033.75},{"x":1452006900,"y":100031.75},{"x":1452008220,"y":100009.75},{"x":1452009540,"y":100024.75},{"x":1452010860,"y":100000.75},{"x":1452012180,"y":100002.25},{"x":1452013500,"y":99999.75},{"x":1452014820,"y":99990.75},{"x":1452016140,"y":100002.25},{"x":1452017460,"y":100012.25},{"x":1452018780,"y":100009.75},{"x":1452020100,"y":100035.25},{"x":1452021420,"y":100032.25},{"x":1452022740,"y":100028.75},{"x":1452024060,"y":100029.25},{"x":1452025380,"y":100021.75},{"x":1452026700,"y":100038.75},{"x":1452028980,"y":100041.75},{"x":1452038220,"y":100041.75},{"x":1452056400,"y":100041.75},{"x":1452071220,"y":100041.75},{"x":1452075960,"y":100041.75},{"x":1452078480,"y":100041.75},{"x":1452081660,"y":100041.75},{"x":1452083940,"y":100041.75},{"x":1452085260,"y":100041.75},{"x":1452089460,"y":100041.75},{"x":1452090780,"y":99921.25},{"x":1452092100,"y":99986.75},{"x":1452093420,"y":99993.25},{"x":1452094740,"y":99987.25},{"x":1452096060,"y":100001.25},{"x":1452097380,"y":100025.75},{"x":1452098700,"y":100007.25},{"x":1452100020,"y":99999.25},{"x":1452101340,"y":100009.75},{"x":1452102660,"y":100018.25},{"x":1452103980,"y":100017.25},{"x":1452105300,"y":100020.25},{"x":1452106620,"y":100007.75},{"x":1452107940,"y":100021.45},{"x":1452109260,"y":100012.75},{"x":1452110580,"y":99961.75},{"x":1452111900,"y":99999.25},{"x":1452113220,"y":100006.75},{"x":1452114300,"y":100016.25},{"x":1452127200,"y":100016.25},{"x":1452142800,"y":100016.25},{"x":1452157260,"y":100016.25},{"x":1452158700,"y":100016.25},{"x":1452162060,"y":100016.25},{"x":1452166920,"y":100016.25},{"x":1452169020,"y":100016.25},{"x":1452170340,"y":100016.25},{"x":1452171660,"y":100016.25},{"x":1452174540,"y":100016.25},{"x":1452176100,"y":100016.25},{"x":1452177420,"y":99956.25},{"x":1452178740,"y":99971.25},{"x":1452180060,"y":99975.25},{"x":1452181380,"y":99971.75},{"x":1452182700,"y":99990.75},{"x":1452184020,"y":99969.75},{"x":1452185340,"y":99947.75},{"x":1452186660,"y":99952.25},{"x":1452187980,"y":99934.25},{"x":1452189300,"y":99942.75},{"x":1452190620,"y":99896.25},{"x":1452191940,"y":99846.75},{"x":1452193260,"y":99867.25},{"x":1452194580,"y":99874.75},{"x":1452195900,"y":99877.75},{"x":1452197220,"y":99851.25},{"x":1452198540,"y":99848.75},{"x":1452199860,"y":99873.75},{"x":1452201360,"y":99862.75},{"x":1452202680,"y":99862.75},{"x":1452204000,"y":99862.75},{"x":1452206100,"y":99862.75},{"x":1452207900,"y":99862.75},{"x":1452209520,"y":99862.75},{"x":1452210780,"y":99862.75},{"x":1452211500,"y":99862.75},{"x":1452229200,"y":99862.75},{"x":1452243840,"y":99862.75},{"x":1452249720,"y":99862.75},{"x":1452255600,"y":99862.75},{"x":1452258000,"y":99862.75},{"x":1452259980,"y":99862.75},{"x":1452261360,"y":99862.75},{"x":1452262860,"y":99862.75},{"x":1452264180,"y":99859.75},{"x":1452265500,"y":99854.25},{"x":1452266820,"y":99915.25},{"x":1452268140,"y":99911.25},{"x":1452269460,"y":99908.75},{"x":1452270780,"y":99852.75},{"x":1452272100,"y":99905.25},{"x":1452273420,"y":99926.25},{"x":1452274740,"y":99915.25},{"x":1452276060,"y":99900.25},{"x":1452277380,"y":99875.25},{"x":1452278700,"y":99884.25},{"x":1452280020,"y":99877.25},{"x":1452281340,"y":99840.25},{"x":1452282660,"y":99866.25},{"x":1452283980,"y":99847.25},{"x":1452285300,"y":99829.75},{"x":1452286620,"y":99784.75},{"x":1452288300,"y":99791.25},{"x":1452293100,"y":99791.25},{"x":1452293640,"y":99791.25},{"x":1452300060,"y":99791.25},{"x":1452301200,"y":99791.25},{"x":1452488400,"y":99791.25},{"x":1452505020,"y":99791.25},{"x":1452507600,"y":99791.25},{"x":1452513780,"y":99791.25},{"x":1452517260,"y":99791.25},{"x":1452519420,"y":99791.25},{"x":1452521340,"y":99791.25},{"x":1452522660,"y":99862.75},{"x":1452523980,"y":99844.75},{"x":1452525300,"y":99907.75},{"x":1452526620,"y":99954.25},{"x":1452527940,"y":99907.25},{"x":1452529260,"y":99932.75},{"x":1452530580,"y":99953.25},{"x":1452531900,"y":99942.25},{"x":1452533220,"y":99906.75},{"x":1452534540,"y":99933.25},{"x":1452535860,"y":99954.75},{"x":1452537180,"y":99914.25},{"x":1452538500,"y":99897.75},{"x":1452539820,"y":99921.25},{"x":1452541140,"y":99921.75},{"x":1452542460,"y":99923.75},{"x":1452543780,"y":99918.75},{"x":1452545100,"y":99988.25},{"x":1452547260,"y":99954.25},{"x":1452552480,"y":99954.25},{"x":1452555240,"y":99954.25},{"x":1452555540,"y":99954.25},{"x":1452560280,"y":99954.25},{"x":1452574800,"y":99954.25},{"x":1452590880,"y":99954.25},{"x":1452592260,"y":99954.25},{"x":1452593580,"y":99954.25},{"x":1452596340,"y":99954.25},{"x":1452601620,"y":99954.25},{"x":1452603180,"y":99954.25},{"x":1452605160,"y":99954.25},{"x":1452606540,"y":99954.25},{"x":1452608280,"y":99954.25},{"x":1452609600,"y":99938.75},{"x":1452610920,"y":99878.75},{"x":1452612240,"y":99898.75},{"x":1452613560,"y":99921.25},{"x":1452614880,"y":99881.75},{"x":1452616200,"y":99873.25},{"x":1452617520,"y":99850.75},{"x":1452618840,"y":99868.75},{"x":1452620160,"y":99838.75},{"x":1452621480,"y":99842.25},{"x":1452622800,"y":99874.25},{"x":1452624120,"y":99855.75},{"x":1452625440,"y":99851.25},{"x":1452626760,"y":99843.25},{"x":1452628080,"y":99894.75},{"x":1452629400,"y":99877.25},{"x":1452630720,"y":99934.25},{"x":1452632040,"y":99956.25},{"x":1452633960,"y":99945.75},{"x":1452642000,"y":99945.75},{"x":1452646620,"y":99945.75},{"x":1452661200,"y":99945.75},{"x":1452676260,"y":99945.75},{"x":1452681000,"y":99945.75},{"x":1452691860,"y":99945.75},{"x":1452693840,"y":99945.75},{"x":1452695460,"y":100001.75},{"x":1452696780,"y":100012.75},{"x":1452698100,"y":100037.75},{"x":1452699420,"y":100031.75},{"x":1452700740,"y":100040.75},{"x":1452702060,"y":100007.25},{"x":1452703380,"y":99981.25},{"x":1452704700,"y":99956.75},{"x":1452706020,"y":99979.75},{"x":1452707340,"y":99970.75},{"x":1452708660,"y":99961.75},{"x":1452709980,"y":99940.75},{"x":1452711300,"y":99915.25},{"x":1452712620,"y":99904.850000000006},{"x":1452713940,"y":99851.25},{"x":1452715260,"y":99826.25},{"x":1452716580,"y":99827.25},{"x":1452717900,"y":99848.25},{"x":1452719760,"y":99804.25},{"x":1452721800,"y":99804.25},{"x":1452724200,"y":99804.25},{"x":1452728100,"y":99804.25},{"x":1452729240,"y":99804.25},{"x":1452730800,"y":99804.25},{"x":1452747600,"y":99804.25},{"x":1452762300,"y":99804.25},{"x":1452770580,"y":99804.25},{"x":1452777780,"y":99804.25},{"x":1452780420,"y":99804.25},{"x":1452781740,"y":99804.25},{"x":1452783060,"y":99869.75},{"x":1452784380,"y":99835.75},{"x":1452785700,"y":99943.25},{"x":1452787020,"y":99954.25},{"x":1452788340,"y":99987.75},{"x":1452789660,"y":99996.25},{"x":1452790980,"y":100034.75},{"x":1452792300,"y":99961.25},{"x":1452793620,"y":99977.75},{"x":1452794940,"y":99996.75},{"x":1452796260,"y":100013.25},{"x":1452797580,"y":99985.25},{"x":1452798900,"y":99996.75},{"x":1452800220,"y":100006.25},{"x":1452801540,"y":100001.75},{"x":1452802860,"y":100017.75},{"x":1452804180,"y":99972.25},{"x":1452806460,"y":99967.75},{"x":1452812460,"y":99967.75},{"x":1452814020,"y":99967.75},{"x":1452814980,"y":99967.75},{"x":1452834000,"y":99967.75},{"x":1452848640,"y":99967.75},{"x":1452853560,"y":99967.75},{"x":1452857100,"y":99967.75},{"x":1452862860,"y":99967.75},{"x":1452864300,"y":99967.75},{"x":1452865680,"y":99967.75},{"x":1452867240,"y":99967.75},{"x":1452868560,"y":99763.75},{"x":1452869880,"y":99691.25},{"x":1452871200,"y":99741.75},{"x":1452872520,"y":99743.75},{"x":1452873840,"y":99697.75},{"x":1452875160,"y":99674.75},{"x":1452876480,"y":99672.75},{"x":1452877800,"y":99661.75},{"x":1452879120,"y":99600.75},{"x":1452880440,"y":99624.75},{"x":1452881760,"y":99626.75},{"x":1452883080,"y":99588.75},{"x":1452884400,"y":99648.75},{"x":1452885720,"y":99650.75},{"x":1452887040,"y":99624.75},{"x":1452888360,"y":99716.75},{"x":1452889680,"y":99665.75},{"x":1452891000,"y":99687.75},{"x":1452892320,"y":99690.75},{"x":1452894120,"y":99690.75},{"x":1452895920,"y":99690.75},{"x":1452897360,"y":99690.75},{"x":1452900600,"y":99690.75},{"x":1452900960,"y":99690.75},{"x":1452904860,"y":99690.75},{"x":1452920400,"y":99690.75},{"x":1453179600,"y":99690.75},{"x":1453194060,"y":99690.75},{"x":1453198260,"y":99690.75},{"x":1453199640,"y":99690.75},{"x":1453201380,"y":99690.75},{"x":1453203120,"y":99690.75},{"x":1453204920,"y":99690.75},{"x":1453208460,"y":99690.75},{"x":1453210680,"y":99690.75},{"x":1453212000,"y":99690.75},{"x":1453213500,"y":99690.75},{"x":1453214820,"y":99719.75},{"x":1453216140,"y":99733.75},{"x":1453217460,"y":99727.75},{"x":1453218780,"y":99680.75},{"x":1453220100,"y":99687.75},{"x":1453221420,"y":99712.75},{"x":1453222740,"y":99728.75},{"x":1453224060,"y":99692.75},{"x":1453225380,"y":99718.75},{"x":1453226700,"y":99719.75},{"x":1453228020,"y":99737.75},{"x":1453229340,"y":99729.75},{"x":1453230660,"y":99654.75},{"x":1453231980,"y":99637.75},{"x":1453233300,"y":99583.75},{"x":1453234620,"y":99589.75},{"x":1453235940,"y":99595.75},{"x":1453237260,"y":99506.75},{"x":1453238580,"y":99506.75},{"x":1453239900,"y":99506.75},{"x":1453241280,"y":99506.75},{"x":1453242600,"y":99506.75},{"x":1453243980,"y":99506.75},{"x":1453245300,"y":99506.75},{"x":1453246800,"y":99506.75},{"x":1453247880,"y":99506.75},{"x":1453248240,"y":99506.75},{"x":1453249680,"y":99506.75},{"x":1453251120,"y":99506.75},{"x":1453266000,"y":99506.75},{"x":1453280460,"y":99506.75},{"x":1453282200,"y":99506.75},{"x":1453283820,"y":99506.75},{"x":1453285620,"y":99506.75},{"x":1453287720,"y":99506.75},{"x":1453289040,"y":99506.75},{"x":1453290540,"y":99506.75},{"x":1453291920,"y":99506.75},{"x":1453293420,"y":99506.75},{"x":1453294740,"y":99506.75},{"x":1453296060,"y":99506.75},{"x":1453297440,"y":99506.75},{"x":1453298760,"y":99506.75},{"x":1453300080,"y":99506.75},{"x":1453301400,"y":98818.75},{"x":1453302720,"y":98851},{"x":1453304040,"y":98851},{"x":1453305360,"y":98826},{"x":1453306680,"y":98898.5},{"x":1453308000,"y":98843.5},{"x":1453309320,"y":98833},{"x":1453310640,"y":98782},{"x":1453311960,"y":98749},{"x":1453313280,"y":98780.100000000006},{"x":1453314600,"y":98769.5},{"x":1453315920,"y":98762},{"x":1453317240,"y":98771},{"x":1453318560,"y":98733.5},{"x":1453319880,"y":98761.5},{"x":1453321200,"y":98803.5},{"x":1453322520,"y":98845},{"x":1453323840,"y":98823},{"x":1453325700,"y":98823},{"x":1453327980,"y":98823},{"x":1453331460,"y":98823},{"x":1453332660,"y":98823},{"x":1453337580,"y":98823},{"x":1453352400,"y":98823},{"x":1453378860,"y":98823},{"x":1453381080,"y":98823},{"x":1453383060,"y":98823},{"x":1453384380,"y":98823},{"x":1453385700,"y":98823},{"x":1453387020,"y":98841.5},{"x":1453388340,"y":98813},{"x":1453389660,"y":98912},{"x":1453390980,"y":98936},{"x":1453392300,"y":98934},{"x":1453393620,"y":98920},{"x":1453394940,"y":98928.5},{"x":1453396260,"y":98951},{"x":1453397580,"y":98914.5},{"x":1453398900,"y":98908},{"x":1453400220,"y":98923.5},{"x":1453401540,"y":98902.5},{"x":1453402860,"y":98900.5},{"x":1453404180,"y":98864.5},{"x":1453405500,"y":98903},{"x":1453406820,"y":98894},{"x":1453408140,"y":98904},{"x":1453409460,"y":98903.5},{"x":1453411800,"y":98894},{"x":1453412100,"y":98894},{"x":1453422900,"y":98894},{"x":1453438800,"y":98894},{"x":1453453500,"y":98894},{"x":1453458360,"y":98894},{"x":1453468200,"y":98894},{"x":1453470840,"y":98894},{"x":1453472520,"y":98894},{"x":1453473840,"y":98950.5},{"x":1453475160,"y":98983},{"x":1453476480,"y":98971},{"x":1453477800,"y":98926.5},{"x":1453479120,"y":98894.5},{"x":1453480440,"y":98890.5},{"x":1453481760,"y":98894.5},{"x":1453483080,"y":98893.5},{"x":1453484400,"y":98898.5},{"x":1453485720,"y":98899.5},{"x":1453487040,"y":98901.5},{"x":1453488360,"y":98902.5},{"x":1453489680,"y":98905.5},{"x":1453491000,"y":98887.5},{"x":1453492320,"y":98903.5},{"x":1453493640,"y":98907.5},{"x":1453494960,"y":98914.5},{"x":1453496280,"y":98920},{"x":1453497720,"y":98921},{"x":1453499640,"y":98921},{"x":1453504320,"y":98921},{"x":1453506720,"y":98921},{"x":1453510560,"y":98921},{"x":1453698000,"y":98921},{"x":1453712880,"y":98921},{"x":1453724040,"y":98921},{"x":1453726860,"y":98921},{"x":1453729140,"y":98921},{"x":1453730640,"y":98921},{"x":1453732020,"y":98921},{"x":1453733340,"y":98940.5},{"x":1453734660,"y":98961.5},{"x":1453735980,"y":98970},{"x":1453737300,"y":98957},{"x":1453738620,"y":98944.5},{"x":1453739940,"y":98958},{"x":1453741260,"y":98956.5},{"x":1453742580,"y":98960.5},{"x":1453743900,"y":98972},{"x":1453745220,"y":98977},{"x":1453746540,"y":98964.5},{"x":1453747860,"y":98945},{"x":1453749180,"y":98934.5},{"x":1453750500,"y":98951},{"x":1453751820,"y":98931.5},{"x":1453753140,"y":98910.5},{"x":1453754460,"y":98886.5},{"x":1453755720,"y":98905},{"x":1453766400,"y":98905},{"x":1453767960,"y":98905},{"x":1453784400,"y":98905},{"x":1453809840,"y":98905},{"x":1453813560,"y":98905},{"x":1453815000,"y":98905},{"x":1453817760,"y":98905},{"x":1453819080,"y":98945.5},{"x":1453820400,"y":98951},{"x":1453821720,"y":98962},{"x":1453823040,"y":98975.5},{"x":1453824360,"y":98975},{"x":1453825680,"y":98957.5},{"x":1453827000,"y":98945.5},{"x":1453828320,"y":98944.5},{"x":1453829640,"y":98952},{"x":1453830960,"y":98941.5},{"x":1453832280,"y":98945.5},{"x":1453833600,"y":98951.5},{"x":1453834920,"y":98945},{"x":1453836240,"y":98937.5},{"x":1453837560,"y":98936},{"x":1453838880,"y":98934.5},{"x":1453840200,"y":98932.5},{"x":1453841520,"y":98939.5},{"x":1453842840,"y":98941},{"x":1453845120,"y":98941},{"x":1453846500,"y":98941},{"x":1453848480,"y":98941},{"x":1453851240,"y":98941},{"x":1453855260,"y":98941},{"x":1453870800,"y":98941},{"x":1453889340,"y":98941},{"x":1453891620,"y":98941},{"x":1453899660,"y":98941},{"x":1453902000,"y":98941},{"x":1453904580,"y":98941},{"x":1453905900,"y":98960.5},{"x":1453907220,"y":98937.5},{"x":1453908540,"y":98904},{"x":1453909860,"y":98913},{"x":1453911180,"y":98925},{"x":1453912500,"y":98948.5},{"x":1453913820,"y":98954},{"x":1453915140,"y":98960.5},{"x":1453916460,"y":98953.5},{"x":1453917780,"y":98937.5},{"x":1453919100,"y":98938},{"x":1453920420,"y":98936},{"x":1453921740,"y":98933},{"x":1453923060,"y":98931},{"x":1453924380,"y":98919.5},{"x":1453925700,"y":98875},{"x":1453927020,"y":98897.5},{"x":1453928340,"y":98882},{"x":1453929840,"y":98885.5},{"x":1453931220,"y":98885.5},{"x":1453932840,"y":98885.5},{"x":1453934700,"y":98885.5},{"x":1453936740,"y":98885.5},{"x":1453938180,"y":98885.5},{"x":1453938960,"y":98885.5},{"x":1453940160,"y":98885.5},{"x":1453957200,"y":98885.5},{"x":1453979700,"y":98885.5},{"x":1453981560,"y":98885.5},{"x":1453988340,"y":98885.5},{"x":1453989660,"y":98885.5},{"x":1453991160,"y":98885.5},{"x":1453992480,"y":98933.5},{"x":1453993800,"y":98937.5},{"x":1453995120,"y":98907.5},{"x":1453996440,"y":98915.5},{"x":1453997760,"y":98933.5},{"x":1453999080,"y":98909},{"x":1454000400,"y":98895.5},{"x":1454001720,"y":98930},{"x":1454003040,"y":98961},{"x":1454004360,"y":98961.5},{"x":1454005680,"y":98946.5},{"x":1454007000,"y":98962},{"x":1454008320,"y":98956.5},{"x":1454009640,"y":98974.5},{"x":1454010960,"y":98963.5},{"x":1454012280,"y":98974.5},{"x":1454013600,"y":98972.5},{"x":1454014980,"y":98959},{"x":1454023200,"y":98959},{"x":1454043600,"y":98959},{"x":1454066760,"y":98959},{"x":1454074260,"y":98959},{"x":1454075880,"y":98959},{"x":1454077200,"y":98959},{"x":1454078520,"y":98996.5},{"x":1454079840,"y":99028.5},{"x":1454081160,"y":99022},{"x":1454082480,"y":99035},{"x":1454083800,"y":99030},{"x":1454085120,"y":99041},{"x":1454086440,"y":99060.5},{"x":1454087760,"y":99047},{"x":1454089080,"y":99044.5},{"x":1454090400,"y":99047.5},{"x":1454091720,"y":99051.5},{"x":1454093040,"y":99058},{"x":1454094360,"y":99041},{"x":1454095680,"y":99040.5},{"x":1454097000,"y":99044},{"x":1454098320,"y":99043},{"x":1454099640,"y":99046.5},{"x":1454100960,"y":99052},{"x":1454103120,"y":99056},{"x":1454107800,"y":99056},{"x":1454109420,"y":99056},{"x":1454110860,"y":99056},{"x":1454302800,"y":99056},{"x":1454320800,"y":99056},{"x":1454329620,"y":99056},{"x":1454331660,"y":99056},{"x":1454333460,"y":99056},{"x":1454336940,"y":99056},{"x":1454338260,"y":99035.5},{"x":1454339580,"y":99061},{"x":1454340900,"y":99072.5},{"x":1454342220,"y":99066.5},{"x":1454343540,"y":99074},{"x":1454344860,"y":99073.5},{"x":1454346180,"y":99071.5},{"x":1454347500,"y":99057},{"x":1454348820,"y":99058},{"x":1454350140,"y":99050.5},{"x":1454351460,"y":99067.5},{"x":1454352780,"y":99058.5},{"x":1454354100,"y":99082.5},{"x":1454355420,"y":99067.5},{"x":1454356740,"y":99078},{"x":1454358060,"y":99081},{"x":1454359380,"y":99079.5},{"x":1454361480,"y":99069},{"x":1454364540,"y":99069},{"x":1454366460,"y":99069},{"x":1454389200,"y":99069},{"x":1454419560,"y":99069},{"x":1454421180,"y":99069},{"x":1454423400,"y":99069},{"x":1454424720,"y":99020.5},{"x":1454426040,"y":99039.5},{"x":1454427360,"y":99030.5},{"x":1454428680,"y":99029},{"x":1454430000,"y":99043},{"x":1454431320,"y":99053.5},{"x":1454432640,"y":99039.5},{"x":1454433960,"y":99035},{"x":1454435280,"y":99040.5},{"x":1454436600,"y":99028.5},{"x":1454437920,"y":99032},{"x":1454439240,"y":99025.5},{"x":1454440560,"y":99025},{"x":1454441880,"y":99027.5},{"x":1454443200,"y":99027},{"x":1454444520,"y":99020},{"x":1454445840,"y":99027.5},{"x":1454448420,"y":99030},{"x":1454450520,"y":99030},{"x":1454475600,"y":99030},{"x":1454507640,"y":99030},{"x":1454509800,"y":99030},{"x":1454511120,"y":99054.5},{"x":1454512440,"y":99019},{"x":1454513760,"y":99011.5},{"x":1454515080,"y":99043.5},{"x":1454516400,"y":99045},{"x":1454517720,"y":99067},{"x":1454519040,"y":99060.5},{"x":1454520360,"y":99052.5},{"x":1454521680,"y":99038},{"x":1454523000,"y":99049},{"x":1454524320,"y":99048.5},{"x":1454525640,"y":99046},{"x":1454526960,"y":99063},{"x":1454528280,"y":99077.5},{"x":1454529600,"y":99091},{"x":1454530920,"y":99080},{"x":1454532240,"y":99091},{"x":1454534160,"y":99097.5},{"x":1454536320,"y":99097.5},{"x":1454562000,"y":99097.5},{"x":1454589120,"y":99097.5},{"x":1454590740,"y":99097.5},{"x":1454592660,"y":99097.5},{"x":1454595660,"y":99097.5},{"x":1454596980,"y":99132},{"x":1454598300,"y":99144.5},{"x":1454599620,"y":99182},{"x":1454600940,"y":99111.5},{"x":1454602260,"y":99107},{"x":1454603580,"y":99093},{"x":1454604900,"y":99112.5},{"x":1454606220,"y":99101},{"x":1454607540,"y":99114},{"x":1454608860,"y":99108.5},{"x":1454610180,"y":99100.5},{"x":1454611500,"y":99094},{"x":1454612820,"y":99079.5},{"x":1454614140,"y":99078},{"x":1454615460,"y":99063.5},{"x":1454616780,"y":99089.5},{"x":1454618100,"y":99096.5},{"x":1454619420,"y":99143},{"x":1454621880,"y":99149.5},{"x":1454624880,"y":99149.5},{"x":1454626200,"y":99149.5},{"x":1454630160,"y":99149.5},{"x":1454634000,"y":99149.5},{"x":1454648400,"y":99149.5},{"x":1454662860,"y":99149.5},{"x":1454670060,"y":99149.5},{"x":1454671740,"y":99149.5},{"x":1454677260,"y":99149.5},{"x":1454679480,"y":99149.5},{"x":1454682420,"y":99149.5},{"x":1454683740,"y":99099.5},{"x":1454685060,"y":99139},{"x":1454686380,"y":99102},{"x":1454687700,"y":99121.5},{"x":1454689020,"y":99132},{"x":1454690340,"y":99119},{"x":1454691660,"y":99114},{"x":1454692980,"y":99114.5},{"x":1454694300,"y":99127.5},{"x":1454695620,"y":99119},{"x":1454696940,"y":99126},{"x":1454698260,"y":99100.5},{"x":1454699580,"y":99108},{"x":1454700900,"y":99123.5},{"x":1454702220,"y":99137},{"x":1454703540,"y":99146},{"x":1454704860,"y":99104},{"x":1454706240,"y":99124.5},{"x":1454707560,"y":99124.5},{"x":1454711160,"y":99124.5},{"x":1454713980,"y":99124.5},{"x":1454715900,"y":99124.5},{"x":1454716140,"y":99124.5},{"x":1454720340,"y":99124.5},{"x":1454907600,"y":99254.5},{"x":1454922840,"y":99254.5},{"x":1454925900,"y":99254.5},{"x":1454934420,"y":99254.5},{"x":1454935740,"y":99254.5},{"x":1454937120,"y":99254.5},{"x":1454938440,"y":99254.5},{"x":1454940300,"y":99254.5},{"x":1454941860,"y":99142.5},{"x":1454943180,"y":99152.5},{"x":1454944500,"y":99142},{"x":1454945820,"y":99155.5},{"x":1454947140,"y":99137},{"x":1454948460,"y":99117.5},{"x":1454949780,"y":99139},{"x":1454951100,"y":99173.5},{"x":1454952420,"y":99170.5},{"x":1454953740,"y":99171.5},{"x":1454955060,"y":99146.5},{"x":1454956380,"y":99148.5},{"x":1454957700,"y":99142.5},{"x":1454959020,"y":99140},{"x":1454960340,"y":99122},{"x":1454961660,"y":99132},{"x":1454962980,"y":99177},{"x":1454964300,"y":99179},{"x":1454967540,"y":99184.5},{"x":1454970120,"y":99184.5},{"x":1454974500,"y":99184.5},{"x":1454994000,"y":99184.5},{"x":1455009300,"y":99184.5},{"x":1455026460,"y":99184.5},{"x":1455028260,"y":99151.5},{"x":1455029580,"y":99219},{"x":1455030900,"y":99192},{"x":1455032220,"y":99135.5},{"x":1455033540,"y":99135.5},{"x":1455034860,"y":99171.5},{"x":1455036180,"y":99126},{"x":1455037500,"y":99115},{"x":1455038820,"y":99113.5},{"x":1455040140,"y":99097.5},{"x":1455041460,"y":99117},{"x":1455042780,"y":99118},{"x":1455044100,"y":99129.5},{"x":1455045420,"y":99134},{"x":1455046740,"y":99141.5},{"x":1455048060,"y":99140},{"x":1455049380,"y":99109.5},{"x":1455050700,"y":99129.5},{"x":1455061440,"y":99122.5},{"x":1455061500,"y":99122.5},{"x":1455064800,"y":99122.5},{"x":1455080400,"y":99122.5},{"x":1455094860,"y":99122.5},{"x":1455106500,"y":99122.5},{"x":1455110100,"y":99122.5},{"x":1455112320,"y":99122.5},{"x":1455113640,"y":99122.5},{"x":1455114960,"y":99133},{"x":1455116280,"y":99132.5},{"x":1455117600,"y":99123.5},{"x":1455118920,"y":99124.5},{"x":1455120240,"y":99106.100000000006},{"x":1455121560,"y":99119},{"x":1455122880,"y":99102},{"x":1455124200,"y":99101.5},{"x":1455125520,"y":99124.5},{"x":1455126840,"y":99117.5},{"x":1455128160,"y":99109},{"x":1455129480,"y":99097.5},{"x":1455130800,"y":99088.5},{"x":1455132120,"y":99082.5},{"x":1455133440,"y":99058},{"x":1455134760,"y":99063},{"x":1455136080,"y":99013.5},{"x":1455137400,"y":98985},{"x":1455138780,"y":98990},{"x":1455140280,"y":98990},{"x":1455141600,"y":98990},{"x":1455144240,"y":98990},{"x":1455147780,"y":98990},{"x":1455147840,"y":98990},{"x":1455149460,"y":98990},{"x":1455151860,"y":98990},{"x":1455166800,"y":98990},{"x":1455181260,"y":98990},{"x":1455185880,"y":98990},{"x":1455188760,"y":98990},{"x":1455190320,"y":98990},{"x":1455192120,"y":98990},{"x":1455193500,"y":98990},{"x":1455195060,"y":98990},{"x":1455196860,"y":98990},{"x":1455198240,"y":98990},{"x":1455199620,"y":98990},{"x":1455201000,"y":98990},{"x":1455202320,"y":98896},{"x":1455203640,"y":98927},{"x":1455204960,"y":98900.5},{"x":1455206280,"y":98874.5},{"x":1455207600,"y":98886},{"x":1455208920,"y":98876.5},{"x":1455210240,"y":98875.5},{"x":1455211560,"y":98844},{"x":1455212880,"y":98848},{"x":1455214200,"y":98850.5},{"x":1455215520,"y":98851.5},{"x":1455216840,"y":98833},{"x":1455218160,"y":98820.5},{"x":1455219480,"y":98773},{"x":1455220800,"y":98858},{"x":1455222120,"y":98824},{"x":1455223440,"y":98862.5},{"x":1455225180,"y":98845.5},{"x":1455226500,"y":98845.5},{"x":1455230220,"y":98845.5},{"x":1455231540,"y":98845.5},{"x":1455231720,"y":98845.5},{"x":1455237900,"y":98845.5},{"x":1455253200,"y":98845.5},{"x":1455283860,"y":98845.5},{"x":1455285480,"y":98845.5},{"x":1455286980,"y":98845.5},{"x":1455288300,"y":98920},{"x":1455289620,"y":98935},{"x":1455290940,"y":98945},{"x":1455292260,"y":98954},{"x":1455293580,"y":98988},{"x":1455294900,"y":99026.5},{"x":1455296220,"y":99038},{"x":1455297540,"y":99035.5},{"x":1455298860,"y":99062},{"x":1455300180,"y":99054.5},{"x":1455301500,"y":99054},{"x":1455302820,"y":99034.5},{"x":1455304140,"y":99052.5},{"x":1455305460,"y":99063.5},{"x":1455306780,"y":99067},{"x":1455308100,"y":99079},{"x":1455309420,"y":99070.5},{"x":1455310740,"y":99079.5},{"x":1455313080,"y":99086.5},{"x":1455317520,"y":99086.5},{"x":1455320160,"y":99086.5},{"x":1455321120,"y":99086.5},{"x":1455323460,"y":99086.5},{"x":1455324840,"y":99086.5},{"x":1455325140,"y":99086.5},{"x":1455598800,"y":99086.5},{"x":1455613260,"y":99086.5},{"x":1455616380,"y":99086.5},{"x":1455622260,"y":99086.5},{"x":1455626400,"y":99086.5},{"x":1455630240,"y":99086.5},{"x":1455632100,"y":99086.5},{"x":1455633420,"y":99124.5},{"x":1455634740,"y":99144.5},{"x":1455636060,"y":99143.5},{"x":1455637380,"y":99146},{"x":1455638700,"y":99137.5},{"x":1455640020,"y":99154},{"x":1455641340,"y":99166},{"x":1455642660,"y":99167},{"x":1455643980,"y":99172.5},{"x":1455645300,"y":99180},{"x":1455646620,"y":99184},{"x":1455647940,"y":99185.5},{"x":1455649260,"y":99187},{"x":1455650580,"y":99191},{"x":1455651900,"y":99186.5},{"x":1455653220,"y":99177},{"x":1455654540,"y":99188.5},{"x":1455655860,"y":99184.5},{"x":1455659340,"y":99186.5},{"x":1455669420,"y":99186.5},{"x":1455685200,"y":99186.5},{"x":1455700500,"y":99186.5},{"x":1455713400,"y":99186.5},{"x":1455715200,"y":99186.5},{"x":1455719460,"y":99242.5},{"x":1455720780,"y":99216},{"x":1455722100,"y":99229},{"x":1455723420,"y":99247},{"x":1455724740,"y":99238},{"x":1455726060,"y":99232.5},{"x":1455727380,"y":99253.5},{"x":1455728700,"y":99242},{"x":1455730020,"y":99259.5},{"x":1455731340,"y":99251.5},{"x":1455732660,"y":99244},{"x":1455733980,"y":99231},{"x":1455735300,"y":99237},{"x":1455736620,"y":99241.5},{"x":1455737940,"y":99234.5},{"x":1455739260,"y":99229.5},{"x":1455740580,"y":99212.5},{"x":1455741900,"y":99227.5},{"x":1455744300,"y":99216.5},{"x":1455745620,"y":99216.5},{"x":1455751680,"y":99216.5},{"x":1455771600,"y":99216.5},{"x":1455786060,"y":99216.5},{"x":1455790140,"y":99216.5},{"x":1455792180,"y":99216.5},{"x":1455793620,"y":99216.5},{"x":1455795600,"y":99216.5},{"x":1455797040,"y":99216.5},{"x":1455798840,"y":99216.5},{"x":1455800280,"y":99216.5},{"x":1455801600,"y":99216.5},{"x":1455802920,"y":99216.5},{"x":1455804240,"y":99216.5},{"x":1455805560,"y":99216.5},{"x":1455806880,"y":99272},{"x":1455808200,"y":99257},{"x":1455809520,"y":99238.5},{"x":1455810840,"y":99222},{"x":1455812160,"y":99264},{"x":1455813480,"y":99182.5},{"x":1455814800,"y":99270},{"x":1455816120,"y":99223.5},{"x":1455817440,"y":99212},{"x":1455818760,"y":99222},{"x":1455820080,"y":99256.5},{"x":1455821400,"y":99259.5},{"x":1455822720,"y":99272.5},{"x":1455824040,"y":99304.5},{"x":1455825360,"y":99297},{"x":1455826680,"y":99230},{"x":1455828000,"y":99210},{"x":1455829440,"y":99209},{"x":1455831780,"y":99209},{"x":1455834720,"y":99209},{"x":1455836640,"y":99209},{"x":1455836700,"y":99209},{"x":1455840840,"y":99209},{"x":1455858000,"y":99205.5},{"x":1455886740,"y":99205.5},{"x":1455888480,"y":99205.5},{"x":1455889860,"y":99205.5},{"x":1455891600,"y":99205.5},{"x":1455892920,"y":99241},{"x":1455894240,"y":99244.5},{"x":1455895560,"y":99298},{"x":1455896880,"y":99318.5},{"x":1455898200,"y":99292},{"x":1455899520,"y":99323},{"x":1455900840,"y":99325},{"x":1455902160,"y":99276.5},{"x":1455903480,"y":99287.5},{"x":1455904800,"y":99296.5},{"x":1455906120,"y":99300.5},{"x":1455907440,"y":99318},{"x":1455908760,"y":99290.5},{"x":1455910080,"y":99235.5},{"x":1455911400,"y":99252.5},{"x":1455912720,"y":99299.5},{"x":1455914040,"y":99252},{"x":1455915360,"y":99221.5},{"x":1455919680,"y":99244.5},{"x":1455923760,"y":99244.5},{"x":1455944400,"y":99244.5},{"x":1456117200,"y":99244.5},{"x":1456131660,"y":99244.5},{"x":1456137060,"y":99244.5},{"x":1456142700,"y":99244.5},{"x":1456144140,"y":99244.5},{"x":1456146060,"y":99244.5},{"x":1456147440,"y":99244.5},{"x":1456148760,"y":99244.5},{"x":1456150380,"y":99244.5},{"x":1456151700,"y":99244.5},{"x":1456153020,"y":99244.5},{"x":1456154340,"y":99221.75},{"x":1456155660,"y":99212.75},{"x":1456156980,"y":99210.25},{"x":1456158300,"y":99216.25},{"x":1456159620,"y":99214.25},{"x":1456160940,"y":99264.75},{"x":1456162260,"y":99259.75},{"x":1456163580,"y":99250.75},{"x":1456164900,"y":99237.25},{"x":1456166220,"y":99236.25},{"x":1456167540,"y":99248.75},{"x":1456168860,"y":99236.75},{"x":1456170180,"y":99218.25},{"x":1456171500,"y":99225.75},{"x":1456172820,"y":99250.75},{"x":1456174140,"y":99251.75},{"x":1456175700,"y":99265.75},{"x":1456177140,"y":99265.75},{"x":1456179780,"y":99265.75},{"x":1456181220,"y":99265.75},{"x":1456203600,"y":99265.75},{"x":1456231620,"y":99265.75},{"x":1456233360,"y":99265.75},{"x":1456234680,"y":99265.75},{"x":1456237860,"y":99214.25},{"x":1456239180,"y":99227.25},{"x":1456240500,"y":99213.25},{"x":1456241820,"y":99234.75},{"x":1456243140,"y":99221.75},{"x":1456244460,"y":99211.75},{"x":1456245780,"y":99223.25},{"x":1456247100,"y":99218.75},{"x":1456248420,"y":99228.75},{"x":1456249740,"y":99209.75},{"x":1456251060,"y":99182.25},{"x":1456252380,"y":99179.25},{"x":1456253700,"y":99199.75},{"x":1456255020,"y":99206.25},{"x":1456256340,"y":99188.25},{"x":1456257660,"y":99200.75},{"x":1456258980,"y":99192.75},{"x":1456260300,"y":99203.25},{"x":1456262220,"y":99195.25},{"x":1456263780,"y":99195.25},{"x":1456266540,"y":99195.25},{"x":1456273140,"y":99195.25},{"x":1456290000,"y":99195.25},{"x":1456306020,"y":99195.25},{"x":1456310820,"y":99195.25},{"x":1456314660,"y":99195.25},{"x":1456318740,"y":99195.25},{"x":1456320300,"y":99195.25},{"x":1456324260,"y":99117.25},{"x":1456325580,"y":99082.25},{"x":1456326900,"y":99062.75},{"x":1456328220,"y":99099.75},{"x":1456329540,"y":99094.75},{"x":1456330860,"y":99084.25},{"x":1456332180,"y":99117.25},{"x":1456333500,"y":99149.75},{"x":1456334820,"y":99152.75},{"x":1456336140,"y":99144.25},{"x":1456337460,"y":99138.75},{"x":1456338780,"y":99143.25},{"x":1456340100,"y":99141.25},{"x":1456341420,"y":99162.75},{"x":1456342740,"y":99182.25},{"x":1456344060,"y":99188.75},{"x":1456345380,"y":99228.75},{"x":1456346700,"y":99207.25},{"x":1456348620,"y":99180.75},{"x":1456353900,"y":99180.75},{"x":1456355640,"y":99180.75},{"x":1456361100,"y":99180.75},{"x":1456376400,"y":99180.75},{"x":1456406820,"y":99180.75},{"x":1456408740,"y":99180.75},{"x":1456410360,"y":99180.75},{"x":1456411680,"y":99160.25},{"x":1456413000,"y":99109.25},{"x":1456414320,"y":99095.25},{"x":1456415640,"y":99118.75},{"x":1456416960,"y":99111.75},{"x":1456418280,"y":99156.25},{"x":1456419600,"y":99180.75},{"x":1456420920,"y":99188.25},{"x":1456422240,"y":99186.75},{"x":1456423560,"y":99216.75},{"x":1456424880,"y":99224.75},{"x":1456426200,"y":99235.25},{"x":1456427520,"y":99243.25},{"x":1456428840,"y":99249.25},{"x":1456430160,"y":99251.25},{"x":1456431480,"y":99259.25},{"x":1456432800,"y":99271.75},{"x":1456434120,"y":99300.75},{"x":1456437360,"y":99300.75},{"x":1456443840,"y":99300.75},{"x":1456462800,"y":99300.75},{"x":1456477260,"y":99300.75},{"x":1456480560,"y":99300.75},{"x":1456488180,"y":99300.75},{"x":1456491780,"y":99300.75},{"x":1456493220,"y":99300.75},{"x":1456495860,"y":99300.75},{"x":1456497180,"y":99303.25},{"x":1456498500,"y":99210.75},{"x":1456499820,"y":99227.75},{"x":1456501140,"y":99270.75},{"x":1456502460,"y":99275.75},{"x":1456503780,"y":99254.75},{"x":1456505100,"y":99219.75},{"x":1456506420,"y":99212.75},{"x":1456507740,"y":99240.75},{"x":1456509060,"y":99231.25},{"x":1456510380,"y":99243.25},{"x":1456511700,"y":99231.75},{"x":1456513020,"y":99217.75},{"x":1456514340,"y":99229.25},{"x":1456515660,"y":99219.25},{"x":1456516980,"y":99219.75},{"x":1456518300,"y":99204.75},{"x":1456519620,"y":99207.25},{"x":1456521600,"y":99197.25},{"x":1456523280,"y":99197.25},{"x":1456524000,"y":99197.25},{"x":1456722000,"y":99197.25},{"x":1456736460,"y":99197.25},{"x":1456747800,"y":99197.25},{"x":1456750500,"y":99197.25},{"x":1456752960,"y":99197.25},{"x":1456754700,"y":99197.25},{"x":1456756260,"y":99223.75},{"x":1456757580,"y":99250.75},{"x":1456758900,"y":99220.75},{"x":1456760220,"y":99206.25},{"x":1456761540,"y":99233.25},{"x":1456762860,"y":99259.75},{"x":1456764180,"y":99268.75},{"x":1456765500,"y":99248.75},{"x":1456766820,"y":99232.25},{"x":1456768140,"y":99236.75},{"x":1456769460,"y":99236.75},{"x":1456770780,"y":99224.75},{"x":1456772100,"y":99231.25},{"x":1456773420,"y":99199.75},{"x":1456774740,"y":99187.75},{"x":1456776060,"y":99164.25},{"x":1456777380,"y":99183.25},{"x":1456778700,"y":99177.25},{"x":1456780260,"y":99165.25},{"x":1456782780,"y":99165.25},{"x":1456786860,"y":99165.25},{"x":1456787520,"y":99165.25},{"x":1456808400,"y":99165.25},{"x":1456837260,"y":99165.25},{"x":1456839120,"y":99165.25},{"x":1456842540,"y":99165.25},{"x":1456843860,"y":99253.25},{"x":1456845180,"y":99259.25},{"x":1456846500,"y":99307.75},{"x":1456847820,"y":99307.75},{"x":1456849140,"y":99335.75},{"x":1456850460,"y":99349.25},{"x":1456851780,"y":99324.25},{"x":1456853100,"y":99327.75},{"x":1456854420,"y":99343.75},{"x":1456855740,"y":99328.75},{"x":1456857060,"y":99349.75},{"x":1456858380,"y":99340.25},{"x":1456859700,"y":99330.75},{"x":1456861020,"y":99333.75},{"x":1456862340,"y":99346.25},{"x":1456863660,"y":99325.75},{"x":1456864980,"y":99334.75},{"x":1456866420,"y":99347.75},{"x":1456868940,"y":99347.75},{"x":1456872000,"y":99347.75},{"x":1456874040,"y":99347.75},{"x":1456876380,"y":99347.75},{"x":1456880100,"y":99347.75},{"x":1456880220,"y":99347.75}],"SeriesType":2,"Color":"","ScatterMarkerSymbol":"none"},"Daily Performance":{"Name":"Daily Performance","Unit":"%","Index":1,"Values":[{"x":1451606400,"y":0},{"x":1451865600,"y":0.02775},{"x":1451952000,"y":0.013996120000000001},{"x":1452038400,"y":-0.025489359999999999},{"x":1452124800,"y":-0.1534751},{"x":1452211200,"y":-0.071598270000000006},{"x":1452297600,"y":0},{"x":1452470400,"y":0.16334099999999999},{"x":1452556800,"y":-0.0085038900000000001},{"x":1452643200,"y":-0.1415768},{"x":1452729600,"y":0.16382070000000001},{"x":1452816000,"y":-0.27708939999999999},{"x":1452902400,"y":0},{"x":1453161600,"y":-0.18457080000000001},{"x":1453248000,"y":-0.68713930000000001},{"x":1453334400,"y":0.071845619999999999},{"x":1453420800,"y":0.02730196},{"x":1453507200,"y":0},{"x":1453680000,"y":-0.016174520000000001},{"x":1453766400,"y":0.036398560000000003},{"x":1453852800,"y":-0.056094039999999998},{"x":1453939200,"y":0.074328389999999994},{"x":1454025600,"y":0.098020389999999999},{"x":1454284800,"y":0.013123889999999999},{"x":1454371200,"y":-0.039366499999999999},{"x":1454457600,"y":0.068161159999999998},{"x":1454544000,"y":0.052473569999999997},{"x":1454630400,"y":-0.025214449999999999},{"x":1454716800,"y":0},{"x":1454889600,"y":0.060529939999999997},{"x":1454976000,"y":-0.062509770000000006},{"x":1455062400,"y":-0.13367299999999999},{"x":1455148800,"y":-0.1459743},{"x":1455235200,"y":0.2438148},{"x":1455321600,"y":0},{"x":1455580800,"y":0.10092189999999999},{"x":1455667200,"y":0.03024605},{"x":1455753600,"y":-0.0075592259999999996},{"x":1455840000,"y":0.035783040000000002},{"x":1455926400,"y":0},{"x":1456099200,"y":0.02141177},{"x":1456185600,"y":-0.071021479999999998},{"x":1456272000,"y":-0.014617639999999999},{"x":1456358400,"y":0.12099119999999999},{"x":1456444800,"y":-0.1042288},{"x":1456704000,"y":-0.032258960000000003},{"x":1456790400,"y":0.18403620000000001},{"x":1456876800,"y":0}],"SeriesType":3,"Color":"","ScatterMarkerSymbol":"none"}}}},"Orders":{"1":{"DurationValue":"9999-12-31T23:59:59.9999999","Type":0,"Id":1,"ContingentId":0,"BrokerId":["1"],"Symbol":{"$type":"QuantConnect.Symbol, QuantConnect.Common","Value":"IBM   160115C00135000","ID":"IBM W78ZEOOEWPRA|IBM R735QTJ8XC9X","Permtick":"IBM   160115C00135000","Underlying":{"$type":"QuantConnect.Symbol, QuantConnect.Common","Value":"IBM","ID":"IBM R735QTJ8XC9X","Permtick":"IBM"}},"Price":2.1600000000000001,"PriceCurrency":"USD","Time":"2016-01-04T15:01:00Z","Quantity":-1,"Status":3,"Duration":0,"Tag":"","Properties":null,"SecurityType":2,"Direction":1,"AbsoluteQuantity":1,"Value":-2.1600000000000001},"2":{"DurationValue":"9999-12-31T23:59:59.9999999","Type":0,"Id":2,"ContingentId":0,"BrokerId":["2"],"Symbol":{"$type":"QuantConnect.Symbol, QuantConnect.Common","Value":"IBM","ID":"IBM R735QTJ8XC9X","Permtick":"IBM"},"Price":135.19999999999999,"PriceCurrency":"USD","Time":"2016-01-04T15:01:00Z","Quantity":100,"Status":3,"Duration":0,"Tag":"","Properties":null,"SecurityType":1,"Direction":0,"AbsoluteQuantity":100,"Value":13520},"3":{"DurationValue":"9999-12-31T23:59:59.9999999","Type":6,"Id":3,"ContingentId":0,"BrokerId":["3"],"Symbol":{"$type":"QuantConnect.Symbol, QuantConnect.Common","Value":"IBM   160115C00135000","ID":"IBM W78ZEOOEWPRA|IBM R735QTJ8XC9X","Permtick":"IBM   160115C00135000","Underlying":{"$type":"QuantConnect.Symbol, QuantConnect.Common","Value":"IBM","ID":"IBM R735QTJ8XC9X","Permtick":"IBM"}},"Price":0,"PriceCurrency":"USD","Time":"2016-01-15T21:00:00Z","Quantity":-1,"Status":3,"Duration":0,"Tag":"Automatic option assignment on expiration","Properties":null,"SecurityType":2,"Direction":1,"AbsoluteQuantity":1,"Value":0},"4":{"DurationValue":"9999-12-31T23:59:59.9999999","Type":0,"Id":4,"ContingentId":0,"BrokerId":["4"],"Symbol":{"$type":"QuantConnect.Symbol, QuantConnect.Common","Value":"IBM   160219C00121000","ID":"IBM W87G1YF08FOM|IBM R735QTJ8XC9X","Permtick":"IBM   160219C00121000","Underlying":{"$type":"QuantConnect.Symbol, QuantConnect.Common","Value":"IBM","ID":"IBM R735QTJ8XC9X","Permtick":"IBM"}},"Price":3.2000000000000002,"PriceCurrency":"USD","Time":"2016-01-20T15:01:00Z","Quantity":-1,"Status":3,"Duration":0,"Tag":"","Properties":null,"SecurityType":2,"Direction":1,"AbsoluteQuantity":1,"Value":-3.2000000000000002},"5":{"DurationValue":"9999-12-31T23:59:59.9999999","Type":6,"Id":5,"ContingentId":0,"BrokerId":["5"],"Symbol":{"$type":"QuantConnect.Symbol, QuantConnect.Common","Value":"IBM   160219C00121000","ID":"IBM W87G1YF08FOM|IBM R735QTJ8XC9X","Permtick":"IBM   160219C00121000","Underlying":{"$type":"QuantConnect.Symbol, QuantConnect.Common","Value":"IBM","ID":"IBM R735QTJ8XC9X","Permtick":"IBM"}},"Price":122.22222222222223,"PriceCurrency":"USD","Time":"2016-02-19T21:00:00Z","Quantity":-1,"Status":3,"Duration":0,"Tag":"Option expiration","Properties":null,"SecurityType":2,"Direction":1,"AbsoluteQuantity":1,"Value":-122.22222222222223},"6":{"DurationValue":"9999-12-31T23:59:59.9999999","Type":0,"Id":6,"ContingentId":0,"BrokerId":["6"],"Symbol":{"$type":"QuantConnect.Symbol, QuantConnect.Common","Value":"IBM   160318C00133000","ID":"IBM W8Z0KKPPTKRQ|IBM R735QTJ8XC9X","Permtick":"IBM   160318C00133000","Underlying":{"$type":"QuantConnect.Symbol, QuantConnect.Common","Value":"IBM","ID":"IBM R735QTJ8XC9X","Permtick":"IBM"}},"Price":3.4500000000000002,"PriceCurrency":"USD","Time":"2016-02-22T15:01:00Z","Quantity":-1,"Status":3,"Duration":0,"Tag":"","Properties":null,"SecurityType":2,"Direction":1,"AbsoluteQuantity":1,"Value":-3.4500000000000002},"7":{"DurationValue":"9999-12-31T23:59:59.9999999","Type":0,"Id":7,"ContingentId":0,"BrokerId":["7"],"Symbol":{"$type":"QuantConnect.Symbol, QuantConnect.Common","Value":"IBM","ID":"IBM R735QTJ8XC9X","Permtick":"IBM"},"Price":133.5,"PriceCurrency":"USD","Time":"2016-02-22T15:01:00Z","Quantity":100,"Status":3,"Duration":0,"Tag":"","Properties":null,"SecurityType":1,"Direction":0,"AbsoluteQuantity":100,"Value":13350}},"ProfitLoss":{"2016-01-15T21:01:00Z":216,"2016-02-19T21:01:00Z":320,"2016-02-19T21:01:00.001Z":-1420},"Statistics":{"Total Trades":"7","Average Win":"0.27%","Average Loss":"-1.41%","Compounding Annual Return":"-3.850%","Drawdown":"1.300%","Expectancy":"-0.207","Net Profit":"-0.652%","Sharpe Ratio":"-1.554","Loss Rate":"33%","Win Rate":"67%","Profit-Loss Ratio":"0.19","Alpha":"-0.05","Beta":"0.049","Annual Standard Deviation":"0.022","Annual Variance":"0","Information Ratio":"-1.194","Tracking Error":"0.294","Treynor Ratio":"-0.697","Total Fees":"$2.75"},"RuntimeStatistics":{"Unrealized":"$103.25","Fees":"-$2.75","Net Profit":"$-884.00","Return":"-0.65 %","Equity":"$99,347.75"}},"backtestId":"d7a34d92276f2c892748cd7a15247768","files":[{"id":2156265,"content":"from datetime import timedelta\n\nclass BasicTemplateOptionsAlgorithm(QCAlgorithm):\n\n    def Initialize(self):\n        self.SetStartDate(2016, 01, 01)\n        self.SetEndDate(2016, 03, 01)\n        self.SetCash(100000)\n        equity = self.AddEquity(\"IBM\", Resolution.Minute)\n        option = self.AddOption(\"IBM\", Resolution.Minute)\n        self.symbol = option.Symbol\n        equity.SetDataNormalizationMode(DataNormalizationMode.Raw)\n        \n        # set our strike\/expiry filter for this option chain\n        option.SetFilter(-3, +3, timedelta(0), timedelta(30))\n        # use the underlying equity as the benchmark\n        self.SetBenchmark(equity.Symbol)\n        self.call = \"IBM\" # Initialize the call contract\n        \n    def OnData(self,slice):\n        if not self.Portfolio[self.call].Invested and self.MarketOpen():\n            self.TradeOptions(slice) # sell the call option\n        \n        # if the option contract expires, print out the price and position information      \n        if slice.Delistings.Count > 0:\n            if [x.Key == self.call for x in slice.Delistings]:\n                self.Log(\"stock IBM quantity: {0}\".format(self.Portfolio[\"IBM\"].Quantity))\n                self.Log(\"{0} quantity: {1}\".format(self.call.Value, self.Portfolio[self.call].Quantity))\n                self.Log(\"The stock price at Expiry S(T): {}\".format(self.Securities[\"IBM\"].Price))\n\n    def TradeOptions(self,slice):\n        if slice.OptionChains.Count == 0: return   \n        for i in slice.OptionChains:\n            if i.Key != self.symbol: continue\n            chain = i.Value\n            call = [x for x in chain if x.Right == 0] # filter the call options contracts\n            # sorted the contracts according to their expiration dates and choose the ATM options\n            contracts = sorted(sorted(call, key = lambda x: x.Expiry, reverse=True), \n                                            key = lambda x: abs(chain.Underlying.Price - x.Strike))\n    \n            if len(contracts) == 0: return    \n            contract = contracts[0] \n            self.call = contract.Symbol\n            self.Sell(self.call, 1) # short the call options\n            if self.Portfolio[\"IBM\"].Quantity == 0:\n                self.Buy(\"IBM\",100)     # buy 100 the underlying stock\n                self.Log(\"The stock price at time 0 S(0): {}\".format(self.Securities[\"IBM\"].Price))  \n                \n    def MarketOpen(self):\n        return self.Time.hour != 0 and self.Time.minute == 1","modified":"2017-12-12 00:00:31","name":"main.py","open":true,"isLibrary":false,"projectId":906811}],"success":true}