Backtest (high-level API)¶
Tutorial for NautilusTrader a high-performance algorithmic trading platform and event driven backtester.
Overview¶
This tutorial walks through how to use a BacktestNode to backtest a simple EMA cross strategy
on a simulated FX ECN venue using historical quote tick data.
The following points will be covered:
- How to load raw data (external to Nautilus) into the data catalog
- How to set up configuration objects for a
BacktestNode - How to run backtests with a
BacktestNode
Prerequisites¶
- Python 3.11+ installed
- JupyterLab or similar installed (
pip install -U jupyterlab) - NautilusTrader latest release installed (
pip install -U nautilus_trader)
Imports¶
We'll start with all of our imports for the remainder of this tutorial.
In [1]:
import shutil
from decimal import Decimal
from pathlib import Path
import pandas as pd
from nautilus_trader.backtest.node import BacktestDataConfig
from nautilus_trader.backtest.node import BacktestEngineConfig
from nautilus_trader.backtest.node import BacktestNode
from nautilus_trader.backtest.node import BacktestRunConfig
from nautilus_trader.backtest.node import BacktestVenueConfig
from nautilus_trader.config import ImportableStrategyConfig
from nautilus_trader.core.datetime import dt_to_unix_nanos
from nautilus_trader.model import QuoteTick
from nautilus_trader.persistence.catalog import ParquetDataCatalog
from nautilus_trader.persistence.wranglers import QuoteTickDataWrangler
from nautilus_trader.test_kit.providers import CSVTickDataLoader
from nautilus_trader.test_kit.providers import TestInstrumentProvider
As a once off before we start the notebook - we need to download some sample data for backtesting.
For this example we will use FX data from histdata.com. Simply go to https://www.histdata.com/download-free-forex-historical-data/?/ascii/tick-data-quotes/ and select an FX pair, then select one or more months of data to download.
Example of dowloaded files:
DAT_ASCII_EURUSD_T_202410.csv(EUR\USD data for month 2024-10)DAT_ASCII_EURUSD_T_202411.csv(EUR\USD data for month 2024-11)
Once you have downloaded the data:
- copy files like above into one folder - for example:
~/Downloads/Data/(by default, it will use the usersDownloads/Data/directory.) - set the variable
DATA_DIRbelow to the directory containing the data.
In [2]:
DATA_DIR = "~/Downloads/Data/"
In [3]:
path = Path(DATA_DIR).expanduser()
raw_files = list(path.iterdir())
assert raw_files, f"Unable to find any histdata files in directory {path}"
raw_files
Out[3]:
[PosixPath('/Users/stesim/Downloads/Data/DAT_ASCII_EURUSD_T_202410.csv'),
PosixPath('/Users/stesim/Downloads/Data/DAT_ASCII_EURUSD_T_202411.csv')]
Loading data into the Parquet data catalog¶
The FX data from histdata is stored in CSV/text format, with fields timestamp, bid_price, ask_price.
Firstly, we need to load this raw data into a pandas.DataFrame which has a compatible schema for Nautilus quotes.
Then we can create Nautilus QuoteTick objects by processing the DataFrame with a QuoteTickDataWrangler.
In [4]:
# Here we just take the first data file found and load into a pandas DataFrame
df = CSVTickDataLoader.load(
file_path=raw_files[0], # Input 1st CSV file
index_col=0, # Use 1st column in data as index for dataframe
header=None, # There are no column names in CSV files
names=["timestamp", "bid_price", "ask_price", "volume"], # Specify names to individual columns
usecols=["timestamp", "bid_price", "ask_price"], # Read only these columns from CSV file into dataframe
parse_dates=["timestamp"], # Specify columns containing date/time
date_format="%Y%m%d %H%M%S%f", # Format for parsing datetime
)
# Let's make sure data are sorted by timestamp
df = df.sort_index()
# Preview of loaded dataframe
df.head(2)
Out[4]:
| bid_price | ask_price | |
|---|---|---|
| timestamp | ||
| 2024-10-01 00:00:00.121 | 1.11377 | 1.11379 |
| 2024-10-01 00:00:00.229 | 1.11377 | 1.11380 |
In [5]:
# Process quotes using a wrangler
EURUSD = TestInstrumentProvider.default_fx_ccy("EUR/USD")
wrangler = QuoteTickDataWrangler(EURUSD)
ticks = wrangler.process(df)
# Preview: see first 2 ticks
ticks[0:2]
Out[5]:
[QuoteTick(EUR/USD.SIM,1.11377,1.11379,1000000,1000000,1727740800121000000), QuoteTick(EUR/USD.SIM,1.11377,1.11380,1000000,1000000,1727740800229000000)]
See the Loading data guide for further details.
Next, we simply instantiate a ParquetDataCatalog (passing in a directory where to store the data, by default we will just use the current directory).
We can then write the instrument and tick data to the catalog, it should only take a couple of minutes to load the data (depending on how many months).
In [6]:
CATALOG_PATH = Path.cwd() / "catalog"
# Clear if it already exists, then create fresh
if CATALOG_PATH.exists():
shutil.rmtree(CATALOG_PATH)
CATALOG_PATH.mkdir(parents=True)
# Create a catalog instance
catalog = ParquetDataCatalog(CATALOG_PATH)
# Write instrument to the catalog
catalog.write_data([EURUSD])
# Write ticks to catalog
catalog.write_data(ticks)
Using the Data Catalog¶
Once data has been loaded into the catalog, the catalog instance can be used for loading data for backtests, or simply for research purposes.
It contains various methods to pull data from the catalog, such as .instruments(...) and quote_ticks(...) (shown below).
In [7]:
# Get list of all instruments in catalog
catalog.instruments()
Out[7]:
[CurrencyPair(id=EUR/USD.SIM, raw_symbol=EUR/USD, asset_class=FX, instrument_class=SPOT, quote_currency=USD, is_inverse=False, price_precision=5, price_increment=0.00001, size_precision=0, size_increment=1, multiplier=1, lot_size=1000, margin_init=0.03, margin_maint=0.03, maker_fee=0.00002, taker_fee=0.00002, info=None)]
In [8]:
# See 1st instrument from catalog
instrument = catalog.instruments()[0]
instrument
Out[8]:
CurrencyPair(id=EUR/USD.SIM, raw_symbol=EUR/USD, asset_class=FX, instrument_class=SPOT, quote_currency=USD, is_inverse=False, price_precision=5, price_increment=0.00001, size_precision=0, size_increment=1, multiplier=1, lot_size=1000, margin_init=0.03, margin_maint=0.03, maker_fee=0.00002, taker_fee=0.00002, info=None)
In [9]:
# Query quote-ticks from catalog
start = dt_to_unix_nanos(pd.Timestamp("2024-10-01", tz="UTC"))
end = dt_to_unix_nanos(pd.Timestamp("2024-10-15", tz="UTC"))
selected_quote_ticks = catalog.quote_ticks(instrument_ids=[EURUSD.id.value], start=start, end=end)
# Preview first
selected_quote_ticks[:2]
Out[9]:
[QuoteTick(EUR/USD.SIM,1.11377,1.11379,1000000,1000000,1727740800121000000), QuoteTick(EUR/USD.SIM,1.11377,1.11380,1000000,1000000,1727740800229000000)]
Add venues¶
In [10]:
venue_configs = [
BacktestVenueConfig(
name="SIM",
oms_type="HEDGING",
account_type="MARGIN",
base_currency="USD",
starting_balances=["1_000_000 USD"],
),
]
Add data¶
In [11]:
str(CATALOG_PATH)
Out[11]:
'/Users/stesim/MYDATA/Projects/IT/Nautilus Trading/repo_nautilus_trader/docs/getting_started/catalog'
In [12]:
data_configs = [
BacktestDataConfig(
catalog_path=str(CATALOG_PATH),
data_cls=QuoteTick,
instrument_id=instrument.id,
start_time=start,
end_time=end,
),
]
Add strategies¶
In [13]:
strategies = [
ImportableStrategyConfig(
strategy_path="nautilus_trader.examples.strategies.ema_cross:EMACross",
config_path="nautilus_trader.examples.strategies.ema_cross:EMACrossConfig",
config={
"instrument_id": instrument.id,
"bar_type": "EUR/USD.SIM-15-MINUTE-BID-INTERNAL",
"fast_ema_period": 10,
"slow_ema_period": 20,
"trade_size": Decimal(1_000_000),
},
),
]
Configure backtest¶
Nautilus uses a BacktestRunConfig object, which enables backtest configuration in one place. It is a Partialable object (which means it can be configured in stages); the benefits of which are reduced boilerplate code when creating multiple backtest runs (for example when doing some sort of grid search over parameters).
In [14]:
config = BacktestRunConfig(
engine=BacktestEngineConfig(strategies=strategies),
data=data_configs,
venues=venue_configs,
)
Run backtest¶
Now we can run the backtest node, which will simulate trading across the entire data stream.
In [15]:
node = BacktestNode(configs=[config])
results = node.run()
results
2024-12-25T08:19:56.172850001Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-12-25T08:19:56.172862001Z [INFO] BACKTESTER-001.BacktestEngine: NAUTILUS TRADER - Automated Algorithmic Trading Platform 2024-12-25T08:19:56.172863001Z [INFO] BACKTESTER-001.BacktestEngine: by Nautech Systems Pty Ltd. 2024-12-25T08:19:56.172864001Z [INFO] BACKTESTER-001.BacktestEngine: Copyright (C) 2015-2024. All rights reserved. 2024-12-25T08:19:56.172865001Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-12-25T08:19:56.172878001Z [INFO] BACKTESTER-001.BacktestEngine: 2024-12-25T08:19:56.172880001Z [INFO] BACKTESTER-001.BacktestEngine: ⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⣠⣴⣶⡟⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀ 2024-12-25T08:19:56.172882001Z [INFO] BACKTESTER-001.BacktestEngine: ⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⣰⣾⣿⣿⣿⠀⢸⣿⣿⣿⣿⣶⣶⣤⣀⠀⠀⠀⠀⠀ 2024-12-25T08:19:56.172883001Z [INFO] BACKTESTER-001.BacktestEngine: ⠀⠀⠀⠀⠀⠀⢀⣴⡇⢀⣾⣿⣿⣿⣿⣿⠀⣾⣿⣿⣿⣿⣿⣿⣿⠿⠓⠀⠀⠀⠀ 2024-12-25T08:19:56.172884001Z [INFO] BACKTESTER-001.BacktestEngine: ⠀⠀⠀⠀⠀⣰⣿⣿⡀⢸⣿⣿⣿⣿⣿⣿⠀⣿⣿⣿⣿⣿⣿⠟⠁⣠⣄⠀⠀⠀⠀ 2024-12-25T08:19:56.172884002Z [INFO] BACKTESTER-001.BacktestEngine: ⠀⠀⠀⠀⢠⣿⣿⣿⣇⠀⢿⣿⣿⣿⣿⣿⠀⢻⣿⣿⣿⡿⢃⣠⣾⣿⣿⣧⡀⠀⠀ 2024-12-25T08:19:56.172886001Z [INFO] BACKTESTER-001.BacktestEngine: ⠀⠀⠀⠠⣾⣿⣿⣿⣿⣿⣧⠈⠋⢀⣴⣧⠀⣿⡏⢠⡀⢸⣿⣿⣿⣿⣿⣿⣿⡇⠀ 2024-12-25T08:19:56.172887001Z [INFO] BACKTESTER-001.BacktestEngine: ⠀⠀⠀⣀⠙⢿⣿⣿⣿⣿⣿⠇⢠⣿⣿⣿⡄⠹⠃⠼⠃⠈⠉⠛⠛⠛⠛⠛⠻⠇⠀ 2024-12-25T08:19:56.172887002Z [INFO] BACKTESTER-001.BacktestEngine: ⠀⠀⢸⡟⢠⣤⠉⠛⠿⢿⣿⠀⢸⣿⡿⠋⣠⣤⣄⠀⣾⣿⣿⣶⣶⣶⣦⡄⠀⠀⠀ 2024-12-25T08:19:56.172888001Z [INFO] BACKTESTER-001.BacktestEngine: ⠀⠀⠸⠀⣾⠏⣸⣷⠂⣠⣤⠀⠘⢁⣴⣾⣿⣿⣿⡆⠘⣿⣿⣿⣿⣿⣿⠀⠀⠀⠀ 2024-12-25T08:19:56.172889001Z [INFO] BACKTESTER-001.BacktestEngine: ⠀⠀⠀⠀⠛⠀⣿⡟⠀⢻⣿⡄⠸⣿⣿⣿⣿⣿⣿⣿⡀⠘⣿⣿⣿⣿⠟⠀⠀⠀⠀ 2024-12-25T08:19:56.172890001Z [INFO] BACKTESTER-001.BacktestEngine: ⠀⠀⠀⠀⠀⠀⣿⠇⠀⠀⢻⡿⠀⠈⠻⣿⣿⣿⣿⣿⡇⠀⢹⣿⠿⠋⠀⠀⠀⠀⠀ 2024-12-25T08:19:56.172892001Z [INFO] BACKTESTER-001.BacktestEngine: ⠀⠀⠀⠀⠀⠀⠋⠀⠀⠀⡘⠁⠀⠀⠀⠀⠀⠀⠀⠀⠀⠀⠈⠁⠀⠀⠀⠀⠀⠀⠀ 2024-12-25T08:19:56.172892002Z [INFO] BACKTESTER-001.BacktestEngine: 2024-12-25T08:19:56.172893001Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-12-25T08:19:56.172894001Z [INFO] BACKTESTER-001.BacktestEngine: SYSTEM SPECIFICATION 2024-12-25T08:19:56.172895001Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-12-25T08:19:56.172896001Z [INFO] BACKTESTER-001.BacktestEngine: CPU architecture: Apple M1 Max 2024-12-25T08:19:56.172896002Z [INFO] BACKTESTER-001.BacktestEngine: CPU(s): 10 @ 3228 Mhz 2024-12-25T08:19:56.172897001Z [INFO] BACKTESTER-001.BacktestEngine: OS: kernel-24.1.0 MacOS 15.1.1 2024-12-25T08:19:56.179078001Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-12-25T08:19:56.179084001Z [INFO] BACKTESTER-001.BacktestEngine: MEMORY USAGE 2024-12-25T08:19:56.179085001Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-12-25T08:19:56.179086001Z [INFO] BACKTESTER-001.BacktestEngine: RAM-Total: 32.00 GiB 2024-12-25T08:19:56.179087001Z [INFO] BACKTESTER-001.BacktestEngine: RAM-Used: 16.73 GiB (52.27%) 2024-12-25T08:19:56.179088001Z [INFO] BACKTESTER-001.BacktestEngine: RAM-Avail: 15.27 GiB (47.73%) 2024-12-25T08:19:56.179089001Z [INFO] BACKTESTER-001.BacktestEngine: Swap-Total: 0.00 GiB 2024-12-25T08:19:56.179090001Z [INFO] BACKTESTER-001.BacktestEngine: Swap-Used: 0.00 GiB (NaN%) 2024-12-25T08:19:56.179091001Z [INFO] BACKTESTER-001.BacktestEngine: Swap-Avail: 0.00 GiB (NaN%) 2024-12-25T08:19:56.179258001Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-12-25T08:19:56.179261001Z [INFO] BACKTESTER-001.BacktestEngine: IDENTIFIERS 2024-12-25T08:19:56.179262001Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-12-25T08:19:56.179263001Z [INFO] BACKTESTER-001.BacktestEngine: trader_id: BACKTESTER-001 2024-12-25T08:19:56.179264001Z [INFO] BACKTESTER-001.BacktestEngine: machine_id: Stefans-MacBook-Pro.local 2024-12-25T08:19:56.179264002Z [INFO] BACKTESTER-001.BacktestEngine: instance_id: 6d313d15-bf5a-496a-8046-8083888df131 2024-12-25T08:19:56.179265001Z [INFO] BACKTESTER-001.BacktestEngine: PID: 16103 2024-12-25T08:19:56.179266001Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-12-25T08:19:56.179267001Z [INFO] BACKTESTER-001.BacktestEngine: VERSIONING 2024-12-25T08:19:56.179267002Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-12-25T08:19:56.179268001Z [INFO] BACKTESTER-001.BacktestEngine: nautilus_trader: 1.208.0 2024-12-25T08:19:56.179269001Z [INFO] BACKTESTER-001.BacktestEngine: python: 3.12.8 2024-12-25T08:19:56.179269002Z [INFO] BACKTESTER-001.BacktestEngine: numpy: 2.1.3 2024-12-25T08:19:56.179270001Z [INFO] BACKTESTER-001.BacktestEngine: pandas: 2.2.3 2024-12-25T08:19:56.179271001Z [INFO] BACKTESTER-001.BacktestEngine: msgspec: 0.18.6 2024-12-25T08:19:56.179272001Z [INFO] BACKTESTER-001.BacktestEngine: pyarrow: 18.1.0 2024-12-25T08:19:56.179272002Z [INFO] BACKTESTER-001.BacktestEngine: pytz: 2024.2 2024-12-25T08:19:56.179273001Z [INFO] BACKTESTER-001.BacktestEngine: uvloop: 0.21.0 2024-12-25T08:19:56.179274001Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-12-25T08:19:56.179596001Z [INFO] BACKTESTER-001.BacktestEngine: Building system kernel 2024-12-25T08:19:56.179599001Z [INFO] BACKTESTER-001.MessageBus: config.database=None 2024-12-25T08:19:56.179599002Z [INFO] BACKTESTER-001.MessageBus: config.encoding='msgpack' 2024-12-25T08:19:56.179600001Z [INFO] BACKTESTER-001.MessageBus: config.timestamps_as_iso8601=False 2024-12-25T08:19:56.179601001Z [INFO] BACKTESTER-001.MessageBus: config.buffer_interval_ms=None 2024-12-25T08:19:56.179602001Z [INFO] BACKTESTER-001.MessageBus: config.autotrim_mins=None 2024-12-25T08:19:56.179602002Z [INFO] BACKTESTER-001.MessageBus: config.use_trader_prefix=True 2024-12-25T08:19:56.179603001Z [INFO] BACKTESTER-001.MessageBus: config.use_trader_id=True 2024-12-25T08:19:56.179604001Z [INFO] BACKTESTER-001.MessageBus: config.use_instance_id=False 2024-12-25T08:19:56.179605001Z [INFO] BACKTESTER-001.MessageBus: config.streams_prefix='stream' 2024-12-25T08:19:56.179605002Z [INFO] BACKTESTER-001.MessageBus: config.types_filter=None 2024-12-25T08:19:56.179657001Z [INFO] BACKTESTER-001.Cache: READY 2024-12-25T08:19:56.180006001Z [INFO] BACKTESTER-001.DataEngine: READY 2024-12-25T08:19:56.180105001Z [INFO] BACKTESTER-001.RiskEngine: READY 2024-12-25T08:19:56.180122001Z [INFO] BACKTESTER-001.RiskEngine: TradingState is ACTIVE 2024-12-25T08:19:56.180181001Z [INFO] BACKTESTER-001.Throttler-ORDER_SUBMIT_THROTTLER: READY 2024-12-25T08:19:56.180182001Z [INFO] BACKTESTER-001.RiskEngine: Set MAX_ORDER_SUBMIT_RATE: 100/00:00:01 2024-12-25T08:19:56.180183001Z [INFO] BACKTESTER-001.Throttler-ORDER_MODIFY_THROTTLER: READY 2024-12-25T08:19:56.180190001Z [INFO] BACKTESTER-001.RiskEngine: Set MAX_ORDER_MODIFY_RATE: 100/00:00:01 2024-12-25T08:19:56.180247001Z [INFO] BACKTESTER-001.ExecEngine: READY 2024-12-25T08:19:56.180264001Z [INFO] BACKTESTER-001.ExecEngine: config.snapshot_orders=False 2024-12-25T08:19:56.180266001Z [INFO] BACKTESTER-001.ExecEngine: config.snapshot_positions=False 2024-12-25T08:19:56.180267001Z [INFO] BACKTESTER-001.ExecEngine: config.snapshot_positions_interval_secs=None 2024-12-25T08:19:56.180298001Z [INFO] BACKTESTER-001.Cache: Cached 0 general objects from database 2024-12-25T08:19:56.180300001Z [INFO] BACKTESTER-001.Cache: Cached 0 currencies from database 2024-12-25T08:19:56.180300002Z [INFO] BACKTESTER-001.Cache: Cached 0 instruments from database 2024-12-25T08:19:56.180301001Z [INFO] BACKTESTER-001.Cache: Cached 0 accounts from database 2024-12-25T08:19:56.180302001Z [INFO] BACKTESTER-001.Cache: Cached 0 orders from database 2024-12-25T08:19:56.180302002Z [INFO] BACKTESTER-001.Cache: Cached 0 order lists from database 2024-12-25T08:19:56.180303001Z [INFO] BACKTESTER-001.Cache: Cached 0 positions from database 2024-12-25T08:19:56.180304001Z [INFO] BACKTESTER-001.Cache: Checking data integrity 2024-12-25T08:19:56.180305001Z [INFO] BACKTESTER-001.Cache: Integrity check passed in 8μs 2024-12-25T08:19:56.180323001Z [INFO] BACKTESTER-001.ExecEngine: Loaded cache in 0ms 2024-12-25T08:19:56.180370001Z [INFO] BACKTESTER-001.OrderEmulator: READY 2024-12-25T08:19:56.180407001Z [INFO] BACKTESTER-001.BACKTESTER-001: READY 2024-12-25T08:19:56.185445001Z [INFO] BACKTESTER-001.EMACross: READY 2024-12-25T08:19:56.185534001Z [INFO] BACKTESTER-001.ExecEngine: Registered OMS.UNSPECIFIED for Strategy EMACross-000 2024-12-25T08:19:56.185535001Z [INFO] BACKTESTER-001.BACKTESTER-001: Registered Strategy EMACross-000 2024-12-25T08:19:56.185542001Z [INFO] BACKTESTER-001.BacktestEngine: Initialized in 29ms 2024-12-25T08:19:56.185624001Z [INFO] BACKTESTER-001.SimulatedExchange(SIM): OmsType=HEDGING 2024-12-25T08:19:56.185647001Z [INFO] BACKTESTER-001.ExecClient-SIM: READY 2024-12-25T08:19:56.185685001Z [INFO] BACKTESTER-001.SimulatedExchange(SIM): Registered ExecutionClient-SIM 2024-12-25T08:19:56.185690001Z [INFO] BACKTESTER-001.ExecEngine: Registered ExecutionClient-SIM 2024-12-25T08:19:56.185696001Z [INFO] BACKTESTER-001.BacktestEngine: Added SimulatedExchange(id=SIM, oms_type=HEDGING, account_type=MARGIN) 2024-12-25T08:19:56.199211001Z [INFO] BACKTESTER-001.DataClient-SIM: READY 2024-12-25T08:19:56.199217001Z [INFO] BACKTESTER-001.DataEngine: Registered SIM 2024-12-25T08:19:56.199353001Z [INFO] BACKTESTER-001.SimulatedExchange(SIM): Added instrument EUR/USD.SIM and created matching engine 2024-12-25T08:19:56.199355001Z [INFO] BACKTESTER-001.BacktestEngine: Added EUR/USD.SIM Instrument 2024-12-25T08:19:56.199401001Z [INFO] BACKTESTER-001.BacktestEngine: Reading <class 'nautilus_trader.model.data.QuoteTick'> data for instrument=EUR/USD.SIM. 2024-12-25T08:19:56.564418001Z [INFO] BACKTESTER-001.BacktestEngine: Read 819,933 events from parquet in 0 days 00:00:00.364979s 2024-12-25T08:19:56.624847001Z [INFO] BACKTESTER-001.BacktestEngine: Added 819_933 EUR/USD.SIM QuoteTick elements 2024-12-25T08:19:56.625099001Z [INFO] BACKTESTER-001.BacktestEngine: Engine load took 0 days 00:00:00.060699s 2024-12-25T08:19:56.625218001Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=True, balances=[AccountBalance(total=1_000_000.00 USD, locked=0.00 USD, free=1_000_000.00 USD)], margins=[], event_id=cf8f30a2-26db-4b98-942c-a3a3de106b40) 2024-12-25T08:19:56.625222001Z [INFO] BACKTESTER-001.BacktestEngine: STARTING 2024-12-25T08:19:56.625267001Z [INFO] BACKTESTER-001.DataClient-SIM: Connecting... 2024-12-25T08:19:56.625269001Z [INFO] BACKTESTER-001.DataClient-SIM: Connected 2024-12-25T08:19:56.625269002Z [INFO] BACKTESTER-001.DataClient-SIM: RUNNING 2024-12-25T08:19:56.625270001Z [INFO] BACKTESTER-001.DataEngine: RUNNING 2024-12-25T08:19:56.625271001Z [INFO] BACKTESTER-001.RiskEngine: RUNNING 2024-12-25T08:19:56.625271002Z [INFO] BACKTESTER-001.ExecClient-SIM: Connecting... 2024-12-25T08:19:56.625272001Z [INFO] BACKTESTER-001.ExecClient-SIM: Connected 2024-12-25T08:19:56.625273001Z [INFO] BACKTESTER-001.ExecClient-SIM: RUNNING 2024-12-25T08:19:56.625274001Z [INFO] BACKTESTER-001.ExecEngine: RUNNING 2024-12-25T08:19:56.625274002Z [INFO] BACKTESTER-001.DataEngine: Connecting all clients... 2024-12-25T08:19:56.625275001Z [INFO] BACKTESTER-001.ExecEngine: Connecting all clients... 2024-12-25T08:19:56.625276001Z [INFO] BACKTESTER-001.OrderEmulator: No emulated orders to reactivate 2024-12-25T08:19:56.625320001Z [INFO] BACKTESTER-001.OrderEmulator: RUNNING 2024-12-25T08:19:56.625322001Z [INFO] BACKTESTER-001.Portfolio: Initialized 0 open orders 2024-12-25T08:19:56.625322002Z [INFO] BACKTESTER-001.Portfolio: Initialized 0 open positions 2024-12-25T08:19:56.625323001Z [INFO] BACKTESTER-001.EMACross: self.config.oms_type=None 2024-12-25T08:19:56.625324001Z [INFO] BACKTESTER-001.EMACross: self.config.external_order_claims=None 2024-12-25T08:19:56.625325001Z [INFO] BACKTESTER-001.EMACross: self.config.manage_gtd_expiry=False 2024-12-25T08:19:56.625326001Z [INFO] BACKTESTER-001.EMACross: Set ClientOrderIdGenerator client_order_id count to 0 2024-12-25T08:19:56.625327001Z [INFO] BACKTESTER-001.EMACross: Set ClientOrderIdGenerator order_list_id count to 0 2024-12-25T08:19:56.625371001Z [INFO] BACKTESTER-001.EMACross: Registered Indicator ExponentialMovingAverage(10) for EUR/USD.SIM-15-MINUTE-BID-INTERNAL bars 2024-12-25T08:19:56.625373001Z [INFO] BACKTESTER-001.EMACross: Registered Indicator ExponentialMovingAverage(20) for EUR/USD.SIM-15-MINUTE-BID-INTERNAL bars 2024-12-25T08:19:56.625473001Z [INFO] BACKTESTER-001.EMACross: [REQ]--> DataRequest(client_id=None, venue=SIM, data_type=Bar{'bar_type': BarType(EUR/USD.SIM-15-MINUTE-BID-INTERNAL), 'start': Timestamp('2024-09-30 00:00:00.121000+0000', tz='UTC'), 'end': None}, params={'update_catalog': False}) 2024-12-25T08:19:56.625602001Z [INFO] BACKTESTER-001.EMACross: [CMD]--> Subscribe(client_id=None, venue=SIM, data_type=Bar{'bar_type': BarType(EUR/USD.SIM-15-MINUTE-BID-INTERNAL)}, params={'await_partial': False}) 2024-12-25T08:19:56.626038001Z [INFO] BACKTESTER-001.EMACross: [CMD]--> Subscribe(client_id=None, venue=SIM, data_type=TradeTick{'instrument_id': InstrumentId('EUR/USD.SIM')}) 2024-12-25T08:19:56.626054001Z [INFO] BACKTESTER-001.EMACross: RUNNING 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BACKTESTER-001: RUNNING 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: MEMORY USAGE 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: RAM-Total: 32.00 GiB 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: RAM-Used: 16.73 GiB (52.27%) 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: RAM-Avail: 15.27 GiB (47.73%) 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: Swap-Total: 0.00 GiB 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: Swap-Used: 0.00 GiB (NaN%) 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: Swap-Avail: 0.00 GiB (NaN%) 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: SimulatedVenue SIM 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: MarginAccount(id=SIM-001, type=MARGIN, base=USD) 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: ----------------------------------------------------------------- 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: Balances starting: 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: 1_000_000.00 USD 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: BACKTEST RUN 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: Run config ID: 678528248c612d872a12c50a94b72227ccd83269eb76649a266057b1530edc77 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: Run ID: 11b54f76-ba77-401e-831e-c059f6448c67 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: Run started: 2024-12-25 08:19:56.625111+00:00 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: Backtest start: 2024-10-01 00:00:00.121000+00:00 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: Batch start: 2024-10-01 00:00:00.121000+00:00 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: Batch end: 2024-10-14 23:59:57.577000+00:00 2024-10-01T00:00:00.121000000Z [INFO] BACKTESTER-001.BacktestEngine: ----------------------------------------------------------------- 2024-10-01T00:15:03.840000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11377,1.11383,1.11358,1.11358,516000000,1727741700000000000) 2024-10-01T00:15:19.722000000Z [INFO] BACKTESTER-001.EMACross: Waiting for indicators to warm up [1] 2024-10-01T00:30:35.720000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11357,1.11374,1.11346,1.11372,201000000,1727742600000000000) 2024-10-01T00:30:35.720000000Z [INFO] BACKTESTER-001.EMACross: Waiting for indicators to warm up [2] 2024-10-01T00:46:14.625000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11372,1.11394,1.11371,1.11378,239000000,1727743500000000000) 2024-10-01T00:46:15.848000000Z [INFO] BACKTESTER-001.EMACross: Waiting for indicators to warm up [3] 2024-10-01T01:00:09.612000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11377,1.11413,1.11377,1.11405,301000000,1727744400000000000) 2024-10-01T01:00:09.612000000Z [INFO] BACKTESTER-001.EMACross: Waiting for indicators to warm up [4] 2024-10-01T01:15:03.890000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11407,1.11418,1.11379,1.11405,445000000,1727745300000000000) 2024-10-01T01:15:04.754000000Z [INFO] BACKTESTER-001.EMACross: Waiting for indicators to warm up [5] 2024-10-01T01:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11406,1.11421,1.11386,1.11417,504000000,1727746200000000000) 2024-10-01T01:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Waiting for indicators to warm up [6] 2024-10-01T01:45:17.226000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11418,1.11439,1.11412,1.11418,466000000,1727747100000000000) 2024-10-01T01:45:17.331000000Z [INFO] BACKTESTER-001.EMACross: Waiting for indicators to warm up [7] 2024-10-01T02:00:01.187000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11419,1.11419,1.11362,1.11375,590000000,1727748000000000000) 2024-10-01T02:00:01.544000000Z [INFO] BACKTESTER-001.EMACross: Waiting for indicators to warm up [8] 2024-10-01T02:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11374,1.11378,1.11309,1.11317,1028000000,1727748900000000000) 2024-10-01T02:15:00.096000000Z [INFO] BACKTESTER-001.EMACross: Waiting for indicators to warm up [9] 2024-10-01T02:30:01.559000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11317,1.11410,1.11313,1.11380,655000000,1727749800000000000) 2024-10-01T02:30:02.623000000Z [INFO] BACKTESTER-001.EMACross: Waiting for indicators to warm up [10] 2024-10-01T02:45:08.272000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11380,1.11407,1.11320,1.11333,694000000,1727750700000000000) 2024-10-01T02:45:10.554000000Z [INFO] BACKTESTER-001.EMACross: Waiting for indicators to warm up [11] 2024-10-01T03:00:00.253000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11333,1.11352,1.11319,1.11345,882000000,1727751600000000000) 2024-10-01T03:00:00.253000000Z [INFO] BACKTESTER-001.EMACross: Waiting for indicators to warm up [12] 2024-10-01T03:15:01.124000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11345,1.11369,1.11116,1.11133,2609000000,1727752500000000000) 2024-10-01T03:15:01.280000000Z [INFO] BACKTESTER-001.EMACross: Waiting for indicators to warm up [13] 2024-10-01T03:30:01.745000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11136,1.11269,1.11136,1.11200,2093000000,1727753400000000000) 2024-10-01T03:30:01.849000000Z [INFO] BACKTESTER-001.EMACross: Waiting for indicators to warm up [14] 2024-10-01T03:45:00.091000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11200,1.11234,1.11160,1.11225,1759000000,1727754300000000000) 2024-10-01T03:45:00.091000000Z [INFO] BACKTESTER-001.EMACross: Waiting for indicators to warm up [15] 2024-10-01T04:00:00.758000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11223,1.11223,1.11128,1.11150,1582000000,1727755200000000000) 2024-10-01T04:00:00.861000000Z [INFO] BACKTESTER-001.EMACross: Waiting for indicators to warm up [16] 2024-10-01T04:15:00.759000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11153,1.11179,1.11016,1.11040,1627000000,1727756100000000000) 2024-10-01T04:15:00.759000000Z [INFO] BACKTESTER-001.EMACross: Waiting for indicators to warm up [17] 2024-10-01T04:30:00.201000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11040,1.11116,1.11005,1.11114,1455000000,1727757000000000000) 2024-10-01T04:30:00.838000000Z [INFO] BACKTESTER-001.EMACross: Waiting for indicators to warm up [18] 2024-10-01T04:45:02.054000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11114,1.11201,1.11086,1.11088,1254000000,1727757900000000000) 2024-10-01T04:45:02.209000000Z [INFO] BACKTESTER-001.EMACross: Waiting for indicators to warm up [19] 2024-10-01T05:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11087,1.11093,1.10981,1.11026,1322000000,1727758800000000000) 2024-10-01T05:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-050000-001-000-1, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-01T05:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241001-050000-001-000-1, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-01T05:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-050000-001-000-1, account_id=SIM-001, ts_event=1727758800000000000) 2024-10-01T05:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-01T05:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=999_977.79 USD, locked=0.00 USD, free=999_977.79 USD)], margins=[], event_id=44084fac-5df4-4e7a-bbcf-ecd088da9e20) 2024-10-01T05:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-050000-001-000-1, venue_order_id=SIM-1-001, account_id=SIM-001, trade_id=SIM-1-001, position_id=SIM-1-001, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.11026 USD, commission=22.21 USD, liquidity_side=TAKER, ts_event=1727758800000000000) 2024-10-01T05:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-01T05:00:00.007000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_330.01 USD 2024-10-01T05:00:00.317000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-001, account_id=SIM-001, opening_order_id=O-20241001-050000-001-000-1, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.11026, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.21 USD, unrealized_pnl=0.00 USD, ts_opened=1727758800000000000, ts_last=1727758800000000000, ts_closed=0, duration_ns=0) 2024-10-01T05:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11026,1.11131,1.11026,1.11121,1648000000,1727759700000000000) 2024-10-01T05:30:01.628000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11123,1.11145,1.11032,1.11054,988000000,1727760600000000000) 2024-10-01T05:45:00.760000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.11053,1.11072,1.10950,1.10956,968000000,1727761500000000000) 2024-10-01T06:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10953,1.10954,1.10920,1.10950,986000000,1727762400000000000) 2024-10-01T06:15:04.458000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10949,1.10976,1.10895,1.10930,1096000000,1727763300000000000) 2024-10-01T06:30:00.159000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10929,1.10934,1.10872,1.10877,1129000000,1727764200000000000) 2024-10-01T06:45:01.325000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10878,1.10890,1.10848,1.10854,1010000000,1727765100000000000) 2024-10-01T07:00:00.182000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10856,1.10870,1.10839,1.10869,986000000,1727766000000000000) 2024-10-01T07:15:03.855000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10870,1.10998,1.10870,1.10922,1379000000,1727766900000000000) 2024-10-01T07:30:00.140000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10922,1.10966,1.10860,1.10862,1038000000,1727767800000000000) 2024-10-01T07:45:00.516000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10861,1.10873,1.10813,1.10840,961000000,1727768700000000000) 2024-10-01T08:00:00.238000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10842,1.10865,1.10785,1.10845,1823000000,1727769600000000000) 2024-10-01T08:15:00.178000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10845,1.10886,1.10799,1.10800,1827000000,1727770500000000000) 2024-10-01T08:30:00.265000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10802,1.10809,1.10750,1.10793,1814000000,1727771400000000000) 2024-10-01T08:45:00.318000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10793,1.10805,1.10728,1.10739,1622000000,1727772300000000000) 2024-10-01T09:00:00.736000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10740,1.10769,1.10702,1.10711,1438000000,1727773200000000000) 2024-10-01T09:15:07.298000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10710,1.10806,1.10708,1.10779,1699000000,1727774100000000000) 2024-10-01T09:30:01.497000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10780,1.10825,1.10751,1.10769,1126000000,1727775000000000000) 2024-10-01T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10769,1.10830,1.10604,1.10642,4195000000,1727775900000000000) 2024-10-01T10:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10643,1.10741,1.10584,1.10708,3398000000,1727776800000000000) 2024-10-01T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10708,1.10837,1.10565,1.10825,4642000000,1727777700000000000) 2024-10-01T10:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10825,1.10868,1.10728,1.10753,2911000000,1727778600000000000) 2024-10-01T10:45:00.551000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10755,1.10818,1.10716,1.10765,2976000000,1727779500000000000) 2024-10-01T11:00:00.302000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10766,1.10802,1.10718,1.10764,2094000000,1727780400000000000) 2024-10-01T11:15:00.084000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10765,1.10778,1.10627,1.10676,2106000000,1727781300000000000) 2024-10-01T11:30:00.972000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10676,1.10717,1.10651,1.10664,1340000000,1727782200000000000) 2024-10-01T11:58:57.415000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10665,1.10672,1.10598,1.10647,1699000000,1727783100000000000) 2024-10-01T12:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10647,1.10697,1.10644,1.10662,1312000000,1727784000000000000) 2024-10-01T12:18:19.243000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10662,1.10715,1.10624,1.10666,1298000000,1727784900000000000) 2024-10-01T12:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10665,1.10670,1.10598,1.10598,917000000,1727785800000000000) 2024-10-01T12:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10596,1.10611,1.10527,1.10537,1716000000,1727786700000000000) 2024-10-01T13:00:01.690000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10536,1.10590,1.10482,1.10543,1885000000,1727787600000000000) 2024-10-01T13:17:04.153000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10543,1.10570,1.10489,1.10492,1592000000,1727788500000000000) 2024-10-01T13:30:00.006000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10491,1.10524,1.10458,1.10524,1441000000,1727789400000000000) 2024-10-01T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10523,1.10650,1.10523,1.10648,2336000000,1727790300000000000) 2024-10-01T14:00:00.247000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10649,1.10649,1.10595,1.10621,1296000000,1727791200000000000) 2024-10-01T14:15:10.383000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10624,1.10663,1.10624,1.10652,993000000,1727792100000000000) 2024-10-01T14:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10652,1.10682,1.10642,1.10666,815000000,1727793000000000000) 2024-10-01T14:45:02.039000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10666,1.10699,1.10663,1.10689,901000000,1727793900000000000) 2024-10-01T15:00:01.991000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10690,1.10721,1.10680,1.10715,824000000,1727794800000000000) 2024-10-01T15:15:02.166000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10716,1.10743,1.10698,1.10708,914000000,1727795700000000000) 2024-10-01T15:30:30.849000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10709,1.10764,1.10693,1.10763,685000000,1727796600000000000) 2024-10-01T15:45:01.431000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10761,1.10773,1.10717,1.10719,770000000,1727797500000000000) 2024-10-01T16:12:58.883000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10719,1.10722,1.10662,1.10675,860000000,1727798400000000000) 2024-10-01T16:15:18.836000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10677,1.10702,1.10663,1.10682,476000000,1727799300000000000) 2024-10-01T16:30:00.327000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10681,1.10727,1.10675,1.10678,315000000,1727800200000000000) 2024-10-01T16:45:02.002000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10676,1.10689,1.10656,1.10684,365000000,1727801100000000000) 2024-10-01T17:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10686,1.10700,1.10673,1.10675,1071000000,1727802000000000000) 2024-10-01T17:17:47.424000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10668,1.10708,1.10667,1.10695,154000000,1727802900000000000) 2024-10-01T17:30:23.363000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10676,1.10696,1.10676,1.10676,232000000,1727803800000000000) 2024-10-01T17:46:16.910000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10677,1.10692,1.10676,1.10685,125000000,1727804700000000000) 2024-10-01T18:00:00.496000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10685,1.10688,1.10679,1.10684,98000000,1727805600000000000) 2024-10-01T18:15:27.312000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10683,1.10701,1.10669,1.10688,301000000,1727806500000000000) 2024-10-01T18:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10689,1.10697,1.10688,1.10692,117000000,1727807400000000000) 2024-10-01T18:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-01T18:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-183000-001-000-2, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-01T18:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241001-183000-001-000-2, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-001) 2024-10-01T18:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-183000-001-000-2, account_id=SIM-001, ts_event=1727807400000000000) 2024-10-01T18:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-183000-001-000-3, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-01T18:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241001-183000-001-000-3, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-01T18:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-183000-001-000-3, account_id=SIM-001, ts_event=1727807400000000000) 2024-10-01T18:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-01T18:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=1_003_265.65 USD, locked=33_330.01 USD, free=969_935.64 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_330.01 USD, instrument_id=EUR/USD.SIM)], event_id=11da7dc6-c79e-4a3b-ae14-61a62f5c275d) 2024-10-01T18:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-183000-001-000-2, venue_order_id=SIM-1-002, account_id=SIM-001, trade_id=SIM-1-002, position_id=SIM-1-001, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10695 USD, commission=22.14 USD, liquidity_side=TAKER, ts_event=1727807400000000000) 2024-10-01T18:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-01T18:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-01T18:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-001, account_id=SIM-001, opening_order_id=O-20241001-050000-001-000-1, closing_order_id=O-20241001-183000-001-000-2, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.11026, avg_px_close=1.10695, realized_return=0.00298, realized_pnl=3_265.65 USD, unrealized_pnl=0.00 USD, ts_opened=1727758800000000000, ts_last=1727807400000000000, ts_closed=1727807400000000000, duration_ns=48600000000000) 2024-10-01T18:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-01T18:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=1_003_243.51 USD, locked=0.00 USD, free=1_003_243.51 USD)], margins=[], event_id=0f675cf4-c212-4d9d-8ed8-efed275cbc13) 2024-10-01T18:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-183000-001-000-3, venue_order_id=SIM-1-003, account_id=SIM-001, trade_id=SIM-1-003, position_id=SIM-1-002, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10695 USD, commission=22.14 USD, liquidity_side=TAKER, ts_event=1727807400000000000) 2024-10-01T18:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-01T18:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_230.64 USD 2024-10-01T18:31:26.039000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-002, account_id=SIM-001, opening_order_id=O-20241001-183000-001-000-3, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10695, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.14 USD, unrealized_pnl=0.00 USD, ts_opened=1727807400000000000, ts_last=1727807400000000000, ts_closed=0, duration_ns=0) 2024-10-01T18:45:28.148000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10693,1.10706,1.10688,1.10688,105000000,1727808300000000000) 2024-10-01T19:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10688,1.10694,1.10671,1.10672,131000000,1727809200000000000) 2024-10-01T19:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-01T19:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-190000-001-000-4, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-01T19:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241001-190000-001-000-4, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-002) 2024-10-01T19:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-190000-001-000-4, account_id=SIM-001, ts_event=1727809200000000000) 2024-10-01T19:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-190000-001-000-5, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-01T19:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241001-190000-001-000-5, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-01T19:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-190000-001-000-5, account_id=SIM-001, ts_event=1727809200000000000) 2024-10-01T19:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-01T19:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=1_002_991.38 USD, locked=33_230.64 USD, free=969_760.74 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_230.64 USD, instrument_id=EUR/USD.SIM)], event_id=7445f3ff-4688-4f3a-839a-37322402e46e) 2024-10-01T19:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-190000-001-000-4, venue_order_id=SIM-1-004, account_id=SIM-001, trade_id=SIM-1-004, position_id=SIM-1-002, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10672 USD, commission=22.13 USD, liquidity_side=TAKER, ts_event=1727809200000000000) 2024-10-01T19:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-01T19:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-01T19:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-002, account_id=SIM-001, opening_order_id=O-20241001-183000-001-000-3, closing_order_id=O-20241001-190000-001-000-4, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10695, avg_px_close=1.10672, realized_return=-0.00021, realized_pnl=-274.27 USD, unrealized_pnl=0.00 USD, ts_opened=1727807400000000000, ts_last=1727809200000000000, ts_closed=1727809200000000000, duration_ns=1800000000000) 2024-10-01T19:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-01T19:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=1_002_969.25 USD, locked=0.00 USD, free=1_002_969.25 USD)], margins=[], event_id=e179b747-69d1-4464-82f7-8a23d0ab4425) 2024-10-01T19:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-190000-001-000-5, venue_order_id=SIM-1-005, account_id=SIM-001, trade_id=SIM-1-005, position_id=SIM-1-003, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10672 USD, commission=22.13 USD, liquidity_side=TAKER, ts_event=1727809200000000000) 2024-10-01T19:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-01T19:00:00.596000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_223.73 USD 2024-10-01T19:00:00.596000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-003, account_id=SIM-001, opening_order_id=O-20241001-190000-001-000-5, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10672, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.13 USD, unrealized_pnl=0.00 USD, ts_opened=1727809200000000000, ts_last=1727809200000000000, ts_closed=0, duration_ns=0) 2024-10-01T19:16:31.676000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10671,1.10672,1.10654,1.10659,179000000,1727810100000000000) 2024-10-01T19:30:08.238000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10659,1.10669,1.10656,1.10663,159000000,1727811000000000000) 2024-10-01T19:45:38.722000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10661,1.10662,1.10642,1.10655,177000000,1727811900000000000) 2024-10-01T20:00:01.467000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10654,1.10660,1.10634,1.10644,377000000,1727812800000000000) 2024-10-01T20:15:20.936000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10645,1.10685,1.10645,1.10676,572000000,1727813700000000000) 2024-10-01T20:30:05.462000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10676,1.10711,1.10665,1.10711,533000000,1727814600000000000) 2024-10-01T20:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10713,1.10719,1.10693,1.10708,296000000,1727815500000000000) 2024-10-01T20:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-01T20:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-204500-001-000-6, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-01T20:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241001-204500-001-000-6, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-003) 2024-10-01T20:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-204500-001-000-6, account_id=SIM-001, ts_event=1727815500000000000) tion_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None)nly=False, reduce_only=False, quote_quantity=False, options={}, emula 2024-10-01T20:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241001-204500-001-000-7, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-01T20:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-204500-001-000-7, account_id=SIM-001, ts_event=1727815500000000000) 2024-10-01T20:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-01T20:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=1_002_557.11 USD, locked=33_223.73 USD, free=969_333.38 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_223.73 USD, instrument_id=EUR/USD.SIM)], event_id=4b7dbda8-db89-4b11-9b0f-b386b0bc7990) 2024-10-01T20:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-204500-001-000-6, venue_order_id=SIM-1-006, account_id=SIM-001, trade_id=SIM-1-006, position_id=SIM-1-003, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10711 USD, commission=22.14 USD, liquidity_side=TAKER, ts_event=1727815500000000000) 2024-10-01T20:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-01T20:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-01T20:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-003, account_id=SIM-001, opening_order_id=O-20241001-190000-001-000-5, closing_order_id=O-20241001-204500-001-000-6, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10672, avg_px_close=1.10711, realized_return=-0.00035, realized_pnl=-434.27 USD, unrealized_pnl=0.00 USD, ts_opened=1727809200000000000, ts_last=1727815500000000000, ts_closed=1727815500000000000, duration_ns=6300000000000) 2024-10-01T20:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-01T20:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=1_002_534.97 USD, locked=0.00 USD, free=1_002_534.97 USD)], margins=[], event_id=3cfdd090-e922-4679-894e-3ab5d0002514) 2024-10-01T20:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-204500-001-000-7, venue_order_id=SIM-1-007, account_id=SIM-001, trade_id=SIM-1-007, position_id=SIM-1-004, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10711 USD, commission=22.14 USD, liquidity_side=TAKER, ts_event=1727815500000000000) 2024-10-01T20:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-01T20:45:02.894000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_235.44 USD 2024-10-01T20:45:02.894000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-004, account_id=SIM-001, opening_order_id=O-20241001-204500-001-000-7, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10711, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.14 USD, unrealized_pnl=0.00 USD, ts_opened=1727815500000000000, ts_last=1727815500000000000, ts_closed=0, duration_ns=0) 2024-10-01T21:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10709,1.10710,1.10633,1.10655,609000000,1727816400000000000) 2024-10-01T21:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-01T21:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-210000-001-000-8, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-01T21:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241001-210000-001-000-8, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-004) 2024-10-01T21:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-210000-001-000-8, account_id=SIM-001, ts_event=1727816400000000000) 2024-10-01T21:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-210000-001-000-9, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-01T21:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241001-210000-001-000-9, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-01T21:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-210000-001-000-9, account_id=SIM-001, ts_event=1727816400000000000) 2024-10-01T21:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-01T21:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=1_001_952.84 USD, locked=33_235.44 USD, free=968_717.40 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_235.44 USD, instrument_id=EUR/USD.SIM)], event_id=c15475a3-c0ba-479a-bb6c-248372b8a712) 2024-10-01T21:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-210000-001-000-8, venue_order_id=SIM-1-008, account_id=SIM-001, trade_id=SIM-1-008, position_id=SIM-1-004, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10655 USD, commission=22.13 USD, liquidity_side=TAKER, ts_event=1727816400000000000) 2024-10-01T21:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-01T21:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-01T21:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-004, account_id=SIM-001, opening_order_id=O-20241001-204500-001-000-7, closing_order_id=O-20241001-210000-001-000-8, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10711, avg_px_close=1.10655, realized_return=-0.00051, realized_pnl=-604.27 USD, unrealized_pnl=0.00 USD, ts_opened=1727815500000000000, ts_last=1727816400000000000, ts_closed=1727816400000000000, duration_ns=900000000000) 2024-10-01T21:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-01T21:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=1_001_930.71 USD, locked=0.00 USD, free=1_001_930.71 USD)], margins=[], event_id=74f6a8c7-da6c-4564-a3e9-51239929d5bc) 2024-10-01T21:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-210000-001-000-9, venue_order_id=SIM-1-009, account_id=SIM-001, trade_id=SIM-1-009, position_id=SIM-1-005, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10655 USD, commission=22.13 USD, liquidity_side=TAKER, ts_event=1727816400000000000) 2024-10-01T21:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-01T21:00:00.210000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_218.63 USD 2024-10-01T21:00:00.210000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-005, account_id=SIM-001, opening_order_id=O-20241001-210000-001-000-9, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10655, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.13 USD, unrealized_pnl=0.00 USD, ts_opened=1727816400000000000, ts_last=1727816400000000000, ts_closed=0, duration_ns=0) 2024-10-01T21:15:03.196000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10656,1.10697,1.10656,1.10684,578000000,1727817300000000000) 2024-10-01T21:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10682,1.10715,1.10659,1.10713,571000000,1727818200000000000) 2024-10-01T21:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-01T21:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-213000-001-000-10, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-01T21:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241001-213000-001-000-10, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-005) 2024-10-01T21:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-213000-001-000-10, account_id=SIM-001, ts_event=1727818200000000000) 2024-10-01T21:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-213000-001-000-11, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-01T21:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241001-213000-001-000-11, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-01T21:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-213000-001-000-11, account_id=SIM-001, ts_event=1727818200000000000) 2024-10-01T21:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-01T21:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=1_001_308.57 USD, locked=33_218.63 USD, free=968_089.94 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_218.63 USD, instrument_id=EUR/USD.SIM)], event_id=5c57d917-59dc-492f-ad74-b61cc222af35) 2024-10-01T21:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-213000-001-000-10, venue_order_id=SIM-1-010, account_id=SIM-001, trade_id=SIM-1-010, position_id=SIM-1-005, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10715 USD, commission=22.14 USD, liquidity_side=TAKER, ts_event=1727818200000000000) 2024-10-01T21:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-01T21:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-01T21:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-005, account_id=SIM-001, opening_order_id=O-20241001-210000-001-000-9, closing_order_id=O-20241001-213000-001-000-10, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10655, avg_px_close=1.10715, realized_return=-0.00054, realized_pnl=-644.27 USD, unrealized_pnl=0.00 USD, ts_opened=1727816400000000000, ts_last=1727818200000000000, ts_closed=1727818200000000000, duration_ns=1800000000000) 2024-10-01T21:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-01T21:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=1_001_286.43 USD, locked=0.00 USD, free=1_001_286.43 USD)], margins=[], event_id=09c296e2-45d5-4ad0-8fb5-80a260ef7431) 2024-10-01T21:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-213000-001-000-11, venue_order_id=SIM-1-011, account_id=SIM-001, trade_id=SIM-1-011, position_id=SIM-1-006, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10715 USD, commission=22.14 USD, liquidity_side=TAKER, ts_event=1727818200000000000) 2024-10-01T21:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-01T21:30:14.649000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_236.64 USD 2024-10-01T21:30:14.649000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-006, account_id=SIM-001, opening_order_id=O-20241001-213000-001-000-11, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10715, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.14 USD, unrealized_pnl=0.00 USD, ts_opened=1727818200000000000, ts_last=1727818200000000000, ts_closed=0, duration_ns=0) 2024-10-01T21:45:11.369000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10715,1.10738,1.10706,1.10725,870000000,1727819100000000000) 2024-10-01T22:00:08.101000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10725,1.10739,1.10718,1.10721,488000000,1727820000000000000) 2024-10-01T22:15:01.906000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10721,1.10730,1.10691,1.10694,483000000,1727820900000000000) 2024-10-01T22:30:09.757000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10694,1.10708,1.10693,1.10703,602000000,1727821800000000000) 2024-10-01T22:45:20.596000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10703,1.10703,1.10639,1.10639,581000000,1727822700000000000) 2024-10-01T23:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10639,1.10675,1.10634,1.10664,670000000,1727823600000000000) 2024-10-01T23:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-01T23:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-230000-001-000-12, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-01T23:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241001-230000-001-000-12, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-006) 2024-10-01T23:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-230000-001-000-12, account_id=SIM-001, ts_event=1727823600000000000) 2024-10-01T23:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-230000-001-000-13, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-01T23:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241001-230000-001-000-13, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-01T23:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-230000-001-000-13, account_id=SIM-001, ts_event=1727823600000000000) 2024-10-01T23:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-01T23:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=1_000_754.30 USD, locked=33_236.64 USD, free=967_517.66 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_236.64 USD, instrument_id=EUR/USD.SIM)], event_id=1ac4623d-fcaa-410c-899b-bdee82965477) 2024-10-01T23:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-230000-001-000-12, venue_order_id=SIM-1-012, account_id=SIM-001, trade_id=SIM-1-012, position_id=SIM-1-006, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10664 USD, commission=22.13 USD, liquidity_side=TAKER, ts_event=1727823600000000000) 2024-10-01T23:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-01T23:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-01T23:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-006, account_id=SIM-001, opening_order_id=O-20241001-213000-001-000-11, closing_order_id=O-20241001-230000-001-000-12, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10715, avg_px_close=1.10664, realized_return=-0.00046, realized_pnl=-554.27 USD, unrealized_pnl=0.00 USD, ts_opened=1727818200000000000, ts_last=1727823600000000000, ts_closed=1727823600000000000, duration_ns=5400000000000) 2024-10-01T23:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-01T23:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=1_000_732.17 USD, locked=0.00 USD, free=1_000_732.17 USD)], margins=[], event_id=2c06eaee-79bb-4143-9eec-058364330b90) 2024-10-01T23:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-230000-001-000-13, venue_order_id=SIM-1-013, account_id=SIM-001, trade_id=SIM-1-013, position_id=SIM-1-007, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10664 USD, commission=22.13 USD, liquidity_side=TAKER, ts_event=1727823600000000000) 2024-10-01T23:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-01T23:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_221.33 USD 2024-10-01T23:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-007, account_id=SIM-001, opening_order_id=O-20241001-230000-001-000-13, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10664, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.13 USD, unrealized_pnl=0.00 USD, ts_opened=1727823600000000000, ts_last=1727823600000000000, ts_closed=0, duration_ns=0) 2024-10-01T23:15:05.358000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10664,1.10689,1.10639,1.10685,835000000,1727824500000000000) 2024-10-01T23:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10683,1.10711,1.10679,1.10706,452000000,1727825400000000000) 2024-10-01T23:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-01T23:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-233000-001-000-14, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-01T23:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241001-233000-001-000-14, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-007) 2024-10-01T23:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-233000-001-000-14, account_id=SIM-001, ts_event=1727825400000000000) 2024-10-01T23:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-233000-001-000-15, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-01T23:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241001-233000-001-000-15, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-01T23:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-233000-001-000-15, account_id=SIM-001, ts_event=1727825400000000000) 2024-10-01T23:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-01T23:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=1_000_270.03 USD, locked=33_221.33 USD, free=967_048.70 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_221.33 USD, instrument_id=EUR/USD.SIM)], event_id=4738b768-909d-4b46-8276-1b87d5969f86) 2024-10-01T23:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-233000-001-000-14, venue_order_id=SIM-1-014, account_id=SIM-001, trade_id=SIM-1-014, position_id=SIM-1-007, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10708 USD, commission=22.14 USD, liquidity_side=TAKER, ts_event=1727825400000000000) 2024-10-01T23:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-01T23:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-01T23:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-007, account_id=SIM-001, opening_order_id=O-20241001-230000-001-000-13, closing_order_id=O-20241001-233000-001-000-14, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10664, avg_px_close=1.10708, realized_return=-0.00040, realized_pnl=-484.27 USD, unrealized_pnl=0.00 USD, ts_opened=1727823600000000000, ts_last=1727825400000000000, ts_closed=1727825400000000000, duration_ns=1800000000000) 2024-10-01T23:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-01T23:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=1_000_247.89 USD, locked=0.00 USD, free=1_000_247.89 USD)], margins=[], event_id=4d7b0fb5-9ed0-4e3a-9b8a-a092d4113ac1) 2024-10-01T23:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241001-233000-001-000-15, venue_order_id=SIM-1-015, account_id=SIM-001, trade_id=SIM-1-015, position_id=SIM-1-008, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10708 USD, commission=22.14 USD, liquidity_side=TAKER, ts_event=1727825400000000000) 2024-10-01T23:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-01T23:30:07.514000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_234.54 USD 1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10708, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.14 USD, unrealized_pnl=0.00 USD, ts_opened=1727825400000000000, ts_last=1727825400000000000, ts_closed=0, duration_ns=0) 2024-10-01T23:45:30.551000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10705,1.10710,1.10694,1.10706,541000000,1727826300000000000) 2024-10-02T00:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10706,1.10710,1.10684,1.10706,499000000,1727827200000000000) 2024-10-02T00:15:03.033000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10706,1.10732,1.10706,1.10730,385000000,1727828100000000000) 2024-10-02T00:30:06.060000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10730,1.10737,1.10699,1.10702,522000000,1727829000000000000) 2024-10-02T00:45:00.229000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10701,1.10705,1.10650,1.10671,575000000,1727829900000000000) 2024-10-02T01:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10670,1.10675,1.10603,1.10629,828000000,1727830800000000000) 2024-10-02T01:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-02T01:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-010000-001-000-16, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-02T01:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241002-010000-001-000-16, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-008) 2024-10-02T01:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-010000-001-000-16, account_id=SIM-001, ts_event=1727830800000000000) 2024-10-02T01:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-010000-001-000-17, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-02T01:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241002-010000-001-000-17, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-02T01:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-010000-001-000-17, account_id=SIM-001, ts_event=1727830800000000000) 2024-10-02T01:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-02T01:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=999_435.76 USD, locked=33_234.54 USD, free=966_201.22 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_234.54 USD, instrument_id=EUR/USD.SIM)], event_id=f0be73c3-2d55-4cd9-9cbd-6143064f74bf) 2024-10-02T01:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-010000-001-000-16, venue_order_id=SIM-1-016, account_id=SIM-001, trade_id=SIM-1-016, position_id=SIM-1-008, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10629 USD, commission=22.13 USD, liquidity_side=TAKER, ts_event=1727830800000000000) 2024-10-02T01:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-02T01:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-02T01:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-008, account_id=SIM-001, opening_order_id=O-20241001-233000-001-000-15, closing_order_id=O-20241002-010000-001-000-16, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10708, avg_px_close=1.10629, realized_return=-0.00071, realized_pnl=-834.27 USD, unrealized_pnl=0.00 USD, ts_opened=1727825400000000000, ts_last=1727830800000000000, ts_closed=1727830800000000000, duration_ns=5400000000000) 2024-10-02T01:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-02T01:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=999_413.63 USD, locked=0.00 USD, free=999_413.63 USD)], margins=[], event_id=06b78031-2cab-491f-9be4-ed94f9e88383) 2024-10-02T01:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-010000-001-000-17, venue_order_id=SIM-1-017, account_id=SIM-001, trade_id=SIM-1-017, position_id=SIM-1-009, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10629 USD, commission=22.13 USD, liquidity_side=TAKER, ts_event=1727830800000000000) 2024-10-02T01:00:00.253000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-02T01:00:00.253000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_210.83 USD 2024-10-02T01:00:00.253000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-009, account_id=SIM-001, opening_order_id=O-20241002-010000-001-000-17, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10629, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.13 USD, unrealized_pnl=0.00 USD, ts_opened=1727830800000000000, ts_last=1727830800000000000, ts_closed=0, duration_ns=0) 2024-10-02T01:15:00.848000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10629,1.10635,1.10594,1.10595,822000000,1727831700000000000) 2024-10-02T01:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10596,1.10600,1.10552,1.10569,755000000,1727832600000000000) 2024-10-02T01:45:03.990000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10568,1.10594,1.10541,1.10566,932000000,1727833500000000000) 2024-10-02T02:00:00.080000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10565,1.10630,1.10558,1.10622,1115000000,1727834400000000000) 2024-10-02T02:15:03.195000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10620,1.10640,1.10599,1.10637,1006000000,1727835300000000000) 2024-10-02T02:30:01.844000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10637,1.10680,1.10621,1.10677,928000000,1727836200000000000) 2024-10-02T02:45:15.921000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10676,1.10698,1.10635,1.10683,986000000,1727837100000000000) 2024-10-02T03:00:00.483000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10683,1.10701,1.10633,1.10664,1072000000,1727838000000000000) 2024-10-02T03:15:02.661000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10667,1.10705,1.10633,1.10677,1441000000,1727838900000000000) 2024-10-02T03:30:03.417000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10675,1.10727,1.10640,1.10677,1239000000,1727839800000000000) 2024-10-02T03:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10677,1.10718,1.10656,1.10694,1296000000,1727840700000000000) 2024-10-02T03:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-02T03:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-034500-001-000-18, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-02T03:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241002-034500-001-000-18, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-009) 2024-10-02T03:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-034500-001-000-18, account_id=SIM-001, ts_event=1727840700000000000) 2024-10-02T03:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-034500-001-000-19, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-02T03:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241002-034500-001-000-19, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-02T03:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-034500-001-000-19, account_id=SIM-001, ts_event=1727840700000000000) 2024-10-02T03:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-02T03:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=998_731.49 USD, locked=33_210.83 USD, free=965_520.66 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_210.83 USD, instrument_id=EUR/USD.SIM)], event_id=18688964-66a8-47a3-8b27-0b529c1ad78e) 2024-10-02T03:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-034500-001-000-18, venue_order_id=SIM-1-018, account_id=SIM-001, trade_id=SIM-1-018, position_id=SIM-1-009, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10695 USD, commission=22.14 USD, liquidity_side=TAKER, ts_event=1727840700000000000) 2024-10-02T03:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-02T03:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-02T03:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-009, account_id=SIM-001, opening_order_id=O-20241002-010000-001-000-17, closing_order_id=O-20241002-034500-001-000-18, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10629, avg_px_close=1.10695, realized_return=-0.00060, realized_pnl=-704.27 USD, unrealized_pnl=0.00 USD, ts_opened=1727830800000000000, ts_last=1727840700000000000, ts_closed=1727840700000000000, duration_ns=9900000000000) 2024-10-02T03:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-02T03:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=998_709.35 USD, locked=0.00 USD, free=998_709.35 USD)], margins=[], event_id=bf8806ea-0042-4ace-9a1e-350028ebda56) 2024-10-02T03:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-034500-001-000-19, venue_order_id=SIM-1-019, account_id=SIM-001, trade_id=SIM-1-019, position_id=SIM-1-010, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10695 USD, commission=22.14 USD, liquidity_side=TAKER, ts_event=1727840700000000000) 2024-10-02T03:45:00.180000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-02T03:45:00.180000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_230.64 USD 2024-10-02T03:45:00.180000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-010, account_id=SIM-001, opening_order_id=O-20241002-034500-001-000-19, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10695, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.14 USD, unrealized_pnl=0.00 USD, ts_opened=1727840700000000000, ts_last=1727840700000000000, ts_closed=0, duration_ns=0) 2024-10-02T04:00:00.616000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10692,1.10711,1.10632,1.10665,1229000000,1727841600000000000) 2024-10-02T04:15:06.347000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10664,1.10726,1.10640,1.10713,1071000000,1727842500000000000) 2024-10-02T04:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10712,1.10797,1.10712,1.10787,1211000000,1727843400000000000) 2024-10-02T04:45:00.221000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10787,1.10828,1.10759,1.10772,1090000000,1727844300000000000) 2024-10-02T05:00:02.273000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10772,1.10782,1.10716,1.10722,1067000000,1727845200000000000) 2024-10-02T05:15:02.957000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10723,1.10723,1.10637,1.10662,1117000000,1727846100000000000) 2024-10-02T05:30:02.324000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10662,1.10678,1.10637,1.10652,709000000,1727847000000000000) 2024-10-02T05:45:12.516000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10653,1.10694,1.10612,1.10694,878000000,1727847900000000000) 2024-10-02T06:00:00.822000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10694,1.10713,1.10667,1.10713,774000000,1727848800000000000) 2024-10-02T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10713,1.10757,1.10685,1.10702,725000000,1727849700000000000) 2024-10-02T06:30:03.751000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10701,1.10765,1.10687,1.10720,892000000,1727850600000000000) 2024-10-02T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10723,1.10734,1.10669,1.10715,1112000000,1727851500000000000) 2024-10-02T07:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10715,1.10715,1.10664,1.10666,1026000000,1727852400000000000) 2024-10-02T07:15:02.628000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10668,1.10746,1.10646,1.10741,1121000000,1727853300000000000) 2024-10-02T07:30:05.529000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10740,1.10751,1.10703,1.10716,1128000000,1727854200000000000) 2024-10-02T07:45:03.892000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10718,1.10738,1.10699,1.10717,957000000,1727855100000000000) 2024-10-02T08:00:00.548000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10718,1.10767,1.10702,1.10756,870000000,1727856000000000000) 2024-10-02T08:15:01.065000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10755,1.10773,1.10707,1.10723,1173000000,1727856900000000000) 2024-10-02T08:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10727,1.10751,1.10602,1.10607,2311000000,1727857800000000000) 2024-10-02T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10605,1.10621,1.10530,1.10536,1439000000,1727858700000000000) 2024-10-02T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-02T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-084500-001-000-20, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-02T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241002-084500-001-000-20, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-010) 2024-10-02T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-084500-001-000-20, account_id=SIM-001, ts_event=1727858700000000000) 2024-10-02T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-084500-001-000-21, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-02T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241002-084500-001-000-21, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-02T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-084500-001-000-21, account_id=SIM-001, ts_event=1727858700000000000) 2024-10-02T08:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-02T08:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=997_097.24 USD, locked=33_230.64 USD, free=963_866.60 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_230.64 USD, instrument_id=EUR/USD.SIM)], event_id=afd50130-800f-414f-9ab5-e800dfdfc725) 2024-10-02T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-084500-001-000-20, venue_order_id=SIM-1-020, account_id=SIM-001, trade_id=SIM-1-020, position_id=SIM-1-010, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10536 USD, commission=22.11 USD, liquidity_side=TAKER, ts_event=1727858700000000000) 2024-10-02T08:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-02T08:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-02T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-010, account_id=SIM-001, opening_order_id=O-20241002-034500-001-000-19, closing_order_id=O-20241002-084500-001-000-20, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10695, avg_px_close=1.10536, realized_return=-0.00144, realized_pnl=-1_634.25 USD, unrealized_pnl=0.00 USD, ts_opened=1727840700000000000, ts_last=1727858700000000000, ts_closed=1727858700000000000, duration_ns=18000000000000) 2024-10-02T08:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-02T08:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=997_075.13 USD, locked=0.00 USD, free=997_075.13 USD)], margins=[], event_id=3680df5e-a567-4043-a438-310271da9a09) 2024-10-02T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-084500-001-000-21, venue_order_id=SIM-1-021, account_id=SIM-001, trade_id=SIM-1-021, position_id=SIM-1-011, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10536 USD, commission=22.11 USD, liquidity_side=TAKER, ts_event=1727858700000000000) 2024-10-02T08:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-02T08:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_182.91 USD 2024-10-02T08:45:05.920000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-011, account_id=SIM-001, opening_order_id=O-20241002-084500-001-000-21, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10536, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.11 USD, unrealized_pnl=0.00 USD, ts_opened=1727858700000000000, ts_last=1727858700000000000, ts_closed=0, duration_ns=0) 2024-10-02T09:00:01.994000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10536,1.10569,1.10510,1.10535,1206000000,1727859600000000000) 2024-10-02T09:15:01.443000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10537,1.10656,1.10508,1.10575,1398000000,1727860500000000000) 2024-10-02T09:30:00.645000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10574,1.10605,1.10525,1.10545,1356000000,1727861400000000000) 2024-10-02T09:45:00.294000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10545,1.10545,1.10470,1.10502,1799000000,1727862300000000000) 2024-10-02T10:00:00.510000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10500,1.10582,1.10486,1.10512,1760000000,1727863200000000000) 2024-10-02T10:15:00.956000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10511,1.10563,1.10484,1.10503,1631000000,1727864100000000000) 2024-10-02T10:30:01.184000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10502,1.10502,1.10421,1.10428,1706000000,1727865000000000000) 2024-10-02T10:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10426,1.10448,1.10376,1.10418,1435000000,1727865900000000000) 2024-10-02T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10418,1.10418,1.10353,1.10361,2497000000,1727866800000000000) 2024-10-02T11:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10361,1.10413,1.10325,1.10378,2292000000,1727867700000000000) 2024-10-02T11:30:02.204000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10378,1.10446,1.10374,1.10419,1265000000,1727868600000000000) 2024-10-02T11:45:03.506000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10422,1.10466,1.10399,1.10450,982000000,1727869500000000000) 2024-10-02T12:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10452,1.10504,1.10445,1.10494,1013000000,1727870400000000000) 2024-10-02T12:15:00.049000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10495,1.10548,1.10495,1.10517,932000000,1727871300000000000) 2024-10-02T12:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10517,1.10528,1.10481,1.10483,937000000,1727872200000000000) 2024-10-02T12:45:03.851000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10482,1.10501,1.10437,1.10441,734000000,1727873100000000000) 2024-10-02T13:00:00.120000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10440,1.10474,1.10436,1.10466,834000000,1727874000000000000) 2024-10-02T13:15:04.284000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10466,1.10499,1.10450,1.10490,836000000,1727874900000000000) 2024-10-02T13:30:03.488000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10488,1.10495,1.10459,1.10466,699000000,1727875800000000000) 2024-10-02T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10465,1.10468,1.10445,1.10451,634000000,1727876700000000000) 2024-10-02T14:00:05.501000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10450,1.10493,1.10447,1.10470,605000000,1727877600000000000) 2024-10-02T14:15:10.061000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10469,1.10484,1.10419,1.10420,714000000,1727878500000000000) 2024-10-02T14:30:04.766000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10419,1.10428,1.10387,1.10396,648000000,1727879400000000000) 2024-10-02T14:45:42.530000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10396,1.10402,1.10376,1.10386,544000000,1727880300000000000) 2024-10-02T15:00:07.112000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10384,1.10404,1.10378,1.10382,755000000,1727881200000000000) 2024-10-02T15:15:05.072000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10382,1.10398,1.10367,1.10398,550000000,1727882100000000000) 2024-10-02T15:30:04.148000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10398,1.10411,1.10397,1.10408,542000000,1727883000000000000) 2024-10-02T15:45:34.841000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10408,1.10472,1.10399,1.10470,595000000,1727883900000000000) 2024-10-02T16:00:00.628000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10470,1.10533,1.10464,1.10488,522000000,1727884800000000000) 2024-10-02T16:15:07.625000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10488,1.10511,1.10486,1.10501,415000000,1727885700000000000) 2024-10-02T16:30:01.048000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10502,1.10524,1.10481,1.10482,566000000,1727886600000000000) 2024-10-02T16:45:21.605000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10482,1.10492,1.10467,1.10488,432000000,1727887500000000000) 2024-10-02T17:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10487,1.10489,1.10440,1.10440,1322000000,1727888400000000000) 2024-10-02T17:16:06.405000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10440,1.10476,1.10430,1.10473,257000000,1727889300000000000) 2024-10-02T17:30:33.429000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10471,1.10478,1.10461,1.10467,203000000,1727890200000000000) 2024-10-02T17:46:34.673000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10470,1.10480,1.10461,1.10463,156000000,1727891100000000000) 2024-10-02T18:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10463,1.10482,1.10450,1.10478,267000000,1727892000000000000) 2024-10-02T18:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-02T18:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-180000-001-000-22, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-02T18:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241002-180000-001-000-22, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-011) 2024-10-02T18:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-180000-001-000-22, account_id=SIM-001, ts_event=1727892000000000000) 2024-10-02T18:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-180000-001-000-23, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-02T18:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241002-180000-001-000-23, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-02T18:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-180000-001-000-23, account_id=SIM-001, ts_event=1727892000000000000) 2024-10-02T18:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-02T18:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=997_533.03 USD, locked=33_182.91 USD, free=964_350.12 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_182.91 USD, instrument_id=EUR/USD.SIM)], event_id=6f764818-61fb-4a1f-ac35-7a560cb27fb8) 2024-10-02T18:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-180000-001-000-22, venue_order_id=SIM-1-022, account_id=SIM-001, trade_id=SIM-1-022, position_id=SIM-1-011, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10488 USD, commission=22.10 USD, liquidity_side=TAKER, ts_event=1727892000000000000) 2024-10-02T18:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-02T18:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-02T18:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-011, account_id=SIM-001, opening_order_id=O-20241002-084500-001-000-21, closing_order_id=O-20241002-180000-001-000-22, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10536, avg_px_close=1.10488, realized_return=0.00043, realized_pnl=435.79 USD, unrealized_pnl=0.00 USD, ts_opened=1727858700000000000, ts_last=1727892000000000000, ts_closed=1727892000000000000, duration_ns=33300000000000) 2024-10-02T18:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-02T18:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=997_510.93 USD, locked=0.00 USD, free=997_510.93 USD)], margins=[], event_id=a40df14d-06cd-4682-8483-82270a21bbcd) 2024-10-02T18:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-180000-001-000-23, venue_order_id=SIM-1-023, account_id=SIM-001, trade_id=SIM-1-023, position_id=SIM-1-012, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10488 USD, commission=22.10 USD, liquidity_side=TAKER, ts_event=1727892000000000000) 2024-10-02T18:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-02T18:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_168.50 USD 2024-10-02T18:00:00.683000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-012, account_id=SIM-001, opening_order_id=O-20241002-180000-001-000-23, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10488, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.10 USD, unrealized_pnl=0.00 USD, ts_opened=1727892000000000000, ts_last=1727892000000000000, ts_closed=0, duration_ns=0) 2024-10-02T18:15:35.378000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10471,1.10490,1.10468,1.10483,208000000,1727892900000000000) 2024-10-02T18:30:00.140000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10484,1.10484,1.10468,1.10474,192000000,1727893800000000000) 2024-10-02T18:45:16.035000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10474,1.10474,1.10457,1.10465,261000000,1727894700000000000) 2024-10-02T19:00:08.362000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10465,1.10472,1.10457,1.10461,130000000,1727895600000000000) 2024-10-02T19:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10462,1.10462,1.10436,1.10451,443000000,1727896500000000000) 2024-10-02T19:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-02T19:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-191500-001-000-24, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-02T19:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241002-191500-001-000-24, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-012) 2024-10-02T19:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-191500-001-000-24, account_id=SIM-001, ts_event=1727896500000000000) 2024-10-02T19:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-191500-001-000-25, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-02T19:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241002-191500-001-000-25, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-02T19:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-191500-001-000-25, account_id=SIM-001, ts_event=1727896500000000000) 2024-10-02T19:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-02T19:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=997_118.84 USD, locked=33_168.50 USD, free=963_950.34 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_168.50 USD, instrument_id=EUR/USD.SIM)], event_id=d2fa760f-4fe9-456f-a876-aa987f11d294) 0000)10-02T19:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-191500-001-000-24, venue_order_id=SIM-1-024, account_id=SIM-001, trade_id=SIM-1-024, position_id=SIM-1-012, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10451 USD, commission=22.09 USD, liquidity_side=TAKER, ts_event=172789650000000 2024-10-02T19:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-02T19:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-02T19:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-012, account_id=SIM-001, opening_order_id=O-20241002-180000-001-000-23, closing_order_id=O-20241002-191500-001-000-24, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10488, avg_px_close=1.10451, realized_return=-0.00033, realized_pnl=-414.19 USD, unrealized_pnl=0.00 USD, ts_opened=1727892000000000000, ts_last=1727896500000000000, ts_closed=1727896500000000000, duration_ns=4500000000000) 2024-10-02T19:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-02T19:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=997_096.75 USD, locked=0.00 USD, free=997_096.75 USD)], margins=[], event_id=a406d925-f546-4770-a9e1-baa24dee8f01) 2024-10-02T19:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241002-191500-001-000-25, venue_order_id=SIM-1-025, account_id=SIM-001, trade_id=SIM-1-025, position_id=SIM-1-013, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10451 USD, commission=22.09 USD, liquidity_side=TAKER, ts_event=1727896500000000000) 2024-10-02T19:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-02T19:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_157.39 USD 2024-10-02T19:15:55.317000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-013, account_id=SIM-001, opening_order_id=O-20241002-191500-001-000-25, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10451, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.09 USD, unrealized_pnl=0.00 USD, ts_opened=1727896500000000000, ts_last=1727896500000000000, ts_closed=0, duration_ns=0) 2024-10-02T19:30:02.386000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10452,1.10465,1.10449,1.10465,157000000,1727897400000000000) 2024-10-02T19:45:01.535000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10465,1.10470,1.10462,1.10466,110000000,1727898300000000000) 2024-10-02T20:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10466,1.10477,1.10457,1.10458,244000000,1727899200000000000) 2024-10-02T20:15:02.761000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10459,1.10465,1.10437,1.10446,620000000,1727900100000000000) 2024-10-02T20:30:04.009000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10447,1.10447,1.10379,1.10382,639000000,1727901000000000000) 2024-10-02T20:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10381,1.10421,1.10372,1.10391,477000000,1727901900000000000) 2024-10-02T21:00:00.998000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10392,1.10406,1.10379,1.10391,747000000,1727902800000000000) 2024-10-02T21:15:01.377000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10390,1.10396,1.10351,1.10375,509000000,1727903700000000000) 2024-10-02T21:30:02.527000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10376,1.10397,1.10363,1.10396,579000000,1727904600000000000) 2024-10-02T21:45:01.016000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10399,1.10406,1.10355,1.10372,814000000,1727905500000000000) 2024-10-02T22:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10372,1.10392,1.10358,1.10392,507000000,1727906400000000000) 2024-10-02T22:15:02.567000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10393,1.10394,1.10352,1.10356,399000000,1727907300000000000) 2024-10-02T22:30:06.280000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10357,1.10379,1.10357,1.10372,390000000,1727908200000000000) 2024-10-02T22:45:02.425000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10373,1.10383,1.10358,1.10363,394000000,1727909100000000000) 2024-10-02T23:00:00.201000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10362,1.10387,1.10358,1.10359,515000000,1727910000000000000) 2024-10-02T23:15:00.247000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10359,1.10367,1.10350,1.10351,350000000,1727910900000000000) 2024-10-02T23:30:01.530000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10351,1.10358,1.10333,1.10335,420000000,1727911800000000000) 2024-10-02T23:45:04.966000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10334,1.10358,1.10320,1.10352,350000000,1727912700000000000) 2024-10-03T00:00:00.039000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10352,1.10363,1.10345,1.10357,615000000,1727913600000000000) 2024-10-03T00:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10356,1.10356,1.10322,1.10337,631000000,1727914500000000000) 2024-10-03T00:30:03.201000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10336,1.10350,1.10335,1.10347,517000000,1727915400000000000) 2024-10-03T00:45:17.942000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10345,1.10347,1.10328,1.10335,335000000,1727916300000000000) 2024-10-03T01:00:01.869000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10336,1.10339,1.10323,1.10328,281000000,1727917200000000000) 2024-10-03T01:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10329,1.10348,1.10272,1.10275,967000000,1727918100000000000) 2024-10-03T01:30:02.154000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10275,1.10280,1.10248,1.10262,927000000,1727919000000000000) 2024-10-03T01:45:00.486000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10263,1.10283,1.10255,1.10273,898000000,1727919900000000000) 2024-10-03T02:00:00.476000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10274,1.10292,1.10250,1.10285,744000000,1727920800000000000) 2024-10-03T02:15:00.047000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10285,1.10299,1.10264,1.10277,948000000,1727921700000000000) 2024-10-03T02:30:00.424000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10277,1.10325,1.10277,1.10297,698000000,1727922600000000000) 2024-10-03T02:45:00.291000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10297,1.10381,1.10277,1.10373,1721000000,1727923500000000000) 2024-10-03T03:00:00.830000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10373,1.10421,1.10367,1.10378,1149000000,1727924400000000000) 2024-10-03T03:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10377,1.10396,1.10325,1.10359,1726000000,1727925300000000000) 2024-10-03T03:30:01.506000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10362,1.10398,1.10336,1.10359,1372000000,1727926200000000000) 2024-10-03T03:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10358,1.10373,1.10283,1.10300,1456000000,1727927100000000000) 2024-10-03T04:00:01.804000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10299,1.10345,1.10275,1.10330,1283000000,1727928000000000000) 2024-10-03T04:15:00.181000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10330,1.10393,1.10293,1.10382,1540000000,1727928900000000000) 2024-10-03T04:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10382,1.10458,1.10353,1.10414,1206000000,1727929800000000000) 2024-10-03T04:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-03T04:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-043000-001-000-26, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-03T04:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241003-043000-001-000-26, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-013) 2024-10-03T04:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-043000-001-000-26, account_id=SIM-001, ts_event=1727929800000000000) 2024-10-03T04:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-043000-001-000-27, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-03T04:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241003-043000-001-000-27, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-03T04:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-043000-001-000-27, account_id=SIM-001, ts_event=1727929800000000000) 2024-10-03T04:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-03T04:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=997_414.67 USD, locked=33_157.39 USD, free=964_257.28 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_157.39 USD, instrument_id=EUR/USD.SIM)], event_id=4415d401-50ee-4fe3-ade9-56d573027750) 2024-10-03T04:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-043000-001-000-26, venue_order_id=SIM-1-026, account_id=SIM-001, trade_id=SIM-1-026, position_id=SIM-1-013, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10417 USD, commission=22.08 USD, liquidity_side=TAKER, ts_event=1727929800000000000) 2024-10-03T04:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-03T04:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-03T04:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-013, account_id=SIM-001, opening_order_id=O-20241002-191500-001-000-25, closing_order_id=O-20241003-043000-001-000-26, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10451, avg_px_close=1.10417, realized_return=0.00031, realized_pnl=295.83 USD, unrealized_pnl=0.00 USD, ts_opened=1727896500000000000, ts_last=1727929800000000000, ts_closed=1727929800000000000, duration_ns=33300000000000) 2024-10-03T04:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-03T04:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=997_392.59 USD, locked=0.00 USD, free=997_392.59 USD)], margins=[], event_id=d2cf11ce-952a-469e-924f-fb756c128a4f) 2024-10-03T04:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-043000-001-000-27, venue_order_id=SIM-1-027, account_id=SIM-001, trade_id=SIM-1-027, position_id=SIM-1-014, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10417 USD, commission=22.08 USD, liquidity_side=TAKER, ts_event=1727929800000000000) 2024-10-03T04:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-03T04:30:00.262000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_147.18 USD 2024-10-03T04:30:00.262000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-014, account_id=SIM-001, opening_order_id=O-20241003-043000-001-000-27, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10417, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.08 USD, unrealized_pnl=0.00 USD, ts_opened=1727929800000000000, ts_last=1727929800000000000, ts_closed=0, duration_ns=0) 2024-10-03T04:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10413,1.10461,1.10384,1.10384,1139000000,1727930700000000000) 2024-10-03T05:00:00.786000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10383,1.10395,1.10358,1.10375,1244000000,1727931600000000000) 2024-10-03T05:15:00.084000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10375,1.10425,1.10353,1.10385,1192000000,1727932500000000000) 2024-10-03T05:30:04.320000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10385,1.10455,1.10364,1.10419,1160000000,1727933400000000000) 2024-10-03T05:45:10.125000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10419,1.10465,1.10419,1.10430,853000000,1727934300000000000) 2024-10-03T06:00:01.701000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10431,1.10438,1.10346,1.10358,999000000,1727935200000000000) 2024-10-03T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10357,1.10396,1.10353,1.10363,1051000000,1727936100000000000) 2024-10-03T06:30:04.961000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10363,1.10382,1.10352,1.10368,750000000,1727937000000000000) 2024-10-03T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10368,1.10400,1.10342,1.10389,1020000000,1727937900000000000) 2024-10-03T07:00:00.073000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10391,1.10438,1.10385,1.10427,1034000000,1727938800000000000) 2024-10-03T07:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10428,1.10450,1.10391,1.10405,960000000,1727939700000000000) 2024-10-03T07:30:00.635000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10402,1.10416,1.10381,1.10414,981000000,1727940600000000000) 2024-10-03T07:45:00.221000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10414,1.10455,1.10404,1.10446,1068000000,1727941500000000000) 2024-10-03T08:00:02.371000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10447,1.10461,1.10414,1.10428,1137000000,1727942400000000000) 2024-10-03T08:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10427,1.10460,1.10374,1.10381,1152000000,1727943300000000000) 2024-10-03T08:30:00.154000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10382,1.10399,1.10356,1.10374,1298000000,1727944200000000000) 2024-10-03T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10372,1.10468,1.10281,1.10319,3120000000,1727945100000000000) 2024-10-03T09:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10319,1.10375,1.10288,1.10321,2424000000,1727946000000000000) 2024-10-03T09:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-03T09:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-090000-001-000-28, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-03T09:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241003-090000-001-000-28, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-014) 2024-10-03T09:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-090000-001-000-28, account_id=SIM-001, ts_event=1727946000000000000) 2024-10-03T09:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-090000-001-000-29, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-03T09:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241003-090000-001-000-29, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-03T09:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-090000-001-000-29, account_id=SIM-001, ts_event=1727946000000000000) 2024-10-03T09:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-03T09:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=996_410.53 USD, locked=33_147.18 USD, free=963_263.35 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_147.18 USD, instrument_id=EUR/USD.SIM)], event_id=9c420d79-38f0-4bcc-b745-06617ec337c9) 2024-10-03T09:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-090000-001-000-28, venue_order_id=SIM-1-028, account_id=SIM-001, trade_id=SIM-1-028, position_id=SIM-1-014, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10321 USD, commission=22.06 USD, liquidity_side=TAKER, ts_event=1727946000000000000) 2024-10-03T09:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-03T09:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-03T09:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-014, account_id=SIM-001, opening_order_id=O-20241003-043000-001-000-27, closing_order_id=O-20241003-090000-001-000-28, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10417, avg_px_close=1.10321, realized_return=-0.00087, realized_pnl=-1_004.14 USD, unrealized_pnl=0.00 USD, ts_opened=1727929800000000000, ts_last=1727946000000000000, ts_closed=1727946000000000000, duration_ns=16200000000000) io: EUR/USD.SIM margin_init=0.00 USDINFO] BACKTESTER-001.Portfol 2024-10-03T09:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=996_388.47 USD, locked=0.00 USD, free=996_388.47 USD)], margins=[], event_id=36c771d6-79bd-4ec4-9217-a8b432148850) 2024-10-03T09:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-090000-001-000-29, venue_order_id=SIM-1-029, account_id=SIM-001, trade_id=SIM-1-029, position_id=SIM-1-015, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10321 USD, commission=22.06 USD, liquidity_side=TAKER, ts_event=1727946000000000000) 2024-10-03T09:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-03T09:00:00.158000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_118.36 USD 2024-10-03T09:00:00.158000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-015, account_id=SIM-001, opening_order_id=O-20241003-090000-001-000-29, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10321, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.06 USD, unrealized_pnl=0.00 USD, ts_opened=1727946000000000000, ts_last=1727946000000000000, ts_closed=0, duration_ns=0) 2024-10-03T09:15:00.648000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10321,1.10366,1.10284,1.10346,2058000000,1727946900000000000) 2024-10-03T09:30:01.226000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10345,1.10408,1.10345,1.10406,1412000000,1727947800000000000) 2024-10-03T09:45:02.102000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10405,1.10423,1.10352,1.10369,1745000000,1727948700000000000) 2024-10-03T10:00:00.093000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10370,1.10437,1.10346,1.10369,2173000000,1727949600000000000) 2024-10-03T10:15:00.098000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10370,1.10387,1.10173,1.10269,4984000000,1727950500000000000) 2024-10-03T10:30:00.328000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10269,1.10327,1.10219,1.10284,3846000000,1727951400000000000) 2024-10-03T10:45:01.141000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10284,1.10284,1.10082,1.10133,3097000000,1727952300000000000) 2024-10-03T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10134,1.10210,1.10119,1.10170,2910000000,1727953200000000000) 2024-10-03T11:15:02.895000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10169,1.10196,1.10140,1.10184,2398000000,1727954100000000000) 2024-10-03T11:30:00.059000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10185,1.10191,1.10122,1.10125,2055000000,1727955000000000000) 2024-10-03T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10125,1.10198,1.10120,1.10188,1352000000,1727955900000000000) 2024-10-03T12:00:01.612000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10185,1.10240,1.10141,1.10145,1321000000,1727956800000000000) 2024-10-03T12:15:00.089000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10147,1.10208,1.10141,1.10208,1040000000,1727957700000000000) 2024-10-03T12:30:01.962000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10208,1.10252,1.10197,1.10248,809000000,1727958600000000000) 2024-10-03T12:45:02.397000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10247,1.10324,1.10220,1.10300,1001000000,1727959500000000000) 2024-10-03T13:00:00.180000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10299,1.10338,1.10268,1.10302,1184000000,1727960400000000000) 2024-10-03T13:15:03.106000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10303,1.10359,1.10301,1.10349,932000000,1727961300000000000) 2024-10-03T13:30:00.083000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10350,1.10350,1.10310,1.10319,790000000,1727962200000000000) 2024-10-03T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10319,1.10360,1.10315,1.10341,583000000,1727963100000000000) 2024-10-03T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-03T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-134500-001-000-30, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-03T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241003-134500-001-000-30, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-015) 2024-10-03T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-134500-001-000-30, account_id=SIM-001, ts_event=1727963100000000000) 2024-10-03T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-134500-001-000-31, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-03T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241003-134500-001-000-31, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-03T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-134500-001-000-31, account_id=SIM-001, ts_event=1727963100000000000) 2024-10-03T13:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-03T13:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=996_146.40 USD, locked=33_118.36 USD, free=963_028.04 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_118.36 USD, instrument_id=EUR/USD.SIM)], event_id=18eba7f4-1910-470f-80d3-1d7eaae29e7d) 2024-10-03T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-134500-001-000-30, venue_order_id=SIM-1-030, account_id=SIM-001, trade_id=SIM-1-030, position_id=SIM-1-015, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10343 USD, commission=22.07 USD, liquidity_side=TAKER, ts_event=1727963100000000000) 2024-10-03T13:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-03T13:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-03T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-015, account_id=SIM-001, opening_order_id=O-20241003-090000-001-000-29, closing_order_id=O-20241003-134500-001-000-30, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10321, avg_px_close=1.10343, realized_return=-0.00020, realized_pnl=-264.13 USD, unrealized_pnl=0.00 USD, ts_opened=1727946000000000000, ts_last=1727963100000000000, ts_closed=1727963100000000000, duration_ns=17100000000000) 2024-10-03T13:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-03T13:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=996_124.33 USD, locked=0.00 USD, free=996_124.33 USD)], margins=[], event_id=732a7e0e-9706-41ac-a5f0-64a5a52f0504) 2024-10-03T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-134500-001-000-31, venue_order_id=SIM-1-031, account_id=SIM-001, trade_id=SIM-1-031, position_id=SIM-1-016, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10343 USD, commission=22.07 USD, liquidity_side=TAKER, ts_event=1727963100000000000) 2024-10-03T13:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-03T13:45:00.262000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_124.97 USD 2024-10-03T13:45:00.382000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-016, account_id=SIM-001, opening_order_id=O-20241003-134500-001-000-31, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10343, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.07 USD, unrealized_pnl=0.00 USD, ts_opened=1727963100000000000, ts_last=1727963100000000000, ts_closed=0, duration_ns=0) 2024-10-03T14:00:01.243000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10343,1.10361,1.10319,1.10328,587000000,1727964000000000000) 2024-10-03T14:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10329,1.10341,1.10296,1.10303,760000000,1727964900000000000) 2024-10-03T14:30:01.434000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10304,1.10347,1.10301,1.10330,665000000,1727965800000000000) 2024-10-03T14:45:20.957000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10331,1.10331,1.10279,1.10289,780000000,1727966700000000000) 2024-10-03T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10288,1.10312,1.10257,1.10260,865000000,1727967600000000000) 2024-10-03T15:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10261,1.10275,1.10249,1.10262,597000000,1727968500000000000) 2024-10-03T15:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-03T15:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-151500-001-000-32, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-03T15:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241003-151500-001-000-32, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-016) 2024-10-03T15:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-151500-001-000-32, account_id=SIM-001, ts_event=1727968500000000000) 2024-10-03T15:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-151500-001-000-33, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-03T15:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241003-151500-001-000-33, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-03T15:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-151500-001-000-33, account_id=SIM-001, ts_event=1727968500000000000) 2024-10-03T15:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-03T15:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=995_292.28 USD, locked=33_124.97 USD, free=962_167.31 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_124.97 USD, instrument_id=EUR/USD.SIM)], event_id=bb3bef65-2122-4d49-a634-462a6ba61d5e) 2024-10-03T15:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-151500-001-000-32, venue_order_id=SIM-1-032, account_id=SIM-001, trade_id=SIM-1-032, position_id=SIM-1-016, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10262 USD, commission=22.05 USD, liquidity_side=TAKER, ts_event=1727968500000000000) 2024-10-03T15:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-03T15:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-03T15:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-016, account_id=SIM-001, opening_order_id=O-20241003-134500-001-000-31, closing_order_id=O-20241003-151500-001-000-32, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10343, avg_px_close=1.10262, realized_return=-0.00073, realized_pnl=-854.12 USD, unrealized_pnl=0.00 USD, ts_opened=1727963100000000000, ts_last=1727968500000000000, ts_closed=1727968500000000000, duration_ns=5400000000000) 2024-10-03T15:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-03T15:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=995_270.23 USD, locked=0.00 USD, free=995_270.23 USD)], margins=[], event_id=6dc7383a-4feb-411b-a740-c62c3ce659aa) 2024-10-03T15:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-151500-001-000-33, venue_order_id=SIM-1-033, account_id=SIM-001, trade_id=SIM-1-033, position_id=SIM-1-017, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10262 USD, commission=22.05 USD, liquidity_side=TAKER, ts_event=1727968500000000000) 2024-10-03T15:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-03T15:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_100.65 USD 2024-10-03T15:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-017, account_id=SIM-001, opening_order_id=O-20241003-151500-001-000-33, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10262, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.05 USD, unrealized_pnl=0.00 USD, ts_opened=1727968500000000000, ts_last=1727968500000000000, ts_closed=0, duration_ns=0) 2024-10-03T15:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10262,1.10318,1.10260,1.10309,647000000,1727969400000000000) 2024-10-03T15:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-03T15:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-153000-001-000-34, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-03T15:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241003-153000-001-000-34, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-017) 2024-10-03T15:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-153000-001-000-34, account_id=SIM-001, ts_event=1727969400000000000) 2024-10-03T15:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-153000-001-000-35, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-03T15:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241003-153000-001-000-35, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-03T15:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-153000-001-000-35, account_id=SIM-001, ts_event=1727969400000000000) 2024-10-03T15:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-03T15:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=994_748.17 USD, locked=33_100.65 USD, free=961_647.52 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_100.65 USD, instrument_id=EUR/USD.SIM)], event_id=388cb411-cbaa-4d8a-b085-7a848a95b482) 2024-10-03T15:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-153000-001-000-34, venue_order_id=SIM-1-034, account_id=SIM-001, trade_id=SIM-1-034, position_id=SIM-1-017, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10312 USD, commission=22.06 USD, liquidity_side=TAKER, ts_event=1727969400000000000) 2024-10-03T15:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-03T15:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-03T15:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-017, account_id=SIM-001, opening_order_id=O-20241003-151500-001-000-33, closing_order_id=O-20241003-153000-001-000-34, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10262, avg_px_close=1.10312, realized_return=-0.00045, realized_pnl=-544.11 USD, unrealized_pnl=0.00 USD, ts_opened=1727968500000000000, ts_last=1727969400000000000, ts_closed=1727969400000000000, duration_ns=900000000000) 2024-10-03T15:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-03T15:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=994_726.11 USD, locked=0.00 USD, free=994_726.11 USD)], margins=[], event_id=72482970-ddfd-4b7f-9fa4-9da9b3fcd074) 2024-10-03T15:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-153000-001-000-35, venue_order_id=SIM-1-035, account_id=SIM-001, trade_id=SIM-1-035, position_id=SIM-1-018, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10312 USD, commission=22.06 USD, liquidity_side=TAKER, ts_event=1727969400000000000) 2024-10-03T15:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-03T15:30:01.526000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_115.66 USD 2024-10-03T15:30:01.526000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-018, account_id=SIM-001, opening_order_id=O-20241003-153000-001-000-35, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10312, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.06 USD, unrealized_pnl=0.00 USD, ts_opened=1727969400000000000, ts_last=1727969400000000000, ts_closed=0, duration_ns=0) 2024-10-03T15:45:02.813000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10309,1.10312,1.10282,1.10290,500000000,1727970300000000000) 2024-10-03T16:00:04.543000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10290,1.10302,1.10284,1.10284,791000000,1727971200000000000) 2024-10-03T16:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10284,1.10290,1.10260,1.10270,405000000,1727972100000000000) 2024-10-03T16:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-03T16:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-161500-001-000-36, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-03T16:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241003-161500-001-000-36, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-018) 2024-10-03T16:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-161500-001-000-36, account_id=SIM-001, ts_event=1727972100000000000) 2024-10-03T16:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-161500-001-000-37, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-03T16:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241003-161500-001-000-37, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-03T16:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-161500-001-000-37, account_id=SIM-001, ts_event=1727972100000000000) 2024-10-03T16:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-03T16:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=994_284.06 USD, locked=33_115.66 USD, free=961_168.40 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_115.66 USD, instrument_id=EUR/USD.SIM)], event_id=0c6fea97-0ed4-4623-b303-332592299b94) 2024-10-03T16:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-161500-001-000-36, venue_order_id=SIM-1-036, account_id=SIM-001, trade_id=SIM-1-036, position_id=SIM-1-018, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10270 USD, commission=22.05 USD, liquidity_side=TAKER, ts_event=1727972100000000000) 2024-10-03T16:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-03T16:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-03T16:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-018, account_id=SIM-001, opening_order_id=O-20241003-153000-001-000-35, closing_order_id=O-20241003-161500-001-000-36, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10312, avg_px_close=1.1027, realized_return=-0.00038, realized_pnl=-464.11 USD, unrealized_pnl=0.00 USD, ts_opened=1727969400000000000, ts_last=1727972100000000000, ts_closed=1727972100000000000, duration_ns=2700000000000) 2024-10-03T16:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-03T16:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=994_262.01 USD, locked=0.00 USD, free=994_262.01 USD)], margins=[], event_id=1544585e-7fed-4825-90bd-b5b5cd6f7aa2) 2024-10-03T16:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-161500-001-000-37, venue_order_id=SIM-1-037, account_id=SIM-001, trade_id=SIM-1-037, position_id=SIM-1-019, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10270 USD, commission=22.05 USD, liquidity_side=TAKER, ts_event=1727972100000000000) 2024-10-03T16:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-03T16:15:08.861000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_103.05 USD 2024-10-03T16:15:08.965000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-019, account_id=SIM-001, opening_order_id=O-20241003-161500-001-000-37, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.1027, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.05 USD, unrealized_pnl=0.00 USD, ts_opened=1727972100000000000, ts_last=1727972100000000000, ts_closed=0, duration_ns=0) 2024-10-03T16:30:13.814000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10270,1.10296,1.10267,1.10290,334000000,1727973000000000000) 2024-10-03T16:45:04.554000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10291,1.10291,1.10275,1.10288,504000000,1727973900000000000) 2024-10-03T17:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10288,1.10306,1.10281,1.10293,744000000,1727974800000000000) 2024-10-03T17:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10292,1.10330,1.10283,1.10307,223000000,1727975700000000000) 2024-10-03T17:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-03T17:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-171500-001-000-38, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-03T17:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241003-171500-001-000-38, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-019) 2024-10-03T17:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-171500-001-000-38, account_id=SIM-001, ts_event=1727975700000000000) 2024-10-03T17:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-171500-001-000-39, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-03T17:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241003-171500-001-000-39, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-03T17:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-171500-001-000-39, account_id=SIM-001, ts_event=1727975700000000000) 2024-10-03T17:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-03T17:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=993_569.94 USD, locked=33_103.05 USD, free=960_466.89 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_103.05 USD, instrument_id=EUR/USD.SIM)], event_id=7f1ff4c0-4ac1-4440-91a1-0a874dfe204f) 2024-10-03T17:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-171500-001-000-38, venue_order_id=SIM-1-038, account_id=SIM-001, trade_id=SIM-1-038, position_id=SIM-1-019, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10337 USD, commission=22.07 USD, liquidity_side=TAKER, ts_event=1727975700000000000) 2024-10-03T17:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-03T17:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-03T17:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-019, account_id=SIM-001, opening_order_id=O-20241003-161500-001-000-37, closing_order_id=O-20241003-171500-001-000-38, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.1027, avg_px_close=1.10337, realized_return=-0.00061, realized_pnl=-714.12 USD, unrealized_pnl=0.00 USD, ts_opened=1727972100000000000, ts_last=1727975700000000000, ts_closed=1727975700000000000, duration_ns=3600000000000) 2024-10-03T17:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-03T17:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=993_547.87 USD, locked=0.00 USD, free=993_547.87 USD)], margins=[], event_id=9a6f3500-2b02-4935-abbd-c0a0a4d63a70) 2024-10-03T17:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-171500-001-000-39, venue_order_id=SIM-1-039, account_id=SIM-001, trade_id=SIM-1-039, position_id=SIM-1-020, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10337 USD, commission=22.07 USD, liquidity_side=TAKER, ts_event=1727975700000000000) 2024-10-03T17:15:00.572000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-03T17:15:00.572000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_123.17 USD 2024-10-03T17:15:00.572000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-020, account_id=SIM-001, opening_order_id=O-20241003-171500-001-000-39, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10337, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.07 USD, unrealized_pnl=0.00 USD, ts_opened=1727975700000000000, ts_last=1727975700000000000, ts_closed=0, duration_ns=0) 2024-10-03T17:30:08.424000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10307,1.10314,1.10307,1.10310,126000000,1727976600000000000) 2024-10-03T17:45:07.700000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10310,1.10330,1.10310,1.10317,307000000,1727977500000000000) 2024-10-03T18:00:00.991000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10317,1.10325,1.10310,1.10321,348000000,1727978400000000000) 2024-10-03T18:16:03.870000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10321,1.10338,1.10300,1.10334,237000000,1727979300000000000) 2024-10-03T18:30:09.678000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10334,1.10339,1.10331,1.10336,137000000,1727980200000000000) 2024-10-03T18:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10337,1.10345,1.10335,1.10341,201000000,1727981100000000000) 2024-10-03T19:00:11.958000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10342,1.10350,1.10341,1.10342,151000000,1727982000000000000) 2024-10-03T19:16:13.471000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10342,1.10352,1.10332,1.10345,180000000,1727982900000000000) 2024-10-03T19:30:11.667000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10346,1.10349,1.10339,1.10349,127000000,1727983800000000000) 2024-10-03T19:45:46.670000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10349,1.10359,1.10345,1.10358,130000000,1727984700000000000) 2024-10-03T20:00:02.716000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10358,1.10370,1.10348,1.10351,265000000,1727985600000000000) 2024-10-03T20:15:35.217000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10350,1.10395,1.10342,1.10379,530000000,1727986500000000000) 2024-10-03T20:30:01.483000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10377,1.10389,1.10361,1.10380,384000000,1727987400000000000) 2024-10-03T20:45:13.345000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10380,1.10383,1.10339,1.10343,417000000,1727988300000000000) 2024-10-03T21:00:05.476000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10346,1.10360,1.10331,1.10346,550000000,1727989200000000000) 2024-10-03T21:15:00.118000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10346,1.10359,1.10320,1.10325,803000000,1727990100000000000) 2024-10-03T21:30:01.472000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10327,1.10339,1.10314,1.10315,681000000,1727991000000000000) 2024-10-03T21:45:01.227000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10316,1.10341,1.10299,1.10336,816000000,1727991900000000000) 2024-10-03T22:00:02.143000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10336,1.10342,1.10286,1.10298,836000000,1727992800000000000) 2024-10-03T22:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10299,1.10315,1.10279,1.10306,833000000,1727993700000000000) open position15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 2024-10-03T22:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-221500-001-000-40, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-03T22:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241003-221500-001-000-40, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-020) 2024-10-03T22:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-221500-001-000-40, account_id=SIM-001, ts_event=1727993700000000000) 2024-10-03T22:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-221500-001-000-41, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-03T22:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241003-221500-001-000-41, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-03T22:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-221500-001-000-41, account_id=SIM-001, ts_event=1727993700000000000) 2024-10-03T22:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-03T22:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=993_215.81 USD, locked=33_123.17 USD, free=960_092.64 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_123.17 USD, instrument_id=EUR/USD.SIM)], event_id=632811d1-e4dc-4546-b24d-3807a3518b65) 2024-10-03T22:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-221500-001-000-40, venue_order_id=SIM-1-040, account_id=SIM-001, trade_id=SIM-1-040, position_id=SIM-1-020, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10306 USD, commission=22.06 USD, liquidity_side=TAKER, ts_event=1727993700000000000) 2024-10-03T22:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-03T22:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-03T22:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-020, account_id=SIM-001, opening_order_id=O-20241003-171500-001-000-39, closing_order_id=O-20241003-221500-001-000-40, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10337, avg_px_close=1.10306, realized_return=-0.00028, realized_pnl=-354.13 USD, unrealized_pnl=0.00 USD, ts_opened=1727975700000000000, ts_last=1727993700000000000, ts_closed=1727993700000000000, duration_ns=18000000000000) 2024-10-03T22:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-03T22:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=993_193.75 USD, locked=0.00 USD, free=993_193.75 USD)], margins=[], event_id=11af6499-ec67-4041-abfc-156029b8e43d) 2024-10-03T22:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241003-221500-001-000-41, venue_order_id=SIM-1-041, account_id=SIM-001, trade_id=SIM-1-041, position_id=SIM-1-021, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10306 USD, commission=22.06 USD, liquidity_side=TAKER, ts_event=1727993700000000000) 2024-10-03T22:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-03T22:15:00.860000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_113.86 USD 2024-10-03T22:15:00.860000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-021, account_id=SIM-001, opening_order_id=O-20241003-221500-001-000-41, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10306, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.06 USD, unrealized_pnl=0.00 USD, ts_opened=1727993700000000000, ts_last=1727993700000000000, ts_closed=0, duration_ns=0) 2024-10-03T22:30:00.683000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10307,1.10344,1.10305,1.10329,631000000,1727994600000000000) 2024-10-03T22:45:00.405000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10329,1.10340,1.10299,1.10324,709000000,1727995500000000000) 2024-10-03T23:00:37.589000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10324,1.10328,1.10300,1.10305,497000000,1727996400000000000) 2024-10-03T23:15:03.154000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10307,1.10315,1.10270,1.10270,490000000,1727997300000000000) 2024-10-03T23:30:22.415000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10271,1.10275,1.10258,1.10262,396000000,1727998200000000000) 2024-10-03T23:45:03.801000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10265,1.10271,1.10255,1.10259,486000000,1727999100000000000) 2024-10-04T00:00:02.385000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10260,1.10290,1.10255,1.10270,458000000,1728000000000000000) 2024-10-04T00:15:13.576000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10270,1.10283,1.10254,1.10275,395000000,1728000900000000000) 2024-10-04T00:30:24.603000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10274,1.10293,1.10265,1.10287,391000000,1728001800000000000) 2024-10-04T00:45:00.077000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10287,1.10299,1.10253,1.10256,496000000,1728002700000000000) 2024-10-04T01:00:01.904000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10256,1.10277,1.10251,1.10276,364000000,1728003600000000000) 2024-10-04T01:15:07.176000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10277,1.10290,1.10265,1.10288,537000000,1728004500000000000) 2024-10-04T01:30:05.936000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10288,1.10300,1.10285,1.10298,340000000,1728005400000000000) 2024-10-04T01:45:08.086000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10299,1.10332,1.10285,1.10331,712000000,1728006300000000000) 2024-10-04T02:00:01.013000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10329,1.10352,1.10325,1.10333,612000000,1728007200000000000) 2024-10-04T02:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10333,1.10333,1.10271,1.10316,901000000,1728008100000000000) 2024-10-04T02:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-04T02:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-021500-001-000-42, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-04T02:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241004-021500-001-000-42, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-021) 2024-10-04T02:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-021500-001-000-42, account_id=SIM-001, ts_event=1728008100000000000) 2024-10-04T03:15:16.238000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-021500-001-000-43, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-04T03:15:17.321000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241004-021500-001-000-43, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-04T03:15:19.054000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-021500-001-000-43, account_id=SIM-001, ts_event=1728008100000000000) 2024-10-04T03:45:00.103000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-04T03:45:00.103000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=993_051.69 USD, locked=33_113.86 USD, free=959_937.83 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_113.86 USD, instrument_id=EUR/USD.SIM)], event_id=6a972930-9436-4a88-b7e8-4f134a26a97c) 2024-10-04T03:45:00.208000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-021500-001-000-42, venue_order_id=SIM-1-042, account_id=SIM-001, trade_id=SIM-1-042, position_id=SIM-1-021, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10318 USD, commission=22.06 USD, liquidity_side=TAKER, ts_event=1728008100000000000) 2024-10-04T03:45:00.208000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-04T04:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-04T04:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-021, account_id=SIM-001, opening_order_id=O-20241003-221500-001-000-41, closing_order_id=O-20241004-021500-001-000-42, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10306, avg_px_close=1.10318, realized_return=-0.00011, realized_pnl=-164.12 USD, unrealized_pnl=0.00 USD, ts_opened=1727993700000000000, ts_last=1728008100000000000, ts_closed=1728008100000000000, duration_ns=14400000000000) 2024-10-04T04:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-04T04:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=993_029.63 USD, locked=0.00 USD, free=993_029.63 USD)], margins=[], event_id=f92beed8-ea12-43e0-87bf-d354b9e2a3fe) 2024-10-04T04:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-021500-001-000-43, venue_order_id=SIM-1-043, account_id=SIM-001, trade_id=SIM-1-043, position_id=SIM-1-022, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10318 USD, commission=22.06 USD, liquidity_side=TAKER, ts_event=1728008100000000000) 2024-10-04T04:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-04T04:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_117.46 USD 2024-10-04T04:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-022, account_id=SIM-001, opening_order_id=O-20241004-021500-001-000-43, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10318, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.06 USD, unrealized_pnl=0.00 USD, ts_opened=1728008100000000000, ts_last=1728008100000000000, ts_closed=0, duration_ns=0) 2024-10-04T05:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10315,1.10328,1.10302,1.10308,748000000,1728009000000000000) 2024-10-04T05:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10308,1.10346,1.10302,1.10328,821000000,1728009900000000000) 2024-10-04T05:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10327,1.10347,1.10303,1.10320,969000000,1728010800000000000) 2024-10-04T05:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10319,1.10355,1.10285,1.10331,1449000000,1728011700000000000) 2024-10-04T05:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10330,1.10345,1.10288,1.10325,1041000000,1728012600000000000) 2024-10-04T05:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10327,1.10346,1.10303,1.10324,1144000000,1728013500000000000) 2024-10-04T05:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10325,1.10329,1.10254,1.10278,1876000000,1728014400000000000) 2024-10-04T05:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10278,1.10300,1.10260,1.10280,1182000000,1728015300000000000) 2024-10-04T05:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-04T05:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-041500-001-000-44, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-04T05:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241004-041500-001-000-44, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-022) 2024-10-04T05:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-041500-001-000-44, account_id=SIM-001, ts_event=1728015300000000000) 2024-10-04T05:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-041500-001-000-45, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-04T05:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241004-041500-001-000-45, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-04T05:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-041500-001-000-45, account_id=SIM-001, ts_event=1728015300000000000) 2024-10-04T06:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-04T06:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=992_627.57 USD, locked=33_117.46 USD, free=959_510.11 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_117.46 USD, instrument_id=EUR/USD.SIM)], event_id=e113d1df-6bf5-4311-b469-12690670db51) 2024-10-04T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-041500-001-000-44, venue_order_id=SIM-1-044, account_id=SIM-001, trade_id=SIM-1-044, position_id=SIM-1-022, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10280 USD, commission=22.06 USD, liquidity_side=TAKER, ts_event=1728015300000000000) 2024-10-04T06:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-04T06:15:00.425000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-04T06:15:00.529000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-022, account_id=SIM-001, opening_order_id=O-20241004-021500-001-000-43, closing_order_id=O-20241004-041500-001-000-44, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10318, avg_px_close=1.1028, realized_return=-0.00034, realized_pnl=-424.12 USD, unrealized_pnl=0.00 USD, ts_opened=1728008100000000000, ts_last=1728015300000000000, ts_closed=1728015300000000000, duration_ns=7200000000000) 2024-10-04T06:15:00.838000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-04T06:15:00.838000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=992_605.51 USD, locked=0.00 USD, free=992_605.51 USD)], margins=[], event_id=4f53e4be-600f-45a4-ad69-7d6342a248f8) 2024-10-04T06:15:00.838000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-041500-001-000-45, venue_order_id=SIM-1-045, account_id=SIM-001, trade_id=SIM-1-045, position_id=SIM-1-023, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.10280 USD, commission=22.06 USD, liquidity_side=TAKER, ts_event=1728015300000000000) 2024-10-04T06:15:01.047000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-04T06:15:01.047000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_106.06 USD 2024-10-04T06:15:01.047000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-023, account_id=SIM-001, opening_order_id=O-20241004-041500-001-000-45, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.1028, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.06 USD, unrealized_pnl=0.00 USD, ts_opened=1728015300000000000, ts_last=1728015300000000000, ts_closed=0, duration_ns=0) 2024-10-04T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10281,1.10281,1.10233,1.10243,855000000,1728016200000000000) 2024-10-04T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10249,1.10278,1.10212,1.10265,1028000000,1728017100000000000) 2024-10-04T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10267,1.10296,1.10232,1.10254,1033000000,1728018000000000000) 2024-10-04T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10253,1.10254,1.10208,1.10223,987000000,1728018900000000000) 2024-10-04T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10223,1.10266,1.10201,1.10256,1051000000,1728019800000000000) 2024-10-04T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10257,1.10275,1.10244,1.10260,863000000,1728020700000000000) 2024-10-04T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10259,1.10282,1.10229,1.10270,918000000,1728021600000000000) 2024-10-04T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10272,1.10295,1.10261,1.10282,668000000,1728022500000000000) 2024-10-04T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10281,1.10297,1.10274,1.10288,768000000,1728023400000000000) 2024-10-04T07:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10289,1.10335,1.10279,1.10314,781000000,1728024300000000000) 2024-10-04T07:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10314,1.10318,1.10271,1.10275,937000000,1728025200000000000) 2024-10-04T07:15:05.495000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10275,1.10316,1.10270,1.10298,984000000,1728026100000000000) 2024-10-04T07:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10297,1.10333,1.10297,1.10317,759000000,1728027000000000000) 2024-10-04T07:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-04T07:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-073000-001-000-46, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-04T07:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241004-073000-001-000-46, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-023) 2024-10-04T07:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-073000-001-000-46, account_id=SIM-001, ts_event=1728027000000000000) 2024-10-04T07:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-073000-001-000-47, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-04T07:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241004-073000-001-000-47, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-04T07:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-073000-001-000-47, account_id=SIM-001, ts_event=1728027000000000000) 2024-10-04T07:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-04T07:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=992_203.45 USD, locked=33_106.06 USD, free=959_097.39 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_106.06 USD, instrument_id=EUR/USD.SIM)], event_id=37a491f6-0e07-474b-b6c9-9c6e60bc22dc) 2024-10-04T07:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-073000-001-000-46, venue_order_id=SIM-1-046, account_id=SIM-001, trade_id=SIM-1-046, position_id=SIM-1-023, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10318 USD, commission=22.06 USD, liquidity_side=TAKER, ts_event=1728027000000000000) 2024-10-04T07:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-04T09:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-04T09:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-023, account_id=SIM-001, opening_order_id=O-20241004-041500-001-000-45, closing_order_id=O-20241004-073000-001-000-46, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.1028, avg_px_close=1.10318, realized_return=-0.00034, realized_pnl=-424.12 USD, unrealized_pnl=0.00 USD, ts_opened=1728015300000000000, ts_last=1728027000000000000, ts_closed=1728027000000000000, duration_ns=11700000000000) 2024-10-04T09:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-04T09:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=992_181.39 USD, locked=0.00 USD, free=992_181.39 USD)], margins=[], event_id=97aa4c3f-fa5e-4867-9b57-f9759d241108) D, commission=22.06 USD, liquidity_side=TAKER, ts_event=1728027000000000000)OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-073000-001-000-47, venue_order_id=SIM-1-047, account_id=SIM-001, trade_id=SIM-1-047, position_id=SIM-1-024, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.10318 US 2024-10-04T09:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-04T09:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=33_117.46 USD 2024-10-04T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-024, account_id=SIM-001, opening_order_id=O-20241004-073000-001-000-47, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.10318, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-22.06 USD, unrealized_pnl=0.00 USD, ts_opened=1728027000000000000, ts_last=1728027000000000000, ts_closed=0, duration_ns=0) 2024-10-04T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10316,1.10367,1.10316,1.10342,842000000,1728027900000000000) 2024-10-04T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10341,1.10347,1.10296,1.10324,870000000,1728028800000000000) 2024-10-04T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10321,1.10330,1.10268,1.10283,1350000000,1728029700000000000) 2024-10-04T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10283,1.10330,1.10259,1.10300,1461000000,1728030600000000000) 2024-10-04T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.10300,1.10304,1.09651,1.09681,6543000000,1728031500000000000) 2024-10-04T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-04T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-084500-001-000-48, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-04T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241004-084500-001-000-48, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-024) 2024-10-04T10:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-084500-001-000-48, account_id=SIM-001, ts_event=1728031500000000000) 2024-10-04T10:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-084500-001-000-49, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-04T10:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241004-084500-001-000-49, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-04T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-084500-001-000-49, account_id=SIM-001, ts_event=1728031500000000000) 2024-10-04T10:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-04T10:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=985_789.45 USD, locked=33_117.46 USD, free=952_671.99 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=33_117.46 USD, instrument_id=EUR/USD.SIM)], event_id=4ca5c331-8b5f-4f32-bbe6-cfa61bd86c65) 2024-10-04T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-084500-001-000-48, venue_order_id=SIM-1-048, account_id=SIM-001, trade_id=SIM-1-048, position_id=SIM-1-024, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09681 USD, commission=21.94 USD, liquidity_side=TAKER, ts_event=1728031500000000000) 2024-10-04T10:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-04T10:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-04T10:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-024, account_id=SIM-001, opening_order_id=O-20241004-073000-001-000-47, closing_order_id=O-20241004-084500-001-000-48, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.10318, avg_px_close=1.09681, realized_return=-0.00577, realized_pnl=-6_414.00 USD, unrealized_pnl=0.00 USD, ts_opened=1728027000000000000, ts_last=1728031500000000000, ts_closed=1728031500000000000, duration_ns=4500000000000) 2024-10-04T11:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-04T11:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=985_767.51 USD, locked=0.00 USD, free=985_767.51 USD)], margins=[], event_id=eaa08533-6371-4eeb-a49a-4a27a457c7a8) 2024-10-04T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-084500-001-000-49, venue_order_id=SIM-1-049, account_id=SIM-001, trade_id=SIM-1-049, position_id=SIM-1-025, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09681 USD, commission=21.94 USD, liquidity_side=TAKER, ts_event=1728031500000000000) 2024-10-04T11:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-04T11:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_926.24 USD 2024-10-04T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-025, account_id=SIM-001, opening_order_id=O-20241004-084500-001-000-49, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09681, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.94 USD, unrealized_pnl=0.00 USD, ts_opened=1728031500000000000, ts_last=1728031500000000000, ts_closed=0, duration_ns=0) 2024-10-04T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09680,1.09684,1.09590,1.09608,4007000000,1728032400000000000) 2024-10-04T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09607,1.09748,1.09588,1.09725,3481000000,1728033300000000000) 2024-10-04T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09725,1.09775,1.09597,1.09643,2727000000,1728034200000000000) 2024-10-04T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09643,1.09790,1.09618,1.09770,2747000000,1728035100000000000) 2024-10-04T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09769,1.09779,1.09709,1.09732,2016000000,1728036000000000000) 2024-10-04T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09733,1.09817,1.09701,1.09747,1799000000,1728036900000000000) 2024-10-04T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09748,1.09799,1.09705,1.09711,1861000000,1728037800000000000) 2024-10-04T12:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09711,1.09738,1.09670,1.09732,1563000000,1728038700000000000) 2024-10-04T12:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09732,1.09794,1.09686,1.09694,2674000000,1728039600000000000) 2024-10-04T12:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09694,1.09740,1.09671,1.09702,1726000000,1728040500000000000) 2024-10-04T12:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09702,1.09725,1.09572,1.09575,1348000000,1728041400000000000) 2024-10-04T12:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09576,1.09662,1.09575,1.09582,1675000000,1728042300000000000) 2024-10-04T12:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09582,1.09613,1.09548,1.09606,1331000000,1728043200000000000) 2024-10-04T13:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09606,1.09608,1.09540,1.09542,1689000000,1728044100000000000) 2024-10-04T13:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09542,1.09558,1.09522,1.09537,1120000000,1728045000000000000) 2024-10-04T13:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09537,1.09604,1.09512,1.09584,837000000,1728045900000000000) 2024-10-04T13:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09588,1.09618,1.09577,1.09596,818000000,1728046800000000000) 2024-10-04T13:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09596,1.09643,1.09577,1.09642,797000000,1728047700000000000) 2024-10-04T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09642,1.09679,1.09635,1.09638,712000000,1728048600000000000) 2024-10-04T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09637,1.09686,1.09627,1.09685,712000000,1728049500000000000) 2024-10-04T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09685,1.09693,1.09667,1.09679,518000000,1728050400000000000) 2024-10-04T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09681,1.09692,1.09652,1.09660,577000000,1728051300000000000) 2024-10-04T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09662,1.09685,1.09652,1.09683,471000000,1728052200000000000) 2024-10-04T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09682,1.09688,1.09667,1.09683,366000000,1728053100000000000) 2024-10-04T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09685,1.09740,1.09685,1.09726,576000000,1728054000000000000) 2024-10-04T15:15:03.451000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09725,1.09733,1.09707,1.09730,480000000,1728054900000000000) 2024-10-04T15:30:08.885000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09730,1.09743,1.09727,1.09738,528000000,1728055800000000000) 2024-10-04T15:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09736,1.09774,1.09736,1.09774,515000000,1728056700000000000) 2024-10-04T16:00:01.358000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09772,1.09777,1.09749,1.09763,948000000,1728057600000000000) 2024-10-04T16:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09764,1.09777,1.09755,1.09756,799000000,1728058500000000000) 2024-10-04T16:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-04T16:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-161500-001-000-50, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-04T16:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241004-161500-001-000-50, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-025) 2024-10-06T17:45:13.263000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-161500-001-000-50, account_id=SIM-001, ts_event=1728058500000000000) 2024-10-06T17:45:13.365000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-161500-001-000-51, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-06T17:45:13.770000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241004-161500-001-000-51, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-06T17:45:13.770000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-161500-001-000-51, account_id=SIM-001, ts_event=1728058500000000000) 2024-10-06T17:45:13.770000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-06T17:45:21.568000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=984_965.56 USD, locked=32_926.24 USD, free=952_039.32 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_926.24 USD, instrument_id=EUR/USD.SIM)], event_id=6916d9a4-0845-47a8-8dd5-b29dd1ae3a84) 2024-10-06T17:45:21.568000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-161500-001-000-50, venue_order_id=SIM-1-050, account_id=SIM-001, trade_id=SIM-1-050, position_id=SIM-1-025, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09759 USD, commission=21.95 USD, liquidity_side=TAKER, ts_event=1728058500000000000) 2024-10-06T18:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-06T18:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-06T18:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-025, account_id=SIM-001, opening_order_id=O-20241004-084500-001-000-49, closing_order_id=O-20241004-161500-001-000-50, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09681, avg_px_close=1.09759, realized_return=-0.00071, realized_pnl=-823.89 USD, unrealized_pnl=0.00 USD, ts_opened=1728031500000000000, ts_last=1728058500000000000, ts_closed=1728058500000000000, duration_ns=27000000000000) 2024-10-06T19:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-06T19:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=984_943.61 USD, locked=0.00 USD, free=984_943.61 USD)], margins=[], event_id=eafa534a-4d58-4a0b-8a12-d68572c77651) 2024-10-06T19:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241004-161500-001-000-51, venue_order_id=SIM-1-051, account_id=SIM-001, trade_id=SIM-1-051, position_id=SIM-1-026, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09759 USD, commission=21.95 USD, liquidity_side=TAKER, ts_event=1728058500000000000) 2024-10-06T20:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-06T20:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_949.65 USD 2024-10-06T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-026, account_id=SIM-001, opening_order_id=O-20241004-161500-001-000-51, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09759, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.95 USD, unrealized_pnl=0.00 USD, ts_opened=1728058500000000000, ts_last=1728058500000000000, ts_closed=0, duration_ns=0) 2024-10-06T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09757,1.09776,1.09757,1.09765,718000000,1728059400000000000) 2024-10-06T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09765,1.09765,1.09725,1.09732,658000000,1728060300000000000) 2024-10-06T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09731,1.09762,1.09730,1.09739,896000000,1728061200000000000) 2024-10-06T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728062100000000000) 2024-10-06T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728063000000000000) 2024-10-06T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728063900000000000) 2024-10-06T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728064800000000000) 2024-10-06T21:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728065700000000000) 2024-10-06T21:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728066600000000000) 2024-10-06T21:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728067500000000000) 2024-10-06T21:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728068400000000000) 2024-10-06T21:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728069300000000000) 2024-10-06T21:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728070200000000000) 2024-10-06T22:00:05.195000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728071100000000000) 2024-10-06T22:00:18.031000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728072000000000000) 2024-10-06T22:00:18.134000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728072900000000000) 2024-10-06T22:00:19.305000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728073800000000000) 2024-10-06T22:00:19.408000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728074700000000000) 2024-10-06T22:00:19.968000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728075600000000000) 2024-10-06T22:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728076500000000000) 2024-10-06T22:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728077400000000000) 2024-10-06T22:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728078300000000000) 2024-10-06T22:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728079200000000000) 2024-10-06T22:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728080100000000000) 2024-10-06T22:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728081000000000000) 2024-10-06T23:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728081900000000000) 2024-10-06T23:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728082800000000000) 2024-10-06T23:15:00.234000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728083700000000000) 2024-10-06T23:15:00.234000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728084600000000000) 2024-10-06T23:15:00.234000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728085500000000000) 2024-10-07T00:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728086400000000000) 2024-10-07T00:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728087300000000000) 2024-10-07T00:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728088200000000000) 2024-10-07T00:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728089100000000000) 2024-10-07T00:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728090000000000000) 2024-10-07T00:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728090900000000000) 2024-10-07T00:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728091800000000000) 2024-10-07T00:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728092700000000000) 2024-10-07T00:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728093600000000000) 2024-10-07T00:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728094500000000000) 2024-10-07T00:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728095400000000000) 2024-10-07T00:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728096300000000000) 2024-10-07T01:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728097200000000000) 2024-10-07T01:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728098100000000000) 2024-10-07T01:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728099000000000000) 2024-10-07T01:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728099900000000000) 2024-10-07T01:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728100800000000000) 2024-10-07T01:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728101700000000000) 2024-10-07T02:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728102600000000000) 2024-10-07T02:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728103500000000000) 2024-10-07T02:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728104400000000000) 2024-10-07T02:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728105300000000000) 2024-10-07T02:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728106200000000000) 2024-10-07T03:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728107100000000000) 2024-10-07T03:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728108000000000000) 2024-10-07T03:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728108900000000000) 2024-10-07T03:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728109800000000000) 2024-10-07T03:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728110700000000000) 2024-10-07T03:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728111600000000000) 2024-10-07T03:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728112500000000000) 2024-10-07T03:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728113400000000000) 2024-10-07T03:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728114300000000000) 2024-10-07T03:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728115200000000000) 2024-10-07T03:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728116100000000000) 2024-10-07T03:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728117000000000000) 2024-10-07T03:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728117900000000000) 2024-10-07T03:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728118800000000000) 2024-10-07T03:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728119700000000000) 2024-10-07T03:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728120600000000000) 2024-10-07T03:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728121500000000000) 2024-10-07T03:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728122400000000000) 2024-10-07T04:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728123300000000000) 2024-10-07T04:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728124200000000000) 2024-10-07T04:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728125100000000000) 2024-10-07T04:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728126000000000000) 2024-10-07T04:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728126900000000000) 2024-10-07T04:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728127800000000000) 2024-10-07T04:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728128700000000000) 2024-10-07T04:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728129600000000000) 2024-10-07T04:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728130500000000000) 2024-10-07T04:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728131400000000000) 2024-10-07T04:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728132300000000000) 2024-10-07T05:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728133200000000000) 2024-10-07T05:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728134100000000000) 2024-10-07T05:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728135000000000000) 2024-10-07T05:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728135900000000000) 2024-10-07T05:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728136800000000000) 2024-10-07T05:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728137700000000000) 2024-10-07T05:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728138600000000000) 2024-10-07T05:45:01.588000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728139500000000000) 2024-10-07T05:45:01.588000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728140400000000000) 2024-10-07T05:45:01.588000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728141300000000000) 2024-10-07T05:45:01.588000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728142200000000000) 2024-10-07T05:45:01.588000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728143100000000000) 2024-10-07T05:45:01.588000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728144000000000000) 2024-10-07T05:45:01.588000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728144900000000000) 2024-10-07T05:45:01.588000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728145800000000000) 2024-10-07T05:45:02.150000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728146700000000000) 2024-10-07T05:45:02.150000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728147600000000000) 2024-10-07T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728148500000000000) 2024-10-07T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728149400000000000) 2024-10-07T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728150300000000000) 2024-10-07T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728151200000000000) 2024-10-07T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728152100000000000) 2024-10-07T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728153000000000000) 2024-10-07T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728153900000000000) 2024-10-07T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728154800000000000) 2024-10-07T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728155700000000000) 2024-10-07T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728156600000000000) 2024-10-07T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728157500000000000) 2024-10-07T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728158400000000000) 2024-10-07T07:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728159300000000000) 2024-10-07T07:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728160200000000000) 2024-10-07T07:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728161100000000000) 2024-10-07T07:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728162000000000000) 2024-10-07T07:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728162900000000000) 2024-10-07T07:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728163800000000000) 2024-10-07T08:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728164700000000000) 2024-10-07T08:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728165600000000000) 2024-10-07T08:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728166500000000000) 2024-10-07T08:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728167400000000000) 2024-10-07T08:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728168300000000000) 2024-10-07T08:45:00.788000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728169200000000000) 2024-10-07T08:45:00.893000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728170100000000000) 2024-10-07T08:45:00.893000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728171000000000000) 2024-10-07T08:45:00.893000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728171900000000000) 2024-10-07T08:45:00.893000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728172800000000000) 2024-10-07T08:45:00.997000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728173700000000000) 2024-10-07T09:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728174600000000000) 2024-10-07T09:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728175500000000000) 2024-10-07T09:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728176400000000000) 2024-10-07T09:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728177300000000000) 2024-10-07T09:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728178200000000000) 2024-10-07T09:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728179100000000000) 2024-10-07T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728180000000000000) 2024-10-07T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728180900000000000) 2024-10-07T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728181800000000000) 2024-10-07T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728182700000000000) 2024-10-07T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728183600000000000) 2024-10-07T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728184500000000000) 2024-10-07T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728185400000000000) 2024-10-07T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728186300000000000) 2024-10-07T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728187200000000000) 2024-10-07T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728188100000000000) 2024-10-07T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728189000000000000) 2024-10-07T10:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728189900000000000) 2024-10-07T10:00:00.057000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728190800000000000) 2024-10-07T10:00:00.057000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728191700000000000) 2024-10-07T10:00:00.057000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728192600000000000) 2024-10-07T10:00:00.057000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728193500000000000) 2024-10-07T10:00:00.163000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728194400000000000) 2024-10-07T10:00:00.163000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728195300000000000) 2024-10-07T10:00:00.322000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728196200000000000) 00000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728197100000000000) 2024-10-07T10:00:00.430000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728198000000000000) 2024-10-07T10:00:00.430000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728198900000000000) 2024-10-07T10:00:00.535000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728199800000000000) 2024-10-07T10:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728200700000000000) 2024-10-07T10:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728201600000000000) 2024-10-07T10:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728202500000000000) 2024-10-07T10:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728203400000000000) 2024-10-07T10:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728204300000000000) 2024-10-07T10:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728205200000000000) 2024-10-07T10:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728206100000000000) 2024-10-07T10:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728207000000000000) 2024-10-07T10:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728207900000000000) 2024-10-07T10:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728208800000000000) 2024-10-07T10:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728209700000000000) 2024-10-07T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728210600000000000) 2024-10-07T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728211500000000000) 2024-10-07T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728212400000000000) 2024-10-07T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728213300000000000) 2024-10-07T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728214200000000000) 2024-10-07T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728215100000000000) 2024-10-07T11:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728216000000000000) 2024-10-07T11:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728216900000000000) 2024-10-07T11:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728217800000000000) 2024-10-07T11:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728218700000000000) 2024-10-07T11:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728219600000000000) 2024-10-07T11:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728220500000000000) 2024-10-07T11:45:01.418000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728221400000000000) 2024-10-07T11:45:01.891000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728222300000000000) 2024-10-07T11:45:03.165000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728223200000000000) 2024-10-07T11:45:03.165000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728224100000000000) 2024-10-07T11:45:03.165000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728225000000000000) 2024-10-07T11:45:03.165000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728225900000000000) 2024-10-07T11:45:03.472000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728226800000000000) 2024-10-07T11:45:03.472000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728227700000000000) 2024-10-07T11:45:03.472000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728228600000000000) 2024-10-07T11:45:03.472000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728229500000000000) 2024-10-07T11:45:03.472000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728230400000000000) 2024-10-07T18:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728231300000000000) 2024-10-07T18:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728232200000000000) 2024-10-07T18:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728233100000000000) 2024-10-07T18:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09739,1.09739,0,1728234000000000000) 2024-10-07T18:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09620,1.09681,1.09620,1.09632,54000000,1728234900000000000) 2024-10-07T18:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-07T18:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-171500-001-000-52, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-07T18:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241006-171500-001-000-52, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-026) 2024-10-07T18:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-171500-001-000-52, account_id=SIM-001, ts_event=1728234900000000000) 2024-10-07T19:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-171500-001-000-53, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-07T19:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241006-171500-001-000-53, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-07T19:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-171500-001-000-53, account_id=SIM-001, ts_event=1728234900000000000) 2024-10-07T20:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-07T20:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=983_651.68 USD, locked=32_949.65 USD, free=950_702.03 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_949.65 USD, instrument_id=EUR/USD.SIM)], event_id=9ec24dfd-d7d9-4221-bbd7-69823f878924) 2024-10-07T20:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-171500-001-000-52, venue_order_id=SIM-1-052, account_id=SIM-001, trade_id=SIM-1-052, position_id=SIM-1-026, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09632 USD, commission=21.93 USD, liquidity_side=TAKER, ts_event=1728234900000000000) 2024-10-07T20:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-07T20:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-07T20:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-026, account_id=SIM-001, opening_order_id=O-20241004-161500-001-000-51, closing_order_id=O-20241006-171500-001-000-52, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09759, avg_px_close=1.09632, realized_return=-0.00116, realized_pnl=-1_313.88 USD, unrealized_pnl=0.00 USD, ts_opened=1728058500000000000, ts_last=1728234900000000000, ts_closed=1728234900000000000, duration_ns=176400000000000) 2024-10-07T20:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-07T20:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=983_629.75 USD, locked=0.00 USD, free=983_629.75 USD)], margins=[], event_id=f1c47835-9ef2-4d9b-b3c7-4d78c1cdee22) 2024-10-07T21:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-171500-001-000-53, venue_order_id=SIM-1-053, account_id=SIM-001, trade_id=SIM-1-053, position_id=SIM-1-027, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09632 USD, commission=21.93 USD, liquidity_side=TAKER, ts_event=1728234900000000000) 2024-10-07T21:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-07T21:15:00.188000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_911.53 USD 2024-10-07T21:15:00.188000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-027, account_id=SIM-001, opening_order_id=O-20241006-171500-001-000-53, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09632, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.93 USD, unrealized_pnl=0.00 USD, ts_opened=1728234900000000000, ts_last=1728234900000000000, ts_closed=0, duration_ns=0) 2024-10-07T21:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09632,1.09658,1.09632,1.09653,130000000,1728235800000000000) 2024-10-07T21:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09653,1.09716,1.09628,1.09682,292000000,1728236700000000000) 2024-10-07T21:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09682,1.09706,1.09667,1.09693,360000000,1728237600000000000) 2024-10-07T21:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09693,1.09712,1.09634,1.09635,668000000,1728238500000000000) 2024-10-07T21:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09634,1.09717,1.09632,1.09703,587000000,1728239400000000000) 2024-10-07T21:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09703,1.09704,1.09671,1.09693,243000000,1728240300000000000) 2024-10-07T21:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09693,1.09706,1.09684,1.09693,280000000,1728241200000000000) 2024-10-07T21:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09694,1.09709,1.09682,1.09702,582000000,1728242100000000000) 2024-10-07T21:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09702,1.09702,1.09683,1.09692,391000000,1728243000000000000) 2024-10-07T22:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09693,1.09708,1.09692,1.09703,310000000,1728243900000000000) 2024-10-07T22:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09702,1.09717,1.09679,1.09705,373000000,1728244800000000000) 2024-10-07T22:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09705,1.09721,1.09693,1.09720,843000000,1728245700000000000) 2024-10-07T22:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09719,1.09754,1.09718,1.09748,626000000,1728246600000000000) 2024-10-07T22:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-07T22:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-203000-001-000-54, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-07T22:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241006-203000-001-000-54, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-027) 2024-10-07T22:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-203000-001-000-54, account_id=SIM-001, ts_event=1728246600000000000) 2024-10-07T23:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-203000-001-000-55, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-07T23:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241006-203000-001-000-55, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-07T23:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-203000-001-000-55, account_id=SIM-001, ts_event=1728246600000000000) 2024-10-08T02:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-08T02:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=982_417.80 USD, locked=32_911.53 USD, free=949_506.27 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_911.53 USD, instrument_id=EUR/USD.SIM)], event_id=f16b00a2-bcb2-4dec-9956-c4682524fe09) 2024-10-08T02:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-203000-001-000-54, venue_order_id=SIM-1-054, account_id=SIM-001, trade_id=SIM-1-054, position_id=SIM-1-027, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09751 USD, commission=21.95 USD, liquidity_side=TAKER, ts_event=1728246600000000000) 2024-10-08T02:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-08T02:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-08T02:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-027, account_id=SIM-001, opening_order_id=O-20241006-171500-001-000-53, closing_order_id=O-20241006-203000-001-000-54, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09632, avg_px_close=1.09751, realized_return=-0.00109, realized_pnl=-1_233.88 USD, unrealized_pnl=0.00 USD, ts_opened=1728234900000000000, ts_last=1728246600000000000, ts_closed=1728246600000000000, duration_ns=11700000000000) 2024-10-08T02:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-08T02:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=982_395.85 USD, locked=0.00 USD, free=982_395.85 USD)], margins=[], event_id=de0aa60c-3e4f-4017-92f8-7b676177ac91) 2024-10-08T03:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-203000-001-000-55, venue_order_id=SIM-1-055, account_id=SIM-001, trade_id=SIM-1-055, position_id=SIM-1-028, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09751 USD, commission=21.95 USD, liquidity_side=TAKER, ts_event=1728246600000000000) 2024-10-08T03:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-08T03:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_947.25 USD 2024-10-08T03:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-028, account_id=SIM-001, opening_order_id=O-20241006-203000-001-000-55, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09751, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.95 USD, unrealized_pnl=0.00 USD, ts_opened=1728246600000000000, ts_last=1728246600000000000, ts_closed=0, duration_ns=0) 2024-10-08T03:15:00.073000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09750,1.09753,1.09707,1.09713,653000000,1728247500000000000) 2024-10-08T03:15:00.073000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09712,1.09731,1.09681,1.09698,621000000,1728248400000000000) 2024-10-08T03:15:00.073000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-08T03:15:00.073000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-210000-001-000-56, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-08T04:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241006-210000-001-000-56, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-028) 2024-10-08T04:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-210000-001-000-56, account_id=SIM-001, ts_event=1728248400000000000) 2024-10-08T04:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-210000-001-000-57, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-08T05:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241006-210000-001-000-57, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-08T05:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-210000-001-000-57, account_id=SIM-001, ts_event=1728248400000000000) 2024-10-08T05:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-08T05:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=981_843.91 USD, locked=32_947.25 USD, free=948_896.66 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_947.25 USD, instrument_id=EUR/USD.SIM)], event_id=ea324adb-ab68-4989-8aac-1a7ea0edf03a) 2024-10-08T05:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-210000-001-000-56, venue_order_id=SIM-1-056, account_id=SIM-001, trade_id=SIM-1-056, position_id=SIM-1-028, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09698 USD, commission=21.94 USD, liquidity_side=TAKER, ts_event=1728248400000000000) 2024-10-08T05:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-08T05:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-08T05:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-028, account_id=SIM-001, opening_order_id=O-20241006-203000-001-000-55, closing_order_id=O-20241006-210000-001-000-56, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09751, avg_px_close=1.09698, realized_return=-0.00048, realized_pnl=-573.89 USD, unrealized_pnl=0.00 USD, ts_opened=1728246600000000000, ts_last=1728248400000000000, ts_closed=1728248400000000000, duration_ns=1800000000000) 2024-10-08T05:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-08T05:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=981_821.97 USD, locked=0.00 USD, free=981_821.97 USD)], margins=[], event_id=b5882c3f-a16d-4b1d-988d-346fa0a79b3c) 2024-10-08T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-210000-001-000-57, venue_order_id=SIM-1-057, account_id=SIM-001, trade_id=SIM-1-057, position_id=SIM-1-029, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09698 USD, commission=21.94 USD, liquidity_side=TAKER, ts_event=1728248400000000000) 2024-10-08T06:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-08T06:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_931.34 USD 2024-10-08T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-029, account_id=SIM-001, opening_order_id=O-20241006-210000-001-000-57, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09698, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.94 USD, unrealized_pnl=0.00 USD, ts_opened=1728248400000000000, ts_last=1728248400000000000, ts_closed=0, duration_ns=0) 2024-10-08T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09699,1.09753,1.09697,1.09715,874000000,1728249300000000000) 2024-10-08T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-08T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-211500-001-000-58, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-08T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241006-211500-001-000-58, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-029) 2024-10-08T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-211500-001-000-58, account_id=SIM-001, ts_event=1728249300000000000) 2024-10-08T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-211500-001-000-59, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-08T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241006-211500-001-000-59, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-08T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-211500-001-000-59, account_id=SIM-001, ts_event=1728249300000000000) 2024-10-08T06:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-08T06:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=981_600.03 USD, locked=32_931.34 USD, free=948_668.69 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_931.34 USD, instrument_id=EUR/USD.SIM)], event_id=29e5ce3f-c5e3-48c6-9dcd-4a03127e4c61) 2024-10-08T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-211500-001-000-58, venue_order_id=SIM-1-058, account_id=SIM-001, trade_id=SIM-1-058, position_id=SIM-1-029, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09718 USD, commission=21.94 USD, liquidity_side=TAKER, ts_event=1728249300000000000) 2024-10-08T06:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-08T06:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-08T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-029, account_id=SIM-001, opening_order_id=O-20241006-210000-001-000-57, closing_order_id=O-20241006-211500-001-000-58, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09698, avg_px_close=1.09718, realized_return=-0.00018, realized_pnl=-243.88 USD, unrealized_pnl=0.00 USD, ts_opened=1728248400000000000, ts_last=1728249300000000000, ts_closed=1728249300000000000, duration_ns=900000000000) 2024-10-08T06:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-08T06:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=981_578.09 USD, locked=0.00 USD, free=981_578.09 USD)], margins=[], event_id=aecf3a47-afec-4c1b-805d-4763f35a22ae) 2024-10-08T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241006-211500-001-000-59, venue_order_id=SIM-1-059, account_id=SIM-001, trade_id=SIM-1-059, position_id=SIM-1-030, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09718 USD, commission=21.94 USD, liquidity_side=TAKER, ts_event=1728249300000000000) 2024-10-08T07:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-08T07:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_937.34 USD 2024-10-08T07:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-030, account_id=SIM-001, opening_order_id=O-20241006-211500-001-000-59, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09718, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.94 USD, unrealized_pnl=0.00 USD, ts_opened=1728249300000000000, ts_last=1728249300000000000, ts_closed=0, duration_ns=0) 2024-10-08T07:45:05.534000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09715,1.09726,1.09695,1.09720,715000000,1728250200000000000) 2024-10-08T07:45:06.695000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09719,1.09775,1.09717,1.09743,845000000,1728251100000000000) 2024-10-08T07:45:10.229000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09744,1.09757,1.09716,1.09733,1038000000,1728252000000000000) 2024-10-08T07:45:10.229000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09734,1.09758,1.09729,1.09744,916000000,1728252900000000000) 2024-10-08T07:45:10.229000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09747,1.09773,1.09740,1.09755,527000000,1728253800000000000) 2024-10-08T07:45:10.229000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09757,1.09774,1.09736,1.09737,623000000,1728254700000000000) 2024-10-08T07:45:10.229000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09737,1.09749,1.09712,1.09713,686000000,1728255600000000000) 2024-10-08T07:45:10.333000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09713,1.09732,1.09709,1.09712,589000000,1728256500000000000) 2024-10-08T07:45:10.333000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09711,1.09716,1.09696,1.09713,487000000,1728257400000000000) 2024-10-08T07:45:10.333000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09714,1.09722,1.09706,1.09718,494000000,1728258300000000000) 2024-10-08T07:45:10.333000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09718,1.09728,1.09710,1.09719,362000000,1728259200000000000) 2024-10-08T08:15:00.111000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09720,1.09725,1.09714,1.09720,418000000,1728260100000000000) 2024-10-08T08:15:00.218000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09721,1.09735,1.09720,1.09723,320000000,1728261000000000000) 2024-10-08T08:15:00.218000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09723,1.09732,1.09701,1.09717,297000000,1728261900000000000) 2024-10-08T08:15:00.218000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09716,1.09716,1.09683,1.09684,218000000,1728262800000000000) 2024-10-08T08:15:00.323000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-08T08:15:00.323000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-010000-001-000-60, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) Cross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241007-010000-001-000-60, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-030) 2024-10-08T08:15:00.941000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-010000-001-000-60, account_id=SIM-001, ts_event=1728262800000000000) 2024-10-08T08:15:00.941000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-010000-001-000-61, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-08T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241007-010000-001-000-61, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-08T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-010000-001-000-61, account_id=SIM-001, ts_event=1728262800000000000) 2024-10-08T08:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-08T08:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=981_216.15 USD, locked=32_937.34 USD, free=948_278.81 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_937.34 USD, instrument_id=EUR/USD.SIM)], event_id=3c5a1d65-53bb-475a-9c53-9a324d8c6e9c) 2024-10-08T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-010000-001-000-60, venue_order_id=SIM-1-060, account_id=SIM-001, trade_id=SIM-1-060, position_id=SIM-1-030, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09684 USD, commission=21.94 USD, liquidity_side=TAKER, ts_event=1728262800000000000) 2024-10-08T08:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-08T09:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-08T09:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-030, account_id=SIM-001, opening_order_id=O-20241006-211500-001-000-59, closing_order_id=O-20241007-010000-001-000-60, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09718, avg_px_close=1.09684, realized_return=-0.00031, realized_pnl=-383.88 USD, unrealized_pnl=0.00 USD, ts_opened=1728249300000000000, ts_last=1728262800000000000, ts_closed=1728262800000000000, duration_ns=13500000000000) 2024-10-08T09:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-08T09:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=981_194.21 USD, locked=0.00 USD, free=981_194.21 USD)], margins=[], event_id=589ddd60-ae8e-4b60-a46e-1a1b23ba5982) 2024-10-08T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-010000-001-000-61, venue_order_id=SIM-1-061, account_id=SIM-001, trade_id=SIM-1-061, position_id=SIM-1-031, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09684 USD, commission=21.94 USD, liquidity_side=TAKER, ts_event=1728262800000000000) 2024-10-08T09:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-08T09:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_927.14 USD 2024-10-08T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-031, account_id=SIM-001, opening_order_id=O-20241007-010000-001-000-61, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09684, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.94 USD, unrealized_pnl=0.00 USD, ts_opened=1728262800000000000, ts_last=1728262800000000000, ts_closed=0, duration_ns=0) 2024-10-08T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09683,1.09689,1.09656,1.09663,437000000,1728263700000000000) 2024-10-08T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09661,1.09676,1.09643,1.09644,348000000,1728264600000000000) 2024-10-08T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09644,1.09677,1.09644,1.09671,465000000,1728265500000000000) 2024-10-08T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09670,1.09701,1.09653,1.09692,451000000,1728266400000000000) 2024-10-08T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09688,1.09701,1.09634,1.09678,971000000,1728267300000000000) 2024-10-08T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09679,1.09712,1.09637,1.09665,1020000000,1728268200000000000) 2024-10-08T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09664,1.09710,1.09660,1.09710,1019000000,1728269100000000000) 2024-10-08T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09711,1.09723,1.09665,1.09712,1215000000,1728270000000000000) 2024-10-08T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09712,1.09725,1.09676,1.09683,1887000000,1728270900000000000) 2024-10-08T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09681,1.09681,1.09581,1.09630,1385000000,1728271800000000000) 2024-10-08T10:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09630,1.09706,1.09613,1.09642,1588000000,1728272700000000000) 2024-10-08T10:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09644,1.09699,1.09643,1.09693,1446000000,1728273600000000000) 2024-10-08T10:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09695,1.09748,1.09654,1.09728,1276000000,1728274500000000000) 2024-10-08T10:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09729,1.09788,1.09707,1.09745,1173000000,1728275400000000000) 2024-10-08T10:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-08T10:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-043000-001-000-62, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-08T11:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241007-043000-001-000-62, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-031) 2024-10-08T11:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-043000-001-000-62, account_id=SIM-001, ts_event=1728275400000000000) 2024-10-08T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-043000-001-000-63, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-08T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241007-043000-001-000-63, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-08T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-043000-001-000-63, account_id=SIM-001, ts_event=1728275400000000000) 2024-10-08T12:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-08T12:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=980_542.26 USD, locked=32_927.14 USD, free=947_615.12 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_927.14 USD, instrument_id=EUR/USD.SIM)], event_id=841f6695-5446-4fa5-83db-c3c7d967291f) 2024-10-08T12:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-043000-001-000-62, venue_order_id=SIM-1-062, account_id=SIM-001, trade_id=SIM-1-062, position_id=SIM-1-031, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09747 USD, commission=21.95 USD, liquidity_side=TAKER, ts_event=1728275400000000000) 2024-10-08T12:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-08T12:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-08T12:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-031, account_id=SIM-001, opening_order_id=O-20241007-010000-001-000-61, closing_order_id=O-20241007-043000-001-000-62, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09684, avg_px_close=1.09747, realized_return=-0.00057, realized_pnl=-673.89 USD, unrealized_pnl=0.00 USD, ts_opened=1728262800000000000, ts_last=1728275400000000000, ts_closed=1728275400000000000, duration_ns=12600000000000) 2024-10-08T12:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-08T12:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=980_520.31 USD, locked=0.00 USD, free=980_520.31 USD)], margins=[], event_id=586fa49f-ac5b-4e4f-a122-867617fac186) 2024-10-08T13:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-043000-001-000-63, venue_order_id=SIM-1-063, account_id=SIM-001, trade_id=SIM-1-063, position_id=SIM-1-032, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09747 USD, commission=21.95 USD, liquidity_side=TAKER, ts_event=1728275400000000000) 2024-10-08T13:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-08T13:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_946.05 USD 2024-10-08T13:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-032, account_id=SIM-001, opening_order_id=O-20241007-043000-001-000-63, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09747, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.95 USD, unrealized_pnl=0.00 USD, ts_opened=1728275400000000000, ts_last=1728275400000000000, ts_closed=0, duration_ns=0) 2024-10-08T13:30:01.606000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09744,1.09785,1.09716,1.09720,1309000000,1728276300000000000) 2024-10-08T13:30:08.844000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09719,1.09729,1.09684,1.09699,1150000000,1728277200000000000) 2024-10-08T13:30:08.950000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09700,1.09700,1.09628,1.09632,1322000000,1728278100000000000) 2024-10-08T13:30:08.950000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-08T13:30:08.950000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-051500-001-000-64, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-08T13:30:08.950000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241007-051500-001-000-64, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-032) 2024-10-08T13:30:09.054000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-051500-001-000-64, account_id=SIM-001, ts_event=1728278100000000000) 2024-10-08T14:15:19.390000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-051500-001-000-65, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-08T14:15:20.606000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241007-051500-001-000-65, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-08T14:15:20.965000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-051500-001-000-65, account_id=SIM-001, ts_event=1728278100000000000) 2024-10-08T14:15:20.965000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-08T14:15:20.965000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=979_348.38 USD, locked=32_946.05 USD, free=946_402.33 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_946.05 USD, instrument_id=EUR/USD.SIM)], event_id=b3af9f11-1123-4aae-a17f-1adbb715f46e) 2024-10-08T14:15:21.421000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-051500-001-000-64, venue_order_id=SIM-1-064, account_id=SIM-001, trade_id=SIM-1-064, position_id=SIM-1-032, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09632 USD, commission=21.93 USD, liquidity_side=TAKER, ts_event=1728278100000000000) 2024-10-08T15:15:10.164000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-08T15:15:12.134000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-08T15:15:12.134000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-032, account_id=SIM-001, opening_order_id=O-20241007-043000-001-000-63, closing_order_id=O-20241007-051500-001-000-64, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09747, avg_px_close=1.09632, realized_return=-0.00105, realized_pnl=-1_193.88 USD, unrealized_pnl=0.00 USD, ts_opened=1728275400000000000, ts_last=1728278100000000000, ts_closed=1728278100000000000, duration_ns=2700000000000) 2024-10-08T15:15:13.463000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-08T15:15:13.463000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=979_326.45 USD, locked=0.00 USD, free=979_326.45 USD)], margins=[], event_id=32598c80-5474-474f-92fb-f0c1bc745af4) 2024-10-08T15:15:13.463000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-051500-001-000-65, venue_order_id=SIM-1-065, account_id=SIM-001, trade_id=SIM-1-065, position_id=SIM-1-033, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09632 USD, commission=21.93 USD, liquidity_side=TAKER, ts_event=1728278100000000000) 2024-10-08T15:15:13.463000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-08T15:15:13.769000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_911.53 USD 2024-10-08T15:15:13.769000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-033, account_id=SIM-001, opening_order_id=O-20241007-051500-001-000-65, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09632, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.93 USD, unrealized_pnl=0.00 USD, ts_opened=1728278100000000000, ts_last=1728278100000000000, ts_closed=0, duration_ns=0) 2024-10-08T16:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09633,1.09650,1.09592,1.09599,1197000000,1728279000000000000) 2024-10-08T16:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09600,1.09641,1.09581,1.09637,963000000,1728279900000000000) 2024-10-08T16:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09637,1.09640,1.09542,1.09586,1281000000,1728280800000000000) 2024-10-08T16:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09587,1.09652,1.09581,1.09637,1302000000,1728281700000000000) 2024-10-08T16:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09638,1.09693,1.09637,1.09639,1217000000,1728282600000000000) 2024-10-08T16:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09638,1.09687,1.09633,1.09668,1068000000,1728283500000000000) 2024-10-08T16:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09669,1.09698,1.09651,1.09651,972000000,1728284400000000000) 2024-10-08T16:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09651,1.09709,1.09622,1.09709,1330000000,1728285300000000000) 2024-10-08T16:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09708,1.09746,1.09697,1.09720,1105000000,1728286200000000000) 2024-10-08T17:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09720,1.09798,1.09714,1.09784,1155000000,1728287100000000000) 2024-10-08T17:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-08T17:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-074500-001-000-66, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-08T17:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241007-074500-001-000-66, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-033) 2024-10-08T18:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-074500-001-000-66, account_id=SIM-001, ts_event=1728287100000000000) 2024-10-08T18:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-074500-001-000-67, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-08T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241007-074500-001-000-67, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-08T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-074500-001-000-67, account_id=SIM-001, ts_event=1728287100000000000) 2024-10-08T20:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-08T20:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=977_774.49 USD, locked=32_911.53 USD, free=944_862.96 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_911.53 USD, instrument_id=EUR/USD.SIM)], event_id=eb6c7d05-2f19-4301-aff8-c2f817be3de7) 2024-10-08T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-074500-001-000-66, venue_order_id=SIM-1-066, account_id=SIM-001, trade_id=SIM-1-066, position_id=SIM-1-033, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09785 USD, commission=21.96 USD, liquidity_side=TAKER, ts_event=1728287100000000000) 2024-10-08T20:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-08T20:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-08T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-033, account_id=SIM-001, opening_order_id=O-20241007-051500-001-000-65, closing_order_id=O-20241007-074500-001-000-66, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09632, avg_px_close=1.09785, realized_return=-0.00140, realized_pnl=-1_573.89 USD, unrealized_pnl=0.00 USD, ts_opened=1728278100000000000, ts_last=1728287100000000000, ts_closed=1728287100000000000, duration_ns=9000000000000) 2024-10-08T21:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-08T21:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=977_752.53 USD, locked=0.00 USD, free=977_752.53 USD)], margins=[], event_id=748221a1-7d77-4535-ad02-c1f7f8205fef) 2024-10-08T21:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-074500-001-000-67, venue_order_id=SIM-1-067, account_id=SIM-001, trade_id=SIM-1-067, position_id=SIM-1-034, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09785 USD, commission=21.96 USD, liquidity_side=TAKER, ts_event=1728287100000000000) 2024-10-08T21:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-08T21:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_957.46 USD 2024-10-08T21:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-034, account_id=SIM-001, opening_order_id=O-20241007-074500-001-000-67, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09785, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.96 USD, unrealized_pnl=0.00 USD, ts_opened=1728287100000000000, ts_last=1728287100000000000, ts_closed=0, duration_ns=0) 2024-10-08T21:45:02.251000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09784,1.09805,1.09755,1.09767,1124000000,1728288000000000000) 2024-10-08T21:45:02.251000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09768,1.09836,1.09768,1.09803,1419000000,1728288900000000000) 2024-10-08T21:45:02.251000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09803,1.09813,1.09736,1.09752,1242000000,1728289800000000000) 2024-10-08T21:45:02.251000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09751,1.09770,1.09716,1.09743,1481000000,1728290700000000000) 2024-10-08T21:45:02.251000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09743,1.09799,1.09727,1.09771,1558000000,1728291600000000000) 2024-10-08T21:45:02.251000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09771,1.09815,1.09750,1.09800,1767000000,1728292500000000000) 2024-10-08T21:45:02.251000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09800,1.09830,1.09734,1.09746,1402000000,1728293400000000000) 2024-10-08T22:15:06.419000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09746,1.09798,1.09721,1.09776,1737000000,1728294300000000000) 2024-10-08T22:15:06.419000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09778,1.09805,1.09751,1.09796,1581000000,1728295200000000000) 2024-10-08T22:15:06.524000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09797,1.09848,1.09756,1.09832,1986000000,1728296100000000000) 2024-10-08T22:15:06.524000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09832,1.09832,1.09737,1.09764,1557000000,1728297000000000000) 2024-10-08T22:15:06.524000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09763,1.09789,1.09710,1.09762,1513000000,1728297900000000000) 2024-10-08T22:15:06.524000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09762,1.09775,1.09695,1.09747,1709000000,1728298800000000000) 2024-10-08T22:15:06.524000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09745,1.09775,1.09730,1.09742,1676000000,1728299700000000000) 2024-10-08T22:15:08.597000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09741,1.09781,1.09732,1.09764,1274000000,1728300600000000000) 2024-10-08T22:15:08.597000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09765,1.09791,1.09736,1.09753,1030000000,1728301500000000000) 2024-10-08T22:15:08.597000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09754,1.09782,1.09729,1.09758,1038000000,1728302400000000000) 2024-10-08T22:15:08.597000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09759,1.09791,1.09753,1.09782,1088000000,1728303300000000000) 2024-10-08T23:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09783,1.09836,1.09776,1.09805,705000000,1728304200000000000) 2024-10-08T23:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09807,1.09829,1.09782,1.09827,658000000,1728305100000000000) 2024-10-08T23:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09826,1.09846,1.09810,1.09839,748000000,1728306000000000000) 2024-10-08T23:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09838,1.09854,1.09831,1.09842,632000000,1728306900000000000) 2024-10-08T23:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09842,1.09848,1.09813,1.09837,654000000,1728307800000000000) 2024-10-09T00:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09837,1.09868,1.09834,1.09848,542000000,1728308700000000000) 2024-10-09T00:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09847,1.09851,1.09811,1.09821,765000000,1728309600000000000) 2024-10-09T00:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09822,1.09823,1.09751,1.09759,746000000,1728310500000000000) 2024-10-09T00:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09758,1.09761,1.09740,1.09742,506000000,1728311400000000000) 2024-10-09T00:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09741,1.09758,1.09725,1.09725,839000000,1728312300000000000) 2024-10-09T00:45:00.891000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09725,1.09736,1.09682,1.09690,1013000000,1728313200000000000) 2024-10-09T01:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-09T01:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-150000-001-000-68, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-09T01:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241007-150000-001-000-68, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-034) 2024-10-09T02:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-150000-001-000-68, account_id=SIM-001, ts_event=1728313200000000000) _order_id=O-20241007-150000-001-000-69, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-09T02:45:00.200000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241007-150000-001-000-69, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-09T03:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-150000-001-000-69, account_id=SIM-001, ts_event=1728313200000000000) 2024-10-09T03:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-09T03:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=976_780.59 USD, locked=32_957.46 USD, free=943_823.13 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_957.46 USD, instrument_id=EUR/USD.SIM)], event_id=f42fb80a-fec4-4d50-b0ff-4459359033f7) 2024-10-09T03:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-150000-001-000-68, venue_order_id=SIM-1-068, account_id=SIM-001, trade_id=SIM-1-068, position_id=SIM-1-034, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09690 USD, commission=21.94 USD, liquidity_side=TAKER, ts_event=1728313200000000000) 2024-10-09T03:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-09T03:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-09T03:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-034, account_id=SIM-001, opening_order_id=O-20241007-074500-001-000-67, closing_order_id=O-20241007-150000-001-000-68, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09785, avg_px_close=1.0969, realized_return=-0.00087, realized_pnl=-993.90 USD, unrealized_pnl=0.00 USD, ts_opened=1728287100000000000, ts_last=1728313200000000000, ts_closed=1728313200000000000, duration_ns=26100000000000) 2024-10-09T03:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-09T03:45:00.077000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=976_758.65 USD, locked=0.00 USD, free=976_758.65 USD)], margins=[], event_id=e3fac4a2-40d8-46cc-ba93-cf0c65ca56ca) 2024-10-09T03:45:00.077000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-150000-001-000-69, venue_order_id=SIM-1-069, account_id=SIM-001, trade_id=SIM-1-069, position_id=SIM-1-035, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09690 USD, commission=21.94 USD, liquidity_side=TAKER, ts_event=1728313200000000000) 2024-10-09T03:45:00.077000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-09T03:45:00.077000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_928.94 USD 2024-10-09T03:45:00.077000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-035, account_id=SIM-001, opening_order_id=O-20241007-150000-001-000-69, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.0969, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.94 USD, unrealized_pnl=0.00 USD, ts_opened=1728313200000000000, ts_last=1728313200000000000, ts_closed=0, duration_ns=0) 2024-10-09T03:45:00.077000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09690,1.09698,1.09657,1.09692,1090000000,1728314100000000000) 2024-10-09T03:45:00.530000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09693,1.09727,1.09691,1.09701,848000000,1728315000000000000) 2024-10-09T04:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09701,1.09701,1.09681,1.09689,690000000,1728315900000000000) 2024-10-09T04:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09690,1.09727,1.09682,1.09723,1291000000,1728316800000000000) 2024-10-09T04:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09723,1.09736,1.09710,1.09733,458000000,1728317700000000000) 2024-10-09T04:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09730,1.09735,1.09726,1.09732,400000000,1728318600000000000) 2024-10-09T04:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09733,1.09744,1.09711,1.09742,394000000,1728319500000000000) 2024-10-09T04:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09742,1.09750,1.09731,1.09731,740000000,1728320400000000000) 2024-10-09T04:45:00.305000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09723,1.09734,1.09689,1.09734,173000000,1728321300000000000) 2024-10-09T04:45:00.305000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09733,1.09754,1.09720,1.09752,613000000,1728322200000000000) 2024-10-09T04:45:00.305000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09754,1.09757,1.09740,1.09740,326000000,1728323100000000000) 2024-10-09T04:45:00.305000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09740,1.09745,1.09730,1.09732,302000000,1728324000000000000) 2024-10-09T04:45:00.305000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09731,1.09770,1.09718,1.09768,381000000,1728324900000000000) 2024-10-09T05:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09769,1.09778,1.09768,1.09768,87000000,1728325800000000000) 2024-10-09T05:15:00.488000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09769,1.09786,1.09768,1.09779,237000000,1728326700000000000) 2024-10-09T05:15:00.488000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-09T05:15:00.488000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-184500-001-000-70, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-09T05:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241007-184500-001-000-70, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-035) 2024-10-09T05:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-184500-001-000-70, account_id=SIM-001, ts_event=1728326700000000000) 2024-10-09T05:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-184500-001-000-71, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-09T05:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241007-184500-001-000-71, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-09T05:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-184500-001-000-71, account_id=SIM-001, ts_event=1728326700000000000) 2024-10-09T05:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-09T05:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=975_816.69 USD, locked=32_928.94 USD, free=942_887.75 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_928.94 USD, instrument_id=EUR/USD.SIM)], event_id=a9a47683-3823-4463-a654-42c696e0a830) 2024-10-09T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-184500-001-000-70, venue_order_id=SIM-1-070, account_id=SIM-001, trade_id=SIM-1-070, position_id=SIM-1-035, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09782 USD, commission=21.96 USD, liquidity_side=TAKER, ts_event=1728326700000000000) 2024-10-09T06:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-09T06:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-09T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-035, account_id=SIM-001, opening_order_id=O-20241007-150000-001-000-69, closing_order_id=O-20241007-184500-001-000-70, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.0969, avg_px_close=1.09782, realized_return=-0.00084, realized_pnl=-963.90 USD, unrealized_pnl=0.00 USD, ts_opened=1728313200000000000, ts_last=1728326700000000000, ts_closed=1728326700000000000, duration_ns=13500000000000) 2024-10-09T06:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-09T06:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=975_794.73 USD, locked=0.00 USD, free=975_794.73 USD)], margins=[], event_id=dab426a1-06fe-4fc8-bcee-0e316ccf3aa5) 2024-10-09T06:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241007-184500-001-000-71, venue_order_id=SIM-1-071, account_id=SIM-001, trade_id=SIM-1-071, position_id=SIM-1-036, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09782 USD, commission=21.96 USD, liquidity_side=TAKER, ts_event=1728326700000000000) 2024-10-09T07:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-09T07:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_956.56 USD 2024-10-09T07:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-036, account_id=SIM-001, opening_order_id=O-20241007-184500-001-000-71, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09782, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.96 USD, unrealized_pnl=0.00 USD, ts_opened=1728326700000000000, ts_last=1728326700000000000, ts_closed=0, duration_ns=0) 2024-10-09T07:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09779,1.09789,1.09760,1.09777,231000000,1728327600000000000) 2024-10-09T07:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09781,1.09791,1.09764,1.09765,403000000,1728328500000000000) 2024-10-09T07:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09766,1.09780,1.09765,1.09767,155000000,1728329400000000000) 2024-10-09T07:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09767,1.09772,1.09751,1.09761,276000000,1728330300000000000) 2024-10-09T07:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09763,1.09763,1.09741,1.09742,296000000,1728331200000000000) 2024-10-09T07:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09742,1.09783,1.09737,1.09778,651000000,1728332100000000000) 2024-10-09T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09778,1.09803,1.09770,1.09795,375000000,1728333000000000000) 2024-10-09T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09796,1.09822,1.09792,1.09817,414000000,1728333900000000000) 2024-10-09T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09817,1.09839,1.09802,1.09817,493000000,1728334800000000000) 2024-10-09T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09817,1.09848,1.09805,1.09832,914000000,1728335700000000000) 2024-10-09T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09833,1.09841,1.09821,1.09826,897000000,1728336600000000000) 2024-10-09T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09827,1.09843,1.09817,1.09841,1067000000,1728337500000000000) 2024-10-09T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09840,1.09844,1.09829,1.09836,865000000,1728338400000000000) 2024-10-09T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09836,1.09845,1.09792,1.09792,1028000000,1728339300000000000) 2024-10-09T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09793,1.09818,1.09762,1.09767,1621000000,1728340200000000000) 2024-10-09T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09767,1.09774,1.09727,1.09762,1439000000,1728341100000000000) 2024-10-09T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09762,1.09817,1.09755,1.09815,1202000000,1728342000000000000) 2024-10-09T09:15:00.336000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09816,1.09863,1.09816,1.09845,1187000000,1728342900000000000) 2024-10-09T09:15:00.593000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09844,1.09853,1.09822,1.09831,816000000,1728343800000000000) 2024-10-09T09:15:00.593000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09831,1.09868,1.09831,1.09856,593000000,1728344700000000000) 2024-10-09T09:15:00.593000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09857,1.09860,1.09825,1.09832,640000000,1728345600000000000) 2024-10-09T09:15:00.593000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09832,1.09852,1.09832,1.09835,373000000,1728346500000000000) 2024-10-09T09:15:00.593000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09834,1.09855,1.09834,1.09842,299000000,1728347400000000000) 2024-10-09T09:15:00.852000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09841,1.09861,1.09836,1.09861,379000000,1728348300000000000) 2024-10-09T09:15:00.852000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09861,1.09867,1.09847,1.09854,391000000,1728349200000000000) 2024-10-09T09:15:00.852000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09854,1.09858,1.09826,1.09833,686000000,1728350100000000000) 2024-10-09T09:15:00.852000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09834,1.09869,1.09834,1.09841,863000000,1728351000000000000) 2024-10-09T09:15:00.852000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09841,1.09846,1.09815,1.09835,612000000,1728351900000000000) 2024-10-09T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09836,1.09836,1.09815,1.09830,973000000,1728352800000000000) 2024-10-09T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09830,1.09870,1.09822,1.09838,1206000000,1728353700000000000) 2024-10-09T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09838,1.09857,1.09827,1.09836,1115000000,1728354600000000000) 2024-10-09T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09837,1.09881,1.09813,1.09877,943000000,1728355500000000000) 2024-10-09T09:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09876,1.09888,1.09836,1.09836,722000000,1728356400000000000) 2024-10-09T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09836,1.09852,1.09793,1.09836,1581000000,1728357300000000000) 2024-10-09T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09835,1.09846,1.09785,1.09805,1268000000,1728358200000000000) 2024-10-09T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09805,1.09930,1.09801,1.09928,1394000000,1728359100000000000) 2024-10-09T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09928,1.09956,1.09921,1.09951,1465000000,1728360000000000000) 2024-10-09T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09952,1.09971,1.09907,1.09915,1207000000,1728360900000000000) 2024-10-09T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09917,1.09921,1.09861,1.09885,981000000,1728361800000000000) 2024-10-09T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09885,1.09897,1.09830,1.09876,1009000000,1728362700000000000) 2024-10-09T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09877,1.09941,1.09846,1.09938,1325000000,1728363600000000000) 2024-10-09T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09939,1.09948,1.09897,1.09921,1065000000,1728364500000000000) 2024-10-09T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09922,1.09932,1.09876,1.09891,1198000000,1728365400000000000) 2024-10-09T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09892,1.09941,1.09880,1.09894,876000000,1728366300000000000) 2024-10-09T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09893,1.09907,1.09855,1.09874,695000000,1728367200000000000) 2024-10-09T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09874,1.09917,1.09872,1.09913,862000000,1728368100000000000) 2024-10-09T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09913,1.09919,1.09875,1.09898,799000000,1728369000000000000) 2024-10-09T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09897,1.09913,1.09830,1.09830,752000000,1728369900000000000) 2024-10-09T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09829,1.09878,1.09821,1.09852,1031000000,1728370800000000000) 2024-10-09T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09852,1.09878,1.09812,1.09822,978000000,1728371700000000000) 2024-10-09T11:15:48.286000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-09T11:15:48.286000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241008-071500-001-000-72, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-09T11:15:50.829000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241008-071500-001-000-72, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-036) 2024-10-09T11:15:50.829000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241008-071500-001-000-72, account_id=SIM-001, ts_event=1728371700000000000) 2024-10-09T11:15:51.144000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241008-071500-001-000-73, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-09T11:15:51.144000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241008-071500-001-000-73, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-09T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241008-071500-001-000-73, account_id=SIM-001, ts_event=1728371700000000000) 2024-10-09T11:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-09T11:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=976_172.77 USD, locked=32_956.56 USD, free=943_216.21 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_956.56 USD, instrument_id=EUR/USD.SIM)], event_id=faeecab9-382b-448c-b735-78cd77d1a230) 2024-10-09T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241008-071500-001-000-72, venue_order_id=SIM-1-072, account_id=SIM-001, trade_id=SIM-1-072, position_id=SIM-1-036, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09822 USD, commission=21.96 USD, liquidity_side=TAKER, ts_event=1728371700000000000) 2024-10-09T11:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-09T11:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-09T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-036, account_id=SIM-001, opening_order_id=O-20241007-184500-001-000-71, closing_order_id=O-20241008-071500-001-000-72, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09782, avg_px_close=1.09822, realized_return=0.00036, realized_pnl=356.08 USD, unrealized_pnl=0.00 USD, ts_opened=1728326700000000000, ts_last=1728371700000000000, ts_closed=1728371700000000000, duration_ns=45000000000000) 2024-10-09T12:30:00.081000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-09T12:30:00.237000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=976_150.81 USD, locked=0.00 USD, free=976_150.81 USD)], margins=[], event_id=eaf4b511-7308-45b4-82fa-12fe0ffbef87) 2024-10-09T12:30:00.237000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241008-071500-001-000-73, venue_order_id=SIM-1-073, account_id=SIM-001, trade_id=SIM-1-073, position_id=SIM-1-037, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09822 USD, commission=21.96 USD, liquidity_side=TAKER, ts_event=1728371700000000000) 2024-10-09T12:30:00.237000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-09T12:30:00.343000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_968.56 USD 2024-10-09T12:30:00.343000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-037, account_id=SIM-001, opening_order_id=O-20241008-071500-001-000-73, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09822, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.96 USD, unrealized_pnl=0.00 USD, ts_opened=1728371700000000000, ts_last=1728371700000000000, ts_closed=0, duration_ns=0) 2024-10-09T12:30:00.343000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09822,1.09829,1.09807,1.09813,792000000,1728372600000000000) 2024-10-09T12:30:00.343000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09813,1.09839,1.09785,1.09826,645000000,1728373500000000000) 2024-10-09T13:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09827,1.09897,1.09827,1.09876,1138000000,1728374400000000000) 2024-10-09T13:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09876,1.09898,1.09802,1.09816,1157000000,1728375300000000000) 2024-10-09T13:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09818,1.09859,1.09783,1.09792,1083000000,1728376200000000000) 2024-10-09T13:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09791,1.09791,1.09733,1.09756,1447000000,1728377100000000000) 2024-10-09T13:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09756,1.09765,1.09714,1.09759,1338000000,1728378000000000000) 2024-10-09T13:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09758,1.09839,1.09744,1.09791,1295000000,1728378900000000000) 2024-10-09T13:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09793,1.09828,1.09783,1.09790,1363000000,1728379800000000000) 2024-10-09T13:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09791,1.09811,1.09755,1.09797,1569000000,1728380700000000000) 2024-10-09T13:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09796,1.09837,1.09749,1.09778,1339000000,1728381600000000000) 2024-10-09T13:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09779,1.09793,1.09752,1.09760,1210000000,1728382500000000000) 2024-10-09T13:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09761,1.09803,1.09725,1.09741,1204000000,1728383400000000000) 2024-10-09T14:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09739,1.09739,1.09663,1.09680,1375000000,1728384300000000000) 2024-10-09T14:15:00.301000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09681,1.09711,1.09670,1.09708,1360000000,1728385200000000000) 2024-10-09T14:15:00.301000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09708,1.09718,1.09675,1.09697,1202000000,1728386100000000000) 2024-10-09T14:15:00.301000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09695,1.09722,1.09650,1.09652,990000000,1728387000000000000) 2024-10-09T14:15:00.301000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09653,1.09667,1.09608,1.09647,975000000,1728387900000000000) 2024-10-09T14:15:00.301000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09647,1.09713,1.09647,1.09697,1100000000,1728388800000000000) 2024-10-09T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09698,1.09723,1.09686,1.09716,870000000,1728389700000000000) 2024-10-09T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09716,1.09767,1.09713,1.09758,783000000,1728390600000000000) 2024-10-09T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09758,1.09776,1.09749,1.09749,494000000,1728391500000000000) 2024-10-09T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09749,1.09777,1.09748,1.09757,599000000,1728392400000000000) 2024-10-09T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09757,1.09757,1.09664,1.09672,1125000000,1728393300000000000) 2024-10-09T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09674,1.09738,1.09657,1.09727,864000000,1728394200000000000) 2024-10-09T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09726,1.09751,1.09699,1.09736,669000000,1728395100000000000) 2024-10-09T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09737,1.09745,1.09704,1.09743,630000000,1728396000000000000) 2024-10-09T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09744,1.09763,1.09738,1.09747,589000000,1728396900000000000) 2024-10-09T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09747,1.09754,1.09711,1.09717,461000000,1728397800000000000) 2024-10-09T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09717,1.09741,1.09695,1.09698,475000000,1728398700000000000) 2024-10-10T03:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09697,1.09728,1.09685,1.09722,636000000,1728399600000000000) 2024-10-10T03:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09722,1.09731,1.09694,1.09703,505000000,1728400500000000000) 2024-10-10T03:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09702,1.09737,1.09700,1.09730,448000000,1728401400000000000) 2024-10-10T03:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09729,1.09750,1.09709,1.09748,613000000,1728402300000000000) 2024-10-10T03:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09747,1.09782,1.09746,1.09778,563000000,1728403200000000000) 2024-10-10T05:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09778,1.09788,1.09766,1.09788,216000000,1728404100000000000) 2024-10-10T05:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-10T05:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241008-161500-001-000-74, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-10T05:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241008-161500-001-000-74, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-037) 2024-10-10T05:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241008-161500-001-000-74, account_id=SIM-001, ts_event=1728404100000000000) 2024-10-10T05:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241008-161500-001-000-75, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-10T05:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241008-161500-001-000-75, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-10T06:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241008-161500-001-000-75, account_id=SIM-001, ts_event=1728404100000000000) 2024-10-10T06:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-10T06:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=976_448.85 USD, locked=32_968.56 USD, free=943_480.29 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_968.56 USD, instrument_id=EUR/USD.SIM)], event_id=1393c001-a43e-47e4-a98a-5a17b7791e1f) 2024-10-10T06:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241008-161500-001-000-74, venue_order_id=SIM-1-074, account_id=SIM-001, trade_id=SIM-1-074, position_id=SIM-1-037, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09790 USD, commission=21.96 USD, liquidity_side=TAKER, ts_event=1728404100000000000) 2024-10-10T06:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-10T06:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-10T06:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-037, account_id=SIM-001, opening_order_id=O-20241008-071500-001-000-73, closing_order_id=O-20241008-161500-001-000-74, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09822, avg_px_close=1.0979, realized_return=0.00029, realized_pnl=276.08 USD, unrealized_pnl=0.00 USD, ts_opened=1728371700000000000, ts_last=1728404100000000000, ts_closed=1728404100000000000, duration_ns=32400000000000) 2024-10-10T07:00:00.680000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-10T07:00:01.744000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=976_426.89 USD, locked=0.00 USD, free=976_426.89 USD)], margins=[], event_id=368f97d3-73f8-4a9b-8ea3-0dd0e6f9b8a2) 2024-10-10T07:00:02.161000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241008-161500-001-000-75, venue_order_id=SIM-1-075, account_id=SIM-001, trade_id=SIM-1-075, position_id=SIM-1-038, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09790 USD, commission=21.96 USD, liquidity_side=TAKER, ts_event=1728404100000000000) 2024-10-10T07:00:02.161000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-10T07:00:02.161000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_958.96 USD 2024-10-10T07:00:02.161000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-038, account_id=SIM-001, opening_order_id=O-20241008-161500-001-000-75, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.0979, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.96 USD, unrealized_pnl=0.00 USD, ts_opened=1728404100000000000, ts_last=1728404100000000000, ts_closed=0, duration_ns=0) 2024-10-10T07:00:02.317000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09788,1.09791,1.09776,1.09786,374000000,1728405000000000000) 2024-10-10T07:00:02.317000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09786,1.09792,1.09776,1.09785,247000000,1728405900000000000) 2024-10-10T07:30:00.216000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09785,1.09806,1.09782,1.09798,494000000,1728406800000000000) 2024-10-10T07:30:00.371000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09782,1.09796,1.09743,1.09760,576000000,1728407700000000000) 2024-10-10T07:30:00.371000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09759,1.09792,1.09754,1.09784,544000000,1728408600000000000) 2024-10-10T07:30:00.371000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09784,1.09790,1.09780,1.09789,276000000,1728409500000000000) 2024-10-10T07:30:00.474000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09786,1.09790,1.09780,1.09786,468000000,1728410400000000000) 2024-10-10T07:30:00.474000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09788,1.09803,1.09786,1.09789,342000000,1728411300000000000) 2024-10-10T07:30:00.474000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09789,1.09793,1.09783,1.09785,154000000,1728412200000000000) 2024-10-10T07:30:00.474000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09785,1.09791,1.09782,1.09791,79000000,1728413100000000000) 2024-10-10T07:30:00.474000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09790,1.09807,1.09784,1.09807,151000000,1728414000000000000) 2024-10-10T07:30:00.578000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09808,1.09809,1.09760,1.09760,201000000,1728414900000000000) 2024-10-10T07:30:00.578000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09760,1.09770,1.09760,1.09766,167000000,1728415800000000000) 2024-10-10T08:00:00.274000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09766,1.09773,1.09760,1.09772,87000000,1728416700000000000) 2024-10-10T08:00:00.481000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09776,1.09780,1.09749,1.09753,277000000,1728417600000000000) 2024-10-10T08:00:00.481000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09754,1.09768,1.09742,1.09750,379000000,1728418500000000000) 2024-10-10T08:00:00.481000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09751,1.09771,1.09751,1.09759,306000000,1728419400000000000) 2024-10-10T08:00:01.301000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-10T08:00:01.301000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241008-203000-001-000-76, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-10T08:00:01.301000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241008-203000-001-000-76, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-038) 2024-10-10T08:00:01.301000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241008-203000-001-000-76, account_id=SIM-001, ts_event=1728419400000000000) 2024-10-10T08:30:00.480000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241008-203000-001-000-77, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-10T08:30:00.689000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241008-203000-001-000-77, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-10T08:30:00.689000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241008-203000-001-000-77, account_id=SIM-001, ts_event=1728419400000000000) 2024-10-10T08:30:00.689000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-10T08:30:00.950000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=976_094.94 USD, locked=32_958.96 USD, free=943_135.98 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_958.96 USD, instrument_id=EUR/USD.SIM)], event_id=6126e7be-dc35-480d-ac2a-6b306a59a87a) 2024-10-10T08:30:00.950000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241008-203000-001-000-76, venue_order_id=SIM-1-076, account_id=SIM-001, trade_id=SIM-1-076, position_id=SIM-1-038, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09759 USD, commission=21.95 USD, liquidity_side=TAKER, ts_event=1728419400000000000) 2024-10-10T08:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-10T08:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-10T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-038, account_id=SIM-001, opening_order_id=O-20241008-161500-001-000-75, closing_order_id=O-20241008-203000-001-000-76, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.0979, avg_px_close=1.09759, realized_return=-0.00028, realized_pnl=-353.91 USD, unrealized_pnl=0.00 USD, ts_opened=1728404100000000000, ts_last=1728419400000000000, ts_closed=1728419400000000000, duration_ns=15300000000000) 2024-10-10T08:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-10T08:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=976_072.99 USD, locked=0.00 USD, free=976_072.99 USD)], margins=[], event_id=203ff2c4-4f43-4e0a-8456-d8b894ff9796) 2024-10-10T09:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241008-203000-001-000-77, venue_order_id=SIM-1-077, account_id=SIM-001, trade_id=SIM-1-077, position_id=SIM-1-039, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09759 USD, commission=21.95 USD, liquidity_side=TAKER, ts_event=1728419400000000000) 2024-10-10T09:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-10T09:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_949.65 USD 2024-10-10T09:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-039, account_id=SIM-001, opening_order_id=O-20241008-203000-001-000-77, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09759, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.95 USD, unrealized_pnl=0.00 USD, ts_opened=1728419400000000000, ts_last=1728419400000000000, ts_closed=0, duration_ns=0) 2024-10-10T09:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09759,1.09761,1.09736,1.09752,373000000,1728420300000000000) 2024-10-10T09:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09750,1.09787,1.09746,1.09755,469000000,1728421200000000000) 2024-10-10T09:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09755,1.09772,1.09711,1.09711,746000000,1728422100000000000) 2024-10-10T09:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09712,1.09759,1.09701,1.09720,769000000,1728423000000000000) 2024-10-10T09:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09724,1.09728,1.09686,1.09725,1229000000,1728423900000000000) 2024-10-10T09:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09723,1.09748,1.09718,1.09736,962000000,1728424800000000000) 2024-10-10T09:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09736,1.09736,1.09702,1.09720,835000000,1728425700000000000) 2024-10-10T09:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09719,1.09741,1.09705,1.09707,726000000,1728426600000000000) 2024-10-10T09:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09707,1.09720,1.09687,1.09696,519000000,1728427500000000000) 2024-10-10T09:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09697,1.09733,1.09697,1.09706,871000000,1728428400000000000) 2024-10-10T09:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09707,1.09712,1.09684,1.09690,673000000,1728429300000000000) BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09690,1.09702,1.09673,1.09698,609000000,1728430200000000000) 2024-10-10T09:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09696,1.09709,1.09688,1.09695,658000000,1728431100000000000) 2024-10-10T09:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09694,1.09700,1.09667,1.09678,620000000,1728432000000000000) 2024-10-10T09:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09678,1.09684,1.09662,1.09667,495000000,1728432900000000000) 2024-10-10T09:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09666,1.09668,1.09642,1.09651,395000000,1728433800000000000) 2024-10-10T09:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09652,1.09657,1.09629,1.09633,219000000,1728434700000000000) 2024-10-10T09:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09633,1.09635,1.09620,1.09631,208000000,1728435600000000000) 2024-10-10T09:30:00.050000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09635,1.09760,1.09635,1.09707,1545000000,1728436500000000000) 2024-10-10T09:30:00.050000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09706,1.09725,1.09684,1.09692,988000000,1728437400000000000) 2024-10-10T09:45:00.076000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09693,1.09743,1.09676,1.09717,1614000000,1728438300000000000) 2024-10-10T09:45:00.076000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09718,1.09732,1.09705,1.09730,1009000000,1728439200000000000) 2024-10-10T09:45:00.076000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09730,1.09730,1.09665,1.09667,993000000,1728440100000000000) 2024-10-10T09:45:00.076000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09667,1.09678,1.09655,1.09665,764000000,1728441000000000000) 2024-10-10T09:45:00.076000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09665,1.09679,1.09650,1.09656,788000000,1728441900000000000) 2024-10-10T09:45:00.544000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09655,1.09658,1.09622,1.09629,1017000000,1728442800000000000) 2024-10-10T09:45:00.544000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09626,1.09641,1.09510,1.09514,1736000000,1728443700000000000) 2024-10-10T09:45:00.544000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09514,1.09604,1.09514,1.09581,1380000000,1728444600000000000) 2024-10-10T09:45:00.544000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09580,1.09668,1.09562,1.09619,1394000000,1728445500000000000) 2024-10-10T09:45:00.544000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09619,1.09645,1.09581,1.09602,1263000000,1728446400000000000) 2024-10-10T09:45:00.544000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09603,1.09642,1.09586,1.09637,1204000000,1728447300000000000) 2024-10-10T10:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09636,1.09638,1.09573,1.09576,1089000000,1728448200000000000) 2024-10-10T10:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09576,1.09595,1.09541,1.09561,979000000,1728449100000000000) 2024-10-10T10:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09560,1.09584,1.09533,1.09577,838000000,1728450000000000000) 2024-10-10T10:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09576,1.09619,1.09568,1.09587,1074000000,1728450900000000000) 2024-10-10T10:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09586,1.09631,1.09583,1.09611,941000000,1728451800000000000) 2024-10-10T10:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09612,1.09655,1.09610,1.09637,714000000,1728452700000000000) 2024-10-10T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09636,1.09676,1.09632,1.09666,876000000,1728453600000000000) 2024-10-10T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09666,1.09697,1.09655,1.09684,800000000,1728454500000000000) 2024-10-10T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09685,1.09707,1.09663,1.09665,581000000,1728455400000000000) 2024-10-10T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09665,1.09687,1.09634,1.09645,617000000,1728456300000000000) 2024-10-10T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09645,1.09670,1.09633,1.09656,672000000,1728457200000000000) 2024-10-10T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-10T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241009-070000-001-000-78, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-10T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241009-070000-001-000-78, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-039) 2024-10-10T10:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241009-070000-001-000-78, account_id=SIM-001, ts_event=1728457200000000000) 2024-10-10T10:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241009-070000-001-000-79, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-10T10:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241009-070000-001-000-79, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-10T10:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241009-070000-001-000-79, account_id=SIM-001, ts_event=1728457200000000000) 2024-10-10T10:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-10T10:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=977_051.06 USD, locked=32_949.65 USD, free=944_101.41 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_949.65 USD, instrument_id=EUR/USD.SIM)], event_id=4771bf9b-6346-4f5b-a1e4-44682f91be65) 2024-10-10T10:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241009-070000-001-000-78, venue_order_id=SIM-1-078, account_id=SIM-001, trade_id=SIM-1-078, position_id=SIM-1-039, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09659 USD, commission=21.93 USD, liquidity_side=TAKER, ts_event=1728457200000000000) 2024-10-10T10:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-10T10:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-10T10:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-039, account_id=SIM-001, opening_order_id=O-20241008-203000-001-000-77, closing_order_id=O-20241009-070000-001-000-78, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09759, avg_px_close=1.09659, realized_return=0.00091, realized_pnl=956.12 USD, unrealized_pnl=0.00 USD, ts_opened=1728419400000000000, ts_last=1728457200000000000, ts_closed=1728457200000000000, duration_ns=37800000000000) 2024-10-10T10:45:00.387000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-10T10:45:00.387000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=977_029.13 USD, locked=0.00 USD, free=977_029.13 USD)], margins=[], event_id=0e9b8b19-9246-4638-957d-dbaaa3dc0b86) 2024-10-10T10:45:00.387000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241009-070000-001-000-79, venue_order_id=SIM-1-079, account_id=SIM-001, trade_id=SIM-1-079, position_id=SIM-1-040, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09659 USD, commission=21.93 USD, liquidity_side=TAKER, ts_event=1728457200000000000) 2024-10-10T10:45:00.387000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-10T10:45:00.387000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_919.63 USD 2024-10-10T11:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-040, account_id=SIM-001, opening_order_id=O-20241009-070000-001-000-79, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09659, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.93 USD, unrealized_pnl=0.00 USD, ts_opened=1728457200000000000, ts_last=1728457200000000000, ts_closed=0, duration_ns=0) 2024-10-10T11:00:00.190000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09656,1.09666,1.09635,1.09639,916000000,1728458100000000000) 2024-10-10T11:00:00.190000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09638,1.09669,1.09624,1.09625,760000000,1728459000000000000) 2024-10-10T11:00:00.190000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-10T11:00:00.301000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241009-073000-001-000-80, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-10T11:00:00.301000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241009-073000-001-000-80, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-040) 2024-10-10T11:00:00.301000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241009-073000-001-000-80, account_id=SIM-001, ts_event=1728459000000000000) 2024-10-10T11:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241009-073000-001-000-81, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-10T11:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241009-073000-001-000-81, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-10T11:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241009-073000-001-000-81, account_id=SIM-001, ts_event=1728459000000000000) 2024-10-10T11:45:00.304000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-10T11:45:00.304000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=976_667.20 USD, locked=32_919.63 USD, free=943_747.57 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_919.63 USD, instrument_id=EUR/USD.SIM)], event_id=719aba86-9cf8-4526-9ee3-57a5655ab747) 2024-10-10T11:45:00.564000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241009-073000-001-000-80, venue_order_id=SIM-1-080, account_id=SIM-001, trade_id=SIM-1-080, position_id=SIM-1-040, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09625 USD, commission=21.93 USD, liquidity_side=TAKER, ts_event=1728459000000000000) 2024-10-10T11:45:00.564000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-10T11:45:00.564000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-10T11:45:00.673000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-040, account_id=SIM-001, opening_order_id=O-20241009-070000-001-000-79, closing_order_id=O-20241009-073000-001-000-80, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09659, avg_px_close=1.09625, realized_return=-0.00031, realized_pnl=-383.86 USD, unrealized_pnl=0.00 USD, ts_opened=1728457200000000000, ts_last=1728459000000000000, ts_closed=1728459000000000000, duration_ns=1800000000000) 2024-10-10T11:45:00.673000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-10T12:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=976_645.27 USD, locked=0.00 USD, free=976_645.27 USD)], margins=[], event_id=357c549e-2fed-4b50-b481-d7643e79fe15) 2024-10-10T12:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241009-073000-001-000-81, venue_order_id=SIM-1-081, account_id=SIM-001, trade_id=SIM-1-081, position_id=SIM-1-041, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09625 USD, commission=21.93 USD, liquidity_side=TAKER, ts_event=1728459000000000000) 2024-10-10T12:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-10T12:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_909.43 USD 2024-10-10T12:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-041, account_id=SIM-001, opening_order_id=O-20241009-073000-001-000-81, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09625, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.93 USD, unrealized_pnl=0.00 USD, ts_opened=1728459000000000000, ts_last=1728459000000000000, ts_closed=0, duration_ns=0) 2024-10-10T13:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09625,1.09642,1.09585,1.09585,692000000,1728459900000000000) 2024-10-10T13:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09584,1.09599,1.09539,1.09540,1082000000,1728460800000000000) 2024-10-10T13:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09539,1.09591,1.09539,1.09565,1108000000,1728461700000000000) 2024-10-10T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09570,1.09584,1.09535,1.09545,1077000000,1728462600000000000) 2024-10-10T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09546,1.09588,1.09527,1.09566,1022000000,1728463500000000000) 2024-10-10T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09566,1.09585,1.09533,1.09567,1214000000,1728464400000000000) 2024-10-10T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09566,1.09584,1.09524,1.09537,876000000,1728465300000000000) 2024-10-10T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09537,1.09544,1.09462,1.09521,1297000000,1728466200000000000) 2024-10-10T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09521,1.09583,1.09517,1.09579,1219000000,1728467100000000000) 2024-10-10T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09580,1.09582,1.09516,1.09532,1301000000,1728468000000000000) 2024-10-10T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09532,1.09598,1.09477,1.09577,1331000000,1728468900000000000) 2024-10-10T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09577,1.09580,1.09488,1.09536,1345000000,1728469800000000000) 2024-10-10T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09535,1.09543,1.09445,1.09450,1405000000,1728470700000000000) 2024-10-10T13:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09450,1.09480,1.09396,1.09479,1874000000,1728471600000000000) 2024-10-10T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09478,1.09559,1.09469,1.09535,1434000000,1728472500000000000) 2024-10-10T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09535,1.09561,1.09521,1.09536,1042000000,1728473400000000000) 2024-10-10T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09536,1.09536,1.09491,1.09526,835000000,1728474300000000000) 2024-10-10T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09524,1.09527,1.09487,1.09506,885000000,1728475200000000000) 2024-10-10T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09505,1.09505,1.09455,1.09470,724000000,1728476100000000000) 2024-10-10T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09471,1.09500,1.09464,1.09471,662000000,1728477000000000000) 2024-10-10T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09472,1.09472,1.09441,1.09451,661000000,1728477900000000000) NTERNAL,1.09449,1.09449,1.09401,1.09413,672000000,1728478800000000000): Bar(EUR/USD.SIM-15-MINUTE-BID-I 2024-10-10T15:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09415,1.09421,1.09376,1.09378,717000000,1728479700000000000) 2024-10-10T15:00:02.221000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09377,1.09389,1.09369,1.09377,664000000,1728480600000000000) 2024-10-10T15:00:02.221000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09376,1.09396,1.09373,1.09391,511000000,1728481500000000000) 2024-10-10T15:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09390,1.09400,1.09370,1.09390,677000000,1728482400000000000) 2024-10-10T15:30:00.748000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09393,1.09404,1.09362,1.09377,724000000,1728483300000000000) 2024-10-10T15:30:00.748000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09377,1.09426,1.09364,1.09420,701000000,1728484200000000000) 2024-10-10T15:30:00.748000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09418,1.09426,1.09395,1.09406,555000000,1728485100000000000) 2024-10-10T15:30:00.748000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09407,1.09420,1.09362,1.09365,546000000,1728486000000000000) 2024-10-10T15:30:00.748000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09366,1.09412,1.09365,1.09398,559000000,1728486900000000000) 2024-10-10T15:30:00.748000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09397,1.09413,1.09394,1.09401,409000000,1728487800000000000) 2024-10-10T15:30:00.748000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09403,1.09408,1.09370,1.09375,464000000,1728488700000000000) 2024-10-10T15:30:00.854000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09375,1.09397,1.09369,1.09386,587000000,1728489600000000000) 2024-10-10T15:30:00.854000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09386,1.09389,1.09370,1.09375,367000000,1728490500000000000) 2024-10-10T15:30:00.854000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09376,1.09388,1.09375,1.09379,187000000,1728491400000000000) 2024-10-10T16:00:00.067000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09380,1.09386,1.09366,1.09385,267000000,1728492300000000000) 2024-10-10T16:00:00.067000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09385,1.09407,1.09376,1.09376,571000000,1728493200000000000) 2024-10-10T16:00:00.067000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09368,1.09390,1.09367,1.09389,95000000,1728494100000000000) 2024-10-10T16:00:00.175000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09389,1.09395,1.09374,1.09392,214000000,1728495000000000000) 2024-10-10T16:00:00.175000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09391,1.09409,1.09381,1.09407,312000000,1728495900000000000) 2024-10-10T16:00:00.175000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09408,1.09426,1.09397,1.09403,638000000,1728496800000000000) 2024-10-10T16:00:00.175000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09403,1.09426,1.09378,1.09381,342000000,1728497700000000000) 2024-10-10T16:00:00.175000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09381,1.09400,1.09381,1.09398,183000000,1728498600000000000) 2024-10-10T16:00:00.441000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09399,1.09411,1.09396,1.09406,191000000,1728499500000000000) 2024-10-10T16:00:00.441000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09407,1.09410,1.09401,1.09407,121000000,1728500400000000000) 2024-10-10T16:00:00.441000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09406,1.09406,1.09389,1.09394,142000000,1728501300000000000) 2024-10-10T18:30:00.056000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09394,1.09394,1.09394,1.09394,0,1728502200000000000) 2024-10-10T18:30:00.056000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09394,1.09394,1.09394,1.09394,0,1728503100000000000) 2024-10-10T18:30:01.988000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09394,1.09394,1.09394,1.09394,0,1728504000000000000) 2024-10-10T18:30:01.988000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09422,1.09423,1.09413,1.09418,104000000,1728504900000000000) 2024-10-10T18:30:01.988000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09418,1.09420,1.09392,1.09418,598000000,1728505800000000000) 2024-10-10T18:30:07.627000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09418,1.09423,1.09401,1.09416,441000000,1728506700000000000) 2024-10-10T18:30:07.627000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-10T18:30:07.627000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241009-204500-001-000-82, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-10T18:30:10.557000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241009-204500-001-000-82, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-041) 2024-10-10T21:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241009-204500-001-000-82, account_id=SIM-001, ts_event=1728506700000000000) 2024-10-10T21:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241009-204500-001-000-83, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-10T21:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241009-204500-001-000-83, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-10T22:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241009-204500-001-000-83, account_id=SIM-001, ts_event=1728506700000000000) 2024-10-10T22:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-10T22:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=978_693.39 USD, locked=32_909.43 USD, free=945_783.96 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_909.43 USD, instrument_id=EUR/USD.SIM)], event_id=9089d718-0a58-458a-a5a0-7d1a6b38ecb4) 2024-10-10T22:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241009-204500-001-000-82, venue_order_id=SIM-1-082, account_id=SIM-001, trade_id=SIM-1-082, position_id=SIM-1-041, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09418 USD, commission=21.88 USD, liquidity_side=TAKER, ts_event=1728506700000000000) 2024-10-10T23:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-10T23:30:00.000000000Z [INFO] BACKTESTER-001.Port
Out[15]:
[BacktestResult(trader_id='BACKTESTER-001', machine_id='Stefans-MacBook-Pro.local', run_config_id='678528248c612d872a12c50a94b72227ccd83269eb76649a266057b1530edc77', instance_id='6d313d15-bf5a-496a-8046-8083888df131', run_id='11b54f76-ba77-401e-831e-c059f6448c67', run_started=1735114796625111000, run_finished=1735114800309483000, backtest_start=1727740800121000000, backtest_end=1728950397577000000, elapsed_time=1209597.456, iterations=0, total_events=220, total_orders=110, total_positions=55, stats_pnls={'USD': {'PnL (total)': -25048.42, 'PnL% (total)': -2.5048420000000045, 'Max Winner': 3265.65, 'Avg Winner': np.float64(979.7272727272727), 'Min Winner': np.float64(146.27), 'Min Loser': np.float64(-163.76), 'Avg Loser': np.float64(-814.214090909091), 'Max Loser': np.float64(-6414.0), 'Expectancy': np.float64(-455.4258181818183), 'Win Rate': 0.2}}, stats_returns={'Returns Volatility (252 days)': np.float64(0.042790288335576895), 'Average (Return)': np.float64(-0.00037401118947544184), 'Average Loss (Return)': np.float64(-0.0007001517078912508), 'Average Win (Return)': np.float64(0.0009305508841877943), 'Sharpe Ratio (252 days)': np.float64(-8.65315687234654), 'Sortino Ratio (252 days)': np.float64(-8.111079894534617), 'Profit Factor': np.float64(0.3322675906163503), 'Risk Return Ratio': np.float64(-0.3446942968181148)})]
folio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-10T23:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-041, account_id=SIM-001, opening_order_id=O-20241009-073000-001-000-81, closing_order_id=O-20241009-204500-001-000-82, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09625, avg_px_close=1.09418, realized_return=0.00189, realized_pnl=2_026.19 USD, unrealized_pnl=0.00 USD, ts_opened=1728459000000000000, ts_last=1728506700000000000, ts_closed=1728506700000000000, duration_ns=47700000000000) 2024-10-10T23:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-10T23:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=978_671.51 USD, locked=0.00 USD, free=978_671.51 USD)], margins=[], event_id=43a58c92-1858-4a0a-af8a-f992e4001063) 2024-10-10T23:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241009-204500-001-000-83, venue_order_id=SIM-1-083, account_id=SIM-001, trade_id=SIM-1-083, position_id=SIM-1-042, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09418 USD, commission=21.88 USD, liquidity_side=TAKER, ts_event=1728506700000000000) 2024-10-10T23:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-11T00:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_847.28 USD 2024-10-11T00:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-042, account_id=SIM-001, opening_order_id=O-20241009-204500-001-000-83, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09418, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.88 USD, unrealized_pnl=0.00 USD, ts_opened=1728506700000000000, ts_last=1728506700000000000, ts_closed=0, duration_ns=0) 2024-10-11T00:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09415,1.09429,1.09400,1.09405,492000000,1728507600000000000) 2024-10-11T00:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09404,1.09449,1.09397,1.09439,577000000,1728508500000000000) 2024-10-11T00:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09438,1.09449,1.09410,1.09416,594000000,1728509400000000000) 2024-10-11T00:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09417,1.09459,1.09413,1.09444,907000000,1728510300000000000) 2024-10-11T00:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09445,1.09455,1.09419,1.09429,842000000,1728511200000000000) 2024-10-11T00:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09428,1.09443,1.09389,1.09394,702000000,1728512100000000000) 2024-10-11T00:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09394,1.09434,1.09390,1.09431,708000000,1728513000000000000) 2024-10-11T00:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09431,1.09454,1.09431,1.09438,700000000,1728513900000000000) 2024-10-11T01:45:08.978000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09439,1.09444,1.09419,1.09419,730000000,1728514800000000000) 2024-10-11T01:45:09.186000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09418,1.09441,1.09414,1.09434,545000000,1728515700000000000) 2024-10-11T01:45:09.186000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09432,1.09458,1.09428,1.09433,618000000,1728516600000000000) 2024-10-11T01:45:11.264000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09433,1.09435,1.09419,1.09430,436000000,1728517500000000000) 2024-10-11T01:45:11.264000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09429,1.09437,1.09422,1.09435,340000000,1728518400000000000) 2024-10-11T01:45:11.264000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09435,1.09445,1.09429,1.09439,173000000,1728519300000000000) 2024-10-11T01:45:11.264000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09440,1.09441,1.09425,1.09425,393000000,1728520200000000000) 0m [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09425,1.09425,1.09392,1.09400,427000000,1728521100000000000) 2024-10-11T01:45:19.374000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09399,1.09413,1.09383,1.09409,485000000,1728522000000000000) 2024-10-11T01:45:19.374000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09408,1.09425,1.09388,1.09406,670000000,1728522900000000000) 2024-10-11T01:45:19.374000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-11T03:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-011500-001-000-84, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-11T03:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241010-011500-001-000-84, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-042) 2024-10-11T03:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-011500-001-000-84, account_id=SIM-001, ts_event=1728522900000000000) 2024-10-11T03:30:00.321000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-011500-001-000-85, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-11T03:30:00.428000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241010-011500-001-000-85, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-11T03:30:00.428000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-011500-001-000-85, account_id=SIM-001, ts_event=1728522900000000000) 2024-10-11T04:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-11T04:00:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=978_529.63 USD, locked=32_847.28 USD, free=945_682.35 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_847.28 USD, instrument_id=EUR/USD.SIM)], event_id=0a0f145b-4f45-4f17-8a85-6958da3bc72b) 2024-10-11T04:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-011500-001-000-84, venue_order_id=SIM-1-084, account_id=SIM-001, trade_id=SIM-1-084, position_id=SIM-1-042, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09406 USD, commission=21.88 USD, liquidity_side=TAKER, ts_event=1728522900000000000) 2024-10-11T04:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-11T04:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-11T04:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-042, account_id=SIM-001, opening_order_id=O-20241009-204500-001-000-83, closing_order_id=O-20241010-011500-001-000-84, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09418, avg_px_close=1.09406, realized_return=-0.00011, realized_pnl=-163.76 USD, unrealized_pnl=0.00 USD, ts_opened=1728506700000000000, ts_last=1728522900000000000, ts_closed=1728522900000000000, duration_ns=16200000000000) 2024-10-11T04:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-11T04:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=978_507.75 USD, locked=0.00 USD, free=978_507.75 USD)], margins=[], event_id=5e390ca1-4487-4230-ae38-0b473ac0ba93) 2024-10-11T04:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-011500-001-000-85, venue_order_id=SIM-1-085, account_id=SIM-001, trade_id=SIM-1-085, position_id=SIM-1-043, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09406 USD, commission=21.88 USD, liquidity_side=TAKER, ts_event=1728522900000000000) 2024-10-11T04:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-11T04:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_843.68 USD 2024-10-11T04:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-043, account_id=SIM-001, opening_order_id=O-20241010-011500-001-000-85, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09406, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.88 USD, unrealized_pnl=0.00 USD, ts_opened=1728522900000000000, ts_last=1728522900000000000, ts_closed=0, duration_ns=0) 2024-10-11T06:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09407,1.09407,1.09370,1.09397,618000000,1728523800000000000) 2024-10-11T06:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09398,1.09404,1.09383,1.09403,493000000,1728524700000000000) 2024-10-11T06:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09402,1.09415,1.09382,1.09391,550000000,1728525600000000000) 2024-10-11T06:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09388,1.09396,1.09364,1.09385,830000000,1728526500000000000) 2024-10-11T06:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09384,1.09418,1.09373,1.09417,696000000,1728527400000000000) 2024-10-11T06:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09415,1.09430,1.09377,1.09380,662000000,1728528300000000000) 2024-10-11T06:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09380,1.09404,1.09367,1.09368,895000000,1728529200000000000) 2024-10-11T06:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09369,1.09391,1.09350,1.09366,1109000000,1728530100000000000) 2024-10-11T06:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09367,1.09369,1.09330,1.09354,786000000,1728531000000000000) 2024-10-11T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09354,1.09422,1.09343,1.09416,1168000000,1728531900000000000) 2024-10-11T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09417,1.09430,1.09365,1.09374,1020000000,1728532800000000000) 2024-10-11T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09378,1.09392,1.09289,1.09304,1144000000,1728533700000000000) 2024-10-11T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09304,1.09339,1.09282,1.09325,960000000,1728534600000000000) 2024-10-11T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09328,1.09361,1.09319,1.09342,655000000,1728535500000000000) 2024-10-11T07:15:04.511000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09342,1.09350,1.09327,1.09329,683000000,1728536400000000000) 2024-10-11T07:15:04.665000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09330,1.09330,1.09279,1.09294,626000000,1728537300000000000) 2024-10-11T07:15:08.249000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09296,1.09328,1.09278,1.09316,696000000,1728538200000000000) 2024-10-11T07:15:08.249000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09319,1.09338,1.09308,1.09321,692000000,1728539100000000000) 2024-10-11T07:15:08.249000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09320,1.09339,1.09299,1.09336,628000000,1728540000000000000) 2024-10-11T07:15:08.249000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09336,1.09347,1.09309,1.09321,756000000,1728540900000000000) 2024-10-11T07:15:08.249000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09321,1.09340,1.09313,1.09339,606000000,1728541800000000000) 2024-10-11T07:15:09.311000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09340,1.09387,1.09340,1.09352,811000000,1728542700000000000) 2024-10-11T07:15:09.311000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09396,1.09339,1.09390,774000000,1728543600000000000) 2024-10-11T07:15:09.311000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09391,1.09395,1.09363,1.09364,738000000,1728544500000000000) 2024-10-11T07:15:09.311000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09365,1.09370,1.09322,1.09343,829000000,1728545400000000000) 2024-10-11T08:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09344,1.09357,1.09270,1.09291,928000000,1728546300000000000) 2024-10-11T08:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09292,1.09332,1.09285,1.09310,988000000,1728547200000000000) 2024-10-11T08:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09310,1.09338,1.09301,1.09320,1072000000,1728548100000000000) 2024-10-11T08:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09321,1.09346,1.09298,1.09315,1538000000,1728549000000000000) 2024-10-11T08:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09314,1.09548,1.09088,1.09328,7050000000,1728549900000000000) 2024-10-11T08:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09329,1.09496,1.09328,1.09439,3847000000,1728550800000000000) 2024-10-11T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-11T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-090000-001-000-86, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-11T08:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241010-090000-001-000-86, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-043) 2024-10-11T09:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-090000-001-000-86, account_id=SIM-001, ts_event=1728550800000000000) 2024-10-11T09:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-090000-001-000-87, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-11T09:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241010-090000-001-000-87, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-11T09:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-090000-001-000-87, account_id=SIM-001, ts_event=1728550800000000000) 2024-10-11T09:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-11T09:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=978_135.86 USD, locked=32_843.68 USD, free=945_292.18 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_843.68 USD, instrument_id=EUR/USD.SIM)], event_id=46f95191-647a-4e46-bc21-ec8bbebd3279) 2024-10-11T09:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-090000-001-000-86, venue_order_id=SIM-1-086, account_id=SIM-001, trade_id=SIM-1-086, position_id=SIM-1-043, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09441 USD, commission=21.89 USD, liquidity_side=TAKER, ts_event=1728550800000000000) 2024-10-11T09:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-11T09:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-11T09:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-043, account_id=SIM-001, opening_order_id=O-20241010-011500-001-000-85, closing_order_id=O-20241010-090000-001-000-86, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09406, avg_px_close=1.09441, realized_return=-0.00032, realized_pnl=-393.77 USD, unrealized_pnl=0.00 USD, ts_opened=1728522900000000000, ts_last=1728550800000000000, ts_closed=1728550800000000000, duration_ns=27900000000000) 2024-10-11T09:45:00.067000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD =978_113.97 USD)], margins=[], event_id=a9d64f6d-9969-42f0-8e83-260bb2390163)ccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=978_113.97 USD, locked=0.00 USD, free 2024-10-11T09:45:00.067000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-090000-001-000-87, venue_order_id=SIM-1-087, account_id=SIM-001, trade_id=SIM-1-087, position_id=SIM-1-044, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09441 USD, commission=21.89 USD, liquidity_side=TAKER, ts_event=1728550800000000000) 2024-10-11T09:45:03.474000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-11T09:45:03.474000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_854.19 USD 2024-10-11T09:45:03.474000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-044, account_id=SIM-001, opening_order_id=O-20241010-090000-001-000-87, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09441, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.89 USD, unrealized_pnl=0.00 USD, ts_opened=1728550800000000000, ts_last=1728550800000000000, ts_closed=0, duration_ns=0) 2024-10-11T09:45:03.474000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09440,1.09498,1.09394,1.09412,3119000000,1728551700000000000) 2024-10-11T09:45:03.582000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09411,1.09496,1.09401,1.09447,2436000000,1728552600000000000) 2024-10-11T10:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09447,1.09457,1.09362,1.09364,2445000000,1728553500000000000) 2024-10-11T10:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09363,1.09431,1.09339,1.09372,2515000000,1728554400000000000) 2024-10-11T10:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09371,1.09422,1.09312,1.09362,2637000000,1728555300000000000) 2024-10-11T10:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09362,1.09383,1.09223,1.09223,2391000000,1728556200000000000) 2024-10-11T10:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-11T10:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-103000-001-000-88, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-11T10:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241010-103000-001-000-88, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-044) 2024-10-11T10:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-103000-001-000-88, account_id=SIM-001, ts_event=1728556200000000000) 2024-10-11T10:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-103000-001-000-89, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-11T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241010-103000-001-000-89, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-11T10:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-103000-001-000-89, account_id=SIM-001, ts_event=1728556200000000000) 2024-10-11T10:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-11T10:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=975_912.13 USD, locked=32_854.19 USD, free=943_057.94 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_854.19 USD, instrument_id=EUR/USD.SIM)], event_id=b976cfd6-a2b6-454a-9aab-9b680b385654) 2024-10-11T10:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-103000-001-000-88, venue_order_id=SIM-1-088, account_id=SIM-001, trade_id=SIM-1-088, position_id=SIM-1-044, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09223 USD, commission=21.84 USD, liquidity_side=TAKER, ts_event=1728556200000000000) 2024-10-11T10:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-11T10:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-11T10:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-044, account_id=SIM-001, opening_order_id=O-20241010-090000-001-000-87, closing_order_id=O-20241010-103000-001-000-88, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09441, avg_px_close=1.09223, realized_return=-0.00199, realized_pnl=-2_223.73 USD, unrealized_pnl=0.00 USD, ts_opened=1728550800000000000, ts_last=1728556200000000000, ts_closed=1728556200000000000, duration_ns=5400000000000) 2024-10-11T10:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-11T10:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=975_890.29 USD, locked=0.00 USD, free=975_890.29 USD)], margins=[], event_id=b213ed8e-2ca2-42e1-aac9-b4c212a740f5) 2024-10-11T10:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-103000-001-000-89, venue_order_id=SIM-1-089, account_id=SIM-001, trade_id=SIM-1-089, position_id=SIM-1-045, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09223 USD, commission=21.84 USD, liquidity_side=TAKER, ts_event=1728556200000000000) 2024-10-11T10:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-11T10:45:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_788.74 USD 2024-10-11T10:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-045, account_id=SIM-001, opening_order_id=O-20241010-103000-001-000-89, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09223, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.84 USD, unrealized_pnl=0.00 USD, ts_opened=1728556200000000000, ts_last=1728556200000000000, ts_closed=0, duration_ns=0) 2024-10-11T11:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09224,1.09231,1.09136,1.09172,2302000000,1728557100000000000) 2024-10-11T11:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09171,1.09251,1.09149,1.09222,2113000000,1728558000000000000) 2024-10-11T11:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09222,1.09254,1.09164,1.09236,1824000000,1728558900000000000) 2024-10-11T11:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09237,1.09278,1.09219,1.09269,1411000000,1728559800000000000) 2024-10-11T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09268,1.09297,1.09232,1.09276,1129000000,1728560700000000000) 2024-10-11T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09277,1.09283,1.09244,1.09248,887000000,1728561600000000000) 2024-10-11T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09249,1.09281,1.09245,1.09274,976000000,1728562500000000000) 2024-10-11T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09273,1.09281,1.09245,1.09266,762000000,1728563400000000000) 2024-10-11T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09266,1.09266,1.09212,1.09213,955000000,1728564300000000000) 2024-10-11T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09215,1.09226,1.09030,1.09059,2610000000,1728565200000000000) 2024-10-11T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09059,1.09091,1.09000,1.09011,1906000000,1728566100000000000) 2024-10-11T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09010,1.09161,1.09008,1.09153,1404000000,1728567000000000000) 2024-10-11T11:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09154,1.09190,1.09154,1.09183,902000000,1728567900000000000) 2024-10-11T11:45:03.054000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09183,1.09206,1.09160,1.09189,865000000,1728568800000000000) 2024-10-11T11:45:03.054000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09189,1.09253,1.09182,1.09238,732000000,1728569700000000000) 2024-10-11T12:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09237,1.09240,1.09201,1.09220,596000000,1728570600000000000) 2024-10-11T12:30:02.506000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09221,1.09266,1.09219,1.09239,690000000,1728571500000000000) 2024-10-11T12:30:02.506000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09240,1.09246,1.09209,1.09220,721000000,1728572400000000000) 2024-10-11T12:30:02.506000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09220,1.09256,1.09210,1.09248,756000000,1728573300000000000) 2024-10-11T12:30:02.506000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09249,1.09282,1.09247,1.09266,729000000,1728574200000000000) 2024-10-11T12:30:02.506000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09266,1.09311,1.09266,1.09305,682000000,1728575100000000000) 2024-10-11T12:30:02.506000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-11T12:30:02.506000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-154500-001-000-90, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-11T12:30:09.558000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241010-154500-001-000-90, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-045) 2024-10-11T13:30:25.901000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-154500-001-000-90, account_id=SIM-001, ts_event=1728575100000000000) 2024-10-11T13:30:25.955000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-154500-001-000-91, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-11T13:30:25.955000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241010-154500-001-000-91, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-11T13:30:25.955000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-154500-001-000-91, account_id=SIM-001, ts_event=1728575100000000000) 2024-10-11T13:30:25.955000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-11T13:30:30.115000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=975_028.43 USD, locked=32_788.74 USD, free=942_239.69 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_788.74 USD, instrument_id=EUR/USD.SIM)], event_id=ad039976-7045-47b2-abc3-00c335c4bad3) 2024-10-11T13:30:30.115000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-154500-001-000-90, venue_order_id=SIM-1-090, account_id=SIM-001, trade_id=SIM-1-090, position_id=SIM-1-045, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09307 USD, commission=21.86 USD, liquidity_side=TAKER, ts_event=1728575100000000000) 2024-10-11T15:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-11T15:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-11T15:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-045, account_id=SIM-001, opening_order_id=O-20241010-103000-001-000-89, closing_order_id=O-20241010-154500-001-000-90, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09223, avg_px_close=1.09307, realized_return=-0.00077, realized_pnl=-883.70 USD, unrealized_pnl=0.00 USD, ts_opened=1728556200000000000, ts_last=1728575100000000000, ts_closed=1728575100000000000, duration_ns=18900000000000) 2024-10-13T18:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-13T18:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=975_006.57 USD, locked=0.00 USD, free=975_006.57 USD)], margins=[], event_id=7f4cf0c0-2222-4703-81e4-ca5acbf28f6f) 2024-10-13T18:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241010-154500-001-000-91, venue_order_id=SIM-1-091, account_id=SIM-001, trade_id=SIM-1-091, position_id=SIM-1-046, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09307 USD, commission=21.86 USD, liquidity_side=TAKER, ts_event=1728575100000000000) 2024-10-13T18:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-10-13T18:30:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_813.96 USD 2024-10-13T18:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-046, account_id=SIM-001, opening_order_id=O-20241010-154500-001-000-91, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09307, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.86 USD, unrealized_pnl=0.00 USD, ts_opened=1728575100000000000, ts_last=1728575100000000000, ts_closed=0, duration_ns=0) 2024-10-13T18:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09305,1.09345,1.09301,1.09344,768000000,1728576000000000000) 2024-10-13T18:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09344,1.09369,1.09342,1.09359,436000000,1728576900000000000) 2024-10-13T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09358,1.09376,1.09346,1.09367,306000000,1728577800000000000) 2024-10-13T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09366,1.09367,1.09339,1.09350,389000000,1728578700000000000) 2024-10-13T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09351,1.09375,1.09286,1.09286,394000000,1728579600000000000) 2024-10-13T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09299,1.09340,1.09116,1.09330,100000000,1728580500000000000) 2024-10-13T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09330,1.09345,1.09322,1.09341,216000000,1728581400000000000) 2024-10-13T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09340,1.09353,1.09336,1.09350,464000000,1728582300000000000) 2024-10-13T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09351,1.09369,1.09349,1.09350,332000000,1728583200000000000) 2024-10-13T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09351,1.09362,1.09328,1.09343,262000000,1728584100000000000) 2024-10-13T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09344,1.09350,1.09334,1.09336,207000000,1728585000000000000) 2024-10-13T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09337,1.09342,1.09334,1.09340,105000000,1728585900000000000) 2024-10-13T20:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09341,1.09343,1.09330,1.09337,114000000,1728586800000000000) 2024-10-14T05:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09337,1.09343,1.09324,1.09336,260000000,1728587700000000000) 2024-10-14T05:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09337,1.09342,1.09324,1.09329,100000000,1728588600000000000) 2024-10-14T05:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09329,1.09340,1.09328,1.09340,146000000,1728589500000000000) 2024-10-14T05:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09339,1.09343,1.09329,1.09334,157000000,1728590400000000000) 2024-10-14T05:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09335,1.09348,1.09321,1.09336,506000000,1728591300000000000) 2024-10-14T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09338,1.09358,1.09328,1.09339,410000000,1728592200000000000) 2024-10-14T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09340,1.09358,1.09335,1.09343,379000000,1728593100000000000) 2024-10-14T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09343,1.09378,1.09339,1.09373,469000000,1728594000000000000) 2024-10-14T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09375,1.09379,1.09342,1.09366,611000000,1728594900000000000) 2024-10-14T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09365,1.09372,1.09339,1.09341,446000000,1728595800000000000) 2024-10-14T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09340,1.09340,1.09294,1.09307,523000000,1728596700000000000) 2024-10-14T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09307,1.09321,1.09301,1.09320,489000000,1728597600000000000) 2024-10-14T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09319,1.09340,1.09308,1.09339,312000000,1728598500000000000) 2024-10-14T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09340,1.09353,1.09325,1.09340,321000000,1728599400000000000) 2024-10-14T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09341,1.09365,1.09330,1.09361,484000000,1728600300000000000) 2024-10-14T06:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09360,1.09376,1.09360,1.09368,357000000,1728601200000000000) 2024-10-14T07:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09368,1.09385,1.09363,1.09371,421000000,1728602100000000000) 2024-10-14T07:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09370,1.09397,1.09370,1.09396,491000000,1728603000000000000) 2024-10-14T07:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09397,1.09405,1.09380,1.09386,434000000,1728603900000000000) 2024-10-14T07:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09386,1.09407,1.09378,1.09395,386000000,1728604800000000000) 2024-10-14T07:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09395,1.09402,1.09384,1.09401,320000000,1728605700000000000) 2024-10-14T07:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09404,1.09405,1.09374,1.09375,248000000,1728606600000000000) 2024-10-14T07:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09376,1.09377,1.09361,1.09364,380000000,1728607500000000000) 2024-10-14T07:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09363,1.09364,1.09352,1.09356,340000000,1728608400000000000) 2024-10-14T07:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09356,1.09365,1.09343,1.09349,411000000,1728609300000000000) 2024-10-14T07:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09350,1.09358,1.09342,1.09355,245000000,1728610200000000000) 2024-10-14T07:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09355,1.09379,1.09354,1.09360,312000000,1728611100000000000) 2024-10-14T08:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09358,1.09358,1.09325,1.09354,340000000,1728612000000000000) 2024-10-14T08:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09354,1.09354,1.09323,1.09340,695000000,1728612900000000000) 2024-10-14T08:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09339,1.09379,1.09339,1.09375,461000000,1728613800000000000) 2024-10-14T08:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09376,1.09383,1.09327,1.09337,649000000,1728614700000000000) 2024-10-14T08:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09337,1.09406,1.09336,1.09401,1021000000,1728615600000000000) 2024-10-14T08:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09400,1.09428,1.09355,1.09378,1043000000,1728616500000000000) 2024-10-14T08:45:00.163000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09379,1.09379,1.09321,1.09369,966000000,1728617400000000000) 2024-10-14T08:45:00.269000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09366,1.09415,1.09349,1.09404,614000000,1728618300000000000) 2024-10-14T08:45:00.269000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09402,1.09453,1.09389,1.09446,760000000,1728619200000000000) 2024-10-14T08:45:00.269000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09446,1.09453,1.09416,1.09447,703000000,1728620100000000000) 2024-10-14T08:45:00.269000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09448,1.09501,1.09437,1.09491,742000000,1728621000000000000) 2024-10-14T08:45:00.373000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09490,1.09537,1.09462,1.09513,706000000,1728621900000000000) 2024-10-14T08:45:00.373000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09514,1.09517,1.09475,1.09495,579000000,1728622800000000000) 2024-10-14T08:45:00.373000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09493,1.09511,1.09463,1.09464,642000000,1728623700000000000) 2024-10-14T08:45:00.373000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09465,1.09486,1.09459,1.09464,633000000,1728624600000000000) 2024-10-14T08:45:00.373000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09464,1.09478,1.09445,1.09446,492000000,1728625500000000000) 2024-10-14T08:45:00.937000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09445,1.09446,1.09380,1.09389,709000000,1728626400000000000) 2024-10-14T09:15:00.357000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09387,1.09393,1.09364,1.09378,746000000,1728627300000000000) 2024-10-14T09:15:00.975000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09377,1.09384,1.09350,1.09352,584000000,1728628200000000000) 2024-10-14T09:15:00.975000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09351,1.09365,1.09325,1.09326,529000000,1728629100000000000) 2024-10-14T09:15:01.081000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-14T09:15:01.081000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241011-064500-001-000-92, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-14T09:15:01.081000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241011-064500-001-000-92, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-046) 2024-10-14T09:15:03.684000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241011-064500-001-000-92, account_id=SIM-001, ts_event=1728629100000000000) 2024-10-14T09:15:03.684000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241011-064500-001-000-93, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-14T11:30:00.189000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241011-064500-001-000-93, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-14T11:30:00.361000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241011-064500-001-000-93, account_id=SIM-001, ts_event=1728629100000000000) 2024-10-14T11:30:00.361000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-14T11:30:00.616000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=975_174.70 USD, locked=32_813.96 USD, free=942_360.74 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_813.96 USD, instrument_id=EUR/USD.SIM)], event_id=99801434-3711-4aa9-99ee-bf5bc7056df8) 2024-10-14T11:30:00.616000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241011-064500-001-000-92, venue_order_id=SIM-1-092, account_id=SIM-001, trade_id=SIM-1-092, position_id=SIM-1-046, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09326 USD, commission=21.87 USD, liquidity_side=TAKER, ts_event=1728629100000000000) 2024-10-14T11:30:00.616000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-10-14T11:30:00.616000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-10-14T12:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-046, account_id=SIM-001, opening_order_id=O-20241010-154500-001-000-91, closing_order_id=O-20241011-064500-001-000-92, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09307, avg_px_close=1.09326, realized_return=0.00017, realized_pnl=146.27 USD, unrealized_pnl=0.00 USD, ts_opened=1728575100000000000, ts_last=1728629100000000000, ts_closed=1728629100000000000, duration_ns=54000000000000) 2024-10-14T12:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-14T12:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=975_152.83 USD, locked=0.00 USD, free=975_152.83 USD)], margins=[], event_id=d0e99faa-6a07-49e4-a0dd-13970b71ced3) 2024-10-14T12:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241011-064500-001-000-93, venue_order_id=SIM-1-093, account_id=SIM-001, trade_id=SIM-1-093, position_id=SIM-1-047, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09326 USD, commission=21.87 USD, liquidity_side=TAKER, ts_event=1728629100000000000) 2024-10-14T12:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-10-14T12:15:00.000000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_819.67 USD 2024-10-14T12:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-047, account_id=SIM-001, opening_order_id=O-20241011-064500-001-000-93, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09326, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.87 USD, unrealized_pnl=0.00 USD, ts_opened=1728629100000000000, ts_last=1728629100000000000, ts_closed=0, duration_ns=0) 2024-10-14T14:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09324,1.09376,1.09310,1.09350,947000000,1728630000000000000) 2024-10-14T14:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09351,1.09360,1.09324,1.09325,691000000,1728630900000000000) 2024-10-14T14:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09326,1.09334,1.09273,1.09286,806000000,1728631800000000000) 2024-10-14T14:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09287,1.09341,1.09279,1.09336,649000000,1728632700000000000) 2024-10-14T14:30:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09335,1.09339,1.09301,1.09309,843000000,1728633600000000000) 2024-10-14T15:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09309,1.09393,1.09309,1.09393,1072000000,1728634500000000000) 2024-10-14T15:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09394,1.09420,1.09392,1.09412,1052000000,1728635400000000000) 2024-10-14T15:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09412,1.09506,1.09272,1.09292,3246000000,1728636300000000000) 2024-10-14T15:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09292,1.09338,1.09260,1.09331,1936000000,1728637200000000000) 2024-10-14T15:15:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09330,1.09354,1.09280,1.09354,1284000000,1728638100000000000) 2024-10-14T16:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09383,1.09328,1.09336,1062000000,1728639000000000000) 2024-10-14T16:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09336,1.09397,1.09329,1.09362,1537000000,1728639900000000000) 2024-10-14T16:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09363,1.09403,1.09330,1.09384,1537000000,1728640800000000000) 2024-10-14T16:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09386,1.09438,1.09336,1.09408,2368000000,1728641700000000000) 2024-10-14T16:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09408,1.09473,1.09401,1.09430,1677000000,1728642600000000000) 2024-10-14T16:00:00.000000000Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-10-14T21:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241011-103000-001-000-94, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-14T21:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241011-103000-001-000-94, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-047) 2024-10-14T21:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241011-103000-001-000-94, account_id=SIM-001, ts_event=1728642600000000000) 2024-10-14T21:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241011-103000-001-000-95, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-10-14T21:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241011-103000-001-000-95, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-10-14T21:45:00.000000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241011-103000-001-000-95, account_id=SIM-001, ts_event=1728642600000000000) 2024-10-14T23:59:57.577000000Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-10-14T23:59:57.577000000Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=974_070.94 USD, locked=32_819.67 USD, free=941_251.27 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_819.67 USD, instrument_id=EUR/USD.SIM)], event_id=07544db8-9987-4f9c-b531-4b2e39d34750) 2024-10-14T23:59:57.577000000Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241011-103000-001-000-94, venue_order_id=SIM-1-094, account_id=SIM-001, trade_id=SIM-1-094, position_id=SIM-1-047, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09432 USD, commission=21.89 USD, liquidity_side=TAKER, ts_event=1728642600000000000) 2024-12-25T08:20:00.338501001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-12-25T08:20:00.338508001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-12-25T08:20:00.338510001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-047, account_id=SIM-001, opening_order_id=O-20241011-064500-001-000-93, closing_order_id=O-20241011-103000-001-000-94, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09326, avg_px_close=1.09432, realized_return=-0.00097, realized_pnl=-1_103.76 USD, unrealized_pnl=0.00 USD, ts_opened=1728629100000000000, ts_last=1728642600000000000, ts_closed=1728642600000000000, duration_ns=13500000000000) 2024-12-25T08:20:00.338512001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-12-25T08:20:00.354698001Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=974_049.05 USD, locked=0.00 USD, free=974_049.05 USD)], margins=[], event_id=895c197c-4cd7-4524-a06d-07d02bf833d2) 2024-12-25T08:20:00.354703001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241011-103000-001-000-95, venue_order_id=SIM-1-095, account_id=SIM-001, trade_id=SIM-1-095, position_id=SIM-1-048, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09432 USD, commission=21.89 USD, liquidity_side=TAKER, ts_event=1728642600000000000) 2024-12-25T08:20:00.354704001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-12-25T08:20:00.354705001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_851.49 USD 2024-12-25T08:20:00.354706001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-048, account_id=SIM-001, opening_order_id=O-20241011-103000-001-000-95, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09432, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.89 USD, unrealized_pnl=0.00 USD, ts_opened=1728642600000000000, ts_last=1728642600000000000, ts_closed=0, duration_ns=0) 2024-12-25T08:20:00.370296001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09431,1.09491,1.09421,1.09458,1363000000,1728643500000000000) 2024-12-25T08:20:00.370304001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09455,1.09456,1.09414,1.09429,1339000000,1728644400000000000) 2024-12-25T08:20:00.370305001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09428,1.09487,1.09423,1.09477,1133000000,1728645300000000000) 2024-12-25T08:20:00.373212001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09478,1.09511,1.09472,1.09498,1078000000,1728646200000000000) 2024-12-25T08:20:00.373214001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09501,1.09524,1.09473,1.09474,860000000,1728647100000000000) 2024-12-25T08:20:00.373215001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09474,1.09474,1.09410,1.09412,893000000,1728648000000000000) 2024-12-25T08:20:00.373216001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09413,1.09439,1.09403,1.09431,528000000,1728648900000000000) 2024-12-25T08:20:00.373217001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09431,1.09475,1.09427,1.09460,465000000,1728649800000000000) 2024-12-25T08:20:00.373218001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09461,1.09466,1.09430,1.09433,349000000,1728650700000000000) 2024-12-25T08:20:00.373219001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09432,1.09460,1.09426,1.09449,503000000,1728651600000000000) 2024-12-25T08:20:00.373219002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09448,1.09474,1.09433,1.09441,549000000,1728652500000000000) 2024-12-25T08:20:00.373220001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09440,1.09447,1.09430,1.09440,413000000,1728653400000000000) 2024-12-25T08:20:00.373221001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09439,1.09454,1.09431,1.09451,392000000,1728654300000000000) 2024-12-25T08:20:00.373222001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09451,1.09451,1.09427,1.09434,510000000,1728655200000000000) 2024-12-25T08:20:00.373420001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09433,1.09445,1.09422,1.09432,400000000,1728656100000000000) 2024-12-25T08:20:00.373422001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09431,1.09460,1.09430,1.09438,473000000,1728657000000000000) 2024-12-25T08:20:00.373423001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09438,1.09438,1.09422,1.09426,284000000,1728657900000000000) 2024-12-25T08:20:00.373424001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09425,1.09437,1.09389,1.09390,442000000,1728658800000000000) 2024-12-25T08:20:00.373425001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09391,1.09393,1.09386,1.09389,403000000,1728659700000000000) 2024-12-25T08:20:00.373425002Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-12-25T08:20:00.373516001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241011-151500-001-000-96, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-12-25T08:20:00.373520001Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241011-151500-001-000-96, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-048) 2024-12-25T08:20:00.373521001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241011-151500-001-000-96, account_id=SIM-001, ts_event=1728659700000000000) 2024-12-25T08:20:00.373575001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241011-151500-001-000-97, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-12-25T08:20:00.373578001Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241011-151500-001-000-97, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-12-25T08:20:00.373580001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241011-151500-001-000-97, account_id=SIM-001, ts_event=1728659700000000000) 2024-12-25T08:20:00.373588001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-12-25T08:20:00.373590001Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=973_597.17 USD, locked=32_851.49 USD, free=940_745.68 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_851.49 USD, instrument_id=EUR/USD.SIM)], event_id=a17f634b-9f31-40d8-a2f6-7ca545d44959) 2024-12-25T08:20:00.373591001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241011-151500-001-000-96, venue_order_id=SIM-1-096, account_id=SIM-001, trade_id=SIM-1-096, position_id=SIM-1-048, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09389 USD, commission=21.88 USD, liquidity_side=TAKER, ts_event=1728659700000000000) 2024-12-25T08:20:00.373690001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-12-25T08:20:00.373701001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-12-25T08:20:00.373703001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-048, account_id=SIM-001, opening_order_id=O-20241011-103000-001-000-95, closing_order_id=O-20241011-151500-001-000-96, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09432, avg_px_close=1.09389, realized_return=-0.00039, realized_pnl=-473.77 USD, unrealized_pnl=0.00 USD, ts_opened=1728642600000000000, ts_last=1728659700000000000, ts_closed=1728659700000000000, duration_ns=17100000000000) 2024-12-25T08:20:00.373708001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-12-25T08:20:00.373884001Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=973_575.29 USD, locked=0.00 USD, free=973_575.29 USD)], margins=[], event_id=645f5b4e-025a-47f3-9bc9-d2ae82fc1e26) 2024-12-25T08:20:00.373887001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241011-151500-001-000-97, venue_order_id=SIM-1-097, account_id=SIM-001, trade_id=SIM-1-097, position_id=SIM-1-049, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09389 USD, commission=21.88 USD, liquidity_side=TAKER, ts_event=1728659700000000000) 2024-12-25T08:20:00.373888001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-12-25T08:20:00.373889001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_838.58 USD 2024-12-25T08:20:00.373889002Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-049, account_id=SIM-001, opening_order_id=O-20241011-151500-001-000-97, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09389, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.88 USD, unrealized_pnl=0.00 USD, ts_opened=1728659700000000000, ts_last=1728659700000000000, ts_closed=0, duration_ns=0) 2024-12-25T08:20:00.374000001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09390,1.09392,1.09371,1.09376,281000000,1728660600000000000) 2024-12-25T08:20:00.374002001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09375,1.09378,1.09351,1.09355,346000000,1728661500000000000) 2024-12-25T08:20:00.374003001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09355,1.09366,1.09332,1.09332,484000000,1728662400000000000) 2024-12-25T08:20:00.374084001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09332,1.09354,1.09324,1.09346,354000000,1728663300000000000) 2024-12-25T08:20:00.374087001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09345,1.09374,1.09337,1.09370,390000000,1728664200000000000) 2024-12-25T08:20:00.374088001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09369,1.09381,1.09353,1.09355,479000000,1728665100000000000) 2024-12-25T08:20:00.374088002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09354,1.09368,1.09337,1.09353,1314000000,1728666000000000000) 2024-12-25T08:20:00.374089001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728666900000000000) 2024-12-25T08:20:00.374090001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728667800000000000) 2024-12-25T08:20:00.374093001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728668700000000000) 2024-12-25T08:20:00.374094001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728669600000000000) 2024-12-25T08:20:00.374095001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728670500000000000) 2024-12-25T08:20:00.374095002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728671400000000000) 2024-12-25T08:20:00.374096001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728672300000000000) 2024-12-25T08:20:00.374098001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728673200000000000) 2024-12-25T08:20:00.374150001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728674100000000000) 2024-12-25T08:20:00.374152001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728675000000000000) 2024-12-25T08:20:00.374153001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728675900000000000) 2024-12-25T08:20:00.374154001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728676800000000000) 2024-12-25T08:20:00.374155001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728677700000000000) 2024-12-25T08:20:00.374271001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728678600000000000) 2024-12-25T08:20:00.374274001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728679500000000000) 2024-12-25T08:20:00.374274002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728680400000000000) 2024-12-25T08:20:00.374275001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728681300000000000) 2024-12-25T08:20:00.374276001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728682200000000000) 2024-12-25T08:20:00.374277001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728683100000000000) 2024-12-25T08:20:00.374339001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728684000000000000) 2024-12-25T08:20:00.374340001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728684900000000000) 2024-12-25T08:20:00.374341001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728685800000000000) 2024-12-25T08:20:00.374342001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728686700000000000) 2024-12-25T08:20:00.374343001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728687600000000000) 2024-12-25T08:20:00.374344001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728688500000000000) 2024-12-25T08:20:00.374482001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728689400000000000) 2024-12-25T08:20:00.374484001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728690300000000000) 2024-12-25T08:20:00.374485001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728691200000000000) 2024-12-25T08:20:00.374485002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728692100000000000) 2024-12-25T08:20:00.374486001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728693000000000000) 2024-12-25T08:20:00.374573001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728693900000000000) 2024-12-25T08:20:00.374575001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728694800000000000) 2024-12-25T08:20:00.374576001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728695700000000000) 2024-12-25T08:20:00.374577001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728696600000000000) 2024-12-25T08:20:00.374578001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728697500000000000) 2024-12-25T08:20:00.374578002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728698400000000000) 2024-12-25T08:20:00.374579001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728699300000000000) 2024-12-25T08:20:00.374580001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728700200000000000) 2024-12-25T08:20:00.374582001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728701100000000000) 2024-12-25T08:20:00.374582002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728702000000000000) 2024-12-25T08:20:00.374583001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728702900000000000) 2024-12-25T08:20:00.374584001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728703800000000000) 2024-12-25T08:20:00.374585001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728704700000000000) 2024-12-25T08:20:00.374586001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728705600000000000) 2024-12-25T08:20:00.374586002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728706500000000000) 2024-12-25T08:20:00.374587001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728707400000000000) 2024-12-25T08:20:00.374588001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728708300000000000) 2024-12-25T08:20:00.374589001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728709200000000000) 2024-12-25T08:20:00.374636001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728710100000000000) 2024-12-25T08:20:00.374638001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728711000000000000) 2024-12-25T08:20:00.374638002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728711900000000000) 2024-12-25T08:20:00.374639001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728712800000000000) 2024-12-25T08:20:00.374640001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728713700000000000) 2024-12-25T08:20:00.374647001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728714600000000000) 2024-12-25T08:20:00.374647002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728715500000000000) 2024-12-25T08:20:00.374648001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728716400000000000) 2024-12-25T08:20:00.374649001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728717300000000000) 2024-12-25T08:20:00.374650001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728718200000000000) 2024-12-25T08:20:00.374650002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728719100000000000) 2024-12-25T08:20:00.374651001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728720000000000000) 2024-12-25T08:20:00.374652001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728720900000000000) 2024-12-25T08:20:00.374653001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728721800000000000) 2024-12-25T08:20:00.374654001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728722700000000000) 2024-12-25T08:20:00.374654002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728723600000000000) 2024-12-25T08:20:00.374655001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728724500000000000) 2024-12-25T08:20:00.374766001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728725400000000000) 2024-12-25T08:20:00.374767001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728726300000000000) 2024-12-25T08:20:00.374768001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728727200000000000) 2024-12-25T08:20:00.374769001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728728100000000000) 2024-12-25T08:20:00.374783001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728729000000000000) 2024-12-25T08:20:00.374785001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728729900000000000) 2024-12-25T08:20:00.374786001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728730800000000000) 2024-12-25T08:20:00.374787001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728731700000000000) 2024-12-25T08:20:00.374798001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728732600000000000) 2024-12-25T08:20:00.374803001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728733500000000000) 2024-12-25T08:20:00.374804001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728734400000000000) 2024-12-25T08:20:00.375197001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728735300000000000) 2024-12-25T08:20:00.375199001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728736200000000000) 2024-12-25T08:20:00.375200001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728737100000000000) 2024-12-25T08:20:00.375201001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728738000000000000) 2024-12-25T08:20:00.375202001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728738900000000000) 2024-12-25T08:20:00.375202002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728739800000000000) 2024-12-25T08:20:00.375203001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728740700000000000) 2024-12-25T08:20:00.375204001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728741600000000000) 2024-12-25T08:20:00.375205001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728742500000000000) 2024-12-25T08:20:00.375205002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728743400000000000) 2024-12-25T08:20:00.375206001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728744300000000000) 2024-12-25T08:20:00.375207001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728745200000000000) 2024-12-25T08:20:00.375244001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728746100000000000) 2024-12-25T08:20:00.375247001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728747000000000000) 2024-12-25T08:20:00.375249001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728747900000000000) 2024-12-25T08:20:00.375250001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728748800000000000) 2024-12-25T08:20:00.375251001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728749700000000000) 2024-12-25T08:20:00.375251002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728750600000000000) 2024-12-25T08:20:00.375252001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728751500000000000) 2024-12-25T08:20:00.375253001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728752400000000000) 2024-12-25T08:20:00.375254001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728753300000000000) 2024-12-25T08:20:00.375255001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728754200000000000) 2024-12-25T08:20:00.375256001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728755100000000000) 2024-12-25T08:20:00.375361001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728756000000000000) 2024-12-25T08:20:00.375363001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728756900000000000) 2024-12-25T08:20:00.375364001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728757800000000000) 2024-12-25T08:20:00.375365001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728758700000000000) 2024-12-25T08:20:00.375366001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728759600000000000) 2024-12-25T08:20:00.375367001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728760500000000000) 2024-12-25T08:20:00.375368001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728761400000000000) 2024-12-25T08:20:00.375369001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728762300000000000) 2024-12-25T08:20:00.375369002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728763200000000000) 2024-12-25T08:20:00.375370001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728764100000000000) 2024-12-25T08:20:00.375371001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728765000000000000) 2024-12-25T08:20:00.375372001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728765900000000000) 2024-12-25T08:20:00.375437001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728766800000000000) 2024-12-25T08:20:00.375439001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728767700000000000) 2024-12-25T08:20:00.375442001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728768600000000000) 2024-12-25T08:20:00.375443001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728769500000000000) 2024-12-25T08:20:00.375444001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728770400000000000) 2024-12-25T08:20:00.375444002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728771300000000000) 2024-12-25T08:20:00.375641001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728772200000000000) 2024-12-25T08:20:00.375643001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728773100000000000) 2024-12-25T08:20:00.375644001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728774000000000000) 2024-12-25T08:20:00.375645001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728774900000000000) 2024-12-25T08:20:00.375646001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728775800000000000) 2024-12-25T08:20:00.375658001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728776700000000000) 2024-12-25T08:20:00.375659001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728777600000000000) 2024-12-25T08:20:00.375661001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728778500000000000) 2024-12-25T08:20:00.375662001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728779400000000000) 2024-12-25T08:20:00.375663001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728780300000000000) 2024-12-25T08:20:00.375663002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728781200000000000) 2024-12-25T08:20:00.375784001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728782100000000000) 2024-12-25T08:20:00.375787001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728783000000000000) 2024-12-25T08:20:00.375788001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728783900000000000) 2024-12-25T08:20:00.375789001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728784800000000000) 2024-12-25T08:20:00.375790001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728785700000000000) 2024-12-25T08:20:00.375791001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728786600000000000) 2024-12-25T08:20:00.375792001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728787500000000000) 2024-12-25T08:20:00.375793001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728788400000000000) 2024-12-25T08:20:00.375794001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728789300000000000) 2024-12-25T08:20:00.375794002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728790200000000000) 2024-12-25T08:20:00.375795001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728791100000000000) 2024-12-25T08:20:00.375796001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728792000000000000) 2024-12-25T08:20:00.375898001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728792900000000000) 2024-12-25T08:20:00.375901001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728793800000000000) 2024-12-25T08:20:00.375901002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728794700000000000) 2024-12-25T08:20:00.375902001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728795600000000000) 2024-12-25T08:20:00.375903001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728796500000000000) 2024-12-25T08:20:00.375904001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728797400000000000) 2024-12-25T08:20:00.375905001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728798300000000000) 2024-12-25T08:20:00.375906001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728799200000000000) 2024-12-25T08:20:00.375907001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728800100000000000) 2024-12-25T08:20:00.375907002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728801000000000000) 2024-12-25T08:20:00.375908001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728801900000000000) 2024-12-25T08:20:00.375909001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728802800000000000) 2024-12-25T08:20:00.375910001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728803700000000000) 2024-12-25T08:20:00.375911001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728804600000000000) 2024-12-25T08:20:00.375911002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728805500000000000) 2024-12-25T08:20:00.375912001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728806400000000000) 2024-12-25T08:20:00.375913001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728807300000000000) 2024-12-25T08:20:00.376424001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728808200000000000) 2024-12-25T08:20:00.376425001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728809100000000000) 2024-12-25T08:20:00.376426001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728810000000000000) 2024-12-25T08:20:00.376427001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728810900000000000) 2024-12-25T08:20:00.376428001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728811800000000000) 2024-12-25T08:20:00.376428002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728812700000000000) 2024-12-25T08:20:00.376429001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728813600000000000) 2024-12-25T08:20:00.376430001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728814500000000000) 2024-12-25T08:20:00.376431001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728815400000000000) 2024-12-25T08:20:00.376433001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728816300000000000) 2024-12-25T08:20:00.376434001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728817200000000000) 2024-12-25T08:20:00.376481001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728818100000000000) 2024-12-25T08:20:00.376483001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728819000000000000) 2024-12-25T08:20:00.376484001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728819900000000000) 2024-12-25T08:20:00.376485001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728820800000000000) 2024-12-25T08:20:00.376486001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728821700000000000) 2024-12-25T08:20:00.376487001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728822600000000000) 2024-12-25T08:20:00.376488001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728823500000000000) 2024-12-25T08:20:00.376488002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728824400000000000) 2024-12-25T08:20:00.376489001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728825300000000000) 2024-12-25T08:20:00.376490001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728826200000000000) 2024-12-25T08:20:00.376491001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728827100000000000) 2024-12-25T08:20:00.376492001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728828000000000000) 2024-12-25T08:20:00.376516001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728828900000000000) 2024-12-25T08:20:00.376517001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728829800000000000) 2024-12-25T08:20:00.376517002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728830700000000000) 2024-12-25T08:20:00.376518001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728831600000000000) 2024-12-25T08:20:00.376520001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728832500000000000) 2024-12-25T08:20:00.376521001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728833400000000000) 2024-12-25T08:20:00.376521002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728834300000000000) 2024-12-25T08:20:00.376522001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728835200000000000) 2024-12-25T08:20:00.376523001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728836100000000000) 2024-12-25T08:20:00.376524001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728837000000000000) 2024-12-25T08:20:00.376524002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728837900000000000) 2024-12-25T08:20:00.376534001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09353,1.09353,1.09353,1.09353,0,1728838800000000000) 2024-12-25T08:20:00.376535001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09310,1.09317,1.09310,1.09313,25000000,1728839700000000000) 2024-12-25T08:20:00.376536001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09315,1.09330,1.09307,1.09320,104000000,1728840600000000000) 2024-12-25T08:20:00.376538001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09319,1.09320,1.09313,1.09314,361000000,1728841500000000000) 2024-12-25T08:20:00.376538002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09314,1.09335,1.09313,1.09316,125000000,1728842400000000000) 2024-12-25T08:20:00.376539001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09313,1.09335,1.09281,1.09316,543000000,1728843300000000000) 2024-12-25T08:20:00.376540001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09316,1.09316,1.09292,1.09305,225000000,1728844200000000000) 2024-12-25T08:20:00.376541001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09305,1.09319,1.09288,1.09288,351000000,1728845100000000000) 2024-12-25T08:20:00.376542001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09289,1.09292,1.09270,1.09271,133000000,1728846000000000000) 2024-12-25T08:20:00.376543001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09273,1.09283,1.09255,1.09257,219000000,1728846900000000000) 2024-12-25T08:20:00.376544001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09258,1.09267,1.09239,1.09258,169000000,1728847800000000000) 2024-12-25T08:20:00.376587001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09259,1.09259,1.09226,1.09228,167000000,1728848700000000000) 2024-12-25T08:20:00.376589001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09226,1.09240,1.09221,1.09230,272000000,1728849600000000000) 2024-12-25T08:20:00.376590001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09231,1.09243,1.09153,1.09176,697000000,1728850500000000000) 2024-12-25T08:20:00.376591001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09174,1.09240,1.09174,1.09224,483000000,1728851400000000000) 2024-12-25T08:20:00.376591002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09223,1.09236,1.09199,1.09205,352000000,1728852300000000000) 2024-12-25T08:20:00.376592001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09204,1.09225,1.09190,1.09214,344000000,1728853200000000000) 2024-12-25T08:20:00.376593001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09214,1.09214,1.09179,1.09198,557000000,1728854100000000000) 2024-12-25T08:20:00.376594001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09201,1.09234,1.09201,1.09221,691000000,1728855000000000000) 2024-12-25T08:20:00.376595001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09219,1.09254,1.09192,1.09234,882000000,1728855900000000000) 2024-12-25T08:20:00.376595002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09234,1.09251,1.09223,1.09232,632000000,1728856800000000000) 2024-12-25T08:20:00.376596001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09232,1.09234,1.09184,1.09232,795000000,1728857700000000000) 2024-12-25T08:20:00.376617001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09231,1.09248,1.09215,1.09242,595000000,1728858600000000000) 2024-12-25T08:20:00.376619001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09242,1.09268,1.09240,1.09248,470000000,1728859500000000000) 2024-12-25T08:20:00.376620001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09248,1.09264,1.09240,1.09246,410000000,1728860400000000000) 2024-12-25T08:20:00.376620002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09247,1.09271,1.09235,1.09266,370000000,1728861300000000000) 2024-12-25T08:20:00.376621001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09266,1.09291,1.09257,1.09290,226000000,1728862200000000000) 2024-12-25T08:20:00.376622001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09291,1.09291,1.09272,1.09274,336000000,1728863100000000000) 2024-12-25T08:20:00.376623001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09274,1.09278,1.09253,1.09256,195000000,1728864000000000000) 2024-12-25T08:20:00.376624001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09255,1.09257,1.09243,1.09249,113000000,1728864900000000000) 2024-12-25T08:20:00.376625001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09249,1.09249,1.09232,1.09239,153000000,1728865800000000000) 2024-12-25T08:20:00.376626001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09240,1.09246,1.09234,1.09238,114000000,1728866700000000000) 2024-12-25T08:20:00.376627001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09239,1.09246,1.09236,1.09236,98000000,1728867600000000000) 2024-12-25T08:20:00.376643001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09237,1.09248,1.09223,1.09235,215000000,1728868500000000000) 2024-12-25T08:20:00.376644001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09236,1.09257,1.09235,1.09245,403000000,1728869400000000000) 2024-12-25T08:20:00.376645001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09245,1.09249,1.09233,1.09240,417000000,1728870300000000000) 2024-12-25T08:20:00.376646001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09241,1.09263,1.09241,1.09259,304000000,1728871200000000000) 2024-12-25T08:20:00.376647001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09260,1.09304,1.09260,1.09289,596000000,1728872100000000000) 2024-12-25T08:20:00.376647002Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-12-25T08:20:00.376648001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-021500-001-000-98, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-12-25T08:20:00.376650001Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241014-021500-001-000-98, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-049) 2024-12-25T08:20:00.376651001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-021500-001-000-98, account_id=SIM-001, ts_event=1728872100000000000) 2024-12-25T08:20:00.376670001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-021500-001-000-99, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-12-25T08:20:00.376671001Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241014-021500-001-000-99, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-12-25T08:20:00.376672001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-021500-001-000-99, account_id=SIM-001, ts_event=1728872100000000000) 2024-12-25T08:20:00.376673001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-12-25T08:20:00.376674001Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=974_533.43 USD, locked=32_838.58 USD, free=941_694.85 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_838.58 USD, instrument_id=EUR/USD.SIM)], event_id=8da06776-3777-4870-884d-1e29e5a4d33f) 2024-12-25T08:20:00.376675001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-021500-001-000-98, venue_order_id=SIM-1-098, account_id=SIM-001, trade_id=SIM-1-098, position_id=SIM-1-049, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09291 USD, commission=21.86 USD, liquidity_side=TAKER, ts_event=1728872100000000000) 2024-12-25T08:20:00.376707001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-12-25T08:20:00.376708001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-12-25T08:20:00.376709001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-049, account_id=SIM-001, opening_order_id=O-20241011-151500-001-000-97, closing_order_id=O-20241014-021500-001-000-98, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09389, avg_px_close=1.09291, realized_return=0.00090, realized_pnl=936.26 USD, unrealized_pnl=0.00 USD, ts_opened=1728659700000000000, ts_last=1728872100000000000, ts_closed=1728872100000000000, duration_ns=212400000000000) 2024-12-25T08:20:00.376710001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-12-25T08:20:00.376711001Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=974_511.57 USD, locked=0.00 USD, free=974_511.57 USD)], margins=[], event_id=6238b2ed-db87-4f7e-83db-2d5e7618319c) 2024-12-25T08:20:00.376712001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-021500-001-000-99, venue_order_id=SIM-1-099, account_id=SIM-001, trade_id=SIM-1-099, position_id=SIM-1-050, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09291 USD, commission=21.86 USD, liquidity_side=TAKER, ts_event=1728872100000000000) 2024-12-25T08:20:00.376714001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-12-25T08:20:00.376714002Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_809.16 USD 2024-12-25T08:20:00.376715001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-050, account_id=SIM-001, opening_order_id=O-20241014-021500-001-000-99, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09291, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.86 USD, unrealized_pnl=0.00 USD, ts_opened=1728872100000000000, ts_last=1728872100000000000, ts_closed=0, duration_ns=0) 2024-12-25T08:20:00.376733001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09290,1.09300,1.09271,1.09287,468000000,1728873000000000000) 2024-12-25T08:20:00.376735001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09286,1.09299,1.09269,1.09292,482000000,1728873900000000000) 2024-12-25T08:20:00.376736001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09294,1.09295,1.09248,1.09250,599000000,1728874800000000000) 2024-12-25T08:20:00.376737001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09250,1.09283,1.09238,1.09281,868000000,1728875700000000000) 2024-12-25T08:20:00.376738001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09283,1.09303,1.09259,1.09262,860000000,1728876600000000000) 2024-12-25T08:20:00.376739001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09262,1.09311,1.09254,1.09299,817000000,1728877500000000000) 2024-12-25T08:20:00.376739002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09300,1.09301,1.09250,1.09282,821000000,1728878400000000000) 2024-12-25T08:20:00.376740001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09282,1.09316,1.09277,1.09285,842000000,1728879300000000000) 2024-12-25T08:20:00.376741001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09286,1.09291,1.09270,1.09271,808000000,1728880200000000000) 2024-12-25T08:20:00.376789001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09271,1.09311,1.09260,1.09290,649000000,1728881100000000000) 2024-12-25T08:20:00.376791001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09290,1.09299,1.09236,1.09268,1192000000,1728882000000000000) 2024-12-25T08:20:00.376792001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09268,1.09336,1.09266,1.09331,696000000,1728882900000000000) 2024-12-25T08:20:00.376793001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09331,1.09366,1.09328,1.09347,648000000,1728883800000000000) 2024-12-25T08:20:00.376794001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09346,1.09346,1.09314,1.09324,591000000,1728884700000000000) 2024-12-25T08:20:00.376807001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09322,1.09332,1.09275,1.09290,579000000,1728885600000000000) 2024-12-25T08:20:00.376808001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09288,1.09301,1.09254,1.09290,586000000,1728886500000000000) 2024-12-25T08:20:00.376809001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09290,1.09298,1.09270,1.09273,445000000,1728887400000000000) 2024-12-25T08:20:00.376810001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09272,1.09276,1.09251,1.09253,499000000,1728888300000000000) 2024-12-25T08:20:00.376811001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09254,1.09256,1.09220,1.09228,719000000,1728889200000000000) 2024-12-25T08:20:00.376811002Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-12-25T08:20:00.376812001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-070000-001-000-100, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-12-25T08:20:00.376814001Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241014-070000-001-000-100, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-050) 2024-12-25T08:20:00.376816001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-070000-001-000-100, account_id=SIM-001, ts_event=1728889200000000000) 2024-12-25T08:20:00.376827001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-070000-001-000-101, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-12-25T08:20:00.376829001Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241014-070000-001-000-101, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-12-25T08:20:00.376830001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-070000-001-000-101, account_id=SIM-001, ts_event=1728889200000000000) 2024-12-25T08:20:00.376841001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-12-25T08:20:00.376842001Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=973_859.72 USD, locked=32_809.16 USD, free=941_050.56 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_809.16 USD, instrument_id=EUR/USD.SIM)], event_id=aa5e5a02-7267-47cb-a69b-9c70d7840e87) 2024-12-25T08:20:00.376844001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-070000-001-000-100, venue_order_id=SIM-1-100, account_id=SIM-001, trade_id=SIM-1-100, position_id=SIM-1-050, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09228 USD, commission=21.85 USD, liquidity_side=TAKER, ts_event=1728889200000000000) 2024-12-25T08:20:00.376858001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-12-25T08:20:00.376859001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-12-25T08:20:00.376859002Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-050, account_id=SIM-001, opening_order_id=O-20241014-021500-001-000-99, closing_order_id=O-20241014-070000-001-000-100, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09291, avg_px_close=1.09228, realized_return=-0.00058, realized_pnl=-673.71 USD, unrealized_pnl=0.00 USD, ts_opened=1728872100000000000, ts_last=1728889200000000000, ts_closed=1728889200000000000, duration_ns=17100000000000) 2024-12-25T08:20:00.376860001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-12-25T08:20:00.376862001Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=973_837.87 USD, locked=0.00 USD, free=973_837.87 USD)], margins=[], event_id=645b59f8-7227-46a1-a61f-5bd24ac3cea5) 2024-12-25T08:20:00.376875001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-070000-001-000-101, venue_order_id=SIM-1-101, account_id=SIM-001, trade_id=SIM-1-101, position_id=SIM-1-051, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09228 USD, commission=21.85 USD, liquidity_side=TAKER, ts_event=1728889200000000000) 2024-12-25T08:20:00.376878001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-12-25T08:20:00.376879001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_790.25 USD 2024-12-25T08:20:00.376879002Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-051, account_id=SIM-001, opening_order_id=O-20241014-070000-001-000-101, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09228, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.85 USD, unrealized_pnl=0.00 USD, ts_opened=1728889200000000000, ts_last=1728889200000000000, ts_closed=0, duration_ns=0) 2024-12-25T08:20:00.376908001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09228,1.09246,1.09186,1.09189,755000000,1728890100000000000) 2024-12-25T08:20:00.376910001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09190,1.09213,1.09148,1.09153,847000000,1728891000000000000) 2024-12-25T08:20:00.376911001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09153,1.09168,1.09134,1.09147,813000000,1728891900000000000) 2024-12-25T08:20:00.376912001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09149,1.09149,1.09091,1.09126,918000000,1728892800000000000) 2024-12-25T08:20:00.376913001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09124,1.09150,1.09113,1.09126,910000000,1728893700000000000) 2024-12-25T08:20:00.376914001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09126,1.09167,1.09116,1.09149,1141000000,1728894600000000000) 2024-12-25T08:20:00.376915001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09149,1.09161,1.09076,1.09092,1123000000,1728895500000000000) 2024-12-25T08:20:00.376916001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09091,1.09120,1.09073,1.09096,1174000000,1728896400000000000) 2024-12-25T08:20:00.376917001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09096,1.09108,1.09047,1.09103,895000000,1728897300000000000) 2024-12-25T08:20:00.376938001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09104,1.09138,1.09060,1.09104,847000000,1728898200000000000) 2024-12-25T08:20:00.376940001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09104,1.09185,1.09086,1.09184,1215000000,1728899100000000000) 2024-12-25T08:20:00.376941001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09185,1.09272,1.09174,1.09191,2273000000,1728900000000000000) 2024-12-25T08:20:00.376942001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09188,1.09191,1.09083,1.09092,1394000000,1728900900000000000) 2024-12-25T08:20:00.376943001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09091,1.09163,1.09080,1.09107,1102000000,1728901800000000000) 2024-12-25T08:20:00.377079001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09107,1.09110,1.09050,1.09095,1164000000,1728902700000000000) 2024-12-25T08:20:00.377081001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09097,1.09150,1.09094,1.09148,1329000000,1728903600000000000) 2024-12-25T08:20:00.377082001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09148,1.09163,1.09123,1.09143,850000000,1728904500000000000) 2024-12-25T08:20:00.377083001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09145,1.09146,1.09104,1.09123,725000000,1728905400000000000) 2024-12-25T08:20:00.377083002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09122,1.09162,1.09088,1.09097,574000000,1728906300000000000) 2024-12-25T08:20:00.377084001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09098,1.09098,1.09048,1.09068,670000000,1728907200000000000) 2024-12-25T08:20:00.377085001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09069,1.09085,1.09033,1.09039,599000000,1728908100000000000) 2024-12-25T08:20:00.377086001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09038,1.09042,1.09008,1.09017,425000000,1728909000000000000) 2024-12-25T08:20:00.377087001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09016,1.09036,1.09014,1.09014,393000000,1728909900000000000) 2024-12-25T08:20:00.377088001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09013,1.09027,1.09008,1.09015,377000000,1728910800000000000) 2024-12-25T08:20:00.377089001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09014,1.09023,1.09004,1.09004,283000000,1728911700000000000) 2024-12-25T08:20:00.377109001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09004,1.09010,1.08973,1.08990,409000000,1728912600000000000) 2024-12-25T08:20:00.377111001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.08990,1.09025,1.08990,1.09024,265000000,1728913500000000000) 2024-12-25T08:20:00.377112001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09024,1.09042,1.09020,1.09040,333000000,1728914400000000000) 2024-12-25T08:20:00.377113001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09040,1.09050,1.09030,1.09047,388000000,1728915300000000000) 2024-12-25T08:20:00.377114001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09046,1.09049,1.09025,1.09026,269000000,1728916200000000000) 2024-12-25T08:20:00.377114002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09026,1.09026,1.09006,1.09016,214000000,1728917100000000000) 2024-12-25T08:20:00.377115001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09016,1.09023,1.08949,1.08971,528000000,1728918000000000000) 2024-12-25T08:20:00.377116001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.08972,1.09029,1.08881,1.08994,1827000000,1728918900000000000) 2024-12-25T08:20:00.377117001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.08993,1.09059,1.08993,1.09035,614000000,1728919800000000000) 2024-12-25T08:20:00.377118001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09034,1.09046,1.09023,1.09023,509000000,1728920700000000000) 2024-12-25T08:20:00.377119001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09023,1.09057,1.09021,1.09038,587000000,1728921600000000000) 2024-12-25T08:20:00.377131001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09038,1.09070,1.09028,1.09065,221000000,1728922500000000000) 2024-12-25T08:20:00.377132001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09066,1.09086,1.09064,1.09070,158000000,1728923400000000000) 2024-12-25T08:20:00.377133001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09071,1.09076,1.09061,1.09068,249000000,1728924300000000000) 2024-12-25T08:20:00.377134001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09069,1.09093,1.09061,1.09082,783000000,1728925200000000000) 2024-12-25T08:20:00.377134002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09078,1.09078,1.09039,1.09068,167000000,1728926100000000000) 2024-12-25T08:20:00.377135001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09067,1.09069,1.09054,1.09069,132000000,1728927000000000000) 2024-12-25T08:20:00.377148001Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-12-25T08:20:00.377150001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-173000-001-000-102, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-12-25T08:20:00.377151001Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241014-173000-001-000-102, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-051) 2024-12-25T08:20:00.377163001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-173000-001-000-102, account_id=SIM-001, ts_event=1728927000000000000) 2024-12-25T08:20:00.377164001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-173000-001-000-103, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-12-25T08:20:00.377165001Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241014-173000-001-000-103, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-12-25T08:20:00.377179001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-173000-001-000-103, account_id=SIM-001, ts_event=1728927000000000000) 2024-12-25T08:20:00.377181001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-12-25T08:20:00.377182001Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=975_156.05 USD, locked=32_790.25 USD, free=942_365.80 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_790.25 USD, instrument_id=EUR/USD.SIM)], event_id=340d4ede-4930-42d3-b576-1a6bd3598444) 2024-12-25T08:20:00.377183001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-173000-001-000-102, venue_order_id=SIM-1-102, account_id=SIM-001, trade_id=SIM-1-102, position_id=SIM-1-051, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09094 USD, commission=21.82 USD, liquidity_side=TAKER, ts_event=1728927000000000000) 2024-12-25T08:20:00.377199001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-12-25T08:20:00.377199002Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-12-25T08:20:00.377200001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-051, account_id=SIM-001, opening_order_id=O-20241014-070000-001-000-101, closing_order_id=O-20241014-173000-001-000-102, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09228, avg_px_close=1.09094, realized_return=0.00123, realized_pnl=1_296.33 USD, unrealized_pnl=0.00 USD, ts_opened=1728889200000000000, ts_last=1728927000000000000, ts_closed=1728927000000000000, duration_ns=37800000000000) 2024-12-25T08:20:00.377212001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-12-25T08:20:00.377213001Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=975_134.23 USD, locked=0.00 USD, free=975_134.23 USD)], margins=[], event_id=624def4a-60c5-4811-8edb-b33f7977c01c) 2024-12-25T08:20:00.377214001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-173000-001-000-103, venue_order_id=SIM-1-103, account_id=SIM-001, trade_id=SIM-1-103, position_id=SIM-1-052, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09094 USD, commission=21.82 USD, liquidity_side=TAKER, ts_event=1728927000000000000) 2024-12-25T08:20:00.377215001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-12-25T08:20:00.377226001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_750.02 USD 2024-12-25T08:20:00.377228001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-052, account_id=SIM-001, opening_order_id=O-20241014-173000-001-000-103, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09094, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.82 USD, unrealized_pnl=0.00 USD, ts_opened=1728927000000000000, ts_last=1728927000000000000, ts_closed=0, duration_ns=0) 2024-12-25T08:20:00.377230001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09069,1.09076,1.09069,1.09074,48000000,1728927900000000000) 2024-12-25T08:20:00.377231001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09072,1.09083,1.09066,1.09080,95000000,1728928800000000000) 2024-12-25T08:20:00.377273001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09078,1.09078,1.09056,1.09056,196000000,1728929700000000000) 2024-12-25T08:20:00.377274001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09057,1.09068,1.09048,1.09063,122000000,1728930600000000000) 2024-12-25T08:20:00.377275001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09064,1.09077,1.09057,1.09077,138000000,1728931500000000000) 2024-12-25T08:20:00.377276001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09076,1.09095,1.09075,1.09084,161000000,1728932400000000000) 2024-12-25T08:20:00.377277001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09085,1.09095,1.09065,1.09089,201000000,1728933300000000000) 2024-12-25T08:20:00.377278001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09090,1.09103,1.09088,1.09098,244000000,1728934200000000000) 2024-12-25T08:20:00.377279001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09099,1.09099,1.09071,1.09073,192000000,1728935100000000000) 2024-12-25T08:20:00.377279002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09073,1.09094,1.09071,1.09090,195000000,1728936000000000000) 2024-12-25T08:20:00.377280001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09090,1.09097,1.09044,1.09044,441000000,1728936900000000000) 2024-12-25T08:20:00.377281001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09046,1.09073,1.09045,1.09060,419000000,1728937800000000000) 2024-12-25T08:20:00.377282001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09059,1.09063,1.09040,1.09049,417000000,1728938700000000000) 2024-12-25T08:20:00.377293001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09048,1.09077,1.09042,1.09074,585000000,1728939600000000000) 2024-12-25T08:20:00.377294001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09071,1.09080,1.09047,1.09063,362000000,1728940500000000000) 2024-12-25T08:20:00.377295001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09063,1.09083,1.09059,1.09079,306000000,1728941400000000000) 2024-12-25T08:20:00.377296001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09077,1.09086,1.09052,1.09053,518000000,1728942300000000000) 2024-12-25T08:20:00.377296002Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-12-25T08:20:00.377297001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-214500-001-000-104, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-12-25T08:20:00.377310001Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241014-214500-001-000-104, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-052) 2024-12-25T08:20:00.377311001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-214500-001-000-104, account_id=SIM-001, ts_event=1728942300000000000) 2024-12-25T08:20:00.377312001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-214500-001-000-105, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-12-25T08:20:00.377323001Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241014-214500-001-000-105, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-12-25T08:20:00.377325001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-214500-001-000-105, account_id=SIM-001, ts_event=1728942300000000000) 2024-12-25T08:20:00.377351001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-12-25T08:20:00.377352001Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=974_702.42 USD, locked=32_750.02 USD, free=941_952.40 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_750.02 USD, instrument_id=EUR/USD.SIM)], event_id=9329eb05-f884-4afa-b344-2ecca7413d4e) 2024-12-25T08:20:00.377354001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-214500-001-000-104, venue_order_id=SIM-1-104, account_id=SIM-001, trade_id=SIM-1-104, position_id=SIM-1-052, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09053 USD, commission=21.81 USD, liquidity_side=TAKER, ts_event=1728942300000000000) 2024-12-25T08:20:00.377355001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-12-25T08:20:00.377366001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-12-25T08:20:00.377367001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-052, account_id=SIM-001, opening_order_id=O-20241014-173000-001-000-103, closing_order_id=O-20241014-214500-001-000-104, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09094, avg_px_close=1.09053, realized_return=-0.00038, realized_pnl=-453.63 USD, unrealized_pnl=0.00 USD, ts_opened=1728927000000000000, ts_last=1728942300000000000, ts_closed=1728942300000000000, duration_ns=15300000000000) 2024-12-25T08:20:00.377368001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-12-25T08:20:00.377369001Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=974_680.61 USD, locked=0.00 USD, free=974_680.61 USD)], margins=[], event_id=716394f9-926b-44b7-a253-280a514532a2) 2024-12-25T08:20:00.377381001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-214500-001-000-105, venue_order_id=SIM-1-105, account_id=SIM-001, trade_id=SIM-1-105, position_id=SIM-1-053, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09053 USD, commission=21.81 USD, liquidity_side=TAKER, ts_event=1728942300000000000) 2024-12-25T08:20:00.377382001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-12-25T08:20:00.377383001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_737.71 USD 2024-12-25T08:20:00.377384001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-053, account_id=SIM-001, opening_order_id=O-20241014-214500-001-000-105, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09053, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.81 USD, unrealized_pnl=0.00 USD, ts_opened=1728942300000000000, ts_last=1728942300000000000, ts_closed=0, duration_ns=0) 2024-12-25T08:20:00.377421001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09054,1.09080,1.09053,1.09073,458000000,1728943200000000000) 2024-12-25T08:20:00.377422001Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-12-25T08:20:00.377423001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-220000-001-000-106, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-12-25T08:20:00.377434001Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241014-220000-001-000-106, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-053) 2024-12-25T08:20:00.377435001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-220000-001-000-106, account_id=SIM-001, ts_event=1728943200000000000) 2024-12-25T08:20:00.377436001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-220000-001-000-107, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-12-25T08:20:00.377483001Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241014-220000-001-000-107, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-12-25T08:20:00.377485001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-220000-001-000-107, account_id=SIM-001, ts_event=1728943200000000000) 2024-12-25T08:20:00.377486001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-12-25T08:20:00.377486002Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=974_448.80 USD, locked=32_737.71 USD, free=941_711.09 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_737.71 USD, instrument_id=EUR/USD.SIM)], event_id=b6e44da0-a337-4f6d-b508-c1db49945193) 2024-12-25T08:20:00.377487001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-220000-001-000-106, venue_order_id=SIM-1-106, account_id=SIM-001, trade_id=SIM-1-106, position_id=SIM-1-053, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09074 USD, commission=21.81 USD, liquidity_side=TAKER, ts_event=1728943200000000000) 2024-12-25T08:20:00.377488001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-12-25T08:20:00.377489001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-12-25T08:20:00.377490001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-053, account_id=SIM-001, opening_order_id=O-20241014-214500-001-000-105, closing_order_id=O-20241014-220000-001-000-106, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09053, avg_px_close=1.09074, realized_return=-0.00019, realized_pnl=-253.62 USD, unrealized_pnl=0.00 USD, ts_opened=1728942300000000000, ts_last=1728943200000000000, ts_closed=1728943200000000000, duration_ns=900000000000) 2024-12-25T08:20:00.377506001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-12-25T08:20:00.377507001Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=974_426.99 USD, locked=0.00 USD, free=974_426.99 USD)], margins=[], event_id=e7a8e6fe-ba73-40fd-adc9-3c2496d51421) 2024-12-25T08:20:00.377508001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-220000-001-000-107, venue_order_id=SIM-1-107, account_id=SIM-001, trade_id=SIM-1-107, position_id=SIM-1-054, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.09074 USD, commission=21.81 USD, liquidity_side=TAKER, ts_event=1728943200000000000) 2024-12-25T08:20:00.377509001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=1000000 2024-12-25T08:20:00.377510001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_744.01 USD 2024-12-25T08:20:00.377511001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-054, account_id=SIM-001, opening_order_id=O-20241014-220000-001-000-107, closing_order_id=None, entry=BUY, side=LONG, signed_qty=1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.09074, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.81 USD, unrealized_pnl=0.00 USD, ts_opened=1728943200000000000, ts_last=1728943200000000000, ts_closed=0, duration_ns=0) 2024-12-25T08:20:00.377526001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09073,1.09087,1.09043,1.09050,773000000,1728944100000000000) 2024-12-25T08:20:00.377527001Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-12-25T08:20:00.377528001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-221500-001-000-108, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-12-25T08:20:00.377529001Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241014-221500-001-000-108, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-054) 2024-12-25T08:20:00.377538001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-221500-001-000-108, account_id=SIM-001, ts_event=1728944100000000000) 2024-12-25T08:20:00.377540001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-221500-001-000-109, side=SELL, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-12-25T08:20:00.377542001Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(SELL 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241014-221500-001-000-109, venue_order_id=None, position_id=None, tags=None), position_id=None) 2024-12-25T08:20:00.377584001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-221500-001-000-109, account_id=SIM-001, ts_event=1728944100000000000) 2024-12-25T08:20:00.377586001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-12-25T08:20:00.377587001Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=974_165.18 USD, locked=32_744.01 USD, free=941_421.17 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_744.01 USD, instrument_id=EUR/USD.SIM)], event_id=ff178417-8c4d-4ac4-a01a-0b261c281c6d) 2024-12-25T08:20:00.377588001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-221500-001-000-108, venue_order_id=SIM-1-108, account_id=SIM-001, trade_id=SIM-1-108, position_id=SIM-1-054, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09050 USD, commission=21.81 USD, liquidity_side=TAKER, ts_event=1728944100000000000) 2024-12-25T08:20:00.377589001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-12-25T08:20:00.377590001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-12-25T08:20:00.377590002Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-054, account_id=SIM-001, opening_order_id=O-20241014-220000-001-000-107, closing_order_id=O-20241014-221500-001-000-108, entry=BUY, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.09074, avg_px_close=1.0905, realized_return=-0.00022, realized_pnl=-283.62 USD, unrealized_pnl=0.00 USD, ts_opened=1728943200000000000, ts_last=1728944100000000000, ts_closed=1728944100000000000, duration_ns=900000000000) 2024-12-25T08:20:00.377602001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-12-25T08:20:00.377603001Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=974_143.37 USD, locked=0.00 USD, free=974_143.37 USD)], margins=[], event_id=10d810bf-3ea5-48ff-bf3c-90322b547767) 2024-12-25T08:20:00.377605001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-221500-001-000-109, venue_order_id=SIM-1-109, account_id=SIM-001, trade_id=SIM-1-109, position_id=SIM-1-055, order_side=SELL, order_type=MARKET, last_qty=1_000_000, last_px=1.09050 USD, commission=21.81 USD, liquidity_side=TAKER, ts_event=1728944100000000000) 2024-12-25T08:20:00.377648001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=-1000000 2024-12-25T08:20:00.377649001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=32_736.81 USD 2024-12-25T08:20:00.377650001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionOpened(instrument_id=EUR/USD.SIM, position_id=SIM-1-055, account_id=SIM-001, opening_order_id=O-20241014-221500-001-000-109, closing_order_id=None, entry=SELL, side=SHORT, signed_qty=-1000000.0, quantity=1_000_000, peak_qty=1_000_000, currency=USD, avg_px_open=1.0905, avg_px_close=0.0, realized_return=0.00000, realized_pnl=-21.81 USD, unrealized_pnl=0.00 USD, ts_opened=1728944100000000000, ts_last=1728944100000000000, ts_closed=0, duration_ns=0) 2024-12-25T08:20:00.377651001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09049,1.09063,1.09043,1.09044,491000000,1728945000000000000) 2024-12-25T08:20:00.377652001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09045,1.09049,1.09028,1.09030,270000000,1728945900000000000) 2024-12-25T08:20:00.377653001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09029,1.09033,1.09005,1.09020,418000000,1728946800000000000) 2024-12-25T08:20:00.377654001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09019,1.09030,1.09007,1.09016,346000000,1728947700000000000) 2024-12-25T08:20:00.377655001Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09014,1.09024,1.08982,1.09017,495000000,1728948600000000000) 2024-12-25T08:20:00.377655002Z [INFO] BACKTESTER-001.EMACross: Bar(EUR/USD.SIM-15-MINUTE-BID-INTERNAL,1.09016,1.09019,1.08995,1.09001,451000000,1728949500000000000) 2024-12-25T08:20:00.377656001Z [INFO] BACKTESTER-001.EMACross: No EUR/USD.SIM open or emulated orders to cancel 2024-12-25T08:20:00.377668001Z [INFO] BACKTESTER-001.EMACross: Closing 1 open position 2024-12-25T08:20:00.377669001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderInitialized(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-235957-001-000-110, side=BUY, type=MARKET, quantity=1_000_000, time_in_force=GTC, post_only=False, reduce_only=True, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None) 2024-12-25T08:20:00.377671001Z [INFO] BACKTESTER-001.EMACross: [CMD]--> SubmitOrder(order=MarketOrder(BUY 1_000_000 EUR/USD.SIM MARKET GTC, status=INITIALIZED, client_order_id=O-20241014-235957-001-000-110, venue_order_id=None, position_id=None, tags=None), position_id=SIM-1-055) 2024-12-25T08:20:00.377672001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderSubmitted(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-235957-001-000-110, account_id=SIM-001, ts_event=1728950397577000000) 2024-12-25T08:20:00.377683001Z [INFO] BACKTESTER-001.EMACross: [CMD]--> Unsubscribe(client_id=None, venue=SIM, data_type=Bar{'bar_type': BarType(EUR/USD.SIM-15-MINUTE-BID-INTERNAL)}) 2024-12-25T08:20:00.377685001Z [INFO] BACKTESTER-001.EMACross: Unsubscribed from EUR/USD.SIM-15-MINUTE-BID-INTERNAL bar data 2024-12-25T08:20:00.377686001Z [INFO] BACKTESTER-001.EMACross: [CMD]--> Unsubscribe(client_id=None, venue=SIM, data_type=TradeTick{'instrument_id': InstrumentId('EUR/USD.SIM')}) 2024-12-25T08:20:00.377686002Z [INFO] BACKTESTER-001.EMACross: STOPPED 2024-12-25T08:20:00.377688001Z [INFO] BACKTESTER-001.BACKTESTER-001: STOPPED 2024-12-25T08:20:00.377689001Z [INFO] BACKTESTER-001.DataClient-SIM: Disconnecting... 2024-12-25T08:20:00.377690001Z [INFO] BACKTESTER-001.DataClient-SIM: Disconnected 2024-12-25T08:20:00.377705001Z [INFO] BACKTESTER-001.DataClient-SIM: STOPPED 2024-12-25T08:20:00.377707001Z [INFO] BACKTESTER-001.DataEngine: STOPPED 2024-12-25T08:20:00.377708001Z [INFO] BACKTESTER-001.RiskEngine: STOPPED 2024-12-25T08:20:00.377709001Z [INFO] BACKTESTER-001.ExecClient-SIM: Disconnecting... 2024-12-25T08:20:00.377710001Z [INFO] BACKTESTER-001.ExecClient-SIM: Disconnected 2024-12-25T08:20:00.377711001Z [INFO] BACKTESTER-001.ExecClient-SIM: STOPPED 2024-12-25T08:20:00.377711002Z [INFO] BACKTESTER-001.ExecEngine: STOPPED 2024-12-25T08:20:00.377712001Z [INFO] BACKTESTER-001.OrderEmulator: STOPPED 2024-12-25T08:20:00.377713001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_init=0.00 USD 2024-12-25T08:20:00.377714001Z [INFO] BACKTESTER-001.Portfolio: Updated AccountState(account_id=SIM-001, account_type=MARGIN, base_currency=USD, is_reported=False, balances=[AccountBalance(total=974_951.58 USD, locked=32_736.81 USD, free=942_214.77 USD)], margins=[MarginBalance(initial=0.00 USD, maintenance=32_736.81 USD, instrument_id=EUR/USD.SIM)], event_id=b3e8feec-b3e1-4028-8da4-f5c0041e68ba) 2024-12-25T08:20:00.377716001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] OrderFilled(instrument_id=EUR/USD.SIM, client_order_id=O-20241014-235957-001-000-110, venue_order_id=SIM-1-110, account_id=SIM-001, trade_id=SIM-1-110, position_id=SIM-1-055, order_side=BUY, order_type=MARKET, last_qty=1_000_000, last_px=1.08967 USD, commission=21.79 USD, liquidity_side=TAKER, ts_event=1728950397577000000) 2024-12-25T08:20:00.377717001Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM net_position=0 2024-12-25T08:20:00.377717002Z [INFO] BACKTESTER-001.Portfolio: EUR/USD.SIM margin_maint=0.00 USD 2024-12-25T08:20:00.377718001Z [INFO] BACKTESTER-001.EMACross: <--[EVT] PositionClosed(instrument_id=EUR/USD.SIM, position_id=SIM-1-055, account_id=SIM-001, opening_order_id=O-20241014-221500-001-000-109, closing_order_id=O-20241014-235957-001-000-110, entry=SELL, side=FLAT, signed_qty=0.0, quantity=0, peak_qty=1_000_000, currency=USD, avg_px_open=1.0905, avg_px_close=1.08967, realized_return=0.00076, realized_pnl=786.40 USD, unrealized_pnl=0.00 USD, ts_opened=1728944100000000000, ts_last=1728950397577000000, ts_closed=1728950397577000000, duration_ns=6297577000000) 2024-12-25T08:20:00.377739001Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-12-25T08:20:00.377740001Z [INFO] BACKTESTER-001.BacktestEngine: BACKTEST POST-RUN 2024-12-25T08:20:00.377741001Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-12-25T08:20:00.377741002Z [INFO] BACKTESTER-001.BacktestEngine: Run config ID: 678528248c612d872a12c50a94b72227ccd83269eb76649a266057b1530edc77 2024-12-25T08:20:00.377742001Z [INFO] BACKTESTER-001.BacktestEngine: Run ID: 11b54f76-ba77-401e-831e-c059f6448c67 2024-12-25T08:20:00.377743001Z [INFO] BACKTESTER-001.BacktestEngine: Run started: 2024-12-25 08:19:56.625111+00:00 2024-12-25T08:20:00.377744001Z [INFO] BACKTESTER-001.BacktestEngine: Run finished: 2024-12-25 08:20:00.309483+00:00 2024-12-25T08:20:00.377746001Z [INFO] BACKTESTER-001.BacktestEngine: Elapsed time: 0 days 00:00:03.684372 2024-12-25T08:20:00.377746002Z [INFO] BACKTESTER-001.BacktestEngine: Backtest start: 2024-10-01 00:00:00.121000+00:00 2024-12-25T08:20:00.377747001Z [INFO] BACKTESTER-001.BacktestEngine: Backtest end: 2024-10-14 23:59:57.577000+00:00 2024-12-25T08:20:00.377748001Z [INFO] BACKTESTER-001.BacktestEngine: Backtest range: 13 days 23:59:57.456000 2024-12-25T08:20:00.377748002Z [INFO] BACKTESTER-001.BacktestEngine: Iterations: 819_933 2024-12-25T08:20:00.377768001Z [INFO] BACKTESTER-001.BacktestEngine: Total events: 220 2024-12-25T08:20:00.377770001Z [INFO] BACKTESTER-001.BacktestEngine: Total orders: 110 2024-12-25T08:20:00.377770002Z [INFO] BACKTESTER-001.BacktestEngine: Total positions: 55 2024-12-25T08:20:00.377771001Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-12-25T08:20:00.377772001Z [INFO] BACKTESTER-001.BacktestEngine: SimulatedVenue SIM 2024-12-25T08:20:00.377773001Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-12-25T08:20:00.377773002Z [INFO] BACKTESTER-001.BacktestEngine: MarginAccount(id=SIM-001, type=MARGIN, base=USD) 2024-12-25T08:20:00.377774001Z [INFO] BACKTESTER-001.BacktestEngine: ----------------------------------------------------------------- 2024-12-25T08:20:00.377775001Z [INFO] BACKTESTER-001.BacktestEngine: Balances starting: 2024-12-25T08:20:00.377776001Z [INFO] BACKTESTER-001.BacktestEngine: 1_000_000.00 USD 2024-12-25T08:20:00.377777001Z [INFO] BACKTESTER-001.BacktestEngine: ----------------------------------------------------------------- 2024-12-25T08:20:00.377778001Z [INFO] BACKTESTER-001.BacktestEngine: Balances ending: 2024-12-25T08:20:00.377778002Z [INFO] BACKTESTER-001.BacktestEngine: 974_951.58 USD 2024-12-25T08:20:00.377779001Z [INFO] BACKTESTER-001.BacktestEngine: ----------------------------------------------------------------- 2024-12-25T08:20:00.377780001Z [INFO] BACKTESTER-001.BacktestEngine: Commissions: 2024-12-25T08:20:00.377780002Z [INFO] BACKTESTER-001.BacktestEngine: -2_418.42 USD 2024-12-25T08:20:00.377781001Z [INFO] BACKTESTER-001.BacktestEngine: ----------------------------------------------------------------- 2024-12-25T08:20:00.377793001Z [INFO] BACKTESTER-001.BacktestEngine: Unrealized PnLs (included in totals): 2024-12-25T08:20:00.377793002Z [INFO] BACKTESTER-001.BacktestEngine: None 2024-12-25T08:20:00.377794001Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-12-25T08:20:00.377795001Z [INFO] BACKTESTER-001.BacktestEngine: PORTFOLIO PERFORMANCE 2024-12-25T08:20:00.377796001Z [INFO] BACKTESTER-001.BacktestEngine: ================================================================= 2024-12-25T08:20:00.377796002Z [INFO] BACKTESTER-001.BacktestEngine: PnL Statistics (EUR) 2024-12-25T08:20:00.377797001Z [INFO] BACKTESTER-001.BacktestEngine: ----------------------------------------------------------------- 2024-12-25T08:20:00.377798001Z [INFO] BACKTESTER-001.BacktestEngine: PnL (total): 0.0 2024-12-25T08:20:00.377809001Z [INFO] BACKTESTER-001.BacktestEngine: PnL% (total): 0.0 2024-12-25T08:20:00.377810001Z [INFO] BACKTESTER-001.BacktestEngine: Max Winner: 0.0 2024-12-25T08:20:00.377811001Z [INFO] BACKTESTER-001.BacktestEngine: Avg Winner: 0.0 2024-12-25T08:20:00.377811002Z [INFO] BACKTESTER-001.BacktestEngine: Min Winner: 0.0 2024-12-25T08:20:00.377812001Z [INFO] BACKTESTER-001.BacktestEngine: Min Loser: 0.0 2024-12-25T08:20:00.377813001Z [INFO] BACKTESTER-001.BacktestEngine: Avg Loser: 0.0 2024-12-25T08:20:00.377814001Z [INFO] BACKTESTER-001.BacktestEngine: Max Loser: 0.0 2024-12-25T08:20:00.377814002Z [INFO] BACKTESTER-001.BacktestEngine: Expectancy: 0.0 2024-12-25T08:20:00.377825001Z [INFO] BACKTESTER-001.BacktestEngine: Win Rate: 0.0 2024-12-25T08:20:00.377826001Z [INFO] BACKTESTER-001.BacktestEngine: ----------------------------------------------------------------- 2024-12-25T08:20:00.377827001Z [INFO] BACKTESTER-001.BacktestEngine: PnL Statistics (USD) 2024-12-25T08:20:00.377828001Z [INFO] BACKTESTER-001.BacktestEngine: ----------------------------------------------------------------- 2024-12-25T08:20:00.377828002Z [INFO] BACKTESTER-001.BacktestEngine: PnL (total): -25_048.42 2024-12-25T08:20:00.377829001Z [INFO] BACKTESTER-001.BacktestEngine: PnL% (total): -2.5048420000000045 2024-12-25T08:20:00.377830001Z [INFO] BACKTESTER-001.BacktestEngine: Max Winner: 3_265.65 2024-12-25T08:20:00.377831001Z [INFO] BACKTESTER-001.BacktestEngine: Avg Winner: 979.7272727272727 2024-12-25T08:20:00.377847001Z [INFO] BACKTESTER-001.BacktestEngine: Min Winner: 146.27 2024-12-25T08:20:00.377848001Z [INFO] BACKTESTER-001.BacktestEngine: Min Loser: -163.76 2024-12-25T08:20:00.377849001Z [INFO] BACKTESTER-001.BacktestEngine: Avg Loser: -814.214090909091 2024-12-25T08:20:00.377850001Z [INFO] BACKTESTER-001.BacktestEngine: Max Loser: -6_414.0 2024-12-25T08:20:00.377850002Z [INFO] BACKTESTER-001.BacktestEngine: Expectancy: -455.4258181818183 2024-12-25T08:20:00.377851001Z [INFO] BACKTESTER-001.BacktestEngine: Win Rate: 0.2 2024-12-25T08:20:00.377852001Z [INFO] BACKTESTER-001.BacktestEngine: ----------------------------------------------------------------- 2024-12-25T08:20:00.377853001Z [INFO] BACKTESTER-001.BacktestEngine: Returns Statistics 2024-12-25T08:20:00.377853002Z [INFO] BACKTESTER-001.BacktestEngine: ----------------------------------------------------------------- 2024-12-25T08:20:00.377854001Z [INFO] BACKTESTER-001.BacktestEngine: Returns Volatility (252 days): 0.042790288335576895 2024-12-25T08:20:00.377855001Z [INFO] BACKTESTER-001.BacktestEngine: Average (Return): -0.00037401118947544184 2024-12-25T08:20:00.377856001Z [INFO] BACKTESTER-001.BacktestEngine: Average Loss (Return): -0.0007001517078912508 2024-12-25T08:20:00.377856002Z [INFO] BACKTESTER-001.BacktestEngine: Average Win (Return): 0.0009305508841877943 2024-12-25T08:20:00.377857001Z [INFO] BACKTESTER-001.BacktestEngine: Sharpe Ratio (252 days): -8.65315687234654 2024-12-25T08:20:00.377858001Z [INFO] BACKTESTER-001.BacktestEngine: Sortino Ratio (252 days): -8.111079894534617 2024-12-25T08:20:00.377872001Z [INFO] BACKTESTER-001.BacktestEngine: Profit Factor: 0.3322675906163503 2024-12-25T08:20:00.377873001Z [INFO] BACKTESTER-001.BacktestEngine: Risk Return Ratio: -0.3446942968181148 2024-12-25T08:20:00.377873002Z [INFO] BACKTESTER-001.BacktestEngine: ----------------------------------------------------------------- 2024-12-25T08:20:00.377874001Z [INFO] BACKTESTER-001.BacktestEngine: General Statistics 2024-12-25T08:20:00.377875001Z [INFO] BACKTESTER-001.BacktestEngine: ----------------------------------------------------------------- 2024-12-25T08:20:00.377875002Z [INFO] BACKTESTER-001.BacktestEngine: Long Ratio: 0.49 2024-12-25T08:20:00.377876001Z [INFO] BACKTESTER-001.BacktestEngine: ----------------------------------------------------------------- 2024-12-25T08:20:00.377877001Z [INFO] BACKTESTER-001.DataClient-SIM: DISPOSED 2024-12-25T08:20:00.377893001Z [INFO] BACKTESTER-001.DataEngine: DISPOSED 2024-12-25T08:20:00.377895001Z [INFO] BACKTESTER-001.RiskEngine: DISPOSED 2024-12-25T08:20:00.377896001Z [INFO] BACKTESTER-001.ExecClient-SIM: DISPOSED 2024-12-25T08:20:00.377896002Z [INFO] BACKTESTER-001.ExecEngine: DISPOSED 2024-12-25T08:20:00.377897001Z [INFO] BACKTESTER-001.MessageBus: Closed message bus 2024-12-25T08:20:00.377898001Z [INFO] BACKTESTER-001.BACKTESTER-001: Cleared all actors 2024-12-25T08:20:00.377899001Z [INFO] BACKTESTER-001.EMACross: DISPOSED 2024-12-25T08:20:00.377900001Z [INFO] BACKTESTER-001.BACKTESTER-001: Cleared all trading strategies 2024-12-25T08:20:00.377901001Z [INFO] BACKTESTER-001.BACKTESTER-001: Cleared all execution algorithms 2024-12-25T08:20:00.377901002Z [INFO] BACKTESTER-001.BACKTESTER-001: DISPOSED