Pinescript to Python conversion issues

[Chricco94]

Hi, i'im trying to convert WaveTrendStrategy from Pinescript to Python to backtest it more in the past, but i have some issues. I hope someone can give me a hand.

import requests
import backtrader as bt
import backtrader.analyzers as btanalyzers
import json
import pandas as pd
import datetime as dt
import matplotlib.pyplot as plt
import qgrid

def get_binance_bars(symbol, interval, startTime, endTime):
    
    url = "https://api.binance.com/api/v3/klines"
    
    startTime = str(int(startTime.timestamp() * 1000))
    endTime = str(int(endTime.timestamp() * 1000))
    limit='1000'
    
    req_params={"symbol" : symbol, 'interval' : interval, 'startTime' : startTime, 'endTime' : endTime, 'limit' : limit}
    df=pd.DataFrame(json.loads(requests.get(url, params=req_params).text))
    
    if(len(df.index)==0):
        return None
    df=df.iloc[:, 0:6]
    df.columns=[ 'datetime', 'open', 'high', 'low', 'close', 'volume']
    
    df.open=df.open.astype("float")
    df.high=df.high.astype("float")
    df.low=df.low.astype("float")
    df.close=df.close.astype("float")
    df.volume=df.volume.astype("float")
    
    df['adj_close']=df['close']
    
    df.index=[dt.datetime.fromtimestamp(x / 1000.0) for x in df.datetime]
    
    return df

here i want to change BTCUSDT in BTCUSD_PERP but it doesn't work

df_list = []
last_datetime = dt.datetime(2019, 1, 1)
while True:
    new_df = get_binance_bars('BTCUSDT', '5m', last_datetime, dt.datetime.now())
    if new_df is None:
        break
    df_list.append(new_df)
    last_datetime=max(new_df.index)+dt.timedelta(0,1)
    
df=pd.concat(df_list)
df.shape

class WaveTrendStrategy(bt.Strategy):
    
    def __init__(self) :
        n1 = 21
        n2 = 14
        obLevel1 = 60
        obLevel1 = 60
        obLevel2 = 53
        osLevel1 = -60
        osLevel2 = -53
        hlc3 = (self.data.high+self.data.low+self.data.close)/3
        ap = hlc3 
        esa = bt.ind.EMA(ap,period=n1)
        d = bt.ind.EMA(abs(ap - esa), period=n1)
        ci = (ap - esa) / (0.015 * d)
        tci = bt.ind.EMA(ci, period=n2)
        wt1 = tci
        wt2 = bt.ind.SMA(wt1,period=4)
        self.longCondition  = bt.ind.CrossUp(wt2,osLevel2)
        self.shortCondition = bt.ind.CrossDown(wt2,obLevel2)
        
        
    def next(self):
        if self.longCondition:
                self.buy()
        
        elif self.shortCondition:
            self.sell()

here i want to add commissions

cerebro=bt.Cerebro()
data=bt.feeds.PandasData(dataname=df)
cerebro.adddata(data)

cerebro.addstrategy(WaveTrendStrategy)
cerebro.broker.setcash(10000)

cerebro.addsizer(bt.sizers.PercentSizer, percents=100)
cerebro.addanalyzer(btanalyzers.SharpeRatio,_name="sharpe")
cerebro.addanalyzer(btanalyzers.Transactions,_name="trans")

back=cerebro.run()

cerebro.broker.getvalue()

but i get this output: 17014500.431190684 and i think it's a little bit too much... don't know what i have to change