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20260504_110000_BTC_1_v8.1_dryrun_paperfill.jsonl

BTC 15m btc-updown-15m-1777892400

Winner: UP

Strategy

v8.1

Question

Bitcoin Up or Down - May 4, 7:00AM-7:15AM ET

Run Note

v81-david

Mode

paper-fill

Inferred P&L

$-71.05

Guaranteed P&L

$-71.05

Winner

BTC Move

97.46

Total Cost

71.05

Fills

Orders

724

Fees Paid

$0.00

0 takers

Position evolution

taker buy taker sell

PSum & Guaranteed P&L

taker buy taker sell

Trade Log (73) Fills by Price (29) Per Minute (12) Event Log (840)

t	Side	Outcome	Price	Size	USDC	Fee	DN shares	UP avg	DN avg	PSum	Net cost
0s	BUY	Down	$0.460	5.00	$2.30	--	5	--	$0.460	--	$2.30
21s	BUY	Down	$0.430	5.00	$2.15	--	10	--	$0.445	--	$4.45
23s	BUY	Down	$0.390	5.00	$1.95	--	15	--	$0.427	--	$6.40
44s	BUY	Down	$0.370	5.00	$1.85	--	20	--	$0.412	--	$8.25
49s	BUY	Down	$0.340	5.00	$1.70	--	25	--	$0.398	--	$9.95
81s	BUY	Down	$0.370	5.00	$1.85	--	30	--	$0.393	--	$11.80
92s	BUY	Down	$0.350	5.00	$1.75	--	35	--	$0.387	--	$13.55
96s	BUY	Down	$0.300	5.00	$1.50	--	40	--	$0.376	--	$15.05
106s	BUY	Down	$0.290	5.00	$1.45	--	45	--	$0.367	--	$16.50
109s	BUY	Down	$0.260	5.00	$1.30	--	50	--	$0.356	--	$17.80
154s	BUY	Down	$0.440	5.00	$2.20	--	55	--	$0.364	--	$20.00
192s	BUY	Down	$0.460	5.00	$2.30	--	60	--	$0.372	--	$22.30
195s	BUY	Down	$0.430	5.00	$2.15	--	65	--	$0.376	--	$24.45
217s	BUY	Down	$0.450	5.00	$2.25	--	70	--	$0.381	--	$26.70
396s	BUY	Down	$0.460	5.00	$2.30	--	75	--	$0.387	--	$29.00
407s	BUY	Down	$0.420	5.00	$2.10	--	80	--	$0.389	--	$31.10
410s	BUY	Down	$0.370	5.00	$1.85	--	85	--	$0.388	--	$32.95
426s	BUY	Down	$0.410	5.00	$2.05	--	90	--	$0.389	--	$35.00
453s	BUY	Down	$0.450	5.00	$2.25	--	95	--	$0.392	--	$37.25
464s	BUY	Down	$0.410	5.00	$2.05	--	100	--	$0.393	--	$39.30
477s	BUY	Down	$0.370	5.00	$1.85	--	105	--	$0.392	--	$41.15
477s	BUY	Down	$0.350	5.00	$1.75	--	110	--	$0.390	--	$42.90
487s	BUY	Down	$0.350	5.00	$1.75	--	115	--	$0.388	--	$44.65
489s	BUY	Down	$0.310	5.00	$1.55	--	120	--	$0.385	--	$46.20
490s	BUY	Down	$0.290	5.00	$1.45	--	125	--	$0.381	--	$47.65
493s	BUY	Down	$0.260	5.00	$1.30	--	130	--	$0.377	--	$48.95
504s	BUY	Down	$0.280	5.00	$1.40	--	135	--	$0.373	--	$50.35
514s	BUY	Down	$0.250	5.00	$1.25	--	140	--	$0.369	--	$51.60
544s	BUY	Down	$0.220	5.00	$1.10	--	145	--	$0.363	--	$52.70
551s	BUY	Down	$0.200	5.00	$1.00	--	150	--	$0.358	--	$53.70
596s	BUY	Down	$0.130	5.00	$0.65	--	155	--	$0.351	--	$54.35
602s	BUY	Down	$0.090	5.00	$0.45	--	160	--	$0.343	--	$54.80
605s	BUY	Down	$0.090	5.00	$0.45	--	165	--	$0.335	--	$55.25
605s	BUY	Down	$0.090	5.00	$0.45	--	170	--	$0.328	--	$55.70
606s	BUY	Down	$0.080	5.00	$0.40	--	175	--	$0.321	--	$56.10
608s	BUY	Down	$0.070	5.00	$0.35	--	180	--	$0.314	--	$56.45
685s	BUY	Down	$0.260	5.00	$1.30	--	185	--	$0.312	--	$57.75
692s	BUY	Down	$0.240	5.00	$1.20	--	190	--	$0.310	--	$58.95
717s	BUY	Down	$0.220	5.00	$1.10	--	195	--	$0.308	--	$60.05
718s	BUY	Down	$0.190	5.00	$0.95	--	200	--	$0.305	--	$61.00
719s	BUY	Down	$0.160	5.00	$0.80	--	205	--	$0.301	--	$61.80
721s	BUY	Down	$0.150	5.00	$0.75	--	210	--	$0.298	--	$62.55
725s	BUY	Down	$0.120	5.00	$0.60	--	215	--	$0.294	--	$63.15
747s	BUY	Down	$0.090	5.00	$0.45	--	220	--	$0.289	--	$63.60
768s	BUY	Down	$0.060	5.00	$0.30	--	225	--	$0.284	--	$63.90
768s	BUY	Down	$0.050	5.00	$0.25	--	230	--	$0.279	--	$64.15
769s	BUY	Down	$0.050	5.00	$0.25	--	235	--	$0.274	--	$64.40
769s	BUY	Down	$0.050	5.00	$0.25	--	240	--	$0.269	--	$64.65
769s	BUY	Down	$0.050	5.00	$0.25	--	245	--	$0.265	--	$64.90
770s	BUY	Down	$0.050	5.00	$0.25	--	250	--	$0.261	--	$65.15
770s	BUY	Down	$0.050	5.00	$0.25	--	255	--	$0.257	--	$65.40
771s	BUY	Down	$0.050	5.00	$0.25	--	260	--	$0.253	--	$65.65
772s	BUY	Down	$0.050	5.00	$0.25	--	265	--	$0.249	--	$65.90
772s	BUY	Down	$0.050	5.00	$0.25	--	270	--	$0.245	--	$66.15
773s	BUY	Down	$0.050	5.00	$0.25	--	275	--	$0.241	--	$66.40
773s	BUY	Down	$0.050	5.00	$0.25	--	280	--	$0.238	--	$66.65
773s	BUY	Down	$0.050	5.00	$0.25	--	285	--	$0.235	--	$66.90
774s	BUY	Down	$0.050	5.00	$0.25	--	290	--	$0.232	--	$67.15
774s	BUY	Down	$0.050	5.00	$0.25	--	295	--	$0.229	--	$67.40
775s	BUY	Down	$0.050	5.00	$0.25	--	300	--	$0.226	--	$67.65
775s	BUY	Down	$0.050	5.00	$0.25	--	305	--	$0.223	--	$67.90
776s	BUY	Down	$0.050	5.00	$0.25	--	310	--	$0.220	--	$68.15
777s	BUY	Down	$0.050	5.00	$0.25	--	315	--	$0.217	--	$68.40
777s	BUY	Down	$0.050	5.00	$0.25	--	320	--	$0.214	--	$68.65
777s	BUY	Down	$0.050	5.00	$0.25	--	325	--	$0.212	--	$68.90
779s	BUY	Down	$0.050	5.00	$0.25	--	330	--	$0.209	--	$69.15
781s	BUY	Down	$0.050	5.00	$0.25	--	335	--	$0.207	--	$69.40
783s	BUY	Down	$0.070	5.00	$0.35	--	340	--	$0.205	--	$69.75
788s	BUY	Down	$0.060	5.00	$0.30	--	345	--	$0.203	--	$70.05
795s	BUY	Down	$0.050	5.00	$0.25	--	350	--	$0.201	--	$70.30
796s	BUY	Down	$0.050	5.00	$0.25	--	355	--	$0.199	--	$70.55
797s	BUY	Down	$0.050	5.00	$0.25	--	360	--	$0.197	--	$70.80
799s	BUY	Down	$0.050	5.00	$0.25	--	365	--	$0.195	--	$71.05

Side	Outcome	Price	Trades	Shares	Notional
BUY	Down	$0.460	3	15.00	$6.90
BUY	Down	$0.450	2	10.00	$4.50
BUY	Down	$0.440	1	5.00	$2.20
BUY	Down	$0.430	2	10.00	$4.30
BUY	Down	$0.420	1	5.00	$2.10
BUY	Down	$0.410	2	10.00	$4.10
BUY	Down	$0.390	1	5.00	$1.95
BUY	Down	$0.370	4	20.00	$7.40
BUY	Down	$0.350	3	15.00	$5.25
BUY	Down	$0.340	1	5.00	$1.70
BUY	Down	$0.310	1	5.00	$1.55
BUY	Down	$0.300	1	5.00	$1.50
BUY	Down	$0.290	2	10.00	$2.90
BUY	Down	$0.280	1	5.00	$1.40
BUY	Down	$0.260	3	15.00	$3.90
BUY	Down	$0.250	1	5.00	$1.25
BUY	Down	$0.240	1	5.00	$1.20
BUY	Down	$0.220	2	10.00	$2.20
BUY	Down	$0.200	1	5.00	$1.00
BUY	Down	$0.190	1	5.00	$0.95
BUY	Down	$0.160	1	5.00	$0.80
BUY	Down	$0.150	1	5.00	$0.75
BUY	Down	$0.130	1	5.00	$0.65
BUY	Down	$0.120	1	5.00	$0.60
BUY	Down	$0.090	4	20.00	$1.80
BUY	Down	$0.080	1	5.00	$0.40
BUY	Down	$0.070	2	10.00	$0.70
BUY	Down	$0.060	2	10.00	$0.60
BUY	Down	$0.050	26	130.00	$6.50

Minute	Trades	Notional	DN buys
0	5	$10	5
1	5	$8	5
2	1	$2	1
3	3	$7	3
6	3	$6	3
7	5	$10	5
8	6	$9	6
9	3	$3	3
10	5	$2	5
11	5	$5	5
12	25	$7	25
13	7	$2	7

Time	Event	Details
10:55:00.043	window_start
11:00:06.462	btc_price_update	$78916.3 (diff=-12.95)
11:00:06.462	buy_state_change	INIT → ACCUMULATE
11:00:06.463	tracker_snapshot
11:00:08.480	btc_price_update	$78915.48 (diff=-13.77)
11:00:10.493	btc_price_update	$78912.84 (diff=-16.41)
11:00:12.510	btc_price_update	$78927.92 (diff=-1.33)
11:00:12.511	tracker_snapshot
11:00:14.527	btc_price_update	$78932.38 (diff=3.13)
11:00:16.544	btc_price_update	$78924.6 (diff=-4.65)
11:00:18.559	btc_price_update	$78917.69 (diff=-11.56)
11:00:18.560	tracker_snapshot
11:00:20.577	btc_price_update	$78922.71 (diff=-6.54)
11:00:22.594	btc_price_update	$78922.6 (diff=-6.65)
11:00:22.969	cross_gate_opened
11:00:24.607	btc_price_update	$78918.1 (diff=-11.15)
11:00:24.608	tracker_snapshot
11:00:26.627	btc_price_update	$78929.47 (diff=0.22)
11:00:28.644	btc_price_update	$78929.85 (diff=0.6)
11:00:30.657	btc_price_update	$78919.71 (diff=-9.54)
11:00:30.657	tracker_snapshot
11:00:32.671	btc_price_update	$78917.68 (diff=-11.57)
11:00:34.689	btc_price_update	$78917.67 (diff=-11.58)
11:00:36.707	btc_price_update	$78918.68 (diff=-10.57)
11:00:36.708	tracker_snapshot
11:00:36.708	market_snapshot
11:00:36.708	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
11:00:36.708	strategy_snapshot	state=ACCUMULATE gpnl=0.0 cost=0.0
11:00:38.722	btc_price_update	$78918.44 (diff=-10.81)
11:00:40.736	btc_price_update	$78919.25 (diff=-10.0)
11:00:40.919	fill	DOWN 5@0.45999999999999996
11:00:40.919	paper_fill	DOWN 5@0.45999999999999996
11:00:42.751	btc_price_update	$78941.64 (diff=12.39)
11:00:42.752	tracker_snapshot
11:00:44.768	btc_price_update	$78948.87 (diff=19.62)
11:00:46.782	btc_price_update	$78951.73 (diff=22.48)
11:00:48.796	btc_price_update	$78957.48 (diff=28.23)
11:00:48.797	tracker_snapshot
11:00:50.815	btc_price_update	$78957.75 (diff=28.5)
11:00:52.828	btc_price_update	$78961.86 (diff=32.61)
11:00:54.844	btc_price_update	$78959.35 (diff=30.1)
11:00:54.845	tracker_snapshot
11:00:56.860	btc_price_update	$78959.56 (diff=30.31)
11:00:58.875	btc_price_update	$78960.11 (diff=30.86)
11:01:00.892	btc_price_update	$78960.67 (diff=31.42)
11:01:00.893	tracker_snapshot
11:01:01.784	fill	DOWN 5@0.43
11:01:01.784	paper_fill	DOWN 5@0.43
11:01:02.911	btc_price_update	$78966.9 (diff=37.65)
11:01:03.205	fill	DOWN 5@0.39
11:01:03.206	paper_fill	DOWN 5@0.39
11:01:04.928	btc_price_update	$78973.63 (diff=44.38)
11:01:06.804	buy_state_change	ACCUMULATE → DIRECTIONAL
11:01:06.946	btc_price_update	$78997.83 (diff=68.58)
11:01:06.947	tracker_snapshot
11:01:06.947	market_snapshot
11:01:06.947	position_snapshot	up=0.0 dn=15.0 gpnl=-6.4
11:01:06.947	strategy_snapshot	state=DIRECTIONAL gpnl=-6.4 cost=6.4
11:01:08.962	btc_price_update	$78997.91 (diff=68.66)
11:01:10.975	btc_price_update	$79004.1 (diff=74.85)
11:01:12.991	btc_price_update	$79007.46 (diff=78.21)
11:01:12.992	tracker_snapshot
11:01:15.004	btc_price_update	$79005.21 (diff=75.96)
11:01:17.018	btc_price_update	$79001.19 (diff=71.94)
11:01:19.033	btc_price_update	$79003.66 (diff=74.41)
11:01:19.034	tracker_snapshot
11:01:21.051	btc_price_update	$79005.83 (diff=76.58)
11:01:23.070	btc_price_update	$78998.35 (diff=69.1)
11:01:24.533	fill	DOWN 5@0.37
11:01:24.533	paper_fill	DOWN 5@0.37
11:01:25.084	btc_price_update	$78989.26 (diff=60.01)
11:01:25.085	tracker_snapshot
11:01:27.102	btc_price_update	$78995.08 (diff=65.83)
11:01:29.123	btc_price_update	$79001.8 (diff=72.55)
11:01:29.983	fill	DOWN 5@0.33999999999999997
11:01:29.984	paper_fill	DOWN 5@0.33999999999999997
11:01:31.142	btc_price_update	$79002.64 (diff=73.39)
11:01:31.143	tracker_snapshot
11:01:33.158	btc_price_update	$79034.09 (diff=104.84)
11:01:35.172	btc_price_update	$79022.68 (diff=93.43)
11:01:37.188	btc_price_update	$79009.18 (diff=79.93)
11:01:37.189	tracker_snapshot
11:01:37.189	market_snapshot
11:01:37.189	position_snapshot	up=0.0 dn=25.0 gpnl=-9.95
11:01:37.189	strategy_snapshot	state=DIRECTIONAL gpnl=-9.95 cost=9.95
11:01:39.205	btc_price_update	$79006.68 (diff=77.43)
11:01:41.220	btc_price_update	$79012.54 (diff=83.29)
11:01:43.237	btc_price_update	$79012.45 (diff=83.2)
11:01:43.238	tracker_snapshot
11:01:45.252	btc_price_update	$79015.23 (diff=85.98)
11:01:47.265	btc_price_update	$79005.01 (diff=75.76)
11:01:49.279	btc_price_update	$79003.57 (diff=74.32)
11:01:49.280	tracker_snapshot
11:01:51.295	btc_price_update	$78998.27 (diff=69.02)
11:01:53.312	btc_price_update	$78991.86 (diff=62.61)
11:01:55.328	btc_price_update	$78991.24 (diff=61.99)
11:01:55.328	tracker_snapshot
11:01:57.342	btc_price_update	$78993.62 (diff=64.37)
11:01:59.357	btc_price_update	$78990.16 (diff=60.91)
11:02:01.371	btc_price_update	$78989.7 (diff=60.45)
11:02:01.372	tracker_snapshot
11:02:01.439	fill	DOWN 5@0.37
11:02:01.439	paper_fill	DOWN 5@0.37
11:02:03.406	btc_price_update	$78984.05 (diff=54.8)
11:02:05.423	btc_price_update	$78984.28 (diff=55.03)
11:02:07.440	btc_price_update	$78985.64 (diff=56.39)
11:02:07.441	tracker_snapshot
11:02:07.441	market_snapshot
11:02:07.441	position_snapshot	up=0.0 dn=30.0 gpnl=-11.8
11:02:07.441	strategy_snapshot	state=DIRECTIONAL gpnl=-11.8 cost=11.8
11:02:09.457	btc_price_update	$78984.3 (diff=55.05)
11:02:11.473	btc_price_update	$78989.72 (diff=60.47)
11:02:12.648	fill	DOWN 5@0.35
11:02:12.648	paper_fill	DOWN 5@0.35
11:02:13.487	btc_price_update	$78992.47 (diff=63.22)
11:02:13.488	tracker_snapshot
11:02:15.504	btc_price_update	$78999.36 (diff=70.11)
11:02:16.960	fill	DOWN 5@0.3
11:02:16.960	paper_fill	DOWN 5@0.3
11:02:17.521	btc_price_update	$79006.58 (diff=77.33)
11:02:19.537	btc_price_update	$79022.81 (diff=93.56)
11:02:19.538	tracker_snapshot
11:02:21.557	btc_price_update	$79027.25 (diff=98.0)
11:02:23.571	btc_price_update	$79019.79 (diff=90.54)
11:02:25.590	btc_price_update	$79018.28 (diff=89.03)
11:02:25.591	tracker_snapshot
11:02:26.964	fill	DOWN 5@0.29
11:02:26.964	paper_fill	DOWN 5@0.29
11:02:27.606	btc_price_update	$79021.29 (diff=92.04)
11:02:29.623	btc_price_update	$79028.01 (diff=98.76)
11:02:29.717	fill	DOWN 5@0.26
11:02:29.718	paper_fill	DOWN 5@0.26
11:02:31.638	btc_price_update	$79038.43 (diff=109.18)
11:02:31.639	tracker_snapshot
11:02:33.656	btc_price_update	$79055.1 (diff=125.85)
11:02:35.671	btc_price_update	$79055.72 (diff=126.47)
11:02:37.686	btc_price_update	$79052.93 (diff=123.68)
11:02:37.687	tracker_snapshot
11:02:37.687	market_snapshot
11:02:37.687	position_snapshot	up=0.0 dn=50.0 gpnl=-17.8
11:02:37.687	strategy_snapshot	state=DIRECTIONAL gpnl=-17.8 cost=17.8
11:02:39.704	btc_price_update	$79049.62 (diff=120.37)
11:02:41.720	btc_price_update	$79038.71 (diff=109.46)
11:02:43.737	btc_price_update	$78998.61 (diff=69.36)
11:02:43.737	tracker_snapshot
11:02:45.753	btc_price_update	$78992.37 (diff=63.12)
11:02:47.768	btc_price_update	$78989.25 (diff=60.0)
11:02:49.783	btc_price_update	$78972.31 (diff=43.07)
11:02:49.784	tracker_snapshot
11:02:51.798	btc_price_update	$78967.09 (diff=37.84)
11:02:53.814	btc_price_update	$78969.57 (diff=40.32)
11:02:55.829	btc_price_update	$78969.39 (diff=40.14)
11:02:55.830	tracker_snapshot
11:02:57.847	btc_price_update	$78968.93 (diff=39.68)
11:02:59.860	btc_price_update	$78968.15 (diff=38.9)
11:03:01.882	btc_price_update	$78969.6 (diff=40.35)
11:03:01.883	tracker_snapshot
11:03:03.905	btc_price_update	$78962.65 (diff=33.4)
11:03:05.920	btc_price_update	$78960.89 (diff=31.64)
11:03:07.935	btc_price_update	$78962.62 (diff=33.37)
11:03:07.935	tracker_snapshot
11:03:07.935	market_snapshot
11:03:07.936	position_snapshot	up=0.0 dn=50.0 gpnl=-17.8
11:03:07.936	strategy_snapshot	state=DIRECTIONAL gpnl=-17.8 cost=17.8
11:03:09.951	btc_price_update	$78961.25 (diff=32.0)
11:03:11.268	buy_state_change	DIRECTIONAL → ACCUMULATE
11:03:11.964	btc_price_update	$78960.22 (diff=30.97)
11:03:13.978	btc_price_update	$78924.44 (diff=-4.81)
11:03:13.979	tracker_snapshot
11:03:14.897	fill	DOWN 5@0.44
11:03:14.898	paper_fill	DOWN 5@0.44
11:03:15.995	btc_price_update	$78941.36 (diff=12.11)
11:03:18.013	btc_price_update	$78948.16 (diff=18.91)
11:03:20.030	btc_price_update	$78946.43 (diff=17.18)
11:03:20.031	tracker_snapshot
11:03:22.046	btc_price_update	$78940.79 (diff=11.55)
11:03:24.058	btc_price_update	$78926.03 (diff=-3.22)
11:03:26.073	btc_price_update	$78931.83 (diff=2.58)
11:03:26.074	tracker_snapshot
11:03:28.088	btc_price_update	$78931.1 (diff=1.85)
11:03:30.105	btc_price_update	$78933.59 (diff=4.34)
11:03:32.117	btc_price_update	$78930.5 (diff=1.25)
11:03:32.118	tracker_snapshot
11:03:34.136	btc_price_update	$78928.39 (diff=-0.86)
11:03:36.153	btc_price_update	$78925.82 (diff=-3.43)
11:03:38.168	btc_price_update	$78928.93 (diff=-0.32)
11:03:38.169	tracker_snapshot
11:03:38.169	market_snapshot
11:03:38.169	position_snapshot	up=0.0 dn=55.0 gpnl=-20.0
11:03:38.169	strategy_snapshot	state=ACCUMULATE gpnl=-20.0 cost=20.0
11:03:40.185	btc_price_update	$78925.82 (diff=-3.43)
11:03:42.199	btc_price_update	$78928.38 (diff=-0.87)
11:03:44.216	btc_price_update	$78939.16 (diff=9.91)
11:03:44.217	tracker_snapshot
11:03:46.234	btc_price_update	$78939.16 (diff=9.91)
11:03:48.249	btc_price_update	$78937.49 (diff=8.24)
11:03:50.265	btc_price_update	$78937.17 (diff=7.92)
11:03:50.266	tracker_snapshot
11:03:52.281	btc_price_update	$78938.38 (diff=9.13)
11:03:52.336	fill	DOWN 5@0.45999999999999996
11:03:52.336	paper_fill	DOWN 5@0.45999999999999996
11:03:54.295	btc_price_update	$78942.46 (diff=13.21)
11:03:55.395	fill	DOWN 5@0.43
11:03:55.395	paper_fill	DOWN 5@0.43
11:03:56.314	btc_price_update	$78944.14 (diff=14.89)
11:03:56.315	tracker_snapshot
11:03:58.330	btc_price_update	$78947.41 (diff=18.16)
11:04:00.343	btc_price_update	$78946.38 (diff=17.13)
11:04:02.374	btc_price_update	$78946.17 (diff=16.92)
11:04:02.375	tracker_snapshot
11:04:04.393	btc_price_update	$78948.04 (diff=18.79)
11:04:06.410	btc_price_update	$78939.61 (diff=10.36)
11:04:08.426	btc_price_update	$78942.13 (diff=12.88)
11:04:08.427	tracker_snapshot
11:04:08.428	market_snapshot
11:04:08.428	position_snapshot	up=0.0 dn=65.0 gpnl=-24.45
11:04:08.428	strategy_snapshot	state=ACCUMULATE gpnl=-24.45 cost=24.45
11:04:10.444	btc_price_update	$78944.8 (diff=15.55)
11:04:12.461	btc_price_update	$78947.61 (diff=18.36)
11:04:14.474	btc_price_update	$78949.79 (diff=20.54)
11:04:14.475	tracker_snapshot
11:04:16.492	btc_price_update	$78948.52 (diff=19.27)
11:04:17.189	fill	DOWN 5@0.45
11:04:17.189	paper_fill	DOWN 5@0.45
11:04:18.506	btc_price_update	$78949.7 (diff=20.45)
11:04:20.521	btc_price_update	$78944.39 (diff=15.14)
11:04:20.522	tracker_snapshot
11:04:22.537	btc_price_update	$78937.52 (diff=8.27)
11:04:24.556	btc_price_update	$78939.92 (diff=10.67)
11:04:26.573	btc_price_update	$78936.19 (diff=6.94)
11:04:26.573	tracker_snapshot
11:04:28.587	btc_price_update	$78919.59 (diff=-9.66)
11:04:30.602	btc_price_update	$78920.32 (diff=-8.93)
11:04:32.620	btc_price_update	$78913.34 (diff=-15.91)
11:04:32.621	tracker_snapshot
11:04:34.636	btc_price_update	$78941.58 (diff=12.33)
11:04:36.649	btc_price_update	$78937.55 (diff=8.3)
11:04:38.665	btc_price_update	$78918.72 (diff=-10.53)
11:04:38.665	tracker_snapshot
11:04:38.666	market_snapshot
11:04:38.666	position_snapshot	up=0.0 dn=70.0 gpnl=-26.7
11:04:38.666	strategy_snapshot	state=ACCUMULATE gpnl=-26.7 cost=26.7
11:04:40.681	btc_price_update	$78927.95 (diff=-1.3)
11:04:42.694	btc_price_update	$78926.14 (diff=-3.11)
11:04:44.709	btc_price_update	$78928.14 (diff=-1.11)
11:04:44.710	tracker_snapshot
11:04:46.724	btc_price_update	$78924.68 (diff=-4.57)
11:04:48.737	btc_price_update	$78931.82 (diff=2.57)
11:04:50.754	btc_price_update	$78925.17 (diff=-4.08)
11:04:50.755	tracker_snapshot
11:04:52.775	btc_price_update	$78917.54 (diff=-11.71)
11:04:54.790	btc_price_update	$78913.1 (diff=-16.15)
11:04:56.808	btc_price_update	$78916.07 (diff=-13.18)
11:04:56.808	tracker_snapshot
11:04:58.825	btc_price_update	$78913.51 (diff=-15.74)
11:05:00.842	btc_price_update	$78909.48 (diff=-19.77)
11:05:02.868	btc_price_update	$78911.4 (diff=-17.85)
11:05:02.869	tracker_snapshot
11:05:04.885	btc_price_update	$78910.44 (diff=-18.81)
11:05:06.901	btc_price_update	$78911.25 (diff=-18.0)
11:05:08.918	btc_price_update	$78909.31 (diff=-19.94)
11:05:08.919	tracker_snapshot
11:05:08.919	market_snapshot
11:05:08.919	position_snapshot	up=0.0 dn=70.0 gpnl=-26.7
11:05:08.919	strategy_snapshot	state=ACCUMULATE gpnl=-26.7 cost=26.7
11:05:10.934	btc_price_update	$78910.17 (diff=-19.08)
11:05:12.953	btc_price_update	$78913.24 (diff=-16.01)
11:05:14.965	btc_price_update	$78916.17 (diff=-13.08)
11:05:14.966	tracker_snapshot
11:05:16.983	btc_price_update	$78915.49 (diff=-13.76)
11:05:18.999	btc_price_update	$78917.51 (diff=-11.74)
11:05:21.013	btc_price_update	$78935.72 (diff=6.47)
11:05:21.014	tracker_snapshot
11:05:23.033	btc_price_update	$78936.51 (diff=7.26)
11:05:25.048	btc_price_update	$78931.41 (diff=2.16)
11:05:27.061	btc_price_update	$78906.9 (diff=-22.35)
11:05:27.063	tracker_snapshot
11:05:29.076	btc_price_update	$78903.47 (diff=-25.78)
11:05:31.089	btc_price_update	$78900.5 (diff=-28.75)
11:05:33.107	btc_price_update	$78900.61 (diff=-28.64)
11:05:33.108	tracker_snapshot
11:05:35.123	btc_price_update	$78900.21 (diff=-29.04)
11:05:37.136	btc_price_update	$78897.66 (diff=-31.59)
11:05:39.149	btc_price_update	$78897.78 (diff=-31.47)
11:05:39.150	tracker_snapshot
11:05:39.150	market_snapshot
11:05:39.150	position_snapshot	up=0.0 dn=70.0 gpnl=-26.7
11:05:39.150	strategy_snapshot	state=ACCUMULATE gpnl=-26.7 cost=26.7
11:05:41.166	btc_price_update	$78899.68 (diff=-29.57)
11:05:43.177	btc_price_update	$78903.66 (diff=-25.59)
11:05:45.191	btc_price_update	$78907.43 (diff=-21.82)
11:05:45.191	tracker_snapshot
11:05:47.207	btc_price_update	$78906.18 (diff=-23.07)
11:05:49.221	btc_price_update	$78908.28 (diff=-20.97)
11:05:51.240	btc_price_update	$78911.7 (diff=-17.55)
11:05:51.241	tracker_snapshot
11:05:53.259	btc_price_update	$78927.91 (diff=-1.33)
11:05:55.273	btc_price_update	$78927.8 (diff=-1.45)
11:05:57.288	btc_price_update	$78923.53 (diff=-5.72)
11:05:57.289	tracker_snapshot
11:05:59.304	btc_price_update	$78911.05 (diff=-18.2)
11:06:01.317	btc_price_update	$78913.51 (diff=-15.74)
11:06:03.336	btc_price_update	$78921.78 (diff=-7.47)
11:06:03.337	tracker_snapshot
11:06:05.354	btc_price_update	$78923.84 (diff=-5.41)
11:06:07.375	btc_price_update	$78922.56 (diff=-6.69)
11:06:09.391	btc_price_update	$78927.93 (diff=-1.32)
11:06:09.392	tracker_snapshot
11:06:09.392	market_snapshot
11:06:09.392	position_snapshot	up=0.0 dn=70.0 gpnl=-26.7
11:06:09.392	strategy_snapshot	state=ACCUMULATE gpnl=-26.7 cost=26.7
11:06:11.407	btc_price_update	$78927.46 (diff=-1.79)
11:06:13.421	btc_price_update	$78927.28 (diff=-1.97)
11:06:15.436	btc_price_update	$78926.1 (diff=-3.15)
11:06:15.437	tracker_snapshot
11:06:17.450	btc_price_update	$78926.64 (diff=-2.61)
11:06:19.467	btc_price_update	$78927.12 (diff=-2.13)
11:06:21.486	btc_price_update	$78941.83 (diff=12.58)
11:06:21.487	tracker_snapshot
11:06:23.503	btc_price_update	$78940.78 (diff=11.53)
11:06:25.520	btc_price_update	$78944.92 (diff=15.67)
11:06:27.534	btc_price_update	$78944.95 (diff=15.7)
11:06:27.535	tracker_snapshot
11:06:29.551	btc_price_update	$78946.22 (diff=16.97)
11:06:31.564	btc_price_update	$78946.22 (diff=16.97)
11:06:33.577	btc_price_update	$78946.38 (diff=17.14)
11:06:33.578	tracker_snapshot
11:06:35.594	btc_price_update	$78953.45 (diff=24.2)
11:06:37.608	btc_price_update	$78957.31 (diff=28.06)
11:06:39.625	btc_price_update	$78957.07 (diff=27.82)
11:06:39.626	tracker_snapshot
11:06:39.626	market_snapshot
11:06:39.626	position_snapshot	up=0.0 dn=70.0 gpnl=-26.7
11:06:39.626	strategy_snapshot	state=ACCUMULATE gpnl=-26.7 cost=26.7
11:06:41.048	buy_state_change	ACCUMULATE → DIRECTIONAL
11:06:41.643	btc_price_update	$78963.31 (diff=34.06)
11:06:43.657	btc_price_update	$78966.21 (diff=36.96)
11:06:45.674	btc_price_update	$78965.68 (diff=36.43)
11:06:45.675	tracker_snapshot
11:06:47.686	btc_price_update	$78965.34 (diff=36.09)
11:06:49.707	btc_price_update	$78956.45 (diff=27.2)
11:06:51.725	btc_price_update	$78953.73 (diff=24.48)
11:06:51.726	tracker_snapshot
11:06:53.738	btc_price_update	$78953.4 (diff=24.15)
11:06:55.749	btc_price_update	$78953.16 (diff=23.91)
11:06:57.763	btc_price_update	$78951.42 (diff=22.17)
11:06:57.764	tracker_snapshot
11:06:59.778	btc_price_update	$78950.53 (diff=21.28)
11:07:01.792	btc_price_update	$78949.83 (diff=20.58)
11:07:02.134	buy_state_change	DIRECTIONAL → ACCUMULATE
11:07:03.808	btc_price_update	$78950.59 (diff=21.34)
11:07:03.809	tracker_snapshot
11:07:05.820	btc_price_update	$78936.14 (diff=6.89)
11:07:07.836	btc_price_update	$78931.1 (diff=1.85)
11:07:09.852	btc_price_update	$78935.14 (diff=5.89)
11:07:09.853	tracker_snapshot
11:07:09.853	market_snapshot
11:07:09.853	position_snapshot	up=0.0 dn=70.0 gpnl=-26.7
11:07:09.853	strategy_snapshot	state=ACCUMULATE gpnl=-26.7 cost=26.7
11:07:11.868	btc_price_update	$78936.68 (diff=7.43)
11:07:13.881	btc_price_update	$78935.94 (diff=6.7)
11:07:15.894	btc_price_update	$78935.36 (diff=6.11)
11:07:15.895	tracker_snapshot
11:07:16.964	fill	DOWN 5@0.45999999999999996
11:07:16.964	paper_fill	DOWN 5@0.45999999999999996
11:07:17.909	btc_price_update	$78936.3 (diff=7.05)
11:07:19.928	btc_price_update	$78943.69 (diff=14.44)
11:07:21.945	btc_price_update	$78946.2 (diff=16.95)
11:07:21.946	tracker_snapshot
11:07:23.959	btc_price_update	$78949.41 (diff=20.16)
11:07:25.972	btc_price_update	$78948.81 (diff=19.56)
11:07:27.085	fill	DOWN 5@0.42
11:07:27.085	paper_fill	DOWN 5@0.42
11:07:27.983	btc_price_update	$78948.86 (diff=19.61)
11:07:27.984	tracker_snapshot
11:07:30.003	btc_price_update	$78959.85 (diff=30.6)
11:07:30.764	fill	DOWN 5@0.37
11:07:30.764	paper_fill	DOWN 5@0.37
11:07:32.021	btc_price_update	$78961.78 (diff=32.53)
11:07:34.038	btc_price_update	$78964.87 (diff=35.62)
11:07:34.038	tracker_snapshot
11:07:36.053	btc_price_update	$78965.73 (diff=36.48)
11:07:36.053	buy_state_change	ACCUMULATE → DIRECTIONAL
11:07:38.066	btc_price_update	$78966.08 (diff=36.83)
11:07:40.085	btc_price_update	$78965.72 (diff=36.47)
11:07:40.086	tracker_snapshot
11:07:40.086	market_snapshot
11:07:40.086	position_snapshot	up=0.0 dn=85.0 gpnl=-32.95
11:07:40.086	strategy_snapshot	state=DIRECTIONAL gpnl=-32.95 cost=32.95
11:07:42.100	btc_price_update	$78960.65 (diff=31.4)
11:07:44.115	btc_price_update	$78959.32 (diff=30.07)
11:07:46.130	btc_price_update	$78953.69 (diff=24.44)
11:07:46.131	tracker_snapshot
11:07:46.533	fill	DOWN 5@0.41
11:07:46.533	paper_fill	DOWN 5@0.41
11:07:48.144	btc_price_update	$78952.78 (diff=23.53)
11:07:50.163	btc_price_update	$78961.79 (diff=32.54)
11:07:52.180	btc_price_update	$78966.81 (diff=37.56)
11:07:52.181	tracker_snapshot
11:07:54.195	btc_price_update	$78967.61 (diff=38.36)
11:07:56.210	btc_price_update	$78965.2 (diff=35.95)
11:07:58.223	btc_price_update	$78964.87 (diff=35.63)
11:07:58.224	tracker_snapshot
11:08:00.235	btc_price_update	$78964.85 (diff=35.6)
11:08:02.251	btc_price_update	$78964.35 (diff=35.1)
11:08:04.268	btc_price_update	$78954.13 (diff=24.88)
11:08:04.269	tracker_snapshot
11:08:06.282	btc_price_update	$78949.24 (diff=19.99)
11:08:08.295	btc_price_update	$78943.55 (diff=14.3)
11:08:09.690	buy_state_change	DIRECTIONAL → ACCUMULATE
11:08:10.311	btc_price_update	$78941.22 (diff=11.97)
11:08:10.312	tracker_snapshot
11:08:10.312	market_snapshot
11:08:10.312	position_snapshot	up=0.0 dn=90.0 gpnl=-35.0
11:08:10.312	strategy_snapshot	state=ACCUMULATE gpnl=-35.0 cost=35.0
11:08:12.324	btc_price_update	$78941.78 (diff=12.53)
11:08:13.561	fill	DOWN 5@0.45
11:08:13.561	paper_fill	DOWN 5@0.45
11:08:14.342	btc_price_update	$78939.92 (diff=10.67)
11:08:16.356	btc_price_update	$78942.78 (diff=13.53)
11:08:16.357	tracker_snapshot
11:08:18.372	btc_price_update	$78945.81 (diff=16.56)
11:08:20.386	btc_price_update	$78946.67 (diff=17.42)
11:08:22.399	btc_price_update	$78937.14 (diff=7.89)
11:08:22.400	tracker_snapshot
11:08:24.412	btc_price_update	$78937.65 (diff=8.4)
11:08:24.875	fill	DOWN 5@0.41
11:08:24.875	paper_fill	DOWN 5@0.41
11:08:26.425	btc_price_update	$78947.69 (diff=18.44)
11:08:28.440	btc_price_update	$78955.59 (diff=26.34)
11:08:28.441	tracker_snapshot
11:08:30.453	btc_price_update	$78948.97 (diff=19.72)
11:08:32.473	btc_price_update	$78949.12 (diff=19.87)
11:08:34.486	btc_price_update	$78956.51 (diff=27.26)
11:08:34.487	tracker_snapshot
11:08:36.021	buy_state_change	ACCUMULATE → DIRECTIONAL
11:08:36.501	btc_price_update	$78956.82 (diff=27.57)
11:08:37.030	fill	DOWN 5@0.37
11:08:37.030	paper_fill	DOWN 5@0.37
11:08:37.808	fill	DOWN 5@0.35
11:08:37.808	paper_fill	DOWN 5@0.35
11:08:38.520	btc_price_update	$78958.64 (diff=29.39)
11:08:40.535	btc_price_update	$78960.93 (diff=31.68)
11:08:40.536	tracker_snapshot
11:08:40.536	market_snapshot
11:08:40.536	position_snapshot	up=0.0 dn=110.0 gpnl=-42.9
11:08:40.536	strategy_snapshot	state=DIRECTIONAL gpnl=-42.9 cost=42.9
11:08:42.552	btc_price_update	$78962.49 (diff=33.24)
11:08:44.568	btc_price_update	$78959.12 (diff=29.87)
11:08:46.584	btc_price_update	$78966.01 (diff=36.76)
11:08:46.585	tracker_snapshot
11:08:47.303	fill	DOWN 5@0.35
11:08:47.303	paper_fill	DOWN 5@0.35
11:08:48.602	btc_price_update	$78959.04 (diff=29.79)
11:08:49.385	fill	DOWN 5@0.31
11:08:49.385	paper_fill	DOWN 5@0.31
11:08:50.216	fill	DOWN 5@0.29
11:08:50.216	paper_fill	DOWN 5@0.29
11:08:50.620	btc_price_update	$78973.46 (diff=44.21)
11:08:52.637	btc_price_update	$78988.19 (diff=58.94)
11:08:52.638	tracker_snapshot
11:08:53.517	fill	DOWN 5@0.26
11:08:53.517	paper_fill	DOWN 5@0.26
11:08:54.654	btc_price_update	$78986.96 (diff=57.71)
11:08:56.668	btc_price_update	$78988.48 (diff=59.23)
11:08:58.686	btc_price_update	$78988.02 (diff=58.77)
11:08:58.687	tracker_snapshot
11:09:00.703	btc_price_update	$78992.59 (diff=63.34)
11:09:02.717	btc_price_update	$78991.61 (diff=62.36)
11:09:04.568	fill	DOWN 5@0.27999999999999997
11:09:04.568	paper_fill	DOWN 5@0.27999999999999997
11:09:04.731	btc_price_update	$78984.41 (diff=55.17)
11:09:04.732	tracker_snapshot
11:09:06.750	btc_price_update	$78984.46 (diff=55.21)
11:09:08.762	btc_price_update	$78982.1 (diff=52.85)
11:09:10.779	btc_price_update	$78983.61 (diff=54.36)
11:09:10.780	tracker_snapshot
11:09:10.781	market_snapshot
11:09:10.781	position_snapshot	up=0.0 dn=135.0 gpnl=-50.35
11:09:10.781	strategy_snapshot	state=DIRECTIONAL gpnl=-50.35 cost=50.35
11:09:12.795	btc_price_update	$78984.42 (diff=55.17)
11:09:14.221	fill	DOWN 5@0.25
11:09:14.221	paper_fill	DOWN 5@0.25
11:09:14.810	btc_price_update	$78984.25 (diff=55.0)
11:09:16.829	btc_price_update	$78987.24 (diff=57.99)
11:09:16.830	tracker_snapshot
11:09:18.845	btc_price_update	$78990.98 (diff=61.73)
11:09:20.862	btc_price_update	$78989.07 (diff=59.82)
11:09:22.876	btc_price_update	$78995.39 (diff=66.14)
11:09:22.877	tracker_snapshot
11:09:24.889	btc_price_update	$78995.4 (diff=66.15)
11:09:26.902	btc_price_update	$78995.6 (diff=66.35)
11:09:28.917	btc_price_update	$78989.23 (diff=59.98)
11:09:28.917	tracker_snapshot
11:09:30.930	btc_price_update	$78995.88 (diff=66.63)
11:09:32.944	btc_price_update	$78996.34 (diff=67.09)
11:09:34.958	btc_price_update	$78994.19 (diff=64.94)
11:09:34.959	tracker_snapshot
11:09:36.974	btc_price_update	$78995.18 (diff=65.94)
11:09:38.991	btc_price_update	$78995.65 (diff=66.4)
11:09:41.007	btc_price_update	$78993.23 (diff=63.98)
11:09:41.008	tracker_snapshot
11:09:41.008	market_snapshot
11:09:41.008	position_snapshot	up=0.0 dn=140.0 gpnl=-51.6
11:09:41.008	strategy_snapshot	state=DIRECTIONAL gpnl=-51.6 cost=51.6
11:09:43.024	btc_price_update	$78993.23 (diff=63.98)
11:09:44.776	fill	DOWN 5@0.22
11:09:44.776	paper_fill	DOWN 5@0.22
11:09:45.037	btc_price_update	$78991.06 (diff=61.81)
11:09:47.052	btc_price_update	$78991.75 (diff=62.5)
11:09:47.053	tracker_snapshot
11:09:49.067	btc_price_update	$78992.6 (diff=63.35)
11:09:51.081	btc_price_update	$78992.45 (diff=63.2)
11:09:51.657	fill	DOWN 5@0.19999999999999998
11:09:51.657	paper_fill	DOWN 5@0.19999999999999998
11:09:53.096	btc_price_update	$78993.92 (diff=64.67)
11:09:53.097	tracker_snapshot
11:09:55.113	btc_price_update	$78996.71 (diff=67.46)
11:09:57.128	btc_price_update	$78999.64 (diff=70.39)
11:09:59.148	btc_price_update	$79007.78 (diff=78.53)
11:09:59.149	tracker_snapshot
11:10:01.207	btc_price_update	$79008.91 (diff=79.66)
11:10:03.225	btc_price_update	$79010.38 (diff=81.13)
11:10:05.245	btc_price_update	$79014.53 (diff=85.28)
11:10:05.246	tracker_snapshot
11:10:07.261	btc_price_update	$79017.71 (diff=88.46)
11:10:09.277	btc_price_update	$79010.64 (diff=81.39)
11:10:11.291	btc_price_update	$79009.91 (diff=80.66)
11:10:11.291	tracker_snapshot
11:10:11.291	market_snapshot
11:10:11.291	position_snapshot	up=0.0 dn=150.0 gpnl=-53.7
11:10:11.291	strategy_snapshot	state=DIRECTIONAL gpnl=-53.7 cost=53.7
11:10:13.308	btc_price_update	$79010.47 (diff=81.22)
11:10:15.327	btc_price_update	$79011.5 (diff=82.25)
11:10:17.341	btc_price_update	$79010.45 (diff=81.2)
11:10:17.341	tracker_snapshot
11:10:19.358	btc_price_update	$79010.94 (diff=81.69)
11:10:21.375	btc_price_update	$79007.04 (diff=77.79)
11:10:23.393	btc_price_update	$79006.8 (diff=77.55)
11:10:23.393	tracker_snapshot
11:10:25.408	btc_price_update	$79006.26 (diff=77.01)
11:10:27.425	btc_price_update	$79004.7 (diff=75.45)
11:10:29.440	btc_price_update	$79004.81 (diff=75.56)
11:10:29.441	tracker_snapshot
11:10:31.455	btc_price_update	$79005.02 (diff=75.77)
11:10:33.470	btc_price_update	$79007.77 (diff=78.52)
11:10:35.484	btc_price_update	$79011.99 (diff=82.74)
11:10:35.485	tracker_snapshot
11:10:36.402	fill	DOWN 5@0.13
11:10:36.402	paper_fill	DOWN 5@0.13
11:10:37.500	btc_price_update	$79012.31 (diff=83.06)
11:10:39.515	btc_price_update	$79013.9 (diff=84.65)
11:10:41.530	btc_price_update	$79017.38 (diff=88.13)
11:10:41.530	tracker_snapshot
11:10:41.530	market_snapshot
11:10:41.530	position_snapshot	up=0.0 dn=155.0 gpnl=-54.35
11:10:41.530	strategy_snapshot	state=DIRECTIONAL gpnl=-54.35 cost=54.35
11:10:42.243	fill	DOWN 5@0.09000000000000001
11:10:42.243	paper_fill	DOWN 5@0.09000000000000001
11:10:43.546	btc_price_update	$79021.69 (diff=92.44)
11:10:45.034	fill	DOWN 5@0.09000000000000001
11:10:45.034	paper_fill	DOWN 5@0.09000000000000001
11:10:45.560	btc_price_update	$79015.98 (diff=86.73)
11:10:45.847	fill	DOWN 5@0.09000000000000001
11:10:45.847	paper_fill	DOWN 5@0.09000000000000001
11:10:46.364	fill	DOWN 5@0.08
11:10:46.364	paper_fill	DOWN 5@0.08
11:10:47.574	btc_price_update	$79023.92 (diff=94.67)
11:10:47.574	tracker_snapshot
11:10:48.363	fill	DOWN 5@0.07
11:10:48.363	paper_fill	DOWN 5@0.07
11:10:49.592	btc_price_update	$79025.43 (diff=96.18)
11:10:51.608	btc_price_update	$79037.17 (diff=107.92)
11:10:53.628	btc_price_update	$79034.94 (diff=105.69)
11:10:53.628	tracker_snapshot
11:10:55.649	btc_price_update	$79038.09 (diff=108.84)
11:10:57.665	btc_price_update	$79038.52 (diff=109.27)
11:10:59.683	btc_price_update	$79039.78 (diff=110.53)
11:10:59.684	tracker_snapshot
11:11:01.702	btc_price_update	$79040.13 (diff=110.88)
11:11:03.720	btc_price_update	$79033.9 (diff=104.65)
11:11:05.737	btc_price_update	$79029.29 (diff=100.04)
11:11:05.738	tracker_snapshot
11:11:07.755	btc_price_update	$79030.95 (diff=101.7)
11:11:09.769	btc_price_update	$79033.67 (diff=104.42)
11:11:11.785	btc_price_update	$79033.51 (diff=104.26)
11:11:11.785	tracker_snapshot
11:11:11.785	market_snapshot
11:11:11.785	position_snapshot	up=0.0 dn=180.0 gpnl=-56.45
11:11:11.785	strategy_snapshot	state=DIRECTIONAL gpnl=-56.45 cost=56.45
11:11:13.804	btc_price_update	$79030.71 (diff=101.46)
11:11:15.818	btc_price_update	$79023.89 (diff=94.64)
11:11:17.835	btc_price_update	$79023.88 (diff=94.63)
11:11:17.836	tracker_snapshot
11:11:19.851	btc_price_update	$79023.13 (diff=93.88)
11:11:21.868	btc_price_update	$79021.14 (diff=91.89)
11:11:23.882	btc_price_update	$79016.65 (diff=87.4)
11:11:23.882	tracker_snapshot
11:11:25.897	btc_price_update	$79015.42 (diff=86.17)
11:11:27.912	btc_price_update	$79004.72 (diff=75.47)
11:11:29.934	btc_price_update	$78998.61 (diff=69.36)
11:11:29.935	tracker_snapshot
11:11:31.955	btc_price_update	$78997.8 (diff=68.55)
11:11:33.974	btc_price_update	$78998.23 (diff=68.98)
11:11:35.989	btc_price_update	$78999.27 (diff=70.02)
11:11:35.989	tracker_snapshot
11:11:38.009	btc_price_update	$78999.33 (diff=70.08)
11:11:40.027	btc_price_update	$78998.26 (diff=69.01)
11:11:42.044	btc_price_update	$78997.48 (diff=68.23)
11:11:42.044	tracker_snapshot
11:11:42.044	market_snapshot
11:11:42.044	position_snapshot	up=0.0 dn=180.0 gpnl=-56.45
11:11:42.044	strategy_snapshot	state=DIRECTIONAL gpnl=-56.45 cost=56.45
11:11:44.060	btc_price_update	$78993.63 (diff=64.38)
11:11:46.073	btc_price_update	$78994.23 (diff=64.98)
11:11:48.089	btc_price_update	$78983.36 (diff=54.11)
11:11:48.090	tracker_snapshot
11:11:50.108	btc_price_update	$78966.6 (diff=37.35)
11:11:52.120	btc_price_update	$78963.81 (diff=34.56)
11:11:54.136	btc_price_update	$78960.11 (diff=30.86)
11:11:54.136	tracker_snapshot
11:11:56.150	btc_price_update	$78963.24 (diff=33.99)
11:11:58.171	btc_price_update	$78960.05 (diff=30.8)
11:12:00.191	btc_price_update	$78959.62 (diff=30.37)
11:12:00.191	tracker_snapshot
11:12:02.208	btc_price_update	$78958.63 (diff=29.38)
11:12:04.232	btc_price_update	$78960.59 (diff=31.34)
11:12:05.780	fill	DOWN 5@0.26
11:12:05.780	paper_fill	DOWN 5@0.26
11:12:06.250	btc_price_update	$78959.32 (diff=30.08)
11:12:06.251	tracker_snapshot
11:12:08.273	btc_price_update	$78960.03 (diff=30.78)
11:12:10.290	btc_price_update	$78964.73 (diff=35.48)
11:12:12.308	btc_price_update	$78965.24 (diff=35.99)
11:12:12.308	tracker_snapshot
11:12:12.308	market_snapshot
11:12:12.308	position_snapshot	up=0.0 dn=185.0 gpnl=-57.75
11:12:12.308	strategy_snapshot	state=DIRECTIONAL gpnl=-57.75 cost=57.75
11:12:12.461	fill	DOWN 5@0.24
11:12:12.461	paper_fill	DOWN 5@0.24
11:12:14.326	btc_price_update	$78965.24 (diff=35.99)
11:12:16.343	btc_price_update	$78972.2 (diff=42.95)
11:12:18.357	btc_price_update	$78971.39 (diff=42.14)
11:12:18.358	tracker_snapshot
11:12:20.375	btc_price_update	$78976.81 (diff=47.56)
11:12:22.392	btc_price_update	$78976.17 (diff=46.92)
11:12:24.404	btc_price_update	$78975.26 (diff=46.01)
11:12:24.404	tracker_snapshot
11:12:26.421	btc_price_update	$78964.17 (diff=34.92)
11:12:28.436	btc_price_update	$78964.12 (diff=34.87)
11:12:30.452	btc_price_update	$78963.59 (diff=34.34)
11:12:30.452	tracker_snapshot
11:12:32.464	btc_price_update	$78963.39 (diff=34.14)
11:12:34.480	btc_price_update	$78963.35 (diff=34.1)
11:12:36.497	btc_price_update	$78964.75 (diff=35.5)
11:12:36.498	tracker_snapshot
11:12:37.303	fill	DOWN 5@0.22
11:12:37.303	paper_fill	DOWN 5@0.22
11:12:38.357	fill	DOWN 5@0.19
11:12:38.357	paper_fill	DOWN 5@0.19
11:12:38.515	btc_price_update	$78959.93 (diff=30.68)
11:12:39.924	fill	DOWN 5@0.16
11:12:39.924	paper_fill	DOWN 5@0.16
11:12:40.531	btc_price_update	$78967.31 (diff=38.06)
11:12:41.417	fill	DOWN 5@0.15
11:12:41.417	paper_fill	DOWN 5@0.15
11:12:42.549	btc_price_update	$78972.46 (diff=43.21)
11:12:42.550	tracker_snapshot
11:12:42.550	market_snapshot
11:12:42.550	position_snapshot	up=0.0 dn=210.0 gpnl=-62.55
11:12:42.550	strategy_snapshot	state=DIRECTIONAL gpnl=-62.55 cost=62.55
11:12:44.562	btc_price_update	$78971.79 (diff=42.54)
11:12:45.000	fill	DOWN 5@0.12000000000000001
11:12:45.000	paper_fill	DOWN 5@0.12000000000000001
11:12:46.577	btc_price_update	$78973.72 (diff=44.47)
11:12:48.591	btc_price_update	$78974.1 (diff=44.85)
11:12:48.591	tracker_snapshot
11:12:50.611	btc_price_update	$78980.97 (diff=51.72)
11:12:52.632	btc_price_update	$78981.66 (diff=52.41)
11:12:54.650	btc_price_update	$78981.53 (diff=52.28)
11:12:54.651	tracker_snapshot
11:12:56.664	btc_price_update	$78982.06 (diff=52.81)
11:12:58.682	btc_price_update	$78981.05 (diff=51.8)
11:13:00.704	btc_price_update	$78980.25 (diff=51.0)
11:13:00.705	tracker_snapshot
11:13:02.722	btc_price_update	$78980.18 (diff=50.93)
11:13:04.739	btc_price_update	$78981.75 (diff=52.5)
11:13:06.757	btc_price_update	$78985.53 (diff=56.28)
11:13:06.757	tracker_snapshot
11:13:07.768	fill	DOWN 5@0.09000000000000001
11:13:07.768	paper_fill	DOWN 5@0.09000000000000001
11:13:08.770	btc_price_update	$78984.71 (diff=55.46)
11:13:10.792	btc_price_update	$78985.1 (diff=55.85)
11:13:12.806	btc_price_update	$78991.07 (diff=61.82)
11:13:12.807	tracker_snapshot
11:13:12.807	market_snapshot
11:13:12.807	position_snapshot	up=0.0 dn=220.0 gpnl=-63.6
11:13:12.807	strategy_snapshot	state=DIRECTIONAL gpnl=-63.6 cost=63.6
11:13:14.819	btc_price_update	$78991.33 (diff=62.08)
11:13:16.836	btc_price_update	$78994.94 (diff=65.69)
11:13:18.853	btc_price_update	$78994.31 (diff=65.06)
11:13:18.853	tracker_snapshot
11:13:20.867	btc_price_update	$78994.32 (diff=65.07)
11:13:22.883	btc_price_update	$78994.46 (diff=65.21)
11:13:24.903	btc_price_update	$78996.87 (diff=67.62)
11:13:24.903	tracker_snapshot
11:13:26.922	btc_price_update	$78997.12 (diff=67.87)
11:13:28.244	fill	DOWN 5@0.060000000000000005
11:13:28.244	paper_fill	DOWN 5@0.060000000000000005
11:13:28.874	fill	DOWN 5@0.05
11:13:28.874	paper_fill	DOWN 5@0.05
11:13:28.938	btc_price_update	$78997.65 (diff=68.4)
11:13:29.151	fill	DOWN 5@0.05
11:13:29.151	paper_fill	DOWN 5@0.05
11:13:29.417	fill	DOWN 5@0.05
11:13:29.417	paper_fill	DOWN 5@0.05
11:13:29.700	fill	DOWN 5@0.05
11:13:29.700	paper_fill	DOWN 5@0.05
11:13:30.287	fill	DOWN 5@0.05
11:13:30.288	paper_fill	DOWN 5@0.05
11:13:30.634	fill	DOWN 5@0.05
11:13:30.634	paper_fill	DOWN 5@0.05
11:13:30.953	btc_price_update	$78997.35 (diff=68.1)
11:13:30.954	tracker_snapshot
11:13:31.006	fill	DOWN 5@0.05
11:13:31.006	paper_fill	DOWN 5@0.05
11:13:32.401	fill	DOWN 5@0.05
11:13:32.401	paper_fill	DOWN 5@0.05
11:13:32.798	fill	DOWN 5@0.05
11:13:32.798	paper_fill	DOWN 5@0.05
11:13:32.968	btc_price_update	$78997.54 (diff=68.29)
11:13:33.124	fill	DOWN 5@0.05
11:13:33.124	paper_fill	DOWN 5@0.05
11:13:33.683	fill	DOWN 5@0.05
11:13:33.684	paper_fill	DOWN 5@0.05
11:13:33.983	fill	DOWN 5@0.05
11:13:33.983	paper_fill	DOWN 5@0.05
11:13:34.298	fill	DOWN 5@0.05
11:13:34.298	paper_fill	DOWN 5@0.05
11:13:34.538	fill	DOWN 5@0.05
11:13:34.538	paper_fill	DOWN 5@0.05
11:13:34.985	btc_price_update	$78997.71 (diff=68.46)
11:13:35.487	fill	DOWN 5@0.05
11:13:35.488	paper_fill	DOWN 5@0.05
11:13:35.936	fill	DOWN 5@0.05
11:13:35.937	paper_fill	DOWN 5@0.05
11:13:36.943	fill	DOWN 5@0.05
11:13:36.943	paper_fill	DOWN 5@0.05
11:13:37.006	btc_price_update	$78998.28 (diff=69.03)
11:13:37.007	tracker_snapshot
11:13:37.227	fill	DOWN 5@0.05
11:13:37.227	paper_fill	DOWN 5@0.05
11:13:37.653	fill	DOWN 5@0.05
11:13:37.654	paper_fill	DOWN 5@0.05
11:13:37.896	fill	DOWN 5@0.05
11:13:37.896	paper_fill	DOWN 5@0.05
11:13:39.022	btc_price_update	$79001.65 (diff=72.4)
11:13:39.330	fill	DOWN 5@0.05
11:13:39.330	paper_fill	DOWN 5@0.05
11:13:41.038	btc_price_update	$79003.34 (diff=74.09)
11:13:41.843	fill	DOWN 5@0.05
11:13:41.844	paper_fill	DOWN 5@0.05
11:13:43.054	btc_price_update	$78996.79 (diff=67.54)
11:13:43.055	tracker_snapshot
11:13:43.055	market_snapshot
11:13:43.055	position_snapshot	up=0.0 dn=335.0 gpnl=-69.4
11:13:43.055	strategy_snapshot	state=DIRECTIONAL gpnl=-69.4 cost=69.4
11:13:43.973	fill	DOWN 5@0.07
11:13:43.973	paper_fill	DOWN 5@0.07
11:13:45.069	btc_price_update	$78982.17 (diff=52.92)
11:13:47.083	btc_price_update	$78982.56 (diff=53.31)
11:13:48.897	fill	DOWN 5@0.060000000000000005
11:13:48.897	paper_fill	DOWN 5@0.060000000000000005
11:13:49.103	btc_price_update	$78979.88 (diff=50.63)
11:13:49.104	tracker_snapshot
11:13:51.119	btc_price_update	$78980.82 (diff=51.57)
11:13:53.135	btc_price_update	$78982.44 (diff=53.19)
11:13:55.150	btc_price_update	$78982.72 (diff=53.47)
11:13:55.151	tracker_snapshot
11:13:55.912	fill	DOWN 5@0.05
11:13:55.912	paper_fill	DOWN 5@0.05
11:13:56.653	fill	DOWN 5@0.05
11:13:56.653	paper_fill	DOWN 5@0.05
11:13:57.168	btc_price_update	$78982.84 (diff=53.59)
11:13:57.971	fill	DOWN 5@0.05
11:13:57.971	paper_fill	DOWN 5@0.05
11:13:59.185	btc_price_update	$78988.09 (diff=58.84)
11:13:59.553	fill	DOWN 5@0.05
11:13:59.553	paper_fill	DOWN 5@0.05
11:14:01.202	btc_price_update	$78990.72 (diff=61.47)
11:14:01.204	tracker_snapshot
11:14:03.222	btc_price_update	$78996.4 (diff=67.15)
11:14:05.240	btc_price_update	$78998.99 (diff=69.74)
11:14:07.262	btc_price_update	$78998.99 (diff=69.74)
11:14:07.262	tracker_snapshot
11:14:09.280	btc_price_update	$79006.39 (diff=77.14)
11:14:11.297	btc_price_update	$79006.57 (diff=77.32)
11:14:13.319	btc_price_update	$79014.23 (diff=84.98)
11:14:13.319	tracker_snapshot
11:14:13.319	market_snapshot
11:14:13.319	position_snapshot	up=0.0 dn=365.0 gpnl=-71.05
11:14:13.319	strategy_snapshot	state=DIRECTIONAL gpnl=-71.05 cost=71.05
11:14:15.333	btc_price_update	$79015.09 (diff=85.84)
11:14:17.350	btc_price_update	$79015.1 (diff=85.85)
11:14:19.367	btc_price_update	$79015.07 (diff=85.82)
11:14:19.367	tracker_snapshot
11:14:21.384	btc_price_update	$79015.58 (diff=86.33)
11:14:23.398	btc_price_update	$79015.98 (diff=86.73)
11:14:25.413	btc_price_update	$79036.16 (diff=106.91)
11:14:25.414	tracker_snapshot
11:14:27.434	btc_price_update	$79038.47 (diff=109.22)
11:14:29.455	btc_price_update	$79042.74 (diff=113.49)
11:14:31.475	btc_price_update	$79051.31 (diff=122.06)
11:14:31.475	tracker_snapshot
11:14:33.489	btc_price_update	$79047.3 (diff=118.05)
11:14:35.503	btc_price_update	$79043.75 (diff=114.5)
11:14:37.520	btc_price_update	$79045.02 (diff=115.77)
11:14:37.520	tracker_snapshot
11:14:39.535	btc_price_update	$79046.0 (diff=116.75)
11:14:41.555	btc_price_update	$79046.3 (diff=117.05)
11:14:43.571	btc_price_update	$79042.43 (diff=113.18)
11:14:43.572	tracker_snapshot
11:14:43.572	market_snapshot
11:14:43.572	position_snapshot	up=0.0 dn=365.0 gpnl=-71.05
11:14:43.572	strategy_snapshot	state=DIRECTIONAL gpnl=-71.05 cost=71.05
11:14:45.590	btc_price_update	$79039.1 (diff=109.85)
11:14:47.605	btc_price_update	$79040.04 (diff=110.79)
11:14:49.307	buy_state_change	DIRECTIONAL → ACCUMULATE
11:14:49.620	btc_price_update	$79038.27 (diff=109.02)
11:14:49.620	tracker_snapshot
11:14:51.635	btc_price_update	$79023.75 (diff=94.5)
11:14:53.653	btc_price_update	$79022.0 (diff=92.75)
11:14:55.666	btc_price_update	$79022.35 (diff=93.1)
11:14:55.666	tracker_snapshot
11:14:57.681	btc_price_update	$79041.88 (diff=112.63)
11:14:59.697	btc_price_update	$79038.07 (diff=108.82)
11:15:04.757	market_snapshot
11:15:04.758	position_snapshot	up=0.0 dn=365.0 gpnl=-71.05
11:15:04.758	strategy_snapshot	state=ACCUMULATE gpnl=-71.05 cost=71.05
11:15:04.758	window_end

Minute	Trades	Notional	DN buys
0	5	$10	5
1	5	$8	5
2	1	$2	1
3	3	$7	3
6	3	$6	3
7	5	$10	5
8	6	$9	6
9	3	$3	3
10	5	$2	5
11	5	$5	5
12	25	$7	25
13	7	$2	7

Minute	Trades	Notional	DN buys
0	5	$10	5
1	5	$8	5
2	1	$2	1
3	3	$7	3
6	3	$6	3
7	5	$10	5
8	6	$9	6
9	3	$3	3
10	5	$2	5
11	5	$5	5
12	25	$7	25
13	7	$2	7

Minute	Trades	Notional	DN buys
0	5	$10	5
1	5	$8	5
2	1	$2	1
3	3	$7	3
6	3	$6	3
7	5	$10	5
8	6	$9	6
9	3	$3	3
10	5	$2	5
11	5	$5	5
12	25	$7	25
13	7	$2	7