In [1]:
from areixio import BackTestBroker,CryptoDataFeed, create_report_folder, Strategy, BackTest, Indicator, Statistic
from collections import defaultdict
from datetime import datetime, timedelta
import numpy as np
In [9]:
class TestStrategy(Strategy):

    boll_window = 18
    boll_dev = 3.4
    cci_window = 10
    atr_window = 30
    sl_multiplier = 5.2
    
    leverage = 5

    def initialize(self):

        self.boll_up = defaultdict(float)
        self.boll_down = defaultdict(float)
        self.cci_value = defaultdict(float)
        self.atr_value = defaultdict(float)

        self.intra_trade_high = defaultdict(float)
        self.intra_trade_low = defaultdict(float)
        self.long_stop = defaultdict(float)
        self.short_stop = defaultdict(float)

        self.data = defaultdict(lambda : defaultdict(list))

        self.indicators = {}

        self.symbol, self.exchange = self.ctx.symbols[0]

        feed = self.ctx.get_datafeed(symbol=self.symbol, exchange=self.exchange,)
        self.indicators[self.symbol] = Indicator(size=50, datafeed=feed)
        
        self.ctx.set_leverage(symbol=self.symbol, exchange=self.exchange, leverage=self.leverage)
        self.ctx.set_margin_mode(symbol=self.symbol, exchange=self.exchange, is_isolated=False)

    def on_trade_fail(self, order):
        self.error(f"Order [number {order['order_id']}] [{order['status'].name}]. Msg: {order['msg']}")

    def on_order_fill(self, trade):
        self.info(f"({trade.aio_position_id}) - {'OPEN' if trade.is_open else 'CLOSE'} {trade['side'].name} order [number {trade['order_id']}] executed [quantity {trade['quantity']}] [price ${trade['price']:2f}] [Cost ${trade['gross_amount']:2f}] [Commission: ${trade['commission']}] [Available balance: ${self.available_balance}] [Position: #{self.ctx.get_quantity(aio_position_id=trade['aio_position_id'])}] [Gross P&L: ${trade['pnl']}] [Net P&L: ${trade['pnl_net']}] ")

        if not trade['is_open']:
            self.info(f"========> Trade closed, pnl: {trade['pnl']}")


    def on_bar(self, tick):

        self.cancel_all()

        code = self.symbol
        exchange = self.exchange

        indicator = self.indicators[code]
        bar = self.ctx.get_bar_data(symbol=code, exchange=exchange)
        if bar is None:
            return

        indicator.update_bar(bar=bar)
        if not indicator.inited:
            return

        close_px = bar.close
        self.boll_up[code], self.boll_down[code] = indicator.boll(self.boll_window, self.boll_dev)
        self.cci_value[code] = indicator.cci(self.cci_window)
        self.atr_value[code] = indicator.atr(self.atr_window)


        self.ctx.statistic.draw(self.boll_up[code], figure_name='Boll', graph_name='boll_up', plot_height=330)
        self.ctx.statistic.draw(self.boll_down[code], figure_name='Boll', graph_name='boll_dn', plot_height=330)
        self.ctx.statistic.draw(close_px, figure_name='Boll', graph_name='close', plot_height=330)

        self.ctx.statistic.draw(self.cci_value[code], figure_name='CCI', graph_name='cci', is_bar=True, plot_height=330)
        self.ctx.statistic.draw(self.atr_value[code], figure_name='ATR', graph_name='atr', plot_height=330)

        self.data[code]['tick'].append(tick)
        self.data[code]['close'].append(close_px)
        self.data[code]['cci'].append(self.cci_value[code])
        self.data[code]['atr_up'].append(close_px * 1 + self.atr_value[code])
        self.data[code]['atr_dn'].append(close_px * 1 - self.atr_value[code])

        self.pos = self.ctx.get_quantity(symbol=code, exchange=exchange)
        self.debug(f"pos:{self.pos}; cci_value:{self.cci_value[code]}; atr_value:{self.atr_value[code]}; boll_up:{self.boll_up[code]}; boll_down:{self.boll_down[code]}; intra_trade_high:{self.intra_trade_high[code]}; long_stop:{self.long_stop[code]}; intra_trade_low:{self.intra_trade_low[code]}; short_stop:{self.short_stop[code]}; close:{close_px}")
        order = None
        close_order = None
        if not self.pos:
            self.intra_trade_high[code] = bar.high
            self.intra_trade_low[code] = bar.low

            if self.cci_value[code] > 0:
                order = self.buy(symbol=code, exchange=exchange, stop_price=self.boll_up[code], quantity= self.fixed_size[code])
            elif self.cci_value[code] < 0:
                order = self.sell(symbol=code, exchange=exchange, stop_price=self.boll_down[code],quantity= self.fixed_size[code])

        elif self.pos > 0:
            self.intra_trade_high[code] = max(self.intra_trade_high[code], bar.high)
            self.intra_trade_low[code] = bar.low

            self.long_stop[code] = self.intra_trade_high[code] - self.atr_value[code] * self.sl_multiplier
            close_order = self.close(symbol=code, exchange=exchange, stop_price=self.long_stop[code],)

        elif self.pos < 0:
            self.intra_trade_high[code] = bar.high
            self.intra_trade_low[code] = min(self.intra_trade_low[code], bar.low)

            self.short_stop[code] = self.intra_trade_low[code] + self.atr_value[code] * self.sl_multiplier
            close_order = self.close(symbol=code, exchange=exchange, stop_price=self.short_stop[code],)

        if order:
            self.info(f"Order for {code} [number {order['order_id']}] ({order['order_type'].name} & {order['side'].name})  created, [quantity {order['quantity']}] [price {order['price']}]")
        if close_order:
            self.info(f"Stop Order for {code} [number {close_order['order_id']}] ({close_order['order_type']} & {close_order['side'].name})  created, [quantity {close_order['quantity']}] [price {close_order['price']}]")

    def finish(self):
        # code = self.symbol
        # self.debug(f"len - {len(self.cci_value[code])}- {len(self.atr_value[code])}- {len(self.short_stop[code])}- {len(self.long_stop[code])} - {len(self.ctx.tradedays)}")
        pass

    def draw_figure(self):
        from bokeh.io import output_notebook, show
        from bokeh.models import ColumnDataSource, HoverTool, Range1d, LinearAxis
        from bokeh.plotting import figure, output_file, reset_output, show
        reset_output()

        code = self.symbol

        # Create a ColumnDataSource for Bokeh
        source = ColumnDataSource(data=self.data[code])

        # Create the plot
        p = figure(x_axis_type="datetime", y_axis_label='Close', width=1000, height=500, title="ATR SL",y_range = (min(self.data[code]['atr_dn']), max(self.data[code]['atr_up'])), tools="xpan,xwheel_zoom, ywheel_zoom, box_zoom,undo,redo,reset,save", active_drag="xpan", active_scroll="xwheel_zoom")
        
        p.toolbar.active_scroll = "auto"
        p.extra_y_ranges = {'secondary': Range1d(start=min(self.data[code]['cci']), end=max(self.data[code]['cci']))}
        p.add_layout(LinearAxis(y_range_name='secondary', axis_label='Secondary Axis'), 'right')

        end = self.data[code]['tick'][-1]
        start =end - np.timedelta64(5, 'D')
        p.x_range.start = start
        p.x_range.end = end

        b = p.vbar(x='tick', top='cci', width=86400000/30,  source=source, y_range_name='secondary')  # 86400000 Millisecond is equal to 24 Hour.

        b = p.line('tick','close', line_color="#f4a582", line_width=1, legend_label='close',  source=source)
        b = p.line('tick','atr_up',  line_width=1, line_color='lime', legend_label='atr_up',  source=source)
        b = p.line('tick','atr_dn',  line_width=1, line_color='tomato', legend_label='atr_dn',  source=source)

        # Add tooltips to show the histogram value
        hover = HoverTool(
            tooltips=[
                ("Close", "@close{0,0.[000]}"),
                ("ATR UP", "@atr_up{0,0.[000]}"),
                ("ATR DN", "@atr_dn{0,0.[000]}"),
                ("CCI", "@cci{0,0.[000]}"),
                ("Date", "@tick{%F %T}"),
            ],
            formatters={'@tick': 'datetime'}, mode='vline',renderers=[b]
        )
        p.add_tools(hover)

        return p
In [3]:
benchmark_code = 'BTCUSDT'
interval = '1h'
now = datetime.now()
start_date = (now - timedelta(days=10)).strftime("%Y-%m-%d %H:%M:%S")
end_date = now.strftime("%Y-%m-%d %H:%M:%S")


fixed_size = {
    'ETHUSDT': 1,
}
codes = list(fixed_size.keys())

asset_type = 'perpetual'
exchange = 'bybit'

base = create_report_folder()

ipython is already existed.
In [5]:
feeds = []
for code in codes:
    df = CryptoDataFeed(
        code=code,
        exchange=exchange,
        asset_type = asset_type,
        start_date=start_date,
        end_date=end_date,
        interval=interval,
        order_ascending=True,
        store_path=base
    )
    df.fetch_info()
    feeds.append(df)


benchmark = CryptoDataFeed(
    code=benchmark_code,
    exchange=exchange,
    asset_type = asset_type,
    start_date=start_date,
    end_date=end_date,
    interval=interval,
    order_ascending=True,
    store_path=base
)

feeds[0].dataframe.tail(4)

ETHUSDT[1h - BYBIT] data is up-to-date now. Current date range:2024-01-24 20:00:00+08:00 <=> 2024-02-03 19:00:00+08:00
BTCUSDT[1h - BYBIT] data is up-to-date now. Current date range:2024-01-24 20:00:00+08:00 <=> 2024-02-03 19:00:00+08:00
Out[5]:
asset_type symbol exchange name interval turnover volume close open high low
datetime
2024-02-03 16:00:00+08:00 PERPETUAL ETHUSDT BYBIT ETHUSDT 1h 20512712.559700 8878.430000 2307.230000 2312.810000 2314.940000 2305.690000
2024-02-03 17:00:00+08:00 PERPETUAL ETHUSDT BYBIT ETHUSDT 1h 11796430.905900 5103.290000 2313.830000 2307.230000 2314.900000 2307.030000
2024-02-03 18:00:00+08:00 PERPETUAL ETHUSDT BYBIT ETHUSDT 1h 9113853.371900 3941.870000 2312.760000 2313.830000 2313.830000 2309.440000
2024-02-03 19:00:00+08:00 PERPETUAL ETHUSDT BYBIT ETHUSDT 1h 492130.091400 212.830000 2311.710000 2312.760000 2312.760000 2311.700000
In [6]:
broker = BackTestBroker(
    balance=100_000,
    slippage=0.0
    )
broker
Out[6]:
<itrade.brokers.backtest_broker.BackTestBroker at 0x11bb60ad0>
In [10]:
mytest = BackTest(
    feeds,
    TestStrategy,
    statistic=Statistic(),
    benchmark=benchmark,
    store_path=base,
    broker=broker,
    exchange=exchange,
    fixed_size = fixed_size,
)
mytest
Out[10]:
<itrade.orchestrators.backtest.BackTest at 0x1280be5d0>
In [11]:
mytest.start()

2024-01-24 20:00:00+08:00 [DEBUG] pos:0.0; cci_value:-39.75795395455637; atr_value:2.661038677228125; boll_up:2245.1002756822313; boll_down:2228.180835428881; intra_trade_high:0.0; long_stop:0.0; intra_trade_low:0.0; short_stop:0.0; close:2234.17
2024-01-24 20:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-198bu6gz2f-00001] (STOP & SELL)  created, [quantity 1.0] [price 2228.180836]
2024-01-24 21:00:00+08:00 [INFO] (ETHUSDT|BYBIT|NET) - OPEN SELL order [number aio-1706959378-198bu6gz2f-00001] executed [quantity 1.0] [price $2228.180835] [Cost $445.636167] [Commission: $1.22549946] [Available balance: $99998.77450054] [Position: #0.0] [Gross P&L: $0] [Net P&L: $-1.225499] 
2024-01-24 21:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-320.4094537981274; atr_value:3.1519757166036144; boll_up:2247.1604826041735; boll_down:2225.4450729513833; intra_trade_high:2247.95; long_stop:0.0; intra_trade_low:2231.61; short_stop:0.0; close:2227.5
2024-01-24 21:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1cpmsnimzg-00002] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2237.820274]
2024-01-24 22:00:00+08:00 [INFO] (ETHUSDT|BYBIT|NET) - CLOSE BUY order [number aio-1706959378-1cpmsnimzg-00002] executed [quantity 1.0] [price $2237.820274] [Cost $447.564055] [Commission: $1.23080115] [Available balance: $99542.26809439] [Position: #-1.0] [Gross P&L: $-9.639438] [Net P&L: $-10.870239] 
2024-01-24 22:00:00+08:00 [INFO] ========> Trade closed, pnl: -9.639438
2024-01-24 22:00:00+08:00 [DEBUG] pos:0.0; cci_value:-146.40416928118248; atr_value:3.965587133422972; boll_up:2247.835419849835; boll_down:2224.4234690390545; intra_trade_high:2238.6; long_stop:0.0; intra_trade_low:2221.43; short_stop:2237.8202737263387; close:2229.88
2024-01-24 22:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-2rapq8vc3r-00003] (STOP & SELL)  created, [quantity 1.0] [price 2224.423469]
2024-01-24 23:00:00+08:00 [INFO] (ETHUSDT|BYBIT|NET) - OPEN SELL order [number aio-1706959378-2rapq8vc3r-00003] executed [quantity 1.0] [price $2224.423469] [Cost $444.884694] [Commission: $1.22343291] [Available balance: $99986.68082848] [Position: #0.0] [Gross P&L: $0] [Net P&L: $-1.223433] 
2024-01-24 23:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-67.20849787246519; atr_value:4.400523274407339; boll_up:2247.8048860017348; boll_down:2224.510669553822; intra_trade_high:2245.0; long_stop:0.0; intra_trade_low:2217.3; short_stop:2237.8202737263387; close:2234.3
2024-01-24 23:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-194evd85e3-00004] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2240.182721]
2024-01-25 00:00:00+08:00 [INFO] (ETHUSDT|BYBIT|NET) - CLOSE BUY order [number aio-1706959378-194evd85e3-00004] executed [quantity 1.0] [price $2240.182721] [Cost $448.036544] [Commission: $1.2321005] [Available balance: $99524.80478198001] [Position: #-1.0] [Gross P&L: $-15.759252] [Net P&L: $-16.991352] 
2024-01-25 00:00:00+08:00 [INFO] ========> Trade closed, pnl: -15.759252
2024-01-25 00:00:00+08:00 [DEBUG] pos:0.0; cci_value:45.258486936015835; atr_value:4.932449686800952; boll_up:2248.892883429391; boll_down:2224.3660054594984; intra_trade_high:2240.43; long_stop:0.0; intra_trade_low:2217.3; short_stop:2240.1827210269184; close:2241.99
2024-01-25 00:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1cnpjfnj66-00005] (STOP & BUY)  created, [quantity 1.0] [price 2248.892884]
2024-01-25 01:00:00+08:00 [DEBUG] pos:0.0; cci_value:24.450442273545946; atr_value:5.206505264507102; boll_up:2248.911137223852; boll_down:2224.518862776149; intra_trade_high:2245.37; long_stop:0.0; intra_trade_low:2225.52; short_stop:2240.1827210269184; close:2236.61
2024-01-25 01:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-18397rrmrh-00006] (STOP & BUY)  created, [quantity 1.0] [price 2248.911137]
2024-01-25 02:00:00+08:00 [DEBUG] pos:0.0; cci_value:-217.74306039894498; atr_value:6.259661620008174; boll_up:2255.8578349099257; boll_down:2215.588831756742; intra_trade_high:2242.78; long_stop:0.0; intra_trade_low:2230.36; short_stop:2240.1827210269184; close:2216.1
2024-01-25 02:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1eqnw9mkz9-00007] (STOP & SELL)  created, [quantity 1.0] [price 2215.588832]
2024-01-25 03:00:00+08:00 [INFO] (ETHUSDT|BYBIT|NET) - OPEN SELL order [number aio-1706959378-1eqnw9mkz9-00007] executed [quantity 1.0] [price $2215.588832] [Cost $443.117766] [Commission: $1.21857386] [Available balance: $99968.47090212001] [Position: #0.0] [Gross P&L: $0] [Net P&L: $-1.218574] 
2024-01-25 03:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-177.5880328302969; atr_value:6.5484340479986365; boll_up:2261.0953812707444; boll_down:2207.5035076181452; intra_trade_high:2237.01; long_stop:0.0; intra_trade_low:2201.07; short_stop:2240.1827210269184; close:2212.7
2024-01-25 03:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-23dxzcj5nc-00008] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2235.121857]
2024-01-25 04:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-153.353236729045; atr_value:7.350484122501231; boll_up:2269.7394699802994; boll_down:2194.5938633530345; intra_trade_high:2221.69; long_stop:0.0; intra_trade_low:2201.07; short_stop:2235.121857049593; close:2199.97
2024-01-25 04:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-16wauc26qm-00009] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2233.282518]
2024-01-25 05:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-91.362924770702; atr_value:7.729886869600169; boll_up:2269.265296480825; boll_down:2192.3702590747316; intra_trade_high:2225.95; long_stop:0.0; intra_trade_low:2195.06; short_stop:2233.2825174370064; close:2217.22
2024-01-25 05:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1279kvo95x-00010] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2235.255412]
2024-01-25 06:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-28.39006585733272; atr_value:7.854104405221707; boll_up:2268.1781504253304; boll_down:2191.396294019115; intra_trade_high:2217.34; long_stop:0.0; intra_trade_low:2195.06; short_stop:2235.2554117219206; close:2221.21
2024-01-25 06:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-215vfos5uk-00011] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2235.901343]
2024-01-25 07:00:00+08:00 [INFO] (ETHUSDT|BYBIT|NET) - CLOSE BUY order [number aio-1706959378-215vfos5uk-00011] executed [quantity 1.0] [price $2235.901343] [Cost $447.180269] [Commission: $1.22974574] [Available balance: $99503.81087938002] [Position: #-1.0] [Gross P&L: $-20.312511] [Net P&L: $-21.542257] 
2024-01-25 07:00:00+08:00 [INFO] ========> Trade closed, pnl: -20.312511
2024-01-25 07:00:00+08:00 [DEBUG] pos:0.0; cci_value:50.88109874286692; atr_value:8.276912275784586; boll_up:2267.627302536675; boll_down:2191.586030796659; intra_trade_high:2223.99; long_stop:0.0; intra_trade_low:2195.06; short_stop:2235.901342907153; close:2234.85
2024-01-25 07:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-2ogb56o5q3-00012] (STOP & BUY)  created, [quantity 1.0] [price 2267.627303]
2024-01-25 08:00:00+08:00 [DEBUG] pos:0.0; cci_value:61.560320330662094; atr_value:8.374606922782275; boll_up:2267.031108076603; boll_down:2191.777780812285; intra_trade_high:2240.07; long_stop:0.0; intra_trade_low:2219.49; short_stop:2235.901342907153; close:2234.06
2024-01-25 08:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-126vpyfqrr-00013] (STOP & BUY)  created, [quantity 1.0] [price 2267.031108]
2024-01-25 09:00:00+08:00 [DEBUG] pos:0.0; cci_value:-28.10895105342478; atr_value:8.989231414885177; boll_up:2267.0009088749666; boll_down:2188.9513133472547; intra_trade_high:2239.19; long_stop:0.0; intra_trade_low:2227.66; short_stop:2235.901342907153; close:2212.59
2024-01-25 09:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1ororxxmd6-00014] (STOP & SELL)  created, [quantity 1.0] [price 2188.951313]
2024-01-25 10:00:00+08:00 [DEBUG] pos:0.0; cci_value:-74.51331155780103; atr_value:9.149765485129514; boll_up:2267.537406944519; boll_down:2185.36148194437; intra_trade_high:2234.95; long_stop:0.0; intra_trade_low:2208.21; short_stop:2235.901342907153; close:2208.79
2024-01-25 10:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-2jbzcvf22m-00015] (STOP & SELL)  created, [quantity 1.0] [price 2185.361482]
2024-01-25 11:00:00+08:00 [DEBUG] pos:0.0; cci_value:-32.088792225497244; atr_value:9.234456488576223; boll_up:2265.7501590713046; boll_down:2184.6187298175837; intra_trade_high:2218.37; long_stop:0.0; intra_trade_low:2204.8; short_stop:2235.901342907153; close:2215.89
2024-01-25 11:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1w6f1whonk-00016] (STOP & SELL)  created, [quantity 1.0] [price 2184.61873]
2024-01-25 12:00:00+08:00 [DEBUG] pos:0.0; cci_value:-43.367446967023106; atr_value:9.242511996915717; boll_up:2263.7275917965835; boll_down:2183.6935193145273; intra_trade_high:2219.9; long_stop:0.0; intra_trade_low:2208.3; short_stop:2235.901342907153; close:2212.48
2024-01-25 12:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-2pq7ech64x-00017] (STOP & SELL)  created, [quantity 1.0] [price 2183.693519]
2024-01-25 13:00:00+08:00 [DEBUG] pos:0.0; cci_value:-78.94688170451813; atr_value:9.255436669576454; boll_up:2262.143704693196; boll_down:2182.335184195692; intra_trade_high:2218.0; long_stop:0.0; intra_trade_low:2208.07; short_stop:2235.901342907153; close:2210.0
2024-01-25 13:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1nb7toeyr4-00018] (STOP & SELL)  created, [quantity 1.0] [price 2182.335184]
2024-01-25 14:00:00+08:00 [DEBUG] pos:0.0; cci_value:13.903011006690456; atr_value:9.530227562597242; boll_up:2260.3493246402204; boll_down:2182.9440086931118; intra_trade_high:2212.48; long_stop:0.0; intra_trade_low:2202.2; short_stop:2235.901342907153; close:2223.5
2024-01-25 14:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1mpb9zttqx-00019] (STOP & BUY)  created, [quantity 1.0] [price 2260.349325]
2024-01-25 15:00:00+08:00 [DEBUG] pos:0.0; cci_value:55.99488190627903; atr_value:9.518130410952446; boll_up:2260.3662132278055; boll_down:2182.9393423277493; intra_trade_high:2226.0; long_stop:0.0; intra_trade_low:2208.56; short_stop:2235.901342907153; close:2227.61
2024-01-25 15:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1agjj9mrwo-00020] (STOP & BUY)  created, [quantity 1.0] [price 2260.366213]
2024-01-25 16:00:00+08:00 [DEBUG] pos:0.0; cci_value:56.8511039561273; atr_value:9.656232821600476; boll_up:2259.6777368958574; boll_down:2183.1455964374754; intra_trade_high:2227.85; long_stop:0.0; intra_trade_low:2218.63; short_stop:2235.901342907153; close:2225.54
2024-01-25 16:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-28qrggytic-00021] (STOP & BUY)  created, [quantity 1.0] [price 2259.677737]
2024-01-25 17:00:00+08:00 [DEBUG] pos:0.0; cci_value:50.024764735015864; atr_value:9.716911929317392; boll_up:2257.5148839696794; boll_down:2183.9573382525423; intra_trade_high:2232.88; long_stop:0.0; intra_trade_low:2220.0; short_stop:2235.901342907153; close:2222.14
2024-01-25 17:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-17ejvxyt72-00022] (STOP & BUY)  created, [quantity 1.0] [price 2257.514884]
2024-01-25 18:00:00+08:00 [DEBUG] pos:0.0; cci_value:136.65092094181958; atr_value:10.21898061471168; boll_up:2255.9105176279836; boll_down:2185.116149038683; intra_trade_high:2230.65; long_stop:0.0; intra_trade_low:2219.2; short_stop:2235.901342907153; close:2237.98
2024-01-25 18:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1p4x72w2ad-00023] (STOP & BUY)  created, [quantity 1.0] [price 2255.910518]
2024-01-25 19:00:00+08:00 [DEBUG] pos:0.0; cci_value:122.28249592411154; atr_value:10.397563589365179; boll_up:2254.2997285965507; boll_down:2186.1447158478936; intra_trade_high:2240.67; long_stop:0.0; intra_trade_low:2215.88; short_stop:2235.901342907153; close:2231.37
2024-01-25 19:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1ges1ms2gt-00024] (STOP & BUY)  created, [quantity 1.0] [price 2254.299729]
2024-01-25 20:00:00+08:00 [DEBUG] pos:0.0; cci_value:-55.15105549235301; atr_value:11.134809098506652; boll_up:2254.976738216689; boll_down:2184.614372894422; intra_trade_high:2243.28; long_stop:0.0; intra_trade_low:2228.56; short_stop:2235.901342907153; close:2208.42
2024-01-25 20:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-25pmbnnn1d-00025] (STOP & SELL)  created, [quantity 1.0] [price 2184.614373]
2024-01-25 21:00:00+08:00 [DEBUG] pos:0.0; cci_value:-132.41791372033006; atr_value:11.317810286693936; boll_up:2256.0460839089365; boll_down:2182.6783605355085; intra_trade_high:2234.0; long_stop:0.0; intra_trade_low:2203.48; short_stop:2235.901342907153; close:2204.9
2024-01-25 21:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-2ae52ckftt-00026] (STOP & SELL)  created, [quantity 1.0] [price 2182.678361]
2024-01-25 22:00:00+08:00 [DEBUG] pos:0.0; cci_value:-83.9517795036712; atr_value:11.548647260063708; boll_up:2253.810458402271; boll_down:2186.1384304866183; intra_trade_high:2210.79; long_stop:0.0; intra_trade_low:2196.12; short_stop:2235.901342907153; close:2210.99
2024-01-25 22:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-2ofzznkg5g-00027] (STOP & SELL)  created, [quantity 1.0] [price 2186.138431]
2024-01-25 23:00:00+08:00 [INFO] (ETHUSDT|BYBIT|NET) - OPEN SELL order [number aio-1706959378-2ofzznkg5g-00027] executed [quantity 1.0] [price $2186.138430] [Cost $437.227686] [Commission: $1.20237614] [Available balance: $99945.72626924001] [Position: #0.0] [Gross P&L: $0] [Net P&L: $-1.202376] 
2024-01-25 23:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-162.2293427810956; atr_value:12.345270991404504; boll_up:2260.7767626040077; boll_down:2175.8176818404363; intra_trade_high:2215.69; long_stop:0.0; intra_trade_low:2200.17; short_stop:2235.901342907153; close:2187.03
2024-01-25 23:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1q7jr9fqif-00028] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2244.325409]
2024-01-26 00:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-139.54930293033556; atr_value:12.428962478892895; boll_up:2265.9414129178317; boll_down:2166.625253748835; intra_trade_high:2212.57; long_stop:0.0; intra_trade_low:2180.13; short_stop:2244.3254091553035; close:2184.96
2024-01-26 00:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2hfa7j58jb-00029] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2244.760605]
2024-01-26 01:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-91.29469192229203; atr_value:13.270418477435049; boll_up:2262.7626499833104; boll_down:2166.1940166833565; intra_trade_high:2194.29; long_stop:0.0; intra_trade_low:2180.13; short_stop:2244.760604890243; close:2202.36
2024-01-26 01:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1tec8enuus-00030] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2238.256176]
2024-01-26 02:00:00+08:00 [DEBUG] pos:-1.0; cci_value:9.089993960137164; atr_value:13.649064632809647; boll_up:2258.727247726856; boll_down:2167.6138633842547; intra_trade_high:2203.0; long_stop:0.0; intra_trade_low:2169.25; short_stop:2238.2561760826625; close:2210.52
2024-01-26 02:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1mnimmpb2f-00031] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2240.225136]
2024-01-26 03:00:00+08:00 [DEBUG] pos:-1.0; cci_value:31.00771009329368; atr_value:14.097532385668186; boll_up:2259.1487314012334; boll_down:2167.7657130432103; intra_trade_high:2223.13; long_stop:0.0; intra_trade_low:2169.25; short_stop:2240.2251360906102; close:2217.75
2024-01-26 03:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1xji6qjunq-00032] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2242.557169]
2024-01-26 04:00:00+08:00 [DEBUG] pos:-1.0; cci_value:62.731429339216334; atr_value:14.186684918446819; boll_up:2260.1750060906866; boll_down:2168.2083272426466; intra_trade_high:2225.0; long_stop:0.0; intra_trade_low:2169.25; short_stop:2242.5571684054744; close:2222.01
2024-01-26 04:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2g4jnykz6z-00033] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2243.020762]
2024-01-26 05:00:00+08:00 [DEBUG] pos:-1.0; cci_value:97.50333424563344; atr_value:14.361337854264905; boll_up:2260.4520195031932; boll_down:2168.245758274584; intra_trade_high:2223.0; long_stop:0.0; intra_trade_low:2169.25; short_stop:2243.0207615759236; close:2218.72
2024-01-26 05:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2r31rr2qsk-00034] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2243.928957]
2024-01-26 06:00:00+08:00 [DEBUG] pos:-1.0; cci_value:73.72140756257747; atr_value:14.401653529094684; boll_up:2261.1607143042615; boll_down:2168.468174584627; intra_trade_high:2230.55; long_stop:0.0; intra_trade_low:2169.25; short_stop:2243.9289568421773; close:2220.86
2024-01-26 06:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2r7s5cpvp7-00035] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2244.138598]
2024-01-26 07:00:00+08:00 [DEBUG] pos:-1.0; cci_value:66.11670608187848; atr_value:14.372540184835037; boll_up:2261.4798743188503; boll_down:2169.025681236705; intra_trade_high:2223.07; long_stop:0.0; intra_trade_low:2169.25; short_stop:2244.1385983512923; close:2217.89
2024-01-26 07:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-15ri2uyvtr-00036] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2243.987209]
2024-01-26 08:00:00+08:00 [DEBUG] pos:-1.0; cci_value:32.02429222540633; atr_value:14.324424633012491; boll_up:2260.5244546273593; boll_down:2169.072212039307; intra_trade_high:2224.0; long_stop:0.0; intra_trade_low:2169.25; short_stop:2243.987208961142; close:2215.32
2024-01-26 08:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-11add62jok-00037] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2243.737008]
2024-01-26 09:00:00+08:00 [DEBUG] pos:-1.0; cci_value:59.936978519440316; atr_value:14.580496178356356; boll_up:2259.6225556883874; boll_down:2169.491888756056; intra_trade_high:2218.23; long_stop:0.0; intra_trade_low:2169.25; short_stop:2243.737008091665; close:2223.27
2024-01-26 09:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-19si1dszui-00038] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2245.06858]
2024-01-26 10:00:00+08:00 [DEBUG] pos:-1.0; cci_value:141.91380330275356; atr_value:14.7326240981282; boll_up:2259.969013509446; boll_down:2169.3187642683306; intra_trade_high:2226.5; long_stop:0.0; intra_trade_low:2169.25; short_stop:2245.068580127453; close:2227.1
2024-01-26 10:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-11maovziph-00039] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2245.859645]
2024-01-26 11:00:00+08:00 [DEBUG] pos:-1.0; cci_value:93.76429427981887; atr_value:14.725181287258458; boll_up:2260.019792700552; boll_down:2169.302429521669; intra_trade_high:2237.99; long_stop:0.0; intra_trade_low:2169.25; short_stop:2245.859645310267; close:2222.45
2024-01-26 11:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-27a1rd8u7o-00040] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2245.820943]
2024-01-26 12:00:00+08:00 [DEBUG] pos:-1.0; cci_value:76.35132579339128; atr_value:14.61212492537844; boll_up:2255.692075306991; boll_down:2172.016813581896; intra_trade_high:2229.93; long_stop:0.0; intra_trade_low:2169.25; short_stop:2245.820942693744; close:2223.46
2024-01-26 12:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2jq6yxb1zq-00041] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2245.23305]
2024-01-26 13:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-4.260223807640231; atr_value:14.538521136489582; boll_up:2252.9597398644555; boll_down:2173.535815691098; intra_trade_high:2228.81; long_stop:0.0; intra_trade_low:2169.25; short_stop:2245.233049611968; close:2220.45
2024-01-26 13:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2ojtn8ph2x-00042] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2244.85031]
2024-01-26 14:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-111.40438578950788; atr_value:14.69838354455782; boll_up:2252.989866435795; boll_down:2173.945689119758; intra_trade_high:2224.86; long_stop:0.0; intra_trade_low:2169.25; short_stop:2244.8503099097456; close:2212.38
2024-01-26 14:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-252uutymnh-00043] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2245.681595]
2024-01-26 15:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-227.57877844353416; atr_value:15.083407699058402; boll_up:2254.2473884225014; boll_down:2171.7281671330516; intra_trade_high:2223.35; long_stop:0.0; intra_trade_low:2169.25; short_stop:2245.681594431701; close:2196.26
2024-01-26 15:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-23cwk9hkri-00044] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2247.68372]
2024-01-26 16:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-117.26804988159684; atr_value:15.499840426292575; boll_up:2254.233276466055; boll_down:2171.4533902006096; intra_trade_high:2213.9; long_stop:0.0; intra_trade_low:2169.25; short_stop:2247.6837200351038; close:2208.39
2024-01-26 16:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2a8phzubrb-00045] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2249.84917]
2024-01-26 17:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-55.41635502368663; atr_value:15.935899147131511; boll_up:2250.075504697536; boll_down:2177.6122730802413; intra_trade_high:2214.91; long_stop:0.0; intra_trade_low:2169.25; short_stop:2249.849170216721; close:2205.04
2024-01-26 17:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1xpgxmbh33-00046] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2252.116676]
2024-01-26 18:00:00+08:00 [DEBUG] pos:-1.0; cci_value:82.1388117456995; atr_value:16.8565200244748; boll_up:2248.912816090642; boll_down:2184.597183909357; intra_trade_high:2224.43; long_stop:0.0; intra_trade_low:2169.25; short_stop:2252.116675565084; close:2237.36
2024-01-26 18:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1o8abz7ux7-00047] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2256.903904]
2024-01-26 19:00:00+08:00 [INFO] (ETHUSDT|BYBIT|NET) - CLOSE BUY order [number aio-1706959378-1o8abz7ux7-00047] executed [quantity 1.0] [price $2256.903904] [Cost $451.380781] [Commission: $1.24129715] [Available balance: $99436.49181209001] [Position: #-1.0] [Gross P&L: $-70.765474] [Net P&L: $-72.006771] 
2024-01-26 19:00:00+08:00 [INFO] ========> Trade closed, pnl: -70.765474
2024-01-26 19:00:00+08:00 [DEBUG] pos:0.0; cci_value:190.40890320177886; atr_value:17.300700414610493; boll_up:2260.2984553508722; boll_down:2178.8515446491274; intra_trade_high:2240.84; long_stop:0.0; intra_trade_low:2169.25; short_stop:2256.903904127269; close:2253.12
2024-01-26 19:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-2itenq4qkd-00048] (STOP & BUY)  created, [quantity 1.0] [price 2260.298455]
2024-01-26 20:00:00+08:00 [INFO] (ETHUSDT|BYBIT|NET) - OPEN BUY order [number aio-1706959378-2itenq4qkd-00048] executed [quantity 1.0] [price $2260.298455] [Cost $452.059691] [Commission: $1.24316415] [Available balance: $99872.47633394001] [Position: #0.0] [Gross P&L: $0] [Net P&L: $-1.243164] 
2024-01-26 20:00:00+08:00 [DEBUG] pos:1.0; cci_value:152.64424804196065; atr_value:17.708029027293204; boll_up:2266.628956855537; boll_down:2176.533265366685; intra_trade_high:2259.89; long_stop:0.0; intra_trade_low:2237.1; short_stop:2256.903904127269; close:2246.63
2024-01-26 20:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2j58e6jay3-00049] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2172.868249]
2024-01-26 21:00:00+08:00 [DEBUG] pos:1.0; cci_value:77.7806051923919; atr_value:17.75677852728348; boll_up:2269.903317566923; boll_down:2175.7189046552994; intra_trade_high:2264.95; long_stop:2172.868249058075; intra_trade_low:2243.27; short_stop:2256.903904127269; close:2239.89
2024-01-26 21:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1nsfcwp1ff-00050] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2172.614752]
2024-01-26 22:00:00+08:00 [DEBUG] pos:1.0; cci_value:94.71944049576014; atr_value:17.824292826679425; boll_up:2279.109389790233; boll_down:2170.470610209766; intra_trade_high:2264.95; long_stop:2172.614751658126; intra_trade_low:2233.31; short_stop:2256.903904127269; close:2257.63
2024-01-26 22:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-26wuktzgtv-00051] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2172.263677]
2024-01-26 23:00:00+08:00 [DEBUG] pos:1.0; cci_value:84.84698565269413; atr_value:17.421413771187133; boll_up:2286.403516516247; boll_down:2167.42426126153; intra_trade_high:2264.95; long_stop:2172.263677301267; intra_trade_low:2239.01; short_stop:2256.903904127269; close:2256.95
2024-01-26 23:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1fcgqo9tgt-00052] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2174.358648]
2024-01-27 00:00:00+08:00 [DEBUG] pos:1.0; cci_value:116.73979830141657; atr_value:17.72414826938606; boll_up:2301.6999179724285; boll_down:2158.5611931386798; intra_trade_high:2264.95; long_stop:2174.3586483898266; intra_trade_low:2249.0; short_stop:2256.903904127269; close:2278.76
2024-01-27 00:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-19mnn49fsu-00053] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2189.694429]
2024-01-27 01:00:00+08:00 [DEBUG] pos:1.0; cci_value:105.27073053957632; atr_value:17.630159642549327; boll_up:2309.6060481157037; boll_down:2156.272840773184; intra_trade_high:2281.86; long_stop:2189.6944289991925; intra_trade_low:2256.23; short_stop:2256.903904127269; close:2268.45
2024-01-27 01:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1coibsca13-00054] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2190.18317]
2024-01-27 02:00:00+08:00 [DEBUG] pos:1.0; cci_value:87.00125415161818; atr_value:17.587814873086487; boll_up:2315.086423491901; boll_down:2156.4346876192076; intra_trade_high:2281.86; long_stop:2190.1831698587434; intra_trade_low:2266.14; short_stop:2256.903904127269; close:2266.1
2024-01-27 02:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2qx3sj7v33-00055] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2190.403363]
2024-01-27 03:00:00+08:00 [DEBUG] pos:1.0; cci_value:18.44702950622253; atr_value:17.26255650005486; boll_up:2317.9570101862546; boll_down:2157.3452120359652; intra_trade_high:2281.86; long_stop:2190.4033626599503; intra_trade_low:2263.02; short_stop:2256.903904127269; close:2257.3
2024-01-27 03:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2oqi7u5udp-00056] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2192.094706]
2024-01-27 04:00:00+08:00 [DEBUG] pos:1.0; cci_value:-7.857394159728722; atr_value:17.05508127395253; boll_up:2320.5755161475636; boll_down:2158.110039407992; intra_trade_high:2281.86; long_stop:2192.094706199715; intra_trade_low:2249.18; short_stop:2256.903904127269; close:2257.55
2024-01-27 04:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2a9886rbzp-00057] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2193.173577]
2024-01-27 05:00:00+08:00 [DEBUG] pos:1.0; cci_value:-15.119450714820106; atr_value:16.505322161038237; boll_up:2322.6616502142615; boll_down:2160.0561275635146; intra_trade_high:2281.86; long_stop:2193.173577375447; intra_trade_low:2251.1; short_stop:2256.903904127269; close:2258.74
2024-01-27 05:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2p3cp1bpsj-00058] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2196.032325]
2024-01-27 06:00:00+08:00 [DEBUG] pos:1.0; cci_value:45.423543854862594; atr_value:16.39430622291229; boll_up:2325.997978328543; boll_down:2161.560910560344; intra_trade_high:2281.86; long_stop:2196.032324762601; intra_trade_low:2251.69; short_stop:2256.903904127269; close:2267.03
2024-01-27 06:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2kyhf9htre-00059] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2196.609608]
2024-01-27 07:00:00+08:00 [DEBUG] pos:1.0; cci_value:39.871511744627334; atr_value:16.191642282036074; boll_up:2328.1100958950797; boll_down:2164.629904104919; intra_trade_high:2281.86; long_stop:2196.609607640856; intra_trade_low:2256.92; short_stop:2256.903904127269; close:2267.08
2024-01-27 07:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2jnj1am4od-00060] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2197.66346]
2024-01-27 08:00:00+08:00 [DEBUG] pos:1.0; cci_value:108.09445153017205; atr_value:16.078420815671187; boll_up:2330.7130776070608; boll_down:2169.520255726272; intra_trade_high:2281.86; long_stop:2197.6634601334126; intra_trade_low:2261.9; short_stop:2256.903904127269; close:2279.82
2024-01-27 08:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-29t4bdnxb7-00061] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2198.252212]
2024-01-27 09:00:00+08:00 [DEBUG] pos:1.0; cci_value:79.06888863696278; atr_value:16.13217431269811; boll_up:2322.6875144342457; boll_down:2185.7224855657532; intra_trade_high:2281.86; long_stop:2198.25221175851; intra_trade_low:2264.78; short_stop:2256.903904127269; close:2269.85
2024-01-27 09:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-16cd9zfv44-00062] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2198.972694]
2024-01-27 10:00:00+08:00 [DEBUG] pos:1.0; cci_value:72.68884774355705; atr_value:15.603149830664666; boll_up:2316.526150867116; boll_down:2199.1860713551046; intra_trade_high:2282.86; long_stop:2198.97269357397; intra_trade_low:2267.26; short_stop:2256.903904127269; close:2274.11
2024-01-27 10:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-161gcde69h-00063] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2201.723621]
2024-01-27 11:00:00+08:00 [DEBUG] pos:1.0; cci_value:78.09732094040763; atr_value:15.290132666557158; boll_up:2302.1957648063317; boll_down:2221.1375685270004; intra_trade_high:2282.86; long_stop:2201.723620880544; intra_trade_low:2269.21; short_stop:2256.903904127269; close:2273.63
2024-01-27 11:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-18st3qeceq-00064] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2203.35131]
2024-01-27 12:00:00+08:00 [DEBUG] pos:1.0; cci_value:72.96844132343831; atr_value:14.979333155722506; boll_up:2300.016495515266; boll_down:2227.4246155958435; intra_trade_high:2282.86; long_stop:2203.351310133903; intra_trade_low:2271.1; short_stop:2256.903904127269; close:2274.33
2024-01-27 12:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-16tb5mu1h8-00065] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2204.967468]
2024-01-27 13:00:00+08:00 [DEBUG] pos:1.0; cci_value:-21.477300800034723; atr_value:15.048527417239033; boll_up:2299.5238310440136; boll_down:2229.050613400429; intra_trade_high:2282.86; long_stop:2204.967467590243; intra_trade_low:2272.62; short_stop:2256.903904127269; close:2263.32
2024-01-27 13:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1g7pv18ssk-00066] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2204.607658]
2024-01-27 14:00:00+08:00 [DEBUG] pos:1.0; cci_value:-57.5559049615642; atr_value:14.822008143345785; boll_up:2297.3445507872; boll_down:2233.1098936572434; intra_trade_high:2282.86; long_stop:2204.607657430357; intra_trade_low:2260.56; short_stop:2256.903904127269; close:2263.55
2024-01-27 14:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2pavakjs1y-00067] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2205.785558]
2024-01-27 15:00:00+08:00 [DEBUG] pos:1.0; cci_value:-140.14329580347598; atr_value:14.788676825881433; boll_up:2291.5589530946672; boll_down:2240.9032691275534; intra_trade_high:2282.86; long_stop:2205.785557654602; intra_trade_low:2262.36; short_stop:2256.903904127269; close:2257.96
2024-01-27 15:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-21g3djnbrk-00068] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2205.958881]
2024-01-27 16:00:00+08:00 [DEBUG] pos:1.0; cci_value:-152.78398094387376; atr_value:14.759146516401426; boll_up:2292.6031336580386; boll_down:2239.3168663419606; intra_trade_high:2282.86; long_stop:2205.958880505417; intra_trade_low:2252.09; short_stop:2256.903904127269; close:2252.75
2024-01-27 16:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1ddyb3noiu-00069] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2206.112438]
2024-01-27 17:00:00+08:00 [DEBUG] pos:1.0; cci_value:-63.80113040938666; atr_value:14.923997975474013; boll_up:2292.0364976126593; boll_down:2240.845724609563; intra_trade_high:2282.86; long_stop:2206.112438114713; intra_trade_low:2250.1; short_stop:2256.903904127269; close:2265.61
2024-01-27 17:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-15sztxb8dg-00070] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2205.255211]
2024-01-27 18:00:00+08:00 [DEBUG] pos:1.0; cci_value:-12.098432130088252; atr_value:14.824944223680102; boll_up:2289.1558935202365; boll_down:2241.9607731464303; intra_trade_high:2282.86; long_stop:2205.2552105275354; intra_trade_low:2250.38; short_stop:2256.903904127269; close:2262.87
2024-01-27 18:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-156rkmfi4m-00071] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2205.77029]
2024-01-27 19:00:00+08:00 [DEBUG] pos:1.0; cci_value:1.40688968808943; atr_value:14.53005899626476; boll_up:2288.8673509971304; boll_down:2241.913760113981; intra_trade_high:2282.86; long_stop:2205.7702900368636; intra_trade_low:2262.36; short_stop:2256.903904127269; close:2265.43
2024-01-27 19:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-13uxkw2hg6-00072] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2207.303693]
2024-01-27 20:00:00+08:00 [DEBUG] pos:1.0; cci_value:-2.404956941821815; atr_value:14.383758489773156; boll_up:2288.7610612370468; boll_down:2241.647827651844; intra_trade_high:2282.86; long_stop:2207.303693219423; intra_trade_low:2261.14; short_stop:2256.903904127269; close:2262.75
2024-01-27 20:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2nk3s9nv9i-00073] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2208.064456]
2024-01-27 21:00:00+08:00 [DEBUG] pos:1.0; cci_value:31.09754602730763; atr_value:13.902688545779741; boll_up:2288.4029943079363; boll_down:2243.0825612476215; intra_trade_high:2282.86; long_stop:2208.06445585318; intra_trade_low:2261.44; short_stop:2256.903904127269; close:2266.99
2024-01-27 21:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2mp5squg37-00074] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2210.56602]
2024-01-27 22:00:00+08:00 [DEBUG] pos:1.0; cci_value:120.60736948755691; atr_value:13.734120950908665; boll_up:2288.016544370016; boll_down:2244.6501222966517; intra_trade_high:2282.86; long_stop:2210.5660195619453; intra_trade_low:2261.85; short_stop:2256.903904127269; close:2268.18
2024-01-27 22:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2cb5aoo2sd-00075] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2211.442571]
2024-01-27 23:00:00+08:00 [DEBUG] pos:1.0; cci_value:109.70250486031259; atr_value:13.560845910669697; boll_up:2287.78108116837; boll_down:2246.06669660941; intra_trade_high:2282.86; long_stop:2211.442571055275; intra_trade_low:2266.6; short_stop:2256.903904127269; close:2269.37
2024-01-27 23:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-11uy353mpg-00076] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2212.343601]
2024-01-28 00:00:00+08:00 [DEBUG] pos:1.0; cci_value:35.37720081923612; atr_value:13.210975338027119; boll_up:2287.7807224889066; boll_down:2245.615944177762; intra_trade_high:2282.86; long_stop:2212.343601264518; intra_trade_low:2266.24; short_stop:2256.903904127269; close:2262.97
2024-01-28 00:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-17x7btzw2i-00077] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2214.162928]
2024-01-28 01:00:00+08:00 [DEBUG] pos:1.0; cci_value:-17.645142471833534; atr_value:13.060006721920411; boll_up:2287.702500744428; boll_down:2245.4186103666852; intra_trade_high:2282.86; long_stop:2214.162928242259; intra_trade_low:2262.08; short_stop:2256.903904127269; close:2264.6
2024-01-28 01:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-29iz9i6mor-00078] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2214.947965]
2024-01-28 02:00:00+08:00 [DEBUG] pos:1.0; cci_value:18.007632373985675; atr_value:12.575100084021479; boll_up:2283.8722857313332; boll_down:2247.6821587131135; intra_trade_high:2282.86; long_stop:2214.947965046014; intra_trade_low:2260.24; short_stop:2256.903904127269; close:2265.72
2024-01-28 02:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1oo2sm4nyp-00079] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2217.46948]
2024-01-28 03:00:00+08:00 [DEBUG] pos:1.0; cci_value:150.82571179263954; atr_value:12.447312722483238; boll_up:2284.3177556445885; boll_down:2247.451133244303; intra_trade_high:2282.86; long_stop:2217.4694795630885; intra_trade_low:2262.8; short_stop:2256.903904127269; close:2271.78
2024-01-28 03:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2jbhxp2yve-00080] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2218.133974]
2024-01-28 04:00:00+08:00 [DEBUG] pos:1.0; cci_value:102.79785665480055; atr_value:12.119672708823156; boll_up:2283.2278422968648; boll_down:2248.1154910364694; intra_trade_high:2282.86; long_stop:2218.1339738430875; intra_trade_low:2265.71; short_stop:2256.903904127269; close:2270.28
2024-01-28 04:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-24h5zbxk3y-00081] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2219.837702]
2024-01-28 05:00:00+08:00 [DEBUG] pos:1.0; cci_value:59.94658395795457; atr_value:12.031555268106533; boll_up:2282.5507722521984; boll_down:2248.552561081137; intra_trade_high:2282.86; long_stop:2219.83770191412; intra_trade_low:2268.59; short_stop:2256.903904127269; close:2271.47
2024-01-28 05:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1vyxe6b7oc-00082] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2220.295913]
2024-01-28 06:00:00+08:00 [DEBUG] pos:1.0; cci_value:-44.876063633005; atr_value:11.979739389554776; boll_up:2280.408950704153; boll_down:2249.6466048514053; intra_trade_high:2282.86; long_stop:2220.2959126058463; intra_trade_low:2265.66; short_stop:2256.903904127269; close:2264.9
2024-01-28 06:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2nx6pza9y4-00083] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2220.565355]
2024-01-28 07:00:00+08:00 [DEBUG] pos:1.0; cci_value:-85.46279007734347; atr_value:11.894827882789683; boll_up:2280.602764146535; boll_down:2249.8483469645785; intra_trade_high:2282.86; long_stop:2220.5653551743153; intra_trade_low:2262.1; short_stop:2256.903904127269; close:2266.88
2024-01-28 07:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1fsha72psp-00084] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2221.006895]
2024-01-28 08:00:00+08:00 [DEBUG] pos:1.0; cci_value:-58.89518563636683; atr_value:11.798998646475525; boll_up:2280.730789564655; boll_down:2250.046988213124; intra_trade_high:2282.86; long_stop:2221.0068950094937; intra_trade_low:2260.02; short_stop:2256.903904127269; close:2266.49
2024-01-28 08:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-11kvco8jx1-00085] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2221.505207]
2024-01-28 09:00:00+08:00 [DEBUG] pos:1.0; cci_value:176.49077815770383; atr_value:12.234624989129275; boll_up:2283.357762123743; boll_down:2249.622237876258; intra_trade_high:2282.86; long_stop:2221.505207038327; intra_trade_low:2261.98; short_stop:2256.903904127269; close:2277.78
2024-01-28 09:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2azeqygd53-00086] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2224.37995]
2024-01-28 10:00:00+08:00 [DEBUG] pos:1.0; cci_value:144.394806280529; atr_value:12.074395646263145; boll_up:2282.93269024973; boll_down:2252.8573097502726; intra_trade_high:2288.0; long_stop:2224.379950056528; intra_trade_low:2266.49; short_stop:2256.903904127269; close:2278.04
2024-01-28 10:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-13ghofdzeh-00087] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2225.213143]
2024-01-28 11:00:00+08:00 [DEBUG] pos:1.0; cci_value:159.08647103727048; atr_value:12.012560783861284; boll_up:2289.273281718299; boll_down:2248.7422738372584; intra_trade_high:2288.0; long_stop:2225.2131426394317; intra_trade_low:2275.0; short_stop:2256.903904127269; close:2285.64
2024-01-28 11:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1ddchttfgm-00088] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2225.534684]
2024-01-28 12:00:00+08:00 [DEBUG] pos:1.0; cci_value:192.3966922733531; atr_value:12.397982682251627; boll_up:2303.4375670775266; boll_down:2238.9502107002522; intra_trade_high:2288.0; long_stop:2225.5346839239214; intra_trade_low:2277.2; short_stop:2256.903904127269; close:2302.22
2024-01-28 12:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1usx5mi94e-00089] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2239.50049]
2024-01-28 13:00:00+08:00 [DEBUG] pos:1.0; cci_value:124.43913447498042; atr_value:12.856134445696187; boll_up:2307.3095430197764; boll_down:2237.7382347580033; intra_trade_high:2303.97; long_stop:2239.5004900522913; intra_trade_low:2283.11; short_stop:2256.903904127269; close:2289.37
2024-01-28 13:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1cx6772zg2-00090] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2240.628101]
2024-01-28 14:00:00+08:00 [DEBUG] pos:1.0; cci_value:56.14676319673731; atr_value:12.829076391952587; boll_up:2309.2043035325432; boll_down:2238.4623631341246; intra_trade_high:2307.48; long_stop:2240.62810088238; intra_trade_low:2285.23; short_stop:2256.903904127269; close:2286.32
2024-01-28 14:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2jeom8k6wy-00091] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2240.768803]
2024-01-28 15:00:00+08:00 [DEBUG] pos:1.0; cci_value:34.10706513854813; atr_value:12.839384975653163; boll_up:2309.9983276474813; boll_down:2239.271672352519; intra_trade_high:2307.48; long_stop:2240.7688027618465; intra_trade_low:2282.28; short_stop:2256.903904127269; close:2281.42
2024-01-28 15:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1yiupkm4p1-00092] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2240.715198]
2024-01-28 16:00:00+08:00 [DEBUG] pos:1.0; cci_value:16.276933308533128; atr_value:12.771551700618485; boll_up:2311.271875750511; boll_down:2239.8103464717115; intra_trade_high:2307.48; long_stop:2240.7151981266034; intra_trade_low:2279.83; short_stop:2256.903904127269; close:2284.49
2024-01-28 16:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-14wwb6k29k-00093] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2241.067931]
2024-01-28 17:00:00+08:00 [DEBUG] pos:1.0; cci_value:83.59690874661418; atr_value:12.837927321026735; boll_up:2314.8475145024786; boll_down:2238.9280410530773; intra_trade_high:2307.48; long_stop:2241.0679311567837; intra_trade_low:2276.08; short_stop:2256.903904127269; close:2293.61
2024-01-28 17:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1w9ir2hwwy-00094] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2240.722778]
2024-01-28 18:00:00+08:00 [DEBUG] pos:1.0; cci_value:58.41788986307693; atr_value:12.531348655110337; boll_up:2316.5102912868147; boll_down:2240.549708713185; intra_trade_high:2307.48; long_stop:2240.722777930661; intra_trade_low:2282.73; short_stop:2256.903904127269; close:2292.53
2024-01-28 18:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-23m4q9eyid-00095] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2242.316987]
2024-01-28 19:00:00+08:00 [DEBUG] pos:1.0; cci_value:-61.41007809992196; atr_value:12.316951554649354; boll_up:2315.582794073768; boll_down:2243.174983704009; intra_trade_high:2307.48; long_stop:2242.3169869934263; intra_trade_low:2287.24; short_stop:2256.903904127269; close:2279.88
2024-01-28 19:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-13vouhj8h4-00096] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2243.431852]
2024-01-28 20:00:00+08:00 [DEBUG] pos:1.0; cci_value:-155.86304018132725; atr_value:12.181792309393419; boll_up:2314.5372484341897; boll_down:2245.2527515658094; intra_trade_high:2307.48; long_stop:2243.4318519158232; intra_trade_low:2275.11; short_stop:2256.903904127269; close:2275.01
2024-01-28 20:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2j28fy566w-00097] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2244.13468]
2024-01-28 21:00:00+08:00 [DEBUG] pos:1.0; cci_value:-113.27179487179664; atr_value:11.961074799602697; boll_up:2314.280921580792; boll_down:2246.2035228636523; intra_trade_high:2307.48; long_stop:2244.1346799911544; intra_trade_low:2267.32; short_stop:2256.903904127269; close:2278.03
2024-01-28 21:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1ex6f7c8y5-00098] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2245.282411]
2024-01-28 22:00:00+08:00 [DEBUG] pos:1.0; cci_value:-137.21803141284934; atr_value:12.211405619511199; boll_up:2314.929847294514; boll_down:2245.1168193721523; intra_trade_high:2307.48; long_stop:2245.282411042066; intra_trade_low:2269.71; short_stop:2256.903904127269; close:2266.34
2024-01-28 22:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2i1kengewt-00099] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2243.980691]
2024-01-28 23:00:00+08:00 [DEBUG] pos:1.0; cci_value:-128.67482941139056; atr_value:12.11726401444122; boll_up:2315.2749618397347; boll_down:2244.4639270491534; intra_trade_high:2307.48; long_stop:2243.980690778542; intra_trade_low:2262.0; short_stop:2256.903904127269; close:2268.7
2024-01-28 23:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1r43ikm8ma-00100] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2244.470227]
2024-01-29 00:00:00+08:00 [DEBUG] pos:1.0; cci_value:-75.18774496603649; atr_value:12.03530224862268; boll_up:2314.046990800796; boll_down:2246.5930091992036; intra_trade_high:2307.48; long_stop:2244.4702271249057; intra_trade_low:2260.23; short_stop:2256.903904127269; close:2273.01
2024-01-29 00:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-28tujd4i4h-00101] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2244.896428]
2024-01-29 01:00:00+08:00 [DEBUG] pos:1.0; cci_value:-87.57608981167571; atr_value:11.772543949082186; boll_up:2313.710961010253; boll_down:2247.130150100858; intra_trade_high:2307.48; long_stop:2244.8964283071623; intra_trade_low:2265.42; short_stop:2256.903904127269; close:2268.69
2024-01-29 01:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-26fzuf5bcd-00102] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2246.262772]
2024-01-29 02:00:00+08:00 [DEBUG] pos:1.0; cci_value:-115.88330632091021; atr_value:11.749426695873707; boll_up:2315.4452221586653; boll_down:2244.6636667302237; intra_trade_high:2307.48; long_stop:2246.262771464773; intra_trade_low:2261.0; short_stop:2256.903904127269; close:2259.9
2024-01-29 02:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1e35c1kru3-00103] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2246.382981]
2024-01-29 03:00:00+08:00 [INFO] (ETHUSDT|BYBIT|NET) - CLOSE SELL order [number aio-1706959378-1e35c1kru3-00103] executed [quantity 1.0] [price $2246.382981] [Cost $449.276596] [Commission: $1.23551064] [Available balance: $99405.2656583] [Position: #1.0] [Gross P&L: $-13.915474] [Net P&L: $-15.150985] 
2024-01-29 03:00:00+08:00 [INFO] ========> Trade closed, pnl: -13.915474
2024-01-29 03:00:00+08:00 [DEBUG] pos:0.0; cci_value:-155.0150629098014; atr_value:11.96668971011632; boll_up:2319.9562113887923; boll_down:2237.373788611206; intra_trade_high:2307.48; long_stop:2246.3829811814567; intra_trade_low:2255.45; short_stop:2256.903904127269; close:2252.77
2024-01-29 03:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-17g6n8jtmm-00104] (STOP & SELL)  created, [quantity 1.0] [price 2237.373789]
2024-01-29 04:00:00+08:00 [DEBUG] pos:0.0; cci_value:-112.55082053561203; atr_value:11.900549054829238; boll_up:2321.2817800507155; boll_down:2234.1348866159497; intra_trade_high:2265.19; long_stop:2246.3829811814567; intra_trade_low:2245.02; short_stop:2256.903904127269; close:2260.82
2024-01-29 04:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-13tq94kcyi-00105] (STOP & SELL)  created, [quantity 1.0] [price 2234.134887]
2024-01-29 05:00:00+08:00 [DEBUG] pos:0.0; cci_value:-49.960899530060914; atr_value:11.77285377718414; boll_up:2321.0577021880163; boll_down:2231.748964478649; intra_trade_high:2262.07; long_stop:2246.3829811814567; intra_trade_low:2248.0; short_stop:2256.903904127269; close:2262.15
2024-01-29 05:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-2f7kt8o9gm-00106] (STOP & SELL)  created, [quantity 1.0] [price 2231.748965]
2024-01-29 06:00:00+08:00 [DEBUG] pos:0.0; cci_value:-139.57994709499667; atr_value:12.293257180788286; boll_up:2317.80800190225; boll_down:2228.999775875528; intra_trade_high:2265.74; long_stop:2246.3829811814567; intra_trade_low:2257.19; short_stop:2256.903904127269; close:2248.23
2024-01-29 06:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-2bvm7xnwzr-00107] (STOP & SELL)  created, [quantity 1.0] [price 2228.999776]
2024-01-29 07:00:00+08:00 [DEBUG] pos:0.0; cci_value:-88.14651319498016; atr_value:12.311665297444497; boll_up:2315.929532736526; boll_down:2227.121578374583; intra_trade_high:2262.8; long_stop:2246.3829811814567; intra_trade_low:2236.32; short_stop:2256.903904127269; close:2255.56
2024-01-29 07:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-11aqhvvx39-00108] (STOP & SELL)  created, [quantity 1.0] [price 2227.121578]
2024-01-29 08:00:00+08:00 [DEBUG] pos:0.0; cci_value:-47.30781883978328; atr_value:12.340547282825613; boll_up:2313.988221679072; boll_down:2225.7306672098166; intra_trade_high:2259.12; long_stop:2246.3829811814567; intra_trade_low:2243.86; short_stop:2256.903904127269; close:2256.33
2024-01-29 08:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1uyoz575go-00109] (STOP & SELL)  created, [quantity 1.0] [price 2225.730667]
2024-01-29 09:00:00+08:00 [DEBUG] pos:0.0; cci_value:53.3488462284333; atr_value:12.41563904519416; boll_up:2312.181371967148; boll_down:2225.527516921741; intra_trade_high:2261.1; long_stop:2246.3829811814567; intra_trade_low:2249.13; short_stop:2256.903904127269; close:2263.33
2024-01-29 09:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-2d86ysdvgv-00110] (STOP & BUY)  created, [quantity 1.0] [price 2312.181372]
2024-01-29 10:00:00+08:00 [DEBUG] pos:0.0; cci_value:96.20939766635006; atr_value:12.18210029306067; boll_up:2309.282996047162; boll_down:2226.553670619505; intra_trade_high:2273.0; long_stop:2246.3829811814567; intra_trade_low:2255.88; short_stop:2256.903904127269; close:2267.64
2024-01-29 10:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-2gtbppfz11-00111] (STOP & BUY)  created, [quantity 1.0] [price 2309.282996]
2024-01-29 11:00:00+08:00 [DEBUG] pos:0.0; cci_value:143.97117538221943; atr_value:12.155534277714104; boll_up:2302.335041796662; boll_down:2230.9605137588924; intra_trade_high:2270.31; long_stop:2246.3829811814567; intra_trade_low:2262.05; short_stop:2256.903904127269; close:2270.74
2024-01-29 11:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-2aitfejts9-00112] (STOP & BUY)  created, [quantity 1.0] [price 2302.335042]
2024-01-29 12:00:00+08:00 [DEBUG] pos:0.0; cci_value:86.60091495764942; atr_value:12.099523953004475; boll_up:2293.906087055183; boll_down:2236.5950240559287; intra_trade_high:2276.96; long_stop:2246.3829811814567; intra_trade_low:2267.64; short_stop:2256.903904127269; close:2267.38
2024-01-29 12:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-2k3e1qwc9w-00113] (STOP & BUY)  created, [quantity 1.0] [price 2293.906087]
2024-01-29 13:00:00+08:00 [DEBUG] pos:0.0; cci_value:43.215009994019184; atr_value:12.05901541213982; boll_up:2290.352863636742; boll_down:2238.3593585854787; intra_trade_high:2272.89; long_stop:2246.3829811814567; intra_trade_low:2265.05; short_stop:2256.903904127269; close:2263.78
2024-01-29 13:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-2em56p2qzn-00114] (STOP & BUY)  created, [quantity 1.0] [price 2290.352864]
2024-01-29 14:00:00+08:00 [DEBUG] pos:0.0; cci_value:47.13823748897851; atr_value:11.812363517997415; boll_up:2288.422456805433; boll_down:2239.3230987501224; intra_trade_high:2269.52; long_stop:2246.3829811814567; intra_trade_low:2262.23; short_stop:2256.903904127269; close:2266.31
2024-01-29 14:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-13zcky2wrt-00115] (STOP & BUY)  created, [quantity 1.0] [price 2288.422457]
2024-01-29 15:00:00+08:00 [DEBUG] pos:0.0; cci_value:-4.586117087529628; atr_value:11.975723419799404; boll_up:2284.7001718126044; boll_down:2240.8331615207294; intra_trade_high:2269.48; long_stop:2246.3829811814567; intra_trade_low:2263.21; short_stop:2256.903904127269; close:2258.12
2024-01-29 15:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1cmqhibd2j-00116] (STOP & SELL)  created, [quantity 1.0] [price 2240.833162]
2024-01-29 16:00:00+08:00 [DEBUG] pos:0.0; cci_value:-52.788243076123635; atr_value:11.911042062130159; boll_up:2284.2797693053035; boll_down:2240.809119583584; intra_trade_high:2270.33; long_stop:2246.3829811814567; intra_trade_low:2256.85; short_stop:2256.903904127269; close:2262.34
2024-01-29 16:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1paatx7huz-00117] (STOP & SELL)  created, [quantity 1.0] [price 2240.80912]
2024-01-29 17:00:00+08:00 [DEBUG] pos:0.0; cci_value:38.32836884848901; atr_value:12.160425155349946; boll_up:2285.463253676778; boll_down:2240.080079656554; intra_trade_high:2263.86; long_stop:2246.3829811814567; intra_trade_low:2252.43; short_stop:2256.903904127269; close:2272.79
2024-01-29 17:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1mg1ie2est-00118] (STOP & BUY)  created, [quantity 1.0] [price 2285.463254]
2024-01-29 18:00:00+08:00 [DEBUG] pos:0.0; cci_value:152.7637815847356; atr_value:11.916773770192556; boll_up:2286.021817561381; boll_down:2239.692626883065; intra_trade_high:2272.79; long_stop:2246.3829811814567; intra_trade_low:2254.21; short_stop:2256.903904127269; close:2274.55
2024-01-29 18:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1qzqtt1zrv-00119] (STOP & BUY)  created, [quantity 1.0] [price 2286.021818]
2024-01-29 19:00:00+08:00 [DEBUG] pos:0.0; cci_value:-6.442237829985009; atr_value:12.06580039571926; boll_up:2285.243281534654; boll_down:2239.896718465346; intra_trade_high:2276.38; long_stop:2246.3829811814567; intra_trade_low:2268.6; short_stop:2256.903904127269; close:2263.52
2024-01-29 19:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1gcx2wrmwa-00120] (STOP & SELL)  created, [quantity 1.0] [price 2239.896719]
2024-01-29 20:00:00+08:00 [DEBUG] pos:0.0; cci_value:-124.53935080015727; atr_value:12.186999570447094; boll_up:2285.6510956844654; boll_down:2238.945570982202; intra_trade_high:2275.14; long_stop:2246.3829811814567; intra_trade_low:2260.28; short_stop:2256.903904127269; close:2255.01
2024-01-29 20:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1x1x21bftv-00121] (STOP & SELL)  created, [quantity 1.0] [price 2238.945571]
2024-01-29 21:00:00+08:00 [INFO] (ETHUSDT|BYBIT|NET) - OPEN SELL order [number aio-1706959378-1x1x21bftv-00121] executed [quantity 1.0] [price $2238.945571] [Cost $447.789114] [Commission: $1.23142007] [Available balance: $99856.09392923] [Position: #0.0] [Gross P&L: $0] [Net P&L: $-1.23142] 
2024-01-29 21:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-219.9838672121874; atr_value:12.418174463105311; boll_up:2288.5470947439676; boll_down:2234.990683033811; intra_trade_high:2268.74; long_stop:2246.3829811814567; intra_trade_low:2254.03; short_stop:2256.903904127269; close:2243.24
2024-01-29 21:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2hu8d6f18d-00122] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2302.584507]
2024-01-29 22:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-173.7864616067099; atr_value:12.741963531627272; boll_up:2291.3296772534013; boll_down:2230.2169894132658; intra_trade_high:2255.5; long_stop:2246.3829811814567; intra_trade_low:2238.01; short_stop:2302.584507208148; close:2242.9
2024-01-29 22:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-28axa7j2ek-00123] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2297.72821]
2024-01-29 23:00:00+08:00 [DEBUG] pos:-1.0; cci_value:22.180794399633527; atr_value:13.627309633260547; boll_up:2293.886547004453; boll_down:2229.051230773325; intra_trade_high:2250.87; long_stop:2246.3829811814567; intra_trade_low:2231.47; short_stop:2297.7282103644616; close:2274.67
2024-01-29 23:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2hzy1yfoms-00124] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2302.33201]
2024-01-30 00:00:00+08:00 [DEBUG] pos:-1.0; cci_value:192.72709121086035; atr_value:14.532413881211932; boll_up:2306.116770617795; boll_down:2222.4587849377604; intra_trade_high:2275.0; long_stop:2246.3829811814567; intra_trade_low:2231.47; short_stop:2302.3320100929545; close:2298.97
2024-01-30 00:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-277vzd1qe2-00125] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2307.038552]
2024-01-30 01:00:00+08:00 [INFO] (ETHUSDT|BYBIT|NET) - CLOSE BUY order [number aio-1706959378-277vzd1qe2-00125] executed [quantity 1.0] [price $2307.038552] [Cost $461.407711] [Commission: $1.2688712] [Available balance: $99338.94296303] [Position: #-1.0] [Gross P&L: $-68.092981] [Net P&L: $-69.361852] 
2024-01-30 01:00:00+08:00 [INFO] ========> Trade closed, pnl: -68.092981
2024-01-30 01:00:00+08:00 [DEBUG] pos:0.0; cci_value:190.23283386823636; atr_value:14.703989179576672; boll_up:2317.3642495297104; boll_down:2216.399083803623; intra_trade_high:2301.95; long_stop:2246.3829811814567; intra_trade_low:2231.47; short_stop:2307.038552182302; close:2302.25
2024-01-30 01:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1vqcwg44uh-00126] (STOP & BUY)  created, [quantity 1.0] [price 2317.36425]
2024-01-30 02:00:00+08:00 [DEBUG] pos:0.0; cci_value:124.63562656302143; atr_value:14.954146299741394; boll_up:2325.0480296091587; boll_down:2213.5519703908417; intra_trade_high:2314.22; long_stop:2246.3829811814567; intra_trade_low:2295.3; short_stop:2307.038552182302; close:2299.86
2024-01-30 02:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-2h4n2s3f6t-00127] (STOP & BUY)  created, [quantity 1.0] [price 2325.04803]
2024-01-30 03:00:00+08:00 [DEBUG] pos:0.0; cci_value:77.27155364645856; atr_value:15.037493375187285; boll_up:2329.238206646384; boll_down:2212.6051266869495; intra_trade_high:2312.87; long_stop:2246.3829811814567; intra_trade_low:2294.08; short_stop:2307.038552182302; close:2292.52
2024-01-30 03:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1e984ugm2o-00128] (STOP & BUY)  created, [quantity 1.0] [price 2329.238207]
2024-01-30 04:00:00+08:00 [DEBUG] pos:0.0; cci_value:70.0243400112325; atr_value:14.984204883343658; boll_up:2335.8338273602894; boll_down:2209.820617084155; intra_trade_high:2304.73; long_stop:2246.3829811814567; intra_trade_low:2290.28; short_stop:2307.038552182302; close:2301.94
2024-01-30 04:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-2jkj7yxi8u-00129] (STOP & BUY)  created, [quantity 1.0] [price 2335.833827]
2024-01-30 05:00:00+08:00 [DEBUG] pos:0.0; cci_value:74.0619772954457; atr_value:14.96789274170641; boll_up:2342.544662351571; boll_down:2206.937559870652; intra_trade_high:2303.59; long_stop:2246.3829811814567; intra_trade_low:2291.2; short_stop:2307.038552182302; close:2305.19
2024-01-30 05:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1wh2wr69gu-00130] (STOP & BUY)  created, [quantity 1.0] [price 2342.544662]
2024-01-30 06:00:00+08:00 [DEBUG] pos:0.0; cci_value:83.98299629637599; atr_value:15.173422657435276; boll_up:2350.130640979994; boll_down:2204.166025686673; intra_trade_high:2310.72; long_stop:2246.3829811814567; intra_trade_low:2300.03; short_stop:2307.038552182302; close:2310.71
2024-01-30 06:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1v3txy1vj1-00131] (STOP & BUY)  created, [quantity 1.0] [price 2350.130641]
2024-01-30 07:00:00+08:00 [DEBUG] pos:0.0; cci_value:85.51468402359339; atr_value:14.992055495131089; boll_up:2358.295586535404; boll_down:2201.8810801312634; intra_trade_high:2322.78; long_stop:2246.3829811814567; intra_trade_low:2304.68; short_stop:2307.038552182302; close:2316.7
2024-01-30 07:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1i12jrih67-00132] (STOP & BUY)  created, [quantity 1.0] [price 2358.295587]
2024-01-30 08:00:00+08:00 [DEBUG] pos:0.0; cci_value:59.692801407883685; atr_value:15.065839167607088; boll_up:2361.603004198852; boll_down:2202.7514402455913; intra_trade_high:2317.32; long_stop:2246.3829811814567; intra_trade_low:2309.38; short_stop:2307.038552182302; close:2303.91
2024-01-30 08:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-27mwxwt43x-00133] (STOP & BUY)  created, [quantity 1.0] [price 2361.603004]
2024-01-30 09:00:00+08:00 [DEBUG] pos:0.0; cci_value:94.38648277266127; atr_value:15.43211830602801; boll_up:2365.6882767886327; boll_down:2204.849500989145; intra_trade_high:2317.78; long_stop:2246.3829811814567; intra_trade_low:2303.83; short_stop:2307.038552182302; close:2313.77
2024-01-30 09:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1ft4tmvivt-00134] (STOP & BUY)  created, [quantity 1.0] [price 2365.688277]
2024-01-30 10:00:00+08:00 [DEBUG] pos:0.0; cci_value:125.5153719951468; atr_value:15.23159324208643; boll_up:2369.856106165442; boll_down:2206.7083382790024; intra_trade_high:2324.51; long_stop:2246.3829811814567; intra_trade_low:2302.69; short_stop:2307.038552182302; close:2316.58
2024-01-30 10:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1wmeibpg6j-00135] (STOP & BUY)  created, [quantity 1.0] [price 2369.856106]
2024-01-30 11:00:00+08:00 [DEBUG] pos:0.0; cci_value:47.04845123109236; atr_value:15.1391774964403; boll_up:2372.5553090555863; boll_down:2208.156913166636; intra_trade_high:2327.29; long_stop:2246.3829811814567; intra_trade_low:2313.77; short_stop:2307.038552182302; close:2310.12
2024-01-30 11:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-14h6yfzs5p-00136] (STOP & BUY)  created, [quantity 1.0] [price 2372.555309]
2024-01-30 12:00:00+08:00 [DEBUG] pos:0.0; cci_value:13.585195022852872; atr_value:14.891986769883099; boll_up:2374.8277119364375; boll_down:2209.8489547302297; intra_trade_high:2319.0; long_stop:2246.3829811814567; intra_trade_low:2309.16; short_stop:2307.038552182302; close:2310.23
2024-01-30 12:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-29xc23usja-00137] (STOP & BUY)  created, [quantity 1.0] [price 2374.827712]
2024-01-30 13:00:00+08:00 [DEBUG] pos:0.0; cci_value:-53.696710824970616; atr_value:14.582588242549713; boll_up:2373.9929796647; boll_down:2215.209242557521; intra_trade_high:2313.44; long_stop:2246.3829811814567; intra_trade_low:2307.28; short_stop:2307.038552182302; close:2304.25
2024-01-30 13:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1ppzd9ao9t-00138] (STOP & SELL)  created, [quantity 1.0] [price 2215.209243]
2024-01-30 14:00:00+08:00 [DEBUG] pos:0.0; cci_value:-126.22391769262137; atr_value:14.236207394433556; boll_up:2369.809227246063; boll_down:2224.745217198382; intra_trade_high:2312.73; long_stop:2246.3829811814567; intra_trade_low:2303.41; short_stop:2307.038552182302; close:2303.18
2024-01-30 14:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1fxrucirp3-00139] (STOP & SELL)  created, [quantity 1.0] [price 2224.745217]
2024-01-30 15:00:00+08:00 [DEBUG] pos:0.0; cci_value:-61.179293162315886; atr_value:14.237725363620727; boll_up:2358.396411553951; boll_down:2243.345810668272; intra_trade_high:2308.0; long_stop:2246.3829811814567; intra_trade_low:2299.14; short_stop:2307.038552182302; close:2307.93
2024-01-30 15:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-2pkinb8yy7-00140] (STOP & SELL)  created, [quantity 1.0] [price 2243.345811]
2024-01-30 16:00:00+08:00 [DEBUG] pos:0.0; cci_value:-60.72782501584379; atr_value:14.137012676433137; boll_up:2336.5417993459787; boll_down:2272.3637562095782; intra_trade_high:2313.32; long_stop:2246.3829811814567; intra_trade_low:2301.66; short_stop:2307.038552182302; close:2307.37
2024-01-30 16:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1mqx3ixhbf-00141] (STOP & SELL)  created, [quantity 1.0] [price 2272.363756]
2024-01-30 17:00:00+08:00 [DEBUG] pos:0.0; cci_value:-82.21304887850013; atr_value:13.863188104475368; boll_up:2326.814570081008; boll_down:2285.2932076967713; intra_trade_high:2312.15; long_stop:2246.3829811814567; intra_trade_low:2301.46; short_stop:2307.038552182302; close:2303.49
2024-01-30 17:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-11p88h2nar-00142] (STOP & SELL)  created, [quantity 1.0] [price 2285.293208]
2024-01-30 18:00:00+08:00 [DEBUG] pos:0.0; cci_value:12.464934748141818; atr_value:13.790765229134056; boll_up:2327.558477551994; boll_down:2286.179300225784; intra_trade_high:2308.6; long_stop:2246.3829811814567; intra_trade_low:2302.68; short_stop:2307.038552182302; close:2313.64
2024-01-30 18:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-267xmtnhis-00143] (STOP & BUY)  created, [quantity 1.0] [price 2327.558478]
2024-01-30 19:00:00+08:00 [DEBUG] pos:0.0; cci_value:67.85163241374862; atr_value:13.673330943665075; boll_up:2328.271985954206; boll_down:2286.6424584902397; intra_trade_high:2315.6; long_stop:2246.3829811814567; intra_trade_low:2301.61; short_stop:2307.038552182302; close:2312.84
2024-01-30 19:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-16fdny4qw5-00144] (STOP & BUY)  created, [quantity 1.0] [price 2328.271986]
2024-01-30 20:00:00+08:00 [INFO] (ETHUSDT|BYBIT|NET) - OPEN BUY order [number aio-1706959378-16fdny4qw5-00144] executed [quantity 1.0] [price $2328.271986] [Cost $465.654397] [Commission: $1.28054959] [Available balance: $99785.45152744] [Position: #0.0] [Gross P&L: $0] [Net P&L: $-1.280549] 
2024-01-30 20:00:00+08:00 [DEBUG] pos:1.0; cci_value:55.18837803319979; atr_value:14.355283323694149; boll_up:2327.7148881633434; boll_down:2287.7928896144354; intra_trade_high:2316.82; long_stop:2246.3829811814567; intra_trade_low:2310.01; short_stop:2307.038552182302; close:2305.2
2024-01-30 20:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1a1dn4mpqq-00145] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2257.152527]
2024-01-30 21:00:00+08:00 [DEBUG] pos:1.0; cci_value:-108.06522482058409; atr_value:14.568154427222058; boll_up:2324.255773373918; boll_down:2292.5931155149706; intra_trade_high:2331.8; long_stop:2257.152526716791; intra_trade_low:2296.14; short_stop:2307.038552182302; close:2304.59
2024-01-30 21:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-18keqjoj5u-00146] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2256.045597]
2024-01-30 22:00:00+08:00 [DEBUG] pos:1.0; cci_value:25.699208443263778; atr_value:14.76570994192244; boll_up:2324.2958769882953; boll_down:2293.783011900595; intra_trade_high:2331.8; long_stop:2256.0455969784452; intra_trade_low:2292.82; short_stop:2307.038552182302; close:2313.01
2024-01-30 22:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1dmxtrg9v6-00147] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2255.018308]
2024-01-30 23:00:00+08:00 [DEBUG] pos:1.0; cci_value:270.1992997576092; atr_value:15.679759559000034; boll_up:2339.3520936904865; boll_down:2282.621239642846; intra_trade_high:2331.8; long_stop:2255.0183083020033; intra_trade_low:2297.41; short_stop:2307.038552182302; close:2340.24
2024-01-30 23:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2jep9wu7ny-00148] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2266.39525]
2024-01-31 00:00:00+08:00 [DEBUG] pos:1.0; cci_value:247.97720930774986; atr_value:16.342743787723897; boll_up:2367.5540453354934; boll_down:2260.8948435533966; intra_trade_high:2347.93; long_stop:2266.3952502931998; intra_trade_low:2301.89; short_stop:2307.038552182302; close:2368.99
2024-01-31 00:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1kndoyoh7i-00149] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2284.657732]
2024-01-31 01:00:00+08:00 [DEBUG] pos:1.0; cci_value:175.00828047481852; atr_value:16.433512547198564; boll_up:2385.6426319613824; boll_down:2248.6540347052855; intra_trade_high:2369.64; long_stop:2284.6577323038355; intra_trade_low:2335.0; short_stop:2307.038552182302; close:2369.33
2024-01-31 01:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-241yvcdp65-00150] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2294.205735]
2024-01-31 02:00:00+08:00 [DEBUG] pos:1.0; cci_value:126.41563834547507; atr_value:16.539305001400983; boll_up:2402.6208597788886; boll_down:2239.7124735544453; intra_trade_high:2379.66; long_stop:2294.2057347545674; intra_trade_low:2363.59; short_stop:2307.038552182302; close:2376.24
2024-01-31 02:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2kypepkpun-00151] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2294.835614]
2024-01-31 03:00:00+08:00 [DEBUG] pos:1.0; cci_value:94.33348685263871; atr_value:16.324673403428147; boll_up:2415.4821890463945; boll_down:2233.562255398051; intra_trade_high:2380.84; long_stop:2294.835613992715; intra_trade_low:2363.04; short_stop:2307.038552182302; close:2374.17
2024-01-31 03:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1psm6e47gx-00152] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2295.951698]
2024-01-31 04:00:00+08:00 [DEBUG] pos:1.0; cci_value:80.5795612027214; atr_value:16.100844268561236; boll_up:2425.611695992398; boll_down:2229.6471928964916; intra_trade_high:2380.84; long_stop:2295.951698302174; intra_trade_low:2368.15; short_stop:2307.038552182302; close:2372.51
2024-01-31 04:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2dn1utbae2-00153] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2300.53561]
2024-01-31 05:00:00+08:00 [DEBUG] pos:1.0; cci_value:74.97717499798945; atr_value:16.35421311596049; boll_up:2436.1310637227957; boll_down:2226.823380721649; intra_trade_high:2384.26; long_stop:2300.5356098034817; intra_trade_low:2372.12; short_stop:2307.038552182302; close:2379.38
2024-01-31 05:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2au2fbj3kn-00154] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2307.058092]
2024-01-31 06:00:00+08:00 [DEBUG] pos:1.0; cci_value:41.9406837851642; atr_value:16.517104077776036; boll_up:2440.542771571093; boll_down:2228.417228428907; intra_trade_high:2392.1; long_stop:2307.0580917970055; intra_trade_low:2369.1; short_stop:2307.038552182302; close:2364.28
2024-01-31 06:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1rup95jsj4-00155] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2306.211059]
2024-01-31 07:00:00+08:00 [DEBUG] pos:1.0; cci_value:-39.13231125366609; atr_value:16.830804942659732; boll_up:2439.7358013349854; boll_down:2233.3808653316814; intra_trade_high:2392.1; long_stop:2306.2110587955644; intra_trade_low:2363.4; short_stop:2307.038552182302; close:2341.66
2024-01-31 07:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1a9ikbsg9k-00156] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2304.579814]
2024-01-31 08:00:00+08:00 [DEBUG] pos:1.0; cci_value:-101.65269282965649; atr_value:16.962587762856696; boll_up:2438.00222743494; boll_down:2239.1222170095048; intra_trade_high:2392.1; long_stop:2304.5798142981694; intra_trade_low:2335.59; short_stop:2307.038552182302; close:2339.25
2024-01-31 08:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-246g8co44v-00157] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2303.894544]
2024-01-31 09:00:00+08:00 [DEBUG] pos:1.0; cci_value:-135.49047394111096; atr_value:17.11543346900921; boll_up:2436.297315933716; boll_down:2243.4460173996176; intra_trade_high:2392.1; long_stop:2303.894543633145; intra_trade_low:2330.01; short_stop:2307.038552182302; close:2331.5
2024-01-31 09:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1tcxvja13j-00158] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2303.099746]
2024-01-31 10:00:00+08:00 [DEBUG] pos:1.0; cci_value:-103.72876571516693; atr_value:16.895557563239365; boll_up:2434.2347133827902; boll_down:2248.8686199505432; intra_trade_high:2392.1; long_stop:2303.099745961152; intra_trade_low:2325.6; short_stop:2307.038552182302; close:2337.61
2024-01-31 10:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2b5c8j226m-00159] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2304.243101]
2024-01-31 11:00:00+08:00 [DEBUG] pos:1.0; cci_value:-61.14114571435566; atr_value:16.62791041279482; boll_up:2430.918778171146; boll_down:2256.4878884955206; intra_trade_high:2392.1; long_stop:2304.2431006711554; intra_trade_low:2326.32; short_stop:2307.038552182302; close:2342.22
2024-01-31 11:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1q1orf26ce-00160] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2305.634866]
2024-01-31 12:00:00+08:00 [DEBUG] pos:1.0; cci_value:-52.875251360769575; atr_value:16.444048435352503; boll_up:2428.925901385663; boll_down:2261.5752097254485; intra_trade_high:2392.1; long_stop:2305.6348658534666; intra_trade_low:2337.5; short_stop:2307.038552182302; close:2341.49
2024-01-31 12:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1bifa5ohmv-00161] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2306.590948]
2024-01-31 13:00:00+08:00 [DEBUG] pos:1.0; cci_value:-51.58352338566284; atr_value:16.34290396631216; boll_up:2426.2560259619067; boll_down:2267.0806407047594; intra_trade_high:2392.1; long_stop:2306.590948136167; intra_trade_low:2335.53; short_stop:2307.038552182302; close:2338.36
2024-01-31 13:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1g5suei26d-00162] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2307.116899]
2024-01-31 14:00:00+08:00 [DEBUG] pos:1.0; cci_value:-66.58940557245919; atr_value:16.29201315288213; boll_up:2421.3186139433924; boll_down:2274.9091638343857; intra_trade_high:2392.1; long_stop:2307.1168993751767; intra_trade_low:2333.72; short_stop:2307.038552182302; close:2331.22
2024-01-31 14:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-139kfhsj56-00163] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2307.381532]
2024-01-31 15:00:00+08:00 [DEBUG] pos:1.0; cci_value:-49.197857507448404; atr_value:16.319059364803376; boll_up:2414.422682160565; boll_down:2285.740651172769; intra_trade_high:2392.1; long_stop:2307.3815316050127; intra_trade_low:2330.0; short_stop:2307.038552182302; close:2340.01
2024-01-31 15:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2bsj41ijo9-00164] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2307.240891]
2024-01-31 16:00:00+08:00 [DEBUG] pos:1.0; cci_value:2.3971957878823518; atr_value:16.10581505855611; boll_up:2409.1363021940538; boll_down:2293.8370311392805; intra_trade_high:2392.1; long_stop:2307.240891303022; intra_trade_low:2328.5; short_stop:2307.038552182302; close:2338.3
2024-01-31 16:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-251w7wszu2-00165] (OrderType.STOP & SELL)  created, [quantity 1.0] [price 2308.349762]
2024-01-31 17:00:00+08:00 [INFO] (ETHUSDT|BYBIT|NET) - CLOSE SELL order [number aio-1706959378-251w7wszu2-00165] executed [quantity 1.0] [price $2308.349762] [Cost $461.669952] [Commission: $1.26959237] [Available balance: $99298.60531407] [Position: #1.0] [Gross P&L: $-19.922224] [Net P&L: $-21.191816] 
2024-01-31 17:00:00+08:00 [INFO] ========> Trade closed, pnl: -19.922224
2024-01-31 17:00:00+08:00 [DEBUG] pos:0.0; cci_value:-264.7870215963494; atr_value:16.7036412451284; boll_up:2415.495151597332; boll_down:2284.1181817360007; intra_trade_high:2392.1; long_stop:2308.3497616955083; intra_trade_low:2334.46; short_stop:2307.038552182302; close:2310.0
2024-01-31 17:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-21e2c3n59p-00166] (STOP & SELL)  created, [quantity 1.0] [price 2284.118182]
2024-01-31 18:00:00+08:00 [INFO] (ETHUSDT|BYBIT|NET) - OPEN SELL order [number aio-1706959378-21e2c3n59p-00166] executed [quantity 1.0] [price $2284.118182] [Cost $456.823636] [Commission: $1.256265] [Available balance: $99763.00344607] [Position: #0.0] [Gross P&L: $0] [Net P&L: $-1.256265] 
2024-01-31 18:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-254.1919257061755; atr_value:17.20721395611279; boll_up:2427.158137221063; boll_down:2262.8007516678254; intra_trade_high:2338.64; long_stop:2308.3497616955083; intra_trade_low:2306.8; short_stop:2307.038552182302; close:2282.1
2024-01-31 18:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2h48by7ago-00167] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2368.807513]
2024-01-31 19:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-148.3167528168333; atr_value:17.471065897459955; boll_up:2428.154502771993; boll_down:2253.916608339119; intra_trade_high:2312.58; long_stop:2308.3497616955083; intra_trade_low:2279.33; short_stop:2368.8075125717864; close:2298.34
2024-01-31 19:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2627uj63q6-00168] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2369.289543]
2024-01-31 20:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-80.94404427201138; atr_value:17.294533144849805; boll_up:2423.6691411943752; boll_down:2250.310858805626; intra_trade_high:2298.85; long_stop:2308.3497616955083; intra_trade_low:2278.44; short_stop:2369.289542666792; close:2303.42
2024-01-31 20:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-17onhnph15-00169] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2368.371572]
2024-01-31 21:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-42.81300536751292; atr_value:17.43621640862589; boll_up:2416.6239979563907; boll_down:2250.3604464880536; intra_trade_high:2305.78; long_stop:2308.3497616955083; intra_trade_low:2278.44; short_stop:2368.371572353219; close:2311.21
2024-01-31 21:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2dimx9vf29-00170] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2369.108325]
2024-01-31 22:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-43.935659962369314; atr_value:17.431318736305023; boll_up:2408.9139330181533; boll_down:2250.6871780929587; intra_trade_high:2317.4; long_stop:2308.3497616955083; intra_trade_low:2278.44; short_stop:2369.108325324855; close:2306.06
2024-01-31 22:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2ckxrnwyc3-00171] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2369.082858]
2024-01-31 23:00:00+08:00 [DEBUG] pos:-1.0; cci_value:12.102133613150281; atr_value:18.245103974285595; boll_up:2394.6926658794146; boll_down:2259.2173341205853; intra_trade_high:2313.75; long_stop:2308.3497616955083; intra_trade_low:2278.44; short_stop:2369.082857428786; close:2328.16
2024-01-31 23:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1f8uxvrct7-00172] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2373.314541]
2024-02-01 00:00:00+08:00 [DEBUG] pos:-1.0; cci_value:103.67903865506263; atr_value:18.069466154950636; boll_up:2388.199726826086; boll_down:2263.54582872947; intra_trade_high:2332.87; long_stop:2308.3497616955083; intra_trade_low:2278.44; short_stop:2373.314540666285; close:2344.8
2024-02-01 00:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-18qno9szei-00173] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2372.401224]
2024-02-01 01:00:00+08:00 [DEBUG] pos:-1.0; cci_value:120.32850732367999; atr_value:17.538289650672183; boll_up:2389.1846116898655; boll_down:2263.0220549768014; intra_trade_high:2346.4; long_stop:2308.3497616955083; intra_trade_low:2278.44; short_stop:2372.401224005743; close:2345.81
2024-02-01 01:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2jh992sgfq-00174] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2369.639106]
2024-02-01 02:00:00+08:00 [DEBUG] pos:-1.0; cci_value:91.99382821875763; atr_value:17.527638914214883; boll_up:2388.366789051535; boll_down:2263.293210948465; intra_trade_high:2349.67; long_stop:2308.3497616955083; intra_trade_low:2278.44; short_stop:2369.6391061834956; close:2334.33
2024-02-01 02:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1k1zht9ftk-00175] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2369.583722]
2024-02-01 03:00:00+08:00 [DEBUG] pos:-1.0; cci_value:32.62770140919071; atr_value:18.063092920451545; boll_up:2387.7315511302654; boll_down:2262.911782203068; intra_trade_high:2347.34; long_stop:2308.3497616955083; intra_trade_low:2278.44; short_stop:2369.5837223539174; close:2322.35
2024-02-01 03:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-284fzjhok3-00176] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2372.368083]
2024-02-01 04:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-79.92442271357156; atr_value:18.822651043029605; boll_up:2390.9246024350764; boll_down:2254.0065086760346; intra_trade_high:2341.76; long_stop:2308.3497616955083; intra_trade_low:2278.44; short_stop:2372.368083186348; close:2286.2
2024-02-01 04:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-11qqo49d6j-00177] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2376.317786]
2024-02-01 05:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-151.86953531781344; atr_value:19.262297860357144; boll_up:2393.6876559490242; boll_down:2244.021232939864; intra_trade_high:2323.8; long_stop:2308.3497616955083; intra_trade_low:2278.44; short_stop:2376.317785423754; close:2277.22
2024-02-01 05:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1g98pfoxg3-00178] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2361.163949]
2024-02-01 06:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-117.47110494683297; atr_value:19.364772324640747; boll_up:2392.7888259532383; boll_down:2238.478951824539; intra_trade_high:2290.68; long_stop:2308.3497616955083; intra_trade_low:2261.0; short_stop:2361.163948873857; close:2283.52
2024-02-01 06:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-258jopp25c-00179] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2361.696816]
2024-02-01 07:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-83.36109625327909; atr_value:18.951220803484993; boll_up:2391.499424902353; boll_down:2233.4839084309806; intra_trade_high:2286.01; long_stop:2308.3497616955083; intra_trade_low:2261.0; short_stop:2361.696816088132; close:2281.8
2024-02-01 07:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-268maggia3-00180] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2359.546348]
2024-02-01 08:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-74.90320695448976; atr_value:19.084009348293332; boll_up:2390.529573402508; boll_down:2228.999315486382; intra_trade_high:2287.2; long_stop:2308.3497616955083; intra_trade_low:2261.0; short_stop:2359.546348178122; close:2282.13
2024-02-01 08:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2q4caokuv7-00181] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2360.236849]
2024-02-01 09:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-113.61402213185572; atr_value:20.04207045469436; boll_up:2396.0474710767994; boll_down:2212.7980844787553; intra_trade_high:2288.55; long_stop:2308.3497616955083; intra_trade_low:2261.0; short_stop:2360.2368486111254; close:2243.86
2024-02-01 09:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1b5bmuvra1-00182] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2340.858766]
2024-02-01 10:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-100.74454180673555; atr_value:19.873753633158042; boll_up:2393.5713888382575; boll_down:2206.4797222728525; intra_trade_high:2283.18; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2340.8587663644107; close:2259.15
2024-02-01 10:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2evp2xmgqu-00183] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2339.983519]
2024-02-01 11:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-83.44642784045658; atr_value:19.503745897467937; boll_up:2396.1517840853735; boll_down:2197.9037714701813; intra_trade_high:2259.2; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2339.9835188924217; close:2256.04
2024-02-01 11:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2j31k6dvmr-00184] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2338.059479]
2024-02-01 12:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-69.7202481206102; atr_value:19.49412996257859; boll_up:2398.277303279995; boll_down:2193.4671411644495; intra_trade_high:2262.29; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2338.059478666833; close:2261.3
2024-02-01 12:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-21citucbh6-00185] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2338.009476]
2024-02-01 13:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-29.6106458118675; atr_value:19.26441880077025; boll_up:2398.9065851038563; boll_down:2189.381192673922; intra_trade_high:2266.66; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2338.0094758054083; close:2267.23
2024-02-01 13:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-11458uaw3i-00186] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2336.814978]
2024-02-01 14:00:00+08:00 [DEBUG] pos:-1.0; cci_value:21.897091722597107; atr_value:18.980524856287012; boll_up:2398.139734586275; boll_down:2186.8069320803916; intra_trade_high:2267.48; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2336.814977764005; close:2273.35
2024-02-01 14:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2idwfnmika-00187] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2335.338729]
2024-02-01 15:00:00+08:00 [DEBUG] pos:-1.0; cci_value:35.197639706823395; atr_value:18.724949847274527; boll_up:2395.9746622800935; boll_down:2184.490893275462; intra_trade_high:2273.36; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2335.3387292526922; close:2270.88
2024-02-01 15:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2h1q735s6f-00188] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2334.009739]
2024-02-01 16:00:00+08:00 [DEBUG] pos:-1.0; cci_value:23.26489207339708; atr_value:18.46229560034317; boll_up:2394.1703148184824; boll_down:2182.4263518481857; intra_trade_high:2276.79; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2334.0097392058274; close:2271.24
2024-02-01 16:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1zcns3mow6-00189] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2332.643937]
2024-02-01 17:00:00+08:00 [DEBUG] pos:-1.0; cci_value:30.71340713406952; atr_value:18.338229795574662; boll_up:2386.6341367158966; boll_down:2183.134752172995; intra_trade_high:2272.68; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2332.6439371217843; close:2266.71
2024-02-01 17:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1ttt3pydsw-00190] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2331.998795]
2024-02-01 18:00:00+08:00 [DEBUG] pos:-1.0; cci_value:57.6476693384995; atr_value:18.35388436810827; boll_up:2370.2293794033076; boll_down:2190.8483983744736; intra_trade_high:2274.89; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2331.998794936988; close:2266.58
2024-02-01 18:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-27wzis4c3b-00191] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2332.080199]
2024-02-01 19:00:00+08:00 [DEBUG] pos:-1.0; cci_value:20.502258723421335; atr_value:18.106962383900136; boll_up:2348.3662422653474; boll_down:2203.7448688457657; intra_trade_high:2277.32; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2332.080198714163; close:2265.11
2024-02-01 19:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1w4mmtcr24-00192] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2330.796204]
2024-02-01 20:00:00+08:00 [DEBUG] pos:-1.0; cci_value:25.594970812748226; atr_value:18.12733511735831; boll_up:2326.542855843525; boll_down:2218.368255267588; intra_trade_high:2271.99; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2330.7962043962807; close:2269.53
2024-02-01 20:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1nk3he1tge-00193] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2330.902143]
2024-02-01 21:00:00+08:00 [DEBUG] pos:-1.0; cci_value:47.36113618583317; atr_value:17.734193906260966; boll_up:2304.743368052209; boll_down:2234.479965281127; intra_trade_high:2273.69; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2330.902142610263; close:2271.16
2024-02-01 21:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1f1pqqfmvh-00194] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2328.857808]
2024-02-01 22:00:00+08:00 [DEBUG] pos:-1.0; cci_value:307.55064456720686; atr_value:18.265112909383546; boll_up:2308.815736974213; boll_down:2231.476485248012; intra_trade_high:2276.66; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2328.8578083125567; close:2295.82
2024-02-01 22:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1gctg9i1j4-00195] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2331.618587]
2024-02-01 23:00:00+08:00 [DEBUG] pos:-1.0; cci_value:188.16623383189824; atr_value:18.413770857846185; boll_up:2311.375598233494; boll_down:2230.0599573220625; intra_trade_high:2303.03; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2331.6185871287944; close:2287.51
2024-02-01 23:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-146zwd9191-00196] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2332.391609]
2024-02-02 00:00:00+08:00 [DEBUG] pos:-1.0; cci_value:65.7057174842071; atr_value:18.238153886158834; boll_up:2313.659598966412; boll_down:2228.6015121447026; intra_trade_high:2307.89; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2332.3916084608; close:2290.95
2024-02-02 00:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2dwpai1oxy-00197] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2331.4784]
2024-02-02 01:00:00+08:00 [DEBUG] pos:-1.0; cci_value:142.21837157425549; atr_value:18.106390706817134; boll_up:2321.40921451306; boll_down:2223.3030077091635; intra_trade_high:2292.65; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2331.478400208026; close:2303.86
2024-02-02 01:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2qj7mby7x3-00198] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2330.793232]
2024-02-02 02:00:00+08:00 [DEBUG] pos:-1.0; cci_value:91.05867855459869; atr_value:18.081679858060475; boll_up:2324.6411684170653; boll_down:2221.4721649162693; intra_trade_high:2311.96; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2330.793231675449; close:2294.74
2024-02-02 02:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1ogumo2jqm-00199] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2330.664735]
2024-02-02 03:00:00+08:00 [DEBUG] pos:-1.0; cci_value:86.47466666666456; atr_value:18.13163887312771; boll_up:2327.1615353498505; boll_down:2225.5729090945947; intra_trade_high:2306.95; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2330.6647352619143; close:2303.45
2024-02-02 03:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1mxyw88muo-00200] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2330.924522]
2024-02-02 04:00:00+08:00 [DEBUG] pos:-1.0; cci_value:67.385965498921; atr_value:18.066550262823867; boll_up:2329.7849521364615; boll_down:2227.2339367524282; intra_trade_high:2308.2; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2330.924522140264; close:2297.71
2024-02-02 04:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1ckfkka5up-00201] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2330.586061]
2024-02-02 05:00:00+08:00 [DEBUG] pos:-1.0; cci_value:75.52648345214723; atr_value:18.0521761632663; boll_up:2332.207478109944; boll_down:2230.0247441122788; intra_trade_high:2305.41; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2330.586061366684; close:2302.96
2024-02-02 05:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2fr4tu97ga-00202] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2330.511316]
2024-02-02 06:00:00+08:00 [DEBUG] pos:-1.0; cci_value:13.4137322263562; atr_value:18.03020954910789; boll_up:2332.5943001239098; boll_down:2233.482366542757; intra_trade_high:2308.61; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2330.5113160489846; close:2295.9
2024-02-02 06:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2rk64fi4hi-00203] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2330.39709]
2024-02-02 07:00:00+08:00 [DEBUG] pos:-1.0; cci_value:49.11661107530098; atr_value:17.809226899259734; boll_up:2334.961853479342; boll_down:2235.0425909651026; intra_trade_high:2303.49; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2330.397089655361; close:2302.58
2024-02-02 07:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2673wmjkm4-00204] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2329.24798]
2024-02-02 08:00:00+08:00 [DEBUG] pos:-1.0; cci_value:160.63767458561995; atr_value:17.69989322245165; boll_up:2339.4079313390616; boll_down:2234.6065131053815; intra_trade_high:2303.36; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2329.2479798761506; close:2309.44
2024-02-02 08:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-13ps2tak4h-00205] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2328.679445]
2024-02-02 09:00:00+08:00 [DEBUG] pos:-1.0; cci_value:126.08058608058406; atr_value:17.469126600424513; boll_up:2341.3992258560324; boll_down:2236.450774143969; intra_trade_high:2319.99; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2328.6794447567486; close:2305.4
2024-02-02 09:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1d8y8ky598-00206] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2327.479458]
2024-02-02 10:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-1.6743946419360616; atr_value:17.18492618718727; boll_up:2341.7033942787834; boll_down:2239.4477168323288; intra_trade_high:2316.58; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2327.4794583222074; close:2300.95
2024-02-02 10:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2rr2ehwnbd-00207] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2326.001616]
2024-02-02 11:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-4.216117065682674; atr_value:16.8726885827632; boll_up:2340.0585174448083; boll_down:2244.8148158885256; intra_trade_high:2306.64; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2326.001616173374; close:2300.21
2024-02-02 11:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2myioot3at-00208] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2324.377981]
2024-02-02 12:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-63.6829213983491; atr_value:16.82368138318874; boll_up:2336.7743990589115; boll_down:2251.4789342744225; intra_trade_high:2304.12; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2324.3779806303687; close:2297.0
2024-02-02 12:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1fxygka3y5-00209] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2324.123143]
2024-02-02 13:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-8.69096734861777; atr_value:16.793299941429023; boll_up:2332.0287138363433; boll_down:2260.4690639414353; intra_trade_high:2303.79; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2324.123143192581; close:2303.31
2024-02-02 13:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1ezdpwid8t-00210] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2323.96516]
2024-02-02 14:00:00+08:00 [DEBUG] pos:-1.0; cci_value:95.93107829691182; atr_value:16.722147090785896; boll_up:2327.836884358303; boll_down:2269.003115641697; intra_trade_high:2305.68; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2323.965159695431; close:2308.61
2024-02-02 14:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1bxd38i3jj-00211] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2323.595165]
2024-02-02 15:00:00+08:00 [DEBUG] pos:-1.0; cci_value:119.8360611094441; atr_value:16.712479204920868; boll_up:2321.8762518590506; boll_down:2279.5137481409506; intra_trade_high:2312.8; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2323.5951648720866; close:2312.11
2024-02-02 15:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1pf2kkn2kc-00212] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2323.544892]
2024-02-02 16:00:00+08:00 [DEBUG] pos:-1.0; cci_value:57.16243331865862; atr_value:16.575436673941535; boll_up:2323.2431163492147; boll_down:2279.6513280952313; intra_trade_high:2318.86; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2323.5448918655884; close:2309.36
2024-02-02 16:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-22erpda6t3-00213] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2322.832271]
2024-02-02 17:00:00+08:00 [DEBUG] pos:-1.0; cci_value:48.35705943625223; atr_value:16.402365517178268; boll_up:2321.7788402111037; boll_down:2283.456715344453; intra_trade_high:2313.54; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2322.832270704496; close:2308.58
2024-02-02 17:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1mdo8f1g2z-00214] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2321.932301]
2024-02-02 18:00:00+08:00 [DEBUG] pos:-1.0; cci_value:46.22949067393326; atr_value:15.932564557967508; boll_up:2321.3206872955484; boll_down:2286.1315349266774; intra_trade_high:2312.43; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2321.932300689327; close:2310.9
2024-02-02 18:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-26r1k1axwt-00215] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2319.489336]
2024-02-02 19:00:00+08:00 [DEBUG] pos:-1.0; cci_value:115.60864222615362; atr_value:15.510779992370411; boll_up:2324.879292069262; boll_down:2284.036263486297; intra_trade_high:2312.14; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2319.4893357014307; close:2317.03
2024-02-02 19:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1nfamuqitd-00216] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2317.296056]
2024-02-02 20:00:00+08:00 [INFO] (ETHUSDT|BYBIT|NET) - CLOSE BUY order [number aio-1706959378-1nfamuqitd-00216] executed [quantity 1.0] [price $2317.296056] [Cost $463.459211] [Commission: $1.27451283] [Available balance: $99271.72742324] [Position: #-1.0] [Gross P&L: $-33.177874] [Net P&L: $-34.452387] 
2024-02-02 20:00:00+08:00 [INFO] ========> Trade closed, pnl: -33.177874
2024-02-02 20:00:00+08:00 [DEBUG] pos:0.0; cci_value:126.96536233596649; atr_value:15.37413680116984; boll_up:2325.3771207358795; boll_down:2285.6117681530113; intra_trade_high:2318.46; long_stop:2308.3497616955083; intra_trade_low:2236.64; short_stop:2317.296055960326; close:2313.4
2024-02-02 20:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1m67pejmq8-00217] (STOP & BUY)  created, [quantity 1.0] [price 2325.377121]
2024-02-02 21:00:00+08:00 [DEBUG] pos:0.0; cci_value:-132.46027865508816; atr_value:15.920332199889966; boll_up:2327.644107531281; boll_down:2281.963670246498; intra_trade_high:2324.22; long_stop:2308.3497616955083; intra_trade_low:2312.08; short_stop:2317.296055960326; close:2291.02
2024-02-02 21:00:00+08:00 [INFO] Order for ETHUSDT [number aio-1706959378-1utkbd91sy-00218] (STOP & SELL)  created, [quantity 1.0] [price 2281.96367]
2024-02-02 22:00:00+08:00 [INFO] (ETHUSDT|BYBIT|NET) - OPEN SELL order [number aio-1706959378-1utkbd91sy-00218] executed [quantity 1.0] [price $2281.963670] [Cost $456.392734] [Commission: $1.25508002] [Available balance: $99727.29597922] [Position: #0.0] [Gross P&L: $0] [Net P&L: $-1.25508] 
2024-02-02 22:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-179.48500162795807; atr_value:15.929813129210029; boll_up:2329.0273651054094; boll_down:2279.8748571168144; intra_trade_high:2314.53; long_stop:2308.3497616955083; intra_trade_low:2287.16; short_stop:2317.296055960326; close:2291.36
2024-02-02 22:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2knggcej57-00219] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2363.565028]
2024-02-02 23:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-6.895942713097417; atr_value:16.332117540551273; boll_up:2330.4467882138338; boll_down:2279.5809895639454; intra_trade_high:2297.33; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2363.565028271892; close:2313.09
2024-02-02 23:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2cv5rnij49-00220] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2365.657011]
2024-02-03 00:00:00+08:00 [DEBUG] pos:-1.0; cci_value:21.1992827787566; atr_value:16.143512796558895; boll_up:2329.8055943046306; boll_down:2281.188850139814; intra_trade_high:2316.92; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2365.6570112108666; close:2304.6
2024-02-03 00:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2qks6xnbnw-00221] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2364.676267]
2024-02-03 01:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-89.91314084190218; atr_value:16.25911319327505; boll_up:2331.39199294235; boll_down:2278.4035626132054; intra_trade_high:2323.0; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2364.676266542106; close:2291.79
2024-02-03 01:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1dvm7uw3km-00222] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2365.277389]
2024-02-03 02:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-106.97037508915734; atr_value:16.14635054645007; boll_up:2331.697175841293; boll_down:2276.2917130475953; intra_trade_high:2310.56; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2365.2773886050304; close:2293.18
2024-02-03 02:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1d9upoi5m9-00223] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2364.691023]
2024-02-03 03:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-43.421298895748734; atr_value:15.910235849319902; boll_up:2331.5403735365617; boll_down:2275.8474042412163; intra_trade_high:2295.0; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2364.6910228415404; close:2299.99
2024-02-03 03:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-28s41vieg2-00224] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2363.463227]
2024-02-03 04:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-35.016543903696416; atr_value:15.376256181512794; boll_up:2331.7850427595376; boll_down:2275.1094016849083; intra_trade_high:2300.89; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2363.4632264164634; close:2296.51
2024-02-03 04:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-292i7osbeh-00225] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2360.686532]
2024-02-03 05:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-30.633469042599977; atr_value:14.658742251708652; boll_up:2332.159277596698; boll_down:2274.1573890699688; intra_trade_high:2302.35; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2360.6865321438663; close:2295.01
2024-02-03 05:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-2ks12mu9df-00226] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2356.95546]
2024-02-03 06:00:00+08:00 [DEBUG] pos:-1.0; cci_value:71.86570255715016; atr_value:14.407271352074552; boll_up:2332.479131909501; boll_down:2275.017534757166; intra_trade_high:2300.78; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2356.955459708885; close:2307.62
2024-02-03 06:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1uj1c8g26w-00227] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2355.647811]
2024-02-03 07:00:00+08:00 [DEBUG] pos:-1.0; cci_value:86.13267494400797; atr_value:14.017222334559428; boll_up:2332.9039208539284; boll_down:2275.0971902571832; intra_trade_high:2308.94; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2355.6478110307876; close:2307.85
2024-02-03 07:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-1o94d1ewnf-00228] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2353.619556]
2024-02-03 08:00:00+08:00 [DEBUG] pos:-1.0; cci_value:122.73530999311436; atr_value:14.14964646740859; boll_up:2333.7606617233414; boll_down:2274.713782721102; intra_trade_high:2308.71; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2353.619556139709; close:2312.87
2024-02-03 08:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-16s8r3fcq6-00229] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2354.308162]
2024-02-03 09:00:00+08:00 [DEBUG] pos:-1.0; cci_value:166.4052692983694; atr_value:14.152440460063103; boll_up:2338.059542876154; boll_down:2271.821568234957; intra_trade_high:2320.0; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2354.308161630525; close:2324.77
2024-02-03 09:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959378-17gqsajq2n-00230] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2354.32269]
2024-02-03 10:00:00+08:00 [DEBUG] pos:-1.0; cci_value:126.24535315985166; atr_value:13.407596988167658; boll_up:2341.064050832524; boll_down:2270.1726158341426; intra_trade_high:2329.0; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2354.3226903923282; close:2321.56
2024-02-03 10:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959379-1gmvhb6am8-00231] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2350.449504]
2024-02-03 11:00:00+08:00 [DEBUG] pos:-1.0; cci_value:96.06581022002538; atr_value:13.078835363900714; boll_up:2343.4399597635816; boll_down:2269.0855957919734; intra_trade_high:2326.0; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2350.449504338472; close:2320.18
2024-02-03 11:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959379-1f9aj8z5n7-00232] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2348.739944]
2024-02-03 12:00:00+08:00 [DEBUG] pos:-1.0; cci_value:75.44004400439871; atr_value:12.9038678436977; boll_up:2345.3244303600363; boll_down:2268.2122363066296; intra_trade_high:2325.0; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2348.739943892284; close:2320.0
2024-02-03 12:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959379-1skedgzpk9-00233] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2347.830113]
2024-02-03 13:00:00+08:00 [DEBUG] pos:-1.0; cci_value:70.54986428508796; atr_value:12.57163819888799; boll_up:2346.9325214788378; boll_down:2267.2663674100504; intra_trade_high:2324.12; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2347.8301127872282; close:2322.99
2024-02-03 13:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959379-1xpgnreqyi-00234] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2346.102519]
2024-02-03 14:00:00+08:00 [DEBUG] pos:-1.0; cci_value:38.819098336404515; atr_value:12.502189132563354; boll_up:2348.203858316286; boll_down:2266.690586128159; intra_trade_high:2324.23; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2346.1025186342176; close:2319.66
2024-02-03 14:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959379-1994h5exgn-00235] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2345.741384]
2024-02-03 15:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-18.908474308923484; atr_value:12.467158167864934; boll_up:2347.249574353175; boll_down:2270.065981202381; intra_trade_high:2323.0; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2345.7413834893296; close:2312.81
2024-02-03 15:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959379-2ajmmh2g39-00236] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2345.559223]
2024-02-03 16:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-106.48831405801066; atr_value:12.476000138273388; boll_up:2345.4488951069197; boll_down:2273.6299937819695; intra_trade_high:2320.2; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2345.5592224728975; close:2307.23
2024-02-03 16:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959379-25yrfv4tqs-00237] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2345.605201]
2024-02-03 17:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-88.93002478352757; atr_value:12.433692938574895; boll_up:2345.54158381605; boll_down:2273.6195272950604; intra_trade_high:2314.94; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2345.6052007190215; close:2313.83
2024-02-03 17:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959379-1p93bvdx5j-00238] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2345.385203]
2024-02-03 18:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-84.25499691117813; atr_value:12.225357609524764; boll_up:2345.8302722573944; boll_down:2274.237505520384; intra_trade_high:2314.9; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2345.3852032805894; close:2312.76
2024-02-03 18:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959379-1z749uw3bg-00239] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2344.30186]
2024-02-03 19:00:00+08:00 [DEBUG] pos:-1.0; cci_value:-66.8419771122532; atr_value:11.896991490256815; boll_up:2343.6254861569923; boll_down:2278.655624954119; intra_trade_high:2313.83; long_stop:2308.3497616955083; intra_trade_low:2280.73; short_stop:2344.301859569529; close:2311.71
2024-02-03 19:00:00+08:00 [INFO] Stop Order for ETHUSDT [number aio-1706959379-1mjji459rq-00240] (OrderType.STOP & BUY)  created, [quantity 1.0] [price 2342.594356]
In [8]:
stats = mytest.ctx.statistic.stats(interval=interval)
stats['algorithm'] = ['Bollinger Band', 'CCI', 'ATR']
stats
Out[8]:
start                                                   2023-07-02 16:00:00+08:00
end                                                     2023-07-12 15:00:00+08:00
interval                                                                       1h
duration                                                          9 days 23:00:00
trading_instruments                                                     [ETHUSDT]
base_currency                                                                USDT
benchmark                                                                 BTCUSDT
beginning_balance                                                          100000
ending_balance                                                       99894.401360
available_balance                                                    99896.307034
holding_values                                                          -1.905680
capital                                                                    100000
additional_capitals                                                            {}
net_investment                                                         389.812000
total_net_profit                                                      -105.598640
total_commission                                                        10.409240
total_turnover                                                        4163.696690
profit_factor                                                            0.731528
return_on_capital                                                       -0.001056
return_on_initial_capital                                               -0.001056
return_on_investment                                                    -0.270896
annualized_return                                                       -0.037985
total_return                                                            -0.001056
max_return                                                               0.000396
min_return                                                              -0.001282
past_24hr_pnl                                                            7.090000
past_24hr_roi                                                            0.000071
past_24hr_apr                                                            0.025915
past_7d_roi                                                             -0.001105
past_14d_roi                                                            -0.001056
past_30d_roi                                                            -0.001056
past_90d_roi                                                            -0.001056
past_180d_roi                                                           -0.001056
past_1yr_roi                                                            -0.001056
trading_period                                   0 years 0 months 9 days 23 hours
avg_holding_period(hrs)                                                 25.400000
pct_time_in_market                                                       0.683333
number_trades                                                                  11
number_closed_trades                                                            5
number_winning_trades                                                           2
number_losing_trades                                                            3
number_liquidation_trades                                                       0
avg_daily_trades                                                         2.200000
avg_weekly_trades                                                        5.500000
avg_monthly_trades                                                      11.000000
win_ratio                                                                0.400000
loss_ratio                                                               0.600000
gross_trades_profit                                                      2.914400
gross_trades_loss                                                      -96.198100
gross_winning_trades_amount                                            760.877500
gross_losing_trades_amount                                            1131.666300
avg_winning_trades_pnl                                                   1.457200
avg_losing_trades_pnl                                                  -32.066033
payoff_ratio                                                            -0.045400
avg_winning_trades_amount                                              380.438750
avg_losing_trades_amount                                               253.625833
largest_profit_winning_trade                                             1.884300
largest_loss_losing_trade                                              -47.711600
avg_amount_per_closed_trade                                            378.508800
avg_pnl_per_trade($)                                                   -18.656700
avg_pnl_per_trade                                                       -0.000200
max_consecutive_win_trades                                                      1
max_consecutive_loss_trades                                                     2
expected_value                                                         -18.660000
standardized_expected_value                                             -4.900000
win_days                                                                        3
loss_days                                                                       4
max_win_in_day                                                           1.140000
max_loss_in_day                                                         -7.343300
max_consecutive_win_days                                                        2
max_consecutive_loss_days                                                       2
avg_daily_pnl($)                                                       -10.559900
avg_daily_pnl                                                           -0.000105
avg_weekly_pnl($)                                                      -52.799300
avg_weekly_pnl                                                          -0.000528
avg_monthly_pnl($)                                                           None
avg_monthly_pnl                                                              None
avg_quarterly_pnl($)                                                         None
avg_quarterly_pnl                                                            None
avg_annualy_pnl($)                                                           None
avg_annualy_pnl                                                              None
var                                                                      8.372900
risk_score                                                                      1
avg_daily_risk_score                                                     0.000000
avg_risk_score_past_7days                                                0.000000
monthly_avg_risk_score                               {'2023-07-12 15:00:00': 0.0}
frequently_traded               [{'symbol': 'ETHUSDT', 'asset_type': 'PERPETUA...
sharpe_ratio                                                            -8.830334
sortino_ratio                                                          -10.888068
annualized_volatility                                                    0.004515
omega_ratio                                                              0.723350
downside_risk                                                            0.003654
information_ratio                                                       -0.012806
beta                                                                    -0.001952
alpha                                                                   -0.038414
calmar_ratio                                                           -22.650566
tail_ratio                                                               0.875000
common_sense_ratio                                                       0.640087
skew                                                                    -0.891843
kurtosis                                                                 7.209939
stability_of_timeseries                                                  0.800757
max_drawdown                                                             0.001677
max_drawdown_period             (2023-07-05 20:00:00+08:00, 2023-07-11 19:00:0...
max_drawdown_duration                                             5 days 23:00:00
max_runup                                                                0.000226
max_runup_period                (2023-07-11 19:00:00+08:00, 2023-07-12 15:00:0...
max_runup_duration                                                0 days 20:00:00
sqn                                                                     -2.012721
rolling_sharpe                  {'2023-07-03 00:00:00': None, '2023-07-04 00:0...
monthly_changes                                      {'2023-07-12 15:00:00': 0.0}
daily_changes                   {'2023-07-03 00:00:00': 0.0, '2023-07-04 00:00...
positions                       [PositionData(symbol='ETHUSDT', code='ETHUSDT'...
trades                          [TradeData(order_id='aio-1689145288-1yfd4ub1am...
pnl                             [{'available_balance': 100000.0, 'holding_valu...
algorithm                                              [Bollinger Band, CCI, ATR]
Name: value, dtype: object
In [9]:
mytest.ctx.plot()
Loading BokehJS ... 
>>>> path:/Users/charon/Desktop/iTrade/doc_generator/sample/ipython/report.html | open_browser:None | IS_JUPYTER_NOTEBOOK:True
Loading BokehJS ...
In [ ]:
In [ ]: