The strategy is a simple two moving averages strategy. It will capture less of the return in a very strong market but maybe protect you on the downside.

The results don’t look particular good though.

I'm not sure this is calculated properly since marketChange is `sum(last-first)/first` (ratio) then avgMarketChange is `ratio/num_samples*100`. That's... average percent change between each sample? Doesn't sound right. (unless I misunderstand what's referenced in candles)

Pretty mangled code. Weird to have to iterate over `avgPrice` to get pairs. This is calculating the average market change across all pairs for which `avgPrice` is tracked in this PaperWallet, whatever that means.

    type PaperWallet struct {
     sync.Mutex
     ctx          context.Context
     baseCoin     string
     counter      int64
     takerFee     float64
     makerFee     float64
     initialValue float64
     feeder       Feeder
     orders       []model.Order
     assets       map[string]*assetInfo
     avgPrice     map[string]float64
     lastCandle   map[string]model.Candle
     fistCandle   map[string]model.Candle
    }
    
    [...]
    
    func (p *PaperWallet) Summary() {
      var (
        [...]
        marketChange float64
      )
      [...]
      for pair, price := range p.avgPrice {
        [...]
        marketChange += (p.lastCandle[pair].Close - p.fistCandle[pair].Close) / p.fistCandle[pair].Close
        [...]
      }
      avgMarketChange := marketChange / float64(len(p.avgPrice))
      [...]
    }