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20260504_133000_BTC_1_v8.6_dryrun_paperfill.jsonl

BTC 15m btc-updown-15m-1777901400

Winner: DN

Strategy

v8.6

Question

Bitcoin Up or Down - May 4, 9:30AM-9:45AM ET

Run Note

v86-david

Mode

paper-fill

Inferred P&L

$88.75

Guaranteed P&L

$83.75

Winner

DOWN

BTC Move

-131.26

Total Cost

18.1638

Fills

151

Orders

733

Fees Paid

$0.00

0 takers

Position evolution

taker buy taker sell

PSum & Guaranteed P&L

taker buy taker sell

Trade Log (151) Fills by Price (59) Per Minute (12) Event Log (1018)

t	Side	Outcome	Price	Size	USDC	Fee	UP shares	DN shares	UP avg	DN avg	PSum	Net cost
0s	BUY	Down	$0.460	5.00	$2.30	--	0	5	--	$0.460	--	$2.30
4s	BUY	Down	$0.450	5.00	$2.25	--	0	10	--	$0.455	--	$4.55
5s	BUY	Down	$0.440	5.00	$2.20	--	0	15	--	$0.450	--	$6.75
6s	BUY	Down	$0.420	5.00	$2.10	--	0	20	--	$0.443	--	$8.85
11s	BUY	Down	$0.470	5.00	$2.35	--	0	25	--	$0.448	--	$11.20
50s	BUY	Down	$0.470	5.00	$2.35	--	0	30	--	$0.452	--	$13.55
51s	BUY	Down	$0.460	5.00	$2.30	--	0	35	--	$0.453	--	$15.85
56s	BUY	Down	$0.430	5.00	$2.15	--	0	40	--	$0.450	--	$18.00
59s	BUY	Down	$0.460	5.77	$2.65	--	0	46	--	$0.451	--	$20.65
59s	BUY	Down	$0.460	4.23	$1.95	--	0	50	--	$0.452	--	$22.60
61s	BUY	Down	$0.450	6.09	$2.74	--	0	56	--	$0.452	--	$25.34
61s	BUY	Down	$0.450	3.91	$1.76	--	0	60	--	$0.452	--	$27.10
112s	BUY	Down	$0.470	5.00	$2.35	--	0	65	--	$0.453	--	$29.45
113s	BUY	Down	$0.430	5.00	$2.15	--	0	70	--	$0.451	--	$31.60
113s	BUY	Down	$0.420	5.00	$2.10	--	0	75	--	$0.449	--	$33.70
121s	BUY	Down	$0.470	6.19	$2.91	--	0	81	--	$0.451	--	$36.61
121s	BUY	Down	$0.470	3.81	$1.79	--	0	85	--	$0.452	--	$38.40
122s	BUY	Down	$0.450	5.66	$2.55	--	0	91	--	$0.452	--	$40.95
122s	BUY	Down	$0.450	4.34	$1.95	--	0	95	--	$0.452	--	$42.90
123s	BUY	Down	$0.440	5.73	$2.52	--	0	101	--	$0.451	--	$45.42
123s	BUY	Down	$0.440	4.27	$1.88	--	0	105	--	$0.451	--	$47.30
123s	BUY	Down	$0.420	5.00	$2.10	--	0	110	--	$0.449	--	$49.40
133s	BUY	Down	$0.450	5.00	$2.25	--	0	115	--	$0.449	--	$51.65
133s	BUY	Down	$0.430	5.00	$2.15	--	0	120	--	$0.448	--	$53.80
137s	BUY	Down	$0.410	5.83	$2.39	--	0	126	--	$0.447	--	$56.19
138s	BUY	Down	$0.410	4.17	$1.71	--	0	130	--	$0.445	--	$57.90
138s	BUY	Down	$0.400	5.14	$2.06	--	0	135	--	$0.444	--	$59.96
138s	BUY	Down	$0.400	4.86	$1.94	--	0	140	--	$0.442	--	$61.90
139s	BUY	Down	$0.390	6.05	$2.36	--	0	146	--	$0.440	--	$64.26
139s	BUY	Down	$0.390	3.95	$1.54	--	0	150	--	$0.439	--	$65.80
156s	BUY	Down	$0.440	5.00	$2.20	--	0	155	--	$0.439	--	$68.00
157s	BUY	Down	$0.410	6.83	$2.80	--	0	162	--	$0.438	--	$70.80
157s	BUY	Down	$0.410	3.17	$1.30	--	0	165	--	$0.437	--	$72.10
157s	BUY	Down	$0.400	5.19	$2.07	--	0	170	--	$0.436	--	$74.17
158s	BUY	Down	$0.400	4.81	$1.93	--	0	175	--	$0.435	--	$76.10
162s	BUY	Down	$0.390	5.00	$1.95	--	0	180	--	$0.434	--	$78.05
211s	BUY	Down	$0.380	6.69	$2.54	--	0	187	--	$0.432	--	$80.59
211s	BUY	Down	$0.380	3.31	$1.26	--	0	190	--	$0.431	--	$81.85
224s	BUY	Down	$0.460	5.53	$2.54	--	0	196	--	$0.432	--	$84.39
224s	BUY	Down	$0.460	4.47	$2.06	--	0	200	--	$0.432	--	$86.45
239s	BUY	Down	$0.360	5.88	$2.12	--	0	206	--	$0.430	--	$88.57
239s	BUY	Down	$0.360	4.12	$1.48	--	0	210	--	$0.429	--	$90.05
264s	BUY	Down	$0.400	5.00	$2.00	--	0	215	--	$0.428	--	$92.05
267s	BUY	Down	$0.410	5.00	$2.05	--	0	220	--	$0.428	--	$94.10
268s	BUY	Down	$0.380	5.00	$1.90	--	0	225	--	$0.427	--	$96.00
272s	BUY	Down	$0.360	5.00	$1.80	--	0	230	--	$0.425	--	$97.80
272s	BUY	Down	$0.350	5.00	$1.75	--	0	235	--	$0.424	--	$99.55
273s	BUY	Down	$0.270	5.92	$1.60	--	0	241	--	$0.420	--	$101.15
273s	BUY	Down	$0.270	4.08	$1.10	--	0	245	--	$0.417	--	$102.25
273s	BUY	Down	$0.200	6.86	$1.37	--	0	252	--	$0.411	--	$103.62
273s	BUY	Down	$0.200	3.14	$0.63	--	0	255	--	$0.409	--	$104.25
281s	BUY	Down	$0.300	5.00	$1.50	--	0	260	--	$0.407	--	$105.75
290s	BUY	Down	$0.290	5.92	$1.72	--	0	266	--	$0.404	--	$107.47
290s	BUY	Down	$0.290	4.08	$1.18	--	0	270	--	$0.402	--	$108.65
290s	BUY	Down	$0.280	5.62	$1.57	--	0	276	--	$0.400	--	$110.22
290s	BUY	Down	$0.280	4.38	$1.23	--	0	280	--	$0.398	--	$111.45
300s	BUY	Down	$0.340	5.00	$1.70	--	0	285	--	$0.397	--	$113.15
302s	BUY	Down	$0.330	6.49	$2.14	--	0	291	--	$0.396	--	$115.29
302s	BUY	Down	$0.330	3.51	$1.16	--	0	295	--	$0.395	--	$116.45
302s	BUY	Down	$0.320	6.84	$2.19	--	0	302	--	$0.393	--	$118.64
303s	BUY	Down	$0.320	3.16	$1.01	--	0	305	--	$0.392	--	$119.65
304s	BUY	Down	$0.290	6.28	$1.82	--	0	311	--	$0.390	--	$121.47
304s	BUY	Down	$0.290	3.72	$1.08	--	0	315	--	$0.389	--	$122.55
309s	BUY	Down	$0.270	5.65	$1.53	--	0	321	--	$0.387	--	$124.08
309s	BUY	Down	$0.270	4.35	$1.17	--	0	325	--	$0.385	--	$125.25
319s	BUY	Down	$0.240	5.00	$1.20	--	0	330	--	$0.383	--	$126.45
320s	BUY	Down	$0.230	5.00	$1.15	--	0	335	--	$0.381	--	$127.60
338s	BUY	Down	$0.290	5.00	$1.45	--	0	340	--	$0.380	--	$129.05
341s	BUY	Down	$0.280	5.00	$1.40	--	0	345	--	$0.378	--	$130.45
346s	BUY	Down	$0.270	5.00	$1.35	--	0	350	--	$0.377	--	$131.80
347s	BUY	Down	$0.260	5.00	$1.30	--	0	355	--	$0.375	--	$133.10
367s	BUY	Down	$0.270	5.00	$1.35	--	0	360	--	$0.373	--	$134.45
388s	BUY	Down	$0.470	6.72	$3.16	--	0	367	--	$0.375	--	$137.61
388s	BUY	Down	$0.470	3.28	$1.54	--	0	370	--	$0.376	--	$139.15
389s	BUY	Down	$0.470	6.01	$2.82	--	0	376	--	$0.378	--	$141.97
389s	BUY	Down	$0.470	3.99	$1.88	--	0	380	--	$0.379	--	$143.85
406s	BUY	Up	$0.450	5.71	$2.57	--	6	380	$0.450	$0.379	0.829	$146.42
406s	BUY	Up	$0.450	4.29	$1.93	--	10	380	$0.450	$0.379	0.829	$148.35
406s	SELL	Down	$0.570	5.00	$2.85	--	10	375	$0.450	$0.376	0.826	$145.50
406s	BUY	Up	$0.420	5.29	$2.22	--	15	375	$0.440	$0.376	0.816	$147.72
406s	SELL	Down	$0.580	5.00	$2.90	--	15	370	$0.440	$0.373	0.813	$144.82
406s	BUY	Up	$0.420	4.71	$1.98	--	20	370	$0.435	$0.373	0.808	$146.80
408s	SELL	Down	$0.600	5.00	$3.00	--	20	365	$0.435	$0.370	0.805	$143.80
418s	SELL	Down	$0.620	5.00	$3.10	--	20	360	$0.435	$0.367	0.802	$140.70
425s	SELL	Down	$0.630	5.00	$3.15	--	20	355	$0.435	$0.363	0.798	$137.55
439s	SELL	Down	$0.580	5.00	$2.90	--	20	350	$0.435	$0.360	0.795	$134.65
439s	SELL	Down	$0.590	5.00	$2.95	--	20	345	$0.435	$0.356	0.791	$131.70
440s	SELL	Down	$0.600	5.00	$3.00	--	20	340	$0.435	$0.353	0.788	$128.70
441s	SELL	Down	$0.630	5.00	$3.15	--	20	335	$0.435	$0.349	0.784	$125.55
445s	SELL	Down	$0.640	5.00	$3.20	--	20	330	$0.435	$0.344	0.779	$122.35
446s	SELL	Down	$0.650	5.00	$3.25	--	20	325	$0.435	$0.340	0.775	$119.10
446s	SELL	Down	$0.700	5.00	$3.50	--	20	320	$0.435	$0.334	0.769	$115.60
447s	SELL	Down	$0.740	5.00	$3.70	--	20	315	$0.435	$0.328	0.763	$111.90
447s	SELL	Down	$0.750	5.00	$3.75	--	20	310	$0.435	$0.321	0.756	$108.15
454s	SELL	Down	$0.730	5.00	$3.65	--	20	305	$0.435	$0.314	0.749	$104.50
456s	SELL	Down	$0.740	5.00	$3.70	--	20	300	$0.435	$0.307	0.742	$100.80
460s	SELL	Down	$0.680	5.00	$3.40	--	20	295	$0.435	$0.301	0.736	$97.40
462s	SELL	Down	$0.700	5.00	$3.50	--	20	290	$0.435	$0.294	0.729	$93.90
469s	SELL	Down	$0.670	5.00	$3.35	--	20	285	$0.435	$0.287	0.722	$90.55
474s	SELL	Down	$0.670	5.00	$3.35	--	20	280	$0.435	$0.280	0.715	$87.20
475s	SELL	Down	$0.690	5.00	$3.45	--	20	275	$0.435	$0.273	0.708	$83.75
477s	SELL	Down	$0.700	5.00	$3.50	--	20	270	$0.435	$0.265	0.700	$80.25
484s	SELL	Down	$0.580	5.00	$2.90	--	20	265	$0.435	$0.259	0.694	$77.35
500s	SELL	Down	$0.480	5.00	$2.40	--	20	260	$0.435	$0.255	0.690	$74.95
500s	SELL	Down	$0.490	5.00	$2.45	--	20	255	$0.435	$0.250	0.685	$72.50
508s	SELL	Down	$0.470	5.00	$2.35	--	20	250	$0.435	$0.246	0.681	$70.15
521s	SELL	Down	$0.390	5.00	$1.95	--	20	245	$0.435	$0.243	0.678	$68.20
522s	SELL	Down	$0.400	5.00	$2.00	--	20	240	$0.435	$0.240	0.675	$66.20
523s	SELL	Down	$0.410	5.00	$2.05	--	20	235	$0.435	$0.236	0.671	$64.15
523s	SELL	Down	$0.420	5.00	$2.10	--	20	230	$0.435	$0.232	0.667	$62.05
524s	SELL	Down	$0.450	5.00	$2.25	--	20	225	$0.435	$0.227	0.662	$59.80
529s	SELL	Down	$0.460	5.00	$2.30	--	20	220	$0.435	$0.222	0.657	$57.50
530s	SELL	Down	$0.470	5.00	$2.35	--	20	215	$0.435	$0.216	0.651	$55.15
534s	SELL	Down	$0.480	5.00	$2.40	--	20	210	$0.435	$0.210	0.645	$52.75
535s	SELL	Down	$0.490	5.00	$2.45	--	20	205	$0.435	$0.203	0.638	$50.30
537s	SELL	Down	$0.510	5.00	$2.55	--	20	200	$0.435	$0.195	0.630	$47.75
538s	SELL	Down	$0.520	5.00	$2.60	--	20	195	$0.435	$0.187	0.622	$45.15
539s	SELL	Down	$0.540	5.00	$2.70	--	20	190	$0.435	$0.178	0.613	$42.45
539s	SELL	Down	$0.550	5.00	$2.75	--	20	185	$0.435	$0.168	0.603	$39.70
544s	SELL	Down	$0.560	5.00	$2.80	--	20	180	$0.435	$0.157	0.592	$36.90
553s	SELL	Down	$0.560	5.00	$2.80	--	20	175	$0.435	$0.145	0.580	$34.10
558s	SELL	Down	$0.570	5.00	$2.85	--	20	170	$0.435	$0.133	0.568	$31.25
559s	SELL	Down	$0.600	5.00	$3.00	--	20	165	$0.435	$0.118	0.553	$28.25
569s	SELL	Down	$0.610	5.00	$3.05	--	20	160	$0.435	$0.103	0.538	$25.20
570s	SELL	Down	$0.620	5.00	$3.10	--	20	155	$0.435	$0.086	0.521	$22.10
570s	SELL	Down	$0.670	5.00	$3.35	--	20	150	$0.435	$0.067	0.502	$18.75
570s	SELL	Down	$0.690	5.00	$3.45	--	20	145	$0.435	$0.045	0.480	$15.30
571s	SELL	Down	$0.720	5.00	$3.60	--	20	140	$0.435	$0.021	0.456	$11.70
579s	SELL	Down	$0.720	5.00	$3.60	--	20	135	$0.435	$-0.004	0.431	$8.10
583s	SELL	Down	$0.720	5.00	$3.60	--	20	130	$0.435	$-0.032	0.403	$4.50
601s	SELL	Down	$0.570	5.00	$2.85	--	20	125	$0.435	$-0.056	0.379	$1.65
603s	SELL	Down	$0.600	5.00	$3.00	--	20	120	$0.435	$-0.084	0.351	$-1.35
609s	SELL	Down	$0.600	5.00	$3.00	--	20	115	$0.435	$-0.114	0.322	$-4.35
613s	SELL	Down	$0.610	5.00	$3.05	--	20	110	$0.435	$-0.146	0.289	$-7.40
631s	SELL	Down	$0.560	5.00	$2.80	--	20	105	$0.435	$-0.180	0.255	$-10.20
631s	SELL	Down	$0.590	5.00	$2.95	--	20	100	$0.435	$-0.218	0.216	$-13.15
632s	SELL	Down	$0.600	5.00	$3.00	--	20	95	$0.435	$-0.262	0.173	$-16.15
637s	SELL	Down	$0.610	5.00	$3.05	--	20	90	$0.435	$-0.310	0.125	$-19.20
639s	SELL	Down	$0.610	5.00	$3.05	--	20	85	$0.435	$-0.364	0.071	$-22.25
642s	SELL	Down	$0.620	5.00	$3.10	--	20	80	$0.435	$-0.426	0.009	$-25.35
643s	SELL	Down	$0.630	5.00	$3.15	--	20	75	$0.435	$-0.496	-0.061	$-28.50
646s	SELL	Down	$0.650	5.00	$3.25	--	20	70	$0.435	$-0.578	-0.143	$-31.75
662s	SELL	Down	$0.650	5.00	$3.25	--	20	65	$0.435	$-0.672	-0.237	$-35.00
662s	SELL	Down	$0.660	5.00	$3.30	--	20	60	$0.435	$-0.783	-0.348	$-38.30
662s	SELL	Down	$0.670	5.00	$3.35	--	20	55	$0.435	$-0.915	-0.480	$-41.65
672s	SELL	Down	$0.670	5.00	$3.35	--	20	50	$0.435	$-1.074	-0.639	$-45.00
672s	SELL	Down	$0.720	5.00	$3.60	--	20	45	$0.435	$-1.273	-0.838	$-48.60
672s	SELL	Down	$0.740	5.00	$3.70	--	20	40	$0.435	$-1.525	-1.090	$-52.30
674s	SELL	Down	$0.760	5.00	$3.80	--	20	35	$0.435	$-1.851	-1.416	$-56.10
679s	SELL	Down	$0.760	5.00	$3.80	--	20	30	$0.435	$-2.287	-1.852	$-59.90
680s	SELL	Down	$0.770	5.00	$3.85	--	20	25	$0.435	$-2.898	-2.463	$-63.75

Side	Outcome	Price	Trades	Shares	Notional
BUY	Down	$0.470	9	45.00	$21.15
BUY	Down	$0.460	6	30.00	$13.80
BUY	Down	$0.450	6	30.00	$13.50
BUY	Down	$0.440	4	20.00	$8.80
BUY	Down	$0.430	3	15.00	$6.45
BUY	Down	$0.420	3	15.00	$6.30
BUY	Down	$0.410	5	25.00	$10.25
BUY	Down	$0.400	5	25.00	$10.00
BUY	Down	$0.390	3	15.00	$5.85
BUY	Down	$0.380	3	15.00	$5.70
BUY	Down	$0.360	3	15.00	$5.40
BUY	Down	$0.350	1	5.00	$1.75
BUY	Down	$0.340	1	5.00	$1.70
BUY	Down	$0.330	2	10.00	$3.30
BUY	Down	$0.320	2	10.00	$3.20
BUY	Down	$0.300	1	5.00	$1.50
BUY	Down	$0.290	5	25.00	$7.25
BUY	Down	$0.280	3	15.00	$4.20
BUY	Down	$0.270	6	30.00	$8.10
BUY	Down	$0.260	1	5.00	$1.30
BUY	Down	$0.240	1	5.00	$1.20
BUY	Down	$0.230	1	5.00	$1.15
BUY	Down	$0.200	2	10.00	$2.00
SELL	Down	$0.770	1	5.00	$3.85
SELL	Down	$0.760	2	10.00	$7.60
SELL	Down	$0.750	1	5.00	$3.75
SELL	Down	$0.740	3	15.00	$11.10
SELL	Down	$0.730	1	5.00	$3.65
SELL	Down	$0.720	4	20.00	$14.40
SELL	Down	$0.700	3	15.00	$10.50
SELL	Down	$0.690	2	10.00	$6.90
SELL	Down	$0.680	1	5.00	$3.40
SELL	Down	$0.670	5	25.00	$16.75
SELL	Down	$0.660	1	5.00	$3.30
SELL	Down	$0.650	3	15.00	$9.75
SELL	Down	$0.640	1	5.00	$3.20
SELL	Down	$0.630	3	15.00	$9.45
SELL	Down	$0.620	3	15.00	$9.30
SELL	Down	$0.610	4	20.00	$12.20
SELL	Down	$0.600	6	30.00	$18.00
SELL	Down	$0.590	2	10.00	$5.90
SELL	Down	$0.580	3	15.00	$8.70
SELL	Down	$0.570	3	15.00	$8.55
SELL	Down	$0.560	3	15.00	$8.40
SELL	Down	$0.550	1	5.00	$2.75
SELL	Down	$0.540	1	5.00	$2.70
SELL	Down	$0.520	1	5.00	$2.60
SELL	Down	$0.510	1	5.00	$2.55
SELL	Down	$0.490	2	10.00	$4.90
SELL	Down	$0.480	2	10.00	$4.80
SELL	Down	$0.470	2	10.00	$4.70
SELL	Down	$0.460	1	5.00	$2.30
SELL	Down	$0.450	1	5.00	$2.25
SELL	Down	$0.420	1	5.00	$2.10
SELL	Down	$0.410	1	5.00	$2.05
SELL	Down	$0.400	1	5.00	$2.00
SELL	Down	$0.390	1	5.00	$1.95
BUY	Up	$0.450	2	10.00	$4.50
BUY	Up	$0.420	2	10.00	$4.20

Minute	Trades	Notional	UP buys	DN buys	DN sells
0	10	$23	0	10	0
1	5	$11	0	5	0
2	21	$44	0	21	0
3	6	$12	0	6	0
4	14	$21	0	14	0
5	15	$22	0	15	0
6	13	$31	4	5	4
7	18	$60	0	0	18
8	17	$41	0	0	17
9	11	$35	0	0	11
10	12	$36	0	0	12
11	9	$32	0	0	9

Time	Event	Details
13:25:00.006	window_start
13:30:08.724	btc_price_update	$78954.2 (diff=0.99)
13:30:08.724	buy_state_change	INIT → ACCUMULATE
13:30:08.725	tracker_snapshot
13:30:08.973	cross_window_filter
13:30:08.973	cross_window_filter
13:30:08.973	cross_window_filter
13:30:08.973	cross_window_filter
13:30:08.973	cross_window_filter
13:30:08.973	cross_window_filter
13:30:08.973	cross_window_filter
13:30:10.739	btc_price_update	$78945.43 (diff=-7.78)
13:30:12.752	btc_price_update	$78935.68 (diff=-17.52)
13:30:14.766	btc_price_update	$78937.93 (diff=-15.27)
13:30:14.766	tracker_snapshot
13:30:16.785	btc_price_update	$78936.98 (diff=-16.22)
13:30:18.803	btc_price_update	$78938.15 (diff=-15.06)
13:30:20.819	btc_price_update	$78945.41 (diff=-7.79)
13:30:20.820	tracker_snapshot
13:30:22.835	btc_price_update	$78963.14 (diff=9.94)
13:30:24.852	btc_price_update	$78964.51 (diff=11.31)
13:30:26.869	btc_price_update	$78965.32 (diff=12.12)
13:30:26.870	tracker_snapshot
13:30:27.542	cross_gate_opened
13:30:28.888	btc_price_update	$78958.24 (diff=5.04)
13:30:30.902	btc_price_update	$78955.62 (diff=2.42)
13:30:32.917	btc_price_update	$78952.31 (diff=-0.89)
13:30:32.918	tracker_snapshot
13:30:34.931	btc_price_update	$78949.07 (diff=-4.13)
13:30:36.946	btc_price_update	$78949.22 (diff=-3.98)
13:30:38.964	btc_price_update	$78957.79 (diff=4.58)
13:30:38.965	tracker_snapshot
13:30:38.965	market_snapshot
13:30:38.965	position_snapshot	up=0.0 dn=0.0 gpnl=0.0
13:30:38.965	strategy_snapshot	state=ACCUMULATE gpnl=0.0 cost=0.0
13:30:40.979	btc_price_update	$78952.43 (diff=-0.77)
13:30:42.994	btc_price_update	$78952.44 (diff=-0.76)
13:30:45.011	btc_price_update	$78950.06 (diff=-3.14)
13:30:45.011	tracker_snapshot
13:30:47.023	btc_price_update	$78950.99 (diff=-2.22)
13:30:49.036	btc_price_update	$78951.99 (diff=-1.21)
13:30:51.056	btc_price_update	$78951.89 (diff=-1.31)
13:30:51.057	tracker_snapshot
13:30:53.074	btc_price_update	$78949.61 (diff=-3.6)
13:30:55.090	btc_price_update	$78948.54 (diff=-4.66)
13:30:57.105	btc_price_update	$78948.6 (diff=-4.6)
13:30:57.105	tracker_snapshot
13:30:59.120	btc_price_update	$78944.37 (diff=-8.83)
13:31:01.139	btc_price_update	$78944.15 (diff=-9.06)
13:31:02.357	fill	DOWN 5@0.46
13:31:02.357	paper_fill	DOWN 5@0.46
13:31:03.155	btc_price_update	$78946.56 (diff=-6.64)
13:31:03.156	tracker_snapshot
13:31:05.172	btc_price_update	$78959.21 (diff=6.01)
13:31:06.412	fill	DOWN 5@0.45
13:31:06.412	paper_fill	DOWN 5@0.45
13:31:07.186	btc_price_update	$78982.63 (diff=29.42)
13:31:07.347	fill	DOWN 5@0.44
13:31:07.347	paper_fill	DOWN 5@0.44
13:31:08.387	fill	DOWN 5@0.42
13:31:08.388	paper_fill	DOWN 5@0.42
13:31:09.203	btc_price_update	$78988.01 (diff=34.81)
13:31:09.203	tracker_snapshot
13:31:09.203	market_snapshot
13:31:09.203	position_snapshot	up=0.0 dn=20.0 gpnl=-8.85
13:31:09.203	strategy_snapshot	state=ACCUMULATE gpnl=-8.85 cost=8.85
13:31:11.218	btc_price_update	$79003.99 (diff=50.79)
13:31:13.235	btc_price_update	$79006.17 (diff=52.96)
13:31:13.399	fill	DOWN 5@0.47
13:31:13.400	paper_fill	DOWN 5@0.47
13:31:15.251	btc_price_update	$78987.82 (diff=34.61)
13:31:15.252	tracker_snapshot
13:31:17.265	btc_price_update	$78963.67 (diff=10.46)
13:31:19.282	btc_price_update	$78963.29 (diff=10.09)
13:31:21.297	btc_price_update	$78955.0 (diff=1.8)
13:31:21.297	tracker_snapshot
13:31:23.311	btc_price_update	$78948.26 (diff=-4.94)
13:31:25.325	btc_price_update	$78943.98 (diff=-9.22)
13:31:27.342	btc_price_update	$78942.21 (diff=-11.0)
13:31:27.343	tracker_snapshot
13:31:29.359	btc_price_update	$78958.42 (diff=5.21)
13:31:31.376	btc_price_update	$78955.2 (diff=2.0)
13:31:33.393	btc_price_update	$78951.43 (diff=-1.77)
13:31:33.393	tracker_snapshot
13:31:35.409	btc_price_update	$78947.45 (diff=-5.76)
13:31:37.425	btc_price_update	$78946.7 (diff=-6.5)
13:31:39.439	btc_price_update	$78950.06 (diff=-3.14)
13:31:39.439	tracker_snapshot
13:31:39.439	market_snapshot
13:31:39.440	position_snapshot	up=0.0 dn=25.0 gpnl=-11.2
13:31:39.440	strategy_snapshot	state=ACCUMULATE gpnl=-11.2 cost=11.2
13:31:41.455	btc_price_update	$78957.82 (diff=4.61)
13:31:43.470	btc_price_update	$78958.42 (diff=5.22)
13:31:45.485	btc_price_update	$78957.12 (diff=3.92)
13:31:45.486	tracker_snapshot
13:31:47.503	btc_price_update	$78955.86 (diff=2.66)
13:31:49.519	btc_price_update	$78958.49 (diff=5.29)
13:31:51.532	btc_price_update	$78961.06 (diff=7.86)
13:31:51.533	tracker_snapshot
13:31:52.769	fill	DOWN 5@0.47
13:31:52.769	paper_fill	DOWN 5@0.47
13:31:53.166	fill	DOWN 5@0.46
13:31:53.166	paper_fill	DOWN 5@0.46
13:31:53.547	btc_price_update	$78961.15 (diff=7.95)
13:31:55.565	btc_price_update	$78988.81 (diff=35.6)
13:31:57.581	btc_price_update	$78988.49 (diff=35.29)
13:31:57.582	tracker_snapshot
13:31:58.826	fill	DOWN 5@0.43
13:31:58.827	paper_fill	DOWN 5@0.43
13:31:59.597	btc_price_update	$78992.05 (diff=38.85)
13:32:01.245	v8_6_liquidity_signal
13:32:01.412	fill	DOWN 5.767797051627726@0.46
13:32:01.412	paper_fill	DOWN 5.77@0.46
13:32:01.416	fill	DOWN 4.232202948372274@0.46
13:32:01.416	paper_fill	DOWN 4.23@0.46
13:32:01.635	btc_price_update	$79002.35 (diff=49.15)
13:32:03.650	btc_price_update	$78986.62 (diff=33.41)
13:32:03.651	tracker_snapshot
13:32:03.724	fill	DOWN 6.094418184964681@0.45
13:32:03.724	paper_fill	DOWN 6.09@0.45
13:32:03.796	fill	DOWN 3.905581815035319@0.45
13:32:03.797	paper_fill	DOWN 3.91@0.45
13:32:05.663	btc_price_update	$78980.49 (diff=27.29)
13:32:07.677	btc_price_update	$78976.01 (diff=22.81)
13:32:09.691	btc_price_update	$78960.8 (diff=7.59)
13:32:09.692	tracker_snapshot
13:32:09.692	market_snapshot
13:32:09.692	position_snapshot	up=0.0 dn=60.0 gpnl=-27.1
13:32:09.692	strategy_snapshot	state=ACCUMULATE gpnl=-27.1 cost=27.1
13:32:11.707	btc_price_update	$78964.86 (diff=11.66)
13:32:13.722	btc_price_update	$78962.96 (diff=9.76)
13:32:15.735	btc_price_update	$78960.94 (diff=7.74)
13:32:15.736	tracker_snapshot
13:32:17.750	btc_price_update	$78959.96 (diff=6.75)
13:32:19.765	btc_price_update	$78956.93 (diff=3.73)
13:32:21.782	btc_price_update	$78957.51 (diff=4.31)
13:32:21.782	tracker_snapshot
13:32:23.800	btc_price_update	$78952.78 (diff=-0.42)
13:32:25.817	btc_price_update	$78953.65 (diff=0.44)
13:32:27.832	btc_price_update	$78948.28 (diff=-4.92)
13:32:27.832	tracker_snapshot
13:32:29.851	btc_price_update	$78954.03 (diff=0.82)
13:32:31.864	btc_price_update	$78954.27 (diff=1.07)
13:32:33.880	btc_price_update	$78953.94 (diff=0.74)
13:32:33.881	tracker_snapshot
13:32:35.899	btc_price_update	$78953.01 (diff=-0.19)
13:32:37.917	btc_price_update	$78952.68 (diff=-0.53)
13:32:39.932	btc_price_update	$78952.35 (diff=-0.85)
13:32:39.933	tracker_snapshot
13:32:39.933	market_snapshot
13:32:39.933	position_snapshot	up=0.0 dn=60.0 gpnl=-27.1
13:32:39.933	strategy_snapshot	state=ACCUMULATE gpnl=-27.1 cost=27.1
13:32:41.950	btc_price_update	$78947.23 (diff=-5.98)
13:32:43.965	btc_price_update	$78948.49 (diff=-4.71)
13:32:45.978	btc_price_update	$78948.06 (diff=-5.14)
13:32:45.979	tracker_snapshot
13:32:47.996	btc_price_update	$78963.67 (diff=10.47)
13:32:50.009	btc_price_update	$78962.1 (diff=8.9)
13:32:52.026	btc_price_update	$78960.61 (diff=7.41)
13:32:52.027	tracker_snapshot
13:32:54.042	btc_price_update	$78949.67 (diff=-3.53)
13:32:54.608	fill	DOWN 5@0.47
13:32:54.608	paper_fill	DOWN 5@0.47
13:32:55.130	fill	DOWN 5@0.43
13:32:55.130	paper_fill	DOWN 5@0.43
13:32:55.871	fill	DOWN 5@0.42
13:32:55.872	paper_fill	DOWN 5@0.42
13:32:56.059	btc_price_update	$78961.9 (diff=8.69)
13:32:58.073	btc_price_update	$78979.27 (diff=26.07)
13:32:58.074	tracker_snapshot
13:33:00.089	btc_price_update	$79001.77 (diff=48.57)
13:33:00.753	buy_state_change	ACCUMULATE → DIRECTIONAL
13:33:02.110	btc_price_update	$79001.27 (diff=48.06)
13:33:02.598	buy_state_change	DIRECTIONAL → ACCUMULATE
13:33:02.598	v8_6_liquidity_signal
13:33:03.553	fill	DOWN 6.189195360081453@0.47
13:33:03.553	paper_fill	DOWN 6.19@0.47
13:33:03.696	fill	DOWN 3.8108046399185467@0.47
13:33:03.696	paper_fill	DOWN 3.81@0.47
13:33:04.121	btc_price_update	$78994.05 (diff=40.84)
13:33:04.122	tracker_snapshot
13:33:04.395	fill	DOWN 5.656121893819681@0.45
13:33:04.395	paper_fill	DOWN 5.66@0.45
13:33:04.506	fill	DOWN 4.343878106180319@0.45
13:33:04.506	paper_fill	DOWN 4.34@0.45
13:33:05.640	fill	DOWN 5.732056435770287@0.44
13:33:05.640	paper_fill	DOWN 5.73@0.44
13:33:05.652	fill	DOWN 4.267943564229713@0.44
13:33:05.652	paper_fill	DOWN 4.27@0.44
13:33:05.713	fill	DOWN 5@0.42
13:33:05.714	paper_fill	DOWN 5@0.42
13:33:05.749	paper_fill	DOWN 5@0.42
13:33:06.139	btc_price_update	$78981.85 (diff=28.65)
13:33:08.153	btc_price_update	$78989.64 (diff=36.44)
13:33:10.173	btc_price_update	$78996.8 (diff=43.6)
13:33:10.174	tracker_snapshot
13:33:10.174	market_snapshot
13:33:10.174	position_snapshot	up=0.0 dn=110.0 gpnl=-49.4
13:33:10.174	strategy_snapshot	state=ACCUMULATE gpnl=-49.4 cost=49.4
13:33:12.190	btc_price_update	$78995.01 (diff=41.8)
13:33:14.207	btc_price_update	$78989.74 (diff=36.53)
13:33:15.665	fill	DOWN 5@0.45
13:33:15.665	paper_fill	DOWN 5@0.45
13:33:15.676	paper_fill	DOWN 5@0.45
13:33:15.848	fill	DOWN 5@0.43
13:33:15.848	paper_fill	DOWN 5@0.43
13:33:16.174	paper_fill	DOWN 5@0.43
13:33:16.222	btc_price_update	$78979.66 (diff=26.46)
13:33:16.222	tracker_snapshot
13:33:18.239	btc_price_update	$78986.52 (diff=33.32)
13:33:19.704	fill	DOWN 5.827393017000965@0.41
13:33:19.704	paper_fill	DOWN 5.83@0.41
13:33:20.251	btc_price_update	$78991.75 (diff=38.54)
13:33:20.440	fill	DOWN 4.172606982999035@0.41
13:33:20.440	paper_fill	DOWN 4.17@0.41
13:33:20.440	fill	DOWN 5.138366325272942@0.4
13:33:20.440	paper_fill	DOWN 5.14@0.4
13:33:20.450	fill	DOWN 4.861633674727058@0.4
13:33:20.450	paper_fill	DOWN 4.86@0.4
13:33:21.430	fill	DOWN 6.053842752969624@0.39
13:33:21.430	paper_fill	DOWN 6.05@0.39
13:33:21.453	fill	DOWN 3.946157247030376@0.39
13:33:21.454	paper_fill	DOWN 3.95@0.39
13:33:22.268	btc_price_update	$78999.7 (diff=46.5)
13:33:22.269	tracker_snapshot
13:33:24.284	btc_price_update	$79009.26 (diff=56.06)
13:33:26.297	btc_price_update	$78989.85 (diff=36.65)
13:33:28.314	btc_price_update	$78990.22 (diff=37.02)
13:33:28.315	tracker_snapshot
13:33:30.334	btc_price_update	$78989.36 (diff=36.15)
13:33:32.351	btc_price_update	$78988.39 (diff=35.19)
13:33:34.365	btc_price_update	$78983.3 (diff=30.1)
13:33:34.366	tracker_snapshot
13:33:36.380	btc_price_update	$78983.08 (diff=29.88)
13:33:38.350	fill	DOWN 5@0.44
13:33:38.350	paper_fill	DOWN 5@0.44
13:33:38.370	paper_fill	DOWN 5@0.44
13:33:38.394	btc_price_update	$78981.43 (diff=28.23)
13:33:39.521	fill	DOWN 6.828729143005163@0.41
13:33:39.521	paper_fill	DOWN 6.83@0.41
13:33:39.745	fill	DOWN 3.1712708569948367@0.41
13:33:39.746	paper_fill	DOWN 3.17@0.41
13:33:39.746	fill	DOWN 5.1868957031819924@0.4
13:33:39.746	paper_fill	DOWN 5.19@0.4
13:33:40.407	btc_price_update	$78987.12 (diff=33.92)
13:33:40.408	tracker_snapshot
13:33:40.408	market_snapshot
13:33:40.408	position_snapshot	up=0.0 dn=170.1869 gpnl=-74.1748
13:33:40.408	strategy_snapshot	state=ACCUMULATE gpnl=-74.17 cost=74.17
13:33:40.425	fill	DOWN 4.8131042968180076@0.4
13:33:40.425	paper_fill	DOWN 4.81@0.4
13:33:42.425	btc_price_update	$79003.72 (diff=50.51)
13:33:44.440	btc_price_update	$79003.59 (diff=50.38)
13:33:44.807	fill	DOWN 5@0.39
13:33:44.807	paper_fill	DOWN 5@0.39
13:33:45.231	buy_state_change	ACCUMULATE → DIRECTIONAL
13:33:45.233	paper_fill	DOWN 5@0.39
13:33:46.454	btc_price_update	$79012.56 (diff=59.36)
13:33:46.454	tracker_snapshot
13:33:48.468	btc_price_update	$79023.95 (diff=70.74)
13:33:50.484	btc_price_update	$79027.11 (diff=73.91)
13:33:52.502	btc_price_update	$79027.68 (diff=74.47)
13:33:52.503	tracker_snapshot
13:33:54.519	btc_price_update	$79029.24 (diff=76.04)
13:33:56.536	btc_price_update	$79028.7 (diff=75.5)
13:33:58.552	btc_price_update	$79026.67 (diff=73.47)
13:33:58.553	tracker_snapshot
13:34:00.567	btc_price_update	$78988.47 (diff=35.26)
13:34:02.584	btc_price_update	$78989.5 (diff=36.3)
13:34:04.598	btc_price_update	$78985.32 (diff=32.12)
13:34:04.599	tracker_snapshot
13:34:06.614	btc_price_update	$78996.02 (diff=42.82)
13:34:08.628	btc_price_update	$78999.54 (diff=46.33)
13:34:10.647	btc_price_update	$79006.13 (diff=52.93)
13:34:10.648	tracker_snapshot
13:34:10.648	market_snapshot
13:34:10.648	position_snapshot	up=0.0 dn=180.0 gpnl=-78.05
13:34:10.648	strategy_snapshot	state=DIRECTIONAL gpnl=-78.05 cost=78.05
13:34:12.663	btc_price_update	$79004.61 (diff=51.41)
13:34:14.684	btc_price_update	$79003.78 (diff=50.58)
13:34:16.701	btc_price_update	$79004.17 (diff=50.97)
13:34:16.701	tracker_snapshot
13:34:18.716	btc_price_update	$79002.99 (diff=49.79)
13:34:20.733	btc_price_update	$79011.25 (diff=58.04)
13:34:22.750	btc_price_update	$79013.68 (diff=60.48)
13:34:22.751	tracker_snapshot
13:34:24.765	btc_price_update	$79013.58 (diff=60.38)
13:34:26.775	btc_price_update	$79013.91 (diff=60.7)
13:34:28.793	btc_price_update	$79011.7 (diff=58.49)
13:34:28.793	tracker_snapshot
13:34:30.807	btc_price_update	$79012.99 (diff=59.78)
13:34:32.821	btc_price_update	$79014.91 (diff=61.71)
13:34:33.291	fill	DOWN 6.69346865080743@0.38
13:34:33.292	paper_fill	DOWN 6.69@0.38
13:34:33.308	fill	DOWN 3.3065313491925696@0.38
13:34:33.308	paper_fill	DOWN 3.31@0.38
13:34:34.835	btc_price_update	$79015.06 (diff=61.85)
13:34:34.836	tracker_snapshot
13:34:36.852	btc_price_update	$79015.64 (diff=62.44)
13:34:38.869	btc_price_update	$79014.76 (diff=61.55)
13:34:40.883	btc_price_update	$79013.09 (diff=59.89)
13:34:40.884	tracker_snapshot
13:34:40.884	market_snapshot
13:34:40.884	position_snapshot	up=0.0 dn=190.0 gpnl=-81.85
13:34:40.884	strategy_snapshot	state=DIRECTIONAL gpnl=-81.85 cost=81.85
13:34:42.752	buy_state_change	DIRECTIONAL → ACCUMULATE
13:34:42.897	btc_price_update	$78992.26 (diff=39.06)
13:34:42.897	v8_6_liquidity_signal
13:34:44.915	btc_price_update	$78980.87 (diff=27.67)
13:34:46.503	fill	DOWN 5.528578881029393@0.46
13:34:46.503	paper_fill	DOWN 5.53@0.46
13:34:46.521	fill	DOWN 4.471421118970607@0.46
13:34:46.521	paper_fill	DOWN 4.47@0.46
13:34:46.931	btc_price_update	$78983.28 (diff=30.08)
13:34:46.932	tracker_snapshot
13:34:48.944	btc_price_update	$78981.48 (diff=28.27)
13:34:50.958	btc_price_update	$78981.03 (diff=27.82)
13:34:52.973	btc_price_update	$78978.51 (diff=25.31)
13:34:52.974	tracker_snapshot
13:34:54.989	btc_price_update	$78978.18 (diff=24.97)
13:34:57.008	btc_price_update	$78982.17 (diff=28.97)
13:34:59.023	btc_price_update	$78989.06 (diff=35.86)
13:34:59.023	tracker_snapshot
13:35:01.038	btc_price_update	$78987.52 (diff=34.32)
13:35:01.860	fill	DOWN 5.8823381251092695@0.36
13:35:01.862	paper_fill	DOWN 5.88@0.36
13:35:01.898	fill	DOWN 4.1176618748907305@0.36
13:35:01.899	paper_fill	DOWN 4.12@0.36
13:35:03.119	btc_price_update	$79002.17 (diff=48.97)
13:35:03.920	buy_state_change	ACCUMULATE → DIRECTIONAL
13:35:05.139	btc_price_update	$79014.63 (diff=61.43)
13:35:05.140	tracker_snapshot
13:35:07.157	btc_price_update	$79018.32 (diff=65.12)
13:35:09.172	btc_price_update	$79014.15 (diff=60.95)
13:35:11.188	btc_price_update	$79012.22 (diff=59.01)
13:35:11.188	tracker_snapshot
13:35:11.189	market_snapshot
13:35:11.189	position_snapshot	up=0.0 dn=210.0 gpnl=-90.05
13:35:11.189	strategy_snapshot	state=DIRECTIONAL gpnl=-90.05 cost=90.05
13:35:13.204	btc_price_update	$79016.17 (diff=62.96)
13:35:15.222	btc_price_update	$79016.28 (diff=63.08)
13:35:17.234	btc_price_update	$79014.99 (diff=61.79)
13:35:17.235	tracker_snapshot
13:35:19.250	btc_price_update	$79014.88 (diff=61.68)
13:35:21.266	btc_price_update	$79010.01 (diff=56.81)
13:35:23.279	btc_price_update	$79000.08 (diff=46.88)
13:35:23.280	tracker_snapshot
13:35:25.294	btc_price_update	$78996.51 (diff=43.31)
13:35:26.383	fill	DOWN 5@0.4
13:35:26.383	paper_fill	DOWN 5@0.4
13:35:27.311	btc_price_update	$78995.11 (diff=41.91)
13:35:29.325	btc_price_update	$78995.11 (diff=41.91)
13:35:29.326	tracker_snapshot
13:35:29.593	fill	DOWN 5@0.41
13:35:29.594	paper_fill	DOWN 5@0.41
13:35:30.874	fill	DOWN 5@0.38
13:35:30.875	paper_fill	DOWN 5@0.38
13:35:31.339	btc_price_update	$78997.38 (diff=44.17)
13:35:33.356	btc_price_update	$79006.77 (diff=53.57)
13:35:34.502	fill	DOWN 5@0.36
13:35:34.502	paper_fill	DOWN 5@0.36
13:35:34.917	v8_6_liquidity_signal
13:35:34.950	fill	DOWN 5@0.35
13:35:34.950	paper_fill	DOWN 5@0.35
13:35:35.120	fill	DOWN 5.922885395739423@0.27
13:35:35.120	paper_fill	DOWN 5.92@0.27
13:35:35.135	fill	DOWN 4.077114604260577@0.27
13:35:35.135	paper_fill	DOWN 4.08@0.27
13:35:35.373	btc_price_update	$79008.16 (diff=54.96)
13:35:35.373	tracker_snapshot
13:35:35.907	fill	DOWN 6.861447782563239@0.2
13:35:35.908	paper_fill	DOWN 6.86@0.2
13:35:35.946	fill	DOWN 3.138552217436761@0.2
13:35:35.946	paper_fill	DOWN 3.14@0.2
13:35:37.386	btc_price_update	$79057.23 (diff=104.02)
13:35:39.402	btc_price_update	$79100.89 (diff=147.69)
13:35:41.416	btc_price_update	$79089.18 (diff=135.98)
13:35:41.417	tracker_snapshot
13:35:41.417	market_snapshot
13:35:41.417	position_snapshot	up=0.0 dn=255.0 gpnl=-104.25
13:35:41.417	strategy_snapshot	state=DIRECTIONAL gpnl=-104.25 cost=104.25
13:35:43.431	btc_price_update	$79074.01 (diff=120.81)
13:35:43.504	fill	DOWN 5@0.3
13:35:43.505	paper_fill	DOWN 5@0.3
13:35:43.565	paper_fill	DOWN 5@0.3
13:35:45.447	btc_price_update	$79057.74 (diff=104.54)
13:35:47.460	btc_price_update	$79055.48 (diff=102.27)
13:35:47.460	tracker_snapshot
13:35:49.475	btc_price_update	$79054.65 (diff=101.44)
13:35:51.493	btc_price_update	$79053.14 (diff=99.94)
13:35:52.020	fill	DOWN 5.916848484598015@0.29
13:35:52.020	paper_fill	DOWN 5.92@0.29
13:35:52.245	fill	DOWN 4.083151515401985@0.29
13:35:52.245	paper_fill	DOWN 4.08@0.29
13:35:52.245	fill	DOWN 5.618137090358877@0.28
13:35:52.245	paper_fill	DOWN 5.62@0.28
13:35:52.269	fill	DOWN 4.381862909641123@0.28
13:35:52.270	paper_fill	DOWN 4.38@0.28
13:35:53.506	btc_price_update	$79052.89 (diff=99.69)
13:35:53.507	tracker_snapshot
13:35:55.520	btc_price_update	$79056.85 (diff=103.65)
13:35:57.532	btc_price_update	$79052.07 (diff=98.87)
13:35:59.550	btc_price_update	$79051.87 (diff=98.66)
13:35:59.551	tracker_snapshot
13:36:01.573	btc_price_update	$79051.41 (diff=98.21)
13:36:02.705	fill	DOWN 5@0.34
13:36:02.705	paper_fill	DOWN 5@0.34
13:36:02.753	paper_fill	DOWN 5@0.34
13:36:03.622	btc_price_update	$79044.03 (diff=90.82)
13:36:04.789	fill	DOWN 6.494996588083538@0.33
13:36:04.789	paper_fill	DOWN 6.49@0.33
13:36:04.808	fill	DOWN 3.505003411916462@0.33
13:36:04.808	paper_fill	DOWN 3.51@0.33
13:36:04.994	fill	DOWN 6.840848335893982@0.32
13:36:04.995	paper_fill	DOWN 6.84@0.32
13:36:05.011	fill	DOWN 3.1591516641060178@0.32
13:36:05.012	paper_fill	DOWN 3.16@0.32
13:36:05.639	btc_price_update	$79035.57 (diff=82.36)
13:36:05.639	tracker_snapshot
13:36:06.137	fill	DOWN 6.281806495771694@0.29
13:36:06.137	paper_fill	DOWN 6.28@0.29
13:36:06.150	fill	DOWN 3.7181935042283056@0.29
13:36:06.150	paper_fill	DOWN 3.72@0.29
13:36:07.653	btc_price_update	$79060.38 (diff=107.17)
13:36:09.667	btc_price_update	$79069.1 (diff=115.9)
13:36:11.681	btc_price_update	$79064.43 (diff=111.23)
13:36:11.682	tracker_snapshot
13:36:11.682	market_snapshot
13:36:11.682	position_snapshot	up=0.0 dn=315.0 gpnl=-122.55
13:36:11.682	strategy_snapshot	state=DIRECTIONAL gpnl=-122.55 cost=122.55
13:36:11.765	fill	DOWN 5.649410780484832@0.27
13:36:11.766	paper_fill	DOWN 5.65@0.27
13:36:11.782	fill	DOWN 4.350589219515168@0.27
13:36:11.783	paper_fill	DOWN 4.35@0.27
13:36:13.700	btc_price_update	$79069.41 (diff=116.21)
13:36:15.718	btc_price_update	$79072.0 (diff=118.8)
13:36:17.733	btc_price_update	$79082.06 (diff=128.86)
13:36:17.734	tracker_snapshot
13:36:19.748	btc_price_update	$79079.17 (diff=125.96)
13:36:21.766	btc_price_update	$79077.09 (diff=123.89)
13:36:21.977	fill	DOWN 5@0.24
13:36:21.977	paper_fill	DOWN 5@0.24
13:36:21.996	paper_fill	DOWN 5@0.24
13:36:22.438	fill	DOWN 5@0.23
13:36:22.439	paper_fill	DOWN 5@0.23
13:36:22.613	paper_fill	DOWN 5@0.23
13:36:23.781	btc_price_update	$79077.8 (diff=124.6)
13:36:23.782	tracker_snapshot
13:36:25.797	btc_price_update	$79085.94 (diff=132.74)
13:36:27.813	btc_price_update	$79080.99 (diff=127.79)
13:36:29.831	btc_price_update	$79084.23 (diff=131.03)
13:36:29.832	tracker_snapshot
13:36:31.847	btc_price_update	$79083.43 (diff=130.22)
13:36:33.863	btc_price_update	$79083.09 (diff=129.89)
13:36:35.876	btc_price_update	$79080.35 (diff=127.14)
13:36:35.876	tracker_snapshot
13:36:37.890	btc_price_update	$79078.78 (diff=125.58)
13:36:39.905	btc_price_update	$79071.55 (diff=118.35)
13:36:40.672	fill	DOWN 5@0.29
13:36:40.672	paper_fill	DOWN 5@0.29
13:36:41.917	btc_price_update	$79056.13 (diff=102.93)
13:36:41.918	tracker_snapshot
13:36:41.919	market_snapshot
13:36:41.919	position_snapshot	up=0.0 dn=340.0 gpnl=-129.05
13:36:41.919	strategy_snapshot	state=DIRECTIONAL gpnl=-129.05 cost=129.05
13:36:43.155	fill	DOWN 5@0.28
13:36:43.155	paper_fill	DOWN 5@0.28
13:36:43.931	btc_price_update	$79055.36 (diff=102.16)
13:36:45.946	btc_price_update	$79054.61 (diff=101.41)
13:36:47.963	btc_price_update	$79056.21 (diff=103.0)
13:36:47.963	tracker_snapshot
13:36:48.643	fill	DOWN 5@0.27
13:36:48.643	paper_fill	DOWN 5@0.27
13:36:49.064	fill	DOWN 5@0.26
13:36:49.064	paper_fill	DOWN 5@0.26
13:36:49.979	btc_price_update	$79054.14 (diff=100.94)
13:36:51.993	btc_price_update	$79075.72 (diff=122.52)
13:36:54.008	btc_price_update	$79105.4 (diff=152.2)
13:36:54.009	tracker_snapshot
13:36:56.023	btc_price_update	$79098.64 (diff=145.44)
13:36:58.037	btc_price_update	$79093.22 (diff=140.01)
13:37:00.053	btc_price_update	$79074.71 (diff=121.51)
13:37:00.054	tracker_snapshot
13:37:02.065	btc_price_update	$79069.91 (diff=116.7)
13:37:04.079	btc_price_update	$79057.12 (diff=103.91)
13:37:06.095	btc_price_update	$79054.53 (diff=101.33)
13:37:06.096	tracker_snapshot
13:37:08.111	btc_price_update	$79054.11 (diff=100.91)
13:37:09.180	fill	DOWN 5@0.27
13:37:09.180	paper_fill	DOWN 5@0.27
13:37:10.125	btc_price_update	$79056.23 (diff=103.03)
13:37:12.144	btc_price_update	$79057.01 (diff=103.8)
13:37:12.144	tracker_snapshot
13:37:12.145	market_snapshot
13:37:12.145	position_snapshot	up=0.0 dn=360.0 gpnl=-134.45
13:37:12.145	strategy_snapshot	state=DIRECTIONAL gpnl=-134.45 cost=134.45
13:37:14.163	btc_price_update	$79053.49 (diff=100.29)
13:37:16.178	btc_price_update	$79047.05 (diff=93.84)
13:37:18.198	btc_price_update	$79047.05 (diff=93.85)
13:37:18.199	tracker_snapshot
13:37:20.212	btc_price_update	$79033.42 (diff=80.21)
13:37:22.224	btc_price_update	$79033.5 (diff=80.3)
13:37:24.239	btc_price_update	$79031.74 (diff=78.54)
13:37:24.240	tracker_snapshot
13:37:26.256	btc_price_update	$79031.74 (diff=78.54)
13:37:27.728	v8_6_liquidity_signal
13:37:28.270	btc_price_update	$79031.74 (diff=78.54)
13:37:29.349	buy_state_change	DIRECTIONAL → ACCUMULATE
13:37:30.165	fill	DOWN 6.716260039018383@0.47
13:37:30.165	paper_fill	DOWN 6.72@0.47
13:37:30.188	fill	DOWN 3.2837399609816167@0.47
13:37:30.188	paper_fill	DOWN 3.28@0.47
13:37:30.285	btc_price_update	$79031.74 (diff=78.54)
13:37:30.286	tracker_snapshot
13:37:31.765	fill	DOWN 6.006933334888842@0.47
13:37:31.765	paper_fill	DOWN 6.01@0.47
13:37:31.794	fill	DOWN 3.993066665111158@0.47
13:37:31.794	paper_fill	DOWN 3.99@0.47
13:37:32.300	btc_price_update	$78967.69 (diff=14.49)
13:37:34.315	btc_price_update	$78964.01 (diff=10.81)
13:37:36.333	btc_price_update	$78950.88 (diff=-2.32)
13:37:36.334	tracker_snapshot
13:37:38.352	btc_price_update	$78942.48 (diff=-10.72)
13:37:40.367	btc_price_update	$78936.78 (diff=-16.42)
13:37:42.390	btc_price_update	$78934.95 (diff=-18.26)
13:37:42.391	tracker_snapshot
13:37:42.391	market_snapshot
13:37:42.391	position_snapshot	up=0.0 dn=380.0 gpnl=-143.85
13:37:42.391	strategy_snapshot	state=ACCUMULATE gpnl=-143.85 cost=143.85
13:37:44.404	btc_price_update	$78944.91 (diff=-8.29)
13:37:46.419	btc_price_update	$78949.45 (diff=-3.75)
13:37:48.296	fill	UP 5.713129279975853@0.45
13:37:48.296	paper_fill	UP 5.71@0.45
13:37:48.340	fill	UP 4.286870720024147@0.45
13:37:48.340	paper_fill	UP 4.29@0.45
13:37:48.433	btc_price_update	$78938.5 (diff=-14.7)
13:37:48.433	buy_state_change	ACCUMULATE → OVERWEIGHT
13:37:48.434	tracker_snapshot
13:37:48.437	fill	DOWN 5@0.57
13:37:48.437	paper_fill	DOWN 5@0.57
13:37:48.962	fill	UP 5.2931535472191324@0.42
13:37:48.962	paper_fill	UP 5.29@0.42
13:37:48.963	fill	DOWN 5@0.58
13:37:48.964	paper_fill	DOWN 5@0.58
13:37:48.965	fill	UP 4.7068464527808676@0.42
13:37:48.965	paper_fill	UP 4.71@0.42
13:37:50.070	v8_6_liquidity_signal
13:37:50.071	fill	DOWN 5@0.6
13:37:50.072	paper_fill	DOWN 5@0.6
13:37:50.451	btc_price_update	$78924.27 (diff=-28.93)
13:37:52.470	btc_price_update	$78903.7 (diff=-49.51)
13:37:54.486	btc_price_update	$78897.53 (diff=-55.67)
13:37:54.487	tracker_snapshot
13:37:56.502	btc_price_update	$78897.35 (diff=-55.86)
13:37:58.519	btc_price_update	$78898.13 (diff=-55.07)
13:38:00.535	btc_price_update	$78895.28 (diff=-57.92)
13:38:00.536	tracker_snapshot
13:38:00.988	fill	DOWN 5@0.62
13:38:00.988	paper_fill	DOWN 5@0.62
13:38:02.557	btc_price_update	$78901.03 (diff=-52.17)
13:38:04.571	btc_price_update	$78896.79 (diff=-56.41)
13:38:06.587	btc_price_update	$78895.57 (diff=-57.64)
13:38:06.588	tracker_snapshot
13:38:07.027	fill	DOWN 5@0.63
13:38:07.027	paper_fill	DOWN 5@0.63
13:38:08.601	btc_price_update	$78891.68 (diff=-61.52)
13:38:10.620	btc_price_update	$78888.71 (diff=-64.5)
13:38:12.636	btc_price_update	$78893.51 (diff=-59.69)
13:38:12.637	tracker_snapshot
13:38:12.637	market_snapshot
13:38:12.637	position_snapshot	up=20.0 dn=355.0 gpnl=-117.55
13:38:12.637	strategy_snapshot	state=OVERWEIGHT gpnl=-117.55 cost=137.55
13:38:14.653	btc_price_update	$78914.76 (diff=-38.45)
13:38:16.669	btc_price_update	$78910.63 (diff=-42.57)
13:38:18.688	btc_price_update	$78908.62 (diff=-44.58)
13:38:18.689	tracker_snapshot
13:38:20.704	btc_price_update	$78912.79 (diff=-40.41)
13:38:21.102	fill	DOWN 5@0.58
13:38:21.103	paper_fill	DOWN 5@0.58
13:38:21.608	fill	DOWN 5@0.59
13:38:21.608	paper_fill	DOWN 5@0.59
13:38:22.238	fill	DOWN 5@0.6
13:38:22.238	paper_fill	DOWN 5@0.6
13:38:22.717	btc_price_update	$78915.27 (diff=-37.93)
13:38:23.228	fill	DOWN 5@0.63
13:38:23.228	paper_fill	DOWN 5@0.63
13:38:24.731	btc_price_update	$78903.73 (diff=-49.48)
13:38:24.732	tracker_snapshot
13:38:26.748	btc_price_update	$78894.92 (diff=-58.29)
13:38:27.432	fill	DOWN 5@0.64
13:38:27.432	paper_fill	DOWN 5@0.64
13:38:28.450	fill	DOWN 5@0.65
13:38:28.450	paper_fill	DOWN 5@0.65
13:38:28.686	fill	DOWN 5@0.7
13:38:28.686	paper_fill	DOWN 5@0.7
13:38:28.761	btc_price_update	$78893.07 (diff=-60.14)
13:38:29.064	fill	DOWN 5@0.74
13:38:29.064	paper_fill	DOWN 5@0.74
13:38:29.338	fill	DOWN 5@0.75
13:38:29.339	paper_fill	DOWN 5@0.75
13:38:30.773	btc_price_update	$78872.89 (diff=-80.32)
13:38:30.774	tracker_snapshot
13:38:32.791	btc_price_update	$78842.64 (diff=-110.56)
13:38:34.805	btc_price_update	$78841.84 (diff=-111.36)
13:38:36.524	fill	DOWN 5@0.73
13:38:36.524	paper_fill	DOWN 5@0.73
13:38:36.822	btc_price_update	$78845.35 (diff=-107.85)
13:38:36.823	tracker_snapshot
13:38:38.064	fill	DOWN 5@0.74
13:38:38.065	paper_fill	DOWN 5@0.74
13:38:38.843	btc_price_update	$78850.89 (diff=-102.32)
13:38:40.857	btc_price_update	$78845.58 (diff=-107.62)
13:38:42.871	btc_price_update	$78848.84 (diff=-104.36)
13:38:42.872	tracker_snapshot
13:38:42.872	market_snapshot
13:38:42.872	position_snapshot	up=20.0 dn=300.0 gpnl=-80.8
13:38:42.872	strategy_snapshot	state=OVERWEIGHT gpnl=-80.8 cost=100.8
13:38:42.915	fill	DOWN 5@0.68
13:38:42.915	paper_fill	DOWN 5@0.68
13:38:44.477	fill	DOWN 5@0.7
13:38:44.477	paper_fill	DOWN 5@0.7
13:38:44.890	btc_price_update	$78869.64 (diff=-83.56)
13:38:46.907	btc_price_update	$78864.12 (diff=-89.08)
13:38:48.923	btc_price_update	$78865.24 (diff=-87.96)
13:38:48.924	tracker_snapshot
13:38:50.941	btc_price_update	$78864.04 (diff=-89.16)
13:38:51.982	fill	DOWN 5@0.67
13:38:51.982	paper_fill	DOWN 5@0.67
13:38:52.954	btc_price_update	$78866.01 (diff=-87.19)
13:38:54.970	btc_price_update	$78874.47 (diff=-78.73)
13:38:54.970	tracker_snapshot
13:38:56.329	fill	DOWN 5@0.67
13:38:56.329	paper_fill	DOWN 5@0.67
13:38:56.983	btc_price_update	$78879.42 (diff=-73.78)
13:38:57.907	fill	DOWN 5@0.69
13:38:57.907	paper_fill	DOWN 5@0.69
13:38:58.999	btc_price_update	$78877.58 (diff=-75.63)
13:38:59.376	fill	DOWN 5@0.7
13:38:59.376	paper_fill	DOWN 5@0.7
13:39:01.023	btc_price_update	$78870.59 (diff=-82.61)
13:39:01.023	tracker_snapshot
13:39:03.060	btc_price_update	$78881.12 (diff=-72.08)
13:39:05.075	btc_price_update	$78897.78 (diff=-55.42)
13:39:06.245	fill	DOWN 5@0.58
13:39:06.245	paper_fill	DOWN 5@0.58
13:39:07.084	btc_price_update	$78900.39 (diff=-52.81)
13:39:07.085	tracker_snapshot
13:39:09.100	btc_price_update	$78914.41 (diff=-38.8)
13:39:11.119	btc_price_update	$78919.74 (diff=-33.47)
13:39:13.133	btc_price_update	$78925.29 (diff=-27.92)
13:39:13.133	tracker_snapshot
13:39:13.134	market_snapshot
13:39:13.134	position_snapshot	up=20.0 dn=265.0 gpnl=-57.35
13:39:13.134	strategy_snapshot	state=OVERWEIGHT gpnl=-57.35 cost=77.35
13:39:15.151	btc_price_update	$78938.58 (diff=-14.62)
13:39:17.164	btc_price_update	$78950.51 (diff=-2.69)
13:39:19.179	btc_price_update	$78950.33 (diff=-2.87)
13:39:19.180	tracker_snapshot
13:39:21.196	btc_price_update	$78952.41 (diff=-0.79)
13:39:22.152	fill	DOWN 5@0.48
13:39:22.152	paper_fill	DOWN 5@0.48
13:39:22.981	fill	DOWN 5@0.49
13:39:22.981	paper_fill	DOWN 5@0.49
13:39:23.210	btc_price_update	$78954.13 (diff=0.93)
13:39:25.224	btc_price_update	$78953.49 (diff=0.29)
13:39:25.225	tracker_snapshot
13:39:27.240	btc_price_update	$78951.65 (diff=-1.56)
13:39:29.256	btc_price_update	$78954.51 (diff=1.31)
13:39:30.686	fill	DOWN 5@0.47
13:39:30.687	paper_fill	DOWN 5@0.47
13:39:31.270	btc_price_update	$78956.35 (diff=3.15)
13:39:31.271	tracker_snapshot
13:39:33.287	btc_price_update	$78955.95 (diff=2.75)
13:39:35.308	btc_price_update	$78955.73 (diff=2.53)
13:39:37.326	btc_price_update	$78954.0 (diff=0.8)
13:39:37.327	tracker_snapshot
13:39:39.344	btc_price_update	$78953.75 (diff=0.55)
13:39:41.361	btc_price_update	$78966.04 (diff=12.84)
13:39:43.373	btc_price_update	$78990.62 (diff=37.42)
13:39:43.374	tracker_snapshot
13:39:43.374	market_snapshot
13:39:43.374	position_snapshot	up=20.0 dn=250.0 gpnl=-50.15
13:39:43.374	strategy_snapshot	state=OVERWEIGHT gpnl=-50.15 cost=70.15
13:39:43.691	fill	DOWN 5@0.39
13:39:43.691	paper_fill	DOWN 5@0.39
13:39:44.051	fill	DOWN 5@0.4
13:39:44.051	paper_fill	DOWN 5@0.4
13:39:45.207	fill	DOWN 5@0.41
13:39:45.207	paper_fill	DOWN 5@0.41
13:39:45.389	btc_price_update	$78988.28 (diff=35.08)
13:39:45.462	fill	DOWN 5@0.42
13:39:45.463	paper_fill	DOWN 5@0.42
13:39:46.828	fill	DOWN 5@0.45
13:39:46.828	paper_fill	DOWN 5@0.45
13:39:47.402	btc_price_update	$78982.82 (diff=29.62)
13:39:49.416	btc_price_update	$78976.46 (diff=23.25)
13:39:49.416	tracker_snapshot
13:39:51.432	btc_price_update	$78964.39 (diff=11.18)
13:39:51.720	fill	DOWN 5@0.46
13:39:51.720	paper_fill	DOWN 5@0.46
13:39:52.245	fill	DOWN 5@0.47
13:39:52.246	paper_fill	DOWN 5@0.47
13:39:53.444	btc_price_update	$78963.09 (diff=9.88)
13:39:55.457	btc_price_update	$78956.43 (diff=3.23)
13:39:55.458	tracker_snapshot
13:39:56.477	fill	DOWN 5@0.48
13:39:56.477	paper_fill	DOWN 5@0.48
13:39:57.089	fill	DOWN 5@0.49
13:39:57.089	paper_fill	DOWN 5@0.49
13:39:57.474	btc_price_update	$78955.92 (diff=2.72)
13:39:59.063	fill	DOWN 5@0.51
13:39:59.063	paper_fill	DOWN 5@0.51
13:39:59.490	btc_price_update	$78953.99 (diff=0.78)
13:40:00.850	fill	DOWN 5@0.52
13:40:00.850	paper_fill	DOWN 5@0.52
13:40:01.547	btc_price_update	$78947.79 (diff=-5.41)
13:40:01.549	tracker_snapshot
13:40:01.562	fill	DOWN 5@0.54
13:40:01.562	paper_fill	DOWN 5@0.54
13:40:01.954	fill	DOWN 5@0.55
13:40:01.956	paper_fill	DOWN 5@0.55
13:40:03.570	btc_price_update	$78936.89 (diff=-16.32)
13:40:05.588	btc_price_update	$78934.17 (diff=-19.03)
13:40:06.272	fill	DOWN 5@0.56
13:40:06.273	paper_fill	DOWN 5@0.56
13:40:07.603	btc_price_update	$78930.32 (diff=-22.88)
13:40:07.604	tracker_snapshot
13:40:09.622	btc_price_update	$78929.0 (diff=-24.21)
13:40:11.642	btc_price_update	$78929.16 (diff=-24.04)
13:40:13.656	btc_price_update	$78928.42 (diff=-24.78)
13:40:13.657	tracker_snapshot
13:40:13.657	market_snapshot
13:40:13.657	position_snapshot	up=20.0 dn=180.0 gpnl=-16.9
13:40:13.657	strategy_snapshot	state=OVERWEIGHT gpnl=-16.9 cost=36.9
13:40:15.671	btc_price_update	$78932.72 (diff=-20.48)
13:40:15.853	fill	DOWN 5@0.56
13:40:15.853	paper_fill	DOWN 5@0.56
13:40:17.685	btc_price_update	$78934.72 (diff=-18.48)
13:40:19.702	btc_price_update	$78931.75 (diff=-21.46)
13:40:19.703	tracker_snapshot
13:40:20.579	fill	DOWN 5@0.57
13:40:20.580	paper_fill	DOWN 5@0.57
13:40:21.505	fill	DOWN 5@0.6
13:40:21.505	paper_fill	DOWN 5@0.6
13:40:21.716	btc_price_update	$78931.09 (diff=-22.12)
13:40:23.729	btc_price_update	$78918.48 (diff=-34.72)
13:40:25.743	btc_price_update	$78912.76 (diff=-40.44)
13:40:25.744	tracker_snapshot
13:40:27.761	btc_price_update	$78910.69 (diff=-42.51)
13:40:29.780	btc_price_update	$78912.49 (diff=-40.71)
13:40:31.790	fill	DOWN 5@0.61
13:40:31.790	paper_fill	DOWN 5@0.61
13:40:31.795	btc_price_update	$78914.52 (diff=-38.68)
13:40:31.796	tracker_snapshot
13:40:32.369	fill	DOWN 5@0.62
13:40:32.370	paper_fill	DOWN 5@0.62
13:40:32.754	fill	DOWN 5@0.67
13:40:32.754	paper_fill	DOWN 5@0.67
13:40:32.904	fill	DOWN 5@0.69
13:40:32.904	paper_fill	DOWN 5@0.69
13:40:33.465	fill	DOWN 5@0.72
13:40:33.466	paper_fill	DOWN 5@0.72
13:40:33.810	btc_price_update	$78917.5 (diff=-35.7)
13:40:35.824	btc_price_update	$78883.42 (diff=-69.78)
13:40:37.839	btc_price_update	$78867.3 (diff=-85.91)
13:40:37.840	tracker_snapshot
13:40:39.857	btc_price_update	$78867.38 (diff=-85.83)
13:40:41.548	fill	DOWN 5@0.72
13:40:41.548	paper_fill	DOWN 5@0.72
13:40:41.871	btc_price_update	$78872.97 (diff=-80.23)
13:40:43.886	btc_price_update	$78876.18 (diff=-77.03)
13:40:43.887	tracker_snapshot
13:40:43.887	market_snapshot
13:40:43.887	position_snapshot	up=20.0 dn=135.0 gpnl=11.9
13:40:43.887	strategy_snapshot	state=OVERWEIGHT gpnl=11.9 cost=8.1
13:40:45.865	fill	DOWN 5@0.72
13:40:45.866	paper_fill	DOWN 5@0.72
13:40:45.902	btc_price_update	$78874.64 (diff=-78.57)
13:40:47.919	btc_price_update	$78874.65 (diff=-78.55)
13:40:49.937	btc_price_update	$78871.13 (diff=-82.07)
13:40:49.938	tracker_snapshot
13:40:51.950	btc_price_update	$78871.18 (diff=-82.02)
13:40:53.965	btc_price_update	$78883.79 (diff=-69.42)
13:40:55.978	btc_price_update	$78893.02 (diff=-60.18)
13:40:55.979	tracker_snapshot
13:40:57.997	btc_price_update	$78899.94 (diff=-53.27)
13:41:00.018	btc_price_update	$78906.61 (diff=-46.59)
13:41:02.031	btc_price_update	$78910.2 (diff=-43.0)
13:41:02.032	tracker_snapshot
13:41:03.892	fill	DOWN 5@0.57
13:41:03.892	paper_fill	DOWN 5@0.57
13:41:04.048	btc_price_update	$78925.84 (diff=-27.36)
13:41:05.361	fill	DOWN 5@0.6
13:41:05.361	paper_fill	DOWN 5@0.6
13:41:06.062	btc_price_update	$78925.77 (diff=-27.43)
13:41:08.073	btc_price_update	$78924.61 (diff=-28.6)
13:41:08.074	tracker_snapshot
13:41:10.088	btc_price_update	$78925.16 (diff=-28.04)
13:41:11.376	fill	DOWN 5@0.6
13:41:11.376	paper_fill	DOWN 5@0.6
13:41:12.103	btc_price_update	$78922.77 (diff=-30.43)
13:41:14.118	btc_price_update	$78916.78 (diff=-36.42)
13:41:14.119	tracker_snapshot
13:41:14.119	market_snapshot
13:41:14.119	position_snapshot	up=20.0 dn=115.0 gpnl=24.35
13:41:14.119	strategy_snapshot	state=OVERWEIGHT gpnl=24.35 cost=-4.35
13:41:15.558	fill	DOWN 5@0.61
13:41:15.559	paper_fill	DOWN 5@0.61
13:41:16.132	btc_price_update	$78918.44 (diff=-34.76)
13:41:18.148	btc_price_update	$78916.89 (diff=-36.31)
13:41:20.162	btc_price_update	$78926.23 (diff=-26.98)
13:41:20.162	tracker_snapshot
13:41:22.176	btc_price_update	$78925.44 (diff=-27.76)
13:41:24.190	btc_price_update	$78925.34 (diff=-27.87)
13:41:26.205	btc_price_update	$78925.59 (diff=-27.61)
13:41:26.205	tracker_snapshot
13:41:28.221	btc_price_update	$78926.85 (diff=-26.35)
13:41:30.234	btc_price_update	$78926.6 (diff=-26.61)
13:41:32.254	btc_price_update	$78936.62 (diff=-16.58)
13:41:32.255	tracker_snapshot
13:41:33.472	fill	DOWN 5@0.56
13:41:33.472	paper_fill	DOWN 5@0.56
13:41:33.752	fill	DOWN 5@0.59
13:41:33.752	paper_fill	DOWN 5@0.59
13:41:33.891	buy_state_change	OVERWEIGHT → ACCUMULATE
13:41:34.271	btc_price_update	$78938.21 (diff=-14.99)
13:41:34.607	fill	DOWN 5@0.6
13:41:34.607	paper_fill	DOWN 5@0.6
13:41:36.286	btc_price_update	$78937.5 (diff=-15.7)
13:41:38.300	btc_price_update	$78923.98 (diff=-29.22)
13:41:38.301	tracker_snapshot
13:41:39.952	fill	DOWN 5@0.61
13:41:39.953	paper_fill	DOWN 5@0.61
13:41:40.314	btc_price_update	$78921.47 (diff=-31.73)
13:41:40.315	buy_state_change	ACCUMULATE → DIRECTIONAL
13:41:41.929	fill	DOWN 5@0.61
13:41:41.929	paper_fill	DOWN 5@0.61
13:41:42.333	btc_price_update	$78920.49 (diff=-32.71)
13:41:44.344	btc_price_update	$78922.38 (diff=-30.82)
13:41:44.345	tracker_snapshot
13:41:44.345	market_snapshot
13:41:44.345	position_snapshot	up=20.0 dn=85.0 gpnl=42.25
13:41:44.345	strategy_snapshot	state=DIRECTIONAL gpnl=42.25 cost=-22.25
13:41:44.596	fill	DOWN 5@0.62
13:41:44.597	paper_fill	DOWN 5@0.62
13:41:45.815	fill	DOWN 5@0.63
13:41:45.815	paper_fill	DOWN 5@0.63
13:41:46.358	btc_price_update	$78918.99 (diff=-34.21)
13:41:48.178	fill	DOWN 5@0.65
13:41:48.178	paper_fill	DOWN 5@0.65
13:41:48.380	btc_price_update	$78918.71 (diff=-34.49)
13:41:50.393	btc_price_update	$78911.13 (diff=-42.07)
13:41:50.393	tracker_snapshot
13:41:52.411	btc_price_update	$78915.76 (diff=-37.45)
13:41:54.426	btc_price_update	$78917.07 (diff=-36.13)
13:41:56.446	btc_price_update	$78917.56 (diff=-35.65)
13:41:56.447	tracker_snapshot
13:41:58.464	btc_price_update	$78917.3 (diff=-35.9)
13:42:00.479	btc_price_update	$78917.19 (diff=-36.01)
13:42:02.504	btc_price_update	$78915.43 (diff=-37.78)
13:42:02.504	tracker_snapshot
13:42:04.326	fill	DOWN 5@0.65
13:42:04.327	paper_fill	DOWN 5@0.65
13:42:04.529	btc_price_update	$78915.56 (diff=-37.64)
13:42:04.660	fill	DOWN 5@0.66
13:42:04.661	paper_fill	DOWN 5@0.66
13:42:04.955	fill	DOWN 5@0.67
13:42:04.955	paper_fill	DOWN 5@0.67
13:42:06.546	btc_price_update	$78915.55 (diff=-37.66)
13:42:08.562	btc_price_update	$78914.37 (diff=-38.83)
13:42:08.563	tracker_snapshot
13:42:10.579	btc_price_update	$78913.73 (diff=-39.48)
13:42:12.595	btc_price_update	$78909.87 (diff=-43.34)
13:42:14.411	fill	DOWN 5@0.67
13:42:14.411	paper_fill	DOWN 5@0.67
13:42:14.547	fill	DOWN 5@0.72
13:42:14.547	paper_fill	DOWN 5@0.72
13:42:14.609	btc_price_update	$78911.07 (diff=-42.13)
13:42:14.610	tracker_snapshot
13:42:14.611	market_snapshot
13:42:14.611	position_snapshot	up=20.0 dn=45.0 gpnl=68.6
13:42:14.611	strategy_snapshot	state=DIRECTIONAL gpnl=68.6 cost=-48.6
13:42:14.653	fill	DOWN 5@0.74
13:42:14.653	paper_fill	DOWN 5@0.74
13:42:16.624	btc_price_update	$78910.03 (diff=-43.17)
13:42:16.757	fill	DOWN 5@0.76
13:42:16.757	paper_fill	DOWN 5@0.76
13:42:18.639	btc_price_update	$78892.81 (diff=-60.39)
13:42:20.655	btc_price_update	$78891.5 (diff=-61.71)
13:42:20.655	tracker_snapshot
13:42:21.385	fill	DOWN 5@0.76
13:42:21.385	paper_fill	DOWN 5@0.76
13:42:22.673	btc_price_update	$78890.11 (diff=-63.1)
13:42:22.873	fill	DOWN 5@0.77
13:42:22.873	paper_fill	DOWN 5@0.77
13:42:24.686	btc_price_update	$78887.84 (diff=-65.37)
13:42:26.700	btc_price_update	$78880.12 (diff=-73.08)
13:42:26.700	tracker_snapshot
13:42:28.715	btc_price_update	$78873.57 (diff=-79.63)
13:42:30.733	btc_price_update	$78873.63 (diff=-79.58)
13:42:32.751	btc_price_update	$78873.91 (diff=-79.3)
13:42:32.751	tracker_snapshot
13:42:34.767	btc_price_update	$78873.92 (diff=-79.28)
13:42:36.784	btc_price_update	$78870.69 (diff=-82.51)
13:42:38.800	btc_price_update	$78869.94 (diff=-83.26)
13:42:38.800	tracker_snapshot
13:42:40.816	btc_price_update	$78870.67 (diff=-82.53)
13:42:42.834	btc_price_update	$78869.72 (diff=-83.48)
13:42:44.849	btc_price_update	$78870.33 (diff=-82.87)
13:42:44.850	tracker_snapshot
13:42:44.850	market_snapshot
13:42:44.850	position_snapshot	up=20.0 dn=25.0 gpnl=83.75
13:42:44.850	strategy_snapshot	state=DIRECTIONAL gpnl=83.75 cost=-63.75
13:42:46.864	btc_price_update	$78869.28 (diff=-83.92)
13:42:48.879	btc_price_update	$78863.6 (diff=-89.61)
13:42:50.892	btc_price_update	$78866.42 (diff=-86.78)
13:42:50.893	tracker_snapshot
13:42:52.908	btc_price_update	$78866.52 (diff=-86.68)
13:42:54.923	btc_price_update	$78874.25 (diff=-78.95)
13:42:56.937	btc_price_update	$78876.9 (diff=-76.3)
13:42:56.937	tracker_snapshot
13:42:58.954	btc_price_update	$78876.31 (diff=-76.89)
13:43:00.973	btc_price_update	$78884.35 (diff=-68.85)
13:43:02.991	btc_price_update	$78884.95 (diff=-68.26)
13:43:02.992	tracker_snapshot
13:43:05.009	btc_price_update	$78887.12 (diff=-66.08)
13:43:07.029	btc_price_update	$78885.64 (diff=-67.56)
13:43:09.044	btc_price_update	$78887.59 (diff=-65.61)
13:43:09.045	tracker_snapshot
13:43:11.060	btc_price_update	$78885.84 (diff=-67.36)
13:43:13.072	btc_price_update	$78886.75 (diff=-66.45)
13:43:15.086	btc_price_update	$78896.06 (diff=-57.14)
13:43:15.086	tracker_snapshot
13:43:15.086	market_snapshot
13:43:15.086	position_snapshot	up=20.0 dn=25.0 gpnl=83.75
13:43:15.086	strategy_snapshot	state=DIRECTIONAL gpnl=83.75 cost=-63.75
13:43:17.102	btc_price_update	$78909.66 (diff=-43.54)
13:43:19.118	btc_price_update	$78911.48 (diff=-41.73)
13:43:21.131	btc_price_update	$78912.38 (diff=-40.83)
13:43:21.132	tracker_snapshot
13:43:23.148	btc_price_update	$78910.92 (diff=-42.28)
13:43:25.163	btc_price_update	$78910.99 (diff=-42.21)
13:43:27.185	btc_price_update	$78904.48 (diff=-48.72)
13:43:27.185	tracker_snapshot
13:43:29.201	btc_price_update	$78902.92 (diff=-50.28)
13:43:31.215	btc_price_update	$78900.15 (diff=-53.05)
13:43:33.231	btc_price_update	$78890.22 (diff=-62.99)
13:43:33.232	tracker_snapshot
13:43:35.253	btc_price_update	$78888.26 (diff=-64.94)
13:43:37.268	btc_price_update	$78886.46 (diff=-66.75)
13:43:39.284	btc_price_update	$78886.42 (diff=-66.78)
13:43:39.284	tracker_snapshot
13:43:41.302	btc_price_update	$78874.47 (diff=-78.73)
13:43:43.319	btc_price_update	$78869.76 (diff=-83.44)
13:43:45.337	btc_price_update	$78869.4 (diff=-83.8)
13:43:45.337	tracker_snapshot
13:43:45.338	market_snapshot
13:43:45.338	position_snapshot	up=20.0 dn=25.0 gpnl=83.75
13:43:45.338	strategy_snapshot	state=DIRECTIONAL gpnl=83.75 cost=-63.75
13:43:47.352	btc_price_update	$78871.8 (diff=-81.4)
13:43:49.369	btc_price_update	$78876.34 (diff=-76.86)
13:43:51.384	btc_price_update	$78870.42 (diff=-82.78)
13:43:51.384	tracker_snapshot
13:43:53.399	btc_price_update	$78870.53 (diff=-82.67)
13:43:55.415	btc_price_update	$78878.29 (diff=-74.91)
13:43:57.432	btc_price_update	$78878.51 (diff=-74.69)
13:43:57.432	tracker_snapshot
13:43:59.444	btc_price_update	$78877.41 (diff=-75.79)
13:44:01.461	btc_price_update	$78875.3 (diff=-77.9)
13:44:03.480	btc_price_update	$78875.36 (diff=-77.84)
13:44:03.480	tracker_snapshot
13:44:05.497	btc_price_update	$78873.23 (diff=-79.97)
13:44:07.513	btc_price_update	$78872.37 (diff=-80.83)
13:44:09.531	btc_price_update	$78872.23 (diff=-80.97)
13:44:09.532	tracker_snapshot
13:44:11.546	btc_price_update	$78871.87 (diff=-81.33)
13:44:13.566	btc_price_update	$78871.08 (diff=-82.12)
13:44:15.580	btc_price_update	$78870.43 (diff=-82.78)
13:44:15.580	tracker_snapshot
13:44:15.580	market_snapshot
13:44:15.580	position_snapshot	up=20.0 dn=25.0 gpnl=83.75
13:44:15.580	strategy_snapshot	state=DIRECTIONAL gpnl=83.75 cost=-63.75
13:44:17.595	btc_price_update	$78870.8 (diff=-82.4)
13:44:19.610	btc_price_update	$78879.76 (diff=-73.44)
13:44:21.626	btc_price_update	$78879.76 (diff=-73.44)
13:44:21.626	tracker_snapshot
13:44:23.645	btc_price_update	$78897.71 (diff=-55.49)
13:44:25.661	btc_price_update	$78897.81 (diff=-55.4)
13:44:27.679	btc_price_update	$78899.08 (diff=-54.13)
13:44:27.679	tracker_snapshot
13:44:29.696	btc_price_update	$78900.21 (diff=-52.99)
13:44:31.712	btc_price_update	$78905.65 (diff=-47.55)
13:44:33.729	btc_price_update	$78905.48 (diff=-47.72)
13:44:33.730	tracker_snapshot
13:44:35.744	btc_price_update	$78905.03 (diff=-48.17)
13:44:37.760	btc_price_update	$78901.82 (diff=-51.39)
13:44:39.780	btc_price_update	$78900.39 (diff=-52.81)
13:44:39.780	tracker_snapshot
13:44:41.796	btc_price_update	$78900.39 (diff=-52.81)
13:44:43.818	btc_price_update	$78884.74 (diff=-68.46)
13:44:45.831	btc_price_update	$78884.65 (diff=-68.55)
13:44:45.831	tracker_snapshot
13:44:45.831	market_snapshot
13:44:45.831	position_snapshot	up=20.0 dn=25.0 gpnl=83.75
13:44:45.831	strategy_snapshot	state=DIRECTIONAL gpnl=83.75 cost=-63.75
13:44:47.847	btc_price_update	$78875.12 (diff=-78.08)
13:44:49.862	btc_price_update	$78866.29 (diff=-86.92)
13:44:51.878	btc_price_update	$78862.12 (diff=-91.08)
13:44:51.878	tracker_snapshot
13:44:53.899	btc_price_update	$78861.34 (diff=-91.87)
13:44:55.915	btc_price_update	$78860.73 (diff=-92.47)
13:44:57.931	btc_price_update	$78860.7 (diff=-92.51)
13:44:57.931	tracker_snapshot
13:44:59.949	btc_price_update	$78860.73 (diff=-92.47)
13:45:05.027	market_snapshot
13:45:05.027	position_snapshot	up=20.0 dn=25.0 gpnl=83.75
13:45:05.027	strategy_snapshot	state=DIRECTIONAL gpnl=83.75 cost=-63.75
13:45:05.027	window_end

Minute	Trades	Notional	UP buys	DN buys	DN sells
0	10	$23	0	10	0
1	5	$11	0	5	0
2	21	$44	0	21	0
3	6	$12	0	6	0
4	14	$21	0	14	0
5	15	$22	0	15	0
6	13	$31	4	5	4
7	18	$60	0	0	18
8	17	$41	0	0	17
9	11	$35	0	0	11
10	12	$36	0	0	12
11	9	$32	0	0	9

Minute	Trades	Notional	UP buys	DN buys	DN sells
0	10	$23	0	10	0
1	5	$11	0	5	0
2	21	$44	0	21	0
3	6	$12	0	6	0
4	14	$21	0	14	0
5	15	$22	0	15	0
6	13	$31	4	5	4
7	18	$60	0	0	18
8	17	$41	0	0	17
9	11	$35	0	0	11
10	12	$36	0	0	12
11	9	$32	0	0	9

Minute	Trades	Notional	UP buys	DN buys	DN sells
0	10	$23	0	10	0
1	5	$11	0	5	0
2	21	$44	0	21	0
3	6	$12	0	6	0
4	14	$21	0	14	0
5	15	$22	0	15	0
6	13	$31	4	5	4
7	18	$60	0	0	18
8	17	$41	0	0	17
9	11	$35	0	0	11
10	12	$36	0	0	12
11	9	$32	0	0	9