strategy/pivotshort: add failed break high

[c9s]

Increased realized profit from 407USD to 2507.98USD

BACK-TEST REPORT
===============================================
START TIME: Mon, 01 Aug 2022 08:00:00 CST
END TIME: Wed, 31 Aug 2022 08:00:00 CST
INITIAL TOTAL BALANCE: BalanceMap[USDT: 5000, ETH: 10]
FINAL TOTAL BALANCE: BalanceMap[ETH: 2, USDT: 20220.13999999]
binance ETHUSDT PROFIT AND LOSS REPORT
===============================================
TRADES SINCE: 2022-08-01 00:33:59.999 +0000 UTC
NUMBER OF TRADES: 153
AVERAGE COST: $ 1,589.02
BASE ASSET POSITION: -8
TOTAL BUY VOLUME: 666
TOTAL SELL VOLUME: 674
CURRENT PRICE: $ 1,522.45
CURRENCY FEES:
 - FEE: 1759.15864484
PROFIT: $ 2,507.98
UNREALIZED PROFIT: $ 532.56
INITIAL ASSET IN USDT ~= 21781.1999 USDT (1 ETH = 1678.12)
FINAL ASSET IN USDT ~= 23265.0399 USDT (1 ETH = 1522.45)
REALIZED PROFIT: +2507.97999934 USDT
UNREALIZED PROFIT: +532.55999999 USDT
ASSET INCREASED: +1483.84 USDT (+6.81%)
REALIZED SHARPE RATIO: 0.9857
REALIZED SORTINO RATIO: 2.3994

[codecov]

Codecov Report

Merging #904 (51972e9) into main (6314a31) will decrease coverage by 0.13%.
The diff coverage is 0.00%.

@@            Coverage Diff             @@
##             main     #904      +/-   ##
==========================================
- Coverage   19.78%   19.64%   -0.14%     
==========================================
  Files         393      396       +3     
  Lines       29500    29702     +202     
==========================================
  Hits         5836     5836              
- Misses      23113    23315     +202     
  Partials      551      551              

Impacted Files	Coverage Δ
pkg/bbgo/exit_roi_stop_loss.go	0.00% <0.00%> (ø)
pkg/bbgo/standard_indicator_set.go	5.19% <0.00%> (-0.52%)	⬇️
pkg/indicator/pivothigh.go	0.00% <0.00%> (ø)
pkg/indicator/pivothigh_callbacks.go	0.00% <0.00%> (ø)
pkg/indicator/pivotlow.go	41.37% <ø> (ø)
pkg/strategy/pivotshort/failedbreakhigh.go	0.00% <0.00%> (ø)
pkg/strategy/pivotshort/strategy.go	2.32% <0.00%> (+0.02%)	⬆️
pkg/types/order.go	2.01% <0.00%> (ø)

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