{ "@context": { "@version": 1.1, "level2": "https://trylevel2.com/ns/", "schema": "https://schema.org/", "xsd": "http://www.w3.org/2001/XMLSchema#", "dcterms": "http://purl.org/dc/terms/", "fibo": "https://spec.edmcouncil.org/fibo/ontology/", "TradingStrategy": { "@id": "level2:TradingStrategy", "@context": { "name": "schema:name", "description": "schema:description", "instrument": "level2:instrument", "instrumentType": "level2:instrumentType", "timeframe": "level2:timeframe", "status": "level2:strategyStatus", "definition": "level2:strategyDefinition", "createdAt": { "@id": "dcterms:created", "@type": "xsd:dateTime" }, "updatedAt": { "@id": "dcterms:modified", "@type": "xsd:dateTime" }, "deployedAt": { "@id": "level2:deployedAt", "@type": "xsd:dateTime" }, "entryConditions": { "@id": "level2:entryConditions", "@container": "@set" }, "exitConditions": { "@id": "level2:exitConditions", "@container": "@set" } } }, "StrategyCondition": { "@id": "level2:StrategyCondition", "@context": { "indicator": "level2:indicator", "operator": "level2:operator", "compareValue": "level2:compareValue", "logicalOperator": "level2:logicalOperator", "parameters": "level2:conditionParameters" } }, "BacktestResult": { "@id": "level2:BacktestResult", "@context": { "strategyId": { "@id": "level2:strategyReference", "@type": "@id" }, "startDate": { "@id": "level2:backtestStartDate", "@type": "xsd:date" }, "endDate": { "@id": "level2:backtestEndDate", "@type": "xsd:date" }, "initialCapital": { "@id": "level2:initialCapital", "@type": "xsd:decimal" }, "finalCapital": { "@id": "level2:finalCapital", "@type": "xsd:decimal" }, "totalReturn": { "@id": "level2:totalReturn", "@type": "xsd:decimal" }, "totalTrades": { "@id": "level2:totalTrades", "@type": "xsd:integer" }, "winRate": { "@id": "level2:winRate", "@type": "xsd:decimal" }, "maxDrawdown": { "@id": "level2:maxDrawdown", "@type": "xsd:decimal" }, "sharpeRatio": { "@id": "level2:sharpeRatio", "@type": "xsd:decimal" }, "profitFactor": { "@id": "level2:profitFactor", "@type": "xsd:decimal" } } }, "FinancialInstrument": { "@id": "level2:FinancialInstrument", "@context": { "ticker": "level2:tickerSymbol", "name": "schema:name", "description": "schema:description", "sector": "level2:sector", "industry": "level2:industry", "exchange": "level2:exchange", "country": "schema:addressCountry", "marketCap": { "@id": "level2:marketCapitalization", "@type": "xsd:decimal" }, "website": { "@id": "schema:url", "@type": "@id" } } }, "OHLCCandle": { "@id": "level2:OHLCCandle", "@context": { "timestamp": { "@id": "dcterms:date", "@type": "xsd:dateTime" }, "open": { "@id": "level2:openPrice", "@type": "xsd:decimal" }, "high": { "@id": "level2:highPrice", "@type": "xsd:decimal" }, "low": { "@id": "level2:lowPrice", "@type": "xsd:decimal" }, "close": { "@id": "level2:closePrice", "@type": "xsd:decimal" }, "volume": { "@id": "level2:tradingVolume", "@type": "xsd:integer" } } }, "CandlestickPattern": { "@id": "level2:CandlestickPattern", "@context": { "name": "schema:name", "type": "level2:patternSignal", "confidence": { "@id": "level2:confidence", "@type": "xsd:decimal" } } }, "BrokerUser": { "@id": "level2:BrokerUser", "@context": { "externalId": "level2:externalIdentifier", "email": "schema:email", "displayName": "schema:name", "status": "level2:accountStatus", "createdAt": { "@id": "dcterms:created", "@type": "xsd:dateTime" }, "updatedAt": { "@id": "dcterms:modified", "@type": "xsd:dateTime" } } } } }