sircreamalot sircreamalot
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20260422_223000_BTC_1_v8.1_dryrun_paperfill.jsonl

Strategy
v8.1
Question
Bitcoin Up or Down - April 22, 6:30PM-6:45PM ET
Run Note
v8.1 server
Mode
paper-fill
Inferred P&L
$64.05
Guaranteed P&L
$64.05
Winner
DOWN
BTC Move
-55.01
Total Cost
227.5325
Fills
201
Orders
2240
TimeEventDetails
22:25:00.031 window_start
22:30:03.341 btc_price_update $78566.05 (diff=1.36)
22:30:03.341 buy_state_change INIT → ACCUMULATE
22:30:03.343 tracker_snapshot
22:30:05.367 btc_price_update $78566.76 (diff=2.08)
22:30:07.385 btc_price_update $78565.32 (diff=0.63)
22:30:09.400 btc_price_update $78565.16 (diff=0.47)
22:30:09.401 tracker_snapshot
22:30:11.419 btc_price_update $78560.91 (diff=-3.78)
22:30:13.435 btc_price_update $78568.8 (diff=4.11)
22:30:15.453 btc_price_update $78578.02 (diff=13.34)
22:30:15.453 tracker_snapshot
22:30:17.470 btc_price_update $78584.24 (diff=19.55)
22:30:18.458 buy_state_change ACCUMULATE → DIRECTIONAL
22:30:19.487 btc_price_update $78586.11 (diff=21.42)
22:30:21.503 btc_price_update $78587.75 (diff=23.07)
22:30:21.503 tracker_snapshot
22:30:23.518 btc_price_update $78590.43 (diff=25.74)
22:30:25.534 btc_price_update $78589.95 (diff=25.26)
22:30:27.550 btc_price_update $78590.68 (diff=25.99)
22:30:27.551 tracker_snapshot
22:30:29.569 btc_price_update $78592.36 (diff=27.68)
22:30:31.583 btc_price_update $78599.39 (diff=34.71)
22:30:33.602 btc_price_update $78599.69 (diff=35.0)
22:30:33.602 tracker_snapshot
22:30:33.603 market_snapshot
22:30:33.603 position_snapshot up=0.0 dn=0.0 gpnl=0.0
22:30:33.603 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
22:30:35.619 btc_price_update $78598.79 (diff=34.1)
22:30:37.632 btc_price_update $78599.1 (diff=34.41)
22:30:39.645 btc_price_update $78605.56 (diff=40.87)
22:30:39.645 tracker_snapshot
22:30:41.663 btc_price_update $78605.11 (diff=40.42)
22:30:43.677 btc_price_update $78606.08 (diff=41.39)
22:30:45.690 btc_price_update $78607.0 (diff=42.32)
22:30:45.690 tracker_snapshot
22:30:47.702 btc_price_update $78609.25 (diff=44.57)
22:30:49.718 btc_price_update $78601.45 (diff=36.76)
22:30:51.735 btc_price_update $78600.97 (diff=36.28)
22:30:51.736 tracker_snapshot
22:30:53.753 btc_price_update $78600.78 (diff=36.1)
22:30:55.768 btc_price_update $78599.92 (diff=35.24)
22:30:57.780 btc_price_update $78605.61 (diff=40.93)
22:30:57.780 tracker_snapshot
22:30:59.797 btc_price_update $78609.41 (diff=44.72)
22:31:01.814 btc_price_update $78609.46 (diff=44.77)
22:31:03.835 btc_price_update $78611.02 (diff=46.33)
22:31:03.836 tracker_snapshot
22:31:03.836 market_snapshot
22:31:03.836 position_snapshot up=0.0 dn=0.0 gpnl=0.0
22:31:03.836 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
22:31:05.850 btc_price_update $78611.01 (diff=46.33)
22:31:07.863 btc_price_update $78620.61 (diff=55.92)
22:31:09.878 btc_price_update $78622.88 (diff=58.2)
22:31:09.879 tracker_snapshot
22:31:11.895 btc_price_update $78608.04 (diff=43.35)
22:31:13.912 btc_price_update $78608.07 (diff=43.38)
22:31:15.928 btc_price_update $78608.32 (diff=43.63)
22:31:15.928 tracker_snapshot
22:31:17.943 btc_price_update $78606.23 (diff=41.54)
22:31:19.958 btc_price_update $78605.85 (diff=41.16)
22:31:21.974 btc_price_update $78605.71 (diff=41.02)
22:31:21.975 tracker_snapshot
22:31:23.992 btc_price_update $78605.75 (diff=41.06)
22:31:26.007 btc_price_update $78606.83 (diff=42.15)
22:31:28.022 btc_price_update $78622.9 (diff=58.22)
22:31:28.023 tracker_snapshot
22:31:30.037 btc_price_update $78621.81 (diff=57.12)
22:31:32.050 btc_price_update $78617.37 (diff=52.68)
22:31:34.065 btc_price_update $78606.63 (diff=41.94)
22:31:34.065 tracker_snapshot
22:31:34.065 market_snapshot
22:31:34.065 position_snapshot up=0.0 dn=0.0 gpnl=0.0
22:31:34.065 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
22:31:36.081 btc_price_update $78605.45 (diff=40.77)
22:31:38.097 btc_price_update $78604.1 (diff=39.41)
22:31:40.113 btc_price_update $78603.64 (diff=38.95)
22:31:40.113 tracker_snapshot
22:31:42.132 btc_price_update $78600.3 (diff=35.62)
22:31:44.146 btc_price_update $78599.49 (diff=34.81)
22:31:46.160 btc_price_update $78599.93 (diff=35.25)
22:31:46.160 tracker_snapshot
22:31:48.178 btc_price_update $78598.17 (diff=33.48)
22:31:50.195 btc_price_update $78597.96 (diff=33.27)
22:31:52.211 btc_price_update $78597.9 (diff=33.21)
22:31:52.211 tracker_snapshot
22:31:54.227 btc_price_update $78598.21 (diff=33.53)
22:31:56.245 btc_price_update $78597.97 (diff=33.28)
22:31:58.261 btc_price_update $78597.64 (diff=32.96)
22:31:58.262 tracker_snapshot
22:32:00.276 btc_price_update $78597.62 (diff=32.94)
22:32:02.319 btc_price_update $78601.05 (diff=36.36)
22:32:04.336 btc_price_update $78601.91 (diff=37.22)
22:32:04.336 tracker_snapshot
22:32:04.336 market_snapshot
22:32:04.336 position_snapshot up=0.0 dn=0.0 gpnl=0.0
22:32:04.336 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
22:32:06.351 btc_price_update $78593.36 (diff=28.67)
22:32:08.365 btc_price_update $78576.43 (diff=11.74)
22:32:10.378 btc_price_update $78576.6 (diff=11.91)
22:32:10.378 tracker_snapshot
22:32:12.393 btc_price_update $78577.73 (diff=13.04)
22:32:14.411 btc_price_update $78571.76 (diff=7.07)
22:32:16.427 btc_price_update $78571.15 (diff=6.46)
22:32:16.427 tracker_snapshot
22:32:18.443 btc_price_update $78571.19 (diff=6.5)
22:32:20.054 buy_state_change DIRECTIONAL → ACCUMULATE
22:32:20.459 btc_price_update $78570.9 (diff=6.21)
22:32:22.474 btc_price_update $78565.43 (diff=0.74)
22:32:22.474 tracker_snapshot
22:32:24.491 btc_price_update $78565.14 (diff=0.46)
22:32:26.508 btc_price_update $78565.2 (diff=0.52)
22:32:28.521 btc_price_update $78564.79 (diff=0.1)
22:32:28.521 tracker_snapshot
22:32:30.535 btc_price_update $78565.03 (diff=0.35)
22:32:32.552 btc_price_update $78564.08 (diff=-0.6)
22:32:34.566 btc_price_update $78554.68 (diff=-10.01)
22:32:34.566 tracker_snapshot
22:32:34.566 market_snapshot
22:32:34.566 position_snapshot up=0.0 dn=0.0 gpnl=0.0
22:32:34.566 strategy_snapshot state=ACCUMULATE gpnl=0.0 cost=0.0
22:32:36.582 btc_price_update $78559.82 (diff=-4.87)
22:32:38.595 btc_price_update $78559.54 (diff=-5.15)
22:32:40.609 btc_price_update $78559.72 (diff=-4.97)
22:32:40.610 tracker_snapshot
22:32:42.626 btc_price_update $78563.14 (diff=-1.54)
22:32:44.639 btc_price_update $78564.77 (diff=0.08)
22:32:46.654 btc_price_update $78568.64 (diff=3.96)
22:32:46.654 tracker_snapshot
22:32:48.669 btc_price_update $78567.63 (diff=2.94)
22:32:50.683 btc_price_update $78568.79 (diff=4.1)
22:32:52.698 btc_price_update $78568.79 (diff=4.1)
22:32:52.698 tracker_snapshot
22:32:54.711 btc_price_update $78567.71 (diff=3.03)
22:32:56.726 btc_price_update $78567.71 (diff=3.03)
22:32:58.738 btc_price_update $78567.86 (diff=3.17)
22:32:58.738 tracker_snapshot
22:33:00.755 btc_price_update $78568.98 (diff=4.3)
22:33:02.775 btc_price_update $78568.67 (diff=3.99)
22:33:04.789 btc_price_update $78568.51 (diff=3.82)
22:33:04.790 tracker_snapshot
22:33:04.790 market_snapshot
22:33:04.790 position_snapshot up=0.0 dn=0.0 gpnl=0.0
22:33:04.790 strategy_snapshot state=ACCUMULATE gpnl=0.0 cost=0.0
22:33:06.806 btc_price_update $78567.51 (diff=2.82)
22:33:08.118 cross_gate_opened
22:33:08.820 btc_price_update $78559.38 (diff=-5.31)
22:33:09.385 fill UP 5@0.48
22:33:09.385 paper_fill UP 5@0.48
22:33:10.837 btc_price_update $78550.78 (diff=-13.9)
22:33:10.837 tracker_snapshot
22:33:11.303 fill UP 5@0.47
22:33:11.303 paper_fill UP 5@0.47
22:33:12.241 fill UP 5@0.47
22:33:12.241 paper_fill UP 5@0.47
22:33:12.853 btc_price_update $78549.43 (diff=-15.26)
22:33:13.244 fill UP 5@0.47
22:33:13.244 paper_fill UP 5@0.47
22:33:14.868 btc_price_update $78549.38 (diff=-15.31)
22:33:16.302 fill UP 5@0.47
22:33:16.302 paper_fill UP 5@0.47
22:33:16.883 btc_price_update $78549.37 (diff=-15.31)
22:33:16.883 tracker_snapshot
22:33:18.899 btc_price_update $78549.4 (diff=-15.29)
22:33:20.912 btc_price_update $78549.37 (diff=-15.32)
22:33:22.300 fill DOWN 5@0.48
22:33:22.300 paper_fill DOWN 5@0.48
22:33:22.926 btc_price_update $78556.52 (diff=-8.17)
22:33:22.926 tracker_snapshot
22:33:24.153 fill DOWN 5@0.46
22:33:24.153 paper_fill DOWN 5@0.46
22:33:24.941 btc_price_update $78561.03 (diff=-3.65)
22:33:25.506 fill DOWN 5@0.44
22:33:25.506 paper_fill DOWN 5@0.44
22:33:26.954 btc_price_update $78564.03 (diff=-0.65)
22:33:28.971 btc_price_update $78565.77 (diff=1.08)
22:33:28.971 tracker_snapshot
22:33:30.252 fill DOWN 5@0.45
22:33:30.252 paper_fill DOWN 5@0.45
22:33:30.900 fill DOWN 5@0.45
22:33:30.900 paper_fill DOWN 5@0.45
22:33:30.987 btc_price_update $78566.05 (diff=1.36)
22:33:33.002 btc_price_update $78565.69 (diff=1.0)
22:33:35.017 btc_price_update $78565.68 (diff=0.99)
22:33:35.017 tracker_snapshot
22:33:35.017 market_snapshot
22:33:35.018 position_snapshot up=25.0 dn=25.0 gpnl=1.8
22:33:35.018 strategy_snapshot state=ACCUMULATE gpnl=1.8 cost=23.2
22:33:37.033 btc_price_update $78566.18 (diff=1.49)
22:33:39.050 btc_price_update $78566.42 (diff=1.73)
22:33:41.065 btc_price_update $78565.79 (diff=1.1)
22:33:41.065 tracker_snapshot
22:33:43.081 btc_price_update $78563.64 (diff=-1.05)
22:33:44.175 fill UP 5@0.48
22:33:44.176 paper_fill UP 5@0.48
22:33:45.099 btc_price_update $78563.45 (diff=-1.24)
22:33:45.978 fill UP 5@0.48
22:33:45.978 paper_fill UP 5@0.48
22:33:47.116 btc_price_update $78556.37 (diff=-8.32)
22:33:47.117 tracker_snapshot
22:33:47.369 fill DOWN 5@0.47
22:33:47.370 paper_fill DOWN 5@0.47
22:33:48.705 fill DOWN 5@0.46
22:33:48.705 paper_fill DOWN 5@0.46
22:33:49.131 btc_price_update $78561.97 (diff=-2.71)
22:33:51.142 btc_price_update $78568.96 (diff=4.27)
22:33:52.626 fill DOWN 5@0.44
22:33:52.626 paper_fill DOWN 5@0.44
22:33:53.157 btc_price_update $78569.52 (diff=4.84)
22:33:53.158 tracker_snapshot
22:33:55.176 btc_price_update $78569.21 (diff=4.52)
22:33:57.193 btc_price_update $78568.64 (diff=3.95)
22:33:59.208 btc_price_update $78566.2 (diff=1.51)
22:33:59.209 tracker_snapshot
22:34:01.240 btc_price_update $78566.62 (diff=1.93)
22:34:03.259 btc_price_update $78566.52 (diff=1.83)
22:34:05.276 btc_price_update $78566.63 (diff=1.94)
22:34:05.276 tracker_snapshot
22:34:05.276 market_snapshot
22:34:05.276 position_snapshot up=35.0 dn=40.0 gpnl=0.15
22:34:05.276 strategy_snapshot state=ACCUMULATE gpnl=0.15 cost=34.85
22:34:07.292 btc_price_update $78566.62 (diff=1.93)
22:34:09.311 btc_price_update $78566.95 (diff=2.26)
22:34:09.778 fill DOWN 5@0.47
22:34:09.779 paper_fill DOWN 5@0.47
22:34:11.331 btc_price_update $78567.42 (diff=2.74)
22:34:11.332 tracker_snapshot
22:34:13.349 btc_price_update $78569.29 (diff=4.61)
22:34:15.361 btc_price_update $78569.77 (diff=5.09)
22:34:17.375 btc_price_update $78569.51 (diff=4.82)
22:34:17.375 tracker_snapshot
22:34:19.388 btc_price_update $78569.81 (diff=5.13)
22:34:19.738 fill DOWN 5@0.45
22:34:19.738 paper_fill DOWN 5@0.45
22:34:21.401 btc_price_update $78569.8 (diff=5.12)
22:34:23.416 btc_price_update $78569.85 (diff=5.17)
22:34:23.417 tracker_snapshot
22:34:25.432 btc_price_update $78570.32 (diff=5.63)
22:34:27.451 btc_price_update $78569.7 (diff=5.02)
22:34:28.761 fill DOWN 5@0.46
22:34:28.761 paper_fill DOWN 5@0.46
22:34:29.463 btc_price_update $78566.26 (diff=1.57)
22:34:29.463 tracker_snapshot
22:34:31.478 btc_price_update $78565.93 (diff=1.24)
22:34:33.494 btc_price_update $78556.04 (diff=-8.65)
22:34:35.510 btc_price_update $78556.32 (diff=-8.37)
22:34:35.511 tracker_snapshot
22:34:35.511 market_snapshot
22:34:35.511 position_snapshot up=35.0 dn=45.0 gpnl=-2.15
22:34:35.511 strategy_snapshot state=ACCUMULATE gpnl=-2.15 cost=37.15
22:34:37.526 btc_price_update $78569.0 (diff=4.31)
22:34:38.575 fill DOWN 5@0.45
22:34:38.576 paper_fill DOWN 5@0.45
22:34:39.541 btc_price_update $78569.01 (diff=4.33)
22:34:41.559 btc_price_update $78568.92 (diff=4.23)
22:34:41.559 tracker_snapshot
22:34:43.575 btc_price_update $78568.95 (diff=4.27)
22:34:45.268 fill DOWN 5@0.45
22:34:45.268 paper_fill DOWN 5@0.45
22:34:45.473 fill DOWN 5@0.46
22:34:45.473 paper_fill DOWN 5@0.46
22:34:45.590 btc_price_update $78568.98 (diff=4.3)
22:34:45.625 fill DOWN 5@0.5
22:34:45.625 paper_fill DOWN 5@0.5
22:34:45.743 fill DOWN 5@0.51
22:34:45.743 paper_fill DOWN 5@0.51
22:34:47.605 btc_price_update $78522.35 (diff=-42.34)
22:34:47.606 tracker_snapshot
22:34:47.856 fill UP 5@0.41
22:34:47.856 paper_fill UP 5@0.41
22:34:47.897 fill DOWN 5@0.59
22:34:47.897 paper_fill DOWN 5@0.59
22:34:48.389 fill UP 5@0.4
22:34:48.389 paper_fill UP 5@0.4
22:34:48.627 fill UP 5@0.38
22:34:48.627 paper_fill UP 5@0.38
22:34:49.252 fill UP 5@0.4
22:34:49.252 paper_fill UP 5@0.4
22:34:49.301 fill UP 5@0.36
22:34:49.301 paper_fill UP 5@0.36
22:34:49.618 btc_price_update $78518.69 (diff=-45.99)
22:34:49.759 fill UP 5@0.38
22:34:49.759 paper_fill UP 5@0.38
22:34:50.429 buy_state_change ACCUMULATE → DIRECTIONAL
22:34:50.869 fill UP 5@0.36
22:34:50.870 paper_fill UP 5@0.36
22:34:51.173 fill UP 5@0.36
22:34:51.173 paper_fill UP 5@0.36
22:34:51.632 btc_price_update $78508.24 (diff=-56.44)
22:34:52.028 fill UP 5@0.35
22:34:52.029 paper_fill UP 5@0.35
22:34:52.722 fill UP 5@0.35
22:34:52.722 paper_fill UP 5@0.35
22:34:53.053 fill UP 5@0.33
22:34:53.054 paper_fill UP 5@0.33
22:34:53.351 fill UP 5@0.33
22:34:53.351 paper_fill UP 5@0.33
22:34:53.473 fill UP 5@0.33
22:34:53.473 paper_fill UP 5@0.33
22:34:53.647 btc_price_update $78507.93 (diff=-56.76)
22:34:53.648 tracker_snapshot
22:34:53.665 fill UP 5@0.33
22:34:53.665 paper_fill UP 5@0.33
22:34:54.061 fill UP 5@0.33
22:34:54.061 paper_fill UP 5@0.33
22:34:55.042 fill UP 5@0.33
22:34:55.042 paper_fill UP 5@0.33
22:34:55.515 fill UP 5@0.33
22:34:55.515 paper_fill UP 5@0.33
22:34:55.607 fill UP 5@0.33
22:34:55.608 paper_fill UP 5@0.33
22:34:55.663 btc_price_update $78509.51 (diff=-55.17)
22:34:55.836 fill UP 5@0.36
22:34:55.836 paper_fill UP 5@0.36
22:34:56.127 fill UP 5@0.36
22:34:56.127 paper_fill UP 5@0.36
22:34:56.492 fill UP 5@0.36
22:34:56.492 paper_fill UP 5@0.36
22:34:57.029 fill UP 5@0.37
22:34:57.030 paper_fill UP 5@0.37
22:34:57.498 fill UP 5@0.38
22:34:57.498 paper_fill UP 5@0.38
22:34:57.686 btc_price_update $78513.22 (diff=-51.46)
22:34:57.889 fill UP 5@0.38
22:34:57.889 paper_fill UP 5@0.38
22:34:59.182 fill UP 5@0.37
22:34:59.183 paper_fill UP 5@0.37
22:34:59.699 btc_price_update $78521.79 (diff=-42.9)
22:34:59.700 tracker_snapshot
22:35:00.847 fill UP 5@0.36
22:35:00.848 paper_fill UP 5@0.36
22:35:01.439 fill UP 5@0.33
22:35:01.441 paper_fill UP 5@0.33
22:35:01.734 btc_price_update $78519.81 (diff=-44.88)
22:35:01.853 fill UP 5@0.32
22:35:01.853 paper_fill UP 5@0.32
22:35:02.524 fill UP 5@0.31
22:35:02.524 paper_fill UP 5@0.31
22:35:03.086 fill UP 5@0.3
22:35:03.087 paper_fill UP 5@0.3
22:35:03.791 btc_price_update $78515.61 (diff=-49.08)
22:35:04.552 fill UP 5@0.34
22:35:04.552 paper_fill UP 5@0.34
22:35:05.030 fill UP 5@0.39
22:35:05.030 paper_fill UP 5@0.39
22:35:05.350 fill UP 5@0.39
22:35:05.350 paper_fill UP 5@0.39
22:35:05.782 fill UP 5@0.39
22:35:05.782 paper_fill UP 5@0.39
22:35:05.807 btc_price_update $78503.61 (diff=-61.08)
22:35:05.808 tracker_snapshot
22:35:05.808 market_snapshot
22:35:05.808 position_snapshot up=205.0 dn=45.0 gpnl=-51.45
22:35:05.808 strategy_snapshot state=DIRECTIONAL gpnl=-51.45 cost=96.45
22:35:06.111 fill UP 5@0.39
22:35:06.111 paper_fill UP 5@0.39
22:35:06.265 fill UP 5@0.38
22:35:06.265 paper_fill UP 5@0.38
22:35:06.594 fill UP 5@0.39
22:35:06.595 paper_fill UP 5@0.39
22:35:07.139 fill UP 5@0.4
22:35:07.139 paper_fill UP 5@0.4
22:35:07.570 fill UP 5@0.44
22:35:07.570 paper_fill UP 5@0.44
22:35:07.827 btc_price_update $78521.61 (diff=-43.07)
22:35:08.596 buy_state_change DIRECTIONAL → ACCUMULATE
22:35:09.842 btc_price_update $78530.17 (diff=-34.51)
22:35:09.975 fill UP 5@0.47
22:35:09.975 paper_fill UP 5@0.47
22:35:11.861 btc_price_update $78545.73 (diff=-18.95)
22:35:11.862 tracker_snapshot
22:35:12.055 fill UP 5@0.45
22:35:12.055 paper_fill UP 5@0.45
22:35:12.055 fill UP 5@0.46
22:35:12.055 paper_fill UP 5@0.46
22:35:13.313 fill UP 5@0.46
22:35:13.313 paper_fill UP 5@0.46
22:35:13.500 buy_state_change ACCUMULATE → OVERWEIGHT
22:35:13.882 btc_price_update $78547.58 (diff=-17.1)
22:35:14.222 fill UP 5@0.48
22:35:14.222 paper_fill UP 5@0.48
22:35:14.938 buy_state_change OVERWEIGHT → ACCUMULATE
22:35:15.900 btc_price_update $78552.64 (diff=-12.05)
22:35:16.887 fill UP 5@0.49
22:35:16.887 paper_fill UP 5@0.49
22:35:17.912 btc_price_update $78558.87 (diff=-5.81)
22:35:17.913 tracker_snapshot
22:35:19.930 btc_price_update $78557.62 (diff=-7.07)
22:35:21.947 btc_price_update $78557.59 (diff=-7.09)
22:35:23.962 btc_price_update $78557.17 (diff=-7.51)
22:35:23.963 tracker_snapshot
22:35:25.974 btc_price_update $78556.63 (diff=-8.05)
22:35:27.991 btc_price_update $78557.82 (diff=-6.87)
22:35:30.004 btc_price_update $78557.46 (diff=-7.22)
22:35:30.005 tracker_snapshot
22:35:32.019 btc_price_update $78557.23 (diff=-7.46)
22:35:33.802 fill UP 5@0.53
22:35:33.802 paper_fill UP 5@0.53
22:35:34.033 btc_price_update $78556.43 (diff=-8.25)
22:35:36.049 btc_price_update $78561.32 (diff=-3.36)
22:35:36.050 tracker_snapshot
22:35:36.050 market_snapshot
22:35:36.050 position_snapshot up=215.0 dn=45.0 gpnl=-54.85
22:35:36.050 strategy_snapshot state=ACCUMULATE gpnl=-54.85 cost=99.85
22:35:38.068 btc_price_update $78563.79 (diff=-0.89)
22:35:40.081 btc_price_update $78563.79 (diff=-0.9)
22:35:40.404 fill DOWN 5@0.47
22:35:40.404 paper_fill DOWN 5@0.47
22:35:41.191 fill DOWN 5@0.46
22:35:41.191 paper_fill DOWN 5@0.46
22:35:42.101 btc_price_update $78563.55 (diff=-1.14)
22:35:42.102 tracker_snapshot
22:35:44.118 btc_price_update $78566.72 (diff=2.03)
22:35:46.133 btc_price_update $78567.65 (diff=2.97)
22:35:47.107 fill UP 5@0.53
22:35:47.107 paper_fill UP 5@0.53
22:35:48.148 btc_price_update $78567.67 (diff=2.99)
22:35:48.149 tracker_snapshot
22:35:48.267 fill DOWN 5@0.48
22:35:48.267 paper_fill DOWN 5@0.48
22:35:49.458 fill DOWN 5@0.48
22:35:49.460 paper_fill DOWN 5@0.48
22:35:50.166 btc_price_update $78565.7 (diff=1.01)
22:35:52.183 btc_price_update $78564.09 (diff=-0.59)
22:35:54.202 btc_price_update $78564.66 (diff=-0.03)
22:35:54.203 tracker_snapshot
22:35:56.217 btc_price_update $78564.61 (diff=-0.08)
22:35:56.386 fill UP 5@0.51
22:35:56.386 paper_fill UP 5@0.51
22:35:58.230 btc_price_update $78562.83 (diff=-1.86)
22:36:00.243 btc_price_update $78562.92 (diff=-1.77)
22:36:00.244 tracker_snapshot
22:36:02.342 btc_price_update $78563.03 (diff=-1.66)
22:36:04.361 btc_price_update $78564.09 (diff=-0.59)
22:36:06.376 btc_price_update $78568.87 (diff=4.19)
22:36:06.377 tracker_snapshot
22:36:06.377 market_snapshot
22:36:06.377 position_snapshot up=205.0 dn=65.0 gpnl=-39.1
22:36:06.377 strategy_snapshot state=ACCUMULATE gpnl=-39.1 cost=104.1
22:36:06.883 fill UP 5@0.52
22:36:06.883 paper_fill UP 5@0.52
22:36:08.394 btc_price_update $78568.69 (diff=4.0)
22:36:10.408 btc_price_update $78562.85 (diff=-1.84)
22:36:12.424 btc_price_update $78563.08 (diff=-1.61)
22:36:12.425 tracker_snapshot
22:36:14.440 btc_price_update $78562.33 (diff=-2.36)
22:36:15.899 fill UP 5@0.5
22:36:15.899 paper_fill UP 5@0.5
22:36:16.453 btc_price_update $78562.34 (diff=-2.35)
22:36:18.469 btc_price_update $78559.93 (diff=-4.75)
22:36:18.470 tracker_snapshot
22:36:20.485 btc_price_update $78558.69 (diff=-6.0)
22:36:22.501 btc_price_update $78558.66 (diff=-6.03)
22:36:24.518 btc_price_update $78559.15 (diff=-5.54)
22:36:24.519 tracker_snapshot
22:36:26.536 btc_price_update $78557.56 (diff=-7.13)
22:36:28.343 fill UP 5@0.49
22:36:28.343 paper_fill UP 5@0.49
22:36:28.551 btc_price_update $78557.88 (diff=-6.81)
22:36:30.564 btc_price_update $78557.88 (diff=-6.81)
22:36:30.565 tracker_snapshot
22:36:32.583 btc_price_update $78557.89 (diff=-6.8)
22:36:33.704 fill UP 5@0.43
22:36:33.704 paper_fill UP 5@0.43
22:36:33.729 fill UP 5@0.42
22:36:33.729 paper_fill UP 5@0.42
22:36:34.596 btc_price_update $78557.88 (diff=-6.8)
22:36:35.539 fill UP 5@0.4
22:36:35.539 paper_fill UP 5@0.4
22:36:36.614 btc_price_update $78541.37 (diff=-23.32)
22:36:36.615 tracker_snapshot
22:36:36.615 market_snapshot
22:36:36.615 position_snapshot up=195.0 dn=65.0 gpnl=-33.6
22:36:36.615 strategy_snapshot state=ACCUMULATE gpnl=-33.6 cost=98.6
22:36:37.992 fill UP 5@0.42
22:36:37.992 paper_fill UP 5@0.42
22:36:38.628 btc_price_update $78542.77 (diff=-21.92)
22:36:38.738 fill UP 5@0.45
22:36:38.739 paper_fill UP 5@0.45
22:36:38.850 fill UP 5@0.44
22:36:38.851 paper_fill UP 5@0.44
22:36:38.987 fill UP 5@0.46
22:36:38.987 paper_fill UP 5@0.46
22:36:39.553 fill UP 5@0.46
22:36:39.553 paper_fill UP 5@0.46
22:36:40.647 btc_price_update $78549.12 (diff=-15.57)
22:36:42.662 btc_price_update $78550.47 (diff=-14.21)
22:36:42.663 tracker_snapshot
22:36:44.025 fill UP 5@0.46
22:36:44.025 paper_fill UP 5@0.46
22:36:44.680 btc_price_update $78550.35 (diff=-14.33)
22:36:46.695 btc_price_update $78550.43 (diff=-14.26)
22:36:48.711 btc_price_update $78550.36 (diff=-14.32)
22:36:48.712 tracker_snapshot
22:36:50.727 btc_price_update $78550.37 (diff=-14.32)
22:36:52.744 btc_price_update $78550.37 (diff=-14.32)
22:36:54.278 fill UP 5@0.46
22:36:54.278 paper_fill UP 5@0.46
22:36:54.759 btc_price_update $78550.52 (diff=-14.16)
22:36:54.760 tracker_snapshot
22:36:56.775 btc_price_update $78549.94 (diff=-14.75)
22:36:58.793 btc_price_update $78549.91 (diff=-14.77)
22:37:00.510 fill UP 5@0.46
22:37:00.510 paper_fill UP 5@0.46
22:37:00.809 btc_price_update $78550.91 (diff=-13.77)
22:37:00.810 tracker_snapshot
22:37:00.826 fill UP 5@0.46
22:37:00.826 paper_fill UP 5@0.46
22:37:01.132 fill UP 5@0.46
22:37:01.132 paper_fill UP 5@0.46
22:37:01.178 fill UP 5@0.45
22:37:01.178 paper_fill UP 5@0.45
22:37:01.395 fill UP 5@0.44
22:37:01.396 paper_fill UP 5@0.44
22:37:01.396 fill UP 5@0.45
22:37:01.396 paper_fill UP 5@0.45
22:37:02.283 fill UP 5@0.4
22:37:02.283 paper_fill UP 5@0.4
22:37:02.844 btc_price_update $78553.88 (diff=-10.81)
22:37:03.493 fill UP 5@0.36
22:37:03.493 paper_fill UP 5@0.36
22:37:04.857 btc_price_update $78545.89 (diff=-18.79)
22:37:06.803 fill UP 5@0.36
22:37:06.804 paper_fill UP 5@0.36
22:37:06.871 btc_price_update $78534.38 (diff=-30.31)
22:37:06.872 tracker_snapshot
22:37:06.872 market_snapshot
22:37:06.872 position_snapshot up=245.0 dn=65.0 gpnl=-55.25
22:37:06.872 strategy_snapshot state=ACCUMULATE gpnl=-55.25 cost=120.25
22:37:08.890 btc_price_update $78534.19 (diff=-30.49)
22:37:09.996 fill UP 5@0.36
22:37:09.996 paper_fill UP 5@0.36
22:37:10.907 btc_price_update $78533.63 (diff=-31.06)
22:37:12.086 buy_state_change ACCUMULATE → DIRECTIONAL
22:37:12.086 fill UP 5@0.36
22:37:12.087 paper_fill UP 5@0.36
22:37:12.918 btc_price_update $78533.11 (diff=-31.57)
22:37:12.918 tracker_snapshot
22:37:14.934 btc_price_update $78530.45 (diff=-34.23)
22:37:15.656 fill UP 5@0.35
22:37:15.656 paper_fill UP 5@0.35
22:37:16.952 btc_price_update $78529.57 (diff=-35.12)
22:37:18.887 fill UP 5@0.34
22:37:18.887 paper_fill UP 5@0.34
22:37:18.969 btc_price_update $78529.37 (diff=-35.32)
22:37:18.970 tracker_snapshot
22:37:20.987 btc_price_update $78530.35 (diff=-34.34)
22:37:21.154 fill UP 5@0.34
22:37:21.154 paper_fill UP 5@0.34
22:37:22.216 fill UP 5@0.34
22:37:22.216 paper_fill UP 5@0.34
22:37:23.004 btc_price_update $78530.34 (diff=-34.35)
22:37:23.500 fill UP 5@0.31
22:37:23.500 paper_fill UP 5@0.31
22:37:24.228 fill UP 5@0.3
22:37:24.228 paper_fill UP 5@0.3
22:37:25.019 btc_price_update $78529.13 (diff=-35.56)
22:37:25.019 tracker_snapshot
22:37:25.383 fill UP 5@0.32
22:37:25.383 paper_fill UP 5@0.32
22:37:26.361 fill UP 5@0.32
22:37:26.361 paper_fill UP 5@0.32
22:37:27.035 btc_price_update $78521.73 (diff=-42.95)
22:37:27.090 fill UP 5@0.32
22:37:27.091 paper_fill UP 5@0.32
22:37:29.052 btc_price_update $78524.25 (diff=-40.44)
22:37:29.309 fill UP 5@0.32
22:37:29.309 paper_fill UP 5@0.32
22:37:31.066 btc_price_update $78524.18 (diff=-40.5)
22:37:31.066 tracker_snapshot
22:37:31.544 fill UP 5@0.32
22:37:31.544 paper_fill UP 5@0.32
22:37:33.079 btc_price_update $78524.54 (diff=-40.14)
22:37:33.302 fill UP 5@0.26
22:37:33.302 paper_fill UP 5@0.26
22:37:35.099 btc_price_update $78521.75 (diff=-42.94)
22:37:36.023 fill UP 5@0.26
22:37:36.023 paper_fill UP 5@0.26
22:37:37.115 btc_price_update $78516.65 (diff=-48.03)
22:37:37.116 tracker_snapshot
22:37:37.116 market_snapshot
22:37:37.116 position_snapshot up=320.0 dn=65.0 gpnl=-79.35
22:37:37.116 strategy_snapshot state=DIRECTIONAL gpnl=-79.35 cost=144.35
22:37:39.133 btc_price_update $78515.59 (diff=-49.09)
22:37:39.344 fill UP 5@0.26
22:37:39.344 paper_fill UP 5@0.26
22:37:40.991 fill UP 5@0.29
22:37:40.992 paper_fill UP 5@0.29
22:37:41.102 buy_state_change DIRECTIONAL → OVERWEIGHT
22:37:41.149 btc_price_update $78516.32 (diff=-48.37)
22:37:43.168 btc_price_update $78518.75 (diff=-45.94)
22:37:43.168 tracker_snapshot
22:37:45.185 btc_price_update $78518.02 (diff=-46.67)
22:37:47.202 btc_price_update $78517.81 (diff=-46.88)
22:37:49.218 btc_price_update $78516.8 (diff=-47.88)
22:37:49.218 tracker_snapshot
22:37:51.235 btc_price_update $78517.17 (diff=-47.51)
22:37:53.249 btc_price_update $78528.66 (diff=-36.02)
22:37:55.265 btc_price_update $78530.42 (diff=-34.27)
22:37:55.265 tracker_snapshot
22:37:57.282 btc_price_update $78531.93 (diff=-32.76)
22:37:59.299 btc_price_update $78531.98 (diff=-32.7)
22:38:01.333 btc_price_update $78531.99 (diff=-32.7)
22:38:01.334 tracker_snapshot
22:38:03.379 btc_price_update $78532.27 (diff=-32.41)
22:38:05.397 btc_price_update $78531.76 (diff=-32.92)
22:38:07.416 btc_price_update $78531.19 (diff=-33.5)
22:38:07.416 tracker_snapshot
22:38:07.417 market_snapshot
22:38:07.417 position_snapshot up=330.0 dn=65.0 gpnl=-82.1
22:38:07.417 strategy_snapshot state=OVERWEIGHT gpnl=-82.1 cost=147.1
22:38:09.431 btc_price_update $78531.55 (diff=-33.13)
22:38:11.445 btc_price_update $78531.47 (diff=-33.22)
22:38:13.461 btc_price_update $78523.08 (diff=-41.6)
22:38:13.462 tracker_snapshot
22:38:15.479 btc_price_update $78519.17 (diff=-45.52)
22:38:17.492 btc_price_update $78519.64 (diff=-45.05)
22:38:19.506 btc_price_update $78519.13 (diff=-45.56)
22:38:19.507 tracker_snapshot
22:38:21.522 btc_price_update $78528.97 (diff=-35.72)
22:38:23.538 btc_price_update $78529.05 (diff=-35.63)
22:38:25.553 btc_price_update $78529.38 (diff=-35.3)
22:38:25.554 tracker_snapshot
22:38:27.567 btc_price_update $78526.74 (diff=-37.95)
22:38:29.585 btc_price_update $78525.57 (diff=-39.11)
22:38:31.602 btc_price_update $78519.64 (diff=-45.05)
22:38:31.602 tracker_snapshot
22:38:33.623 btc_price_update $78525.17 (diff=-39.52)
22:38:35.637 btc_price_update $78530.57 (diff=-34.11)
22:38:37.649 btc_price_update $78540.34 (diff=-24.35)
22:38:37.650 tracker_snapshot
22:38:37.650 market_snapshot
22:38:37.650 position_snapshot up=330.0 dn=65.0 gpnl=-82.1
22:38:37.651 strategy_snapshot state=OVERWEIGHT gpnl=-82.1 cost=147.1
22:38:39.667 btc_price_update $78537.11 (diff=-27.58)
22:38:41.688 btc_price_update $78545.25 (diff=-19.43)
22:38:43.704 btc_price_update $78545.23 (diff=-19.45)
22:38:43.705 tracker_snapshot
22:38:45.722 btc_price_update $78538.06 (diff=-26.63)
22:38:47.736 btc_price_update $78538.39 (diff=-26.29)
22:38:48.038 fill UP 5@0.42
22:38:48.039 paper_fill UP 5@0.42
22:38:48.475 buy_state_change OVERWEIGHT → ACCUMULATE
22:38:49.418 fill UP 5@0.43
22:38:49.418 paper_fill UP 5@0.43
22:38:49.751 btc_price_update $78546.0 (diff=-18.69)
22:38:49.751 buy_state_change ACCUMULATE → OVERWEIGHT
22:38:49.752 tracker_snapshot
22:38:51.768 btc_price_update $78549.54 (diff=-15.14)
22:38:53.780 btc_price_update $78552.48 (diff=-12.21)
22:38:54.682 fill UP 5@0.43
22:38:54.683 paper_fill UP 5@0.43
22:38:55.667 buy_state_change OVERWEIGHT → ACCUMULATE
22:38:55.795 btc_price_update $78552.55 (diff=-12.14)
22:38:55.796 tracker_snapshot
22:38:57.631 fill UP 5@0.44
22:38:57.632 paper_fill UP 5@0.44
22:38:57.811 btc_price_update $78551.76 (diff=-12.93)
22:38:57.811 buy_state_change ACCUMULATE → OVERWEIGHT
22:38:59.826 btc_price_update $78552.25 (diff=-12.44)
22:39:01.850 btc_price_update $78553.05 (diff=-11.64)
22:39:01.854 tracker_snapshot
22:39:03.872 btc_price_update $78553.05 (diff=-11.63)
22:39:05.891 btc_price_update $78551.68 (diff=-13.01)
22:39:07.908 btc_price_update $78551.68 (diff=-13.01)
22:39:07.909 tracker_snapshot
22:39:07.909 market_snapshot
22:39:07.909 position_snapshot up=330.0 dn=65.0 gpnl=-82.2
22:39:07.909 strategy_snapshot state=OVERWEIGHT gpnl=-82.2 cost=147.2
22:39:09.923 btc_price_update $78551.91 (diff=-12.78)
22:39:11.940 btc_price_update $78552.51 (diff=-12.17)
22:39:13.958 btc_price_update $78553.47 (diff=-11.22)
22:39:13.959 tracker_snapshot
22:39:15.975 btc_price_update $78553.6 (diff=-11.08)
22:39:17.994 btc_price_update $78554.78 (diff=-9.91)
22:39:20.009 btc_price_update $78554.84 (diff=-9.85)
22:39:20.010 tracker_snapshot
22:39:22.025 btc_price_update $78554.84 (diff=-9.84)
22:39:24.041 btc_price_update $78554.34 (diff=-10.35)
22:39:26.059 btc_price_update $78554.93 (diff=-9.76)
22:39:26.060 tracker_snapshot
22:39:27.366 fill UP 5@0.49
22:39:27.367 paper_fill UP 5@0.49
22:39:27.545 buy_state_change OVERWEIGHT → ACCUMULATE
22:39:28.072 btc_price_update $78554.95 (diff=-9.73)
22:39:30.087 btc_price_update $78561.49 (diff=-3.2)
22:39:30.257 fill DOWN 5@0.46
22:39:30.257 paper_fill DOWN 5@0.46
22:39:30.422 fill DOWN 5@0.46
22:39:30.422 paper_fill DOWN 5@0.46
22:39:31.014 fill DOWN 5@0.46
22:39:31.014 paper_fill DOWN 5@0.46
22:39:31.383 fill DOWN 5@0.46
22:39:31.383 paper_fill DOWN 5@0.46
22:39:31.679 fill DOWN 5@0.46
22:39:31.680 paper_fill DOWN 5@0.46
22:39:32.105 btc_price_update $78565.47 (diff=0.79)
22:39:32.106 tracker_snapshot
22:39:32.119 fill DOWN 5@0.46
22:39:32.119 paper_fill DOWN 5@0.46
22:39:32.316 fill DOWN 5@0.46
22:39:32.316 paper_fill DOWN 5@0.46
22:39:33.083 fill UP 5@0.54
22:39:33.084 paper_fill UP 5@0.54
22:39:33.095 fill DOWN 5@0.46
22:39:33.095 paper_fill DOWN 5@0.46
22:39:34.118 btc_price_update $78566.23 (diff=1.55)
22:39:36.132 btc_price_update $78567.84 (diff=3.16)
22:39:36.395 fill DOWN 5@0.46
22:39:36.395 paper_fill DOWN 5@0.46
22:39:38.147 btc_price_update $78567.98 (diff=3.3)
22:39:38.148 tracker_snapshot
22:39:38.148 market_snapshot
22:39:38.148 position_snapshot up=320.0 dn=110.0 gpnl=-52.75
22:39:38.148 strategy_snapshot state=ACCUMULATE gpnl=-52.75 cost=162.75
22:39:40.075 fill DOWN 5@0.46
22:39:40.075 paper_fill DOWN 5@0.46
22:39:40.164 btc_price_update $78568.71 (diff=4.02)
22:39:42.180 btc_price_update $78569.21 (diff=4.53)
22:39:44.195 btc_price_update $78569.12 (diff=4.44)
22:39:44.196 tracker_snapshot
22:39:46.216 btc_price_update $78569.46 (diff=4.77)
22:39:48.231 btc_price_update $78569.46 (diff=4.78)
22:39:49.657 fill DOWN 5@0.46
22:39:49.658 paper_fill DOWN 5@0.46
22:39:49.679 fill UP 5@0.54
22:39:49.679 paper_fill UP 5@0.54
22:39:50.247 btc_price_update $78569.46 (diff=4.78)
22:39:50.248 tracker_snapshot
22:39:52.262 btc_price_update $78569.34 (diff=4.65)
22:39:52.395 fill DOWN 5@0.46
22:39:52.395 paper_fill DOWN 5@0.46
22:39:54.280 btc_price_update $78569.45 (diff=4.76)
22:39:56.301 btc_price_update $78568.96 (diff=4.27)
22:39:56.302 tracker_snapshot
22:39:58.316 btc_price_update $78569.64 (diff=4.95)
22:39:59.066 fill UP 5@0.5
22:39:59.066 paper_fill UP 5@0.5
22:39:59.458 fill UP 5@0.48
22:39:59.459 paper_fill UP 5@0.48
22:39:59.490 fill UP 5@0.47
22:39:59.490 paper_fill UP 5@0.47
22:40:00.299 fill UP 5@0.48
22:40:00.300 paper_fill UP 5@0.48
22:40:00.369 btc_price_update $78569.47 (diff=4.78)
22:40:02.499 btc_price_update $78561.18 (diff=-3.51)
22:40:02.501 tracker_snapshot
22:40:03.345 fill UP 5@0.51
22:40:03.345 paper_fill UP 5@0.51
22:40:04.528 btc_price_update $78561.23 (diff=-3.45)
22:40:06.545 btc_price_update $78561.26 (diff=-3.42)
22:40:07.054 fill UP 5@0.51
22:40:07.054 paper_fill UP 5@0.51
22:40:08.211 fill UP 5@0.49
22:40:08.211 paper_fill UP 5@0.49
22:40:08.560 btc_price_update $78561.35 (diff=-3.34)
22:40:08.561 tracker_snapshot
22:40:08.561 market_snapshot
22:40:08.561 position_snapshot up=300.0 dn=125.0 gpnl=-34.35
22:40:08.561 strategy_snapshot state=ACCUMULATE gpnl=-34.35 cost=159.35
22:40:10.575 btc_price_update $78561.1 (diff=-3.59)
22:40:12.592 btc_price_update $78561.07 (diff=-3.62)
22:40:14.606 btc_price_update $78561.19 (diff=-3.5)
22:40:14.607 tracker_snapshot
22:40:16.628 btc_price_update $78560.98 (diff=-3.71)
22:40:17.569 fill UP 5@0.46
22:40:17.570 paper_fill UP 5@0.46
22:40:17.732 fill UP 5@0.46
22:40:17.732 paper_fill UP 5@0.46
22:40:18.482 fill UP 5@0.44
22:40:18.483 paper_fill UP 5@0.44
22:40:18.483 fill UP 5@0.45
22:40:18.483 paper_fill UP 5@0.45
22:40:18.643 btc_price_update $78561.01 (diff=-3.68)
22:40:18.958 fill UP 5@0.44
22:40:18.959 paper_fill UP 5@0.44
22:40:19.913 fill UP 5@0.44
22:40:19.913 paper_fill UP 5@0.44
22:40:20.188 fill UP 5@0.44
22:40:20.188 paper_fill UP 5@0.44
22:40:20.404 fill UP 5@0.46
22:40:20.404 paper_fill UP 5@0.46
22:40:20.625 fill UP 5@0.48
22:40:20.625 paper_fill UP 5@0.48
22:40:20.661 btc_price_update $78559.07 (diff=-5.62)
22:40:20.662 tracker_snapshot
22:40:22.675 btc_price_update $78557.08 (diff=-7.61)
22:40:23.992 fill UP 5@0.48
22:40:23.992 paper_fill UP 5@0.48
22:40:24.658 fill UP 5@0.48
22:40:24.658 paper_fill UP 5@0.48
22:40:24.691 btc_price_update $78559.67 (diff=-5.02)
22:40:26.706 btc_price_update $78558.78 (diff=-5.9)
22:40:26.706 tracker_snapshot
22:40:27.575 fill UP 5@0.48
22:40:27.575 paper_fill UP 5@0.48
22:40:28.724 btc_price_update $78559.0 (diff=-5.69)
22:40:30.739 btc_price_update $78559.0 (diff=-5.69)
22:40:30.882 fill UP 5@0.48
22:40:30.882 paper_fill UP 5@0.48
22:40:32.759 btc_price_update $78559.0 (diff=-5.69)
22:40:32.760 tracker_snapshot
22:40:34.487 fill UP 5@0.48
22:40:34.487 paper_fill UP 5@0.48
22:40:34.776 btc_price_update $78559.02 (diff=-5.67)
22:40:36.791 btc_price_update $78559.36 (diff=-5.33)
22:40:38.805 btc_price_update $78562.13 (diff=-2.56)
22:40:38.806 tracker_snapshot
22:40:38.806 market_snapshot
22:40:38.806 position_snapshot up=360.0 dn=125.0 gpnl=-62.3
22:40:38.806 strategy_snapshot state=ACCUMULATE gpnl=-62.3 cost=187.3
22:40:40.832 btc_price_update $78562.49 (diff=-2.2)
22:40:42.844 btc_price_update $78563.2 (diff=-1.49)
22:40:44.859 btc_price_update $78567.51 (diff=2.83)
22:40:44.859 tracker_snapshot
22:40:45.460 fill DOWN 5@0.46
22:40:45.460 paper_fill DOWN 5@0.46
22:40:46.880 btc_price_update $78570.86 (diff=6.17)
22:40:48.897 btc_price_update $78567.94 (diff=3.26)
22:40:49.350 fill DOWN 5@0.45
22:40:49.350 paper_fill DOWN 5@0.45
22:40:50.318 fill DOWN 5@0.45
22:40:50.319 paper_fill DOWN 5@0.45
22:40:50.910 btc_price_update $78568.4 (diff=3.71)
22:40:50.911 tracker_snapshot
22:40:50.978 fill DOWN 5@0.43
22:40:50.979 paper_fill DOWN 5@0.43
22:40:52.927 btc_price_update $78571.12 (diff=6.44)
22:40:53.006 fill DOWN 5@0.43
22:40:53.007 paper_fill DOWN 5@0.43
22:40:54.249 fill DOWN 5@0.43
22:40:54.249 paper_fill DOWN 5@0.43
22:40:54.942 btc_price_update $78571.91 (diff=7.22)
22:40:54.942 buy_state_change ACCUMULATE → OVERWEIGHT
22:40:56.955 btc_price_update $78571.92 (diff=7.23)
22:40:56.956 tracker_snapshot
22:40:58.970 btc_price_update $78571.92 (diff=7.23)
22:41:00.985 btc_price_update $78572.34 (diff=7.65)
22:41:01.001 fill UP 5@0.57
22:41:01.001 paper_fill UP 5@0.57
22:41:01.324 buy_state_change OVERWEIGHT → ACCUMULATE
22:41:01.529 fill DOWN 5@0.43
22:41:01.530 paper_fill DOWN 5@0.43
22:41:03.001 btc_price_update $78573.0 (diff=8.32)
22:41:03.002 tracker_snapshot
22:41:04.448 fill DOWN 5@0.43
22:41:04.448 paper_fill DOWN 5@0.43
22:41:05.019 btc_price_update $78572.83 (diff=8.15)
22:41:05.019 buy_state_change ACCUMULATE → OVERWEIGHT
22:41:07.036 btc_price_update $78572.8 (diff=8.12)
22:41:09.056 btc_price_update $78571.87 (diff=7.18)
22:41:09.056 tracker_snapshot
22:41:09.057 market_snapshot
22:41:09.057 position_snapshot up=355.0 dn=165.0 gpnl=-37.0
22:41:09.057 strategy_snapshot state=OVERWEIGHT gpnl=-37.0 cost=202.0
22:41:11.069 btc_price_update $78571.87 (diff=7.18)
22:41:13.082 btc_price_update $78571.92 (diff=7.23)
22:41:15.101 btc_price_update $78571.16 (diff=6.48)
22:41:15.102 tracker_snapshot
22:41:17.117 btc_price_update $78570.98 (diff=6.29)
22:41:19.130 btc_price_update $78569.89 (diff=5.21)
22:41:21.145 btc_price_update $78570.09 (diff=5.4)
22:41:21.145 tracker_snapshot
22:41:23.163 btc_price_update $78570.09 (diff=5.4)
22:41:23.978 fill UP 5@0.51
22:41:23.978 paper_fill UP 5@0.51
22:41:24.196 buy_state_change OVERWEIGHT → ACCUMULATE
22:41:24.310 fill UP 5@0.48
22:41:24.310 paper_fill UP 5@0.48
22:41:24.410 buy_state_change ACCUMULATE → OVERWEIGHT
22:41:24.427 fill UP 5@0.47
22:41:24.427 paper_fill UP 5@0.47
22:41:24.612 buy_state_change OVERWEIGHT → ACCUMULATE
22:41:24.633 fill UP 5@0.47
22:41:24.634 paper_fill UP 5@0.47
22:41:25.175 btc_price_update $78570.08 (diff=5.4)
22:41:25.175 buy_state_change ACCUMULATE → OVERWEIGHT
22:41:27.189 btc_price_update $78562.31 (diff=-2.37)
22:41:27.190 tracker_snapshot
22:41:28.218 fill UP 5@0.45
22:41:28.218 paper_fill UP 5@0.45
22:41:29.205 btc_price_update $78558.14 (diff=-6.54)
22:41:29.205 buy_state_change OVERWEIGHT → ACCUMULATE
22:41:29.231 fill UP 5@0.44
22:41:29.232 paper_fill UP 5@0.44
22:41:29.232 fill UP 5@0.45
22:41:29.232 paper_fill UP 5@0.45
22:41:29.534 fill UP 5@0.42
22:41:29.534 paper_fill UP 5@0.42
22:41:29.896 buy_state_change ACCUMULATE → OVERWEIGHT
22:41:31.222 btc_price_update $78558.14 (diff=-6.54)
22:41:33.237 btc_price_update $78555.79 (diff=-8.9)
22:41:33.237 tracker_snapshot
22:41:35.256 btc_price_update $78555.74 (diff=-8.95)
22:41:37.273 btc_price_update $78556.7 (diff=-7.98)
22:41:39.287 btc_price_update $78556.78 (diff=-7.9)
22:41:39.288 tracker_snapshot
22:41:39.288 market_snapshot
22:41:39.288 position_snapshot up=355.0 dn=165.0 gpnl=-36.75
22:41:39.288 strategy_snapshot state=OVERWEIGHT gpnl=-36.75 cost=201.75
22:41:41.306 btc_price_update $78556.94 (diff=-7.75)
22:41:43.323 btc_price_update $78556.93 (diff=-7.75)
22:41:45.340 btc_price_update $78557.09 (diff=-7.6)
22:41:45.341 tracker_snapshot
22:41:47.358 btc_price_update $78557.09 (diff=-7.6)
22:41:49.381 btc_price_update $78557.22 (diff=-7.47)
22:41:51.395 btc_price_update $78556.92 (diff=-7.76)
22:41:51.396 tracker_snapshot
22:41:53.410 btc_price_update $78556.93 (diff=-7.76)
22:41:55.431 btc_price_update $78556.93 (diff=-7.76)
22:41:55.464 fill UP 5@0.45
22:41:55.464 paper_fill UP 5@0.45
22:41:56.461 buy_state_change OVERWEIGHT → ACCUMULATE
22:41:57.325 fill UP 5@0.46
22:41:57.325 paper_fill UP 5@0.46
22:41:57.445 btc_price_update $78559.9 (diff=-4.78)
22:41:57.445 buy_state_change ACCUMULATE → OVERWEIGHT
22:41:57.446 tracker_snapshot
22:41:59.459 btc_price_update $78559.94 (diff=-4.74)
22:42:01.479 btc_price_update $78562.41 (diff=-2.28)
22:42:03.519 fill UP 5@0.54
22:42:03.520 paper_fill UP 5@0.54
22:42:03.687 btc_price_update $78564.14 (diff=-0.55)
22:42:03.688 buy_state_change OVERWEIGHT → ACCUMULATE
22:42:03.692 tracker_snapshot
22:42:04.203 fill DOWN 5@0.46
22:42:04.203 paper_fill DOWN 5@0.46
22:42:04.204 fill UP 5@0.54
22:42:04.204 paper_fill UP 5@0.54
22:42:04.723 fill DOWN 5@0.46
22:42:04.723 paper_fill DOWN 5@0.46
22:42:05.303 buy_state_change ACCUMULATE → OVERWEIGHT
22:42:05.710 btc_price_update $78564.24 (diff=-0.45)
22:42:07.725 btc_price_update $78566.82 (diff=2.13)
22:42:09.742 btc_price_update $78566.65 (diff=1.97)
22:42:09.743 tracker_snapshot
22:42:09.743 market_snapshot
22:42:09.743 position_snapshot up=345.0 dn=175.0 gpnl=-26.0
22:42:09.743 strategy_snapshot state=OVERWEIGHT gpnl=-26.0 cost=201.0
22:42:11.764 btc_price_update $78567.22 (diff=2.54)
22:42:13.775 btc_price_update $78567.23 (diff=2.54)
22:42:15.789 btc_price_update $78565.99 (diff=1.31)
22:42:15.789 tracker_snapshot
22:42:17.805 btc_price_update $78569.43 (diff=4.74)
22:42:19.817 btc_price_update $78570.31 (diff=5.63)
22:42:21.830 btc_price_update $78570.31 (diff=5.63)
22:42:21.831 tracker_snapshot
22:42:23.848 btc_price_update $78580.78 (diff=16.1)
22:42:24.733 fill UP 5@0.74
22:42:24.733 paper_fill UP 5@0.74
22:42:24.980 buy_state_change OVERWEIGHT → ACCUMULATE
22:42:25.140 fill DOWN 5@0.26
22:42:25.141 paper_fill DOWN 5@0.26
22:42:25.498 fill DOWN 5@0.26
22:42:25.498 paper_fill DOWN 5@0.26
22:42:25.835 fill DOWN 5@0.25
22:42:25.836 paper_fill DOWN 5@0.25
22:42:25.863 btc_price_update $78587.01 (diff=22.32)
22:42:25.864 buy_state_change ACCUMULATE → OVERWEIGHT
22:42:27.880 btc_price_update $78588.25 (diff=23.56)
22:42:27.880 tracker_snapshot
22:42:29.894 fill UP 5@0.78
22:42:29.894 paper_fill UP 5@0.78
22:42:29.895 btc_price_update $78587.7 (diff=23.02)
22:42:29.895 buy_state_change OVERWEIGHT → ACCUMULATE
22:42:30.184 fill DOWN 5@0.2
22:42:30.185 paper_fill DOWN 5@0.2
22:42:30.412 fill UP 5@0.8
22:42:30.412 paper_fill UP 5@0.8
22:42:31.218 fill DOWN 5@0.2
22:42:31.218 paper_fill DOWN 5@0.2
22:42:31.913 btc_price_update $78586.9 (diff=22.22)
22:42:32.021 fill UP 5@0.8
22:42:32.022 paper_fill UP 5@0.8
22:42:32.037 fill DOWN 5@0.2
22:42:32.037 paper_fill DOWN 5@0.2
22:42:33.694 fill DOWN 5@0.2
22:42:33.694 paper_fill DOWN 5@0.2
22:42:33.927 btc_price_update $78588.26 (diff=23.58)
22:42:33.928 tracker_snapshot
22:42:35.825 fill DOWN 5@0.2
22:42:35.825 paper_fill DOWN 5@0.2
22:42:35.944 btc_price_update $78588.8 (diff=24.11)
22:42:35.944 buy_state_change ACCUMULATE → DIRECTIONAL
22:42:36.074 fill DOWN 5@0.2
22:42:36.074 paper_fill DOWN 5@0.2
22:42:36.838 fill DOWN 5@0.2
22:42:36.838 paper_fill DOWN 5@0.2
22:42:37.573 fill DOWN 5@0.2
22:42:37.575 paper_fill DOWN 5@0.2
22:42:37.956 btc_price_update $78588.91 (diff=24.22)
22:42:39.050 fill DOWN 5@0.2
22:42:39.050 paper_fill DOWN 5@0.2
22:42:39.755 fill DOWN 5@0.19
22:42:39.755 paper_fill DOWN 5@0.19
22:42:39.974 btc_price_update $78591.2 (diff=26.51)
22:42:39.975 tracker_snapshot
22:42:39.975 market_snapshot
22:42:39.975 position_snapshot up=325.0 dn=240.0 gpnl=40.8
22:42:39.975 strategy_snapshot state=DIRECTIONAL gpnl=40.8 cost=199.2
22:42:40.580 fill DOWN 5@0.19
22:42:40.580 paper_fill DOWN 5@0.19
22:42:41.414 buy_state_change DIRECTIONAL → OVERWEIGHT
22:42:41.992 btc_price_update $78591.48 (diff=26.79)
22:42:44.008 btc_price_update $78591.33 (diff=26.64)
22:42:46.019 btc_price_update $78591.75 (diff=27.07)
22:42:46.020 tracker_snapshot
22:42:48.036 btc_price_update $78591.75 (diff=27.07)
22:42:50.052 btc_price_update $78591.92 (diff=27.24)
22:42:52.065 btc_price_update $78591.58 (diff=26.9)
22:42:52.066 tracker_snapshot
22:42:54.084 btc_price_update $78591.59 (diff=26.9)
22:42:56.102 btc_price_update $78592.28 (diff=27.59)
22:42:57.594 fill UP 5@0.8
22:42:57.595 paper_fill UP 5@0.8
22:42:58.121 btc_price_update $78592.57 (diff=27.88)
22:42:58.122 buy_state_change OVERWEIGHT → ACCUMULATE
22:42:58.123 tracker_snapshot
22:43:00.136 btc_price_update $78591.79 (diff=27.1)
22:43:00.136 buy_state_change ACCUMULATE → DIRECTIONAL
22:43:00.390 fill DOWN 5@0.2
22:43:00.390 paper_fill DOWN 5@0.2
22:43:01.792 fill DOWN 5@0.2
22:43:01.792 paper_fill DOWN 5@0.2
22:43:02.206 btc_price_update $78591.84 (diff=27.15)
22:43:03.801 fill DOWN 5@0.28
22:43:03.801 paper_fill DOWN 5@0.28
22:43:04.117 fill DOWN 5@0.28
22:43:04.118 paper_fill DOWN 5@0.28
22:43:04.127 buy_state_change DIRECTIONAL → OVERWEIGHT
22:43:04.223 btc_price_update $78591.84 (diff=27.15)
22:43:04.223 tracker_snapshot
22:43:06.239 btc_price_update $78589.84 (diff=25.15)
22:43:08.255 btc_price_update $78581.53 (diff=16.84)
22:43:10.273 btc_price_update $78569.4 (diff=4.71)
22:43:10.273 tracker_snapshot
22:43:10.273 market_snapshot
22:43:10.273 position_snapshot up=320.0 dn=265.0 gpnl=64.05
22:43:10.273 strategy_snapshot state=OVERWEIGHT gpnl=64.05 cost=200.95
22:43:12.288 btc_price_update $78568.56 (diff=3.87)
22:43:14.305 btc_price_update $78568.71 (diff=4.02)
22:43:16.320 btc_price_update $78568.42 (diff=3.74)
22:43:16.320 tracker_snapshot
22:43:18.339 btc_price_update $78569.29 (diff=4.6)
22:43:20.352 btc_price_update $78569.33 (diff=4.65)
22:43:22.368 btc_price_update $78569.08 (diff=4.4)
22:43:22.369 tracker_snapshot
22:43:24.385 btc_price_update $78570.14 (diff=5.46)
22:43:26.400 btc_price_update $78570.0 (diff=5.31)
22:43:28.413 btc_price_update $78569.63 (diff=4.94)
22:43:28.413 tracker_snapshot
22:43:30.427 btc_price_update $78569.65 (diff=4.96)
22:43:32.443 btc_price_update $78569.99 (diff=5.3)
22:43:34.460 btc_price_update $78570.11 (diff=5.42)
22:43:34.460 tracker_snapshot
22:43:36.476 btc_price_update $78570.39 (diff=5.71)
22:43:38.491 btc_price_update $78570.34 (diff=5.66)
22:43:40.506 btc_price_update $78570.38 (diff=5.69)
22:43:40.507 tracker_snapshot
22:43:40.507 market_snapshot
22:43:40.507 position_snapshot up=320.0 dn=265.0 gpnl=64.05
22:43:40.507 strategy_snapshot state=OVERWEIGHT gpnl=64.05 cost=200.95
22:43:42.521 btc_price_update $78570.31 (diff=5.62)
22:43:44.537 btc_price_update $78568.1 (diff=3.41)
22:43:46.552 btc_price_update $78568.04 (diff=3.36)
22:43:46.553 tracker_snapshot
22:43:48.569 btc_price_update $78568.03 (diff=3.34)
22:43:50.584 btc_price_update $78567.99 (diff=3.31)
22:43:52.598 btc_price_update $78566.97 (diff=2.28)
22:43:52.599 tracker_snapshot
22:43:54.615 btc_price_update $78566.67 (diff=1.98)
22:43:56.632 btc_price_update $78566.55 (diff=1.87)
22:43:58.647 btc_price_update $78566.62 (diff=1.93)
22:43:58.648 tracker_snapshot
22:44:00.669 btc_price_update $78566.9 (diff=2.22)
22:44:02.703 btc_price_update $78566.81 (diff=2.13)
22:44:04.720 btc_price_update $78566.81 (diff=2.12)
22:44:04.721 tracker_snapshot
22:44:06.741 btc_price_update $78567.15 (diff=2.46)
22:44:08.758 btc_price_update $78567.26 (diff=2.58)
22:44:10.772 btc_price_update $78567.26 (diff=2.58)
22:44:10.773 tracker_snapshot
22:44:10.773 market_snapshot
22:44:10.773 position_snapshot up=320.0 dn=265.0 gpnl=64.05
22:44:10.773 strategy_snapshot state=OVERWEIGHT gpnl=64.05 cost=200.95
22:44:12.790 btc_price_update $78565.03 (diff=0.34)
22:44:14.807 btc_price_update $78564.49 (diff=-0.2)
22:44:16.823 btc_price_update $78564.54 (diff=-0.15)
22:44:16.824 tracker_snapshot
22:44:18.839 btc_price_update $78563.11 (diff=-1.57)
22:44:20.852 btc_price_update $78553.93 (diff=-10.75)
22:44:22.868 btc_price_update $78553.29 (diff=-11.39)
22:44:22.869 tracker_snapshot
22:44:24.883 btc_price_update $78553.05 (diff=-11.64)
22:44:26.898 btc_price_update $78548.72 (diff=-15.97)
22:44:28.914 btc_price_update $78543.85 (diff=-20.84)
22:44:28.915 tracker_snapshot
22:44:30.929 btc_price_update $78539.37 (diff=-25.31)
22:44:32.946 btc_price_update $78539.22 (diff=-25.47)
22:44:34.961 btc_price_update $78538.77 (diff=-25.92)
22:44:34.961 tracker_snapshot
22:44:36.976 btc_price_update $78538.77 (diff=-25.92)
22:44:38.989 btc_price_update $78538.43 (diff=-26.26)
22:44:41.007 btc_price_update $78538.81 (diff=-25.87)
22:44:41.007 tracker_snapshot
22:44:41.007 market_snapshot
22:44:41.007 position_snapshot up=320.0 dn=265.0 gpnl=64.05
22:44:41.008 strategy_snapshot state=OVERWEIGHT gpnl=64.05 cost=200.95
22:44:43.024 btc_price_update $78538.26 (diff=-26.43)
22:44:45.041 btc_price_update $78538.35 (diff=-26.34)
22:44:47.056 btc_price_update $78538.35 (diff=-26.34)
22:44:47.057 tracker_snapshot
22:44:49.071 btc_price_update $78538.5 (diff=-26.19)
22:44:51.086 btc_price_update $78538.29 (diff=-26.4)
22:44:53.103 btc_price_update $78530.99 (diff=-33.7)
22:44:53.104 tracker_snapshot
22:44:55.118 btc_price_update $78526.6 (diff=-38.09)
22:44:57.133 btc_price_update $78526.07 (diff=-38.61)
22:44:59.150 btc_price_update $78525.64 (diff=-39.05)
22:44:59.150 tracker_snapshot
22:45:04.261 market_snapshot
22:45:04.261 position_snapshot up=320.0 dn=265.0 gpnl=64.05
22:45:04.261 strategy_snapshot state=OVERWEIGHT gpnl=64.05 cost=200.95
22:45:04.262 window_end