sircreamalot sircreamalot
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20260423_123000_BTC_1_v8.1_dryrun_paperfill.jsonl

Strategy
v8.1
Question
Bitcoin Up or Down - April 23, 8:30AM-8:45AM ET
Run Note
v8.1 server
Mode
paper-fill
Inferred P&L
$108.70
Guaranteed P&L
$43.70
Winner
DOWN
BTC Move
-8.5
Total Cost
229.2898
Fills
253
Orders
8989
TimeEventDetails
12:25:00.040 window_start
12:30:08.901 btc_price_update $77785.4 (diff=-6.21)
12:30:08.902 buy_state_change INIT → ACCUMULATE
12:30:08.903 tracker_snapshot
12:30:10.918 btc_price_update $77788.72 (diff=-2.89)
12:30:12.939 btc_price_update $77800.4 (diff=8.8)
12:30:14.953 btc_price_update $77806.3 (diff=14.69)
12:30:14.953 tracker_snapshot
12:30:16.968 btc_price_update $77796.57 (diff=4.96)
12:30:18.984 btc_price_update $77795.74 (diff=4.13)
12:30:21.000 btc_price_update $77796.32 (diff=4.71)
12:30:21.001 tracker_snapshot
12:30:23.017 btc_price_update $77787.45 (diff=-4.16)
12:30:25.032 btc_price_update $77786.96 (diff=-4.65)
12:30:27.048 btc_price_update $77793.5 (diff=1.89)
12:30:27.049 tracker_snapshot
12:30:29.065 btc_price_update $77795.85 (diff=4.24)
12:30:31.083 btc_price_update $77795.52 (diff=3.91)
12:30:33.100 btc_price_update $77795.17 (diff=3.56)
12:30:33.101 tracker_snapshot
12:30:35.117 btc_price_update $77796.22 (diff=4.61)
12:30:37.132 btc_price_update $77797.45 (diff=5.84)
12:30:39.150 btc_price_update $77798.4 (diff=6.79)
12:30:39.151 tracker_snapshot
12:30:39.151 market_snapshot
12:30:39.151 position_snapshot up=0.0 dn=0.0 gpnl=0.0
12:30:39.151 strategy_snapshot state=ACCUMULATE gpnl=0.0 cost=0.0
12:30:41.167 btc_price_update $77798.9 (diff=7.29)
12:30:43.184 btc_price_update $77798.86 (diff=7.25)
12:30:45.201 btc_price_update $77798.86 (diff=7.25)
12:30:45.202 tracker_snapshot
12:30:47.218 btc_price_update $77798.86 (diff=7.25)
12:30:49.234 btc_price_update $77797.95 (diff=6.34)
12:30:51.250 btc_price_update $77798.07 (diff=6.46)
12:30:51.251 tracker_snapshot
12:30:53.267 btc_price_update $77797.87 (diff=6.26)
12:30:55.284 btc_price_update $77796.86 (diff=5.25)
12:30:57.302 btc_price_update $77797.12 (diff=5.51)
12:30:57.302 tracker_snapshot
12:30:59.318 btc_price_update $77796.72 (diff=5.11)
12:31:01.339 btc_price_update $77799.99 (diff=8.38)
12:31:03.398 btc_price_update $77816.03 (diff=24.42)
12:31:03.398 tracker_snapshot
12:31:05.413 btc_price_update $77822.39 (diff=30.78)
12:31:07.425 btc_price_update $77818.28 (diff=26.67)
12:31:09.441 btc_price_update $77815.64 (diff=24.03)
12:31:09.441 tracker_snapshot
12:31:09.441 market_snapshot
12:31:09.441 position_snapshot up=0.0 dn=0.0 gpnl=0.0
12:31:09.441 strategy_snapshot state=ACCUMULATE gpnl=0.0 cost=0.0
12:31:11.453 btc_price_update $77818.18 (diff=26.57)
12:31:13.466 btc_price_update $77817.48 (diff=25.88)
12:31:15.482 btc_price_update $77817.1 (diff=25.49)
12:31:15.482 tracker_snapshot
12:31:17.497 btc_price_update $77817.51 (diff=25.9)
12:31:17.497 cross_gate_opened
12:31:19.515 btc_price_update $77807.19 (diff=15.58)
12:31:21.531 btc_price_update $77807.55 (diff=15.94)
12:31:21.531 tracker_snapshot
12:31:23.547 btc_price_update $77808.77 (diff=17.16)
12:31:25.566 btc_price_update $77809.4 (diff=17.79)
12:31:27.583 btc_price_update $77809.37 (diff=17.76)
12:31:27.583 tracker_snapshot
12:31:29.603 btc_price_update $77812.99 (diff=21.38)
12:31:30.221 fill DOWN 5@0.47
12:31:30.221 paper_fill DOWN 5@0.47
12:31:31.624 btc_price_update $77816.46 (diff=24.85)
12:31:32.472 fill DOWN 5@0.46
12:31:32.472 paper_fill DOWN 5@0.46
12:31:33.055 fill DOWN 5@0.46
12:31:33.055 paper_fill DOWN 5@0.46
12:31:33.215 fill DOWN 5@0.46
12:31:33.216 paper_fill DOWN 5@0.46
12:31:33.642 btc_price_update $77816.19 (diff=24.58)
12:31:33.643 tracker_snapshot
12:31:35.663 btc_price_update $77798.45 (diff=6.84)
12:31:37.677 btc_price_update $77797.24 (diff=5.63)
12:31:39.690 btc_price_update $77797.38 (diff=5.77)
12:31:39.691 tracker_snapshot
12:31:39.691 market_snapshot
12:31:39.691 position_snapshot up=0.0 dn=20.0 gpnl=-9.25
12:31:39.691 strategy_snapshot state=ACCUMULATE gpnl=-9.25 cost=9.25
12:31:41.708 btc_price_update $77797.35 (diff=5.75)
12:31:42.707 fill UP 5@0.47
12:31:42.707 paper_fill UP 5@0.47
12:31:43.047 fill UP 5@0.46
12:31:43.047 paper_fill UP 5@0.46
12:31:43.726 btc_price_update $77795.02 (diff=3.41)
12:31:44.939 fill UP 5@0.45
12:31:44.939 paper_fill UP 5@0.45
12:31:45.743 btc_price_update $77788.41 (diff=-3.2)
12:31:45.743 tracker_snapshot
12:31:46.076 fill UP 5@0.45
12:31:46.076 paper_fill UP 5@0.45
12:31:47.759 btc_price_update $77788.55 (diff=-3.06)
12:31:48.910 fill UP 5@0.45
12:31:48.910 paper_fill UP 5@0.45
12:31:49.776 btc_price_update $77788.55 (diff=-3.06)
12:31:51.791 btc_price_update $77788.55 (diff=-3.06)
12:31:51.792 tracker_snapshot
12:31:53.807 btc_price_update $77788.55 (diff=-3.06)
12:31:54.471 fill UP 5@0.45
12:31:54.471 paper_fill UP 5@0.45
12:31:55.823 btc_price_update $77788.69 (diff=-2.92)
12:31:57.837 btc_price_update $77787.66 (diff=-3.95)
12:31:57.837 tracker_snapshot
12:31:59.594 fill UP 5@0.45
12:31:59.595 paper_fill UP 5@0.45
12:31:59.851 btc_price_update $77788.12 (diff=-3.49)
12:31:59.885 fill UP 5@0.45
12:31:59.885 paper_fill UP 5@0.45
12:32:00.607 fill UP 5@0.45
12:32:00.607 paper_fill UP 5@0.45
12:32:01.306 fill UP 5@0.45
12:32:01.306 paper_fill UP 5@0.45
12:32:01.711 fill UP 5@0.45
12:32:01.736 paper_fill UP 5@0.45
12:32:01.868 btc_price_update $77788.42 (diff=-3.19)
12:32:02.356 fill UP 5@0.45
12:32:02.356 paper_fill UP 5@0.45
12:32:03.832 fill UP 5@0.42
12:32:03.832 paper_fill UP 5@0.42
12:32:03.898 btc_price_update $77787.83 (diff=-3.78)
12:32:03.899 tracker_snapshot
12:32:04.982 fill UP 5@0.42
12:32:04.982 paper_fill UP 5@0.42
12:32:05.916 btc_price_update $77776.45 (diff=-15.16)
12:32:06.207 fill UP 5@0.42
12:32:06.207 paper_fill UP 5@0.42
12:32:06.897 fill UP 5@0.41
12:32:06.898 paper_fill UP 5@0.41
12:32:07.934 btc_price_update $77770.61 (diff=-21.0)
12:32:08.429 fill UP 5@0.4
12:32:08.431 paper_fill UP 5@0.4
12:32:08.803 fill UP 5@0.4
12:32:08.803 paper_fill UP 5@0.4
12:32:09.322 fill UP 5@0.4
12:32:09.322 paper_fill UP 5@0.4
12:32:09.668 fill UP 5@0.4
12:32:09.669 paper_fill UP 5@0.4
12:32:09.834 fill UP 5@0.41
12:32:09.834 paper_fill UP 5@0.41
12:32:09.948 btc_price_update $77768.54 (diff=-23.07)
12:32:09.948 buy_state_change ACCUMULATE → OVERWEIGHT
12:32:09.949 tracker_snapshot
12:32:09.949 market_snapshot
12:32:09.949 position_snapshot up=105.0 dn=20.0 gpnl=-34.8
12:32:09.949 strategy_snapshot state=OVERWEIGHT gpnl=-34.8 cost=54.8
12:32:11.963 btc_price_update $77769.91 (diff=-21.7)
12:32:13.978 btc_price_update $77777.85 (diff=-13.76)
12:32:15.992 btc_price_update $77776.11 (diff=-15.5)
12:32:15.993 tracker_snapshot
12:32:18.008 btc_price_update $77776.13 (diff=-15.48)
12:32:20.024 btc_price_update $77776.55 (diff=-15.05)
12:32:22.044 btc_price_update $77776.63 (diff=-14.98)
12:32:22.044 tracker_snapshot
12:32:24.059 btc_price_update $77774.71 (diff=-16.9)
12:32:26.075 btc_price_update $77774.7 (diff=-16.91)
12:32:28.088 btc_price_update $77766.76 (diff=-24.85)
12:32:28.089 tracker_snapshot
12:32:30.101 btc_price_update $77766.79 (diff=-24.82)
12:32:32.116 btc_price_update $77762.83 (diff=-28.78)
12:32:34.133 btc_price_update $77761.11 (diff=-30.5)
12:32:34.134 tracker_snapshot
12:32:36.149 btc_price_update $77761.24 (diff=-30.37)
12:32:38.163 btc_price_update $77761.03 (diff=-30.58)
12:32:40.179 btc_price_update $77760.44 (diff=-31.17)
12:32:40.180 tracker_snapshot
12:32:40.180 market_snapshot
12:32:40.180 position_snapshot up=105.0 dn=20.0 gpnl=-34.8
12:32:40.180 strategy_snapshot state=OVERWEIGHT gpnl=-34.8 cost=54.8
12:32:42.200 btc_price_update $77760.04 (diff=-31.57)
12:32:44.217 btc_price_update $77758.62 (diff=-32.99)
12:32:46.235 btc_price_update $77761.82 (diff=-29.79)
12:32:46.235 tracker_snapshot
12:32:48.251 btc_price_update $77761.67 (diff=-29.94)
12:32:50.270 btc_price_update $77761.5 (diff=-30.11)
12:32:52.287 btc_price_update $77761.5 (diff=-30.11)
12:32:52.288 tracker_snapshot
12:32:54.304 btc_price_update $77762.06 (diff=-29.55)
12:32:56.317 btc_price_update $77758.32 (diff=-33.29)
12:32:58.333 btc_price_update $77755.55 (diff=-36.06)
12:32:58.333 tracker_snapshot
12:33:00.351 btc_price_update $77759.01 (diff=-32.6)
12:33:02.374 btc_price_update $77758.64 (diff=-32.97)
12:33:04.388 btc_price_update $77754.33 (diff=-37.28)
12:33:04.389 tracker_snapshot
12:33:06.408 btc_price_update $77754.26 (diff=-37.35)
12:33:08.422 btc_price_update $77757.32 (diff=-34.29)
12:33:10.437 btc_price_update $77757.22 (diff=-34.39)
12:33:10.438 tracker_snapshot
12:33:10.438 market_snapshot
12:33:10.438 position_snapshot up=105.0 dn=20.0 gpnl=-34.8
12:33:10.438 strategy_snapshot state=OVERWEIGHT gpnl=-34.8 cost=54.8
12:33:12.455 btc_price_update $77757.55 (diff=-34.06)
12:33:14.472 btc_price_update $77757.6 (diff=-34.01)
12:33:16.489 btc_price_update $77746.1 (diff=-45.51)
12:33:16.489 tracker_snapshot
12:33:18.505 btc_price_update $77742.87 (diff=-48.74)
12:33:20.520 btc_price_update $77742.39 (diff=-49.22)
12:33:22.537 btc_price_update $77742.34 (diff=-49.27)
12:33:22.538 tracker_snapshot
12:33:24.554 btc_price_update $77739.8 (diff=-51.81)
12:33:26.569 btc_price_update $77740.09 (diff=-51.52)
12:33:28.587 btc_price_update $77743.83 (diff=-47.78)
12:33:28.587 tracker_snapshot
12:33:30.601 btc_price_update $77767.82 (diff=-23.79)
12:33:32.617 btc_price_update $77775.8 (diff=-15.81)
12:33:34.636 btc_price_update $77775.67 (diff=-15.94)
12:33:34.636 tracker_snapshot
12:33:36.651 btc_price_update $77782.07 (diff=-9.54)
12:33:38.667 btc_price_update $77785.32 (diff=-6.29)
12:33:40.683 btc_price_update $77785.54 (diff=-6.07)
12:33:40.684 tracker_snapshot
12:33:40.685 market_snapshot
12:33:40.685 position_snapshot up=105.0 dn=20.0 gpnl=-34.8
12:33:40.685 strategy_snapshot state=OVERWEIGHT gpnl=-34.8 cost=54.8
12:33:42.702 btc_price_update $77787.74 (diff=-3.87)
12:33:44.717 btc_price_update $77788.55 (diff=-3.06)
12:33:46.733 btc_price_update $77788.3 (diff=-3.31)
12:33:46.734 tracker_snapshot
12:33:48.750 btc_price_update $77788.23 (diff=-3.38)
12:33:50.769 btc_price_update $77788.51 (diff=-3.1)
12:33:51.855 fill UP 5@0.45
12:33:51.856 paper_fill UP 5@0.45
12:33:52.140 buy_state_change OVERWEIGHT → ACCUMULATE
12:33:52.786 btc_price_update $77788.22 (diff=-3.39)
12:33:52.787 tracker_snapshot
12:33:54.206 fill UP 5@0.46
12:33:54.207 paper_fill UP 5@0.46
12:33:54.471 buy_state_change ACCUMULATE → OVERWEIGHT
12:33:54.504 fill UP 5@0.44
12:33:54.504 paper_fill UP 5@0.44
12:33:54.766 buy_state_change OVERWEIGHT → ACCUMULATE
12:33:54.800 btc_price_update $77788.24 (diff=-3.37)
12:33:54.899 fill UP 5@0.43
12:33:54.899 paper_fill UP 5@0.43
12:33:55.023 buy_state_change ACCUMULATE → OVERWEIGHT
12:33:56.812 btc_price_update $77778.27 (diff=-13.34)
12:33:58.830 btc_price_update $77776.8 (diff=-14.81)
12:33:58.830 tracker_snapshot
12:34:00.859 btc_price_update $77774.01 (diff=-17.6)
12:34:02.947 btc_price_update $77770.21 (diff=-21.4)
12:34:04.963 btc_price_update $77786.52 (diff=-5.09)
12:34:04.964 tracker_snapshot
12:34:06.979 btc_price_update $77789.15 (diff=-2.46)
12:34:08.993 btc_price_update $77789.37 (diff=-2.24)
12:34:11.012 btc_price_update $77789.48 (diff=-2.13)
12:34:11.013 tracker_snapshot
12:34:11.013 market_snapshot
12:34:11.013 position_snapshot up=105.0 dn=20.0 gpnl=-34.8
12:34:11.013 strategy_snapshot state=OVERWEIGHT gpnl=-34.8 cost=54.8
12:34:13.028 btc_price_update $77793.92 (diff=2.31)
12:34:13.939 fill UP 5@0.45
12:34:13.940 paper_fill UP 5@0.45
12:34:14.126 buy_state_change OVERWEIGHT → ACCUMULATE
12:34:14.151 fill UP 5@0.46
12:34:14.151 paper_fill UP 5@0.46
12:34:15.043 btc_price_update $77794.77 (diff=3.16)
12:34:17.059 btc_price_update $77795.43 (diff=3.83)
12:34:17.060 tracker_snapshot
12:34:19.078 btc_price_update $77799.66 (diff=8.06)
12:34:21.093 btc_price_update $77799.64 (diff=8.03)
12:34:23.006 fill UP 5@0.49
12:34:23.006 paper_fill UP 5@0.49
12:34:23.110 btc_price_update $77799.98 (diff=8.37)
12:34:23.110 tracker_snapshot
12:34:23.303 fill UP 5@0.48
12:34:23.304 paper_fill UP 5@0.48
12:34:23.598 fill UP 5@0.45
12:34:23.598 paper_fill UP 5@0.45
12:34:23.599 fill UP 5@0.46
12:34:23.599 paper_fill UP 5@0.46
12:34:25.124 btc_price_update $77800.05 (diff=8.44)
12:34:27.140 btc_price_update $77800.05 (diff=8.44)
12:34:28.393 fill UP 5@0.42
12:34:28.393 paper_fill UP 5@0.42
12:34:29.022 fill UP 5@0.42
12:34:29.022 paper_fill UP 5@0.42
12:34:29.154 btc_price_update $77800.05 (diff=8.44)
12:34:29.155 tracker_snapshot
12:34:29.834 fill UP 5@0.42
12:34:29.834 paper_fill UP 5@0.42
12:34:30.689 fill UP 5@0.42
12:34:30.689 paper_fill UP 5@0.42
12:34:31.170 btc_price_update $77780.24 (diff=-11.37)
12:34:31.170 buy_state_change ACCUMULATE → OVERWEIGHT
12:34:33.185 btc_price_update $77780.09 (diff=-11.52)
12:34:35.203 btc_price_update $77777.27 (diff=-14.34)
12:34:35.203 tracker_snapshot
12:34:37.218 btc_price_update $77767.05 (diff=-24.56)
12:34:39.235 btc_price_update $77767.09 (diff=-24.52)
12:34:41.251 btc_price_update $77767.19 (diff=-24.42)
12:34:41.252 tracker_snapshot
12:34:41.252 market_snapshot
12:34:41.252 position_snapshot up=105.0 dn=20.0 gpnl=-33.85
12:34:41.252 strategy_snapshot state=OVERWEIGHT gpnl=-33.85 cost=53.85
12:34:43.267 btc_price_update $77767.41 (diff=-24.2)
12:34:45.281 btc_price_update $77767.51 (diff=-24.1)
12:34:47.298 btc_price_update $77770.77 (diff=-20.84)
12:34:47.299 tracker_snapshot
12:34:49.314 btc_price_update $77784.96 (diff=-6.65)
12:34:51.330 btc_price_update $77784.33 (diff=-7.27)
12:34:53.346 btc_price_update $77784.34 (diff=-7.27)
12:34:53.346 tracker_snapshot
12:34:55.362 btc_price_update $77784.12 (diff=-7.49)
12:34:57.374 btc_price_update $77783.4 (diff=-8.21)
12:34:59.388 btc_price_update $77780.1 (diff=-11.51)
12:34:59.389 tracker_snapshot
12:35:01.444 btc_price_update $77779.9 (diff=-11.71)
12:35:03.482 btc_price_update $77772.68 (diff=-18.93)
12:35:05.494 btc_price_update $77775.29 (diff=-16.32)
12:35:05.494 tracker_snapshot
12:35:07.513 btc_price_update $77775.78 (diff=-15.83)
12:35:09.530 btc_price_update $77775.74 (diff=-15.87)
12:35:11.546 btc_price_update $77775.75 (diff=-15.86)
12:35:11.547 tracker_snapshot
12:35:11.547 market_snapshot
12:35:11.547 position_snapshot up=105.0 dn=20.0 gpnl=-33.85
12:35:11.547 strategy_snapshot state=OVERWEIGHT gpnl=-33.85 cost=53.85
12:35:13.568 btc_price_update $77775.76 (diff=-15.85)
12:35:15.582 btc_price_update $77775.28 (diff=-16.33)
12:35:17.599 btc_price_update $77775.8 (diff=-15.81)
12:35:17.600 tracker_snapshot
12:35:19.618 btc_price_update $77775.88 (diff=-15.73)
12:35:21.635 btc_price_update $77788.62 (diff=-2.99)
12:35:21.855 fill UP 5@0.44
12:35:21.855 paper_fill UP 5@0.44
12:35:21.909 buy_state_change OVERWEIGHT → ACCUMULATE
12:35:23.650 btc_price_update $77804.35 (diff=12.74)
12:35:23.651 tracker_snapshot
12:35:24.428 fill DOWN 5@0.48
12:35:24.428 paper_fill DOWN 5@0.48
12:35:24.815 fill DOWN 5@0.48
12:35:24.815 paper_fill DOWN 5@0.48
12:35:25.667 btc_price_update $77809.58 (diff=17.97)
12:35:25.977 fill DOWN 5@0.48
12:35:25.977 paper_fill DOWN 5@0.48
12:35:27.682 btc_price_update $77810.36 (diff=18.75)
12:35:27.691 fill DOWN 5@0.48
12:35:27.692 paper_fill DOWN 5@0.48
12:35:29.680 fill DOWN 5@0.48
12:35:29.681 paper_fill DOWN 5@0.48
12:35:29.697 fill UP 5@0.52
12:35:29.697 paper_fill UP 5@0.52
12:35:29.698 btc_price_update $77811.12 (diff=19.51)
12:35:29.699 tracker_snapshot
12:35:29.718 fill DOWN 5@0.48
12:35:29.718 paper_fill DOWN 5@0.48
12:35:31.715 btc_price_update $77811.4 (diff=19.79)
12:35:33.732 btc_price_update $77809.15 (diff=17.54)
12:35:35.339 fill DOWN 5@0.48
12:35:35.339 paper_fill DOWN 5@0.48
12:35:35.750 btc_price_update $77811.46 (diff=19.85)
12:35:35.751 tracker_snapshot
12:35:36.629 fill DOWN 5@0.48
12:35:36.629 paper_fill DOWN 5@0.48
12:35:36.843 fill UP 5@0.52
12:35:36.844 paper_fill UP 5@0.52
12:35:37.766 btc_price_update $77810.42 (diff=18.81)
12:35:37.914 fill DOWN 5@0.48
12:35:37.914 paper_fill DOWN 5@0.48
12:35:39.784 btc_price_update $77810.36 (diff=18.75)
12:35:40.378 fill DOWN 5@0.48
12:35:40.378 paper_fill DOWN 5@0.48
12:35:41.315 fill DOWN 5@0.48
12:35:41.315 paper_fill DOWN 5@0.48
12:35:41.800 btc_price_update $77810.33 (diff=18.72)
12:35:41.801 tracker_snapshot
12:35:41.801 market_snapshot
12:35:41.801 position_snapshot up=90.0 dn=75.0 gpnl=2.15
12:35:41.801 strategy_snapshot state=ACCUMULATE gpnl=2.15 cost=72.85
12:35:43.819 btc_price_update $77810.2 (diff=18.59)
12:35:44.555 fill DOWN 5@0.48
12:35:44.555 paper_fill DOWN 5@0.48
12:35:45.833 btc_price_update $77810.23 (diff=18.62)
12:35:47.849 btc_price_update $77809.8 (diff=18.19)
12:35:47.850 tracker_snapshot
12:35:49.865 btc_price_update $77809.01 (diff=17.4)
12:35:51.879 btc_price_update $77809.34 (diff=17.73)
12:35:53.894 btc_price_update $77809.43 (diff=17.82)
12:35:53.894 tracker_snapshot
12:35:54.256 fill UP 5@0.48
12:35:54.256 paper_fill UP 5@0.48
12:35:54.650 fill UP 5@0.48
12:35:54.650 paper_fill UP 5@0.48
12:35:55.566 fill UP 5@0.48
12:35:55.567 paper_fill UP 5@0.48
12:35:55.907 btc_price_update $77809.54 (diff=17.93)
12:35:56.937 fill UP 5@0.48
12:35:56.937 paper_fill UP 5@0.48
12:35:57.920 btc_price_update $77809.46 (diff=17.85)
12:35:59.872 fill UP 5@0.48
12:35:59.872 paper_fill UP 5@0.48
12:35:59.935 btc_price_update $77810.43 (diff=18.82)
12:35:59.936 tracker_snapshot
12:36:01.258 fill UP 5@0.48
12:36:01.258 paper_fill UP 5@0.48
12:36:01.762 fill UP 5@0.48
12:36:01.770 paper_fill UP 5@0.48
12:36:01.977 btc_price_update $77810.46 (diff=18.85)
12:36:03.762 fill UP 5@0.48
12:36:03.763 paper_fill UP 5@0.48
12:36:04.024 btc_price_update $77809.44 (diff=17.83)
12:36:05.102 fill UP 5@0.48
12:36:05.103 paper_fill UP 5@0.48
12:36:05.297 fill UP 5@0.47
12:36:05.297 paper_fill UP 5@0.47
12:36:05.701 fill UP 5@0.44
12:36:05.702 paper_fill UP 5@0.44
12:36:05.977 fill UP 5@0.39
12:36:05.977 paper_fill UP 5@0.39
12:36:06.037 btc_price_update $77809.39 (diff=17.79)
12:36:06.038 tracker_snapshot
12:36:06.249 fill UP 5@0.4
12:36:06.249 paper_fill UP 5@0.4
12:36:06.497 fill UP 5@0.42
12:36:06.498 paper_fill UP 5@0.42
12:36:06.922 fill UP 5@0.43
12:36:06.922 paper_fill UP 5@0.43
12:36:07.939 fill UP 5@0.44
12:36:07.939 paper_fill UP 5@0.44
12:36:08.056 btc_price_update $77803.62 (diff=12.01)
12:36:08.224 fill UP 5@0.44
12:36:08.224 paper_fill UP 5@0.44
12:36:09.610 fill UP 5@0.44
12:36:09.610 paper_fill UP 5@0.44
12:36:10.071 btc_price_update $77797.48 (diff=5.87)
12:36:10.834 fill UP 5@0.45
12:36:10.835 paper_fill UP 5@0.45
12:36:11.751 fill UP 5@0.42
12:36:11.753 paper_fill UP 5@0.42
12:36:12.053 fill UP 5@0.42
12:36:12.054 paper_fill UP 5@0.42
12:36:12.088 btc_price_update $77800.19 (diff=8.58)
12:36:12.089 tracker_snapshot
12:36:12.089 market_snapshot
12:36:12.089 position_snapshot up=175.0 dn=80.0 gpnl=-33.15
12:36:12.089 strategy_snapshot state=ACCUMULATE gpnl=-33.15 cost=113.15
12:36:12.430 fill UP 5@0.42
12:36:12.430 paper_fill UP 5@0.42
12:36:12.966 fill UP 5@0.42
12:36:12.966 paper_fill UP 5@0.42
12:36:13.431 fill UP 5@0.42
12:36:13.432 paper_fill UP 5@0.42
12:36:13.799 fill UP 5@0.42
12:36:13.800 paper_fill UP 5@0.42
12:36:14.106 btc_price_update $77800.3 (diff=8.69)
12:36:15.336 fill UP 5@0.41
12:36:15.337 paper_fill UP 5@0.41
12:36:16.124 btc_price_update $77800.54 (diff=8.93)
12:36:17.041 fill UP 5@0.42
12:36:17.041 paper_fill UP 5@0.42
12:36:17.296 fill UP 5@0.42
12:36:17.296 paper_fill UP 5@0.42
12:36:17.945 fill UP 5@0.42
12:36:17.945 paper_fill UP 5@0.42
12:36:18.140 btc_price_update $77800.74 (diff=9.13)
12:36:18.142 tracker_snapshot
12:36:18.978 fill UP 5@0.42
12:36:18.978 paper_fill UP 5@0.42
12:36:20.157 btc_price_update $77800.86 (diff=9.25)
12:36:20.568 fill UP 5@0.45
12:36:20.568 paper_fill UP 5@0.45
12:36:20.568 fill UP 5@0.46
12:36:20.568 paper_fill UP 5@0.46
12:36:21.942 fill UP 5@0.46
12:36:21.942 paper_fill UP 5@0.46
12:36:22.171 btc_price_update $77809.44 (diff=17.83)
12:36:22.926 fill UP 5@0.46
12:36:22.926 paper_fill UP 5@0.46
12:36:24.189 btc_price_update $77809.57 (diff=17.96)
12:36:24.189 tracker_snapshot
12:36:24.444 fill UP 5@0.46
12:36:24.444 paper_fill UP 5@0.46
12:36:24.524 fill UP 5@0.45
12:36:24.524 paper_fill UP 5@0.45
12:36:25.798 fill UP 5@0.46
12:36:25.798 paper_fill UP 5@0.46
12:36:26.204 btc_price_update $77809.56 (diff=17.95)
12:36:27.406 fill UP 5@0.46
12:36:27.406 paper_fill UP 5@0.46
12:36:27.426 fill UP 5@0.47
12:36:27.427 paper_fill UP 5@0.47
12:36:27.849 fill UP 5@0.46
12:36:27.850 paper_fill UP 5@0.46
12:36:28.224 btc_price_update $77812.24 (diff=20.63)
12:36:30.241 btc_price_update $77814.2 (diff=22.59)
12:36:30.242 tracker_snapshot
12:36:31.564 fill UP 5@0.4
12:36:31.565 paper_fill UP 5@0.4
12:36:31.799 fill UP 5@0.39
12:36:31.799 paper_fill UP 5@0.39
12:36:32.025 fill UP 5@0.38
12:36:32.025 paper_fill UP 5@0.38
12:36:32.259 btc_price_update $77814.1 (diff=22.49)
12:36:32.971 fill UP 5@0.39
12:36:32.971 paper_fill UP 5@0.39
12:36:34.273 btc_price_update $77812.9 (diff=21.29)
12:36:34.788 fill UP 5@0.4
12:36:34.789 paper_fill UP 5@0.4
12:36:35.094 fill UP 5@0.4
12:36:35.095 paper_fill UP 5@0.4
12:36:36.292 btc_price_update $77802.31 (diff=10.71)
12:36:36.293 tracker_snapshot
12:36:36.708 buy_state_change ACCUMULATE → DIRECTIONAL
12:36:36.709 fill UP 5@0.4
12:36:36.709 paper_fill UP 5@0.4
12:36:37.260 fill UP 5@0.4
12:36:37.261 paper_fill UP 5@0.4
12:36:37.440 fill UP 5@0.4
12:36:37.440 paper_fill UP 5@0.4
12:36:38.309 btc_price_update $77802.15 (diff=10.54)
12:36:38.485 fill UP 5@0.4
12:36:38.485 paper_fill UP 5@0.4
12:36:39.565 fill UP 5@0.4
12:36:39.565 paper_fill UP 5@0.4
12:36:40.327 btc_price_update $77806.0 (diff=14.4)
12:36:41.256 fill UP 5@0.4
12:36:41.256 paper_fill UP 5@0.4
12:36:41.599 fill UP 5@0.4
12:36:41.601 paper_fill UP 5@0.4
12:36:41.827 fill UP 5@0.37
12:36:41.831 paper_fill UP 5@0.37
12:36:42.291 fill UP 5@0.36
12:36:42.291 paper_fill UP 5@0.36
12:36:42.342 btc_price_update $77807.3 (diff=15.69)
12:36:42.345 tracker_snapshot
12:36:42.345 market_snapshot
12:36:42.345 position_snapshot up=305.0 dn=80.0 gpnl=-86.2
12:36:42.345 strategy_snapshot state=DIRECTIONAL gpnl=-86.2 cost=166.2
12:36:43.761 fill UP 5@0.36
12:36:43.761 paper_fill UP 5@0.36
12:36:44.366 btc_price_update $77798.04 (diff=6.43)
12:36:44.766 fill UP 5@0.36
12:36:44.767 paper_fill UP 5@0.36
12:36:45.428 fill UP 5@0.36
12:36:45.428 paper_fill UP 5@0.36
12:36:46.377 fill UP 5@0.36
12:36:46.377 paper_fill UP 5@0.36
12:36:46.383 btc_price_update $77797.39 (diff=5.78)
12:36:46.485 fill UP 5@0.36
12:36:46.485 paper_fill UP 5@0.36
12:36:47.040 fill UP 5@0.36
12:36:47.040 paper_fill UP 5@0.36
12:36:47.304 fill UP 5@0.36
12:36:47.304 paper_fill UP 5@0.36
12:36:48.399 btc_price_update $77790.97 (diff=-0.64)
12:36:48.400 tracker_snapshot
12:36:50.418 btc_price_update $77788.58 (diff=-3.03)
12:36:52.438 btc_price_update $77788.01 (diff=-3.6)
12:36:52.737 fill UP 5@0.36
12:36:52.737 paper_fill UP 5@0.36
12:36:54.451 btc_price_update $77787.95 (diff=-3.66)
12:36:54.451 tracker_snapshot
12:36:56.469 btc_price_update $77787.34 (diff=-4.27)
12:36:58.486 btc_price_update $77787.06 (diff=-4.55)
12:37:00.513 btc_price_update $77787.08 (diff=-4.53)
12:37:00.514 tracker_snapshot
12:37:01.327 fill UP 5@0.34
12:37:01.327 paper_fill UP 5@0.34
12:37:02.314 fill UP 5@0.34
12:37:02.314 paper_fill UP 5@0.34
12:37:02.535 btc_price_update $77787.02 (diff=-4.59)
12:37:02.856 fill UP 5@0.34
12:37:02.856 paper_fill UP 5@0.34
12:37:03.325 fill UP 5@0.34
12:37:03.325 paper_fill UP 5@0.34
12:37:03.465 fill UP 5@0.34
12:37:03.465 paper_fill UP 5@0.34
12:37:03.916 fill UP 5@0.34
12:37:03.916 paper_fill UP 5@0.34
12:37:04.274 fill UP 5@0.34
12:37:04.274 paper_fill UP 5@0.34
12:37:04.551 btc_price_update $77783.16 (diff=-8.45)
12:37:04.905 fill UP 5@0.37
12:37:04.905 paper_fill UP 5@0.37
12:37:06.154 fill UP 5@0.37
12:37:06.154 paper_fill UP 5@0.37
12:37:06.566 btc_price_update $77790.72 (diff=-0.89)
12:37:06.567 tracker_snapshot
12:37:08.002 fill UP 5@0.36
12:37:08.002 paper_fill UP 5@0.36
12:37:08.583 btc_price_update $77790.74 (diff=-0.87)
12:37:08.920 fill UP 5@0.36
12:37:08.920 paper_fill UP 5@0.36
12:37:10.597 btc_price_update $77792.57 (diff=0.96)
12:37:12.616 btc_price_update $77793.7 (diff=2.09)
12:37:12.617 tracker_snapshot
12:37:12.617 market_snapshot
12:37:12.617 position_snapshot up=400.0 dn=80.0 gpnl=-119.8
12:37:12.617 strategy_snapshot state=DIRECTIONAL gpnl=-119.8 cost=199.8
12:37:13.003 fill UP 5@0.39
12:37:13.003 paper_fill UP 5@0.39
12:37:14.632 btc_price_update $77793.73 (diff=2.12)
12:37:14.633 buy_state_change DIRECTIONAL → OVERWEIGHT
12:37:16.646 btc_price_update $77794.22 (diff=2.61)
12:37:18.662 btc_price_update $77794.92 (diff=3.31)
12:37:18.662 tracker_snapshot
12:37:20.678 btc_price_update $77796.85 (diff=5.25)
12:37:22.693 btc_price_update $77801.27 (diff=9.66)
12:37:24.711 btc_price_update $77801.36 (diff=9.75)
12:37:24.712 tracker_snapshot
12:37:26.727 btc_price_update $77801.48 (diff=9.87)
12:37:28.743 btc_price_update $77802.04 (diff=10.43)
12:37:30.757 btc_price_update $77802.04 (diff=10.43)
12:37:30.758 tracker_snapshot
12:37:30.815 fill UP 5@0.42
12:37:30.815 paper_fill UP 5@0.42
12:37:31.680 buy_state_change OVERWEIGHT → ACCUMULATE
12:37:31.969 buy_state_change ACCUMULATE → DIRECTIONAL
12:37:32.771 btc_price_update $77802.04 (diff=10.43)
12:37:32.914 fill UP 5@0.41
12:37:32.914 paper_fill UP 5@0.41
12:37:33.175 buy_state_change DIRECTIONAL → OVERWEIGHT
12:37:34.787 btc_price_update $77792.27 (diff=0.66)
12:37:34.942 fill UP 5@0.47
12:37:34.942 paper_fill UP 5@0.47
12:37:35.177 buy_state_change OVERWEIGHT → ACCUMULATE
12:37:35.279 fill UP 5@0.49
12:37:35.279 paper_fill UP 5@0.49
12:37:35.778 fill UP 5@0.49
12:37:35.778 paper_fill UP 5@0.49
12:37:36.802 btc_price_update $77806.86 (diff=15.25)
12:37:36.803 tracker_snapshot
12:37:36.975 fill UP 5@0.5
12:37:36.976 paper_fill UP 5@0.5
12:37:38.025 fill UP 5@0.54
12:37:38.026 paper_fill UP 5@0.54
12:37:38.819 btc_price_update $77813.56 (diff=21.95)
12:37:38.983 fill UP 5@0.5
12:37:38.983 paper_fill UP 5@0.5
12:37:40.348 fill UP 5@0.51
12:37:40.348 paper_fill UP 5@0.51
12:37:40.839 fill UP 5@0.5
12:37:40.840 paper_fill UP 5@0.5
12:37:40.841 btc_price_update $77813.55 (diff=21.94)
12:37:42.856 btc_price_update $77811.5 (diff=19.89)
12:37:42.857 tracker_snapshot
12:37:42.858 market_snapshot
12:37:42.858 position_snapshot up=365.0 dn=80.0 gpnl=-101.7
12:37:42.858 strategy_snapshot state=ACCUMULATE gpnl=-101.7 cost=181.7
12:37:44.875 btc_price_update $77810.5 (diff=18.89)
12:37:45.881 fill UP 5@0.48
12:37:45.881 paper_fill UP 5@0.48
12:37:46.891 btc_price_update $77808.03 (diff=16.42)
12:37:46.982 fill UP 5@0.48
12:37:46.982 paper_fill UP 5@0.48
12:37:46.999 fill UP 5@0.47
12:37:46.999 paper_fill UP 5@0.47
12:37:48.907 btc_price_update $77809.41 (diff=17.81)
12:37:48.908 tracker_snapshot
12:37:50.923 btc_price_update $77809.93 (diff=18.32)
12:37:51.496 fill UP 5@0.49
12:37:51.496 paper_fill UP 5@0.49
12:37:52.935 btc_price_update $77816.06 (diff=24.45)
12:37:54.952 btc_price_update $77816.25 (diff=24.64)
12:37:54.953 tracker_snapshot
12:37:56.969 btc_price_update $77815.53 (diff=23.92)
12:37:58.988 btc_price_update $77815.56 (diff=23.95)
12:37:59.009 fill UP 5@0.49
12:37:59.010 paper_fill UP 5@0.49
12:38:00.649 fill UP 5@0.49
12:38:00.649 paper_fill UP 5@0.49
12:38:01.003 btc_price_update $77815.27 (diff=23.66)
12:38:01.004 tracker_snapshot
12:38:03.025 btc_price_update $77815.13 (diff=23.52)
12:38:05.045 btc_price_update $77815.07 (diff=23.46)
12:38:05.289 fill UP 5@0.48
12:38:05.290 paper_fill UP 5@0.48
12:38:07.062 btc_price_update $77816.21 (diff=24.6)
12:38:07.064 tracker_snapshot
12:38:08.063 fill UP 5@0.48
12:38:08.063 paper_fill UP 5@0.48
12:38:08.682 fill UP 5@0.48
12:38:08.682 paper_fill UP 5@0.48
12:38:09.083 btc_price_update $77816.35 (diff=24.74)
12:38:11.099 btc_price_update $77812.09 (diff=20.48)
12:38:13.114 btc_price_update $77813.02 (diff=21.41)
12:38:13.115 tracker_snapshot
12:38:13.116 market_snapshot
12:38:13.116 position_snapshot up=350.0 dn=80.0 gpnl=-94.4
12:38:13.116 strategy_snapshot state=ACCUMULATE gpnl=-94.4 cost=174.4
12:38:13.835 fill UP 5@0.48
12:38:13.835 paper_fill UP 5@0.48
12:38:15.133 btc_price_update $77813.7 (diff=22.09)
12:38:17.148 btc_price_update $77813.7 (diff=22.09)
12:38:19.168 btc_price_update $77813.8 (diff=22.19)
12:38:19.169 tracker_snapshot
12:38:19.279 fill UP 5@0.48
12:38:19.279 paper_fill UP 5@0.48
12:38:21.185 btc_price_update $77813.78 (diff=22.17)
12:38:23.206 btc_price_update $77813.86 (diff=22.26)
12:38:25.220 btc_price_update $77813.89 (diff=22.28)
12:38:25.221 tracker_snapshot
12:38:27.236 btc_price_update $77813.8 (diff=22.19)
12:38:29.252 btc_price_update $77813.17 (diff=21.56)
12:38:29.638 fill UP 5@0.48
12:38:29.639 paper_fill UP 5@0.48
12:38:31.265 btc_price_update $77812.82 (diff=21.21)
12:38:31.266 tracker_snapshot
12:38:33.279 btc_price_update $77813.27 (diff=21.66)
12:38:35.296 btc_price_update $77814.26 (diff=22.65)
12:38:37.315 btc_price_update $77813.6 (diff=21.99)
12:38:37.316 tracker_snapshot
12:38:39.104 fill UP 5@0.5
12:38:39.104 paper_fill UP 5@0.5
12:38:39.329 btc_price_update $77813.74 (diff=22.13)
12:38:41.346 btc_price_update $77814.26 (diff=22.65)
12:38:43.363 btc_price_update $77813.6 (diff=21.99)
12:38:43.365 tracker_snapshot
12:38:43.365 market_snapshot
12:38:43.365 position_snapshot up=360.0 dn=80.0 gpnl=-99.1
12:38:43.365 strategy_snapshot state=ACCUMULATE gpnl=-99.1 cost=179.1
12:38:43.644 fill UP 5@0.48
12:38:43.645 paper_fill UP 5@0.48
12:38:44.104 fill UP 5@0.46
12:38:44.105 paper_fill UP 5@0.46
12:38:44.576 fill UP 5@0.46
12:38:44.576 paper_fill UP 5@0.46
12:38:45.391 btc_price_update $77812.65 (diff=21.04)
12:38:46.477 fill UP 5@0.46
12:38:46.478 paper_fill UP 5@0.46
12:38:46.872 fill UP 5@0.44
12:38:46.872 paper_fill UP 5@0.44
12:38:47.407 btc_price_update $77805.06 (diff=13.45)
12:38:48.338 fill UP 5@0.37
12:38:48.339 paper_fill UP 5@0.37
12:38:49.356 fill UP 5@0.34
12:38:49.356 paper_fill UP 5@0.34
12:38:49.423 btc_price_update $77803.04 (diff=11.43)
12:38:49.424 tracker_snapshot
12:38:50.527 fill UP 5@0.37
12:38:50.528 paper_fill UP 5@0.37
12:38:51.043 fill UP 5@0.36
12:38:51.043 paper_fill UP 5@0.36
12:38:51.440 fill UP 5@0.35
12:38:51.440 paper_fill UP 5@0.35
12:38:51.441 btc_price_update $77781.8 (diff=-9.81)
12:38:52.731 buy_state_change ACCUMULATE → DIRECTIONAL
12:38:52.747 fill UP 5@0.37
12:38:52.747 paper_fill UP 5@0.37
12:38:53.456 btc_price_update $77782.07 (diff=-9.54)
12:38:53.456 buy_state_change DIRECTIONAL → OVERWEIGHT
12:38:55.470 btc_price_update $77785.68 (diff=-5.93)
12:38:55.471 tracker_snapshot
12:38:57.488 btc_price_update $77785.67 (diff=-5.93)
12:38:59.503 btc_price_update $77786.61 (diff=-4.99)
12:39:01.532 btc_price_update $77788.88 (diff=-2.72)
12:39:01.538 tracker_snapshot
12:39:02.310 fill UP 5@0.45
12:39:02.310 paper_fill UP 5@0.45
12:39:02.505 buy_state_change OVERWEIGHT → ACCUMULATE
12:39:02.863 fill UP 5@0.5
12:39:02.864 paper_fill UP 5@0.5
12:39:03.594 btc_price_update $77790.68 (diff=-0.93)
12:39:05.609 btc_price_update $77801.01 (diff=9.4)
12:39:06.749 fill UP 5@0.48
12:39:06.750 paper_fill UP 5@0.48
12:39:07.626 btc_price_update $77801.47 (diff=9.86)
12:39:07.628 tracker_snapshot
12:39:09.643 btc_price_update $77801.47 (diff=9.86)
12:39:11.661 btc_price_update $77801.56 (diff=9.95)
12:39:13.556 fill UP 5@0.46
12:39:13.556 paper_fill UP 5@0.46
12:39:13.676 btc_price_update $77801.61 (diff=10.0)
12:39:13.676 buy_state_change ACCUMULATE → OVERWEIGHT
12:39:13.677 tracker_snapshot
12:39:13.677 market_snapshot
12:39:13.677 position_snapshot up=405.0 dn=80.0 gpnl=-116.55
12:39:13.678 strategy_snapshot state=OVERWEIGHT gpnl=-116.55 cost=196.55
12:39:15.695 btc_price_update $77801.69 (diff=10.08)
12:39:17.712 btc_price_update $77801.71 (diff=10.1)
12:39:19.727 btc_price_update $77801.63 (diff=10.02)
12:39:19.728 tracker_snapshot
12:39:20.582 fill UP 5@0.44
12:39:20.583 paper_fill UP 5@0.44
12:39:20.815 buy_state_change OVERWEIGHT → ACCUMULATE
12:39:21.741 btc_price_update $77801.52 (diff=9.91)
12:39:23.677 fill UP 5@0.41
12:39:23.677 paper_fill UP 5@0.41
12:39:23.759 btc_price_update $77796.59 (diff=4.98)
12:39:23.759 buy_state_change ACCUMULATE → OVERWEIGHT
12:39:25.775 btc_price_update $77796.59 (diff=4.98)
12:39:25.776 tracker_snapshot
12:39:27.791 btc_price_update $77796.68 (diff=5.07)
12:39:29.809 btc_price_update $77796.6 (diff=4.99)
12:39:31.824 btc_price_update $77804.61 (diff=13.0)
12:39:31.825 tracker_snapshot
12:39:33.844 btc_price_update $77807.25 (diff=15.64)
12:39:35.861 btc_price_update $77807.27 (diff=15.66)
12:39:36.335 fill UP 5@0.49
12:39:36.336 paper_fill UP 5@0.49
12:39:36.618 buy_state_change OVERWEIGHT → ACCUMULATE
12:39:36.777 fill UP 5@0.48
12:39:36.777 paper_fill UP 5@0.48
12:39:37.875 btc_price_update $77806.12 (diff=14.51)
12:39:37.876 buy_state_change ACCUMULATE → OVERWEIGHT
12:39:37.877 tracker_snapshot
12:39:39.893 btc_price_update $77806.13 (diff=14.52)
12:39:41.907 btc_price_update $77806.13 (diff=14.52)
12:39:43.924 btc_price_update $77806.15 (diff=14.54)
12:39:43.926 tracker_snapshot
12:39:43.926 market_snapshot
12:39:43.926 position_snapshot up=405.0 dn=80.0 gpnl=-116.35
12:39:43.926 strategy_snapshot state=OVERWEIGHT gpnl=-116.35 cost=196.35
12:39:45.945 btc_price_update $77806.22 (diff=14.61)
12:39:47.964 btc_price_update $77810.35 (diff=18.74)
12:39:49.979 btc_price_update $77809.04 (diff=17.43)
12:39:49.980 tracker_snapshot
12:39:51.881 fill UP 5@0.46
12:39:51.881 paper_fill UP 5@0.46
12:39:51.996 btc_price_update $77809.35 (diff=17.74)
12:39:51.996 buy_state_change OVERWEIGHT → ACCUMULATE
12:39:52.239 fill UP 5@0.44
12:39:52.239 paper_fill UP 5@0.44
12:39:52.723 buy_state_change ACCUMULATE → OVERWEIGHT
12:39:53.486 fill UP 5@0.42
12:39:53.487 paper_fill UP 5@0.42
12:39:53.698 buy_state_change OVERWEIGHT → ACCUMULATE
12:39:53.798 fill UP 5@0.42
12:39:53.798 paper_fill UP 5@0.42
12:39:54.013 btc_price_update $77809.35 (diff=17.74)
12:39:54.014 buy_state_change ACCUMULATE → OVERWEIGHT
12:39:56.031 btc_price_update $77802.73 (diff=11.12)
12:39:56.032 tracker_snapshot
12:39:58.046 btc_price_update $77798.76 (diff=7.15)
12:40:00.078 btc_price_update $77800.36 (diff=8.75)
12:40:02.387 btc_price_update $77801.3 (diff=9.69)
12:40:02.388 tracker_snapshot
12:40:03.525 fill UP 5@0.47
12:40:03.526 paper_fill UP 5@0.47
12:40:04.405 btc_price_update $77805.7 (diff=14.09)
12:40:04.406 buy_state_change OVERWEIGHT → ACCUMULATE
12:40:06.423 btc_price_update $77808.07 (diff=16.46)
12:40:07.000 fill UP 5@0.49
12:40:07.001 paper_fill UP 5@0.49
12:40:08.103 fill UP 5@0.49
12:40:08.104 paper_fill UP 5@0.49
12:40:08.437 btc_price_update $77810.04 (diff=18.43)
12:40:08.438 tracker_snapshot
12:40:09.000 fill UP 5@0.49
12:40:09.001 paper_fill UP 5@0.49
12:40:09.748 fill UP 5@0.49
12:40:09.748 paper_fill UP 5@0.49
12:40:10.019 fill UP 5@0.49
12:40:10.020 paper_fill UP 5@0.49
12:40:10.455 btc_price_update $77811.12 (diff=19.51)
12:40:11.946 fill UP 5@0.53
12:40:11.946 paper_fill UP 5@0.53
12:40:12.469 btc_price_update $77811.98 (diff=20.37)
12:40:12.666 fill UP 5@0.48
12:40:12.667 paper_fill UP 5@0.48
12:40:13.662 fill UP 5@0.49
12:40:13.663 paper_fill UP 5@0.49
12:40:14.483 btc_price_update $77810.04 (diff=18.43)
12:40:14.484 tracker_snapshot
12:40:14.484 market_snapshot
12:40:14.484 position_snapshot up=360.0 dn=80.0 gpnl=-94.15
12:40:14.484 strategy_snapshot state=ACCUMULATE gpnl=-94.15 cost=174.15
12:40:15.029 fill UP 5@0.5
12:40:15.029 paper_fill UP 5@0.5
12:40:16.013 fill UP 5@0.5
12:40:16.013 paper_fill UP 5@0.5
12:40:16.499 btc_price_update $77809.56 (diff=17.95)
12:40:17.256 fill UP 5@0.5
12:40:17.256 paper_fill UP 5@0.5
12:40:17.804 fill UP 5@0.5
12:40:17.804 paper_fill UP 5@0.5
12:40:18.223 fill UP 5@0.5
12:40:18.223 paper_fill UP 5@0.5
12:40:18.516 btc_price_update $77809.49 (diff=17.88)
12:40:18.541 fill UP 5@0.5
12:40:18.541 paper_fill UP 5@0.5
12:40:20.532 btc_price_update $77809.68 (diff=18.07)
12:40:20.532 tracker_snapshot
12:40:22.548 btc_price_update $77809.79 (diff=18.18)
12:40:24.564 btc_price_update $77809.71 (diff=18.1)
12:40:24.602 fill UP 5@0.5
12:40:24.602 paper_fill UP 5@0.5
12:40:26.577 btc_price_update $77809.76 (diff=18.15)
12:40:26.578 tracker_snapshot
12:40:26.934 fill UP 5@0.48
12:40:26.934 paper_fill UP 5@0.48
12:40:28.594 btc_price_update $77809.95 (diff=18.34)
12:40:30.613 btc_price_update $77809.84 (diff=18.24)
12:40:32.633 btc_price_update $77810.13 (diff=18.52)
12:40:32.634 tracker_snapshot
12:40:34.654 btc_price_update $77810.17 (diff=18.56)
12:40:36.668 btc_price_update $77810.15 (diff=18.54)
12:40:38.686 btc_price_update $77808.95 (diff=17.34)
12:40:38.687 tracker_snapshot
12:40:40.706 btc_price_update $77810.72 (diff=19.11)
12:40:40.726 fill UP 5@0.53
12:40:40.726 paper_fill UP 5@0.53
12:40:40.728 fill DOWN 5@0.47
12:40:40.728 paper_fill DOWN 5@0.47
12:40:42.723 btc_price_update $77810.74 (diff=19.13)
12:40:43.295 fill UP 5@0.53
12:40:43.295 paper_fill UP 5@0.53
12:40:43.323 fill DOWN 5@0.47
12:40:43.324 paper_fill DOWN 5@0.47
12:40:44.736 btc_price_update $77810.75 (diff=19.14)
12:40:44.737 tracker_snapshot
12:40:44.737 market_snapshot
12:40:44.737 position_snapshot up=310.0 dn=90.0 gpnl=-63.65
12:40:44.737 strategy_snapshot state=ACCUMULATE gpnl=-63.65 cost=153.65
12:40:46.753 btc_price_update $77810.76 (diff=19.15)
12:40:48.436 fill DOWN 5@0.48
12:40:48.436 paper_fill DOWN 5@0.48
12:40:48.767 btc_price_update $77810.73 (diff=19.12)
12:40:49.606 fill UP 5@0.52
12:40:49.606 paper_fill UP 5@0.52
12:40:50.787 btc_price_update $77810.71 (diff=19.1)
12:40:50.787 tracker_snapshot
12:40:52.150 fill DOWN 5@0.47
12:40:52.150 paper_fill DOWN 5@0.47
12:40:52.804 btc_price_update $77810.71 (diff=19.1)
12:40:54.218 fill UP 5@0.54
12:40:54.218 paper_fill UP 5@0.54
12:40:54.819 btc_price_update $77810.89 (diff=19.28)
12:40:56.214 fill DOWN 5@0.46
12:40:56.214 paper_fill DOWN 5@0.46
12:40:56.835 btc_price_update $77811.33 (diff=19.72)
12:40:56.836 tracker_snapshot
12:40:57.129 fill UP 5@0.54
12:40:57.129 paper_fill UP 5@0.54
12:40:58.343 fill UP 5@0.54
12:40:58.343 paper_fill UP 5@0.54
12:40:58.345 fill DOWN 5@0.46
12:40:58.345 paper_fill DOWN 5@0.46
12:40:58.852 btc_price_update $77811.76 (diff=20.15)
12:41:00.515 fill DOWN 5@0.46
12:41:00.515 paper_fill DOWN 5@0.46
12:41:00.875 btc_price_update $77811.79 (diff=20.18)
12:41:02.029 fill UP 5@0.54
12:41:02.029 paper_fill UP 5@0.54
12:41:02.209 fill DOWN 5@0.46
12:41:02.209 paper_fill DOWN 5@0.46
12:41:02.902 btc_price_update $77811.8 (diff=20.19)
12:41:02.903 tracker_snapshot
12:41:04.921 btc_price_update $77811.79 (diff=20.18)
12:41:05.441 fill UP 5@0.55
12:41:05.441 paper_fill UP 5@0.55
12:41:05.816 fill DOWN 5@0.45
12:41:05.816 paper_fill DOWN 5@0.45
12:41:06.897 fill DOWN 5@0.45
12:41:06.900 paper_fill DOWN 5@0.45
12:41:06.933 btc_price_update $77811.77 (diff=20.16)
12:41:08.952 btc_price_update $77811.79 (diff=20.18)
12:41:08.953 tracker_snapshot
12:41:09.108 fill UP 5@0.55
12:41:09.108 paper_fill UP 5@0.55
12:41:09.109 fill DOWN 5@0.45
12:41:09.109 paper_fill DOWN 5@0.45
12:41:10.972 btc_price_update $77811.79 (diff=20.18)
12:41:11.422 fill UP 5@0.55
12:41:11.422 paper_fill UP 5@0.55
12:41:12.983 btc_price_update $77811.77 (diff=20.16)
12:41:14.999 btc_price_update $77811.76 (diff=20.15)
12:41:15.000 tracker_snapshot
12:41:15.000 market_snapshot
12:41:15.000 position_snapshot up=270.0 dn=135.0 gpnl=-17.7
12:41:15.000 strategy_snapshot state=ACCUMULATE gpnl=-17.7 cost=152.7
12:41:17.018 btc_price_update $77811.77 (diff=20.16)
12:41:18.141 fill DOWN 5@0.45
12:41:18.141 paper_fill DOWN 5@0.45
12:41:19.034 btc_price_update $77811.75 (diff=20.14)
12:41:19.195 fill DOWN 5@0.46
12:41:19.196 paper_fill DOWN 5@0.46
12:41:20.012 fill DOWN 5@0.46
12:41:20.012 paper_fill DOWN 5@0.46
12:41:20.753 fill DOWN 5@0.44
12:41:20.753 paper_fill DOWN 5@0.44
12:41:21.049 btc_price_update $77812.33 (diff=20.72)
12:41:21.050 tracker_snapshot
12:41:22.323 fill DOWN 5@0.43
12:41:22.323 paper_fill DOWN 5@0.43
12:41:23.068 btc_price_update $77814.18 (diff=22.57)
12:41:23.685 fill DOWN 5@0.42
12:41:23.685 paper_fill DOWN 5@0.42
12:41:25.086 btc_price_update $77816.27 (diff=24.66)
12:41:27.101 btc_price_update $77816.26 (diff=24.65)
12:41:27.101 tracker_snapshot
12:41:28.253 fill DOWN 5@0.42
12:41:28.253 paper_fill DOWN 5@0.42
12:41:29.019 fill UP 5@0.58
12:41:29.019 paper_fill UP 5@0.58
12:41:29.116 btc_price_update $77815.98 (diff=24.37)
12:41:29.172 fill DOWN 5@0.42
12:41:29.172 paper_fill DOWN 5@0.42
12:41:31.134 btc_price_update $77816.16 (diff=24.55)
12:41:32.369 fill DOWN 5@0.42
12:41:32.369 paper_fill DOWN 5@0.42
12:41:32.408 fill UP 5@0.59
12:41:32.408 paper_fill UP 5@0.59
12:41:33.153 btc_price_update $77824.72 (diff=33.11)
12:41:33.155 tracker_snapshot
12:41:33.472 fill UP 5@0.61
12:41:33.472 paper_fill UP 5@0.61
12:41:33.546 fill DOWN 5@0.34
12:41:33.546 paper_fill DOWN 5@0.34
12:41:33.619 fill DOWN 5@0.34
12:41:33.619 paper_fill DOWN 5@0.34
12:41:33.622 fill UP 5@0.63
12:41:33.622 paper_fill UP 5@0.63
12:41:34.292 fill UP 5@0.65
12:41:34.292 paper_fill UP 5@0.65
12:41:35.161 fill DOWN 5@0.39
12:41:35.161 paper_fill DOWN 5@0.39
12:41:35.171 btc_price_update $77831.79 (diff=40.18)
12:41:35.452 fill DOWN 5@0.33
12:41:35.453 paper_fill DOWN 5@0.33
12:41:35.655 buy_state_change ACCUMULATE → DIRECTIONAL
12:41:35.816 fill DOWN 5@0.34
12:41:35.816 paper_fill DOWN 5@0.34
12:41:36.094 fill DOWN 5@0.34
12:41:36.094 paper_fill DOWN 5@0.34
12:41:36.250 fill DOWN 5@0.34
12:41:36.250 paper_fill DOWN 5@0.34
12:41:36.532 fill DOWN 5@0.34
12:41:36.532 paper_fill DOWN 5@0.34
12:41:36.695 fill DOWN 5@0.34
12:41:36.696 paper_fill DOWN 5@0.34
12:41:37.184 btc_price_update $77826.49 (diff=34.88)
12:41:37.310 fill DOWN 5@0.34
12:41:37.310 paper_fill DOWN 5@0.34
12:41:39.201 btc_price_update $77827.77 (diff=36.16)
12:41:39.202 tracker_snapshot
12:41:39.790 fill DOWN 5@0.34
12:41:39.790 paper_fill DOWN 5@0.34
12:41:40.506 fill DOWN 5@0.34
12:41:40.507 paper_fill DOWN 5@0.34
12:41:40.902 fill DOWN 5@0.34
12:41:40.903 paper_fill DOWN 5@0.34
12:41:41.214 btc_price_update $77828.44 (diff=36.83)
12:41:41.736 fill DOWN 5@0.34
12:41:41.737 paper_fill DOWN 5@0.34
12:41:42.226 fill DOWN 5@0.34
12:41:42.227 paper_fill DOWN 5@0.34
12:41:42.633 fill DOWN 5@0.36
12:41:42.633 paper_fill DOWN 5@0.36
12:41:43.233 btc_price_update $77829.03 (diff=37.42)
12:41:43.308 fill DOWN 5@0.35
12:41:43.309 paper_fill DOWN 5@0.35
12:41:43.885 fill DOWN 5@0.36
12:41:43.885 paper_fill DOWN 5@0.36
12:41:44.418 fill DOWN 5@0.34
12:41:44.418 paper_fill DOWN 5@0.34
12:41:44.728 fill DOWN 5@0.34
12:41:44.728 paper_fill DOWN 5@0.34
12:41:45.085 fill DOWN 5@0.33
12:41:45.085 paper_fill DOWN 5@0.33
12:41:45.249 btc_price_update $77829.03 (diff=37.42)
12:41:45.249 tracker_snapshot
12:41:45.250 market_snapshot
12:41:45.250 position_snapshot up=245.0 dn=285.0 gpnl=51.9
12:41:45.250 strategy_snapshot state=DIRECTIONAL gpnl=51.9 cost=193.1
12:41:45.515 fill DOWN 5@0.33
12:41:45.515 paper_fill DOWN 5@0.33
12:41:45.844 fill DOWN 5@0.33
12:41:45.844 paper_fill DOWN 5@0.33
12:41:46.311 fill DOWN 5@0.32
12:41:46.311 paper_fill DOWN 5@0.32
12:41:47.013 fill DOWN 5@0.33
12:41:47.013 paper_fill DOWN 5@0.33
12:41:47.266 btc_price_update $77831.66 (diff=40.05)
12:41:48.772 fill DOWN 5@0.33
12:41:48.772 paper_fill DOWN 5@0.33
12:41:49.283 btc_price_update $77830.91 (diff=39.3)
12:41:49.283 buy_state_change DIRECTIONAL → OVERWEIGHT
12:41:51.299 btc_price_update $77831.61 (diff=40.0)
12:41:51.300 tracker_snapshot
12:41:53.315 btc_price_update $77831.66 (diff=40.05)
12:41:55.329 btc_price_update $77837.09 (diff=45.48)
12:41:57.347 btc_price_update $77841.31 (diff=49.7)
12:41:57.347 tracker_snapshot
12:41:59.364 btc_price_update $77851.87 (diff=60.26)
12:42:02.682 btc_price_update $77856.21 (diff=64.6)
12:42:02.682 tracker_snapshot
12:42:04.973 btc_price_update $77839.47 (diff=47.86)
12:42:06.987 btc_price_update $77838.56 (diff=46.95)
12:42:09.009 btc_price_update $77840.1 (diff=48.49)
12:42:09.010 tracker_snapshot
12:42:11.027 btc_price_update $77845.64 (diff=54.03)
12:42:13.044 btc_price_update $77851.46 (diff=59.85)
12:42:15.058 btc_price_update $77856.83 (diff=65.22)
12:42:15.058 tracker_snapshot
12:42:17.075 btc_price_update $77861.92 (diff=70.31)
12:42:17.075 market_snapshot
12:42:17.075 position_snapshot up=245.0 dn=310.0 gpnl=43.7
12:42:17.075 strategy_snapshot state=OVERWEIGHT gpnl=43.7 cost=201.3
12:42:19.088 btc_price_update $77863.69 (diff=72.08)
12:42:21.104 btc_price_update $77867.79 (diff=76.18)
12:42:21.105 tracker_snapshot
12:42:23.116 btc_price_update $77866.36 (diff=74.75)
12:42:25.132 btc_price_update $77866.23 (diff=74.62)
12:42:27.145 btc_price_update $77869.43 (diff=77.82)
12:42:27.145 tracker_snapshot
12:42:29.163 btc_price_update $77870.57 (diff=78.96)
12:42:31.178 btc_price_update $77873.44 (diff=81.83)
12:42:33.193 btc_price_update $77875.58 (diff=83.97)
12:42:33.194 tracker_snapshot
12:42:35.211 btc_price_update $77869.18 (diff=77.57)
12:42:37.224 btc_price_update $77868.75 (diff=77.14)
12:42:39.238 btc_price_update $77869.39 (diff=77.78)
12:42:39.238 tracker_snapshot
12:42:41.255 btc_price_update $77877.4 (diff=85.79)
12:42:43.276 btc_price_update $77879.87 (diff=88.26)
12:42:45.291 btc_price_update $77881.14 (diff=89.53)
12:42:45.291 tracker_snapshot
12:42:47.309 btc_price_update $77892.37 (diff=100.76)
12:42:47.309 market_snapshot
12:42:47.309 position_snapshot up=245.0 dn=310.0 gpnl=43.7
12:42:47.309 strategy_snapshot state=OVERWEIGHT gpnl=43.7 cost=201.3
12:42:49.326 btc_price_update $77892.0 (diff=100.39)
12:42:51.341 btc_price_update $77890.49 (diff=98.88)
12:42:51.341 tracker_snapshot
12:42:53.358 btc_price_update $77888.53 (diff=96.92)
12:42:55.372 btc_price_update $77885.81 (diff=94.2)
12:42:57.388 btc_price_update $77880.72 (diff=89.11)
12:42:57.389 tracker_snapshot
12:42:59.407 btc_price_update $77877.91 (diff=86.3)
12:43:01.438 btc_price_update $77875.03 (diff=83.42)
12:43:03.485 btc_price_update $77875.85 (diff=84.24)
12:43:03.486 tracker_snapshot
12:43:05.502 btc_price_update $77877.82 (diff=86.21)
12:43:07.517 btc_price_update $77878.11 (diff=86.5)
12:43:09.532 btc_price_update $77876.91 (diff=85.3)
12:43:09.532 tracker_snapshot
12:43:11.550 btc_price_update $77877.59 (diff=85.98)
12:43:13.568 btc_price_update $77878.46 (diff=86.85)
12:43:15.586 btc_price_update $77877.83 (diff=86.22)
12:43:15.587 tracker_snapshot
12:43:17.600 btc_price_update $77860.85 (diff=69.24)
12:43:17.600 market_snapshot
12:43:17.600 position_snapshot up=245.0 dn=310.0 gpnl=43.7
12:43:17.600 strategy_snapshot state=OVERWEIGHT gpnl=43.7 cost=201.3
12:43:19.615 btc_price_update $77857.25 (diff=65.64)
12:43:21.629 btc_price_update $77857.15 (diff=65.54)
12:43:21.630 tracker_snapshot
12:43:23.645 btc_price_update $77855.14 (diff=63.53)
12:43:25.660 btc_price_update $77849.4 (diff=57.79)
12:43:27.677 btc_price_update $77847.45 (diff=55.84)
12:43:27.678 tracker_snapshot
12:43:29.691 btc_price_update $77841.32 (diff=49.71)
12:43:31.705 btc_price_update $77838.21 (diff=46.6)
12:43:33.721 btc_price_update $77838.66 (diff=47.05)
12:43:33.722 tracker_snapshot
12:43:35.740 btc_price_update $77839.99 (diff=48.38)
12:43:37.757 btc_price_update $77839.91 (diff=48.3)
12:43:39.772 btc_price_update $77839.21 (diff=47.6)
12:43:39.773 tracker_snapshot
12:43:41.787 btc_price_update $77838.1 (diff=46.49)
12:43:43.805 btc_price_update $77837.64 (diff=46.03)
12:43:45.822 btc_price_update $77836.25 (diff=44.64)
12:43:45.822 tracker_snapshot
12:43:47.837 btc_price_update $77837.26 (diff=45.65)
12:43:47.837 market_snapshot
12:43:47.837 position_snapshot up=245.0 dn=310.0 gpnl=43.7
12:43:47.837 strategy_snapshot state=OVERWEIGHT gpnl=43.7 cost=201.3
12:43:49.852 btc_price_update $77837.86 (diff=46.25)
12:43:51.869 btc_price_update $77838.76 (diff=47.15)
12:43:51.870 tracker_snapshot
12:43:53.884 btc_price_update $77838.41 (diff=46.8)
12:43:55.902 btc_price_update $77835.7 (diff=44.09)
12:43:57.916 btc_price_update $77834.94 (diff=43.33)
12:43:57.916 tracker_snapshot
12:43:59.931 btc_price_update $77835.05 (diff=43.44)
12:44:01.980 btc_price_update $77834.77 (diff=43.16)
12:44:03.994 btc_price_update $77833.88 (diff=42.27)
12:44:03.995 tracker_snapshot
12:44:06.011 btc_price_update $77833.47 (diff=41.86)
12:44:08.027 btc_price_update $77832.75 (diff=41.14)
12:44:10.044 btc_price_update $77830.37 (diff=38.76)
12:44:10.045 tracker_snapshot
12:44:12.060 btc_price_update $77829.68 (diff=38.07)
12:44:14.077 btc_price_update $77824.21 (diff=32.6)
12:44:16.094 btc_price_update $77824.81 (diff=33.2)
12:44:16.095 tracker_snapshot
12:44:18.106 btc_price_update $77828.41 (diff=36.8)
12:44:18.107 market_snapshot
12:44:18.107 position_snapshot up=245.0 dn=310.0 gpnl=43.7
12:44:18.107 strategy_snapshot state=OVERWEIGHT gpnl=43.7 cost=201.3
12:44:20.126 btc_price_update $77833.36 (diff=41.75)
12:44:22.139 btc_price_update $77839.29 (diff=47.68)
12:44:22.139 tracker_snapshot
12:44:24.157 btc_price_update $77839.13 (diff=47.52)
12:44:26.170 btc_price_update $77838.12 (diff=46.51)
12:44:28.188 btc_price_update $77838.38 (diff=46.77)
12:44:28.189 tracker_snapshot
12:44:30.210 btc_price_update $77838.65 (diff=47.04)
12:44:32.226 btc_price_update $77839.39 (diff=47.78)
12:44:34.242 btc_price_update $77833.47 (diff=41.86)
12:44:34.243 tracker_snapshot
12:44:36.256 btc_price_update $77827.97 (diff=36.36)
12:44:38.270 btc_price_update $77823.86 (diff=32.25)
12:44:40.286 btc_price_update $77821.17 (diff=29.56)
12:44:40.286 tracker_snapshot
12:44:42.303 btc_price_update $77812.5 (diff=20.89)
12:44:44.323 btc_price_update $77807.82 (diff=16.21)
12:44:46.335 btc_price_update $77802.71 (diff=11.1)
12:44:46.336 tracker_snapshot
12:44:48.355 btc_price_update $77800.94 (diff=9.33)
12:44:48.355 market_snapshot
12:44:48.355 position_snapshot up=245.0 dn=310.0 gpnl=43.7
12:44:48.356 strategy_snapshot state=OVERWEIGHT gpnl=43.7 cost=201.3
12:44:50.370 btc_price_update $77802.2 (diff=10.59)
12:44:52.384 btc_price_update $77805.42 (diff=13.81)
12:44:52.385 tracker_snapshot
12:44:54.403 btc_price_update $77808.38 (diff=16.77)
12:44:56.424 btc_price_update $77808.34 (diff=16.73)
12:44:58.444 btc_price_update $77788.74 (diff=-2.87)
12:44:58.444 tracker_snapshot
12:45:03.693 market_snapshot
12:45:03.694 position_snapshot up=245.0 dn=310.0 gpnl=43.7
12:45:03.694 strategy_snapshot state=OVERWEIGHT gpnl=43.7 cost=201.3
12:45:03.694 window_end