strategy/pivotshort: refactor breaklow + add fake break stop

[c9s]

symbol: ETHUSDT
winningRatio: "0.96296296"
numOfLossTrade: 27
numOfProfitTrade: 26
grossProfit: "31685.53749875"
grossLoss: "-5011.38425128"
profits:
    - "23.90000000"
    - "1.59999990"
    - "6880.39999990"
    - "24.92150000"
    - "29.40000000"
    - "16.59999999"
    - "2015.00000000"
    - "8.29999980"
    - "20.60000000"
    - "12.00000000"
    - "30.70000000"
    - "276.80000000"
    - "6675.50000000"
    - "14.89999990"
    - "21.00000000"
    - "22.79999990"
    - "1747.30000000"
    - "2.55799979"
    - "26.29999999"
    - "24.60000000"
    - "29.90000000"
    - "10716.39999990"
    - "146.24999989"
    - "1490.34999989"
    - "175.20000000"
    - "1252.25799990"
losses:
    - "-18.10000000"
    - "-383.10000010"
    - "-19.09999999"
    - "-0.72650020"
    - "-202.20000000"
    - "-208.20000000"
    - "-203.90000000"
    - "-263.80000000"
    - "-270.10000010"
    - "-267.20000000"
    - "-248.70000000"
    - "-264.80000009"
    - "-234.47500000"
    - "-254.84475010"
    - "-236.50000000"
    - "-9.19999999"
    - "-268.89999999"
    - "-299.80000000"
    - "-214.03850010"
    - "-322.73350000"
    - "-4.83062500"
    - "-229.14700020"
    - "-159.00000000"
    - "-35.50000010"
    - "-5.38250000"
    - "-129.53000010"
    - "-257.57587520"
mostProfitableTrade: "10716.39999990"
mostLossTrade: "-383.10000010"
profitFactor: "6.32271163"
totalNetProfit: "26674.15324747"

[0003] DEBUG ActiveOrderBook: order status CANCELED, removing order ORDER backtest | Fri, 17 Jun 2022 02:49:59 CST | 165 | ETHUSDT | LIMIT_MAKER SELL | 0/10 @ 1173.29263332 | CANCELED
[0003] DEBUG ActiveOrderBook: order status CANCELED, removing order ORDER backtest | Fri, 17 Jun 2022 02:49:59 CST | 165 | ETHUSDT | LIMIT_MAKER SELL | 0/10 @ 1173.29263332 | CANCELED
BACK-TEST REPORT
===============================================
START TIME: Sat, 01 Jan 2022 00:00:00 UTC
END TIME: Sat, 18 Jun 2022 00:00:00 UTC
INITIAL TOTAL BALANCE: BalanceMap[ETH: 10, USDT: 5000]
FINAL TOTAL BALANCE: BalanceMap[ETH: 10, USDT: 31674.1532484]
binance ETHUSDT PROFIT AND LOSS REPORT
===============================================
TRADES SINCE: 2022-01-03 16:08:59.999 +0000 UTC
NUMBER OF TRADES: 106
AVERAGE COST: $ 1,175.70
BASE ASSET POSITION: 0
TOTAL BUY VOLUME: 530
TOTAL SELL VOLUME: 530
CURRENT PRICE: $ 1,086.94
CURRENCY FEES:
 - FEE: 2150.97146465
PROFIT: $ 26,674.15
UNREALIZED PROFIT: $ 0.00
INITIAL ASSET IN USDT ~= 41762.1999 USDT (1 ETH = 3676.22)
FINAL ASSET IN USDT ~= 42543.5532 USDT (1 ETH = 1086.94)
REALIZED PROFIT: +26674.15324747 USDT
UNREALIZED PROFIT: 0 USDT
ASSET INCREASED: +781.35324841 USDT (+1.87%)

[bbgokarma-bot]

Welcome back! @c9s, This pull request may get 230 BBG.

[bbgokarma-bot]

Re-estimated karma: this pull request may get 240 BBG

[codecov]

Codecov Report

Merging #846 (4c6fe11) into main (578e4b2) will increase coverage by 0.00%.
The diff coverage is 0.00%.

@@           Coverage Diff            @@
##             main     #846    +/-   ##
========================================
  Coverage   20.05%   20.06%            
========================================
  Files         369      372     +3     
  Lines       27713    28035   +322     
========================================
+ Hits         5559     5624    +65     
- Misses      21626    21876   +250     
- Partials      528      535     +7     

Impacted Files	Coverage Δ
pkg/bbgo/exit_cumulated_volume_take_profit.go	0.00% <0.00%> (ø)
pkg/bbgo/standard_indicator_set.go	5.40% <0.00%> (ø)
pkg/indicator/pivot_low.go	0.00% <0.00%> (ø)
pkg/risk/account_value.go	42.67% <ø> (ø)
pkg/strategy/pivotshort/breaklow.go	0.00% <0.00%> (ø)
pkg/strategy/pivotshort/resistance.go	1.66% <0.00%> (ø)
pkg/indicator/drift.go	38.88% <0.00%> (-20.77%)	⬇️
pkg/indicator/ewma.go	52.94% <0.00%> (-14.56%)	⬇️
pkg/indicator/dema.go	45.45% <0.00%> (-14.07%)	⬇️
pkg/indicator/atr.go	42.85% <0.00%> (-12.25%)	⬇️
... and 18 more

---

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[bbgokarma-bot]

Re-estimated karma: this pull request may get 255 BBG

[bbgokarma-bot]

Re-estimated karma: this pull request may get 312 BBG

[bbgokarma-bot]

Re-estimated karma: this pull request may get 317 BBG

[bbgokarma-bot]

Hi @c9s,

Well done! 322 BBG has been sent to your polygon wallet. Please check the following tx:

https://polygonscan.com/tx/0x1ccfb30d23d89ee55ba6cbc3d8b3a37d531137e69cec57f47ba872ceba9f4d6a

Thank you for your contribution!