← All logs

20260423_091500_BTC_1_v8.1_dryrun_paperfill.jsonl

Strategy
v8.1
Question
Bitcoin Up or Down - April 23, 5:15AM-5:30AM ET
Run Note
v8.1 server
Mode
paper-fill
Inferred P&L
$139.35
Guaranteed P&L
$64.35
Winner
UP
BTC Move
52.41
Total Cost
224.9518
Fills
163
Orders
6658
TimeEventDetails
09:10:00.002 window_start
09:15:08.709 btc_price_update $77592.6 (diff=-2.52)
09:15:08.710 buy_state_change INIT → ACCUMULATE
09:15:08.710 tracker_snapshot
09:15:10.725 btc_price_update $77594.34 (diff=-0.79)
09:15:12.743 btc_price_update $77594.48 (diff=-0.65)
09:15:14.763 btc_price_update $77594.78 (diff=-0.35)
09:15:14.764 tracker_snapshot
09:15:16.781 btc_price_update $77595.93 (diff=0.8)
09:15:18.795 btc_price_update $77596.39 (diff=1.26)
09:15:20.815 btc_price_update $77596.26 (diff=1.13)
09:15:20.815 tracker_snapshot
09:15:22.834 btc_price_update $77596.44 (diff=1.32)
09:15:24.850 btc_price_update $77594.57 (diff=-0.55)
09:15:26.870 btc_price_update $77585.2 (diff=-9.93)
09:15:26.871 tracker_snapshot
09:15:28.887 btc_price_update $77587.71 (diff=-7.42)
09:15:30.902 btc_price_update $77591.5 (diff=-3.62)
09:15:32.917 btc_price_update $77593.87 (diff=-1.25)
09:15:32.917 tracker_snapshot
09:15:34.935 btc_price_update $77600.62 (diff=5.49)
09:15:36.953 btc_price_update $77600.92 (diff=5.8)
09:15:38.968 btc_price_update $77600.28 (diff=5.16)
09:15:38.968 tracker_snapshot
09:15:38.968 market_snapshot
09:15:38.968 position_snapshot up=0.0 dn=0.0 gpnl=0.0
09:15:38.968 strategy_snapshot state=ACCUMULATE gpnl=0.0 cost=0.0
09:15:40.985 btc_price_update $77600.07 (diff=4.94)
09:15:42.999 btc_price_update $77600.33 (diff=5.2)
09:15:45.015 btc_price_update $77600.78 (diff=5.65)
09:15:45.016 tracker_snapshot
09:15:47.033 btc_price_update $77603.67 (diff=8.55)
09:15:49.048 btc_price_update $77604.22 (diff=9.09)
09:15:51.063 btc_price_update $77605.71 (diff=10.58)
09:15:51.063 tracker_snapshot
09:15:53.081 btc_price_update $77606.07 (diff=10.94)
09:15:55.095 btc_price_update $77606.34 (diff=11.21)
09:15:57.112 btc_price_update $77608.24 (diff=13.11)
09:15:57.112 tracker_snapshot
09:15:59.128 btc_price_update $77608.38 (diff=13.26)
09:16:01.193 btc_price_update $77622.12 (diff=26.99)
09:16:03.220 btc_price_update $77617.77 (diff=22.64)
09:16:03.220 buy_state_change ACCUMULATE → DIRECTIONAL
09:16:03.221 tracker_snapshot
09:16:05.236 btc_price_update $77626.02 (diff=30.9)
09:16:07.248 btc_price_update $77622.95 (diff=27.83)
09:16:09.265 btc_price_update $77625.6 (diff=30.48)
09:16:09.265 tracker_snapshot
09:16:09.265 market_snapshot
09:16:09.265 position_snapshot up=0.0 dn=0.0 gpnl=0.0
09:16:09.265 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
09:16:11.280 btc_price_update $77625.45 (diff=30.33)
09:16:13.296 btc_price_update $77625.83 (diff=30.7)
09:16:15.313 btc_price_update $77628.29 (diff=33.16)
09:16:15.314 tracker_snapshot
09:16:17.331 btc_price_update $77628.87 (diff=33.75)
09:16:19.352 btc_price_update $77628.42 (diff=33.3)
09:16:21.364 btc_price_update $77628.98 (diff=33.85)
09:16:21.364 tracker_snapshot
09:16:23.380 btc_price_update $77629.53 (diff=34.41)
09:16:25.392 btc_price_update $77628.81 (diff=33.69)
09:16:27.408 btc_price_update $77627.66 (diff=32.54)
09:16:27.408 tracker_snapshot
09:16:29.421 btc_price_update $77624.49 (diff=29.37)
09:16:31.437 btc_price_update $77622.23 (diff=27.11)
09:16:33.456 btc_price_update $77613.33 (diff=18.2)
09:16:33.457 tracker_snapshot
09:16:35.473 btc_price_update $77612.42 (diff=17.29)
09:16:37.323 buy_state_change DIRECTIONAL → ACCUMULATE
09:16:37.488 btc_price_update $77600.53 (diff=5.4)
09:16:39.507 btc_price_update $77595.42 (diff=0.3)
09:16:39.507 tracker_snapshot
09:16:39.507 market_snapshot
09:16:39.507 position_snapshot up=0.0 dn=0.0 gpnl=0.0
09:16:39.507 strategy_snapshot state=ACCUMULATE gpnl=0.0 cost=0.0
09:16:41.525 btc_price_update $77590.19 (diff=-4.94)
09:16:43.541 btc_price_update $77590.63 (diff=-4.5)
09:16:45.554 btc_price_update $77592.77 (diff=-2.35)
09:16:45.555 tracker_snapshot
09:16:47.572 btc_price_update $77594.43 (diff=-0.69)
09:16:49.586 btc_price_update $77594.14 (diff=-0.99)
09:16:51.602 btc_price_update $77595.32 (diff=0.19)
09:16:51.602 tracker_snapshot
09:16:53.617 btc_price_update $77594.36 (diff=-0.76)
09:16:55.631 btc_price_update $77594.75 (diff=-0.38)
09:16:57.650 btc_price_update $77597.58 (diff=2.45)
09:16:57.650 tracker_snapshot
09:16:59.670 btc_price_update $77595.97 (diff=0.84)
09:17:01.729 btc_price_update $77594.68 (diff=-0.45)
09:17:03.837 btc_price_update $77594.66 (diff=-0.47)
09:17:03.837 tracker_snapshot
09:17:05.852 btc_price_update $77598.99 (diff=3.86)
09:17:07.868 btc_price_update $77595.37 (diff=0.24)
09:17:09.883 btc_price_update $77596.24 (diff=1.11)
09:17:09.884 tracker_snapshot
09:17:09.884 market_snapshot
09:17:09.884 position_snapshot up=0.0 dn=0.0 gpnl=0.0
09:17:09.884 strategy_snapshot state=ACCUMULATE gpnl=0.0 cost=0.0
09:17:11.904 btc_price_update $77596.96 (diff=1.83)
09:17:13.921 btc_price_update $77596.96 (diff=1.83)
09:17:15.941 btc_price_update $77596.07 (diff=0.95)
09:17:15.941 tracker_snapshot
09:17:17.961 btc_price_update $77596.98 (diff=1.85)
09:17:19.976 btc_price_update $77596.29 (diff=1.17)
09:17:21.991 btc_price_update $77596.4 (diff=1.27)
09:17:21.991 tracker_snapshot
09:17:24.007 btc_price_update $77595.76 (diff=0.63)
09:17:26.022 btc_price_update $77594.38 (diff=-0.75)
09:17:28.036 btc_price_update $77595.54 (diff=0.41)
09:17:28.036 tracker_snapshot
09:17:30.050 btc_price_update $77597.66 (diff=2.53)
09:17:32.065 btc_price_update $77602.99 (diff=7.87)
09:17:34.078 btc_price_update $77603.0 (diff=7.87)
09:17:34.079 tracker_snapshot
09:17:36.093 btc_price_update $77602.83 (diff=7.7)
09:17:38.106 btc_price_update $77602.98 (diff=7.85)
09:17:40.121 btc_price_update $77602.72 (diff=7.59)
09:17:40.121 tracker_snapshot
09:17:40.121 market_snapshot
09:17:40.121 position_snapshot up=0.0 dn=0.0 gpnl=0.0
09:17:40.121 strategy_snapshot state=ACCUMULATE gpnl=0.0 cost=0.0
09:17:42.139 btc_price_update $77602.98 (diff=7.85)
09:17:44.157 btc_price_update $77600.52 (diff=5.39)
09:17:46.173 btc_price_update $77594.65 (diff=-0.48)
09:17:46.174 tracker_snapshot
09:17:48.187 btc_price_update $77594.69 (diff=-0.44)
09:17:50.199 btc_price_update $77594.81 (diff=-0.32)
09:17:52.214 btc_price_update $77594.57 (diff=-0.56)
09:17:52.214 tracker_snapshot
09:17:54.230 btc_price_update $77594.42 (diff=-0.7)
09:17:56.248 btc_price_update $77594.48 (diff=-0.65)
09:17:58.265 btc_price_update $77594.67 (diff=-0.45)
09:17:58.266 tracker_snapshot
09:18:00.284 btc_price_update $77594.98 (diff=-0.15)
09:18:02.312 btc_price_update $77602.12 (diff=6.99)
09:18:04.331 btc_price_update $77593.09 (diff=-2.04)
09:18:04.332 tracker_snapshot
09:18:06.348 btc_price_update $77590.03 (diff=-5.1)
09:18:08.365 btc_price_update $77588.91 (diff=-6.22)
09:18:10.381 btc_price_update $77588.36 (diff=-6.77)
09:18:10.381 tracker_snapshot
09:18:10.382 market_snapshot
09:18:10.382 position_snapshot up=0.0 dn=0.0 gpnl=0.0
09:18:10.382 strategy_snapshot state=ACCUMULATE gpnl=0.0 cost=0.0
09:18:12.398 btc_price_update $77590.08 (diff=-5.05)
09:18:14.411 btc_price_update $77590.31 (diff=-4.81)
09:18:16.424 btc_price_update $77592.6 (diff=-2.52)
09:18:16.424 tracker_snapshot
09:18:18.439 btc_price_update $77592.72 (diff=-2.4)
09:18:20.453 btc_price_update $77592.74 (diff=-2.39)
09:18:22.467 btc_price_update $77614.41 (diff=19.28)
09:18:22.469 tracker_snapshot
09:18:24.484 btc_price_update $77621.11 (diff=25.98)
09:18:24.722 buy_state_change ACCUMULATE → DIRECTIONAL
09:18:26.499 btc_price_update $77633.3 (diff=38.17)
09:18:28.512 btc_price_update $77664.57 (diff=69.45)
09:18:28.512 tracker_snapshot
09:18:30.527 btc_price_update $77660.65 (diff=65.53)
09:18:32.543 btc_price_update $77665.66 (diff=70.53)
09:18:34.557 btc_price_update $77674.88 (diff=79.76)
09:18:34.557 tracker_snapshot
09:18:36.574 btc_price_update $77684.34 (diff=89.21)
09:18:38.586 btc_price_update $77686.83 (diff=91.7)
09:18:40.602 btc_price_update $77666.22 (diff=71.09)
09:18:40.602 tracker_snapshot
09:18:40.602 market_snapshot
09:18:40.602 position_snapshot up=0.0 dn=0.0 gpnl=0.0
09:18:40.603 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
09:18:42.616 btc_price_update $77669.53 (diff=74.4)
09:18:44.631 btc_price_update $77670.28 (diff=75.15)
09:18:46.644 btc_price_update $77676.09 (diff=80.96)
09:18:46.644 tracker_snapshot
09:18:48.658 btc_price_update $77683.75 (diff=88.62)
09:18:50.670 btc_price_update $77685.12 (diff=90.0)
09:18:52.682 btc_price_update $77693.75 (diff=98.62)
09:18:52.683 tracker_snapshot
09:18:54.698 btc_price_update $77693.7 (diff=98.57)
09:18:56.717 btc_price_update $77684.95 (diff=89.83)
09:18:58.731 btc_price_update $77681.54 (diff=86.42)
09:18:58.731 tracker_snapshot
09:19:00.743 btc_price_update $77681.38 (diff=86.25)
09:19:02.810 btc_price_update $77668.5 (diff=73.37)
09:19:04.834 btc_price_update $77664.93 (diff=69.8)
09:19:04.834 tracker_snapshot
09:19:06.848 btc_price_update $77676.68 (diff=81.55)
09:19:08.862 btc_price_update $77683.77 (diff=88.65)
09:19:10.880 btc_price_update $77681.19 (diff=86.06)
09:19:10.880 tracker_snapshot
09:19:10.880 market_snapshot
09:19:10.880 position_snapshot up=0.0 dn=0.0 gpnl=0.0
09:19:10.880 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
09:19:12.893 btc_price_update $77675.58 (diff=80.45)
09:19:14.910 btc_price_update $77677.02 (diff=81.89)
09:19:16.927 btc_price_update $77677.32 (diff=82.19)
09:19:16.928 tracker_snapshot
09:19:18.945 btc_price_update $77671.35 (diff=76.22)
09:19:20.956 btc_price_update $77675.84 (diff=80.71)
09:19:22.972 btc_price_update $77678.08 (diff=82.96)
09:19:22.973 tracker_snapshot
09:19:24.989 btc_price_update $77698.45 (diff=103.32)
09:19:27.005 btc_price_update $77703.36 (diff=108.24)
09:19:29.021 btc_price_update $77704.29 (diff=109.16)
09:19:29.021 tracker_snapshot
09:19:31.036 btc_price_update $77707.79 (diff=112.67)
09:19:33.047 btc_price_update $77707.64 (diff=112.52)
09:19:35.064 btc_price_update $77704.63 (diff=109.5)
09:19:35.064 tracker_snapshot
09:19:37.080 btc_price_update $77702.37 (diff=107.24)
09:19:39.096 btc_price_update $77702.4 (diff=107.27)
09:19:41.112 btc_price_update $77701.96 (diff=106.83)
09:19:41.112 tracker_snapshot
09:19:41.112 market_snapshot
09:19:41.112 position_snapshot up=0.0 dn=0.0 gpnl=0.0
09:19:41.113 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
09:19:43.131 btc_price_update $77698.83 (diff=103.7)
09:19:45.144 btc_price_update $77698.93 (diff=103.8)
09:19:47.161 btc_price_update $77696.01 (diff=100.88)
09:19:47.161 tracker_snapshot
09:19:49.174 btc_price_update $77696.86 (diff=101.74)
09:19:51.188 btc_price_update $77691.67 (diff=96.54)
09:19:53.206 btc_price_update $77691.52 (diff=96.4)
09:19:53.206 tracker_snapshot
09:19:55.220 btc_price_update $77691.4 (diff=96.27)
09:19:57.236 btc_price_update $77688.28 (diff=93.15)
09:19:59.249 btc_price_update $77685.54 (diff=90.41)
09:19:59.250 tracker_snapshot
09:20:01.306 btc_price_update $77685.07 (diff=89.94)
09:20:03.347 btc_price_update $77682.31 (diff=87.18)
09:20:05.364 btc_price_update $77676.58 (diff=81.45)
09:20:05.365 tracker_snapshot
09:20:07.382 btc_price_update $77678.01 (diff=82.88)
09:20:09.397 btc_price_update $77677.97 (diff=82.84)
09:20:11.411 btc_price_update $77678.01 (diff=82.89)
09:20:11.412 tracker_snapshot
09:20:11.412 market_snapshot
09:20:11.412 position_snapshot up=0.0 dn=0.0 gpnl=0.0
09:20:11.412 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
09:20:13.426 btc_price_update $77674.77 (diff=79.64)
09:20:15.440 btc_price_update $77675.74 (diff=80.61)
09:20:17.456 btc_price_update $77675.29 (diff=80.16)
09:20:17.456 tracker_snapshot
09:20:19.473 btc_price_update $77674.8 (diff=79.67)
09:20:21.490 btc_price_update $77675.4 (diff=80.27)
09:20:23.508 btc_price_update $77675.62 (diff=80.49)
09:20:23.508 tracker_snapshot
09:20:25.523 btc_price_update $77675.21 (diff=80.08)
09:20:27.539 btc_price_update $77675.33 (diff=80.2)
09:20:29.556 btc_price_update $77676.85 (diff=81.73)
09:20:29.556 tracker_snapshot
09:20:31.570 btc_price_update $77677.02 (diff=81.9)
09:20:33.581 btc_price_update $77677.44 (diff=82.31)
09:20:35.596 btc_price_update $77676.71 (diff=81.58)
09:20:35.596 tracker_snapshot
09:20:37.612 btc_price_update $77673.67 (diff=78.54)
09:20:39.626 btc_price_update $77673.09 (diff=77.96)
09:20:41.640 btc_price_update $77672.99 (diff=77.86)
09:20:41.641 tracker_snapshot
09:20:41.641 market_snapshot
09:20:41.641 position_snapshot up=0.0 dn=0.0 gpnl=0.0
09:20:41.641 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
09:20:43.657 btc_price_update $77653.83 (diff=58.7)
09:20:45.670 btc_price_update $77647.74 (diff=52.61)
09:20:47.683 btc_price_update $77644.79 (diff=49.66)
09:20:47.684 tracker_snapshot
09:20:49.700 btc_price_update $77645.59 (diff=50.46)
09:20:51.712 btc_price_update $77645.24 (diff=50.11)
09:20:53.727 btc_price_update $77646.67 (diff=51.54)
09:20:53.727 tracker_snapshot
09:20:55.744 btc_price_update $77647.02 (diff=51.9)
09:20:57.761 btc_price_update $77646.32 (diff=51.19)
09:20:59.778 btc_price_update $77646.63 (diff=51.51)
09:20:59.778 tracker_snapshot
09:21:01.827 btc_price_update $77647.6 (diff=52.47)
09:21:03.848 btc_price_update $77648.1 (diff=52.97)
09:21:05.864 btc_price_update $77653.68 (diff=58.55)
09:21:05.864 tracker_snapshot
09:21:07.879 btc_price_update $77656.76 (diff=61.63)
09:21:09.893 btc_price_update $77656.78 (diff=61.65)
09:21:11.909 btc_price_update $77655.3 (diff=60.17)
09:21:11.910 tracker_snapshot
09:21:11.910 market_snapshot
09:21:11.910 position_snapshot up=0.0 dn=0.0 gpnl=0.0
09:21:11.910 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
09:21:13.925 btc_price_update $77655.25 (diff=60.13)
09:21:15.941 btc_price_update $77655.91 (diff=60.79)
09:21:17.954 btc_price_update $77657.71 (diff=62.58)
09:21:17.955 tracker_snapshot
09:21:19.973 btc_price_update $77657.19 (diff=62.06)
09:21:21.987 btc_price_update $77659.2 (diff=64.07)
09:21:24.002 btc_price_update $77664.24 (diff=69.11)
09:21:24.002 tracker_snapshot
09:21:26.018 btc_price_update $77665.56 (diff=70.43)
09:21:28.035 btc_price_update $77663.49 (diff=68.36)
09:21:30.047 btc_price_update $77665.36 (diff=70.23)
09:21:30.048 tracker_snapshot
09:21:32.060 btc_price_update $77665.76 (diff=70.64)
09:21:34.075 btc_price_update $77665.98 (diff=70.85)
09:21:36.093 btc_price_update $77665.97 (diff=70.85)
09:21:36.093 tracker_snapshot
09:21:38.108 btc_price_update $77666.81 (diff=71.68)
09:21:40.121 btc_price_update $77669.09 (diff=73.97)
09:21:42.141 btc_price_update $77668.25 (diff=73.12)
09:21:42.141 tracker_snapshot
09:21:42.142 market_snapshot
09:21:42.142 position_snapshot up=0.0 dn=0.0 gpnl=0.0
09:21:42.142 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
09:21:44.155 btc_price_update $77668.55 (diff=73.42)
09:21:46.167 btc_price_update $77669.77 (diff=74.64)
09:21:48.180 btc_price_update $77671.89 (diff=76.76)
09:21:48.181 tracker_snapshot
09:21:50.201 btc_price_update $77671.45 (diff=76.33)
09:21:52.215 btc_price_update $77672.7 (diff=77.57)
09:21:54.228 btc_price_update $77672.8 (diff=77.67)
09:21:54.229 tracker_snapshot
09:21:56.244 btc_price_update $77672.87 (diff=77.74)
09:21:58.261 btc_price_update $77674.68 (diff=79.55)
09:22:00.285 btc_price_update $77675.5 (diff=80.38)
09:22:00.285 tracker_snapshot
09:22:02.324 btc_price_update $77675.5 (diff=80.38)
09:22:04.339 btc_price_update $77676.34 (diff=81.22)
09:22:06.352 btc_price_update $77676.04 (diff=80.92)
09:22:06.353 tracker_snapshot
09:22:08.366 btc_price_update $77676.69 (diff=81.57)
09:22:10.379 btc_price_update $77679.14 (diff=84.01)
09:22:12.394 btc_price_update $77680.82 (diff=85.69)
09:22:12.395 tracker_snapshot
09:22:12.395 market_snapshot
09:22:12.395 position_snapshot up=0.0 dn=0.0 gpnl=0.0
09:22:12.395 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
09:22:14.410 btc_price_update $77683.54 (diff=88.41)
09:22:16.426 btc_price_update $77684.38 (diff=89.26)
09:22:18.443 btc_price_update $77682.98 (diff=87.85)
09:22:18.443 tracker_snapshot
09:22:20.458 btc_price_update $77681.62 (diff=86.49)
09:22:22.476 btc_price_update $77681.38 (diff=86.25)
09:22:24.493 btc_price_update $77681.91 (diff=86.78)
09:22:24.493 tracker_snapshot
09:22:26.511 btc_price_update $77681.75 (diff=86.62)
09:22:28.529 btc_price_update $77681.88 (diff=86.75)
09:22:30.545 btc_price_update $77682.89 (diff=87.76)
09:22:30.545 tracker_snapshot
09:22:32.559 btc_price_update $77682.52 (diff=87.39)
09:22:34.575 btc_price_update $77682.48 (diff=87.35)
09:22:36.593 btc_price_update $77681.52 (diff=86.39)
09:22:36.594 tracker_snapshot
09:22:38.610 btc_price_update $77682.5 (diff=87.37)
09:22:40.628 btc_price_update $77686.93 (diff=91.81)
09:22:42.648 btc_price_update $77681.54 (diff=86.41)
09:22:42.648 tracker_snapshot
09:22:42.648 market_snapshot
09:22:42.649 position_snapshot up=0.0 dn=0.0 gpnl=0.0
09:22:42.649 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
09:22:44.667 btc_price_update $77681.35 (diff=86.22)
09:22:46.682 btc_price_update $77680.82 (diff=85.69)
09:22:48.695 btc_price_update $77680.81 (diff=85.68)
09:22:48.695 tracker_snapshot
09:22:50.709 btc_price_update $77680.61 (diff=85.48)
09:22:52.724 btc_price_update $77675.32 (diff=80.2)
09:22:54.743 btc_price_update $77672.0 (diff=76.88)
09:22:54.743 tracker_snapshot
09:22:56.759 btc_price_update $77672.04 (diff=76.91)
09:22:58.775 btc_price_update $77671.57 (diff=76.44)
09:23:00.793 btc_price_update $77669.38 (diff=74.25)
09:23:00.793 tracker_snapshot
09:23:02.827 btc_price_update $77650.98 (diff=55.85)
09:23:04.846 btc_price_update $77618.29 (diff=23.17)
09:23:06.859 btc_price_update $77616.53 (diff=21.4)
09:23:06.860 tracker_snapshot
09:23:08.875 btc_price_update $77608.93 (diff=13.8)
09:23:10.891 btc_price_update $77605.04 (diff=9.91)
09:23:12.907 btc_price_update $77602.68 (diff=7.55)
09:23:12.907 tracker_snapshot
09:23:12.907 market_snapshot
09:23:12.907 position_snapshot up=0.0 dn=0.0 gpnl=0.0
09:23:12.907 strategy_snapshot state=DIRECTIONAL gpnl=0.0 cost=0.0
09:23:14.921 btc_price_update $77597.93 (diff=2.8)
09:23:16.933 btc_price_update $77592.9 (diff=-2.22)
09:23:17.107 buy_state_change DIRECTIONAL → ACCUMULATE
09:23:18.945 btc_price_update $77579.45 (diff=-15.68)
09:23:18.945 tracker_snapshot
09:23:20.963 btc_price_update $77567.3 (diff=-27.83)
09:23:22.975 btc_price_update $77566.65 (diff=-28.48)
09:23:24.989 btc_price_update $77550.34 (diff=-44.78)
09:23:24.990 tracker_snapshot
09:23:26.041 buy_state_change ACCUMULATE → DIRECTIONAL
09:23:27.004 btc_price_update $77551.38 (diff=-43.75)
09:23:29.016 btc_price_update $77551.57 (diff=-43.56)
09:23:31.030 btc_price_update $77551.0 (diff=-44.13)
09:23:31.031 tracker_snapshot
09:23:33.043 btc_price_update $77560.37 (diff=-34.76)
09:23:35.059 btc_price_update $77573.85 (diff=-21.27)
09:23:37.076 btc_price_update $77575.39 (diff=-19.74)
09:23:37.077 tracker_snapshot
09:23:38.508 buy_state_change DIRECTIONAL → ACCUMULATE
09:23:38.831 cross_gate_opened
09:23:39.091 btc_price_update $77582.8 (diff=-12.32)
09:23:41.107 btc_price_update $77590.31 (diff=-4.82)
09:23:42.576 fill UP 5@0.48
09:23:42.576 paper_fill UP 5@0.48
09:23:43.122 btc_price_update $77588.75 (diff=-6.38)
09:23:43.123 tracker_snapshot
09:23:43.123 market_snapshot
09:23:43.123 position_snapshot up=5.0 dn=0.0 gpnl=-2.4
09:23:43.123 strategy_snapshot state=ACCUMULATE gpnl=-2.4 cost=2.4
09:23:43.875 fill UP 5@0.46
09:23:43.876 paper_fill UP 5@0.46
09:23:45.139 btc_price_update $77589.68 (diff=-5.45)
09:23:45.234 fill UP 5@0.44
09:23:45.234 paper_fill UP 5@0.44
09:23:46.793 fill UP 5@0.44
09:23:46.794 paper_fill UP 5@0.44
09:23:47.156 btc_price_update $77585.04 (diff=-10.08)
09:23:47.559 fill UP 5@0.44
09:23:47.559 paper_fill UP 5@0.44
09:23:48.782 fill UP 5@0.44
09:23:48.783 paper_fill UP 5@0.44
09:23:49.173 btc_price_update $77584.17 (diff=-10.96)
09:23:49.173 tracker_snapshot
09:23:50.077 fill UP 5@0.44
09:23:50.077 paper_fill UP 5@0.44
09:23:51.190 btc_price_update $77584.48 (diff=-10.65)
09:23:51.727 fill UP 5@0.44
09:23:51.727 paper_fill UP 5@0.44
09:23:53.205 btc_price_update $77583.98 (diff=-11.15)
09:23:54.691 fill UP 5@0.44
09:23:54.691 paper_fill UP 5@0.44
09:23:55.220 btc_price_update $77583.47 (diff=-11.66)
09:23:55.221 tracker_snapshot
09:23:57.235 btc_price_update $77582.48 (diff=-12.65)
09:23:58.713 fill UP 5@0.44
09:23:58.713 paper_fill UP 5@0.44
09:23:59.246 btc_price_update $77583.32 (diff=-11.81)
09:24:01.288 btc_price_update $77583.1 (diff=-12.03)
09:24:01.288 tracker_snapshot
09:24:01.411 fill UP 5@0.43
09:24:01.411 paper_fill UP 5@0.43
09:24:02.276 fill UP 5@0.41
09:24:02.277 paper_fill UP 5@0.41
09:24:03.276 fill UP 5@0.4
09:24:03.278 paper_fill UP 5@0.4
09:24:03.588 btc_price_update $77573.78 (diff=-21.34)
09:24:03.671 fill UP 5@0.39
09:24:03.672 paper_fill UP 5@0.39
09:24:05.611 btc_price_update $77569.9 (diff=-25.22)
09:24:05.629 fill UP 5@0.38
09:24:05.629 paper_fill UP 5@0.38
09:24:07.515 fill UP 5@0.34
09:24:07.515 paper_fill UP 5@0.34
09:24:07.625 btc_price_update $77568.88 (diff=-26.25)
09:24:07.626 tracker_snapshot
09:24:08.656 fill UP 5@0.34
09:24:08.656 paper_fill UP 5@0.34
09:24:09.641 btc_price_update $77565.07 (diff=-30.06)
09:24:09.641 buy_state_change ACCUMULATE → DIRECTIONAL
09:24:10.832 fill UP 5@0.33
09:24:10.832 paper_fill UP 5@0.33
09:24:11.458 fill UP 5@0.33
09:24:11.461 paper_fill UP 5@0.33
09:24:11.665 btc_price_update $77560.52 (diff=-34.61)
09:24:12.325 fill UP 5@0.28
09:24:12.325 paper_fill UP 5@0.28
09:24:13.507 fill UP 5@0.28
09:24:13.507 paper_fill UP 5@0.28
09:24:13.683 btc_price_update $77559.33 (diff=-35.79)
09:24:13.684 tracker_snapshot
09:24:13.684 market_snapshot
09:24:13.684 position_snapshot up=105.0 dn=0.0 gpnl=-41.85
09:24:13.684 strategy_snapshot state=DIRECTIONAL gpnl=-41.85 cost=41.85
09:24:15.700 btc_price_update $77544.87 (diff=-50.26)
09:24:16.002 fill UP 5@0.28
09:24:16.002 paper_fill UP 5@0.28
09:24:16.765 fill UP 5@0.28
09:24:16.765 paper_fill UP 5@0.28
09:24:17.198 fill UP 5@0.27
09:24:17.198 paper_fill UP 5@0.27
09:24:17.720 btc_price_update $77545.64 (diff=-49.48)
09:24:18.410 fill UP 5@0.27
09:24:18.410 paper_fill UP 5@0.27
09:24:19.739 btc_price_update $77545.08 (diff=-50.04)
09:24:19.739 tracker_snapshot
09:24:20.966 fill UP 5@0.27
09:24:20.966 paper_fill UP 5@0.27
09:24:21.756 btc_price_update $77544.15 (diff=-50.97)
09:24:22.780 fill UP 5@0.3
09:24:22.785 paper_fill UP 5@0.3
09:24:23.770 btc_price_update $77544.15 (diff=-50.97)
09:24:24.315 fill UP 5@0.3
09:24:24.315 paper_fill UP 5@0.3
09:24:24.837 fill UP 5@0.26
09:24:24.837 paper_fill UP 5@0.26
09:24:25.303 fill UP 5@0.26
09:24:25.304 paper_fill UP 5@0.26
09:24:25.780 fill UP 5@0.26
09:24:25.780 paper_fill UP 5@0.26
09:24:25.785 btc_price_update $77544.15 (diff=-50.97)
09:24:25.786 tracker_snapshot
09:24:25.810 fill UP 5@0.25
09:24:25.810 paper_fill UP 5@0.25
09:24:26.425 fill UP 5@0.23
09:24:26.425 paper_fill UP 5@0.23
09:24:27.071 fill UP 5@0.21
09:24:27.071 paper_fill UP 5@0.21
09:24:27.802 btc_price_update $77538.44 (diff=-56.69)
09:24:29.817 btc_price_update $77530.34 (diff=-64.79)
09:24:31.832 btc_price_update $77528.98 (diff=-66.15)
09:24:31.832 tracker_snapshot
09:24:33.845 btc_price_update $77528.85 (diff=-66.28)
09:24:35.861 btc_price_update $77529.52 (diff=-65.6)
09:24:36.646 fill UP 5@0.22
09:24:36.647 paper_fill UP 5@0.22
09:24:37.872 btc_price_update $77529.84 (diff=-65.29)
09:24:37.873 tracker_snapshot
09:24:37.892 fill UP 5@0.22
09:24:37.892 paper_fill UP 5@0.22
09:24:38.912 fill UP 5@0.23
09:24:38.912 paper_fill UP 5@0.23
09:24:39.411 fill UP 5@0.23
09:24:39.411 paper_fill UP 5@0.23
09:24:39.890 btc_price_update $77532.35 (diff=-62.77)
09:24:40.535 fill UP 5@0.23
09:24:40.535 paper_fill UP 5@0.23
09:24:41.906 btc_price_update $77534.41 (diff=-60.71)
09:24:43.921 btc_price_update $77538.39 (diff=-56.74)
09:24:43.921 tracker_snapshot
09:24:43.922 market_snapshot
09:24:43.922 position_snapshot up=195.0 dn=0.0 gpnl=-64.7
09:24:43.922 strategy_snapshot state=DIRECTIONAL gpnl=-64.7 cost=64.7
09:24:44.882 fill UP 5@0.24
09:24:44.883 paper_fill UP 5@0.24
09:24:45.937 btc_price_update $77537.83 (diff=-57.3)
09:24:47.956 btc_price_update $77537.38 (diff=-57.75)
09:24:49.970 btc_price_update $77534.5 (diff=-60.62)
09:24:49.971 tracker_snapshot
09:24:51.984 btc_price_update $77534.46 (diff=-60.67)
09:24:53.998 btc_price_update $77534.61 (diff=-60.52)
09:24:56.012 btc_price_update $77535.69 (diff=-59.43)
09:24:56.012 tracker_snapshot
09:24:58.030 btc_price_update $77536.32 (diff=-58.81)
09:24:58.794 fill UP 5@0.24
09:24:58.794 paper_fill UP 5@0.24
09:24:59.160 fill UP 5@0.27
09:24:59.160 paper_fill UP 5@0.27
09:25:00.045 btc_price_update $77536.22 (diff=-58.9)
09:25:00.785 fill UP 5@0.26
09:25:00.789 paper_fill UP 5@0.26
09:25:02.255 fill UP 5@0.33
09:25:02.255 paper_fill UP 5@0.33
09:25:02.457 btc_price_update $77543.47 (diff=-51.66)
09:25:02.457 tracker_snapshot
09:25:02.490 fill UP 5@0.33
09:25:02.490 paper_fill UP 5@0.33
09:25:03.191 fill UP 5@0.33
09:25:03.191 paper_fill UP 5@0.33
09:25:03.711 fill UP 5@0.33
09:25:03.712 paper_fill UP 5@0.33
09:25:04.473 btc_price_update $77556.82 (diff=-38.31)
09:25:06.015 fill UP 5@0.39
09:25:06.015 paper_fill UP 5@0.39
09:25:06.488 btc_price_update $77561.96 (diff=-33.17)
09:25:07.069 fill UP 5@0.39
09:25:07.069 paper_fill UP 5@0.39
09:25:08.503 btc_price_update $77569.27 (diff=-25.85)
09:25:08.504 tracker_snapshot
09:25:09.040 fill UP 5@0.4
09:25:09.040 paper_fill UP 5@0.4
09:25:10.518 btc_price_update $77569.39 (diff=-25.74)
09:25:12.534 btc_price_update $77572.55 (diff=-22.58)
09:25:14.551 btc_price_update $77574.57 (diff=-20.56)
09:25:14.551 tracker_snapshot
09:25:14.551 market_snapshot
09:25:14.551 position_snapshot up=250.0 dn=0.0 gpnl=-82.25
09:25:14.552 strategy_snapshot state=DIRECTIONAL gpnl=-82.25 cost=82.25
09:25:15.773 fill UP 5@0.41
09:25:15.773 paper_fill UP 5@0.41
09:25:15.975 fill UP 5@0.39
09:25:15.975 paper_fill UP 5@0.39
09:25:16.316 fill UP 5@0.39
09:25:16.317 paper_fill UP 5@0.39
09:25:16.389 fill UP 5@0.39
09:25:16.389 paper_fill UP 5@0.39
09:25:16.565 btc_price_update $77576.22 (diff=-18.9)
09:25:18.581 btc_price_update $77574.48 (diff=-20.65)
09:25:19.507 fill UP 5@0.35
09:25:19.508 paper_fill UP 5@0.35
09:25:20.596 btc_price_update $77567.78 (diff=-27.35)
09:25:20.597 tracker_snapshot
09:25:21.750 fill UP 5@0.34
09:25:21.750 paper_fill UP 5@0.34
09:25:22.614 btc_price_update $77567.25 (diff=-27.87)
09:25:23.553 fill UP 5@0.33
09:25:23.553 paper_fill UP 5@0.33
09:25:24.630 btc_price_update $77567.19 (diff=-27.93)
09:25:25.960 fill UP 5@0.36
09:25:25.960 paper_fill UP 5@0.36
09:25:26.646 btc_price_update $77568.72 (diff=-26.41)
09:25:26.646 tracker_snapshot
09:25:28.662 btc_price_update $77568.96 (diff=-26.17)
09:25:30.366 fill UP 5@0.36
09:25:30.366 paper_fill UP 5@0.36
09:25:30.679 btc_price_update $77568.44 (diff=-26.68)
09:25:32.695 btc_price_update $77568.66 (diff=-26.47)
09:25:32.695 tracker_snapshot
09:25:34.709 btc_price_update $77568.94 (diff=-26.19)
09:25:35.614 fill UP 5@0.36
09:25:35.615 paper_fill UP 5@0.36
09:25:35.917 fill UP 5@0.36
09:25:35.918 paper_fill UP 5@0.36
09:25:36.726 btc_price_update $77569.78 (diff=-25.35)
09:25:36.889 fill UP 5@0.36
09:25:36.890 paper_fill UP 5@0.36
09:25:37.913 fill UP 5@0.38
09:25:37.913 paper_fill UP 5@0.38
09:25:38.661 fill UP 5@0.43
09:25:38.661 paper_fill UP 5@0.43
09:25:38.739 btc_price_update $77568.58 (diff=-26.55)
09:25:38.740 tracker_snapshot
09:25:39.098 fill UP 5@0.45
09:25:39.099 paper_fill UP 5@0.45
09:25:39.467 fill UP 5@0.45
09:25:39.467 paper_fill UP 5@0.45
09:25:40.757 btc_price_update $77578.61 (diff=-16.51)
09:25:41.871 fill UP 5@0.45
09:25:41.872 paper_fill UP 5@0.45
09:25:42.775 btc_price_update $77582.98 (diff=-12.15)
09:25:44.791 btc_price_update $77583.5 (diff=-11.62)
09:25:44.792 tracker_snapshot
09:25:44.792 market_snapshot
09:25:44.792 position_snapshot up=335.0 dn=0.0 gpnl=-115.05
09:25:44.792 strategy_snapshot state=DIRECTIONAL gpnl=-115.05 cost=115.05
09:25:46.806 btc_price_update $77583.46 (diff=-11.67)
09:25:47.977 fill UP 5@0.45
09:25:47.977 paper_fill UP 5@0.45
09:25:48.823 btc_price_update $77583.28 (diff=-11.84)
09:25:49.460 fill UP 5@0.44
09:25:49.461 paper_fill UP 5@0.44
09:25:50.836 btc_price_update $77582.66 (diff=-12.47)
09:25:50.837 tracker_snapshot
09:25:51.231 fill UP 5@0.42
09:25:51.232 paper_fill UP 5@0.42
09:25:52.257 fill UP 5@0.39
09:25:52.257 paper_fill UP 5@0.39
09:25:52.848 btc_price_update $77580.82 (diff=-14.31)
09:25:53.603 fill UP 5@0.37
09:25:53.604 paper_fill UP 5@0.37
09:25:54.864 btc_price_update $77571.67 (diff=-23.46)
09:25:55.928 fill UP 5@0.37
09:25:55.929 paper_fill UP 5@0.37
09:25:56.654 fill UP 5@0.37
09:25:56.654 paper_fill UP 5@0.37
09:25:56.879 btc_price_update $77570.78 (diff=-24.35)
09:25:56.880 tracker_snapshot
09:25:58.898 btc_price_update $77570.26 (diff=-24.87)
09:26:00.444 fill UP 5@0.37
09:26:00.444 paper_fill UP 5@0.37
09:26:00.661 fill UP 5@0.38
09:26:00.661 paper_fill UP 5@0.38
09:26:00.913 btc_price_update $77570.26 (diff=-24.87)
09:26:03.010 btc_price_update $77583.56 (diff=-11.57)
09:26:03.010 tracker_snapshot
09:26:03.118 fill UP 5@0.46
09:26:03.119 paper_fill UP 5@0.46
09:26:03.874 fill UP 5@0.46
09:26:03.874 paper_fill UP 5@0.46
09:26:04.309 fill UP 5@0.46
09:26:04.309 paper_fill UP 5@0.46
09:26:04.449 fill UP 5@0.46
09:26:04.449 paper_fill UP 5@0.46
09:26:05.028 btc_price_update $77587.9 (diff=-7.23)
09:26:05.029 buy_state_change DIRECTIONAL → ACCUMULATE
09:26:05.460 fill UP 5@0.48
09:26:05.460 paper_fill UP 5@0.48
09:26:05.874 fill DOWN 5@0.45
09:26:05.875 paper_fill DOWN 5@0.45
09:26:05.986 buy_state_change ACCUMULATE → OVERWEIGHT
09:26:06.544 fill DOWN 5@0.42
09:26:06.544 paper_fill DOWN 5@0.42
09:26:06.885 fill DOWN 5@0.42
09:26:06.885 paper_fill DOWN 5@0.42
09:26:07.040 btc_price_update $77590.02 (diff=-5.11)
09:26:07.872 fill DOWN 5@0.42
09:26:07.873 paper_fill DOWN 5@0.42
09:26:09.054 btc_price_update $77601.57 (diff=6.44)
09:26:09.055 tracker_snapshot
09:26:09.807 fill UP 5@0.58
09:26:09.807 paper_fill UP 5@0.58
09:26:09.810 fill DOWN 5@0.42
09:26:09.810 paper_fill DOWN 5@0.42
09:26:10.837 fill DOWN 5@0.42
09:26:10.840 paper_fill DOWN 5@0.42
09:26:11.068 btc_price_update $77603.86 (diff=8.73)
09:26:11.712 fill UP 5@0.58
09:26:11.712 paper_fill UP 5@0.58
09:26:11.783 fill DOWN 5@0.42
09:26:11.783 paper_fill DOWN 5@0.42
09:26:12.256 fill DOWN 5@0.43
09:26:12.256 paper_fill DOWN 5@0.43
09:26:12.545 fill DOWN 5@0.43
09:26:12.546 paper_fill DOWN 5@0.43
09:26:13.091 btc_price_update $77603.49 (diff=8.36)
09:26:14.520 fill DOWN 5@0.43
09:26:14.520 paper_fill DOWN 5@0.43
09:26:14.572 fill UP 5@0.57
09:26:14.572 paper_fill UP 5@0.57
09:26:15.108 btc_price_update $77598.11 (diff=2.99)
09:26:15.109 tracker_snapshot
09:26:15.109 market_snapshot
09:26:15.109 position_snapshot up=390.0 dn=50.0 gpnl=-107.1
09:26:15.109 strategy_snapshot state=OVERWEIGHT gpnl=-107.1 cost=157.1
09:26:16.468 fill DOWN 5@0.43
09:26:16.469 paper_fill DOWN 5@0.43
09:26:17.123 btc_price_update $77598.11 (diff=2.98)
09:26:17.339 fill DOWN 5@0.39
09:26:17.340 paper_fill DOWN 5@0.39
09:26:19.025 fill DOWN 5@0.39
09:26:19.025 paper_fill DOWN 5@0.39
09:26:19.136 btc_price_update $77602.4 (diff=7.27)
09:26:19.502 fill DOWN 5@0.38
09:26:19.502 paper_fill DOWN 5@0.38
09:26:21.148 btc_price_update $77606.7 (diff=11.57)
09:26:21.149 tracker_snapshot
09:26:21.506 fill DOWN 5@0.38
09:26:21.506 paper_fill DOWN 5@0.38
09:26:23.167 btc_price_update $77610.21 (diff=15.09)
09:26:23.740 fill DOWN 5@0.36
09:26:23.740 paper_fill DOWN 5@0.36
09:26:23.779 fill UP 5@0.64
09:26:23.780 paper_fill UP 5@0.64
09:26:23.908 buy_state_change OVERWEIGHT → ACCUMULATE
09:26:23.946 fill UP 5@0.62
09:26:23.946 paper_fill UP 5@0.62
09:26:24.444 fill UP 5@0.6
09:26:24.444 paper_fill UP 5@0.6
09:26:25.187 fill DOWN 5@0.4
09:26:25.187 paper_fill DOWN 5@0.4
09:26:25.187 btc_price_update $77610.62 (diff=15.49)
09:26:25.201 fill UP 5@0.6
09:26:25.201 paper_fill UP 5@0.6
09:26:25.612 fill DOWN 5@0.4
09:26:25.612 paper_fill DOWN 5@0.4
09:26:27.205 btc_price_update $77603.77 (diff=8.64)
09:26:27.206 tracker_snapshot
09:26:27.472 fill UP 5@0.59
09:26:27.472 paper_fill UP 5@0.59
09:26:29.222 btc_price_update $77603.77 (diff=8.64)
09:26:30.958 fill DOWN 5@0.42
09:26:30.958 paper_fill DOWN 5@0.42
09:26:31.242 btc_price_update $77603.77 (diff=8.65)
09:26:31.933 fill UP 5@0.58
09:26:31.933 paper_fill UP 5@0.58
09:26:31.934 fill DOWN 5@0.42
09:26:31.934 paper_fill DOWN 5@0.42
09:26:33.260 btc_price_update $77602.29 (diff=7.16)
09:26:33.263 tracker_snapshot
09:26:33.677 fill DOWN 5@0.46
09:26:33.677 paper_fill DOWN 5@0.46
09:26:34.754 fill DOWN 5@0.46
09:26:34.754 paper_fill DOWN 5@0.46
09:26:35.275 btc_price_update $77600.93 (diff=5.8)
09:26:35.687 fill DOWN 5@0.46
09:26:35.687 paper_fill DOWN 5@0.46
09:26:35.688 fill UP 5@0.54
09:26:35.688 paper_fill UP 5@0.54
09:26:36.555 fill DOWN 5@0.48
09:26:36.556 paper_fill DOWN 5@0.48
09:26:37.292 btc_price_update $77599.49 (diff=4.37)
09:26:38.306 fill UP 5@0.52
09:26:38.306 paper_fill UP 5@0.52
09:26:38.328 fill DOWN 5@0.48
09:26:38.328 paper_fill DOWN 5@0.48
09:26:38.983 fill DOWN 5@0.48
09:26:38.983 paper_fill DOWN 5@0.48
09:26:39.034 fill UP 5@0.52
09:26:39.034 paper_fill UP 5@0.52
09:26:39.307 btc_price_update $77595.87 (diff=0.75)
09:26:39.308 tracker_snapshot
09:26:41.339 btc_price_update $77596.11 (diff=0.98)
09:26:43.353 btc_price_update $77596.33 (diff=1.2)
09:26:43.699 fill DOWN 5@0.48
09:26:43.699 paper_fill DOWN 5@0.48
09:26:45.372 btc_price_update $77595.88 (diff=0.76)
09:26:45.373 tracker_snapshot
09:26:45.373 market_snapshot
09:26:45.373 position_snapshot up=345.0 dn=135.0 gpnl=-32.4
09:26:45.373 strategy_snapshot state=ACCUMULATE gpnl=-32.4 cost=167.4
09:26:46.100 fill DOWN 5@0.47
09:26:46.100 paper_fill DOWN 5@0.47
09:26:47.391 btc_price_update $77596.11 (diff=0.99)
09:26:49.408 btc_price_update $77596.57 (diff=1.45)
09:26:51.423 btc_price_update $77595.97 (diff=0.84)
09:26:51.424 tracker_snapshot
09:26:53.440 btc_price_update $77595.84 (diff=0.71)
09:26:53.852 fill UP 5@0.5
09:26:53.853 paper_fill UP 5@0.5
09:26:54.401 fill UP 5@0.48
09:26:54.401 paper_fill UP 5@0.48
09:26:54.728 fill UP 5@0.48
09:26:54.728 paper_fill UP 5@0.48
09:26:55.453 btc_price_update $77595.19 (diff=0.07)
09:26:56.302 fill UP 5@0.48
09:26:56.302 paper_fill UP 5@0.48
09:26:57.470 btc_price_update $77588.63 (diff=-6.49)
09:26:57.471 tracker_snapshot
09:26:57.685 fill UP 5@0.48
09:26:57.686 paper_fill UP 5@0.48
09:26:58.355 fill UP 5@0.46
09:26:58.355 paper_fill UP 5@0.46
09:26:59.487 btc_price_update $77587.92 (diff=-7.21)
09:27:01.341 fill UP 5@0.46
09:27:01.341 paper_fill UP 5@0.46
09:27:01.504 btc_price_update $77586.57 (diff=-8.56)
09:27:02.443 fill UP 5@0.48
09:27:02.443 paper_fill UP 5@0.48
09:27:02.922 fill UP 5@0.48
09:27:02.922 paper_fill UP 5@0.48
09:27:03.106 fill UP 5@0.47
09:27:03.106 paper_fill UP 5@0.47
09:27:03.543 btc_price_update $77587.64 (diff=-7.49)
09:27:03.545 tracker_snapshot
09:27:05.560 btc_price_update $77588.81 (diff=-6.32)
09:27:06.894 fill UP 5@0.53
09:27:06.894 paper_fill UP 5@0.53
09:27:07.575 btc_price_update $77589.73 (diff=-5.4)
09:27:08.090 fill UP 5@0.61
09:27:08.090 paper_fill UP 5@0.61
09:27:08.091 fill DOWN 5@0.39
09:27:08.092 paper_fill DOWN 5@0.39
09:27:08.633 fill DOWN 5@0.39
09:27:08.634 paper_fill DOWN 5@0.39
09:27:08.807 fill UP 5@0.61
09:27:08.807 paper_fill UP 5@0.61
09:27:09.374 fill DOWN 5@0.39
09:27:09.374 paper_fill DOWN 5@0.39
09:27:09.596 btc_price_update $77605.83 (diff=10.7)
09:27:09.597 tracker_snapshot
09:27:09.906 fill DOWN 5@0.39
09:27:09.907 paper_fill DOWN 5@0.39
09:27:10.333 fill DOWN 5@0.39
09:27:10.333 paper_fill DOWN 5@0.39
09:27:10.515 fill UP 5@0.64
09:27:10.516 paper_fill UP 5@0.64
09:27:10.809 fill DOWN 5@0.36
09:27:10.811 paper_fill DOWN 5@0.36
09:27:11.612 btc_price_update $77607.1 (diff=11.97)
09:27:11.612 buy_state_change ACCUMULATE → DIRECTIONAL
09:27:11.664 fill DOWN 5@0.35
09:27:11.667 paper_fill DOWN 5@0.35
09:27:12.157 fill DOWN 5@0.34
09:27:12.159 paper_fill DOWN 5@0.34
09:27:13.157 fill DOWN 5@0.32
09:27:13.157 paper_fill DOWN 5@0.32
09:27:13.515 fill DOWN 5@0.32
09:27:13.515 paper_fill DOWN 5@0.32
09:27:13.540 fill UP 5@0.68
09:27:13.540 paper_fill UP 5@0.68
09:27:13.629 btc_price_update $77608.93 (diff=13.8)
09:27:14.380 fill DOWN 5@0.32
09:27:14.380 paper_fill DOWN 5@0.32
09:27:14.881 fill DOWN 5@0.32
09:27:14.881 paper_fill DOWN 5@0.32
09:27:15.217 fill DOWN 5@0.32
09:27:15.218 paper_fill DOWN 5@0.32
09:27:15.648 btc_price_update $77612.57 (diff=17.44)
09:27:15.650 tracker_snapshot
09:27:15.650 market_snapshot
09:27:15.650 position_snapshot up=350.0 dn=205.0 gpnl=13.45
09:27:15.650 strategy_snapshot state=DIRECTIONAL gpnl=13.45 cost=191.55
09:27:16.004 fill DOWN 5@0.3
09:27:16.004 paper_fill DOWN 5@0.3
09:27:16.245 fill DOWN 5@0.3
09:27:16.245 paper_fill DOWN 5@0.3
09:27:16.271 fill DOWN 5@0.3
09:27:16.271 paper_fill DOWN 5@0.3
09:27:17.168 fill DOWN 5@0.27
09:27:17.168 paper_fill DOWN 5@0.27
09:27:17.664 btc_price_update $77615.13 (diff=20.0)
09:27:18.122 fill DOWN 5@0.27
09:27:18.122 paper_fill DOWN 5@0.27
09:27:18.878 fill DOWN 5@0.27
09:27:18.878 paper_fill DOWN 5@0.27
09:27:19.310 buy_state_change DIRECTIONAL → OVERWEIGHT
09:27:19.310 fill UP 5@0.73
09:27:19.311 paper_fill UP 5@0.73
09:27:19.624 buy_state_change OVERWEIGHT → ACCUMULATE
09:27:19.684 btc_price_update $77622.27 (diff=27.14)
09:27:19.684 buy_state_change ACCUMULATE → DIRECTIONAL
09:27:21.702 btc_price_update $77622.59 (diff=27.46)
09:27:21.703 tracker_snapshot
09:27:22.007 fill DOWN 5@0.28
09:27:22.007 paper_fill DOWN 5@0.28
09:27:23.429 fill DOWN 5@0.26
09:27:23.429 paper_fill DOWN 5@0.26
09:27:23.721 btc_price_update $77621.69 (diff=26.56)
09:27:25.181 fill DOWN 5@0.26
09:27:25.181 paper_fill DOWN 5@0.26
09:27:25.738 btc_price_update $77620.93 (diff=25.8)
09:27:25.739 buy_state_change DIRECTIONAL → OVERWEIGHT
09:27:27.755 btc_price_update $77619.17 (diff=24.04)
09:27:27.755 tracker_snapshot
09:27:28.207 fill UP 5@0.74
09:27:28.208 paper_fill UP 5@0.74
09:27:29.229 buy_state_change OVERWEIGHT → ACCUMULATE
09:27:29.772 btc_price_update $77620.68 (diff=25.56)
09:27:29.772 buy_state_change ACCUMULATE → DIRECTIONAL
09:27:30.183 fill DOWN 5@0.26
09:27:30.184 paper_fill DOWN 5@0.26
09:27:31.330 fill DOWN 5@0.26
09:27:31.331 paper_fill DOWN 5@0.26
09:27:31.787 btc_price_update $77620.92 (diff=25.8)
09:27:33.802 btc_price_update $77620.81 (diff=25.68)
09:27:33.803 tracker_snapshot
09:27:34.112 fill DOWN 5@0.26
09:27:34.112 paper_fill DOWN 5@0.26
09:27:35.076 buy_state_change DIRECTIONAL → OVERWEIGHT
09:27:35.820 btc_price_update $77620.93 (diff=25.8)
09:27:37.837 btc_price_update $77620.78 (diff=25.66)
09:27:39.852 btc_price_update $77620.66 (diff=25.53)
09:27:39.853 tracker_snapshot
09:27:41.868 btc_price_update $77621.56 (diff=26.43)
09:27:43.882 btc_price_update $77623.77 (diff=28.65)
09:27:45.899 btc_price_update $77624.93 (diff=29.8)
09:27:45.900 tracker_snapshot
09:27:45.900 market_snapshot
09:27:45.900 position_snapshot up=340.0 dn=265.0 gpnl=64.35
09:27:45.900 strategy_snapshot state=OVERWEIGHT gpnl=64.35 cost=200.65
09:27:47.914 btc_price_update $77625.13 (diff=30.0)
09:27:49.931 btc_price_update $77625.58 (diff=30.45)
09:27:51.948 btc_price_update $77627.49 (diff=32.36)
09:27:51.949 tracker_snapshot
09:27:53.962 btc_price_update $77627.69 (diff=32.57)
09:27:55.976 btc_price_update $77627.09 (diff=31.96)
09:27:57.995 btc_price_update $77627.87 (diff=32.74)
09:27:57.995 tracker_snapshot
09:28:00.010 btc_price_update $77627.03 (diff=31.9)
09:28:02.065 btc_price_update $77627.19 (diff=32.07)
09:28:04.090 btc_price_update $77626.1 (diff=30.97)
09:28:04.091 tracker_snapshot
09:28:06.104 btc_price_update $77626.92 (diff=31.8)
09:28:08.118 btc_price_update $77626.92 (diff=31.8)
09:28:10.133 btc_price_update $77626.42 (diff=31.3)
09:28:10.134 tracker_snapshot
09:28:12.153 btc_price_update $77626.42 (diff=31.3)
09:28:14.167 btc_price_update $77625.24 (diff=30.11)
09:28:16.186 btc_price_update $77627.37 (diff=32.25)
09:28:16.186 tracker_snapshot
09:28:16.186 market_snapshot
09:28:16.186 position_snapshot up=340.0 dn=265.0 gpnl=64.35
09:28:16.186 strategy_snapshot state=OVERWEIGHT gpnl=64.35 cost=200.65
09:28:18.203 btc_price_update $77626.56 (diff=31.44)
09:28:20.221 btc_price_update $77610.64 (diff=15.51)
09:28:22.236 btc_price_update $77607.86 (diff=12.73)
09:28:22.237 tracker_snapshot
09:28:24.254 btc_price_update $77606.29 (diff=11.17)
09:28:26.266 btc_price_update $77603.24 (diff=8.11)
09:28:28.283 btc_price_update $77603.65 (diff=8.52)
09:28:28.284 tracker_snapshot
09:28:30.299 btc_price_update $77603.35 (diff=8.22)
09:28:32.318 btc_price_update $77618.85 (diff=23.72)
09:28:34.335 btc_price_update $77623.19 (diff=28.06)
09:28:34.336 tracker_snapshot
09:28:36.350 btc_price_update $77623.86 (diff=28.73)
09:28:38.363 btc_price_update $77623.86 (diff=28.73)
09:28:40.379 btc_price_update $77623.63 (diff=28.5)
09:28:40.380 tracker_snapshot
09:28:42.396 btc_price_update $77622.71 (diff=27.58)
09:28:44.412 btc_price_update $77622.47 (diff=27.35)
09:28:46.428 btc_price_update $77621.83 (diff=26.7)
09:28:46.429 tracker_snapshot
09:28:46.429 market_snapshot
09:28:46.429 position_snapshot up=340.0 dn=265.0 gpnl=64.35
09:28:46.429 strategy_snapshot state=OVERWEIGHT gpnl=64.35 cost=200.65
09:28:48.445 btc_price_update $77620.06 (diff=24.93)
09:28:50.464 btc_price_update $77618.34 (diff=23.21)
09:28:52.479 btc_price_update $77618.28 (diff=23.16)
09:28:52.480 tracker_snapshot
09:28:54.500 btc_price_update $77618.28 (diff=23.16)
09:28:56.517 btc_price_update $77616.37 (diff=21.25)
09:28:58.534 btc_price_update $77615.48 (diff=20.35)
09:28:58.535 tracker_snapshot
09:29:00.591 btc_price_update $77615.92 (diff=20.79)
09:29:02.667 btc_price_update $77615.58 (diff=20.45)
09:29:04.686 btc_price_update $77603.49 (diff=8.36)
09:29:04.687 tracker_snapshot
09:29:06.699 btc_price_update $77596.67 (diff=1.54)
09:29:08.716 btc_price_update $77592.42 (diff=-2.7)
09:29:10.731 btc_price_update $77591.63 (diff=-3.5)
09:29:10.732 tracker_snapshot
09:29:12.749 btc_price_update $77596.98 (diff=1.85)
09:29:14.773 btc_price_update $77597.72 (diff=2.59)
09:29:16.788 btc_price_update $77597.68 (diff=2.56)
09:29:16.788 tracker_snapshot
09:29:16.788 market_snapshot
09:29:16.788 position_snapshot up=340.0 dn=265.0 gpnl=64.35
09:29:16.788 strategy_snapshot state=OVERWEIGHT gpnl=64.35 cost=200.65
09:29:18.804 btc_price_update $77597.42 (diff=2.29)
09:29:20.825 btc_price_update $77597.76 (diff=2.63)
09:29:22.841 btc_price_update $77597.79 (diff=2.66)
09:29:22.842 tracker_snapshot
09:29:24.859 btc_price_update $77597.74 (diff=2.61)
09:29:26.874 btc_price_update $77598.9 (diff=3.77)
09:29:28.891 btc_price_update $77599.04 (diff=3.91)
09:29:28.892 tracker_snapshot
09:29:30.913 btc_price_update $77598.89 (diff=3.77)
09:29:32.928 btc_price_update $77600.76 (diff=5.63)
09:29:34.941 btc_price_update $77600.73 (diff=5.6)
09:29:34.942 tracker_snapshot
09:29:36.956 btc_price_update $77601.95 (diff=6.82)
09:29:38.968 btc_price_update $77614.21 (diff=19.08)
09:29:40.982 btc_price_update $77615.93 (diff=20.8)
09:29:40.983 tracker_snapshot
09:29:42.997 btc_price_update $77619.89 (diff=24.76)
09:29:45.011 btc_price_update $77620.84 (diff=25.71)
09:29:47.027 btc_price_update $77620.52 (diff=25.39)
09:29:47.028 tracker_snapshot
09:29:47.028 market_snapshot
09:29:47.028 position_snapshot up=340.0 dn=265.0 gpnl=64.35
09:29:47.028 strategy_snapshot state=OVERWEIGHT gpnl=64.35 cost=200.65
09:29:49.050 btc_price_update $77624.24 (diff=29.12)
09:29:51.070 btc_price_update $77624.34 (diff=29.21)
09:29:53.087 btc_price_update $77623.89 (diff=28.76)
09:29:53.088 tracker_snapshot
09:29:55.104 btc_price_update $77625.05 (diff=29.92)
09:29:57.121 btc_price_update $77625.41 (diff=30.28)
09:29:59.137 btc_price_update $77628.1 (diff=32.97)
09:29:59.137 tracker_snapshot
09:30:04.852 market_snapshot
09:30:04.852 position_snapshot up=340.0 dn=265.0 gpnl=64.35
09:30:04.853 strategy_snapshot state=OVERWEIGHT gpnl=64.35 cost=200.65
09:30:04.853 window_end