--- notifications: slack: defaultChannel: "bbgo" errorChannel: "bbgo-error" reportPnL: - averageCostBySymbols: - "BTCUSDT" - "ETHUSDT" - "BNBUSDT" of: binance when: - "@daily" - "@hourly" sessions: binance: exchange: binance envVarPrefix: binance riskControls: # This is the session-based risk controller, which let you configure different risk controller by session. sessionBased: # "max" is the session name that you want to configure the risk control max: # orderExecutors is one of the risk control orderExecutor: # symbol-routed order executor bySymbol: BTCUSDT: # basic risk control order executor basic: minQuoteBalance: 1000.0 maxBaseAssetBalance: 2.0 minBaseAssetBalance: 0.1 maxOrderAmount: 100.0 backtest: # for testing max draw down (MDD) at 03-12 # see here for more details # https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp startTime: "2020-01-01" endTime: "2020-01-15" symbols: - BTCUSDT account: makerCommission: 15 takerCommission: 15 buyerCommission: 0 sellerCommission: 0 balances: BTC: 0.1 USDT: 10000.0 exchangeStrategies: - on: binance buyandhold: symbol: "BTCUSDT" interval: "1m" baseQuantity: 0.001 minDropPercentage: -0.01