{"ts": 1784994315.092864, "type": "entry", "round_ts": 1784994300, "strike": 64155.930694412986, "btc": 64156.04436315998, "side": "down", "score": -6, "signals": {"btc_dev": "中性 (偏离 $+0.11 < $10, 无趋势)", "btc_accel": "中性 (v=-0.030/s < 0.1, 无动量)", "book": "中性 (UP bid/ask=2062/2428, DN bid/ask=2409/2148)", "streak_leader": "DN -4 (🔥 0UP/2DN, 净集变 +0, 综合 -80%)", "winners": "DN -2 (上轮赢家本轮 1UP / 13DN)"}, "price": 0.52, "shares": 1.92, "amount": 1.0, "streak_up": 0, "streak_dn": 2, "streak_concentration": -1.0, "state": {"ts": 1784994315.092864, "btc": 64156.04, "strike": 64155.93, "btc_dev": 0.11, "btc_dev_pct": 0.0002, "btc_velocity": -0.0296, "btc_accel": 0.0, "up_bid": 0.5, "up_ask": 0.51, "dn_bid": 0.49, "dn_ask": 0.5, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2062.0, "up_ask_depth": 2428.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -366.7, "up_depth_share": 1.0, "streak_up_n": 0, "streak_dn_n": 2, "streak_up_shares": 0, "streak_dn_shares": 27.0, "streak_concentration": -1.0, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 0, "streak_dn_total_field": 2, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 453, "winners_up_n": 1, "winners_dn_n": 13, "winners_up_s": 4.0, "winners_dn_s": 740.0, "winners_side": "down", "hedged_count": 13, "up_total_shares": 1702.0, "dn_total_shares": 1702.0, "up_count": 30, "dn_count": 44, "round_ts": 1784994300, "round_elapsed": 15.1, "round_remaining": 284.9, "side": "down"}, "virtual_balance": 9.0} {"ts": 1784994315.6074123, "type": "snapshot", "round_ts": 1784994300, "remaining": 284.3933582305908, "strike": 64155.930694412986, "btc": 64156.043837618294, "bid": 0.49, "side": "down", "entry_price": 0.52, "state": {"ts": 1784994315.6074123, "btc": 64156.04, "strike": 64155.93, "btc_dev": 0.11, "btc_dev_pct": 0.0002, "btc_velocity": -0.0289, "btc_accel": 0.0, "up_bid": 0.5, "up_ask": 0.51, "dn_bid": 0.49, "dn_ask": 0.5, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2062.0, "up_ask_depth": 2428.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -366.7, "up_depth_share": 1.0, "streak_up_n": 1, "streak_dn_n": 3, "streak_up_shares": 30.0, "streak_dn_shares": 57.0, "streak_concentration": -0.5, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 1, "streak_dn_total_field": 3, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 453, "winners_up_n": 3, "winners_dn_n": 18, "winners_up_s": 54.0, "winners_dn_s": 791.0, "winners_side": "down", "hedged_count": 14, "up_total_shares": 2039.0, "dn_total_shares": 2022.0, "up_count": 35, "dn_count": 56, "round_ts": 1784994300, "round_elapsed": 15.6, "round_remaining": 284.4, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -5.7692307692307745} {"ts": 1784994325.0437036, "type": "snapshot", "round_ts": 1784994300, "remaining": 274.9562964439392, "strike": 64155.930694412986, "btc": 64156.52900480344, "bid": 0.49, "side": "down", "entry_price": 0.52, "state": {"ts": 1784994325.0437036, "btc": 64156.53, "strike": 64155.93, "btc_dev": 0.6, "btc_dev_pct": 0.0009, "btc_velocity": 0.0823, "btc_accel": 0.0, "up_bid": 0.5, "up_ask": 0.51, "dn_bid": 0.49, "dn_ask": 0.5, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2418.0, "up_ask_depth": 2609.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -190.6, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 5, "streak_up_shares": 72.0, "streak_dn_shares": 70.0, "streak_concentration": -0.111, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 4, "streak_dn_total_field": 5, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 453, "winners_up_n": 7, "winners_dn_n": 23, "winners_up_s": 135.0, "winners_dn_s": 862.0, "winners_side": "down", "hedged_count": 16, "up_total_shares": 2245.0, "dn_total_shares": 2264.0, "up_count": 42, "dn_count": 69, "round_ts": 1784994300, "round_elapsed": 25.0, "round_remaining": 275.0, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -5.7692307692307745} {"ts": 1784994335.0956707, "type": "snapshot", "round_ts": 1784994300, "remaining": 264.9048812389374, "strike": 64155.930694412986, "btc": 64156.253477557024, "bid": 0.5, "side": "down", "entry_price": 0.52, "state": {"ts": 1784994335.0956707, "btc": 64156.25, "strike": 64155.93, "btc_dev": 0.32, "btc_dev_pct": 0.0005, "btc_velocity": -0.1071, "btc_accel": 0.0, "up_bid": 0.49, "up_ask": 0.5, "dn_bid": 0.5, "dn_ask": 0.51, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1992.0, "up_ask_depth": 2490.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -498.5, "up_depth_share": 1.0, "streak_up_n": 5, "streak_dn_n": 5, "streak_up_shares": 74.0, "streak_dn_shares": 70.0, "streak_concentration": 0.0, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 5, "streak_dn_total_field": 5, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 453, "winners_up_n": 9, "winners_dn_n": 27, "winners_up_s": 206.0, "winners_dn_s": 969.0, "winners_side": "down", "hedged_count": 17, "up_total_shares": 2375.0, "dn_total_shares": 2393.0, "up_count": 48, "dn_count": 78, "round_ts": 1784994300, "round_elapsed": 35.1, "round_remaining": 264.9, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -5.7692307692307745} {"ts": 1784994345.17462, "type": "snapshot", "round_ts": 1784994300, "remaining": 254.8253800868988, "strike": 64155.930694412986, "btc": 64156.5841747519, "bid": 0.44, "side": "down", "entry_price": 0.52, "state": {"ts": 1784994345.17462, "btc": 64156.58, "strike": 64155.93, "btc_dev": 0.65, "btc_dev_pct": 0.001, "btc_velocity": 0.0772, "btc_accel": 0.0, "up_bid": 0.54, "up_ask": 0.55, "dn_bid": 0.44, "dn_ask": 0.45, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2325.0, "up_ask_depth": 3211.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -886.0, "up_depth_share": 1.0, "streak_up_n": 14, "streak_dn_n": 6, "streak_up_shares": 310.0, "streak_dn_shares": 95.0, "streak_concentration": 0.4, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 14, "streak_dn_total_field": 6, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 453, "winners_up_n": 32, "winners_dn_n": 23, "winners_up_s": 785.0, "winners_dn_s": 864.0, "winners_side": "down", "hedged_count": 33, "up_total_shares": 3171.0, "dn_total_shares": 3187.0, "up_count": 88, "dn_count": 73, "round_ts": 1784994300, "round_elapsed": 45.2, "round_remaining": 254.8, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -15.384615384615389} {"ts": 1784994353.6415842, "type": "exit", "reason": "stop_loss", "entry_price": 0.52, "exit_price": 0.34, "shares": 1.92, "pnl": -0.35, "pnl_pct": -34.6, "hold_seconds": 38.6, "btc": 64156.628280963814, "strike": 64155.930694412986, "peak_pnl_pct": 0.0, "trough_pnl_pct": -15.384615384615389, "max_bid": 0.52, "min_bid": 0.44, "state": {"ts": 1784994353.6415842, "btc": 64156.63, "strike": 64155.93, "btc_dev": 0.7, "btc_dev_pct": 0.0011, "btc_velocity": 0.0063, "btc_accel": 0.0, "up_bid": 0.61, "up_ask": 0.62, "dn_bid": 0.36, "dn_ask": 0.37, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2157.0, "up_ask_depth": 1853.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 304.3, "up_depth_share": 1.0, "streak_up_n": 16, "streak_dn_n": 7, "streak_up_shares": 293.0, "streak_dn_shares": 117.0, "streak_concentration": 0.391, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 20, "streak_dn_total_field": 8, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 453, "winners_up_n": 44, "winners_dn_n": 28, "winners_up_s": 1099.0, "winners_dn_s": 971.0, "winners_side": "down", "hedged_count": 42, "up_total_shares": 3876.0, "dn_total_shares": 3901.0, "up_count": 110, "dn_count": 92, "round_ts": 1784994300, "round_elapsed": 53.6, "round_remaining": 0, "side": "down"}, "entry_signal": "DOWN", "entry_signals": {"btc_dev": "中性 (偏离 $+0.11 < $10, 无趋势)", "btc_accel": "中性 (v=-0.030/s < 0.1, 无动量)", "book": "中性 (UP bid/ask=2062/2428, DN bid/ask=2409/2148)", "streak_leader": "DN -4 (🔥 0UP/2DN, 净集变 +0, 综合 -80%)", "winners": "DN -2 (上轮赢家本轮 1UP / 13DN)"}} {"ts": 1784994384.2608418, "type": "entry", "round_ts": 1784994300, "strike": 64155.930694412986, "btc": 64161.07252908968, "side": "up", "score": 5, "signals": {"btc_dev": "中性 (偏离 $+5.14 < $10, 无趋势)", "btc_accel": "DN -1 (v=-0.162/s, a=+0.000/s², 加速)", "book": "UP +1 (UP bid/ask=2496/1458, DN bid/ask=1271/2752)", "streak_leader": "UP +3 (🔥 18UP/5DN, 净集变 +13, 综合 +57%)", "winners": "UP +2 (上轮赢家本轮 79UP / 37DN)"}, "price": 0.48, "shares": 2.08, "amount": 1.0, "streak_up": 18, "streak_dn": 5, "streak_concentration": 0.5652173913043478, "state": {"ts": 1784994384.2608418, "btc": 64161.07, "strike": 64155.93, "btc_dev": 5.14, "btc_dev_pct": 0.008, "btc_velocity": -0.1619, "btc_accel": 0.0, "up_bid": 0.45, "up_ask": 0.46, "dn_bid": 0.54, "dn_ask": 0.55, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2496.0, "up_ask_depth": 1458.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1037.2, "up_depth_share": 1.0, "streak_up_n": 18, "streak_dn_n": 5, "streak_up_shares": 768.0, "streak_dn_shares": 158.0, "streak_concentration": 0.565, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 42, "streak_dn_total_field": 9, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 453, "winners_up_n": 79, "winners_dn_n": 37, "winners_up_s": 1905.0, "winners_dn_s": 1209.0, "winners_side": "down", "hedged_count": 62, "up_total_shares": 5691.0, "dn_total_shares": 5708.0, "up_count": 158, "dn_count": 168, "round_ts": 1784994300, "round_elapsed": 84.3, "round_remaining": 215.7, "side": "up"}, "virtual_balance": 8.66} {"ts": 1784994390.0110192, "type": "snapshot", "round_ts": 1784994300, "remaining": 209.98933339118958, "strike": 64155.930694412986, "btc": 64158.13394198403, "bid": 0.48, "side": "up", "entry_price": 0.48, "state": {"ts": 1784994390.0110192, "btc": 64158.13, "strike": 64155.93, "btc_dev": 2.2, "btc_dev_pct": 0.0034, "btc_velocity": -0.5506, "btc_accel": 0.0, "up_bid": 0.48, "up_ask": 0.49, "dn_bid": 0.51, "dn_ask": 0.52, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1783.0, "up_ask_depth": 1700.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 83.6, "up_depth_share": 1.0, "streak_up_n": 16, "streak_dn_n": 4, "streak_up_shares": 739.0, "streak_dn_shares": 131.0, "streak_concentration": 0.6, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 37, "streak_dn_total_field": 15, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 453, "winners_up_n": 83, "winners_dn_n": 43, "winners_up_s": 2619.0, "winners_dn_s": 1409.0, "winners_side": "down", "hedged_count": 91, "up_total_shares": 6833.0, "dn_total_shares": 6836.0, "up_count": 170, "dn_count": 181, "round_ts": 1784994300, "round_elapsed": 90.0, "round_remaining": 210.0, "side": "up"}, "peak_pnl_pct": 4.1666666666666705, "trough_pnl_pct": -6.249999999999995} {"ts": 1784994391.6352284, "type": "exit", "reason": "stop_loss", "entry_price": 0.48, "exit_price": 0.32, "shares": 2.08, "pnl": -0.33, "pnl_pct": -33.3, "hold_seconds": 7.4, "btc": 64157.040367279085, "strike": 64155.930694412986, "peak_pnl_pct": 4.1666666666666705, "trough_pnl_pct": -6.249999999999995, "max_bid": 0.5, "min_bid": 0.45, "state": {"ts": 1784994391.6342247, "btc": 64157.04, "strike": 64155.93, "btc_dev": 1.11, "btc_dev_pct": 0.0017, "btc_velocity": -0.6886, "btc_accel": 0.0, "up_bid": 0.34, "up_ask": 0.35, "dn_bid": 0.64, "dn_ask": 0.65, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2125.0, "up_ask_depth": 1760.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 365.5, "up_depth_share": 1.0, "streak_up_n": 16, "streak_dn_n": 4, "streak_up_shares": 739.0, "streak_dn_shares": 131.0, "streak_concentration": 0.6, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 37, "streak_dn_total_field": 15, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 453, "winners_up_n": 83, "winners_dn_n": 43, "winners_up_s": 2619.0, "winners_dn_s": 1409.0, "winners_side": "down", "hedged_count": 91, "up_total_shares": 6833.0, "dn_total_shares": 6836.0, "up_count": 170, "dn_count": 181, "round_ts": 1784994300, "round_elapsed": 91.6, "round_remaining": 0, "side": "up"}, "entry_signal": "UP", "entry_signals": {"btc_dev": "中性 (偏离 $+5.14 < $10, 无趋势)", "btc_accel": "DN -1 (v=-0.162/s, a=+0.000/s², 加速)", "book": "UP +1 (UP bid/ask=2496/1458, DN bid/ask=1271/2752)", "streak_leader": "UP +3 (🔥 18UP/5DN, 净集变 +13, 综合 +57%)", "winners": "UP +2 (上轮赢家本轮 79UP / 37DN)"}} {"ts": 1784994615.2091036, "type": "entry", "round_ts": 1784994600, "strike": 64134.40178999999, "btc": 64127.20459619706, "side": "down", "score": -9, "signals": {"btc_dev": "中性 (偏离 $-7.20 < $10, 无趋势)", "btc_accel": "DN -2 (v=-0.747/s, a=+0.000/s², 加速)", "book": "DN -1 (UP bid/ask=1745/2417, DN bid/ask=2386/1836)", "streak_leader": "DN -4 (🔥 0UP/3DN, 净集变 +0, 综合 -80%)", "winners": "DN -2 (上轮赢家本轮 5UP / 24DN)"}, "price": 0.62, "shares": 1.61, "amount": 1.0, "streak_up": 0, "streak_dn": 3, "streak_concentration": -1.0, "state": {"ts": 1784994615.2091036, "btc": 64127.2, "strike": 64134.4, "btc_dev": -7.2, "btc_dev_pct": -0.0112, "btc_velocity": -0.7473, "btc_accel": 0.0, "up_bid": 0.4, "up_ask": 0.41, "dn_bid": 0.59, "dn_ask": 0.6, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1745.0, "up_ask_depth": 2417.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -671.5, "up_depth_share": 1.0, "streak_up_n": 0, "streak_dn_n": 3, "streak_up_shares": 0, "streak_dn_shares": 35.0, "streak_concentration": -1.0, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 0, "streak_dn_total_field": 3, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 459, "winners_up_n": 5, "winners_dn_n": 24, "winners_up_s": 26.0, "winners_dn_s": 333.0, "winners_side": "down", "hedged_count": 11, "up_total_shares": 1162.0, "dn_total_shares": 1162.0, "up_count": 33, "dn_count": 49, "round_ts": 1784994600, "round_elapsed": 15.2, "round_remaining": 284.8, "side": "down"}, "virtual_balance": 8.32} {"ts": 1784994615.710304, "type": "snapshot", "round_ts": 1784994600, "remaining": 284.2896959781647, "strike": 64134.40178999999, "btc": 64126.2342990118, "bid": 0.59, "side": "down", "entry_price": 0.62, "state": {"ts": 1784994615.710304, "btc": 64126.23, "strike": 64134.4, "btc_dev": -8.17, "btc_dev_pct": -0.0127, "btc_velocity": -0.8387, "btc_accel": 0.0, "up_bid": 0.39, "up_ask": 0.4, "dn_bid": 0.59, "dn_ask": 0.6, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1833.0, "up_ask_depth": 2850.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1016.9, "up_depth_share": 1.0, "streak_up_n": 0, "streak_dn_n": 3, "streak_up_shares": 0, "streak_dn_shares": 35.0, "streak_concentration": -1.0, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 0, "streak_dn_total_field": 3, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 459, "winners_up_n": 5, "winners_dn_n": 24, "winners_up_s": 26.0, "winners_dn_s": 333.0, "winners_side": "down", "hedged_count": 11, "up_total_shares": 1162.0, "dn_total_shares": 1162.0, "up_count": 33, "dn_count": 49, "round_ts": 1784994600, "round_elapsed": 15.7, "round_remaining": 284.3, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -4.8387096774193585} {"ts": 1784994625.1566923, "type": "snapshot", "round_ts": 1784994600, "remaining": 274.84330773353577, "strike": 64134.40178999999, "btc": 64125.8948105981, "bid": 0.62, "side": "down", "entry_price": 0.62, "state": {"ts": 1784994625.1566923, "btc": 64125.89, "strike": 64134.4, "btc_dev": -8.51, "btc_dev_pct": -0.0133, "btc_velocity": -0.0574, "btc_accel": 0.0, "up_bid": 0.37, "up_ask": 0.38, "dn_bid": 0.62, "dn_ask": 0.63, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2500.0, "up_ask_depth": 2975.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -474.5, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 21, "streak_up_shares": 50.0, "streak_dn_shares": 916.0, "streak_concentration": -0.826, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 4, "streak_dn_total_field": 22, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 459, "winners_up_n": 21, "winners_dn_n": 51, "winners_up_s": 323.0, "winners_dn_s": 1289.0, "winners_side": "down", "hedged_count": 29, "up_total_shares": 2927.0, "dn_total_shares": 2916.0, "up_count": 84, "dn_count": 104, "round_ts": 1784994600, "round_elapsed": 25.2, "round_remaining": 274.8, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -4.8387096774193585} {"ts": 1784994635.0400465, "type": "snapshot", "round_ts": 1784994600, "remaining": 264.95995354652405, "strike": 64134.40178999999, "btc": 64125.984057374364, "bid": 0.62, "side": "down", "entry_price": 0.62, "state": {"ts": 1784994635.0400465, "btc": 64125.98, "strike": 64134.4, "btc_dev": -8.42, "btc_dev_pct": -0.0131, "btc_velocity": 0.0153, "btc_accel": 0.0, "up_bid": 0.37, "up_ask": 0.38, "dn_bid": 0.62, "dn_ask": 0.63, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2137.0, "up_ask_depth": 2855.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -718.0, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 22, "streak_up_shares": 55.0, "streak_dn_shares": 940.0, "streak_concentration": -0.833, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 3, "streak_dn_total_field": 28, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 459, "winners_up_n": 18, "winners_dn_n": 63, "winners_up_s": 328.0, "winners_dn_s": 1662.0, "winners_side": "down", "hedged_count": 31, "up_total_shares": 3337.0, "dn_total_shares": 3332.0, "up_count": 91, "dn_count": 123, "round_ts": 1784994600, "round_elapsed": 35.0, "round_remaining": 265.0, "side": "down"}, "peak_pnl_pct": 3.2258064516129057, "trough_pnl_pct": -4.8387096774193585} {"ts": 1784994645.126752, "type": "snapshot", "round_ts": 1784994600, "remaining": 254.87324810028076, "strike": 64134.40178999999, "btc": 64123.97628178156, "bid": 0.69, "side": "down", "entry_price": 0.62, "state": {"ts": 1784994645.126752, "btc": 64123.98, "strike": 64134.4, "btc_dev": -10.43, "btc_dev_pct": -0.0163, "btc_velocity": -0.3868, "btc_accel": 0.0, "up_bid": 0.3, "up_ask": 0.31, "dn_bid": 0.69, "dn_ask": 0.7, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 3435.0, "up_ask_depth": 2264.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1171.8, "up_depth_share": 1.0, "streak_up_n": 5, "streak_dn_n": 22, "streak_up_shares": 93.0, "streak_dn_shares": 1120.0, "streak_concentration": -0.63, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 9, "streak_dn_total_field": 30, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 459, "winners_up_n": 28, "winners_dn_n": 75, "winners_up_s": 465.0, "winners_dn_s": 2135.0, "winners_side": "down", "hedged_count": 38, "up_total_shares": 4395.0, "dn_total_shares": 4408.0, "up_count": 133, "dn_count": 145, "round_ts": 1784994600, "round_elapsed": 45.1, "round_remaining": 254.9, "side": "down"}, "peak_pnl_pct": 11.290322580645155, "trough_pnl_pct": -4.8387096774193585} {"ts": 1784994655.181732, "type": "snapshot", "round_ts": 1784994600, "remaining": 244.8182680606842, "strike": 64134.40178999999, "btc": 64123.44242443416, "bid": 0.71, "side": "down", "entry_price": 0.62, "state": {"ts": 1784994655.181732, "btc": 64123.44, "strike": 64134.4, "btc_dev": -10.96, "btc_dev_pct": -0.0171, "btc_velocity": -0.3548, "btc_accel": 0.0, "up_bid": 0.28, "up_ask": 0.29, "dn_bid": 0.71, "dn_ask": 0.72, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 3318.0, "up_ask_depth": 1785.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1532.9, "up_depth_share": 1.0, "streak_up_n": 5, "streak_dn_n": 25, "streak_up_shares": 104.0, "streak_dn_shares": 1424.0, "streak_concentration": -0.667, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 11, "streak_dn_total_field": 34, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 459, "winners_up_n": 41, "winners_dn_n": 84, "winners_up_s": 647.0, "winners_dn_s": 2541.0, "winners_side": "down", "hedged_count": 42, "up_total_shares": 4974.0, "dn_total_shares": 4972.0, "up_count": 162, "dn_count": 162, "round_ts": 1784994600, "round_elapsed": 55.2, "round_remaining": 244.8, "side": "down"}, "peak_pnl_pct": 14.51612903225806, "trough_pnl_pct": -4.8387096774193585} {"ts": 1784994665.0591223, "type": "snapshot", "round_ts": 1784994600, "remaining": 234.94087767601013, "strike": 64134.40178999999, "btc": 64123.57878730667, "bid": 0.65, "side": "down", "entry_price": 0.62, "state": {"ts": 1784994665.0591223, "btc": 64123.58, "strike": 64134.4, "btc_dev": -10.82, "btc_dev_pct": -0.0169, "btc_velocity": -0.039, "btc_accel": 0.0, "up_bid": 0.34, "up_ask": 0.35, "dn_bid": 0.65, "dn_ask": 0.66, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1200.0, "up_ask_depth": 2548.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1348.4, "up_depth_share": 1.0, "streak_up_n": 5, "streak_dn_n": 26, "streak_up_shares": 104.0, "streak_dn_shares": 1654.0, "streak_concentration": -0.677, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 11, "streak_dn_total_field": 36, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 459, "winners_up_n": 43, "winners_dn_n": 90, "winners_up_s": 781.0, "winners_dn_s": 2921.0, "winners_side": "down", "hedged_count": 43, "up_total_shares": 5782.0, "dn_total_shares": 5780.0, "up_count": 171, "dn_count": 171, "round_ts": 1784994600, "round_elapsed": 65.1, "round_remaining": 234.9, "side": "down"}, "peak_pnl_pct": 14.51612903225806, "trough_pnl_pct": -4.8387096774193585} {"ts": 1784994675.1870563, "type": "snapshot", "round_ts": 1784994600, "remaining": 224.8129436969757, "strike": 64134.40178999999, "btc": 64126.78821753, "bid": 0.53, "side": "down", "entry_price": 0.62, "state": {"ts": 1784994675.1870563, "btc": 64126.79, "strike": 64134.4, "btc_dev": -7.61, "btc_dev_pct": -0.0119, "btc_velocity": 0.2355, "btc_accel": 0.0, "up_bid": 0.46, "up_ask": 0.47, "dn_bid": 0.53, "dn_ask": 0.54, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2802.0, "up_ask_depth": 2565.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 237.8, "up_depth_share": 1.0, "streak_up_n": 5, "streak_dn_n": 27, "streak_up_shares": 101.0, "streak_dn_shares": 2156.0, "streak_concentration": -0.688, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 12, "streak_dn_total_field": 40, "all_whale_up_shares": 0, "all_whale_dn_shares": 174.0, "winners_total": 459, "winners_up_n": 46, "winners_dn_n": 95, "winners_up_s": 837.0, "winners_dn_s": 3375.0, "winners_side": "down", "hedged_count": 52, "up_total_shares": 6276.0, "dn_total_shares": 6305.0, "up_count": 182, "dn_count": 183, "round_ts": 1784994600, "round_elapsed": 75.2, "round_remaining": 224.8, "side": "down"}, "peak_pnl_pct": 14.51612903225806, "trough_pnl_pct": -14.51612903225806} {"ts": 1784994685.0226011, "type": "snapshot", "round_ts": 1784994600, "remaining": 214.98245763778687, "strike": 64134.40178999999, "btc": 64129.61363685356, "bid": 0.54, "side": "down", "entry_price": 0.62, "state": {"ts": 1784994685.0226011, "btc": 64129.61, "strike": 64134.4, "btc_dev": -4.79, "btc_dev_pct": -0.0075, "btc_velocity": 0.0126, "btc_accel": 0.0, "up_bid": 0.45, "up_ask": 0.46, "dn_bid": 0.54, "dn_ask": 0.55, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1612.0, "up_ask_depth": 3146.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1533.6, "up_depth_share": 1.0, "streak_up_n": 7, "streak_dn_n": 19, "streak_up_shares": 157.0, "streak_dn_shares": 1312.0, "streak_concentration": -0.462, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 20, "streak_dn_total_field": 41, "all_whale_up_shares": 0, "all_whale_dn_shares": 174.0, "winners_total": 459, "winners_up_n": 58, "winners_dn_n": 100, "winners_up_s": 1228.0, "winners_dn_s": 2892.0, "winners_side": "down", "hedged_count": 80, "up_total_shares": 5913.0, "dn_total_shares": 5950.0, "up_count": 197, "dn_count": 216, "round_ts": 1784994600, "round_elapsed": 85.0, "round_remaining": 215.0, "side": "down"}, "peak_pnl_pct": 14.51612903225806, "trough_pnl_pct": -14.51612903225806} {"ts": 1784994695.1200914, "type": "snapshot", "round_ts": 1784994600, "remaining": 204.87990856170654, "strike": 64134.40178999999, "btc": 64128.73755311808, "bid": 0.58, "side": "down", "entry_price": 0.62, "state": {"ts": 1784994695.1200914, "btc": 64128.74, "strike": 64134.4, "btc_dev": -5.66, "btc_dev_pct": -0.0088, "btc_velocity": 0.0002, "btc_accel": 0.0, "up_bid": 0.41, "up_ask": 0.42, "dn_bid": 0.58, "dn_ask": 0.59, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2408.0, "up_ask_depth": 1895.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 513.1, "up_depth_share": 1.0, "streak_up_n": 7, "streak_dn_n": 19, "streak_up_shares": 157.0, "streak_dn_shares": 1349.0, "streak_concentration": -0.462, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 19, "streak_dn_total_field": 42, "all_whale_up_shares": 0, "all_whale_dn_shares": 174.0, "winners_total": 459, "winners_up_n": 59, "winners_dn_n": 104, "winners_up_s": 1027.0, "winners_dn_s": 2989.0, "winners_side": "down", "hedged_count": 80, "up_total_shares": 5966.0, "dn_total_shares": 6003.0, "up_count": 205, "dn_count": 220, "round_ts": 1784994600, "round_elapsed": 95.1, "round_remaining": 204.9, "side": "down"}, "peak_pnl_pct": 14.51612903225806, "trough_pnl_pct": -14.51612903225806} {"ts": 1784994705.182455, "type": "snapshot", "round_ts": 1784994600, "remaining": 194.8175449371338, "strike": 64134.40178999999, "btc": 64129.251, "bid": 0.6, "side": "down", "entry_price": 0.62, "state": {"ts": 1784994705.182455, "btc": 64129.25, "strike": 64134.4, "btc_dev": -5.15, "btc_dev_pct": -0.008, "btc_velocity": 0.0558, "btc_accel": 0.0, "up_bid": 0.39, "up_ask": 0.4, "dn_bid": 0.6, "dn_ask": 0.61, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2121.0, "up_ask_depth": 1881.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 240.6, "up_depth_share": 1.0, "streak_up_n": 7, "streak_dn_n": 18, "streak_up_shares": 157.0, "streak_dn_shares": 1320.0, "streak_concentration": -0.44, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 21, "streak_dn_total_field": 40, "all_whale_up_shares": 0, "all_whale_dn_shares": 174.0, "winners_total": 459, "winners_up_n": 62, "winners_dn_n": 105, "winners_up_s": 1283.0, "winners_dn_s": 3438.0, "winners_side": "down", "hedged_count": 85, "up_total_shares": 6768.0, "dn_total_shares": 6806.0, "up_count": 213, "dn_count": 222, "round_ts": 1784994600, "round_elapsed": 105.2, "round_remaining": 194.8, "side": "down"}, "peak_pnl_pct": 14.51612903225806, "trough_pnl_pct": -14.51612903225806} {"ts": 1784994715.0602005, "type": "snapshot", "round_ts": 1784994600, "remaining": 184.94082140922546, "strike": 64134.40178999999, "btc": 64129.255, "bid": 0.6, "side": "down", "entry_price": 0.62, "state": {"ts": 1784994715.0591786, "btc": 64129.25, "strike": 64134.4, "btc_dev": -5.15, "btc_dev_pct": -0.008, "btc_velocity": -0.059, "btc_accel": 0.0, "up_bid": 0.39, "up_ask": 0.4, "dn_bid": 0.6, "dn_ask": 0.61, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2204.0, "up_ask_depth": 1498.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 706.7, "up_depth_share": 1.0, "streak_up_n": 9, "streak_dn_n": 19, "streak_up_shares": 218.0, "streak_dn_shares": 1330.0, "streak_concentration": -0.357, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 23, "streak_dn_total_field": 42, "all_whale_up_shares": 0, "all_whale_dn_shares": 174.0, "winners_total": 459, "winners_up_n": 63, "winners_dn_n": 113, "winners_up_s": 1273.0, "winners_dn_s": 4208.0, "winners_side": "down", "hedged_count": 83, "up_total_shares": 7469.0, "dn_total_shares": 7507.0, "up_count": 219, "dn_count": 231, "round_ts": 1784994600, "round_elapsed": 115.1, "round_remaining": 184.9, "side": "down"}, "peak_pnl_pct": 14.51612903225806, "trough_pnl_pct": -14.51612903225806} {"ts": 1784994722.114238, "type": "exit", "reason": "stop_loss", "entry_price": 0.62, "exit_price": 0.46, "shares": 1.61, "pnl": -0.26, "pnl_pct": -25.8, "hold_seconds": 106.9, "btc": 64129.255, "strike": 64134.40178999999, "peak_pnl_pct": 14.51612903225806, "trough_pnl_pct": -19.35483870967742, "max_bid": 0.71, "min_bid": 0.5, "state": {"ts": 1784994722.114238, "btc": 64129.25, "strike": 64134.4, "btc_dev": -5.15, "btc_dev_pct": -0.008, "btc_velocity": 0.0, "btc_accel": 0.0, "up_bid": 0.5, "up_ask": 0.51, "dn_bid": 0.48, "dn_ask": 0.49, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2353.0, "up_ask_depth": 1578.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 775.7, "up_depth_share": 1.0, "streak_up_n": 9, "streak_dn_n": 18, "streak_up_shares": 216.0, "streak_dn_shares": 1320.0, "streak_concentration": -0.333, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 23, "streak_dn_total_field": 42, "all_whale_up_shares": 0, "all_whale_dn_shares": 174.0, "winners_total": 459, "winners_up_n": 63, "winners_dn_n": 113, "winners_up_s": 1232.0, "winners_dn_s": 4218.0, "winners_side": "down", "hedged_count": 83, "up_total_shares": 7481.0, "dn_total_shares": 7518.0, "up_count": 222, "dn_count": 232, "round_ts": 1784994600, "round_elapsed": 122.1, "round_remaining": 0, "side": "down"}, "entry_signal": "DOWN", "entry_signals": {"btc_dev": "中性 (偏离 $-7.20 < $10, 无趋势)", "btc_accel": "DN -2 (v=-0.747/s, a=+0.000/s², 加速)", "book": "DN -1 (UP bid/ask=1745/2417, DN bid/ask=2386/1836)", "streak_leader": "DN -4 (🔥 0UP/3DN, 净集变 +0, 综合 -80%)", "winners": "DN -2 (上轮赢家本轮 5UP / 24DN)"}} {"ts": 1784994806.5069735, "type": "entry", "round_ts": 1784994600, "strike": 64134.40178999999, "btc": 64128.39132108631, "side": "down", "score": -5, "signals": {"btc_dev": "中性 (偏离 $-6.01 < $10, 无趋势)", "btc_accel": "中性 (v=+0.018/s < 0.1, 无动量)", "book": "DN -1 (UP bid/ask=781/1239, DN bid/ask=1311/845)", "streak_leader": "DN -2 (🔥 5UP/13DN, 净集变 -8, 综合 -40%)", "winners": "DN -2 (上轮赢家本轮 82UP / 156DN)"}, "price": 0.68, "shares": 1.47, "amount": 1.0, "streak_up": 5, "streak_dn": 13, "streak_concentration": -0.4444444444444444, "state": {"ts": 1784994806.5069735, "btc": 64128.39, "strike": 64134.4, "btc_dev": -6.01, "btc_dev_pct": -0.0094, "btc_velocity": 0.0183, "btc_accel": 0.0271, "up_bid": 0.34, "up_ask": 0.35, "dn_bid": 0.65, "dn_ask": 0.66, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 781.0, "up_ask_depth": 1239.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -458.4, "up_depth_share": 1.0, "streak_up_n": 5, "streak_dn_n": 13, "streak_up_shares": 161.0, "streak_dn_shares": 1290.0, "streak_concentration": -0.444, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 19, "streak_dn_total_field": 63, "all_whale_up_shares": 0, "all_whale_dn_shares": 174.0, "winners_total": 459, "winners_up_n": 82, "winners_dn_n": 156, "winners_up_s": 1750.0, "winners_dn_s": 8760.0, "winners_side": "down", "hedged_count": 173, "up_total_shares": 13286.0, "dn_total_shares": 13283.0, "up_count": 298, "dn_count": 343, "round_ts": 1784994600, "round_elapsed": 206.5, "round_remaining": 93.5, "side": "down"}, "virtual_balance": 8.06} {"ts": 1784994815.0519001, "type": "snapshot", "round_ts": 1784994600, "remaining": 84.94809985160828, "strike": 64134.40178999999, "btc": 64127.53774963882, "bid": 0.75, "side": "down", "entry_price": 0.68, "state": {"ts": 1784994815.0519001, "btc": 64127.54, "strike": 64134.4, "btc_dev": -6.86, "btc_dev_pct": -0.0107, "btc_velocity": -0.1449, "btc_accel": 0.0, "up_bid": 0.24, "up_ask": 0.25, "dn_bid": 0.75, "dn_ask": 0.76, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1029.0, "up_ask_depth": 914.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 114.9, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 14, "streak_up_shares": 141.0, "streak_dn_shares": 1335.0, "streak_concentration": -0.556, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 20, "streak_dn_total_field": 63, "all_whale_up_shares": 0, "all_whale_dn_shares": 174.0, "winners_total": 459, "winners_up_n": 84, "winners_dn_n": 157, "winners_up_s": 1831.0, "winners_dn_s": 9015.0, "winners_side": "down", "hedged_count": 178, "up_total_shares": 13564.0, "dn_total_shares": 13573.0, "up_count": 302, "dn_count": 345, "round_ts": 1784994600, "round_elapsed": 215.1, "round_remaining": 84.9, "side": "down"}, "peak_pnl_pct": 13.235294117647053, "trough_pnl_pct": -17.64705882352941} {"ts": 1784994825.1367948, "type": "snapshot", "round_ts": 1784994600, "remaining": 74.86393427848816, "strike": 64134.40178999999, "btc": 64125.56265280386, "bid": 0.73, "side": "down", "entry_price": 0.68, "state": {"ts": 1784994825.1367948, "btc": 64125.56, "strike": 64134.4, "btc_dev": -8.84, "btc_dev_pct": -0.0138, "btc_velocity": -0.2605, "btc_accel": 0.0, "up_bid": 0.26, "up_ask": 0.27, "dn_bid": 0.73, "dn_ask": 0.74, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 738.0, "up_ask_depth": 1009.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -271.3, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 13, "streak_up_shares": 141.0, "streak_dn_shares": 1330.0, "streak_concentration": -0.529, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 20, "streak_dn_total_field": 64, "all_whale_up_shares": 0, "all_whale_dn_shares": 174.0, "winners_total": 459, "winners_up_n": 90, "winners_dn_n": 163, "winners_up_s": 1931.0, "winners_dn_s": 10421.0, "winners_side": "down", "hedged_count": 194, "up_total_shares": 15187.0, "dn_total_shares": 15174.0, "up_count": 316, "dn_count": 354, "round_ts": 1784994600, "round_elapsed": 225.1, "round_remaining": 74.9, "side": "down"}, "peak_pnl_pct": 13.235294117647053, "trough_pnl_pct": -17.64705882352941} {"ts": 1784994835.0257692, "type": "snapshot", "round_ts": 1784994600, "remaining": 64.97423076629639, "strike": 64134.40178999999, "btc": 64126.114582362105, "bid": 0.79, "side": "down", "entry_price": 0.68, "state": {"ts": 1784994835.0257692, "btc": 64126.11, "strike": 64134.4, "btc_dev": -8.29, "btc_dev_pct": -0.0129, "btc_velocity": -0.0829, "btc_accel": 0.0, "up_bid": 0.2, "up_ask": 0.21, "dn_bid": 0.79, "dn_ask": 0.8, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 992.0, "up_ask_depth": 958.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 33.1, "up_depth_share": 1.0, "streak_up_n": 3, "streak_dn_n": 13, "streak_up_shares": 117.0, "streak_dn_shares": 1509.0, "streak_concentration": -0.625, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 23, "streak_dn_total_field": 66, "all_whale_up_shares": 0, "all_whale_dn_shares": 174.0, "winners_total": 459, "winners_up_n": 93, "winners_dn_n": 173, "winners_up_s": 2278.0, "winners_dn_s": 11006.0, "winners_side": "down", "hedged_count": 201, "up_total_shares": 16032.0, "dn_total_shares": 16026.0, "up_count": 325, "dn_count": 374, "round_ts": 1784994600, "round_elapsed": 235.0, "round_remaining": 65.0, "side": "down"}, "peak_pnl_pct": 16.176470588235293, "trough_pnl_pct": -17.64705882352941} {"ts": 1784994838.651655, "type": "exit", "reason": "take_profit", "entry_price": 0.68, "exit_price": 0.8, "shares": 1.47, "pnl": 0.18, "pnl_pct": 17.6, "hold_seconds": 32.1, "btc": 64126.11528756525, "strike": 64134.40178999999, "peak_pnl_pct": 16.176470588235293, "trough_pnl_pct": -17.64705882352941, "max_bid": 0.79, "min_bid": 0.56, "state": {"ts": 1784994838.651655, "btc": 64126.12, "strike": 64134.4, "btc_dev": -8.29, "btc_dev_pct": -0.0129, "btc_velocity": -0.0831, "btc_accel": 0.0, "up_bid": 0.17, "up_ask": 0.18, "dn_bid": 0.82, "dn_ask": 0.83, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1276.0, "up_ask_depth": 1105.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 171.1, "up_depth_share": 1.0, "streak_up_n": 3, "streak_dn_n": 13, "streak_up_shares": 117.0, "streak_dn_shares": 1509.0, "streak_concentration": -0.625, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 23, "streak_dn_total_field": 66, "all_whale_up_shares": 0, "all_whale_dn_shares": 174.0, "winners_total": 459, "winners_up_n": 93, "winners_dn_n": 173, "winners_up_s": 2278.0, "winners_dn_s": 11006.0, "winners_side": "down", "hedged_count": 201, "up_total_shares": 16032.0, "dn_total_shares": 16026.0, "up_count": 325, "dn_count": 374, "round_ts": 1784994600, "round_elapsed": 238.7, "round_remaining": 0, "side": "down"}, "entry_signal": "DOWN", "entry_signals": {"btc_dev": "中性 (偏离 $-6.01 < $10, 无趋势)", "btc_accel": "中性 (v=+0.018/s < 0.1, 无动量)", "book": "DN -1 (UP bid/ask=781/1239, DN bid/ask=1311/845)", "streak_leader": "DN -2 (🔥 5UP/13DN, 净集变 -8, 综合 -40%)", "winners": "DN -2 (上轮赢家本轮 82UP / 156DN)"}} {"ts": 1784994917.2873626, "type": "entry", "round_ts": 1784994900, "strike": 64123.438903542214, "btc": 64122.37322136058, "side": "down", "score": -6, "signals": {"btc_dev": "中性 (偏离 $-1.07 < $10, 无趋势)", "btc_accel": "DN -1 (v=-0.172/s, a=+0.000/s², 加速)", "book": "DN -1 (UP bid/ask=2670/3249, DN bid/ask=3327/2678)", "streak_leader": "DN -2 (🔥 3UP/9DN, 净集变 -3, 综合 -45%)", "winners": "DN -2 (上轮赢家本轮 8UP / 33DN)"}, "price": 0.53, "shares": 1.89, "amount": 1.0, "streak_up": 3, "streak_dn": 9, "streak_concentration": -0.5, "state": {"ts": 1784994917.2873626, "btc": 64122.37, "strike": 64123.44, "btc_dev": -1.07, "btc_dev_pct": -0.0017, "btc_velocity": -0.1722, "btc_accel": 0.0, "up_bid": 0.49, "up_ask": 0.5, "dn_bid": 0.5, "dn_ask": 0.51, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2670.0, "up_ask_depth": 3249.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -579.1, "up_depth_share": 1.0, "streak_up_n": 3, "streak_dn_n": 9, "streak_up_shares": 80.0, "streak_dn_shares": 152.0, "streak_concentration": -0.5, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 3, "streak_dn_total_field": 9, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 537, "winners_up_n": 8, "winners_dn_n": 33, "winners_up_s": 269.0, "winners_dn_s": 781.0, "winners_side": "down", "hedged_count": 12, "up_total_shares": 2493.0, "dn_total_shares": 2443.0, "up_count": 54, "dn_count": 70, "round_ts": 1784994900, "round_elapsed": 17.3, "round_remaining": 282.7, "side": "down"}, "virtual_balance": 8.24} {"ts": 1784994922.850558, "type": "exit", "reason": "take_profit", "entry_price": 0.53, "exit_price": 0.62, "shares": 1.89, "pnl": 0.17, "pnl_pct": 17.0, "hold_seconds": 5.6, "btc": 64118.417039270935, "strike": 64123.438903542214, "peak_pnl_pct": 16.98113207547169, "trough_pnl_pct": 0.0, "max_bid": 0.62, "min_bid": 0.53, "state": {"ts": 1784994922.850558, "btc": 64118.42, "strike": 64123.44, "btc_dev": -5.02, "btc_dev_pct": -0.0078, "btc_velocity": -0.7064, "btc_accel": 0.0, "up_bid": 0.35, "up_ask": 0.36, "dn_bid": 0.64, "dn_ask": 0.65, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2097.0, "up_ask_depth": 3756.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1659.4, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 11, "streak_up_shares": 81.0, "streak_dn_shares": 167.0, "streak_concentration": -0.467, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 4, "streak_dn_total_field": 11, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 537, "winners_up_n": 10, "winners_dn_n": 37, "winners_up_s": 306.0, "winners_dn_s": 810.0, "winners_side": "down", "hedged_count": 13, "up_total_shares": 2574.0, "dn_total_shares": 2554.0, "up_count": 63, "dn_count": 75, "round_ts": 1784994900, "round_elapsed": 22.9, "round_remaining": 0, "side": "down"}, "entry_signal": "DOWN", "entry_signals": {"btc_dev": "中性 (偏离 $-1.07 < $10, 无趋势)", "btc_accel": "DN -1 (v=-0.172/s, a=+0.000/s², 加速)", "book": "DN -1 (UP bid/ask=2670/3249, DN bid/ask=3327/2678)", "streak_leader": "DN -2 (🔥 3UP/9DN, 净集变 -3, 综合 -45%)", "winners": "DN -2 (上轮赢家本轮 8UP / 33DN)"}} {"ts": 1784994969.0759985, "type": "entry", "round_ts": 1784994900, "strike": 64123.438903542214, "btc": 64127.137, "side": "down", "score": -5, "signals": {"btc_dev": "中性 (偏离 $+3.70 < $10, 无趋势)", "btc_accel": "中性 (v=+0.028/s < 0.1, 无动量)", "book": "DN -1 (UP bid/ask=1945/2452, DN bid/ask=2666/801)", "streak_leader": "DN -2 (🔥 7UP/18DN, 净集变 -11, 综合 -40%)", "winners": "DN -2 (上轮赢家本轮 41UP / 125DN)"}, "price": 0.28, "shares": 3.57, "amount": 1.0, "streak_up": 7, "streak_dn": 18, "streak_concentration": -0.44, "state": {"ts": 1784994969.0759985, "btc": 64127.14, "strike": 64123.44, "btc_dev": 3.7, "btc_dev_pct": 0.0058, "btc_velocity": 0.0276, "btc_accel": -0.104, "up_bid": 0.74, "up_ask": 0.75, "dn_bid": 0.25, "dn_ask": 0.26, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1945.0, "up_ask_depth": 2452.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -507.1, "up_depth_share": 1.0, "streak_up_n": 7, "streak_dn_n": 18, "streak_up_shares": 200.0, "streak_dn_shares": 1172.0, "streak_concentration": -0.44, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 20, "streak_dn_total_field": 44, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 537, "winners_up_n": 41, "winners_dn_n": 125, "winners_up_s": 1397.0, "winners_dn_s": 4252.0, "winners_side": "down", "hedged_count": 131, "up_total_shares": 8979.0, "dn_total_shares": 8885.0, "up_count": 157, "dn_count": 281, "round_ts": 1784994900, "round_elapsed": 69.1, "round_remaining": 230.9, "side": "down"}, "virtual_balance": 8.41} {"ts": 1784994975.015702, "type": "snapshot", "round_ts": 1784994900, "remaining": 224.98429799079895, "strike": 64123.438903542214, "btc": 64126.30692714093, "bid": 0.3, "side": "down", "entry_price": 0.28, "state": {"ts": 1784994975.015702, "btc": 64126.31, "strike": 64123.44, "btc_dev": 2.87, "btc_dev_pct": 0.0045, "btc_velocity": -0.1268, "btc_accel": 0.0, "up_bid": 0.71, "up_ask": 0.72, "dn_bid": 0.3, "dn_ask": 0.31, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1247.0, "up_ask_depth": 2294.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1046.6, "up_depth_share": 1.0, "streak_up_n": 8, "streak_dn_n": 17, "streak_up_shares": 217.0, "streak_dn_shares": 1190.0, "streak_concentration": -0.36, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 23, "streak_dn_total_field": 43, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 537, "winners_up_n": 43, "winners_dn_n": 126, "winners_up_s": 1465.0, "winners_dn_s": 4455.0, "winners_side": "down", "hedged_count": 134, "up_total_shares": 9706.0, "dn_total_shares": 9615.0, "up_count": 159, "dn_count": 290, "round_ts": 1784994900, "round_elapsed": 75.0, "round_remaining": 225.0, "side": "down"}, "peak_pnl_pct": 7.142857142857128, "trough_pnl_pct": -14.285714285714295} {"ts": 1784994975.6192856, "type": "exit", "reason": "take_profit", "entry_price": 0.28, "exit_price": 0.33, "shares": 3.57, "pnl": 0.18, "pnl_pct": 17.9, "hold_seconds": 6.5, "btc": 64126.647154744605, "strike": 64123.438903542214, "peak_pnl_pct": 7.142857142857128, "trough_pnl_pct": -14.285714285714295, "max_bid": 0.3, "min_bid": 0.24, "state": {"ts": 1784994975.6192856, "btc": 64126.65, "strike": 64123.44, "btc_dev": 3.21, "btc_dev_pct": 0.005, "btc_velocity": -0.084, "btc_accel": 0.0, "up_bid": 0.69, "up_ask": 0.7, "dn_bid": 0.35, "dn_ask": 0.36, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1160.0, "up_ask_depth": 2623.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1463.0, "up_depth_share": 1.0, "streak_up_n": 8, "streak_dn_n": 17, "streak_up_shares": 217.0, "streak_dn_shares": 1190.0, "streak_concentration": -0.36, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 23, "streak_dn_total_field": 43, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 537, "winners_up_n": 43, "winners_dn_n": 126, "winners_up_s": 1465.0, "winners_dn_s": 4455.0, "winners_side": "down", "hedged_count": 134, "up_total_shares": 9706.0, "dn_total_shares": 9615.0, "up_count": 159, "dn_count": 290, "round_ts": 1784994900, "round_elapsed": 75.6, "round_remaining": 0, "side": "down"}, "entry_signal": "DOWN", "entry_signals": {"btc_dev": "中性 (偏离 $+3.70 < $10, 无趋势)", "btc_accel": "中性 (v=+0.028/s < 0.1, 无动量)", "book": "DN -1 (UP bid/ask=1945/2452, DN bid/ask=2666/801)", "streak_leader": "DN -2 (🔥 7UP/18DN, 净集变 -11, 综合 -40%)", "winners": "DN -2 (上轮赢家本轮 41UP / 125DN)"}} {"ts": 1784995058.482736, "type": "entry", "round_ts": 1784994900, "strike": 64123.438903542214, "btc": 64118.98977075105, "side": "down", "score": -5, "signals": {"btc_dev": "中性 (偏离 $-4.45 < $10, 无趋势)", "btc_accel": "DN -2 (v=-0.544/s, a=-0.052/s², 加速)", "book": "DN -1 (UP bid/ask=1694/2033, DN bid/ask=2185/1495)", "streak_leader": "中性 (🔥 8UP/16DN, 综合 -30%)", "winners": "DN -2 (上轮赢家本轮 66UP / 146DN)"}, "price": 0.5, "shares": 2.0, "amount": 1.0, "streak_up": 8, "streak_dn": 16, "streak_concentration": -0.3333333333333333, "state": {"ts": 1784995058.482736, "btc": 64118.99, "strike": 64123.44, "btc_dev": -4.45, "btc_dev_pct": -0.0069, "btc_velocity": -0.5438, "btc_accel": -0.0524, "up_bid": 0.51, "up_ask": 0.52, "dn_bid": 0.47, "dn_ask": 0.48, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1694.0, "up_ask_depth": 2033.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -339.3, "up_depth_share": 1.0, "streak_up_n": 8, "streak_dn_n": 16, "streak_up_shares": 271.0, "streak_dn_shares": 1228.0, "streak_concentration": -0.333, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 24, "streak_dn_total_field": 53, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 537, "winners_up_n": 66, "winners_dn_n": 146, "winners_up_s": 1737.0, "winners_dn_s": 4951.0, "winners_side": "down", "hedged_count": 171, "up_total_shares": 11497.0, "dn_total_shares": 11440.0, "up_count": 242, "dn_count": 326, "round_ts": 1784994900, "round_elapsed": 158.5, "round_remaining": 141.5, "side": "down"}, "virtual_balance": 8.59} {"ts": 1784995060.1954346, "type": "snapshot", "round_ts": 1784994900, "remaining": 139.8045654296875, "strike": 64123.438903542214, "btc": 64118.98977075105, "bid": 0.47, "side": "down", "entry_price": 0.5, "state": {"ts": 1784995060.1954346, "btc": 64118.99, "strike": 64123.44, "btc_dev": -4.45, "btc_dev_pct": -0.0069, "btc_velocity": -0.6142, "btc_accel": -0.0903, "up_bid": 0.52, "up_ask": 0.53, "dn_bid": 0.47, "dn_ask": 0.48, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1561.0, "up_ask_depth": 2072.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -511.0, "up_depth_share": 1.0, "streak_up_n": 8, "streak_dn_n": 16, "streak_up_shares": 271.0, "streak_dn_shares": 1228.0, "streak_concentration": -0.333, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 24, "streak_dn_total_field": 53, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 537, "winners_up_n": 66, "winners_dn_n": 146, "winners_up_s": 1737.0, "winners_dn_s": 4951.0, "winners_side": "down", "hedged_count": 171, "up_total_shares": 11497.0, "dn_total_shares": 11440.0, "up_count": 242, "dn_count": 326, "round_ts": 1784994900, "round_elapsed": 160.2, "round_remaining": 139.8, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -6.000000000000005} {"ts": 1784995070.083794, "type": "snapshot", "round_ts": 1784994900, "remaining": 129.91660833358765, "strike": 64123.438903542214, "btc": 64119.806268739136, "bid": 0.51, "side": "down", "entry_price": 0.5, "state": {"ts": 1784995070.083794, "btc": 64119.81, "strike": 64123.44, "btc_dev": -3.63, "btc_dev_pct": -0.0057, "btc_velocity": -0.0139, "btc_accel": 0.0, "up_bid": 0.48, "up_ask": 0.49, "dn_bid": 0.51, "dn_ask": 0.52, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1838.0, "up_ask_depth": 1682.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 156.4, "up_depth_share": 1.0, "streak_up_n": 8, "streak_dn_n": 15, "streak_up_shares": 290.0, "streak_dn_shares": 1247.0, "streak_concentration": -0.304, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 25, "streak_dn_total_field": 51, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 537, "winners_up_n": 64, "winners_dn_n": 150, "winners_up_s": 1805.0, "winners_dn_s": 5153.0, "winners_side": "down", "hedged_count": 175, "up_total_shares": 11795.0, "dn_total_shares": 11736.0, "up_count": 245, "dn_count": 330, "round_ts": 1784994900, "round_elapsed": 170.1, "round_remaining": 129.9, "side": "down"}, "peak_pnl_pct": 2.0000000000000018, "trough_pnl_pct": -6.000000000000005} {"ts": 1784995080.165268, "type": "snapshot", "round_ts": 1784994900, "remaining": 119.83473205566406, "strike": 64123.438903542214, "btc": 64119.26378437873, "bid": 0.53, "side": "down", "entry_price": 0.5, "state": {"ts": 1784995080.165268, "btc": 64119.26, "strike": 64123.44, "btc_dev": -4.18, "btc_dev_pct": -0.0065, "btc_velocity": -0.0885, "btc_accel": 0.0, "up_bid": 0.46, "up_ask": 0.47, "dn_bid": 0.53, "dn_ask": 0.54, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1357.0, "up_ask_depth": 2484.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1126.7, "up_depth_share": 1.0, "streak_up_n": 8, "streak_dn_n": 15, "streak_up_shares": 290.0, "streak_dn_shares": 1247.0, "streak_concentration": -0.304, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 27, "streak_dn_total_field": 48, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 537, "winners_up_n": 66, "winners_dn_n": 150, "winners_up_s": 1873.0, "winners_dn_s": 5133.0, "winners_side": "down", "hedged_count": 174, "up_total_shares": 11946.0, "dn_total_shares": 11885.0, "up_count": 254, "dn_count": 333, "round_ts": 1784994900, "round_elapsed": 180.2, "round_remaining": 119.8, "side": "down"}, "peak_pnl_pct": 6.000000000000005, "trough_pnl_pct": -6.000000000000005} {"ts": 1784995090.050799, "type": "snapshot", "round_ts": 1784994900, "remaining": 109.94972705841064, "strike": 64123.438903542214, "btc": 64119.670656777096, "bid": 0.59, "side": "down", "entry_price": 0.5, "state": {"ts": 1784995090.050799, "btc": 64119.67, "strike": 64123.44, "btc_dev": -3.77, "btc_dev_pct": -0.0059, "btc_velocity": 0.1163, "btc_accel": 0.0, "up_bid": 0.4, "up_ask": 0.41, "dn_bid": 0.59, "dn_ask": 0.6, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1631.0, "up_ask_depth": 850.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 781.1, "up_depth_share": 1.0, "streak_up_n": 8, "streak_dn_n": 16, "streak_up_shares": 290.0, "streak_dn_shares": 1278.0, "streak_concentration": -0.333, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 27, "streak_dn_total_field": 50, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 537, "winners_up_n": 69, "winners_dn_n": 157, "winners_up_s": 1929.0, "winners_dn_s": 5295.0, "winners_side": "down", "hedged_count": 177, "up_total_shares": 12068.0, "dn_total_shares": 12016.0, "up_count": 260, "dn_count": 348, "round_ts": 1784994900, "round_elapsed": 190.1, "round_remaining": 109.9, "side": "down"}, "peak_pnl_pct": 17.999999999999993, "trough_pnl_pct": -6.000000000000005} {"ts": 1784995093.6967475, "type": "exit", "reason": "take_profit", "entry_price": 0.5, "exit_price": 0.58, "shares": 2.0, "pnl": 0.16, "pnl_pct": 16.0, "hold_seconds": 35.2, "btc": 64119.68990168349, "strike": 64123.438903542214, "peak_pnl_pct": 17.999999999999993, "trough_pnl_pct": -6.000000000000005, "max_bid": 0.59, "min_bid": 0.47, "state": {"ts": 1784995093.6967475, "btc": 64119.69, "strike": 64123.44, "btc_dev": -3.75, "btc_dev_pct": -0.0058, "btc_velocity": 0.0708, "btc_accel": 0.0, "up_bid": 0.4, "up_ask": 0.41, "dn_bid": 0.6, "dn_ask": 0.61, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1030.0, "up_ask_depth": 1721.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -691.2, "up_depth_share": 1.0, "streak_up_n": 8, "streak_dn_n": 16, "streak_up_shares": 290.0, "streak_dn_shares": 1278.0, "streak_concentration": -0.333, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 27, "streak_dn_total_field": 51, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 537, "winners_up_n": 67, "winners_dn_n": 160, "winners_up_s": 1956.0, "winners_dn_s": 5421.0, "winners_side": "down", "hedged_count": 178, "up_total_shares": 12210.0, "dn_total_shares": 12147.0, "up_count": 259, "dn_count": 352, "round_ts": 1784994900, "round_elapsed": 193.7, "round_remaining": 0, "side": "down"}, "entry_signal": "DOWN", "entry_signals": {"btc_dev": "中性 (偏离 $-4.45 < $10, 无趋势)", "btc_accel": "DN -2 (v=-0.544/s, a=-0.052/s², 加速)", "book": "DN -1 (UP bid/ask=1694/2033, DN bid/ask=2185/1495)", "streak_leader": "中性 (🔥 8UP/16DN, 综合 -30%)", "winners": "DN -2 (上轮赢家本轮 66UP / 146DN)"}} {"ts": 1784995244.2212257, "type": "entry", "round_ts": 1784995200, "strike": 64120.23, "btc": 64127.47853619, "side": "up", "score": 5, "signals": {"btc_dev": "中性 (偏离 $+7.25 < $10, 无趋势)", "btc_accel": "中性 (v=-0.018/s < 0.1, 无动量)", "book": "UP +1 (UP bid/ask=2382/1207, DN bid/ask=1446/2323)", "streak_leader": "UP +2 (🔥 14UP/6DN, 净集变 +12, 综合 +52%)", "winners": "UP +2 (上轮赢家本轮 56UP / 29DN)"}, "price": 0.64, "shares": 1.56, "amount": 1.0, "streak_up": 14, "streak_dn": 6, "streak_concentration": 0.4, "state": {"ts": 1784995244.2212257, "btc": 64127.48, "strike": 64120.23, "btc_dev": 7.25, "btc_dev_pct": 0.0113, "btc_velocity": -0.0182, "btc_accel": 0.0035, "up_bid": 0.61, "up_ask": 0.62, "dn_bid": 0.37, "dn_ask": 0.38, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2382.0, "up_ask_depth": 1207.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1175.1, "up_depth_share": 1.0, "streak_up_n": 14, "streak_dn_n": 6, "streak_up_shares": 447.0, "streak_dn_shares": 24.0, "streak_concentration": 0.4, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 20, "streak_dn_total_field": 7, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 477, "winners_up_n": 56, "winners_dn_n": 29, "winners_up_s": 3275.0, "winners_dn_s": 1304.0, "winners_side": "down", "hedged_count": 51, "up_total_shares": 7102.0, "dn_total_shares": 7083.0, "up_count": 158, "dn_count": 98, "round_ts": 1784995200, "round_elapsed": 44.2, "round_remaining": 255.8, "side": "up"}, "virtual_balance": 8.75} {"ts": 1784995250.1501446, "type": "snapshot", "round_ts": 1784995200, "remaining": 249.85036516189575, "strike": 64120.23, "btc": 64127.64722642976, "bid": 0.63, "side": "up", "entry_price": 0.64, "state": {"ts": 1784995250.1501446, "btc": 64127.65, "strike": 64120.23, "btc_dev": 7.42, "btc_dev_pct": 0.0116, "btc_velocity": 0.0262, "btc_accel": 0.0, "up_bid": 0.63, "up_ask": 0.64, "dn_bid": 0.36, "dn_ask": 0.37, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2259.0, "up_ask_depth": 1787.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 471.9, "up_depth_share": 1.0, "streak_up_n": 15, "streak_dn_n": 5, "streak_up_shares": 467.0, "streak_dn_shares": 22.0, "streak_concentration": 0.5, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 22, "streak_dn_total_field": 7, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 477, "winners_up_n": 60, "winners_dn_n": 29, "winners_up_s": 3282.0, "winners_dn_s": 1304.0, "winners_side": "down", "hedged_count": 50, "up_total_shares": 7142.0, "dn_total_shares": 7124.0, "up_count": 166, "dn_count": 105, "round_ts": 1784995200, "round_elapsed": 50.2, "round_remaining": 249.9, "side": "up"}, "peak_pnl_pct": 1.5625000000000013, "trough_pnl_pct": -3.1250000000000027} {"ts": 1784995260.1955476, "type": "snapshot", "round_ts": 1784995200, "remaining": 239.804452419281, "strike": 64120.23, "btc": 64127.98112670336, "bid": 0.65, "side": "up", "entry_price": 0.64, "state": {"ts": 1784995260.1955476, "btc": 64127.98, "strike": 64120.23, "btc_dev": 7.75, "btc_dev_pct": 0.0121, "btc_velocity": 0.0243, "btc_accel": 0.0, "up_bid": 0.65, "up_ask": 0.66, "dn_bid": 0.34, "dn_ask": 0.35, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2306.0, "up_ask_depth": 2440.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -134.9, "up_depth_share": 1.0, "streak_up_n": 16, "streak_dn_n": 3, "streak_up_shares": 504.0, "streak_dn_shares": 15.0, "streak_concentration": 0.684, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 24, "streak_dn_total_field": 7, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 477, "winners_up_n": 62, "winners_dn_n": 33, "winners_up_s": 3220.0, "winners_dn_s": 1333.0, "winners_side": "down", "hedged_count": 56, "up_total_shares": 7350.0, "dn_total_shares": 7330.0, "up_count": 177, "dn_count": 120, "round_ts": 1784995200, "round_elapsed": 60.2, "round_remaining": 239.8, "side": "up"}, "peak_pnl_pct": 1.5625000000000013, "trough_pnl_pct": -3.1250000000000027} {"ts": 1784995270.0263972, "type": "snapshot", "round_ts": 1784995200, "remaining": 229.97360277175903, "strike": 64120.23, "btc": 64129.86280108502, "bid": 0.7, "side": "up", "entry_price": 0.64, "state": {"ts": 1784995270.0263972, "btc": 64129.86, "strike": 64120.23, "btc_dev": 9.63, "btc_dev_pct": 0.015, "btc_velocity": 0.3159, "btc_accel": 0.0, "up_bid": 0.7, "up_ask": 0.71, "dn_bid": 0.29, "dn_ask": 0.3, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2739.0, "up_ask_depth": 2071.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 668.7, "up_depth_share": 1.0, "streak_up_n": 14, "streak_dn_n": 3, "streak_up_shares": 479.0, "streak_dn_shares": 15.0, "streak_concentration": 0.647, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 25, "streak_dn_total_field": 7, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 477, "winners_up_n": 61, "winners_dn_n": 36, "winners_up_s": 3144.0, "winners_dn_s": 1422.0, "winners_side": "down", "hedged_count": 58, "up_total_shares": 7674.0, "dn_total_shares": 7667.0, "up_count": 186, "dn_count": 130, "round_ts": 1784995200, "round_elapsed": 70.0, "round_remaining": 230.0, "side": "up"}, "peak_pnl_pct": 9.374999999999991, "trough_pnl_pct": -3.1250000000000027} {"ts": 1784995277.683775, "type": "exit", "reason": "take_profit", "entry_price": 0.64, "exit_price": 0.74, "shares": 1.56, "pnl": 0.16, "pnl_pct": 15.6, "hold_seconds": 33.5, "btc": 64132.41810246582, "strike": 64120.23, "peak_pnl_pct": 17.187499999999996, "trough_pnl_pct": -3.1250000000000027, "max_bid": 0.75, "min_bid": 0.62, "state": {"ts": 1784995277.683775, "btc": 64132.42, "strike": 64120.23, "btc_dev": 12.19, "btc_dev_pct": 0.019, "btc_velocity": 0.3078, "btc_accel": 0.0, "up_bid": 0.76, "up_ask": 0.77, "dn_bid": 0.23, "dn_ask": 0.24, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2092.0, "up_ask_depth": 2442.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -350.2, "up_depth_share": 1.0, "streak_up_n": 15, "streak_dn_n": 0, "streak_up_shares": 613.0, "streak_dn_shares": 0, "streak_concentration": 1.0, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 32, "streak_dn_total_field": 9, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 477, "winners_up_n": 67, "winners_dn_n": 43, "winners_up_s": 3226.0, "winners_dn_s": 1575.0, "winners_side": "down", "hedged_count": 60, "up_total_shares": 7873.0, "dn_total_shares": 7857.0, "up_count": 196, "dn_count": 144, "round_ts": 1784995200, "round_elapsed": 77.7, "round_remaining": 0, "side": "up"}, "entry_signal": "UP", "entry_signals": {"btc_dev": "中性 (偏离 $+7.25 < $10, 无趋势)", "btc_accel": "中性 (v=-0.018/s < 0.1, 无动量)", "book": "UP +1 (UP bid/ask=2382/1207, DN bid/ask=1446/2323)", "streak_leader": "UP +2 (🔥 14UP/6DN, 净集变 +12, 综合 +52%)", "winners": "UP +2 (上轮赢家本轮 56UP / 29DN)"}} {"ts": 1784996120.1200187, "type": "entry", "round_ts": 1784996100, "strike": 64148.894, "btc": 64138.66239513745, "side": "down", "score": -6, "signals": {"btc_dev": "DN -1 (BTC $-10.23 vs 锚定)", "btc_accel": "DN -2 (v=-1.075/s, a=-0.128/s², 加速)", "book": "中性 (UP bid/ask=2998/3009, DN bid/ask=2216/3336)", "streak_leader": "DN -3 (🔥 3UP/15DN, 净集变 -9, 综合 -68%)", "winners": "中性 (上轮赢家 32UP / 44DN)"}, "price": 0.75, "shares": 1.33, "amount": 1.0, "streak_up": 3, "streak_dn": 15, "streak_concentration": -0.6666666666666666, "state": {"ts": 1784996120.1200187, "btc": 64138.66, "strike": 64148.89, "btc_dev": -10.23, "btc_dev_pct": -0.0159, "btc_velocity": -1.075, "btc_accel": -0.1282, "up_bid": 0.27, "up_ask": 0.28, "dn_bid": 0.72, "dn_ask": 0.73, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2998.0, "up_ask_depth": 3009.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -10.7, "up_depth_share": 1.0, "streak_up_n": 3, "streak_dn_n": 15, "streak_up_shares": 137.0, "streak_dn_shares": 458.0, "streak_concentration": -0.667, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 9, "streak_dn_total_field": 16, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 380, "winners_up_n": 32, "winners_dn_n": 44, "winners_up_s": 993.0, "winners_dn_s": 1416.0, "winners_side": "up", "hedged_count": 18, "up_total_shares": 3768.0, "dn_total_shares": 3748.0, "up_count": 117, "dn_count": 114, "round_ts": 1784996100, "round_elapsed": 20.1, "round_remaining": 279.9, "side": "down"}, "virtual_balance": 8.91} {"ts": 1784996120.6215653, "type": "snapshot", "round_ts": 1784996100, "remaining": 279.3789451122284, "strike": 64148.894, "btc": 64138.66239513745, "bid": 0.7, "side": "down", "entry_price": 0.75, "state": {"ts": 1784996120.6215653, "btc": 64138.66, "strike": 64148.89, "btc_dev": -10.23, "btc_dev_pct": -0.0159, "btc_velocity": -1.0857, "btc_accel": -0.1248, "up_bid": 0.28, "up_ask": 0.29, "dn_bid": 0.7, "dn_ask": 0.71, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 3264.0, "up_ask_depth": 2136.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1127.7, "up_depth_share": 1.0, "streak_up_n": 3, "streak_dn_n": 15, "streak_up_shares": 137.0, "streak_dn_shares": 458.0, "streak_concentration": -0.667, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 9, "streak_dn_total_field": 16, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 380, "winners_up_n": 32, "winners_dn_n": 44, "winners_up_s": 993.0, "winners_dn_s": 1416.0, "winners_side": "up", "hedged_count": 18, "up_total_shares": 3768.0, "dn_total_shares": 3748.0, "up_count": 117, "dn_count": 114, "round_ts": 1784996100, "round_elapsed": 20.6, "round_remaining": 279.4, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -6.666666666666672} {"ts": 1784996130.0837238, "type": "snapshot", "round_ts": 1784996100, "remaining": 269.9199261665344, "strike": 64148.894, "btc": 64137.70484672748, "bid": 0.64, "side": "down", "entry_price": 0.75, "state": {"ts": 1784996130.0837238, "btc": 64137.7, "strike": 64148.89, "btc_dev": -11.19, "btc_dev_pct": -0.0174, "btc_velocity": 0.1984, "btc_accel": 0.0, "up_bid": 0.35, "up_ask": 0.36, "dn_bid": 0.64, "dn_ask": 0.65, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1675.0, "up_ask_depth": 2041.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -365.6, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 10, "streak_up_shares": 31.0, "streak_dn_shares": 219.0, "streak_concentration": -0.667, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 7, "streak_dn_total_field": 21, "all_whale_up_shares": 0, "all_whale_dn_shares": 100.0, "winners_total": 380, "winners_up_n": 27, "winners_dn_n": 63, "winners_up_s": 809.0, "winners_dn_s": 2182.0, "winners_side": "up", "hedged_count": 39, "up_total_shares": 4643.0, "dn_total_shares": 4566.0, "up_count": 129, "dn_count": 154, "round_ts": 1784996100, "round_elapsed": 30.1, "round_remaining": 269.9, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -16.0} {"ts": 1784996140.1515486, "type": "snapshot", "round_ts": 1784996100, "remaining": 259.8489627838135, "strike": 64148.894, "btc": 64138.376444915986, "bid": 0.65, "side": "down", "entry_price": 0.75, "state": {"ts": 1784996140.1515486, "btc": 64138.38, "strike": 64148.89, "btc_dev": -10.52, "btc_dev_pct": -0.0164, "btc_velocity": 0.1335, "btc_accel": 0.0, "up_bid": 0.34, "up_ask": 0.35, "dn_bid": 0.65, "dn_ask": 0.66, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 3245.0, "up_ask_depth": 1687.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1557.7, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 9, "streak_up_shares": 38.0, "streak_dn_shares": 214.0, "streak_concentration": -0.636, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 7, "streak_dn_total_field": 23, "all_whale_up_shares": 0, "all_whale_dn_shares": 100.0, "winners_total": 380, "winners_up_n": 29, "winners_dn_n": 68, "winners_up_s": 889.0, "winners_dn_s": 2290.0, "winners_side": "up", "hedged_count": 51, "up_total_shares": 5158.0, "dn_total_shares": 5081.0, "up_count": 143, "dn_count": 171, "round_ts": 1784996100, "round_elapsed": 40.2, "round_remaining": 259.8, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -16.0} {"ts": 1784996150.042921, "type": "snapshot", "round_ts": 1784996100, "remaining": 249.9631006717682, "strike": 64148.894, "btc": 64138.96342478862, "bid": 0.66, "side": "down", "entry_price": 0.75, "state": {"ts": 1784996150.042921, "btc": 64138.96, "strike": 64148.89, "btc_dev": -9.93, "btc_dev_pct": -0.0155, "btc_velocity": 0.0648, "btc_accel": 0.0, "up_bid": 0.33, "up_ask": 0.34, "dn_bid": 0.66, "dn_ask": 0.67, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2309.0, "up_ask_depth": 2471.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -162.5, "up_depth_share": 1.0, "streak_up_n": 3, "streak_dn_n": 8, "streak_up_shares": 173.0, "streak_dn_shares": 199.0, "streak_concentration": -0.455, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 9, "streak_dn_total_field": 23, "all_whale_up_shares": 0, "all_whale_dn_shares": 122.0, "winners_total": 380, "winners_up_n": 32, "winners_dn_n": 67, "winners_up_s": 1127.0, "winners_dn_s": 2033.0, "winners_side": "up", "hedged_count": 57, "up_total_shares": 5283.0, "dn_total_shares": 5211.0, "up_count": 149, "dn_count": 178, "round_ts": 1784996100, "round_elapsed": 50.0, "round_remaining": 250.0, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -16.0} {"ts": 1784996160.1218996, "type": "snapshot", "round_ts": 1784996100, "remaining": 239.87810039520264, "strike": 64148.894, "btc": 64136.80936072001, "bid": 0.69, "side": "down", "entry_price": 0.75, "state": {"ts": 1784996160.1218996, "btc": 64136.81, "strike": 64148.89, "btc_dev": -12.08, "btc_dev_pct": -0.0188, "btc_velocity": -0.1926, "btc_accel": 0.0, "up_bid": 0.29, "up_ask": 0.3, "dn_bid": 0.69, "dn_ask": 0.7, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 3058.0, "up_ask_depth": 1652.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1406.3, "up_depth_share": 1.0, "streak_up_n": 1, "streak_dn_n": 8, "streak_up_shares": 31.0, "streak_dn_shares": 255.0, "streak_concentration": -0.778, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 9, "streak_dn_total_field": 25, "all_whale_up_shares": 0, "all_whale_dn_shares": 122.0, "winners_total": 380, "winners_up_n": 32, "winners_dn_n": 78, "winners_up_s": 1114.0, "winners_dn_s": 2782.0, "winners_side": "up", "hedged_count": 66, "up_total_shares": 6186.0, "dn_total_shares": 6114.0, "up_count": 158, "dn_count": 196, "round_ts": 1784996100, "round_elapsed": 60.1, "round_remaining": 239.9, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -16.0} {"ts": 1784996170.199107, "type": "snapshot", "round_ts": 1784996100, "remaining": 229.8008930683136, "strike": 64148.894, "btc": 64136.85461227094, "bid": 0.69, "side": "down", "entry_price": 0.75, "state": {"ts": 1784996170.199107, "btc": 64136.85, "strike": 64148.89, "btc_dev": -12.04, "btc_dev_pct": -0.0188, "btc_velocity": 0.0663, "btc_accel": 0.0, "up_bid": 0.3, "up_ask": 0.31, "dn_bid": 0.69, "dn_ask": 0.7, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1822.0, "up_ask_depth": 2122.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -300.3, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 8, "streak_up_shares": 44.0, "streak_dn_shares": 255.0, "streak_concentration": -0.6, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 11, "streak_dn_total_field": 24, "all_whale_up_shares": 0, "all_whale_dn_shares": 122.0, "winners_total": 380, "winners_up_n": 33, "winners_dn_n": 84, "winners_up_s": 1122.0, "winners_dn_s": 3108.0, "winners_side": "up", "hedged_count": 68, "up_total_shares": 6661.0, "dn_total_shares": 6589.0, "up_count": 169, "dn_count": 207, "round_ts": 1784996100, "round_elapsed": 70.2, "round_remaining": 229.8, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -16.0} {"ts": 1784996180.0788825, "type": "snapshot", "round_ts": 1784996100, "remaining": 219.9211175441742, "strike": 64148.894, "btc": 64137.356491896266, "bid": 0.71, "side": "down", "entry_price": 0.75, "state": {"ts": 1784996180.0788825, "btc": 64137.36, "strike": 64148.89, "btc_dev": -11.54, "btc_dev_pct": -0.018, "btc_velocity": -0.0086, "btc_accel": 0.0, "up_bid": 0.28, "up_ask": 0.29, "dn_bid": 0.71, "dn_ask": 0.72, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 3222.0, "up_ask_depth": 1682.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1539.6, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 9, "streak_up_shares": 44.0, "streak_dn_shares": 273.0, "streak_concentration": -0.636, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 9, "streak_dn_total_field": 27, "all_whale_up_shares": 0, "all_whale_dn_shares": 122.0, "winners_total": 380, "winners_up_n": 31, "winners_dn_n": 90, "winners_up_s": 918.0, "winners_dn_s": 3777.0, "winners_side": "up", "hedged_count": 70, "up_total_shares": 7329.0, "dn_total_shares": 7257.0, "up_count": 178, "dn_count": 217, "round_ts": 1784996100, "round_elapsed": 80.1, "round_remaining": 219.9, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -16.0} {"ts": 1784996190.137154, "type": "snapshot", "round_ts": 1784996100, "remaining": 209.86284589767456, "strike": 64148.894, "btc": 64136.96323926083, "bid": 0.69, "side": "down", "entry_price": 0.75, "state": {"ts": 1784996190.137154, "btc": 64136.96, "strike": 64148.89, "btc_dev": -11.93, "btc_dev_pct": -0.0186, "btc_velocity": -0.085, "btc_accel": 0.0, "up_bid": 0.3, "up_ask": 0.31, "dn_bid": 0.69, "dn_ask": 0.7, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1797.0, "up_ask_depth": 2646.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -848.7, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 9, "streak_up_shares": 44.0, "streak_dn_shares": 273.0, "streak_concentration": -0.636, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 10, "streak_dn_total_field": 27, "all_whale_up_shares": 0, "all_whale_dn_shares": 122.0, "winners_total": 380, "winners_up_n": 33, "winners_dn_n": 91, "winners_up_s": 1194.0, "winners_dn_s": 4017.0, "winners_side": "up", "hedged_count": 71, "up_total_shares": 7680.0, "dn_total_shares": 7597.0, "up_count": 187, "dn_count": 229, "round_ts": 1784996100, "round_elapsed": 90.1, "round_remaining": 209.9, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -16.0} {"ts": 1784996200.0077038, "type": "snapshot", "round_ts": 1784996100, "remaining": 199.99292516708374, "strike": 64148.894, "btc": 64136.92306681506, "bid": 0.72, "side": "down", "entry_price": 0.75, "state": {"ts": 1784996200.0077038, "btc": 64136.92, "strike": 64148.89, "btc_dev": -11.97, "btc_dev_pct": -0.0187, "btc_velocity": 0.0024, "btc_accel": 0.0, "up_bid": 0.27, "up_ask": 0.28, "dn_bid": 0.72, "dn_ask": 0.73, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 3123.0, "up_ask_depth": 2533.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 589.4, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 9, "streak_up_shares": 44.0, "streak_dn_shares": 273.0, "streak_concentration": -0.636, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 11, "streak_dn_total_field": 27, "all_whale_up_shares": 0, "all_whale_dn_shares": 122.0, "winners_total": 380, "winners_up_n": 34, "winners_dn_n": 93, "winners_up_s": 1101.0, "winners_dn_s": 3998.0, "winners_side": "up", "hedged_count": 73, "up_total_shares": 7770.0, "dn_total_shares": 7693.0, "up_count": 194, "dn_count": 237, "round_ts": 1784996100, "round_elapsed": 100.0, "round_remaining": 200.0, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -16.0} {"ts": 1784996230.0338542, "type": "snapshot", "round_ts": 1784996100, "remaining": 169.9668185710907, "strike": 64148.894, "btc": 64137.88843247864, "bid": 0.73, "side": "down", "entry_price": 0.75, "state": {"ts": 1784996230.0338542, "btc": 64137.89, "strike": 64148.89, "btc_dev": -11.01, "btc_dev_pct": -0.0172, "btc_velocity": 0.1744, "btc_accel": 0.0, "up_bid": 0.26, "up_ask": 0.27, "dn_bid": 0.73, "dn_ask": 0.74, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2193.0, "up_ask_depth": 2353.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -160.6, "up_depth_share": 1.0, "streak_up_n": 1, "streak_dn_n": 10, "streak_up_shares": 31.0, "streak_dn_shares": 314.0, "streak_concentration": -0.818, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 11, "streak_dn_total_field": 27, "all_whale_up_shares": 0, "all_whale_dn_shares": 143.0, "winners_total": 380, "winners_up_n": 37, "winners_dn_n": 96, "winners_up_s": 1250.0, "winners_dn_s": 4153.0, "winners_side": "up", "hedged_count": 77, "up_total_shares": 7980.0, "dn_total_shares": 7903.0, "up_count": 209, "dn_count": 247, "round_ts": 1784996100, "round_elapsed": 130.0, "round_remaining": 170.0, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -16.0} {"ts": 1784996240.0968022, "type": "snapshot", "round_ts": 1784996100, "remaining": 159.90319776535034, "strike": 64148.894, "btc": 64137.32043071646, "bid": 0.76, "side": "down", "entry_price": 0.75, "state": {"ts": 1784996240.0968022, "btc": 64137.32, "strike": 64148.89, "btc_dev": -11.57, "btc_dev_pct": -0.018, "btc_velocity": 0.0146, "btc_accel": 0.0, "up_bid": 0.25, "up_ask": 0.26, "dn_bid": 0.76, "dn_ask": 0.77, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2141.0, "up_ask_depth": 2752.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -611.5, "up_depth_share": 1.0, "streak_up_n": 1, "streak_dn_n": 10, "streak_up_shares": 31.0, "streak_dn_shares": 314.0, "streak_concentration": -0.818, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 11, "streak_dn_total_field": 27, "all_whale_up_shares": 0, "all_whale_dn_shares": 143.0, "winners_total": 380, "winners_up_n": 36, "winners_dn_n": 100, "winners_up_s": 1322.0, "winners_dn_s": 4200.0, "winners_side": "up", "hedged_count": 80, "up_total_shares": 8147.0, "dn_total_shares": 8075.0, "up_count": 214, "dn_count": 255, "round_ts": 1784996100, "round_elapsed": 140.1, "round_remaining": 159.9, "side": "down"}, "peak_pnl_pct": 1.3333333333333344, "trough_pnl_pct": -16.0} {"ts": 1784996250.1473742, "type": "snapshot", "round_ts": 1784996100, "remaining": 149.85299634933472, "strike": 64148.894, "btc": 64137.04264675876, "bid": 0.73, "side": "down", "entry_price": 0.75, "state": {"ts": 1784996250.1473742, "btc": 64137.04, "strike": 64148.89, "btc_dev": -11.85, "btc_dev_pct": -0.0185, "btc_velocity": -0.032, "btc_accel": 0.0, "up_bid": 0.26, "up_ask": 0.27, "dn_bid": 0.73, "dn_ask": 0.74, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2986.0, "up_ask_depth": 2010.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 976.0, "up_depth_share": 1.0, "streak_up_n": 1, "streak_dn_n": 12, "streak_up_shares": 31.0, "streak_dn_shares": 369.0, "streak_concentration": -0.846, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 11, "streak_dn_total_field": 29, "all_whale_up_shares": 0, "all_whale_dn_shares": 143.0, "winners_total": 380, "winners_up_n": 36, "winners_dn_n": 104, "winners_up_s": 1214.0, "winners_dn_s": 4395.0, "winners_side": "up", "hedged_count": 82, "up_total_shares": 8356.0, "dn_total_shares": 8279.0, "up_count": 218, "dn_count": 258, "round_ts": 1784996100, "round_elapsed": 150.1, "round_remaining": 149.9, "side": "down"}, "peak_pnl_pct": 1.3333333333333344, "trough_pnl_pct": -16.0} {"ts": 1784996260.011781, "type": "snapshot", "round_ts": 1784996100, "remaining": 139.98821902275085, "strike": 64148.894, "btc": 64137.36537584495, "bid": 0.73, "side": "down", "entry_price": 0.75, "state": {"ts": 1784996260.011781, "btc": 64137.37, "strike": 64148.89, "btc_dev": -11.53, "btc_dev_pct": -0.018, "btc_velocity": 0.0542, "btc_accel": 0.0, "up_bid": 0.26, "up_ask": 0.27, "dn_bid": 0.73, "dn_ask": 0.74, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 3555.0, "up_ask_depth": 1622.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1933.4, "up_depth_share": 1.0, "streak_up_n": 1, "streak_dn_n": 11, "streak_up_shares": 31.0, "streak_dn_shares": 393.0, "streak_concentration": -0.833, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 10, "streak_dn_total_field": 32, "all_whale_up_shares": 0, "all_whale_dn_shares": 143.0, "winners_total": 380, "winners_up_n": 38, "winners_dn_n": 108, "winners_up_s": 1240.0, "winners_dn_s": 4676.0, "winners_side": "up", "hedged_count": 85, "up_total_shares": 8628.0, "dn_total_shares": 8501.0, "up_count": 226, "dn_count": 275, "round_ts": 1784996100, "round_elapsed": 160.0, "round_remaining": 140.0, "side": "down"}, "peak_pnl_pct": 1.3333333333333344, "trough_pnl_pct": -16.0} {"ts": 1784996266.2764528, "type": "exit", "reason": "take_profit", "entry_price": 0.75, "exit_price": 0.87, "shares": 1.33, "pnl": 0.16, "pnl_pct": 16.0, "hold_seconds": 146.2, "btc": 64138.13949708854, "strike": 64148.894, "peak_pnl_pct": 5.3333333333333375, "trough_pnl_pct": -16.0, "max_bid": 0.79, "min_bid": 0.63, "state": {"ts": 1784996266.2764528, "btc": 64138.14, "strike": 64148.89, "btc_dev": -10.75, "btc_dev_pct": -0.0168, "btc_velocity": 0.148, "btc_accel": 0.0, "up_bid": 0.1, "up_ask": 0.11, "dn_bid": 0.89, "dn_ask": 0.9, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 28753.0, "up_ask_depth": 902.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 27851.2, "up_depth_share": 1.0, "streak_up_n": 1, "streak_dn_n": 9, "streak_up_shares": 31.0, "streak_dn_shares": 357.0, "streak_concentration": -0.8, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 10, "streak_dn_total_field": 32, "all_whale_up_shares": 0, "all_whale_dn_shares": 143.0, "winners_total": 380, "winners_up_n": 38, "winners_dn_n": 110, "winners_up_s": 1300.0, "winners_dn_s": 4781.0, "winners_side": "up", "hedged_count": 88, "up_total_shares": 8750.0, "dn_total_shares": 8634.0, "up_count": 227, "dn_count": 280, "round_ts": 1784996100, "round_elapsed": 166.3, "round_remaining": 0, "side": "down"}, "entry_signal": "DOWN", "entry_signals": {"btc_dev": "DN -1 (BTC $-10.23 vs 锚定)", "btc_accel": "DN -2 (v=-1.075/s, a=-0.128/s², 加速)", "book": "中性 (UP bid/ask=2998/3009, DN bid/ask=2216/3336)", "streak_leader": "DN -3 (🔥 3UP/15DN, 净集变 -9, 综合 -68%)", "winners": "中性 (上轮赢家 32UP / 44DN)"}} {"ts": 1784996543.3093784, "type": "entry", "round_ts": 1784996400, "strike": 64112.19964647565, "btc": 64098.66181140692, "side": "down", "score": -5, "signals": {"btc_dev": "DN -1 (BTC $-13.54 vs 锚定)", "btc_accel": "DN -2 (v=-1.110/s, a=-0.089/s², 加速)", "book": "中性 (UP bid/ask=1437/1769, DN bid/ask=1655/1408)", "streak_leader": "中性 (🔥 6UP/3DN, 综合 +25%)", "winners": "DN -2 (上轮赢家本轮 53UP / 105DN)"}, "price": 0.74, "shares": 1.35, "amount": 1.0, "streak_up": 6, "streak_dn": 3, "streak_concentration": 0.3333333333333333, "state": {"ts": 1784996543.3093784, "btc": 64098.66, "strike": 64112.2, "btc_dev": -13.54, "btc_dev_pct": -0.0211, "btc_velocity": -1.1101, "btc_accel": -0.0885, "up_bid": 0.28, "up_ask": 0.29, "dn_bid": 0.71, "dn_ask": 0.72, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1437.0, "up_ask_depth": 1769.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -332.2, "up_depth_share": 1.0, "streak_up_n": 6, "streak_dn_n": 3, "streak_up_shares": 185.0, "streak_dn_shares": 135.0, "streak_concentration": 0.333, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 14, "streak_dn_total_field": 28, "all_whale_up_shares": 0, "all_whale_dn_shares": 29.0, "winners_total": 547, "winners_up_n": 53, "winners_dn_n": 105, "winners_up_s": 1226.0, "winners_dn_s": 3532.0, "winners_side": "down", "hedged_count": 125, "up_total_shares": 9819.0, "dn_total_shares": 9806.0, "up_count": 189, "dn_count": 274, "round_ts": 1784996400, "round_elapsed": 143.3, "round_remaining": 156.7, "side": "down"}, "virtual_balance": 9.07} {"ts": 1784996545.0235577, "type": "snapshot", "round_ts": 1784996400, "remaining": 154.9770634174347, "strike": 64112.19964647565, "btc": 64098.77247478724, "bid": 0.74, "side": "down", "entry_price": 0.74, "state": {"ts": 1784996545.0235577, "btc": 64098.77, "strike": 64112.2, "btc_dev": -13.43, "btc_dev_pct": -0.0209, "btc_velocity": -1.0742, "btc_accel": -0.1408, "up_bid": 0.25, "up_ask": 0.26, "dn_bid": 0.74, "dn_ask": 0.75, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1913.0, "up_ask_depth": 1224.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 688.9, "up_depth_share": 1.0, "streak_up_n": 6, "streak_dn_n": 3, "streak_up_shares": 185.0, "streak_dn_shares": 135.0, "streak_concentration": 0.333, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 14, "streak_dn_total_field": 28, "all_whale_up_shares": 0, "all_whale_dn_shares": 29.0, "winners_total": 547, "winners_up_n": 53, "winners_dn_n": 105, "winners_up_s": 1226.0, "winners_dn_s": 3532.0, "winners_side": "down", "hedged_count": 125, "up_total_shares": 9819.0, "dn_total_shares": 9806.0, "up_count": 189, "dn_count": 274, "round_ts": 1784996400, "round_elapsed": 145.0, "round_remaining": 155.0, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -4.054054054054058} {"ts": 1784996555.1235166, "type": "snapshot", "round_ts": 1784996400, "remaining": 144.87685179710388, "strike": 64112.19964647565, "btc": 64098.44780141644, "bid": 0.77, "side": "down", "entry_price": 0.74, "state": {"ts": 1784996555.1235166, "btc": 64098.45, "strike": 64112.2, "btc_dev": -13.75, "btc_dev_pct": -0.0214, "btc_velocity": -0.0422, "btc_accel": 0.0, "up_bid": 0.22, "up_ask": 0.23, "dn_bid": 0.77, "dn_ask": 0.78, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2807.0, "up_ask_depth": 1479.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1327.9, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 6, "streak_up_shares": 118.0, "streak_dn_shares": 309.0, "streak_concentration": -0.2, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 17, "streak_dn_total_field": 36, "all_whale_up_shares": 0, "all_whale_dn_shares": 166.0, "winners_total": 547, "winners_up_n": 67, "winners_dn_n": 122, "winners_up_s": 1394.0, "winners_dn_s": 5095.0, "winners_side": "down", "hedged_count": 134, "up_total_shares": 11782.0, "dn_total_shares": 11638.0, "up_count": 239, "dn_count": 322, "round_ts": 1784996400, "round_elapsed": 155.1, "round_remaining": 144.9, "side": "down"}, "peak_pnl_pct": 4.054054054054058, "trough_pnl_pct": -4.054054054054058} {"ts": 1784996565.0515409, "type": "snapshot", "round_ts": 1784996400, "remaining": 134.94845914840698, "strike": 64112.19964647565, "btc": 64096.5573163089, "bid": 0.79, "side": "down", "entry_price": 0.74, "state": {"ts": 1784996565.0515409, "btc": 64096.56, "strike": 64112.2, "btc_dev": -15.64, "btc_dev_pct": -0.0244, "btc_velocity": -0.2592, "btc_accel": 0.0, "up_bid": 0.2, "up_ask": 0.21, "dn_bid": 0.79, "dn_ask": 0.8, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2266.0, "up_ask_depth": 2420.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -153.5, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 6, "streak_up_shares": 118.0, "streak_dn_shares": 309.0, "streak_concentration": -0.2, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 17, "streak_dn_total_field": 39, "all_whale_up_shares": 0, "all_whale_dn_shares": 166.0, "winners_total": 547, "winners_up_n": 68, "winners_dn_n": 134, "winners_up_s": 1515.0, "winners_dn_s": 4726.0, "winners_side": "down", "hedged_count": 136, "up_total_shares": 11867.0, "dn_total_shares": 11731.0, "up_count": 247, "dn_count": 335, "round_ts": 1784996400, "round_elapsed": 165.1, "round_remaining": 134.9, "side": "down"}, "peak_pnl_pct": 6.756756756756762, "trough_pnl_pct": -4.054054054054058} {"ts": 1784996575.1305423, "type": "snapshot", "round_ts": 1784996400, "remaining": 124.8694577217102, "strike": 64112.19964647565, "btc": 64096.926319873564, "bid": 0.82, "side": "down", "entry_price": 0.74, "state": {"ts": 1784996575.1305423, "btc": 64096.93, "strike": 64112.2, "btc_dev": -15.27, "btc_dev_pct": -0.0238, "btc_velocity": 0.062, "btc_accel": 0.0, "up_bid": 0.16, "up_ask": 0.17, "dn_bid": 0.82, "dn_ask": 0.83, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 3993.0, "up_ask_depth": 2387.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1605.7, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 6, "streak_up_shares": 118.0, "streak_dn_shares": 309.0, "streak_concentration": -0.2, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 16, "streak_dn_total_field": 44, "all_whale_up_shares": 0, "all_whale_dn_shares": 166.0, "winners_total": 547, "winners_up_n": 68, "winners_dn_n": 139, "winners_up_s": 1582.0, "winners_dn_s": 4842.0, "winners_side": "down", "hedged_count": 138, "up_total_shares": 12167.0, "dn_total_shares": 12031.0, "up_count": 247, "dn_count": 346, "round_ts": 1784996400, "round_elapsed": 175.1, "round_remaining": 124.9, "side": "down"}, "peak_pnl_pct": 10.810810810810805, "trough_pnl_pct": -4.054054054054058} {"ts": 1784996583.2139049, "type": "exit", "reason": "take_profit", "entry_price": 0.74, "exit_price": 0.91, "shares": 1.35, "pnl": 0.23, "pnl_pct": 23.0, "hold_seconds": 39.9, "btc": 64096.55779408813, "strike": 64112.19964647565, "peak_pnl_pct": 17.56756756756757, "trough_pnl_pct": -4.054054054054058, "max_bid": 0.87, "min_bid": 0.71, "state": {"ts": 1784996583.2139049, "btc": 64096.56, "strike": 64112.2, "btc_dev": -15.64, "btc_dev_pct": -0.0244, "btc_velocity": 0.06, "btc_accel": 0.0, "up_bid": 0.06, "up_ask": 0.08, "dn_bid": 0.93, "dn_ask": 0.94, "up_spread": 0.02, "dn_spread": 0.01, "up_bid_depth": 17216.0, "up_ask_depth": 2233.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 14983.1, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 6, "streak_up_shares": 118.0, "streak_dn_shares": 309.0, "streak_concentration": -0.2, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 16, "streak_dn_total_field": 46, "all_whale_up_shares": 0, "all_whale_dn_shares": 166.0, "winners_total": 547, "winners_up_n": 67, "winners_dn_n": 154, "winners_up_s": 1621.0, "winners_dn_s": 5000.0, "winners_side": "down", "hedged_count": 139, "up_total_shares": 12457.0, "dn_total_shares": 12285.0, "up_count": 251, "dn_count": 369, "round_ts": 1784996400, "round_elapsed": 183.2, "round_remaining": 0, "side": "down"}, "entry_signal": "DOWN", "entry_signals": {"btc_dev": "DN -1 (BTC $-13.54 vs 锚定)", "btc_accel": "DN -2 (v=-1.110/s, a=-0.089/s², 加速)", "book": "中性 (UP bid/ask=1437/1769, DN bid/ask=1655/1408)", "streak_leader": "中性 (🔥 6UP/3DN, 综合 +25%)", "winners": "DN -2 (上轮赢家本轮 53UP / 105DN)"}} {"ts": 1784996716.1230698, "type": "entry", "round_ts": 1784996700, "strike": 64078.21809035776, "btc": 64067.38089839522, "side": "down", "score": -6, "signals": {"btc_dev": "DN -1 (BTC $-10.84 vs 锚定)", "btc_accel": "DN -2 (v=-0.805/s, a=+0.000/s², 加速)", "book": "DN -1 (UP bid/ask=1568/2322, DN bid/ask=2609/1622)", "streak_leader": "中性 (🔥 6UP/15DN, 综合 -34%)", "winners": "DN -2 (上轮赢家本轮 20UP / 53DN)"}, "price": 0.68, "shares": 1.47, "amount": 1.0, "streak_up": 6, "streak_dn": 15, "streak_concentration": -0.42857142857142855, "state": {"ts": 1784996716.1230698, "btc": 64067.38, "strike": 64078.22, "btc_dev": -10.84, "btc_dev_pct": -0.0169, "btc_velocity": -0.8053, "btc_accel": 0.0, "up_bid": 0.35, "up_ask": 0.37, "dn_bid": 0.65, "dn_ask": 0.66, "up_spread": 0.02, "dn_spread": 0.01, "up_bid_depth": 1568.0, "up_ask_depth": 2322.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -754.1, "up_depth_share": 1.0, "streak_up_n": 6, "streak_dn_n": 15, "streak_up_shares": 86.0, "streak_dn_shares": 668.0, "streak_concentration": -0.429, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 7, "streak_dn_total_field": 22, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 527, "winners_up_n": 20, "winners_dn_n": 53, "winners_up_s": 442.0, "winners_dn_s": 1914.0, "winners_side": "down", "hedged_count": 32, "up_total_shares": 5032.0, "dn_total_shares": 4970.0, "up_count": 93, "dn_count": 132, "round_ts": 1784996700, "round_elapsed": 16.1, "round_remaining": 283.9, "side": "down"}, "virtual_balance": 9.29} {"ts": 1784996720.050845, "type": "snapshot", "round_ts": 1784996700, "remaining": 279.9491550922394, "strike": 64078.21809035776, "btc": 64066.69303154499, "bid": 0.63, "side": "down", "entry_price": 0.68, "state": {"ts": 1784996720.050845, "btc": 64066.69, "strike": 64078.22, "btc_dev": -11.53, "btc_dev_pct": -0.018, "btc_velocity": -0.1793, "btc_accel": 0.0, "up_bid": 0.36, "up_ask": 0.37, "dn_bid": 0.63, "dn_ask": 0.64, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2475.0, "up_ask_depth": 1125.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1350.2, "up_depth_share": 1.0, "streak_up_n": 5, "streak_dn_n": 17, "streak_up_shares": 175.0, "streak_dn_shares": 766.0, "streak_concentration": -0.545, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 8, "streak_dn_total_field": 29, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 527, "winners_up_n": 20, "winners_dn_n": 65, "winners_up_s": 532.0, "winners_dn_s": 2479.0, "winners_side": "down", "hedged_count": 46, "up_total_shares": 5952.0, "dn_total_shares": 5890.0, "up_count": 106, "dn_count": 152, "round_ts": 1784996700, "round_elapsed": 20.1, "round_remaining": 279.9, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -7.352941176470594} {"ts": 1784996730.1361966, "type": "snapshot", "round_ts": 1784996700, "remaining": 269.86380338668823, "strike": 64078.21809035776, "btc": 64064.56472033761, "bid": 0.55, "side": "down", "entry_price": 0.68, "state": {"ts": 1784996730.1361966, "btc": 64064.56, "strike": 64078.22, "btc_dev": -13.65, "btc_dev_pct": -0.0213, "btc_velocity": 0.0388, "btc_accel": 0.0, "up_bid": 0.44, "up_ask": 0.45, "dn_bid": 0.55, "dn_ask": 0.56, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2009.0, "up_ask_depth": 1786.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 223.1, "up_depth_share": 1.0, "streak_up_n": 5, "streak_dn_n": 18, "streak_up_shares": 256.0, "streak_dn_shares": 934.0, "streak_concentration": -0.565, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 9, "streak_dn_total_field": 39, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 527, "winners_up_n": 22, "winners_dn_n": 84, "winners_up_s": 705.0, "winners_dn_s": 3061.0, "winners_side": "down", "hedged_count": 52, "up_total_shares": 6950.0, "dn_total_shares": 6872.0, "up_count": 127, "dn_count": 186, "round_ts": 1784996700, "round_elapsed": 30.1, "round_remaining": 269.9, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -19.11764705882353} {"ts": 1784996734.1757665, "type": "exit", "reason": "stop_loss", "entry_price": 0.68, "exit_price": 0.51, "shares": 1.47, "pnl": -0.25, "pnl_pct": -25.0, "hold_seconds": 18.1, "btc": 64066.04889444924, "strike": 64078.21809035776, "peak_pnl_pct": 0.0, "trough_pnl_pct": -20.58823529411765, "max_bid": 0.68, "min_bid": 0.54, "state": {"ts": 1784996734.1757665, "btc": 64066.05, "strike": 64078.22, "btc_dev": -12.17, "btc_dev_pct": -0.019, "btc_velocity": 0.2927, "btc_accel": 0.0, "up_bid": 0.45, "up_ask": 0.46, "dn_bid": 0.53, "dn_ask": 0.54, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 872.0, "up_ask_depth": 2556.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1684.4, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 19, "streak_up_shares": 226.0, "streak_dn_shares": 1092.0, "streak_concentration": -0.81, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 8, "streak_dn_total_field": 40, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 527, "winners_up_n": 22, "winners_dn_n": 92, "winners_up_s": 804.0, "winners_dn_s": 3455.0, "winners_side": "down", "hedged_count": 59, "up_total_shares": 7537.0, "dn_total_shares": 7458.0, "up_count": 135, "dn_count": 203, "round_ts": 1784996700, "round_elapsed": 34.2, "round_remaining": 0, "side": "down"}, "entry_signal": "DOWN", "entry_signals": {"btc_dev": "DN -1 (BTC $-10.84 vs 锚定)", "btc_accel": "DN -2 (v=-0.805/s, a=+0.000/s², 加速)", "book": "DN -1 (UP bid/ask=1568/2322, DN bid/ask=2609/1622)", "streak_leader": "中性 (🔥 6UP/15DN, 综合 -34%)", "winners": "DN -2 (上轮赢家本轮 20UP / 53DN)"}} {"ts": 1784996769.3504124, "type": "entry", "round_ts": 1784996700, "strike": 64078.21809035776, "btc": 64067.31569701174, "side": "down", "score": -5, "signals": {"btc_dev": "DN -1 (BTC $-10.90 vs 锚定)", "btc_accel": "中性 (v=+0.026/s < 0.1, 无动量)", "book": "中性 (UP bid/ask=2177/2050, DN bid/ask=2283/2168)", "streak_leader": "DN -2 (🔥 4UP/16DN, 净集变 -4, 综合 -51%)", "winners": "DN -2 (上轮赢家本轮 36UP / 112DN)"}, "price": 0.63, "shares": 1.59, "amount": 1.0, "streak_up": 4, "streak_dn": 16, "streak_concentration": -0.6, "state": {"ts": 1784996769.3504124, "btc": 64067.32, "strike": 64078.22, "btc_dev": -10.9, "btc_dev_pct": -0.017, "btc_velocity": 0.0255, "btc_accel": -0.0007, "up_bid": 0.39, "up_ask": 0.4, "dn_bid": 0.6, "dn_ask": 0.61, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2177.0, "up_ask_depth": 2050.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 127.1, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 16, "streak_up_shares": 118.0, "streak_dn_shares": 746.0, "streak_concentration": -0.6, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 16, "streak_dn_total_field": 41, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 527, "winners_up_n": 36, "winners_dn_n": 112, "winners_up_s": 1213.0, "winners_dn_s": 3398.0, "winners_side": "down", "hedged_count": 75, "up_total_shares": 8845.0, "dn_total_shares": 8788.0, "up_count": 176, "dn_count": 260, "round_ts": 1784996700, "round_elapsed": 69.4, "round_remaining": 230.7, "side": "down"}, "virtual_balance": 9.04} {"ts": 1784996775.1045783, "type": "snapshot", "round_ts": 1784996700, "remaining": 224.8959665298462, "strike": 64078.21809035776, "btc": 64067.377036911705, "bid": 0.61, "side": "down", "entry_price": 0.63, "state": {"ts": 1784996775.1045783, "btc": 64067.38, "strike": 64078.22, "btc_dev": -10.84, "btc_dev_pct": -0.0169, "btc_velocity": 0.0236, "btc_accel": 0.0, "up_bid": 0.38, "up_ask": 0.39, "dn_bid": 0.61, "dn_ask": 0.62, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2398.0, "up_ask_depth": 1803.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 594.9, "up_depth_share": 1.0, "streak_up_n": 3, "streak_dn_n": 16, "streak_up_shares": 121.0, "streak_dn_shares": 746.0, "streak_concentration": -0.684, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 17, "streak_dn_total_field": 40, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 527, "winners_up_n": 39, "winners_dn_n": 111, "winners_up_s": 1276.0, "winners_dn_s": 3431.0, "winners_side": "down", "hedged_count": 76, "up_total_shares": 8939.0, "dn_total_shares": 8887.0, "up_count": 183, "dn_count": 262, "round_ts": 1784996700, "round_elapsed": 75.1, "round_remaining": 224.9, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -4.761904761904765} {"ts": 1784996785.1827977, "type": "snapshot", "round_ts": 1784996700, "remaining": 214.818044424057, "strike": 64078.21809035776, "btc": 64067.27798858444, "bid": 0.61, "side": "down", "entry_price": 0.63, "state": {"ts": 1784996785.1819556, "btc": 64067.28, "strike": 64078.22, "btc_dev": -10.94, "btc_dev_pct": -0.0171, "btc_velocity": -0.0025, "btc_accel": 0.0, "up_bid": 0.38, "up_ask": 0.39, "dn_bid": 0.61, "dn_ask": 0.62, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2450.0, "up_ask_depth": 1821.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 628.4, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 16, "streak_up_shares": 44.0, "streak_dn_shares": 746.0, "streak_concentration": -0.778, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 16, "streak_dn_total_field": 41, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 527, "winners_up_n": 35, "winners_dn_n": 117, "winners_up_s": 1230.0, "winners_dn_s": 3492.0, "winners_side": "down", "hedged_count": 78, "up_total_shares": 9027.0, "dn_total_shares": 8965.0, "up_count": 182, "dn_count": 269, "round_ts": 1784996700, "round_elapsed": 85.2, "round_remaining": 214.8, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -4.761904761904765} {"ts": 1784996795.1284602, "type": "snapshot", "round_ts": 1784996700, "remaining": 204.8870930671692, "strike": 64078.21809035776, "btc": 64066.95640343226, "bid": 0.65, "side": "down", "entry_price": 0.63, "state": {"ts": 1784996795.1284602, "btc": 64066.96, "strike": 64078.22, "btc_dev": -11.26, "btc_dev_pct": -0.0176, "btc_velocity": -0.0744, "btc_accel": 0.0, "up_bid": 0.34, "up_ask": 0.35, "dn_bid": 0.65, "dn_ask": 0.66, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2475.0, "up_ask_depth": 1985.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 490.4, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 15, "streak_up_shares": 44.0, "streak_dn_shares": 728.0, "streak_concentration": -0.765, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 17, "streak_dn_total_field": 40, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 527, "winners_up_n": 36, "winners_dn_n": 119, "winners_up_s": 1239.0, "winners_dn_s": 3563.0, "winners_side": "down", "hedged_count": 78, "up_total_shares": 9144.0, "dn_total_shares": 9081.0, "up_count": 187, "dn_count": 281, "round_ts": 1784996700, "round_elapsed": 95.1, "round_remaining": 204.9, "side": "down"}, "peak_pnl_pct": 3.174603174603177, "trough_pnl_pct": -4.761904761904765} {"ts": 1784996805.0668478, "type": "snapshot", "round_ts": 1784996700, "remaining": 194.9331521987915, "strike": 64078.21809035776, "btc": 64067.0238385671, "bid": 0.65, "side": "down", "entry_price": 0.63, "state": {"ts": 1784996805.0668478, "btc": 64067.02, "strike": 64078.22, "btc_dev": -11.19, "btc_dev_pct": -0.0175, "btc_velocity": 0.0218, "btc_accel": 0.0, "up_bid": 0.34, "up_ask": 0.35, "dn_bid": 0.65, "dn_ask": 0.66, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2384.0, "up_ask_depth": 2108.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 276.2, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 14, "streak_up_shares": 44.0, "streak_dn_shares": 776.0, "streak_concentration": -0.75, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 16, "streak_dn_total_field": 43, "all_whale_up_shares": 0, "all_whale_dn_shares": 79.0, "winners_total": 527, "winners_up_n": 35, "winners_dn_n": 131, "winners_up_s": 1178.0, "winners_dn_s": 3744.0, "winners_side": "down", "hedged_count": 83, "up_total_shares": 9374.0, "dn_total_shares": 9309.0, "up_count": 190, "dn_count": 301, "round_ts": 1784996700, "round_elapsed": 105.1, "round_remaining": 194.9, "side": "down"}, "peak_pnl_pct": 3.174603174603177, "trough_pnl_pct": -4.761904761904765} {"ts": 1784996815.1327558, "type": "snapshot", "round_ts": 1784996700, "remaining": 184.86724424362183, "strike": 64078.21809035776, "btc": 64066.70835649289, "bid": 0.69, "side": "down", "entry_price": 0.63, "state": {"ts": 1784996815.1327558, "btc": 64066.71, "strike": 64078.22, "btc_dev": -11.51, "btc_dev_pct": -0.018, "btc_velocity": 0.2186, "btc_accel": 0.0, "up_bid": 0.3, "up_ask": 0.31, "dn_bid": 0.69, "dn_ask": 0.7, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2778.0, "up_ask_depth": 1986.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 791.7, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 13, "streak_up_shares": 44.0, "streak_dn_shares": 755.0, "streak_concentration": -0.733, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 17, "streak_dn_total_field": 44, "all_whale_up_shares": 0, "all_whale_dn_shares": 179.0, "winners_total": 527, "winners_up_n": 37, "winners_dn_n": 137, "winners_up_s": 1212.0, "winners_dn_s": 3732.0, "winners_side": "down", "hedged_count": 85, "up_total_shares": 9655.0, "dn_total_shares": 9589.0, "up_count": 198, "dn_count": 319, "round_ts": 1784996700, "round_elapsed": 115.1, "round_remaining": 184.9, "side": "down"}, "peak_pnl_pct": 9.523809523809515, "trough_pnl_pct": -4.761904761904765} {"ts": 1784996825.0182195, "type": "snapshot", "round_ts": 1784996700, "remaining": 174.98178052902222, "strike": 64078.21809035776, "btc": 64064.94208458232, "bid": 0.59, "side": "down", "entry_price": 0.63, "state": {"ts": 1784996825.0182195, "btc": 64064.94, "strike": 64078.22, "btc_dev": -13.28, "btc_dev_pct": -0.0207, "btc_velocity": -0.1838, "btc_accel": 0.0, "up_bid": 0.4, "up_ask": 0.41, "dn_bid": 0.59, "dn_ask": 0.6, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1733.0, "up_ask_depth": 1541.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 191.8, "up_depth_share": 1.0, "streak_up_n": 1, "streak_dn_n": 15, "streak_up_shares": 30.0, "streak_dn_shares": 812.0, "streak_concentration": -0.875, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 17, "streak_dn_total_field": 46, "all_whale_up_shares": 0, "all_whale_dn_shares": 179.0, "winners_total": 527, "winners_up_n": 37, "winners_dn_n": 143, "winners_up_s": 1023.0, "winners_dn_s": 3839.0, "winners_side": "down", "hedged_count": 87, "up_total_shares": 9824.0, "dn_total_shares": 9751.0, "up_count": 211, "dn_count": 327, "round_ts": 1784996700, "round_elapsed": 125.0, "round_remaining": 175.0, "side": "down"}, "peak_pnl_pct": 15.87301587301587, "trough_pnl_pct": -6.349206349206354} {"ts": 1784996826.2312603, "type": "exit", "reason": "stop_loss", "entry_price": 0.63, "exit_price": 0.43, "shares": 1.59, "pnl": -0.32, "pnl_pct": -31.7, "hold_seconds": 56.9, "btc": 64064.94208458232, "strike": 64078.21809035776, "peak_pnl_pct": 15.87301587301587, "trough_pnl_pct": -6.349206349206354, "max_bid": 0.73, "min_bid": 0.59, "state": {"ts": 1784996826.2312603, "btc": 64064.94, "strike": 64078.22, "btc_dev": -13.28, "btc_dev_pct": -0.0207, "btc_velocity": -0.1839, "btc_accel": 0.0, "up_bid": 0.42, "up_ask": 0.43, "dn_bid": 0.45, "dn_ask": 0.55, "up_spread": 0.01, "dn_spread": 0.1, "up_bid_depth": 2529.0, "up_ask_depth": 294.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 2235.7, "up_depth_share": 1.0, "streak_up_n": 1, "streak_dn_n": 15, "streak_up_shares": 30.0, "streak_dn_shares": 812.0, "streak_concentration": -0.875, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 17, "streak_dn_total_field": 46, "all_whale_up_shares": 0, "all_whale_dn_shares": 179.0, "winners_total": 527, "winners_up_n": 37, "winners_dn_n": 143, "winners_up_s": 1023.0, "winners_dn_s": 3839.0, "winners_side": "down", "hedged_count": 87, "up_total_shares": 9824.0, "dn_total_shares": 9751.0, "up_count": 211, "dn_count": 327, "round_ts": 1784996700, "round_elapsed": 126.2, "round_remaining": 0, "side": "down"}, "entry_signal": "DOWN", "entry_signals": {"btc_dev": "DN -1 (BTC $-10.90 vs 锚定)", "btc_accel": "中性 (v=+0.026/s < 0.1, 无动量)", "book": "中性 (UP bid/ask=2177/2050, DN bid/ask=2283/2168)", "streak_leader": "DN -2 (🔥 4UP/16DN, 净集变 -4, 综合 -51%)", "winners": "DN -2 (上轮赢家本轮 36UP / 112DN)"}} {"ts": 1784996856.369566, "type": "entry", "round_ts": 1784996700, "strike": 64078.21809035776, "btc": 64079.90210272542, "side": "down", "score": -5, "signals": {"btc_dev": "中性 (偏离 $+1.68 < $10, 无趋势)", "btc_accel": "中性 (v=+0.087/s < 0.1, 无动量)", "book": "中性 (UP bid/ask=1330/1604, DN bid/ask=1631/1360)", "streak_leader": "DN -3 (🔥 1UP/9DN, 净集变 -4, 综合 -63%)", "winners": "DN -2 (上轮赢家本轮 62UP / 152DN)"}, "price": 0.37, "shares": 2.7, "amount": 1.0, "streak_up": 1, "streak_dn": 9, "streak_concentration": -0.8, "state": {"ts": 1784996856.369566, "btc": 64079.9, "strike": 64078.22, "btc_dev": 1.68, "btc_dev_pct": 0.0026, "btc_velocity": 0.0871, "btc_accel": 0.0, "up_bid": 0.65, "up_ask": 0.66, "dn_bid": 0.34, "dn_ask": 0.35, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1330.0, "up_ask_depth": 1604.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -273.7, "up_depth_share": 1.0, "streak_up_n": 1, "streak_dn_n": 9, "streak_up_shares": 30.0, "streak_dn_shares": 704.0, "streak_concentration": -0.8, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 31, "streak_dn_total_field": 38, "all_whale_up_shares": 0, "all_whale_dn_shares": 179.0, "winners_total": 527, "winners_up_n": 62, "winners_dn_n": 152, "winners_up_s": 1703.0, "winners_dn_s": 4615.0, "winners_side": "down", "hedged_count": 136, "up_total_shares": 11423.0, "dn_total_shares": 11339.0, "up_count": 250, "dn_count": 361, "round_ts": 1784996700, "round_elapsed": 156.4, "round_remaining": 143.6, "side": "down"}, "virtual_balance": 8.73} {"ts": 1784996860.1119046, "type": "snapshot", "round_ts": 1784996700, "remaining": 139.8887436389923, "strike": 64078.21809035776, "btc": 64079.905630092166, "bid": 0.32, "side": "down", "entry_price": 0.37, "state": {"ts": 1784996860.1112564, "btc": 64079.91, "strike": 64078.22, "btc_dev": 1.69, "btc_dev_pct": 0.0026, "btc_velocity": 0.0047, "btc_accel": 0.0, "up_bid": 0.66, "up_ask": 0.67, "dn_bid": 0.32, "dn_ask": 0.33, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1976.0, "up_ask_depth": 1765.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 211.0, "up_depth_share": 1.0, "streak_up_n": 1, "streak_dn_n": 9, "streak_up_shares": 30.0, "streak_dn_shares": 704.0, "streak_concentration": -0.8, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 31, "streak_dn_total_field": 38, "all_whale_up_shares": 0, "all_whale_dn_shares": 179.0, "winners_total": 527, "winners_up_n": 62, "winners_dn_n": 152, "winners_up_s": 1703.0, "winners_dn_s": 4615.0, "winners_side": "down", "hedged_count": 136, "up_total_shares": 11423.0, "dn_total_shares": 11339.0, "up_count": 250, "dn_count": 361, "round_ts": 1784996700, "round_elapsed": 160.1, "round_remaining": 139.9, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -16.216216216216218} {"ts": 1784996870.0408316, "type": "snapshot", "round_ts": 1784996700, "remaining": 129.95983028411865, "strike": 64078.21809035776, "btc": 64080.37324506552, "bid": 0.36, "side": "down", "entry_price": 0.37, "state": {"ts": 1784996870.0401697, "btc": 64080.37, "strike": 64078.22, "btc_dev": 2.16, "btc_dev_pct": 0.0034, "btc_velocity": 0.0455, "btc_accel": 0.0, "up_bid": 0.63, "up_ask": 0.64, "dn_bid": 0.36, "dn_ask": 0.37, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1697.0, "up_ask_depth": 2591.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -894.3, "up_depth_share": 1.0, "streak_up_n": 1, "streak_dn_n": 8, "streak_up_shares": 30.0, "streak_dn_shares": 674.0, "streak_concentration": -0.778, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 37, "streak_dn_total_field": 35, "all_whale_up_shares": 0, "all_whale_dn_shares": 179.0, "winners_total": 527, "winners_up_n": 74, "winners_dn_n": 144, "winners_up_s": 2073.0, "winners_dn_s": 4298.0, "winners_side": "down", "hedged_count": 145, "up_total_shares": 11280.0, "dn_total_shares": 11231.0, "up_count": 270, "dn_count": 356, "round_ts": 1784996700, "round_elapsed": 170.0, "round_remaining": 130.0, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -16.216216216216218} {"ts": 1784996880.1183517, "type": "snapshot", "round_ts": 1784996700, "remaining": 119.88164830207825, "strike": 64078.21809035776, "btc": 64079.980300820534, "bid": 0.36, "side": "down", "entry_price": 0.37, "state": {"ts": 1784996880.1183517, "btc": 64079.98, "strike": 64078.22, "btc_dev": 1.76, "btc_dev_pct": 0.0028, "btc_velocity": -0.0176, "btc_accel": 0.0, "up_bid": 0.63, "up_ask": 0.64, "dn_bid": 0.36, "dn_ask": 0.37, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1803.0, "up_ask_depth": 2273.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -470.2, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 9, "streak_up_shares": 49.0, "streak_dn_shares": 729.0, "streak_concentration": -0.636, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 42, "streak_dn_total_field": 33, "all_whale_up_shares": 0, "all_whale_dn_shares": 179.0, "winners_total": 527, "winners_up_n": 82, "winners_dn_n": 144, "winners_up_s": 2120.0, "winners_dn_s": 4295.0, "winners_side": "down", "hedged_count": 146, "up_total_shares": 11194.0, "dn_total_shares": 11142.0, "up_count": 288, "dn_count": 358, "round_ts": 1784996700, "round_elapsed": 180.1, "round_remaining": 119.9, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -16.216216216216218} {"ts": 1784996889.4253516, "type": "exit", "reason": "stop_loss", "entry_price": 0.37, "exit_price": 0.25, "shares": 2.7, "pnl": -0.32, "pnl_pct": -32.4, "hold_seconds": 33.1, "btc": 64081.85375333492, "strike": 64078.21809035776, "peak_pnl_pct": 0.0, "trough_pnl_pct": -18.91891891891892, "max_bid": 0.37, "min_bid": 0.3, "state": {"ts": 1784996889.4253516, "btc": 64081.85, "strike": 64078.22, "btc_dev": 3.64, "btc_dev_pct": 0.0057, "btc_velocity": 0.2739, "btc_accel": 0.0, "up_bid": 0.67, "up_ask": 0.68, "dn_bid": 0.27, "dn_ask": 0.28, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1593.0, "up_ask_depth": 887.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 706.5, "up_depth_share": 1.0, "streak_up_n": 1, "streak_dn_n": 7, "streak_up_shares": 30.0, "streak_dn_shares": 576.0, "streak_concentration": -0.75, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 40, "streak_dn_total_field": 36, "all_whale_up_shares": 0, "all_whale_dn_shares": 179.0, "winners_total": 527, "winners_up_n": 82, "winners_dn_n": 146, "winners_up_s": 2033.0, "winners_dn_s": 4364.0, "winners_side": "down", "hedged_count": 152, "up_total_shares": 11296.0, "dn_total_shares": 11252.0, "up_count": 293, "dn_count": 362, "round_ts": 1784996700, "round_elapsed": 189.4, "round_remaining": 0, "side": "down"}, "entry_signal": "DOWN", "entry_signals": {"btc_dev": "中性 (偏离 $+1.68 < $10, 无趋势)", "btc_accel": "中性 (v=+0.087/s < 0.1, 无动量)", "book": "中性 (UP bid/ask=1330/1604, DN bid/ask=1631/1360)", "streak_leader": "DN -3 (🔥 1UP/9DN, 净集变 -4, 综合 -63%)", "winners": "DN -2 (上轮赢家本轮 62UP / 152DN)"}} {"ts": 1784997018.2773468, "type": "entry", "round_ts": 1784997000, "strike": 64081.28474571759, "btc": 64089.17938179683, "side": "up", "score": 5, "signals": {"btc_dev": "中性 (偏离 $+7.89 < $10, 无趋势)", "btc_accel": "UP +2 (v=+0.788/s, a=+0.079/s², 加速)", "book": "DN -1 (UP bid/ask=2296/3443, DN bid/ask=3516/2370)", "streak_leader": "UP +4 (🔥 4UP/0DN, 净集变 +0, 综合 +80%)", "winners": "中性 (上轮赢家 17UP / 11DN)"}, "price": 0.74, "shares": 1.35, "amount": 1.0, "streak_up": 4, "streak_dn": 0, "streak_concentration": 1.0, "state": {"ts": 1784997018.2773468, "btc": 64089.18, "strike": 64081.28, "btc_dev": 7.89, "btc_dev_pct": 0.0123, "btc_velocity": 0.7877, "btc_accel": 0.0788, "up_bid": 0.71, "up_ask": 0.72, "dn_bid": 0.28, "dn_ask": 0.29, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2296.0, "up_ask_depth": 3443.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1146.6, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 0, "streak_up_shares": 44.0, "streak_dn_shares": 0, "streak_concentration": 1.0, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 4, "streak_dn_total_field": 0, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 427, "winners_up_n": 17, "winners_dn_n": 11, "winners_up_s": 814.0, "winners_dn_s": 118.0, "winners_side": "up", "hedged_count": 6, "up_total_shares": 1403.0, "dn_total_shares": 1235.0, "up_count": 46, "dn_count": 62, "round_ts": 1784997000, "round_elapsed": 18.3, "round_remaining": 281.7, "side": "up"}, "virtual_balance": 8.4} {"ts": 1784997020.193291, "type": "snapshot", "round_ts": 1784997000, "remaining": 279.8067090511322, "strike": 64081.28474571759, "btc": 64089.923746348046, "bid": 0.71, "side": "up", "entry_price": 0.74, "state": {"ts": 1784997020.193291, "btc": 64089.92, "strike": 64081.28, "btc_dev": 8.64, "btc_dev_pct": 0.0135, "btc_velocity": 0.8525, "btc_accel": 0.0852, "up_bid": 0.71, "up_ask": 0.72, "dn_bid": 0.28, "dn_ask": 0.29, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1783.0, "up_ask_depth": 3272.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1489.4, "up_depth_share": 1.0, "streak_up_n": 9, "streak_dn_n": 0, "streak_up_shares": 110.0, "streak_dn_shares": 0, "streak_concentration": 1.0, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 9, "streak_dn_total_field": 0, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 427, "winners_up_n": 27, "winners_dn_n": 15, "winners_up_s": 1191.0, "winners_dn_s": 386.0, "winners_side": "up", "hedged_count": 9, "up_total_shares": 2049.0, "dn_total_shares": 1871.0, "up_count": 63, "dn_count": 83, "round_ts": 1784997000, "round_elapsed": 20.2, "round_remaining": 279.8, "side": "up"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -4.054054054054058} {"ts": 1784997030.0535908, "type": "snapshot", "round_ts": 1784997000, "remaining": 269.94640922546387, "strike": 64081.28474571759, "btc": 64090.421571185, "bid": 0.63, "side": "up", "entry_price": 0.74, "state": {"ts": 1784997030.0535908, "btc": 64090.42, "strike": 64081.28, "btc_dev": 9.14, "btc_dev_pct": 0.0143, "btc_velocity": 0.094, "btc_accel": 0.0, "up_bid": 0.63, "up_ask": 0.64, "dn_bid": 0.36, "dn_ask": 0.37, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 652.0, "up_ask_depth": 1801.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1149.2, "up_depth_share": 1.0, "streak_up_n": 16, "streak_dn_n": 1, "streak_up_shares": 364.0, "streak_dn_shares": 4.0, "streak_concentration": 0.882, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 20, "streak_dn_total_field": 2, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 427, "winners_up_n": 53, "winners_dn_n": 22, "winners_up_s": 1584.0, "winners_dn_s": 539.0, "winners_side": "up", "hedged_count": 43, "up_total_shares": 3690.0, "dn_total_shares": 3539.0, "up_count": 120, "dn_count": 112, "round_ts": 1784997000, "round_elapsed": 30.1, "round_remaining": 269.9, "side": "up"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -14.864864864864863} {"ts": 1784997030.8665855, "type": "exit", "reason": "stop_loss", "entry_price": 0.74, "exit_price": 0.48, "shares": 1.35, "pnl": -0.35, "pnl_pct": -35.1, "hold_seconds": 12.6, "btc": 64090.42973691, "strike": 64081.28474571759, "peak_pnl_pct": 0.0, "trough_pnl_pct": -14.864864864864863, "max_bid": 0.74, "min_bid": 0.63, "state": {"ts": 1784997030.8665855, "btc": 64090.43, "strike": 64081.28, "btc_dev": 9.14, "btc_dev_pct": 0.0143, "btc_velocity": 0.0954, "btc_accel": 0.0, "up_bid": 0.5, "up_ask": 0.53, "dn_bid": 0.39, "dn_ask": 0.49, "up_spread": 0.03, "dn_spread": 0.1, "up_bid_depth": 1755.0, "up_ask_depth": 1558.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 196.8, "up_depth_share": 1.0, "streak_up_n": 16, "streak_dn_n": 1, "streak_up_shares": 364.0, "streak_dn_shares": 4.0, "streak_concentration": 0.882, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 20, "streak_dn_total_field": 2, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 427, "winners_up_n": 53, "winners_dn_n": 22, "winners_up_s": 1584.0, "winners_dn_s": 539.0, "winners_side": "up", "hedged_count": 43, "up_total_shares": 3690.0, "dn_total_shares": 3539.0, "up_count": 120, "dn_count": 112, "round_ts": 1784997000, "round_elapsed": 30.9, "round_remaining": 0, "side": "up"}, "entry_signal": "UP", "entry_signals": {"btc_dev": "中性 (偏离 $+7.89 < $10, 无趋势)", "btc_accel": "UP +2 (v=+0.788/s, a=+0.079/s², 加速)", "book": "DN -1 (UP bid/ask=2296/3443, DN bid/ask=3516/2370)", "streak_leader": "UP +4 (🔥 4UP/0DN, 净集变 +0, 综合 +80%)", "winners": "中性 (上轮赢家 17UP / 11DN)"}} {"ts": 1784997062.5458977, "type": "entry", "round_ts": 1784997000, "strike": 64081.28474571759, "btc": 64086.66673168584, "side": "up", "score": 5, "signals": {"btc_dev": "中性 (偏离 $+5.38 < $10, 无趋势)", "btc_accel": "UP +2 (v=+0.201/s, a=+0.000/s², 加速)", "book": "UP +1 (UP bid/ask=3222/1991, DN bid/ask=1984/3216)", "streak_leader": "UP +2 (🔥 4UP/1DN, 净集变 +3, 综合 +46%)", "winners": "中性 (上轮赢家 64UP / 39DN)"}, "price": 0.62, "shares": 1.61, "amount": 1.0, "streak_up": 4, "streak_dn": 1, "streak_concentration": 0.6, "state": {"ts": 1784997062.5458977, "btc": 64086.67, "strike": 64081.28, "btc_dev": 5.38, "btc_dev_pct": 0.0084, "btc_velocity": 0.2007, "btc_accel": 0.0, "up_bid": 0.59, "up_ask": 0.6, "dn_bid": 0.4, "dn_ask": 0.41, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 3222.0, "up_ask_depth": 1991.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1231.6, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 1, "streak_up_shares": 111.0, "streak_dn_shares": 12.0, "streak_concentration": 0.6, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 18, "streak_dn_total_field": 4, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 427, "winners_up_n": 64, "winners_dn_n": 39, "winners_up_s": 1784.0, "winners_dn_s": 1188.0, "winners_side": "up", "hedged_count": 83, "up_total_shares": 4688.0, "dn_total_shares": 4538.0, "up_count": 184, "dn_count": 142, "round_ts": 1784997000, "round_elapsed": 62.5, "round_remaining": 237.5, "side": "up"}, "virtual_balance": 8.05} {"ts": 1784997065.0687895, "type": "snapshot", "round_ts": 1784997000, "remaining": 234.93178415298462, "strike": 64081.28474571759, "btc": 64086.99444497089, "bid": 0.6, "side": "up", "entry_price": 0.62, "state": {"ts": 1784997065.0682158, "btc": 64086.99, "strike": 64081.28, "btc_dev": 5.71, "btc_dev_pct": 0.0089, "btc_velocity": 0.2574, "btc_accel": 0.0, "up_bid": 0.6, "up_ask": 0.61, "dn_bid": 0.39, "dn_ask": 0.4, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 3325.0, "up_ask_depth": 2092.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1232.9, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 1, "streak_up_shares": 111.0, "streak_dn_shares": 12.0, "streak_concentration": 0.6, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 18, "streak_dn_total_field": 4, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 427, "winners_up_n": 64, "winners_dn_n": 39, "winners_up_s": 1784.0, "winners_dn_s": 1188.0, "winners_side": "up", "hedged_count": 83, "up_total_shares": 4688.0, "dn_total_shares": 4538.0, "up_count": 184, "dn_count": 142, "round_ts": 1784997000, "round_elapsed": 65.1, "round_remaining": 234.9, "side": "up"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -4.8387096774193585} {"ts": 1784997075.1483054, "type": "snapshot", "round_ts": 1784997000, "remaining": 224.85169458389282, "strike": 64081.28474571759, "btc": 64087.83815839, "bid": 0.59, "side": "up", "entry_price": 0.62, "state": {"ts": 1784997075.1483054, "btc": 64087.84, "strike": 64081.28, "btc_dev": 6.55, "btc_dev_pct": 0.0102, "btc_velocity": -0.0232, "btc_accel": 0.0, "up_bid": 0.59, "up_ask": 0.6, "dn_bid": 0.4, "dn_ask": 0.41, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 3465.0, "up_ask_depth": 1876.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1588.9, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 3, "streak_up_shares": 111.0, "streak_dn_shares": 31.0, "streak_concentration": 0.143, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 20, "streak_dn_total_field": 5, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 427, "winners_up_n": 69, "winners_dn_n": 45, "winners_up_s": 1904.0, "winners_dn_s": 1567.0, "winners_side": "up", "hedged_count": 88, "up_total_shares": 5779.0, "dn_total_shares": 5662.0, "up_count": 206, "dn_count": 154, "round_ts": 1784997000, "round_elapsed": 75.1, "round_remaining": 224.9, "side": "up"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -8.064516129032265} {"ts": 1784997085.012778, "type": "snapshot", "round_ts": 1784997000, "remaining": 214.98722195625305, "strike": 64081.28474571759, "btc": 64085.68844329, "bid": 0.6, "side": "up", "entry_price": 0.62, "state": {"ts": 1784997085.012778, "btc": 64085.69, "strike": 64081.28, "btc_dev": 4.4, "btc_dev_pct": 0.0069, "btc_velocity": -0.3583, "btc_accel": 0.0, "up_bid": 0.6, "up_ask": 0.61, "dn_bid": 0.39, "dn_ask": 0.4, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2167.0, "up_ask_depth": 2904.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -736.5, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 3, "streak_up_shares": 111.0, "streak_dn_shares": 31.0, "streak_concentration": 0.143, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 22, "streak_dn_total_field": 4, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 427, "winners_up_n": 72, "winners_dn_n": 48, "winners_up_s": 1901.0, "winners_dn_s": 1610.0, "winners_side": "up", "hedged_count": 92, "up_total_shares": 5906.0, "dn_total_shares": 5779.0, "up_count": 215, "dn_count": 165, "round_ts": 1784997000, "round_elapsed": 85.0, "round_remaining": 215.0, "side": "up"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -8.064516129032265} {"ts": 1784997095.1053646, "type": "snapshot", "round_ts": 1784997000, "remaining": 204.89463543891907, "strike": 64081.28474571759, "btc": 64087.42626842, "bid": 0.59, "side": "up", "entry_price": 0.62, "state": {"ts": 1784997095.1053646, "btc": 64087.43, "strike": 64081.28, "btc_dev": 6.14, "btc_dev_pct": 0.0096, "btc_velocity": 0.0688, "btc_accel": 0.0, "up_bid": 0.59, "up_ask": 0.6, "dn_bid": 0.4, "dn_ask": 0.41, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2131.0, "up_ask_depth": 2604.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -472.4, "up_depth_share": 1.0, "streak_up_n": 5, "streak_dn_n": 2, "streak_up_shares": 215.0, "streak_dn_shares": 24.0, "streak_concentration": 0.429, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 24, "streak_dn_total_field": 3, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 427, "winners_up_n": 73, "winners_dn_n": 54, "winners_up_s": 2233.0, "winners_dn_s": 1736.0, "winners_side": "up", "hedged_count": 93, "up_total_shares": 6138.0, "dn_total_shares": 6003.0, "up_count": 219, "dn_count": 175, "round_ts": 1784997000, "round_elapsed": 95.1, "round_remaining": 204.9, "side": "up"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -8.064516129032265} {"ts": 1784997103.968895, "type": "exit", "reason": "stop_loss", "entry_price": 0.62, "exit_price": 0.42, "shares": 1.61, "pnl": -0.32, "pnl_pct": -32.3, "hold_seconds": 41.4, "btc": 64086.51235042695, "strike": 64081.28474571759, "peak_pnl_pct": 0.0, "trough_pnl_pct": -12.903225806451607, "max_bid": 0.62, "min_bid": 0.54, "state": {"ts": 1784997103.968895, "btc": 64086.51, "strike": 64081.28, "btc_dev": 5.23, "btc_dev_pct": 0.0082, "btc_velocity": -0.0941, "btc_accel": 0.0, "up_bid": 0.44, "up_ask": 0.45, "dn_bid": 0.54, "dn_ask": 0.57, "up_spread": 0.01, "dn_spread": 0.03, "up_bid_depth": 1364.0, "up_ask_depth": 1997.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -633.3, "up_depth_share": 1.0, "streak_up_n": 5, "streak_dn_n": 2, "streak_up_shares": 215.0, "streak_dn_shares": 24.0, "streak_concentration": 0.429, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 25, "streak_dn_total_field": 3, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 427, "winners_up_n": 71, "winners_dn_n": 56, "winners_up_s": 2203.0, "winners_dn_s": 1756.0, "winners_side": "up", "hedged_count": 96, "up_total_shares": 6273.0, "dn_total_shares": 6139.0, "up_count": 222, "dn_count": 181, "round_ts": 1784997000, "round_elapsed": 104.0, "round_remaining": 0, "side": "up"}, "entry_signal": "UP", "entry_signals": {"btc_dev": "中性 (偏离 $+5.38 < $10, 无趋势)", "btc_accel": "UP +2 (v=+0.201/s, a=+0.000/s², 加速)", "book": "UP +1 (UP bid/ask=3222/1991, DN bid/ask=1984/3216)", "streak_leader": "UP +2 (🔥 4UP/1DN, 净集变 +3, 综合 +46%)", "winners": "中性 (上轮赢家 64UP / 39DN)"}} {"ts": 1784997346.7789714, "type": "entry", "round_ts": 1784997300, "strike": 64122.331, "btc": 64127.761, "side": "up", "score": 5, "signals": {"btc_dev": "中性 (偏离 $+5.43 < $10, 无趋势)", "btc_accel": "UP +2 (v=+0.572/s, a=+0.059/s², 加速)", "book": "中性 (UP bid/ask=2564/2163, DN bid/ask=2388/2991)", "streak_leader": "UP +3 (🔥 12UP/3DN, 净集变 +9, 综合 +65%)", "winners": "中性 (上轮赢家 40UP / 26DN)"}, "price": 0.65, "shares": 1.54, "amount": 1.0, "streak_up": 12, "streak_dn": 3, "streak_concentration": 0.6, "state": {"ts": 1784997346.7789714, "btc": 64127.76, "strike": 64122.33, "btc_dev": 5.43, "btc_dev_pct": 0.0085, "btc_velocity": 0.5723, "btc_accel": 0.0592, "up_bid": 0.62, "up_ask": 0.63, "dn_bid": 0.37, "dn_ask": 0.38, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2564.0, "up_ask_depth": 2163.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 401.4, "up_depth_share": 1.0, "streak_up_n": 12, "streak_dn_n": 3, "streak_up_shares": 184.0, "streak_dn_shares": 268.0, "streak_concentration": 0.6, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 13, "streak_dn_total_field": 5, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 497, "winners_up_n": 40, "winners_dn_n": 26, "winners_up_s": 800.0, "winners_dn_s": 890.0, "winners_side": "up", "hedged_count": 20, "up_total_shares": 3692.0, "dn_total_shares": 3674.0, "up_count": 102, "dn_count": 118, "round_ts": 1784997300, "round_elapsed": 46.8, "round_remaining": 253.2, "side": "up"}, "virtual_balance": 7.73} {"ts": 1784997355.1504993, "type": "snapshot", "round_ts": 1784997300, "remaining": 244.85041666030884, "strike": 64122.331, "btc": 64127.97970127556, "bid": 0.62, "side": "up", "entry_price": 0.65, "state": {"ts": 1784997355.1504993, "btc": 64127.98, "strike": 64122.33, "btc_dev": 5.65, "btc_dev_pct": 0.0088, "btc_velocity": 0.1514, "btc_accel": 0.0, "up_bid": 0.62, "up_ask": 0.63, "dn_bid": 0.37, "dn_ask": 0.38, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2050.0, "up_ask_depth": 3099.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1049.2, "up_depth_share": 1.0, "streak_up_n": 11, "streak_dn_n": 2, "streak_up_shares": 462.0, "streak_dn_shares": 263.0, "streak_concentration": 0.692, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 22, "streak_dn_total_field": 6, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 497, "winners_up_n": 69, "winners_dn_n": 28, "winners_up_s": 1623.0, "winners_dn_s": 953.0, "winners_side": "up", "hedged_count": 31, "up_total_shares": 4539.0, "dn_total_shares": 4515.0, "up_count": 135, "dn_count": 140, "round_ts": 1784997300, "round_elapsed": 55.2, "round_remaining": 244.9, "side": "up"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -4.615384615384619} {"ts": 1784997365.040962, "type": "snapshot", "round_ts": 1784997300, "remaining": 234.9595775604248, "strike": 64122.331, "btc": 64127.129758229275, "bid": 0.61, "side": "up", "entry_price": 0.65, "state": {"ts": 1784997365.040962, "btc": 64127.13, "strike": 64122.33, "btc_dev": 4.8, "btc_dev_pct": 0.0075, "btc_velocity": -0.2262, "btc_accel": 0.0, "up_bid": 0.61, "up_ask": 0.62, "dn_bid": 0.38, "dn_ask": 0.39, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2587.0, "up_ask_depth": 2150.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 437.1, "up_depth_share": 1.0, "streak_up_n": 11, "streak_dn_n": 2, "streak_up_shares": 702.0, "streak_dn_shares": 263.0, "streak_concentration": 0.692, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 24, "streak_dn_total_field": 6, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 497, "winners_up_n": 86, "winners_dn_n": 23, "winners_up_s": 2758.0, "winners_dn_s": 1044.0, "winners_side": "up", "hedged_count": 40, "up_total_shares": 5815.0, "dn_total_shares": 5797.0, "up_count": 165, "dn_count": 151, "round_ts": 1784997300, "round_elapsed": 65.0, "round_remaining": 235.0, "side": "up"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -7.692307692307699} {"ts": 1784997375.140954, "type": "snapshot", "round_ts": 1784997300, "remaining": 224.85904598236084, "strike": 64122.331, "btc": 64128.99123829, "bid": 0.62, "side": "up", "entry_price": 0.65, "state": {"ts": 1784997375.140954, "btc": 64128.99, "strike": 64122.33, "btc_dev": 6.66, "btc_dev_pct": 0.0104, "btc_velocity": 0.1278, "btc_accel": 0.0, "up_bid": 0.62, "up_ask": 0.63, "dn_bid": 0.37, "dn_ask": 0.38, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2909.0, "up_ask_depth": 2062.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 847.9, "up_depth_share": 1.0, "streak_up_n": 10, "streak_dn_n": 2, "streak_up_shares": 885.0, "streak_dn_shares": 263.0, "streak_concentration": 0.667, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 28, "streak_dn_total_field": 5, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 497, "winners_up_n": 100, "winners_dn_n": 22, "winners_up_s": 3376.0, "winners_dn_s": 1802.0, "winners_side": "up", "hedged_count": 48, "up_total_shares": 6663.0, "dn_total_shares": 6665.0, "up_count": 191, "dn_count": 157, "round_ts": 1784997300, "round_elapsed": 75.1, "round_remaining": 224.9, "side": "up"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -7.692307692307699} {"ts": 1784997385.0249362, "type": "snapshot", "round_ts": 1784997300, "remaining": 214.97506380081177, "strike": 64122.331, "btc": 64128.13980663595, "bid": 0.64, "side": "up", "entry_price": 0.65, "state": {"ts": 1784997385.0249362, "btc": 64128.14, "strike": 64122.33, "btc_dev": 5.81, "btc_dev_pct": 0.0091, "btc_velocity": -0.1231, "btc_accel": 0.0, "up_bid": 0.64, "up_ask": 0.65, "dn_bid": 0.35, "dn_ask": 0.36, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2944.0, "up_ask_depth": 2482.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 461.8, "up_depth_share": 1.0, "streak_up_n": 12, "streak_dn_n": 2, "streak_up_shares": 1068.0, "streak_dn_shares": 263.0, "streak_concentration": 0.714, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 30, "streak_dn_total_field": 6, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 497, "winners_up_n": 104, "winners_dn_n": 25, "winners_up_s": 3482.0, "winners_dn_s": 2094.0, "winners_side": "up", "hedged_count": 57, "up_total_shares": 6877.0, "dn_total_shares": 6869.0, "up_count": 203, "dn_count": 162, "round_ts": 1784997300, "round_elapsed": 85.0, "round_remaining": 215.0, "side": "up"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -7.692307692307699} {"ts": 1784997395.0932746, "type": "snapshot", "round_ts": 1784997300, "remaining": 204.90672540664673, "strike": 64122.331, "btc": 64129.15562438, "bid": 0.57, "side": "up", "entry_price": 0.65, "state": {"ts": 1784997395.0932746, "btc": 64129.16, "strike": 64122.33, "btc_dev": 6.82, "btc_dev_pct": 0.0106, "btc_velocity": 0.1853, "btc_accel": 0.0, "up_bid": 0.57, "up_ask": 0.58, "dn_bid": 0.41, "dn_ask": 0.45, "up_spread": 0.01, "dn_spread": 0.04, "up_bid_depth": 2778.0, "up_ask_depth": 1495.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1282.8, "up_depth_share": 1.0, "streak_up_n": 11, "streak_dn_n": 2, "streak_up_shares": 987.0, "streak_dn_shares": 263.0, "streak_concentration": 0.692, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 30, "streak_dn_total_field": 6, "all_whale_up_shares": 22.0, "all_whale_dn_shares": 0, "winners_total": 497, "winners_up_n": 107, "winners_dn_n": 29, "winners_up_s": 3673.0, "winners_dn_s": 2110.0, "winners_side": "up", "hedged_count": 58, "up_total_shares": 7042.0, "dn_total_shares": 7020.0, "up_count": 209, "dn_count": 171, "round_ts": 1784997300, "round_elapsed": 95.1, "round_remaining": 204.9, "side": "up"}, "peak_pnl_pct": 3.0769230769230793, "trough_pnl_pct": -12.307692307692317} {"ts": 1784997405.1818125, "type": "snapshot", "round_ts": 1784997300, "remaining": 194.81818747520447, "strike": 64122.331, "btc": 64129.05420012779, "bid": 0.61, "side": "up", "entry_price": 0.65, "state": {"ts": 1784997405.1818125, "btc": 64129.05, "strike": 64122.33, "btc_dev": 6.72, "btc_dev_pct": 0.0105, "btc_velocity": 0.1324, "btc_accel": 0.0, "up_bid": 0.61, "up_ask": 0.62, "dn_bid": 0.38, "dn_ask": 0.39, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2023.0, "up_ask_depth": 1506.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 516.5, "up_depth_share": 1.0, "streak_up_n": 12, "streak_dn_n": 2, "streak_up_shares": 1155.0, "streak_dn_shares": 263.0, "streak_concentration": 0.714, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 37, "streak_dn_total_field": 6, "all_whale_up_shares": 22.0, "all_whale_dn_shares": 0, "winners_total": 497, "winners_up_n": 127, "winners_dn_n": 30, "winners_up_s": 5063.0, "winners_dn_s": 2044.0, "winners_side": "up", "hedged_count": 71, "up_total_shares": 9020.0, "dn_total_shares": 9040.0, "up_count": 252, "dn_count": 185, "round_ts": 1784997300, "round_elapsed": 105.2, "round_remaining": 194.8, "side": "up"}, "peak_pnl_pct": 3.0769230769230793, "trough_pnl_pct": -16.92307692307692} {"ts": 1784997415.0467997, "type": "snapshot", "round_ts": 1784997300, "remaining": 184.953200340271, "strike": 64122.331, "btc": 64130.131, "bid": 0.57, "side": "up", "entry_price": 0.65, "state": {"ts": 1784997415.0467997, "btc": 64130.13, "strike": 64122.33, "btc_dev": 7.8, "btc_dev_pct": 0.0122, "btc_velocity": 0.0, "btc_accel": 0.0, "up_bid": 0.57, "up_ask": 0.58, "dn_bid": 0.37, "dn_ask": 0.38, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2472.0, "up_ask_depth": 1226.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1246.1, "up_depth_share": 1.0, "streak_up_n": 14, "streak_dn_n": 1, "streak_up_shares": 1378.0, "streak_dn_shares": 13.0, "streak_concentration": 0.867, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 38, "streak_dn_total_field": 7, "all_whale_up_shares": 22.0, "all_whale_dn_shares": 0, "winners_total": 497, "winners_up_n": 136, "winners_dn_n": 32, "winners_up_s": 5411.0, "winners_dn_s": 2093.0, "winners_side": "up", "hedged_count": 84, "up_total_shares": 9719.0, "dn_total_shares": 9735.0, "up_count": 276, "dn_count": 190, "round_ts": 1784997300, "round_elapsed": 115.0, "round_remaining": 185.0, "side": "up"}, "peak_pnl_pct": 3.0769230769230793, "trough_pnl_pct": -16.92307692307692} {"ts": 1784997425.146963, "type": "snapshot", "round_ts": 1784997300, "remaining": 174.85354828834534, "strike": 64122.331, "btc": 64131.98413506, "bid": 0.62, "side": "up", "entry_price": 0.65, "state": {"ts": 1784997425.146963, "btc": 64131.98, "strike": 64122.33, "btc_dev": 9.65, "btc_dev_pct": 0.0151, "btc_velocity": 0.2011, "btc_accel": 0.0, "up_bid": 0.62, "up_ask": 0.63, "dn_bid": 0.37, "dn_ask": 0.38, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1064.0, "up_ask_depth": 2028.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -964.7, "up_depth_share": 1.0, "streak_up_n": 14, "streak_dn_n": 1, "streak_up_shares": 1445.0, "streak_dn_shares": 13.0, "streak_concentration": 0.867, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 40, "streak_dn_total_field": 7, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 497, "winners_up_n": 143, "winners_dn_n": 36, "winners_up_s": 5715.0, "winners_dn_s": 2196.0, "winners_side": "up", "hedged_count": 89, "up_total_shares": 10762.0, "dn_total_shares": 10805.0, "up_count": 305, "dn_count": 199, "round_ts": 1784997300, "round_elapsed": 125.1, "round_remaining": 174.9, "side": "up"}, "peak_pnl_pct": 3.0769230769230793, "trough_pnl_pct": -16.92307692307692} {"ts": 1784997435.043647, "type": "snapshot", "round_ts": 1784997300, "remaining": 164.95635294914246, "strike": 64122.331, "btc": 64131.643352242536, "bid": 0.67, "side": "up", "entry_price": 0.65, "state": {"ts": 1784997435.043647, "btc": 64131.64, "strike": 64122.33, "btc_dev": 9.31, "btc_dev_pct": 0.0145, "btc_velocity": -0.1291, "btc_accel": 0.0, "up_bid": 0.67, "up_ask": 0.68, "dn_bid": 0.32, "dn_ask": 0.33, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1197.0, "up_ask_depth": 1917.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -720.3, "up_depth_share": 1.0, "streak_up_n": 14, "streak_dn_n": 0, "streak_up_shares": 1612.0, "streak_dn_shares": 0, "streak_concentration": 1.0, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 42, "streak_dn_total_field": 7, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 497, "winners_up_n": 154, "winners_dn_n": 40, "winners_up_s": 6753.0, "winners_dn_s": 2561.0, "winners_side": "up", "hedged_count": 100, "up_total_shares": 12263.0, "dn_total_shares": 12317.0, "up_count": 328, "dn_count": 217, "round_ts": 1784997300, "round_elapsed": 135.0, "round_remaining": 165.0, "side": "up"}, "peak_pnl_pct": 3.0769230769230793, "trough_pnl_pct": -16.92307692307692} {"ts": 1784997445.141639, "type": "snapshot", "round_ts": 1784997300, "remaining": 154.85836100578308, "strike": 64122.331, "btc": 64134.58245364, "bid": 0.71, "side": "up", "entry_price": 0.65, "state": {"ts": 1784997445.141639, "btc": 64134.58, "strike": 64122.33, "btc_dev": 12.25, "btc_dev_pct": 0.0191, "btc_velocity": 0.4319, "btc_accel": 0.0, "up_bid": 0.71, "up_ask": 0.72, "dn_bid": 0.28, "dn_ask": 0.29, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1303.0, "up_ask_depth": 2474.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1170.9, "up_depth_share": 1.0, "streak_up_n": 11, "streak_dn_n": 0, "streak_up_shares": 1619.0, "streak_dn_shares": 0, "streak_concentration": 1.0, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 43, "streak_dn_total_field": 7, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 497, "winners_up_n": 163, "winners_dn_n": 40, "winners_up_s": 7287.0, "winners_dn_s": 2920.0, "winners_side": "up", "hedged_count": 101, "up_total_shares": 13206.0, "dn_total_shares": 13291.0, "up_count": 351, "dn_count": 226, "round_ts": 1784997300, "round_elapsed": 145.1, "round_remaining": 154.9, "side": "up"}, "peak_pnl_pct": 9.230769230769221, "trough_pnl_pct": -16.92307692307692} {"ts": 1784997455.023902, "type": "snapshot", "round_ts": 1784997300, "remaining": 144.97672200202942, "strike": 64122.331, "btc": 64133.73081714, "bid": 0.67, "side": "up", "entry_price": 0.65, "state": {"ts": 1784997455.023902, "btc": 64133.73, "strike": 64122.33, "btc_dev": 11.4, "btc_dev_pct": 0.0178, "btc_velocity": -0.1435, "btc_accel": 0.0, "up_bid": 0.67, "up_ask": 0.68, "dn_bid": 0.34, "dn_ask": 0.35, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1926.0, "up_ask_depth": 1409.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 516.6, "up_depth_share": 1.0, "streak_up_n": 10, "streak_dn_n": 0, "streak_up_shares": 1759.0, "streak_dn_shares": 0, "streak_concentration": 1.0, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 43, "streak_dn_total_field": 7, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 497, "winners_up_n": 163, "winners_dn_n": 41, "winners_up_s": 7617.0, "winners_dn_s": 2594.0, "winners_side": "up", "hedged_count": 105, "up_total_shares": 13741.0, "dn_total_shares": 13809.0, "up_count": 361, "dn_count": 233, "round_ts": 1784997300, "round_elapsed": 155.0, "round_remaining": 145.0, "side": "up"}, "peak_pnl_pct": 9.230769230769221, "trough_pnl_pct": -16.92307692307692} {"ts": 1784997464.5039914, "type": "exit", "reason": "take_profit", "entry_price": 0.65, "exit_price": 0.75, "shares": 1.54, "pnl": 0.15, "pnl_pct": 15.4, "hold_seconds": 117.7, "btc": 64133.2365505869, "strike": 64122.331, "peak_pnl_pct": 15.38461538461538, "trough_pnl_pct": -16.92307692307692, "max_bid": 0.75, "min_bid": 0.54, "state": {"ts": 1784997464.5039914, "btc": 64133.24, "strike": 64122.33, "btc_dev": 10.91, "btc_dev_pct": 0.017, "btc_velocity": 0.1538, "btc_accel": 0.0, "up_bid": 0.77, "up_ask": 0.78, "dn_bid": 0.22, "dn_ask": 0.23, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1258.0, "up_ask_depth": 2773.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1515.7, "up_depth_share": 1.0, "streak_up_n": 10, "streak_dn_n": 0, "streak_up_shares": 1789.0, "streak_dn_shares": 0, "streak_concentration": 1.0, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 44, "streak_dn_total_field": 7, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 497, "winners_up_n": 167, "winners_dn_n": 40, "winners_up_s": 7992.0, "winners_dn_s": 2483.0, "winners_side": "up", "hedged_count": 109, "up_total_shares": 14197.0, "dn_total_shares": 14277.0, "up_count": 379, "dn_count": 239, "round_ts": 1784997300, "round_elapsed": 164.5, "round_remaining": 0, "side": "up"}, "entry_signal": "UP", "entry_signals": {"btc_dev": "中性 (偏离 $+5.43 < $10, 无趋势)", "btc_accel": "UP +2 (v=+0.572/s, a=+0.059/s², 加速)", "book": "中性 (UP bid/ask=2564/2163, DN bid/ask=2388/2991)", "streak_leader": "UP +3 (🔥 12UP/3DN, 净集变 +9, 综合 +65%)", "winners": "中性 (上轮赢家 40UP / 26DN)"}} {"ts": 1784997494.6901672, "type": "entry", "round_ts": 1784997300, "strike": 64122.331, "btc": 64138.39777819, "side": "up", "score": 6, "signals": {"btc_dev": "UP +1 (BTC $+16.07 vs 锚定)", "btc_accel": "中性 (v=+0.095/s < 0.1, 无动量)", "book": "DN -1 (UP bid/ask=1037/1254, DN bid/ask=1350/916)", "streak_leader": "UP +4 (🔥 9UP/0DN, 净集变 +9, 综合 +95%)", "winners": "UP +2 (上轮赢家本轮 185UP / 45DN)"}, "price": 0.58, "shares": 1.72, "amount": 1.0, "streak_up": 9, "streak_dn": 0, "streak_concentration": 1.0, "state": {"ts": 1784997494.6901672, "btc": 64138.4, "strike": 64122.33, "btc_dev": 16.07, "btc_dev_pct": 0.0251, "btc_velocity": 0.0952, "btc_accel": 0.0, "up_bid": 0.55, "up_ask": 0.56, "dn_bid": 0.44, "dn_ask": 0.45, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1037.0, "up_ask_depth": 1254.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -216.9, "up_depth_share": 1.0, "streak_up_n": 9, "streak_dn_n": 0, "streak_up_shares": 2473.0, "streak_dn_shares": 0, "streak_concentration": 1.0, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 50, "streak_dn_total_field": 9, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 497, "winners_up_n": 185, "winners_dn_n": 45, "winners_up_s": 8934.0, "winners_dn_s": 2790.0, "winners_side": "up", "hedged_count": 120, "up_total_shares": 16673.0, "dn_total_shares": 16779.0, "up_count": 431, "dn_count": 269, "round_ts": 1784997300, "round_elapsed": 194.7, "round_remaining": 105.3, "side": "up"}, "virtual_balance": 7.89} {"ts": 1784997495.191545, "type": "snapshot", "round_ts": 1784997300, "remaining": 104.80845499038696, "strike": 64122.331, "btc": 64138.39777819, "bid": 0.55, "side": "up", "entry_price": 0.58, "state": {"ts": 1784997495.191545, "btc": 64138.4, "strike": 64122.33, "btc_dev": 16.07, "btc_dev_pct": 0.0251, "btc_velocity": 0.0928, "btc_accel": 0.0, "up_bid": 0.55, "up_ask": 0.56, "dn_bid": 0.45, "dn_ask": 0.46, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 867.0, "up_ask_depth": 1399.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -531.3, "up_depth_share": 1.0, "streak_up_n": 9, "streak_dn_n": 0, "streak_up_shares": 2473.0, "streak_dn_shares": 0, "streak_concentration": 1.0, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 50, "streak_dn_total_field": 9, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 497, "winners_up_n": 185, "winners_dn_n": 45, "winners_up_s": 8934.0, "winners_dn_s": 2790.0, "winners_side": "up", "hedged_count": 120, "up_total_shares": 16673.0, "dn_total_shares": 16779.0, "up_count": 431, "dn_count": 269, "round_ts": 1784997300, "round_elapsed": 195.2, "round_remaining": 104.8, "side": "up"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -5.172413793103434} {"ts": 1784997500.6241596, "type": "exit", "reason": "stop_loss", "entry_price": 0.58, "exit_price": 0.43, "shares": 1.72, "pnl": -0.26, "pnl_pct": -25.9, "hold_seconds": 6.0, "btc": 64133.331912455986, "strike": 64122.331, "peak_pnl_pct": 0.0, "trough_pnl_pct": -25.86206896551724, "max_bid": 0.58, "min_bid": 0.43, "state": {"ts": 1784997500.62316, "btc": 64133.33, "strike": 64122.33, "btc_dev": 11.0, "btc_dev_pct": 0.0172, "btc_velocity": -0.8099, "btc_accel": 0.0, "up_bid": 0.45, "up_ask": 0.46, "dn_bid": 0.52, "dn_ask": 0.53, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1120.0, "up_ask_depth": 1124.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -3.6, "up_depth_share": 1.0, "streak_up_n": 7, "streak_dn_n": 0, "streak_up_shares": 1009.0, "streak_dn_shares": 0, "streak_concentration": 1.0, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 51, "streak_dn_total_field": 13, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 497, "winners_up_n": 188, "winners_dn_n": 50, "winners_up_s": 8871.0, "winners_dn_s": 2938.0, "winners_side": "up", "hedged_count": 142, "up_total_shares": 17373.0, "dn_total_shares": 17502.0, "up_count": 461, "dn_count": 276, "round_ts": 1784997300, "round_elapsed": 200.6, "round_remaining": 0, "side": "up"}, "entry_signal": "UP", "entry_signals": {"btc_dev": "UP +1 (BTC $+16.07 vs 锚定)", "btc_accel": "中性 (v=+0.095/s < 0.1, 无动量)", "book": "DN -1 (UP bid/ask=1037/1254, DN bid/ask=1350/916)", "streak_leader": "UP +4 (🔥 9UP/0DN, 净集变 +9, 综合 +95%)", "winners": "UP +2 (上轮赢家本轮 185UP / 45DN)"}} {"ts": 1784997639.3586304, "type": "entry", "round_ts": 1784997600, "strike": 64132.46182847, "btc": 64133.19557682, "side": "up", "score": 5, "signals": {"btc_dev": "中性 (偏离 $+0.73 < $10, 无趋势)", "btc_accel": "UP +2 (v=+0.235/s, a=+0.056/s², 加速)", "book": "DN -1 (UP bid/ask=995/2338, DN bid/ask=2383/1028)", "streak_leader": "UP +2 (🔥 7UP/3DN, 净集变 +2, 综合 +37%)", "winners": "UP +2 (上轮赢家本轮 77UP / 23DN)"}, "price": 0.57, "shares": 1.75, "amount": 1.0, "streak_up": 7, "streak_dn": 3, "streak_concentration": 0.4, "state": {"ts": 1784997639.3586304, "btc": 64133.2, "strike": 64132.46, "btc_dev": 0.73, "btc_dev_pct": 0.0011, "btc_velocity": 0.2347, "btc_accel": 0.0565, "up_bid": 0.54, "up_ask": 0.55, "dn_bid": 0.45, "dn_ask": 0.46, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 995.0, "up_ask_depth": 2338.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1343.1, "up_depth_share": 1.0, "streak_up_n": 7, "streak_dn_n": 3, "streak_up_shares": 263.0, "streak_dn_shares": 79.0, "streak_concentration": 0.4, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 13, "streak_dn_total_field": 4, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 618, "winners_up_n": 77, "winners_dn_n": 23, "winners_up_s": 2946.0, "winners_dn_s": 843.0, "winners_side": "up", "hedged_count": 39, "up_total_shares": 5562.0, "dn_total_shares": 5582.0, "up_count": 168, "dn_count": 85, "round_ts": 1784997600, "round_elapsed": 39.4, "round_remaining": 260.6, "side": "up"}, "virtual_balance": 7.63} {"ts": 1784997645.1292582, "type": "snapshot", "round_ts": 1784997600, "remaining": 254.87175607681274, "strike": 64132.46182847, "btc": 64133.549306525, "bid": 0.54, "side": "up", "entry_price": 0.57, "state": {"ts": 1784997645.1292582, "btc": 64133.55, "strike": 64132.46, "btc_dev": 1.09, "btc_dev_pct": 0.0017, "btc_velocity": 0.1883, "btc_accel": 0.0, "up_bid": 0.54, "up_ask": 0.55, "dn_bid": 0.45, "dn_ask": 0.46, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1395.0, "up_ask_depth": 2315.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -919.7, "up_depth_share": 1.0, "streak_up_n": 12, "streak_dn_n": 5, "streak_up_shares": 731.0, "streak_dn_shares": 89.0, "streak_concentration": 0.412, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 24, "streak_dn_total_field": 6, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 618, "winners_up_n": 93, "winners_dn_n": 34, "winners_up_s": 3483.0, "winners_dn_s": 1098.0, "winners_side": "up", "hedged_count": 56, "up_total_shares": 6751.0, "dn_total_shares": 6765.0, "up_count": 192, "dn_count": 111, "round_ts": 1784997600, "round_elapsed": 45.1, "round_remaining": 254.9, "side": "up"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -5.263157894736828} {"ts": 1784997655.033636, "type": "snapshot", "round_ts": 1784997600, "remaining": 244.96687364578247, "strike": 64132.46182847, "btc": 64137.39092002, "bid": 0.64, "side": "up", "entry_price": 0.57, "state": {"ts": 1784997655.0331264, "btc": 64137.39, "strike": 64132.46, "btc_dev": 4.93, "btc_dev_pct": 0.0077, "btc_velocity": 0.5075, "btc_accel": 0.0, "up_bid": 0.64, "up_ask": 0.65, "dn_bid": 0.37, "dn_ask": 0.38, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 748.0, "up_ask_depth": 3934.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -3186.5, "up_depth_share": 1.0, "streak_up_n": 13, "streak_dn_n": 3, "streak_up_shares": 809.0, "streak_dn_shares": 32.0, "streak_concentration": 0.625, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 28, "streak_dn_total_field": 7, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 618, "winners_up_n": 103, "winners_dn_n": 36, "winners_up_s": 3729.0, "winners_dn_s": 1607.0, "winners_side": "up", "hedged_count": 64, "up_total_shares": 7997.0, "dn_total_shares": 8007.0, "up_count": 203, "dn_count": 126, "round_ts": 1784997600, "round_elapsed": 55.0, "round_remaining": 245.0, "side": "up"}, "peak_pnl_pct": 15.789473684210542, "trough_pnl_pct": -5.263157894736828} {"ts": 1784997665.1374156, "type": "snapshot", "round_ts": 1784997600, "remaining": 234.8625843524933, "strike": 64132.46182847, "btc": 64137.59283326, "bid": 0.51, "side": "up", "entry_price": 0.57, "state": {"ts": 1784997665.1374156, "btc": 64137.59, "strike": 64132.46, "btc_dev": 5.13, "btc_dev_pct": 0.008, "btc_velocity": 0.01, "btc_accel": 0.0, "up_bid": 0.51, "up_ask": 0.52, "dn_bid": 0.49, "dn_ask": 0.5, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 727.0, "up_ask_depth": 1376.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -649.9, "up_depth_share": 1.0, "streak_up_n": 14, "streak_dn_n": 1, "streak_up_shares": 970.0, "streak_dn_shares": 12.0, "streak_concentration": 0.867, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 31, "streak_dn_total_field": 8, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 618, "winners_up_n": 105, "winners_dn_n": 45, "winners_up_s": 3633.0, "winners_dn_s": 1822.0, "winners_side": "up", "hedged_count": 75, "up_total_shares": 10325.0, "dn_total_shares": 10326.0, "up_count": 208, "dn_count": 171, "round_ts": 1784997600, "round_elapsed": 65.1, "round_remaining": 234.9, "side": "up"}, "peak_pnl_pct": 15.789473684210542, "trough_pnl_pct": -14.03508771929824} {"ts": 1784997665.3450139, "type": "exit", "reason": "stop_loss", "entry_price": 0.57, "exit_price": 0.42, "shares": 1.75, "pnl": -0.26, "pnl_pct": -26.3, "hold_seconds": 26.0, "btc": 64137.59283326, "strike": 64132.46182847, "peak_pnl_pct": 15.789473684210542, "trough_pnl_pct": -14.03508771929824, "max_bid": 0.66, "min_bid": 0.49, "state": {"ts": 1784997665.3450139, "btc": 64137.59, "strike": 64132.46, "btc_dev": 5.13, "btc_dev_pct": 0.008, "btc_velocity": 0.01, "btc_accel": 0.0, "up_bid": 0.44, "up_ask": 0.45, "dn_bid": 0.49, "dn_ask": 0.5, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 756.0, "up_ask_depth": 1094.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -339.0, "up_depth_share": 1.0, "streak_up_n": 14, "streak_dn_n": 1, "streak_up_shares": 970.0, "streak_dn_shares": 12.0, "streak_concentration": 0.867, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 31, "streak_dn_total_field": 8, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 618, "winners_up_n": 105, "winners_dn_n": 45, "winners_up_s": 3633.0, "winners_dn_s": 1822.0, "winners_side": "up", "hedged_count": 75, "up_total_shares": 10325.0, "dn_total_shares": 10326.0, "up_count": 208, "dn_count": 171, "round_ts": 1784997600, "round_elapsed": 65.3, "round_remaining": 0, "side": "up"}, "entry_signal": "UP", "entry_signals": {"btc_dev": "中性 (偏离 $+0.73 < $10, 无趋势)", "btc_accel": "UP +2 (v=+0.235/s, a=+0.056/s², 加速)", "book": "DN -1 (UP bid/ask=995/2338, DN bid/ask=2383/1028)", "streak_leader": "UP +2 (🔥 7UP/3DN, 净集变 +2, 综合 +37%)", "winners": "UP +2 (上轮赢家本轮 77UP / 23DN)"}} {"ts": 1784997695.5397432, "type": "entry", "round_ts": 1784997600, "strike": 64132.46182847, "btc": 64142.37344448, "side": "up", "score": 7, "signals": {"btc_dev": "中性 (偏离 $+9.91 < $10, 无趋势)", "btc_accel": "UP +2 (v=+0.359/s, a=+0.000/s², 加速)", "book": "DN -1 (UP bid/ask=1337/1218, DN bid/ask=1790/1033)", "streak_leader": "UP +4 (🔥 14UP/1DN, 净集变 +12, 综合 +81%)", "winners": "UP +2 (上轮赢家本轮 160UP / 57DN)"}, "price": 0.7, "shares": 1.43, "amount": 1.0, "streak_up": 14, "streak_dn": 1, "streak_concentration": 0.8666666666666667, "state": {"ts": 1784997695.5397432, "btc": 64142.37, "strike": 64132.46, "btc_dev": 9.91, "btc_dev_pct": 0.0155, "btc_velocity": 0.3587, "btc_accel": 0.0, "up_bid": 0.67, "up_ask": 0.68, "dn_bid": 0.32, "dn_ask": 0.33, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1337.0, "up_ask_depth": 1218.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 119.4, "up_depth_share": 1.0, "streak_up_n": 14, "streak_dn_n": 1, "streak_up_shares": 1570.0, "streak_dn_shares": 45.0, "streak_concentration": 0.867, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 40, "streak_dn_total_field": 8, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 618, "winners_up_n": 160, "winners_dn_n": 57, "winners_up_s": 6531.0, "winners_dn_s": 2373.0, "winners_side": "up", "hedged_count": 120, "up_total_shares": 16156.0, "dn_total_shares": 16175.0, "up_count": 319, "dn_count": 226, "round_ts": 1784997600, "round_elapsed": 95.5, "round_remaining": 204.5, "side": "up"}, "virtual_balance": 7.36} {"ts": 1784997700.0533879, "type": "snapshot", "round_ts": 1784997600, "remaining": 199.94661211967468, "strike": 64132.46182847, "btc": 64141.545187325755, "bid": 0.69, "side": "up", "entry_price": 0.7, "state": {"ts": 1784997700.0533879, "btc": 64141.55, "strike": 64132.46, "btc_dev": 9.08, "btc_dev_pct": 0.0142, "btc_velocity": 0.0053, "btc_accel": 0.0, "up_bid": 0.69, "up_ask": 0.7, "dn_bid": 0.3, "dn_ask": 0.31, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 752.0, "up_ask_depth": 2149.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1396.8, "up_depth_share": 1.0, "streak_up_n": 14, "streak_dn_n": 2, "streak_up_shares": 1710.0, "streak_dn_shares": 68.0, "streak_concentration": 0.75, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 41, "streak_dn_total_field": 7, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 618, "winners_up_n": 163, "winners_dn_n": 56, "winners_up_s": 6772.0, "winners_dn_s": 2418.0, "winners_side": "up", "hedged_count": 121, "up_total_shares": 16344.0, "dn_total_shares": 16377.0, "up_count": 318, "dn_count": 229, "round_ts": 1784997600, "round_elapsed": 100.1, "round_remaining": 199.9, "side": "up"}, "peak_pnl_pct": 1.42857142857143, "trough_pnl_pct": -1.42857142857143} {"ts": 1784997710.1812708, "type": "snapshot", "round_ts": 1784997600, "remaining": 189.8308298587799, "strike": 64132.46182847, "btc": 64144.902, "bid": 0.69, "side": "up", "entry_price": 0.7, "state": {"ts": 1784997710.1812708, "btc": 64144.9, "strike": 64132.46, "btc_dev": 12.44, "btc_dev_pct": 0.0194, "btc_velocity": 0.2166, "btc_accel": 0.0, "up_bid": 0.69, "up_ask": 0.7, "dn_bid": 0.3, "dn_ask": 0.31, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 428.0, "up_ask_depth": 2119.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1691.3, "up_depth_share": 1.0, "streak_up_n": 13, "streak_dn_n": 2, "streak_up_shares": 1639.0, "streak_dn_shares": 68.0, "streak_concentration": 0.733, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 45, "streak_dn_total_field": 4, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 618, "winners_up_n": 178, "winners_dn_n": 55, "winners_up_s": 7237.0, "winners_dn_s": 2407.0, "winners_side": "up", "hedged_count": 126, "up_total_shares": 16617.0, "dn_total_shares": 16648.0, "up_count": 339, "dn_count": 232, "round_ts": 1784997600, "round_elapsed": 110.2, "round_remaining": 189.8, "side": "up"}, "peak_pnl_pct": 1.42857142857143, "trough_pnl_pct": -7.142857142857134} {"ts": 1784997720.0625482, "type": "snapshot", "round_ts": 1784997600, "remaining": 179.93745183944702, "strike": 64132.46182847, "btc": 64144.12532255, "bid": 0.6, "side": "up", "entry_price": 0.7, "state": {"ts": 1784997720.0625482, "btc": 64144.13, "strike": 64132.46, "btc_dev": 11.66, "btc_dev_pct": 0.0182, "btc_velocity": 0.0774, "btc_accel": 0.0, "up_bid": 0.6, "up_ask": 0.61, "dn_bid": 0.39, "dn_ask": 0.4, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 610.0, "up_ask_depth": 2118.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1507.8, "up_depth_share": 1.0, "streak_up_n": 15, "streak_dn_n": 2, "streak_up_shares": 1757.0, "streak_dn_shares": 68.0, "streak_concentration": 0.765, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 46, "streak_dn_total_field": 6, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 618, "winners_up_n": 188, "winners_dn_n": 57, "winners_up_s": 7871.0, "winners_dn_s": 2460.0, "winners_side": "up", "hedged_count": 131, "up_total_shares": 17455.0, "dn_total_shares": 17492.0, "up_count": 356, "dn_count": 240, "round_ts": 1784997600, "round_elapsed": 120.1, "round_remaining": 179.9, "side": "up"}, "peak_pnl_pct": 1.42857142857143, "trough_pnl_pct": -14.285714285714283} {"ts": 1784997725.1189835, "type": "exit", "reason": "stop_loss", "entry_price": 0.7, "exit_price": 0.52, "shares": 1.43, "pnl": -0.26, "pnl_pct": -25.7, "hold_seconds": 29.6, "btc": 64141.787207585, "strike": 64132.46182847, "peak_pnl_pct": 1.42857142857143, "trough_pnl_pct": -21.428571428571416, "max_bid": 0.71, "min_bid": 0.55, "state": {"ts": 1784997725.1189835, "btc": 64141.79, "strike": 64132.46, "btc_dev": 9.33, "btc_dev_pct": 0.0145, "btc_velocity": -0.4017, "btc_accel": 0.0, "up_bid": 0.54, "up_ask": 0.55, "dn_bid": 0.44, "dn_ask": 0.45, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 642.0, "up_ask_depth": 1204.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -562.3, "up_depth_share": 1.0, "streak_up_n": 13, "streak_dn_n": 1, "streak_up_shares": 1697.0, "streak_dn_shares": 45.0, "streak_concentration": 0.857, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 46, "streak_dn_total_field": 6, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 618, "winners_up_n": 193, "winners_dn_n": 59, "winners_up_s": 7932.0, "winners_dn_s": 2505.0, "winners_side": "up", "hedged_count": 132, "up_total_shares": 17591.0, "dn_total_shares": 17623.0, "up_count": 364, "dn_count": 244, "round_ts": 1784997600, "round_elapsed": 125.1, "round_remaining": 0, "side": "up"}, "entry_signal": "UP", "entry_signals": {"btc_dev": "中性 (偏离 $+9.91 < $10, 无趋势)", "btc_accel": "UP +2 (v=+0.359/s, a=+0.000/s², 加速)", "book": "DN -1 (UP bid/ask=1337/1218, DN bid/ask=1790/1033)", "streak_leader": "UP +4 (🔥 14UP/1DN, 净集变 +12, 综合 +81%)", "winners": "UP +2 (上轮赢家本轮 160UP / 57DN)"}} {"ts": 1784997755.2701051, "type": "entry", "round_ts": 1784997600, "strike": 64132.46182847, "btc": 64141.97, "side": "up", "score": 5, "signals": {"btc_dev": "中性 (偏离 $+9.51 < $10, 无趋势)", "btc_accel": "中性 (v=+0.027/s < 0.1, 无动量)", "book": "DN -1 (UP bid/ask=931/1499, DN bid/ask=1499/880)", "streak_leader": "UP +4 (🔥 12UP/1DN, 净集变 +11, 综合 +77%)", "winners": "UP +2 (上轮赢家本轮 217UP / 60DN)"}, "price": 0.7, "shares": 1.43, "amount": 1.0, "streak_up": 12, "streak_dn": 1, "streak_concentration": 0.8461538461538461, "state": {"ts": 1784997755.2701051, "btc": 64141.97, "strike": 64132.46, "btc_dev": 9.51, "btc_dev_pct": 0.0148, "btc_velocity": 0.0265, "btc_accel": 0.0, "up_bid": 0.67, "up_ask": 0.68, "dn_bid": 0.32, "dn_ask": 0.33, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 931.0, "up_ask_depth": 1499.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -567.6, "up_depth_share": 1.0, "streak_up_n": 12, "streak_dn_n": 1, "streak_up_shares": 1698.0, "streak_dn_shares": 45.0, "streak_concentration": 0.846, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 45, "streak_dn_total_field": 7, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 618, "winners_up_n": 217, "winners_dn_n": 60, "winners_up_s": 8864.0, "winners_dn_s": 2766.0, "winners_side": "up", "hedged_count": 150, "up_total_shares": 19104.0, "dn_total_shares": 19161.0, "up_count": 401, "dn_count": 259, "round_ts": 1784997600, "round_elapsed": 155.3, "round_remaining": 144.7, "side": "up"}, "virtual_balance": 7.1} {"ts": 1784997755.7897675, "type": "snapshot", "round_ts": 1784997600, "remaining": 144.21722602844238, "strike": 64132.46182847, "btc": 64141.97, "bid": 0.67, "side": "up", "entry_price": 0.7, "state": {"ts": 1784997755.7897675, "btc": 64141.97, "strike": 64132.46, "btc_dev": 9.51, "btc_dev_pct": 0.0148, "btc_velocity": 0.0259, "btc_accel": 0.0, "up_bid": 0.67, "up_ask": 0.68, "dn_bid": 0.32, "dn_ask": 0.33, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 897.0, "up_ask_depth": 1497.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -599.7, "up_depth_share": 1.0, "streak_up_n": 12, "streak_dn_n": 1, "streak_up_shares": 1698.0, "streak_dn_shares": 45.0, "streak_concentration": 0.846, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 45, "streak_dn_total_field": 7, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 618, "winners_up_n": 217, "winners_dn_n": 60, "winners_up_s": 8864.0, "winners_dn_s": 2766.0, "winners_side": "up", "hedged_count": 150, "up_total_shares": 19104.0, "dn_total_shares": 19161.0, "up_count": 401, "dn_count": 259, "round_ts": 1784997600, "round_elapsed": 155.8, "round_remaining": 144.2, "side": "up"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -4.285714285714274} {"ts": 1784997765.0520847, "type": "snapshot", "round_ts": 1784997600, "remaining": 134.94791531562805, "strike": 64132.46182847, "btc": 64142.81834924, "bid": 0.67, "side": "up", "entry_price": 0.7, "state": {"ts": 1784997765.0520847, "btc": 64142.82, "strike": 64132.46, "btc_dev": 10.36, "btc_dev_pct": 0.0161, "btc_velocity": 0.1684, "btc_accel": 0.0, "up_bid": 0.67, "up_ask": 0.68, "dn_bid": 0.32, "dn_ask": 0.33, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 399.0, "up_ask_depth": 1326.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -927.8, "up_depth_share": 1.0, "streak_up_n": 12, "streak_dn_n": 1, "streak_up_shares": 1698.0, "streak_dn_shares": 45.0, "streak_concentration": 0.846, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 47, "streak_dn_total_field": 6, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 618, "winners_up_n": 223, "winners_dn_n": 62, "winners_up_s": 9052.0, "winners_dn_s": 2890.0, "winners_side": "up", "hedged_count": 151, "up_total_shares": 19274.0, "dn_total_shares": 19331.0, "up_count": 410, "dn_count": 265, "round_ts": 1784997600, "round_elapsed": 165.1, "round_remaining": 134.9, "side": "up"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -8.571428571428562} {"ts": 1784997775.1711876, "type": "snapshot", "round_ts": 1784997600, "remaining": 124.82938361167908, "strike": 64132.46182847, "btc": 64142.7471666, "bid": 0.63, "side": "up", "entry_price": 0.7, "state": {"ts": 1784997775.1711876, "btc": 64142.75, "strike": 64132.46, "btc_dev": 10.29, "btc_dev_pct": 0.016, "btc_velocity": -0.0103, "btc_accel": 0.0, "up_bid": 0.63, "up_ask": 0.64, "dn_bid": 0.33, "dn_ask": 0.34, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 262.0, "up_ask_depth": 1104.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -842.5, "up_depth_share": 1.0, "streak_up_n": 13, "streak_dn_n": 2, "streak_up_shares": 1743.0, "streak_dn_shares": 74.0, "streak_concentration": 0.733, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 48, "streak_dn_total_field": 7, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 618, "winners_up_n": 229, "winners_dn_n": 63, "winners_up_s": 9097.0, "winners_dn_s": 2988.0, "winners_side": "up", "hedged_count": 153, "up_total_shares": 19515.0, "dn_total_shares": 19572.0, "up_count": 424, "dn_count": 271, "round_ts": 1784997600, "round_elapsed": 175.2, "round_remaining": 124.8, "side": "up"}, "peak_pnl_pct": 1.42857142857143, "trough_pnl_pct": -9.999999999999993} {"ts": 1784997785.0410378, "type": "snapshot", "round_ts": 1784997600, "remaining": 114.95896220207214, "strike": 64132.46182847, "btc": 64142.91936066, "bid": 0.69, "side": "up", "entry_price": 0.7, "state": {"ts": 1784997785.0410378, "btc": 64142.92, "strike": 64132.46, "btc_dev": 10.46, "btc_dev_pct": 0.0163, "btc_velocity": 0.0027, "btc_accel": 0.0, "up_bid": 0.69, "up_ask": 0.7, "dn_bid": 0.31, "dn_ask": 0.32, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 204.0, "up_ask_depth": 1522.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1317.8, "up_depth_share": 1.0, "streak_up_n": 14, "streak_dn_n": 2, "streak_up_shares": 1835.0, "streak_dn_shares": 74.0, "streak_concentration": 0.75, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 50, "streak_dn_total_field": 7, "all_whale_up_shares": 43.0, "all_whale_dn_shares": 0, "winners_total": 618, "winners_up_n": 234, "winners_dn_n": 65, "winners_up_s": 9369.0, "winners_dn_s": 2919.0, "winners_side": "up", "hedged_count": 156, "up_total_shares": 19784.0, "dn_total_shares": 19842.0, "up_count": 430, "dn_count": 279, "round_ts": 1784997600, "round_elapsed": 185.0, "round_remaining": 115.0, "side": "up"}, "peak_pnl_pct": 1.42857142857143, "trough_pnl_pct": -9.999999999999993} {"ts": 1784997795.118972, "type": "snapshot", "round_ts": 1784997600, "remaining": 104.88102793693542, "strike": 64132.46182847, "btc": 64142.48957004, "bid": 0.64, "side": "up", "entry_price": 0.7, "state": {"ts": 1784997795.118972, "btc": 64142.49, "strike": 64132.46, "btc_dev": 10.03, "btc_dev_pct": 0.0156, "btc_velocity": -0.1067, "btc_accel": 0.0, "up_bid": 0.64, "up_ask": 0.65, "dn_bid": 0.35, "dn_ask": 0.36, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 823.0, "up_ask_depth": 1465.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -641.9, "up_depth_share": 1.0, "streak_up_n": 14, "streak_dn_n": 2, "streak_up_shares": 1858.0, "streak_dn_shares": 74.0, "streak_concentration": 0.75, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 52, "streak_dn_total_field": 7, "all_whale_up_shares": 43.0, "all_whale_dn_shares": 0, "winners_total": 618, "winners_up_n": 242, "winners_dn_n": 65, "winners_up_s": 9568.0, "winners_dn_s": 2869.0, "winners_side": "up", "hedged_count": 159, "up_total_shares": 20232.0, "dn_total_shares": 20290.0, "up_count": 446, "dn_count": 282, "round_ts": 1784997600, "round_elapsed": 195.1, "round_remaining": 104.9, "side": "up"}, "peak_pnl_pct": 1.42857142857143, "trough_pnl_pct": -19.999999999999986} {"ts": 1784997805.1751504, "type": "snapshot", "round_ts": 1784997600, "remaining": 94.82549405097961, "strike": 64132.46182847, "btc": 64142.07994488, "bid": 0.72, "side": "up", "entry_price": 0.7, "state": {"ts": 1784997805.1751504, "btc": 64142.08, "strike": 64132.46, "btc_dev": 9.62, "btc_dev_pct": 0.015, "btc_velocity": -0.0401, "btc_accel": 0.0, "up_bid": 0.72, "up_ask": 0.73, "dn_bid": 0.28, "dn_ask": 0.29, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 291.0, "up_ask_depth": 2017.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1725.8, "up_depth_share": 1.0, "streak_up_n": 11, "streak_dn_n": 2, "streak_up_shares": 1586.0, "streak_dn_shares": 74.0, "streak_concentration": 0.692, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 51, "streak_dn_total_field": 7, "all_whale_up_shares": 43.0, "all_whale_dn_shares": 0, "winners_total": 618, "winners_up_n": 244, "winners_dn_n": 66, "winners_up_s": 9646.0, "winners_dn_s": 2948.0, "winners_side": "up", "hedged_count": 167, "up_total_shares": 20446.0, "dn_total_shares": 20423.0, "up_count": 456, "dn_count": 286, "round_ts": 1784997600, "round_elapsed": 205.2, "round_remaining": 94.8, "side": "up"}, "peak_pnl_pct": 2.85714285714286, "trough_pnl_pct": -19.999999999999986} {"ts": 1784997815.06225, "type": "snapshot", "round_ts": 1784997600, "remaining": 84.93775010108948, "strike": 64132.46182847, "btc": 64141.35782566449, "bid": 0.71, "side": "up", "entry_price": 0.7, "state": {"ts": 1784997815.06225, "btc": 64141.36, "strike": 64132.46, "btc_dev": 8.9, "btc_dev_pct": 0.0139, "btc_velocity": -0.1366, "btc_accel": 0.0, "up_bid": 0.71, "up_ask": 0.72, "dn_bid": 0.28, "dn_ask": 0.29, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 508.0, "up_ask_depth": 1113.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -604.4, "up_depth_share": 1.0, "streak_up_n": 9, "streak_dn_n": 1, "streak_up_shares": 1591.0, "streak_dn_shares": 45.0, "streak_concentration": 0.8, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 52, "streak_dn_total_field": 7, "all_whale_up_shares": 43.0, "all_whale_dn_shares": 0, "winners_total": 618, "winners_up_n": 249, "winners_dn_n": 66, "winners_up_s": 9910.0, "winners_dn_s": 3082.0, "winners_side": "up", "hedged_count": 167, "up_total_shares": 20883.0, "dn_total_shares": 20860.0, "up_count": 463, "dn_count": 290, "round_ts": 1784997600, "round_elapsed": 215.1, "round_remaining": 84.9, "side": "up"}, "peak_pnl_pct": 2.85714285714286, "trough_pnl_pct": -19.999999999999986} {"ts": 1784997825.1940615, "type": "snapshot", "round_ts": 1784997600, "remaining": 74.80593848228455, "strike": 64132.46182847, "btc": 64142.58485685, "bid": 0.81, "side": "up", "entry_price": 0.7, "state": {"ts": 1784997825.1940615, "btc": 64142.58, "strike": 64132.46, "btc_dev": 10.12, "btc_dev_pct": 0.0158, "btc_velocity": 0.0712, "btc_accel": 0.0, "up_bid": 0.81, "up_ask": 0.82, "dn_bid": 0.18, "dn_ask": 0.19, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1598.0, "up_ask_depth": 1269.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 329.3, "up_depth_share": 1.0, "streak_up_n": 10, "streak_dn_n": 1, "streak_up_shares": 1633.0, "streak_dn_shares": 45.0, "streak_concentration": 0.818, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 53, "streak_dn_total_field": 7, "all_whale_up_shares": 43.0, "all_whale_dn_shares": 0, "winners_total": 618, "winners_up_n": 254, "winners_dn_n": 67, "winners_up_s": 9930.0, "winners_dn_s": 3099.0, "winners_side": "up", "hedged_count": 170, "up_total_shares": 20953.0, "dn_total_shares": 20930.0, "up_count": 473, "dn_count": 290, "round_ts": 1784997600, "round_elapsed": 225.2, "round_remaining": 74.8, "side": "up"}, "peak_pnl_pct": 15.714285714285731, "trough_pnl_pct": -19.999999999999986} {"ts": 1784997828.0042634, "type": "exit", "reason": "take_profit", "entry_price": 0.7, "exit_price": 0.83, "shares": 1.43, "pnl": 0.19, "pnl_pct": 18.6, "hold_seconds": 72.7, "btc": 64142.35552083, "strike": 64132.46182847, "peak_pnl_pct": 17.142857142857142, "trough_pnl_pct": -19.999999999999986, "max_bid": 0.82, "min_bid": 0.56, "state": {"ts": 1784997828.0042634, "btc": 64142.36, "strike": 64132.46, "btc_dev": 9.89, "btc_dev_pct": 0.0154, "btc_velocity": 0.0289, "btc_accel": 0.0, "up_bid": 0.85, "up_ask": 0.86, "dn_bid": 0.16, "dn_ask": 0.17, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1096.0, "up_ask_depth": 2811.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1714.5, "up_depth_share": 1.0, "streak_up_n": 10, "streak_dn_n": 1, "streak_up_shares": 1633.0, "streak_dn_shares": 45.0, "streak_concentration": 0.818, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 53, "streak_dn_total_field": 7, "all_whale_up_shares": 43.0, "all_whale_dn_shares": 0, "winners_total": 618, "winners_up_n": 254, "winners_dn_n": 67, "winners_up_s": 9930.0, "winners_dn_s": 3099.0, "winners_side": "up", "hedged_count": 170, "up_total_shares": 20953.0, "dn_total_shares": 20930.0, "up_count": 473, "dn_count": 290, "round_ts": 1784997600, "round_elapsed": 228.0, "round_remaining": 0, "side": "up"}, "entry_signal": "UP", "entry_signals": {"btc_dev": "中性 (偏离 $+9.51 < $10, 无趋势)", "btc_accel": "中性 (v=+0.027/s < 0.1, 无动量)", "book": "DN -1 (UP bid/ask=931/1499, DN bid/ask=1499/880)", "streak_leader": "UP +4 (🔥 12UP/1DN, 净集变 +11, 综合 +77%)", "winners": "UP +2 (上轮赢家本轮 217UP / 60DN)"}} {"ts": 1784997916.7946317, "type": "entry", "round_ts": 1784997900, "strike": 64143.17090754, "btc": 64142.584, "side": "up", "score": 5, "signals": {"btc_dev": "中性 (偏离 $-0.59 < $10, 无趋势)", "btc_accel": "中性 (v=-0.068/s < 0.1, 无动量)", "book": "DN -1 (UP bid/ask=1684/2566, DN bid/ask=2662/1311)", "streak_leader": "UP +4 (🔥 15UP/1DN, 净集变 +4, 综合 +82%)", "winners": "UP +2 (上轮赢家本轮 54UP / 7DN)"}, "price": 0.45, "shares": 2.22, "amount": 1.0, "streak_up": 15, "streak_dn": 1, "streak_concentration": 0.875, "state": {"ts": 1784997916.7946317, "btc": 64142.58, "strike": 64143.17, "btc_dev": -0.59, "btc_dev_pct": -0.0009, "btc_velocity": -0.0677, "btc_accel": 0.0, "up_bid": 0.42, "up_ask": 0.43, "dn_bid": 0.56, "dn_ask": 0.57, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1684.0, "up_ask_depth": 2566.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -882.3, "up_depth_share": 1.0, "streak_up_n": 15, "streak_dn_n": 1, "streak_up_shares": 330.0, "streak_dn_shares": 5.0, "streak_concentration": 0.875, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 15, "streak_dn_total_field": 1, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 592, "winners_up_n": 54, "winners_dn_n": 7, "winners_up_s": 2335.0, "winners_dn_s": 88.0, "winners_side": "up", "hedged_count": 13, "up_total_shares": 3852.0, "dn_total_shares": 3904.0, "up_count": 95, "dn_count": 63, "round_ts": 1784997900, "round_elapsed": 16.8, "round_remaining": 283.2, "side": "up"}, "virtual_balance": 7.29} {"ts": 1784997925.1558385, "type": "snapshot", "round_ts": 1784997900, "remaining": 274.84416151046753, "strike": 64143.17090754, "btc": 64142.576, "bid": 0.46, "side": "up", "entry_price": 0.45, "state": {"ts": 1784997925.1558385, "btc": 64142.58, "strike": 64143.17, "btc_dev": -0.59, "btc_dev_pct": -0.0009, "btc_velocity": -0.0014, "btc_accel": 0.0, "up_bid": 0.46, "up_ask": 0.47, "dn_bid": 0.53, "dn_ask": 0.54, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1254.0, "up_ask_depth": 3070.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1816.2, "up_depth_share": 1.0, "streak_up_n": 22, "streak_dn_n": 1, "streak_up_shares": 922.0, "streak_dn_shares": 5.0, "streak_concentration": 0.913, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 27, "streak_dn_total_field": 1, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 592, "winners_up_n": 77, "winners_dn_n": 8, "winners_up_s": 3396.0, "winners_dn_s": 93.0, "winners_side": "up", "hedged_count": 23, "up_total_shares": 5364.0, "dn_total_shares": 5415.0, "up_count": 138, "dn_count": 71, "round_ts": 1784997900, "round_elapsed": 25.2, "round_remaining": 274.8, "side": "up"}, "peak_pnl_pct": 2.222222222222224, "trough_pnl_pct": -4.444444444444448} {"ts": 1784997935.0581217, "type": "snapshot", "round_ts": 1784997900, "remaining": 264.9494516849518, "strike": 64143.17090754, "btc": 64145.18, "bid": 0.48, "side": "up", "entry_price": 0.45, "state": {"ts": 1784997935.0581217, "btc": 64145.18, "strike": 64143.17, "btc_dev": 2.01, "btc_dev_pct": 0.0031, "btc_velocity": 0.4188, "btc_accel": 0.0, "up_bid": 0.48, "up_ask": 0.49, "dn_bid": 0.51, "dn_ask": 0.52, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1181.0, "up_ask_depth": 3036.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1854.9, "up_depth_share": 1.0, "streak_up_n": 22, "streak_dn_n": 4, "streak_up_shares": 793.0, "streak_dn_shares": 43.0, "streak_concentration": 0.692, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 28, "streak_dn_total_field": 4, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 592, "winners_up_n": 79, "winners_dn_n": 11, "winners_up_s": 3438.0, "winners_dn_s": 131.0, "winners_side": "up", "hedged_count": 25, "up_total_shares": 5472.0, "dn_total_shares": 5515.0, "up_count": 147, "dn_count": 78, "round_ts": 1784997900, "round_elapsed": 35.1, "round_remaining": 264.9, "side": "up"}, "peak_pnl_pct": 6.66666666666666, "trough_pnl_pct": -4.444444444444448} {"ts": 1784997945.1121507, "type": "snapshot", "round_ts": 1784997900, "remaining": 254.8878493309021, "strike": 64143.17090754, "btc": 64145.17250804, "bid": 0.49, "side": "up", "entry_price": 0.45, "state": {"ts": 1784997945.1121507, "btc": 64145.17, "strike": 64143.17, "btc_dev": 2.0, "btc_dev_pct": 0.0031, "btc_velocity": 0.2026, "btc_accel": 0.0, "up_bid": 0.49, "up_ask": 0.5, "dn_bid": 0.5, "dn_ask": 0.51, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1495.0, "up_ask_depth": 2483.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -988.9, "up_depth_share": 1.0, "streak_up_n": 20, "streak_dn_n": 4, "streak_up_shares": 1076.0, "streak_dn_shares": 43.0, "streak_concentration": 0.667, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 34, "streak_dn_total_field": 4, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 592, "winners_up_n": 90, "winners_dn_n": 12, "winners_up_s": 3839.0, "winners_dn_s": 133.0, "winners_side": "up", "hedged_count": 25, "up_total_shares": 5597.0, "dn_total_shares": 5661.0, "up_count": 165, "dn_count": 88, "round_ts": 1784997900, "round_elapsed": 45.1, "round_remaining": 254.9, "side": "up"}, "peak_pnl_pct": 8.888888888888884, "trough_pnl_pct": -4.444444444444448} {"ts": 1784997948.9401743, "type": "exit", "reason": "take_profit", "entry_price": 0.45, "exit_price": 0.52, "shares": 2.22, "pnl": 0.16, "pnl_pct": 15.6, "hold_seconds": 32.1, "btc": 64144.14009611, "strike": 64143.17090754, "peak_pnl_pct": 17.777777777777782, "trough_pnl_pct": -4.444444444444448, "max_bid": 0.53, "min_bid": 0.43, "state": {"ts": 1784997948.9401743, "btc": 64144.14, "strike": 64143.17, "btc_dev": 0.97, "btc_dev_pct": 0.0015, "btc_velocity": -0.0919, "btc_accel": 0.0, "up_bid": 0.54, "up_ask": 0.55, "dn_bid": 0.46, "dn_ask": 0.47, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1682.0, "up_ask_depth": 2068.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -385.9, "up_depth_share": 1.0, "streak_up_n": 22, "streak_dn_n": 5, "streak_up_shares": 1217.0, "streak_dn_shares": 94.0, "streak_concentration": 0.63, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 37, "streak_dn_total_field": 5, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 592, "winners_up_n": 96, "winners_dn_n": 14, "winners_up_s": 3947.0, "winners_dn_s": 187.0, "winners_side": "up", "hedged_count": 27, "up_total_shares": 5700.0, "dn_total_shares": 5763.0, "up_count": 176, "dn_count": 95, "round_ts": 1784997900, "round_elapsed": 48.9, "round_remaining": 0, "side": "up"}, "entry_signal": "UP", "entry_signals": {"btc_dev": "中性 (偏离 $-0.59 < $10, 无趋势)", "btc_accel": "中性 (v=-0.068/s < 0.1, 无动量)", "book": "DN -1 (UP bid/ask=1684/2566, DN bid/ask=2662/1311)", "streak_leader": "UP +4 (🔥 15UP/1DN, 净集变 +4, 综合 +82%)", "winners": "UP +2 (上轮赢家本轮 54UP / 7DN)"}} {"ts": 1784998002.6658013, "type": "entry", "round_ts": 1784997900, "strike": 64143.17090754, "btc": 64145.85333042734, "side": "up", "score": 5, "signals": {"btc_dev": "中性 (偏离 $+2.68 < $10, 无趋势)", "btc_accel": "UP +2 (v=+0.437/s, a=+0.047/s², 加速)", "book": "中性 (UP bid/ask=1720/2008, DN bid/ask=1930/1865)", "streak_leader": "UP +3 (🔥 14UP/2DN, 净集变 +10, 综合 +61%)", "winners": "中性 (上轮赢家 104UP / 64DN)"}, "price": 0.68, "shares": 1.47, "amount": 1.0, "streak_up": 14, "streak_dn": 2, "streak_concentration": 0.75, "state": {"ts": 1784998002.6658013, "btc": 64145.85, "strike": 64143.17, "btc_dev": 2.68, "btc_dev_pct": 0.0042, "btc_velocity": 0.4373, "btc_accel": 0.0467, "up_bid": 0.65, "up_ask": 0.66, "dn_bid": 0.34, "dn_ask": 0.35, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1720.0, "up_ask_depth": 2008.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -287.6, "up_depth_share": 1.0, "streak_up_n": 14, "streak_dn_n": 2, "streak_up_shares": 973.0, "streak_dn_shares": 69.0, "streak_concentration": 0.75, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 36, "streak_dn_total_field": 17, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 592, "winners_up_n": 104, "winners_dn_n": 64, "winners_up_s": 4290.0, "winners_dn_s": 2095.0, "winners_side": "up", "hedged_count": 85, "up_total_shares": 10353.0, "dn_total_shares": 10304.0, "up_count": 218, "dn_count": 208, "round_ts": 1784997900, "round_elapsed": 102.7, "round_remaining": 197.3, "side": "up"}, "virtual_balance": 7.45} {"ts": 1784998005.19018, "type": "snapshot", "round_ts": 1784997900, "remaining": 194.81034350395203, "strike": 64143.17090754, "btc": 64149.32, "bid": 0.65, "side": "up", "entry_price": 0.68, "state": {"ts": 1784998005.19018, "btc": 64149.32, "strike": 64143.17, "btc_dev": 6.15, "btc_dev_pct": 0.0096, "btc_velocity": 0.7511, "btc_accel": 0.0458, "up_bid": 0.65, "up_ask": 0.66, "dn_bid": 0.34, "dn_ask": 0.35, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1429.0, "up_ask_depth": 2209.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -780.2, "up_depth_share": 1.0, "streak_up_n": 14, "streak_dn_n": 2, "streak_up_shares": 973.0, "streak_dn_shares": 69.0, "streak_concentration": 0.75, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 36, "streak_dn_total_field": 17, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 592, "winners_up_n": 104, "winners_dn_n": 64, "winners_up_s": 4290.0, "winners_dn_s": 2095.0, "winners_side": "up", "hedged_count": 85, "up_total_shares": 10353.0, "dn_total_shares": 10304.0, "up_count": 218, "dn_count": 208, "round_ts": 1784997900, "round_elapsed": 105.2, "round_remaining": 194.8, "side": "up"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -4.411764705882357} {"ts": 1784998015.0663362, "type": "snapshot", "round_ts": 1784997900, "remaining": 184.93428754806519, "strike": 64143.17090754, "btc": 64150.27006878, "bid": 0.69, "side": "up", "entry_price": 0.68, "state": {"ts": 1784998015.0663362, "btc": 64150.27, "strike": 64143.17, "btc_dev": 7.1, "btc_dev_pct": 0.0111, "btc_velocity": 0.007, "btc_accel": 0.0, "up_bid": 0.69, "up_ask": 0.7, "dn_bid": 0.3, "dn_ask": 0.31, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1869.0, "up_ask_depth": 2658.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -789.6, "up_depth_share": 1.0, "streak_up_n": 14, "streak_dn_n": 3, "streak_up_shares": 923.0, "streak_dn_shares": 100.0, "streak_concentration": 0.647, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 46, "streak_dn_total_field": 20, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 592, "winners_up_n": 119, "winners_dn_n": 75, "winners_up_s": 4564.0, "winners_dn_s": 2101.0, "winners_side": "up", "hedged_count": 94, "up_total_shares": 10741.0, "dn_total_shares": 10691.0, "up_count": 237, "dn_count": 241, "round_ts": 1784997900, "round_elapsed": 115.1, "round_remaining": 184.9, "side": "up"}, "peak_pnl_pct": 1.4705882352941024, "trough_pnl_pct": -4.411764705882357} {"ts": 1784998024.9113011, "type": "exit", "reason": "take_profit", "entry_price": 0.68, "exit_price": 0.79, "shares": 1.47, "pnl": 0.16, "pnl_pct": 16.2, "hold_seconds": 22.2, "btc": 64151.89020702, "strike": 64143.17090754, "peak_pnl_pct": 17.64705882352941, "trough_pnl_pct": -4.411764705882357, "max_bid": 0.8, "min_bid": 0.65, "state": {"ts": 1784998024.9113011, "btc": 64151.89, "strike": 64143.17, "btc_dev": 8.72, "btc_dev_pct": 0.0136, "btc_velocity": 0.2704, "btc_accel": 0.0, "up_bid": 0.81, "up_ask": 0.82, "dn_bid": 0.18, "dn_ask": 0.19, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2484.0, "up_ask_depth": 2557.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -73.0, "up_depth_share": 1.0, "streak_up_n": 10, "streak_dn_n": 1, "streak_up_shares": 783.0, "streak_dn_shares": 24.0, "streak_concentration": 0.818, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 54, "streak_dn_total_field": 19, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 592, "winners_up_n": 129, "winners_dn_n": 80, "winners_up_s": 4704.0, "winners_dn_s": 2200.0, "winners_side": "up", "hedged_count": 104, "up_total_shares": 11248.0, "dn_total_shares": 11187.0, "up_count": 260, "dn_count": 263, "round_ts": 1784997900, "round_elapsed": 124.9, "round_remaining": 0, "side": "up"}, "entry_signal": "UP", "entry_signals": {"btc_dev": "中性 (偏离 $+2.68 < $10, 无趋势)", "btc_accel": "UP +2 (v=+0.437/s, a=+0.047/s², 加速)", "book": "中性 (UP bid/ask=1720/2008, DN bid/ask=1930/1865)", "streak_leader": "UP +3 (🔥 14UP/2DN, 净集变 +10, 综合 +61%)", "winners": "中性 (上轮赢家 104UP / 64DN)"}} {"ts": 1784998520.3082952, "type": "entry", "round_ts": 1784998500, "strike": 64148.24710089176, "btc": 64135.86939437836, "side": "down", "score": -7, "signals": {"btc_dev": "DN -1 (BTC $-12.38 vs 锚定)", "btc_accel": "DN -2 (v=-1.224/s, a=-0.073/s², 加速)", "book": "UP +1 (UP bid/ask=3050/2212, DN bid/ask=2179/3253)", "streak_leader": "DN -3 (🔥 4UP/16DN, 净集变 -14, 综合 -68%)", "winners": "DN -2 (上轮赢家本轮 10UP / 39DN)"}, "price": 0.75, "shares": 1.33, "amount": 1.0, "streak_up": 4, "streak_dn": 16, "streak_concentration": -0.6, "state": {"ts": 1784998520.3082952, "btc": 64135.87, "strike": 64148.25, "btc_dev": -12.38, "btc_dev_pct": -0.0193, "btc_velocity": -1.2243, "btc_accel": -0.0727, "up_bid": 0.27, "up_ask": 0.28, "dn_bid": 0.72, "dn_ask": 0.73, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 3050.0, "up_ask_depth": 2212.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 837.4, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 16, "streak_up_shares": 26.0, "streak_dn_shares": 453.0, "streak_concentration": -0.6, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 4, "streak_dn_total_field": 17, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 463, "winners_up_n": 10, "winners_dn_n": 39, "winners_up_s": 66.0, "winners_dn_s": 1090.0, "winners_side": "down", "hedged_count": 10, "up_total_shares": 3826.0, "dn_total_shares": 3732.0, "up_count": 73, "dn_count": 102, "round_ts": 1784998500, "round_elapsed": 20.3, "round_remaining": 279.7, "side": "down"}, "virtual_balance": 7.61} {"ts": 1784998520.8100474, "type": "snapshot", "round_ts": 1784998500, "remaining": 279.1899526119232, "strike": 64148.24710089176, "btc": 64135.86939437836, "bid": 0.72, "side": "down", "entry_price": 0.75, "state": {"ts": 1784998520.8100474, "btc": 64135.87, "strike": 64148.25, "btc_dev": -12.38, "btc_dev_pct": -0.0193, "btc_velocity": -1.2357, "btc_accel": -0.0847, "up_bid": 0.27, "up_ask": 0.28, "dn_bid": 0.72, "dn_ask": 0.73, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 3218.0, "up_ask_depth": 2098.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1120.1, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 16, "streak_up_shares": 26.0, "streak_dn_shares": 453.0, "streak_concentration": -0.6, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 4, "streak_dn_total_field": 17, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 463, "winners_up_n": 10, "winners_dn_n": 39, "winners_up_s": 66.0, "winners_dn_s": 1090.0, "winners_side": "down", "hedged_count": 10, "up_total_shares": 3826.0, "dn_total_shares": 3732.0, "up_count": 73, "dn_count": 102, "round_ts": 1784998500, "round_elapsed": 20.8, "round_remaining": 279.2, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -4.0000000000000036} {"ts": 1784998530.0768256, "type": "snapshot", "round_ts": 1784998500, "remaining": 269.9231743812561, "strike": 64148.24710089176, "btc": 64135.912535270414, "bid": 0.73, "side": "down", "entry_price": 0.75, "state": {"ts": 1784998530.0768256, "btc": 64135.91, "strike": 64148.25, "btc_dev": -12.33, "btc_dev_pct": -0.0192, "btc_velocity": 0.1305, "btc_accel": 0.0, "up_bid": 0.27, "up_ask": 0.28, "dn_bid": 0.73, "dn_ask": 0.74, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 3062.0, "up_ask_depth": 3606.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -544.2, "up_depth_share": 1.0, "streak_up_n": 3, "streak_dn_n": 22, "streak_up_shares": 20.0, "streak_dn_shares": 757.0, "streak_concentration": -0.76, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 5, "streak_dn_total_field": 26, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 463, "winners_up_n": 17, "winners_dn_n": 53, "winners_up_s": 581.0, "winners_dn_s": 1300.0, "winners_side": "down", "hedged_count": 19, "up_total_shares": 5613.0, "dn_total_shares": 5505.0, "up_count": 119, "dn_count": 131, "round_ts": 1784998500, "round_elapsed": 30.1, "round_remaining": 269.9, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -8.000000000000007} {"ts": 1784998540.1717162, "type": "snapshot", "round_ts": 1784998500, "remaining": 259.8282837867737, "strike": 64148.24710089176, "btc": 64134.51687475194, "bid": 0.7, "side": "down", "entry_price": 0.75, "state": {"ts": 1784998540.1717162, "btc": 64134.52, "strike": 64148.25, "btc_dev": -13.73, "btc_dev_pct": -0.0214, "btc_velocity": -0.255, "btc_accel": 0.0, "up_bid": 0.27, "up_ask": 0.28, "dn_bid": 0.7, "dn_ask": 0.71, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2789.0, "up_ask_depth": 584.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 2204.2, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 22, "streak_up_shares": 16.0, "streak_dn_shares": 913.0, "streak_concentration": -0.833, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 5, "streak_dn_total_field": 34, "all_whale_up_shares": 0, "all_whale_dn_shares": 42.0, "winners_total": 463, "winners_up_n": 17, "winners_dn_n": 77, "winners_up_s": 582.0, "winners_dn_s": 1724.0, "winners_side": "down", "hedged_count": 31, "up_total_shares": 6874.0, "dn_total_shares": 6760.0, "up_count": 142, "dn_count": 182, "round_ts": 1784998500, "round_elapsed": 40.2, "round_remaining": 259.8, "side": "down"}, "peak_pnl_pct": 1.3333333333333344, "trough_pnl_pct": -8.000000000000007} {"ts": 1784998550.0716774, "type": "snapshot", "round_ts": 1784998500, "remaining": 249.9288694858551, "strike": 64148.24710089176, "btc": 64133.40811859393, "bid": 0.63, "side": "down", "entry_price": 0.75, "state": {"ts": 1784998550.0716774, "btc": 64133.41, "strike": 64148.25, "btc_dev": -14.84, "btc_dev_pct": -0.0231, "btc_velocity": 0.0, "btc_accel": 0.0, "up_bid": 0.37, "up_ask": 0.38, "dn_bid": 0.63, "dn_ask": 0.64, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1085.0, "up_ask_depth": 1713.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -628.0, "up_depth_share": 1.0, "streak_up_n": 5, "streak_dn_n": 18, "streak_up_shares": 145.0, "streak_dn_shares": 1295.0, "streak_concentration": -0.565, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 11, "streak_dn_total_field": 42, "all_whale_up_shares": 0, "all_whale_dn_shares": 42.0, "winners_total": 463, "winners_up_n": 50, "winners_dn_n": 104, "winners_up_s": 6116.0, "winners_dn_s": 3306.0, "winners_side": "down", "hedged_count": 71, "up_total_shares": 13331.0, "dn_total_shares": 13135.0, "up_count": 187, "dn_count": 287, "round_ts": 1784998500, "round_elapsed": 50.1, "round_remaining": 249.9, "side": "down"}, "peak_pnl_pct": 1.3333333333333344, "trough_pnl_pct": -21.333333333333336} {"ts": 1784998560.1665664, "type": "snapshot", "round_ts": 1784998500, "remaining": 239.83343362808228, "strike": 64148.24710089176, "btc": 64130.51013480334, "bid": 0.72, "side": "down", "entry_price": 0.75, "state": {"ts": 1784998560.1665664, "btc": 64130.51, "strike": 64148.25, "btc_dev": -17.74, "btc_dev_pct": -0.0276, "btc_velocity": -0.4987, "btc_accel": 0.0, "up_bid": 0.27, "up_ask": 0.28, "dn_bid": 0.72, "dn_ask": 0.73, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2019.0, "up_ask_depth": 1416.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 603.2, "up_depth_share": 1.0, "streak_up_n": 3, "streak_dn_n": 19, "streak_up_shares": 120.0, "streak_dn_shares": 1601.0, "streak_concentration": -0.727, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 13, "streak_dn_total_field": 46, "all_whale_up_shares": 0, "all_whale_dn_shares": 42.0, "winners_total": 463, "winners_up_n": 53, "winners_dn_n": 117, "winners_up_s": 6161.0, "winners_dn_s": 3633.0, "winners_side": "down", "hedged_count": 85, "up_total_shares": 14287.0, "dn_total_shares": 14133.0, "up_count": 207, "dn_count": 313, "round_ts": 1784998500, "round_elapsed": 60.2, "round_remaining": 239.8, "side": "down"}, "peak_pnl_pct": 1.3333333333333344, "trough_pnl_pct": -21.333333333333336} {"ts": 1784998570.0753624, "type": "snapshot", "round_ts": 1784998500, "remaining": 229.92463755607605, "strike": 64148.24710089176, "btc": 64130.78691080346, "bid": 0.74, "side": "down", "entry_price": 0.75, "state": {"ts": 1784998570.0753624, "btc": 64130.79, "strike": 64148.25, "btc_dev": -17.46, "btc_dev_pct": -0.0272, "btc_velocity": 0.0137, "btc_accel": 0.0, "up_bid": 0.25, "up_ask": 0.26, "dn_bid": 0.74, "dn_ask": 0.75, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2203.0, "up_ask_depth": 1633.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 569.9, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 19, "streak_up_shares": 151.0, "streak_dn_shares": 1622.0, "streak_concentration": -0.652, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 14, "streak_dn_total_field": 47, "all_whale_up_shares": 0, "all_whale_dn_shares": 42.0, "winners_total": 463, "winners_up_n": 59, "winners_dn_n": 119, "winners_up_s": 6539.0, "winners_dn_s": 3596.0, "winners_side": "down", "hedged_count": 95, "up_total_shares": 14719.0, "dn_total_shares": 14561.0, "up_count": 227, "dn_count": 326, "round_ts": 1784998500, "round_elapsed": 70.1, "round_remaining": 229.9, "side": "down"}, "peak_pnl_pct": 1.3333333333333344, "trough_pnl_pct": -21.333333333333336} {"ts": 1784998580.1674027, "type": "snapshot", "round_ts": 1784998500, "remaining": 219.8325972557068, "strike": 64148.24710089176, "btc": 64130.64072646072, "bid": 0.76, "side": "down", "entry_price": 0.75, "state": {"ts": 1784998580.1674027, "btc": 64130.64, "strike": 64148.25, "btc_dev": -17.61, "btc_dev_pct": -0.0274, "btc_velocity": 0.0169, "btc_accel": 0.0, "up_bid": 0.23, "up_ask": 0.24, "dn_bid": 0.76, "dn_ask": 0.77, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2358.0, "up_ask_depth": 2310.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 48.0, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 18, "streak_up_shares": 151.0, "streak_dn_shares": 1600.0, "streak_concentration": -0.636, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 13, "streak_dn_total_field": 50, "all_whale_up_shares": 0, "all_whale_dn_shares": 42.0, "winners_total": 463, "winners_up_n": 59, "winners_dn_n": 126, "winners_up_s": 6568.0, "winners_dn_s": 3737.0, "winners_side": "down", "hedged_count": 99, "up_total_shares": 15100.0, "dn_total_shares": 14957.0, "up_count": 236, "dn_count": 336, "round_ts": 1784998500, "round_elapsed": 80.2, "round_remaining": 219.8, "side": "down"}, "peak_pnl_pct": 1.3333333333333344, "trough_pnl_pct": -21.333333333333336} {"ts": 1784998590.068292, "type": "snapshot", "round_ts": 1784998500, "remaining": 209.93170809745789, "strike": 64148.24710089176, "btc": 64130.69774532449, "bid": 0.81, "side": "down", "entry_price": 0.75, "state": {"ts": 1784998590.068292, "btc": 64130.7, "strike": 64148.25, "btc_dev": -17.55, "btc_dev_pct": -0.0274, "btc_velocity": 0.0064, "btc_accel": 0.0, "up_bid": 0.18, "up_ask": 0.19, "dn_bid": 0.81, "dn_ask": 0.82, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2489.0, "up_ask_depth": 1463.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1025.6, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 18, "streak_up_shares": 151.0, "streak_dn_shares": 1600.0, "streak_concentration": -0.636, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 14, "streak_dn_total_field": 51, "all_whale_up_shares": 0, "all_whale_dn_shares": 42.0, "winners_total": 463, "winners_up_n": 62, "winners_dn_n": 131, "winners_up_s": 6599.0, "winners_dn_s": 4116.0, "winners_side": "down", "hedged_count": 102, "up_total_shares": 15503.0, "dn_total_shares": 15365.0, "up_count": 246, "dn_count": 345, "round_ts": 1784998500, "round_elapsed": 90.1, "round_remaining": 209.9, "side": "down"}, "peak_pnl_pct": 9.333333333333327, "trough_pnl_pct": -21.333333333333336} {"ts": 1784998600.0066195, "type": "snapshot", "round_ts": 1784998500, "remaining": 199.99338054656982, "strike": 64148.24710089176, "btc": 64130.362661341656, "bid": 0.83, "side": "down", "entry_price": 0.75, "state": {"ts": 1784998600.0066195, "btc": 64130.36, "strike": 64148.25, "btc_dev": -17.88, "btc_dev_pct": -0.0279, "btc_velocity": -0.0535, "btc_accel": 0.0, "up_bid": 0.16, "up_ask": 0.17, "dn_bid": 0.83, "dn_ask": 0.84, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 3094.0, "up_ask_depth": 1433.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 1661.4, "up_depth_share": 1.0, "streak_up_n": 5, "streak_dn_n": 19, "streak_up_shares": 197.0, "streak_dn_shares": 1653.0, "streak_concentration": -0.583, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 16, "streak_dn_total_field": 53, "all_whale_up_shares": 0, "all_whale_dn_shares": 142.0, "winners_total": 463, "winners_up_n": 64, "winners_dn_n": 139, "winners_up_s": 6687.0, "winners_dn_s": 4577.0, "winners_side": "down", "hedged_count": 110, "up_total_shares": 15999.0, "dn_total_shares": 15875.0, "up_count": 257, "dn_count": 354, "round_ts": 1784998500, "round_elapsed": 100.0, "round_remaining": 200.0, "side": "down"}, "peak_pnl_pct": 10.666666666666663, "trough_pnl_pct": -21.333333333333336} {"ts": 1784998610.1353817, "type": "snapshot", "round_ts": 1784998500, "remaining": 189.8783917427063, "strike": 64148.24710089176, "btc": 64130.01014773449, "bid": 0.86, "side": "down", "entry_price": 0.75, "state": {"ts": 1784998610.1353817, "btc": 64130.01, "strike": 64148.25, "btc_dev": -18.24, "btc_dev_pct": -0.0284, "btc_velocity": 0.0067, "btc_accel": 0.0, "up_bid": 0.13, "up_ask": 0.14, "dn_bid": 0.85, "dn_ask": 0.86, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 5856.0, "up_ask_depth": 1171.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 4684.1, "up_depth_share": 1.0, "streak_up_n": 6, "streak_dn_n": 19, "streak_up_shares": 229.0, "streak_dn_shares": 1653.0, "streak_concentration": -0.52, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 16, "streak_dn_total_field": 56, "all_whale_up_shares": 0, "all_whale_dn_shares": 370.0, "winners_total": 463, "winners_up_n": 66, "winners_dn_n": 149, "winners_up_s": 6701.0, "winners_dn_s": 4985.0, "winners_side": "down", "hedged_count": 113, "up_total_shares": 16264.0, "dn_total_shares": 16147.0, "up_count": 263, "dn_count": 365, "round_ts": 1784998500, "round_elapsed": 110.1, "round_remaining": 189.9, "side": "down"}, "peak_pnl_pct": 14.666666666666664, "trough_pnl_pct": -21.333333333333336} {"ts": 1784998620.0860798, "type": "snapshot", "round_ts": 1784998500, "remaining": 179.9145269393921, "strike": 64148.24710089176, "btc": 64130.03647853757, "bid": 0.86, "side": "down", "entry_price": 0.75, "state": {"ts": 1784998620.0860798, "btc": 64130.04, "strike": 64148.25, "btc_dev": -18.21, "btc_dev_pct": -0.0284, "btc_velocity": -0.0432, "btc_accel": 0.0, "up_bid": 0.16, "up_ask": 0.17, "dn_bid": 0.86, "dn_ask": 0.87, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 3900.0, "up_ask_depth": 1141.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 2758.5, "up_depth_share": 1.0, "streak_up_n": 6, "streak_dn_n": 19, "streak_up_shares": 259.0, "streak_dn_shares": 1802.0, "streak_concentration": -0.52, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 16, "streak_dn_total_field": 56, "all_whale_up_shares": 0, "all_whale_dn_shares": 370.0, "winners_total": 463, "winners_up_n": 66, "winners_dn_n": 152, "winners_up_s": 6731.0, "winners_dn_s": 5283.0, "winners_side": "down", "hedged_count": 115, "up_total_shares": 16605.0, "dn_total_shares": 16496.0, "up_count": 271, "dn_count": 366, "round_ts": 1784998500, "round_elapsed": 120.1, "round_remaining": 179.9, "side": "down"}, "peak_pnl_pct": 16.0, "trough_pnl_pct": -21.333333333333336} {"ts": 1784998630.1838906, "type": "snapshot", "round_ts": 1784998500, "remaining": 169.81610941886902, "strike": 64148.24710089176, "btc": 64134.19934224658, "bid": 0.63, "side": "down", "entry_price": 0.75, "state": {"ts": 1784998630.1838906, "btc": 64134.2, "strike": 64148.25, "btc_dev": -14.05, "btc_dev_pct": -0.0219, "btc_velocity": 0.3612, "btc_accel": 0.0, "up_bid": 0.34, "up_ask": 0.35, "dn_bid": 0.63, "dn_ask": 0.64, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 519.0, "up_ask_depth": 1310.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -790.5, "up_depth_share": 1.0, "streak_up_n": 5, "streak_dn_n": 17, "streak_up_shares": 198.0, "streak_dn_shares": 1678.0, "streak_concentration": -0.545, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 14, "streak_dn_total_field": 59, "all_whale_up_shares": 0, "all_whale_dn_shares": 370.0, "winners_total": 463, "winners_up_n": 63, "winners_dn_n": 157, "winners_up_s": 6832.0, "winners_dn_s": 5429.0, "winners_side": "down", "hedged_count": 123, "up_total_shares": 16989.0, "dn_total_shares": 16865.0, "up_count": 272, "dn_count": 375, "round_ts": 1784998500, "round_elapsed": 130.2, "round_remaining": 169.8, "side": "down"}, "peak_pnl_pct": 16.0, "trough_pnl_pct": -21.333333333333336} {"ts": 1784998640.0859606, "type": "snapshot", "round_ts": 1784998500, "remaining": 159.9242341518402, "strike": 64148.24710089176, "btc": 64138.57658261, "bid": 0.67, "side": "down", "entry_price": 0.75, "state": {"ts": 1784998640.0859606, "btc": 64138.09, "strike": 64148.25, "btc_dev": -10.16, "btc_dev_pct": -0.0158, "btc_velocity": 0.2158, "btc_accel": 0.0, "up_bid": 0.33, "up_ask": 0.34, "dn_bid": 0.67, "dn_ask": 0.68, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1139.0, "up_ask_depth": 412.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 727.2, "up_depth_share": 1.0, "streak_up_n": 5, "streak_dn_n": 14, "streak_up_shares": 214.0, "streak_dn_shares": 1234.0, "streak_concentration": -0.474, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 16, "streak_dn_total_field": 55, "all_whale_up_shares": 0, "all_whale_dn_shares": 470.0, "winners_total": 463, "winners_up_n": 67, "winners_dn_n": 153, "winners_up_s": 7202.0, "winners_dn_s": 5431.0, "winners_side": "down", "hedged_count": 139, "up_total_shares": 17234.0, "dn_total_shares": 17065.0, "up_count": 279, "dn_count": 385, "round_ts": 1784998500, "round_elapsed": 140.1, "round_remaining": 159.9, "side": "down"}, "peak_pnl_pct": 16.0, "trough_pnl_pct": -21.333333333333336} {"ts": 1784998650.1964617, "type": "snapshot", "round_ts": 1784998500, "remaining": 149.80353832244873, "strike": 64148.24710089176, "btc": 64139.124, "bid": 0.61, "side": "down", "entry_price": 0.75, "state": {"ts": 1784998650.1964617, "btc": 64139.12, "strike": 64148.25, "btc_dev": -9.12, "btc_dev_pct": -0.0142, "btc_velocity": 0.0984, "btc_accel": 0.0, "up_bid": 0.46, "up_ask": 0.47, "dn_bid": 0.61, "dn_ask": 0.62, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 793.0, "up_ask_depth": 1472.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -678.3, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 13, "streak_up_shares": 184.0, "streak_dn_shares": 1204.0, "streak_concentration": -0.529, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 18, "streak_dn_total_field": 52, "all_whale_up_shares": 0, "all_whale_dn_shares": 470.0, "winners_total": 463, "winners_up_n": 72, "winners_dn_n": 151, "winners_up_s": 7463.0, "winners_dn_s": 5447.0, "winners_side": "down", "hedged_count": 147, "up_total_shares": 17753.0, "dn_total_shares": 17584.0, "up_count": 287, "dn_count": 392, "round_ts": 1784998500, "round_elapsed": 150.2, "round_remaining": 149.8, "side": "down"}, "peak_pnl_pct": 16.0, "trough_pnl_pct": -21.333333333333336} {"ts": 1784998650.399104, "type": "exit", "reason": "stop_loss", "entry_price": 0.75, "exit_price": 0.51, "shares": 1.33, "pnl": -0.32, "pnl_pct": -32.0, "hold_seconds": 130.1, "btc": 64139.124, "strike": 64148.24710089176, "peak_pnl_pct": 16.0, "trough_pnl_pct": -21.333333333333336, "max_bid": 0.87, "min_bid": 0.59, "state": {"ts": 1784998650.399104, "btc": 64139.12, "strike": 64148.25, "btc_dev": -9.12, "btc_dev_pct": -0.0142, "btc_velocity": 0.0983, "btc_accel": 0.0, "up_bid": 0.46, "up_ask": 0.47, "dn_bid": 0.53, "dn_ask": 0.54, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 793.0, "up_ask_depth": 1472.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -678.3, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 13, "streak_up_shares": 184.0, "streak_dn_shares": 1204.0, "streak_concentration": -0.529, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 18, "streak_dn_total_field": 52, "all_whale_up_shares": 0, "all_whale_dn_shares": 470.0, "winners_total": 463, "winners_up_n": 72, "winners_dn_n": 151, "winners_up_s": 7463.0, "winners_dn_s": 5447.0, "winners_side": "down", "hedged_count": 147, "up_total_shares": 17753.0, "dn_total_shares": 17584.0, "up_count": 287, "dn_count": 392, "round_ts": 1784998500, "round_elapsed": 150.4, "round_remaining": 0, "side": "down"}, "entry_signal": "DOWN", "entry_signals": {"btc_dev": "DN -1 (BTC $-12.38 vs 锚定)", "btc_accel": "DN -2 (v=-1.224/s, a=-0.073/s², 加速)", "book": "UP +1 (UP bid/ask=3050/2212, DN bid/ask=2179/3253)", "streak_leader": "DN -3 (🔥 4UP/16DN, 净集变 -14, 综合 -68%)", "winners": "DN -2 (上轮赢家本轮 10UP / 39DN)"}} {"ts": 1784998817.699065, "type": "entry", "round_ts": 1784998800, "strike": 64150.84854763, "btc": 64147.725597048826, "side": "down", "score": -5, "signals": {"btc_dev": "中性 (偏离 $-3.12 < $10, 无趋势)", "btc_accel": "DN -2 (v=-0.358/s, a=+0.000/s², 加速)", "book": "DN -1 (UP bid/ask=1817/2266, DN bid/ask=2333/1566)", "streak_leader": "DN -2 (🔥 2UP/9DN, 净集变 +0, 综合 -51%)", "winners": "中性 (上轮赢家 18UP / 19DN)"}, "price": 0.6, "shares": 1.67, "amount": 1.0, "streak_up": 2, "streak_dn": 9, "streak_concentration": -0.6363636363636364, "state": {"ts": 1784998817.699065, "btc": 64147.73, "strike": 64150.85, "btc_dev": -3.12, "btc_dev_pct": -0.0049, "btc_velocity": -0.3579, "btc_accel": 0.0, "up_bid": 0.42, "up_ask": 0.43, "dn_bid": 0.57, "dn_ask": 0.58, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1817.0, "up_ask_depth": 2266.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -449.4, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 9, "streak_up_shares": 15.0, "streak_dn_shares": 268.0, "streak_concentration": -0.636, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 2, "streak_dn_total_field": 9, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 495, "winners_up_n": 18, "winners_dn_n": 19, "winners_up_s": 380.0, "winners_dn_s": 417.0, "winners_side": "up", "hedged_count": 10, "up_total_shares": 1900.0, "dn_total_shares": 1890.0, "up_count": 58, "dn_count": 76, "round_ts": 1784998800, "round_elapsed": 17.7, "round_remaining": 282.3, "side": "down"}, "virtual_balance": 7.29} {"ts": 1784998820.0055056, "type": "snapshot", "round_ts": 1784998800, "remaining": 279.9954876899719, "strike": 64150.84854763, "btc": 64148.05250775912, "bid": 0.57, "side": "down", "entry_price": 0.6, "state": {"ts": 1784998820.0045123, "btc": 64148.05, "strike": 64150.85, "btc_dev": -2.8, "btc_dev_pct": -0.0044, "btc_velocity": -0.1545, "btc_accel": 0.0, "up_bid": 0.42, "up_ask": 0.43, "dn_bid": 0.57, "dn_ask": 0.58, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1681.0, "up_ask_depth": 2483.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -801.6, "up_depth_share": 1.0, "streak_up_n": 2, "streak_dn_n": 9, "streak_up_shares": 15.0, "streak_dn_shares": 268.0, "streak_concentration": -0.636, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 2, "streak_dn_total_field": 9, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 495, "winners_up_n": 18, "winners_dn_n": 19, "winners_up_s": 380.0, "winners_dn_s": 417.0, "winners_side": "up", "hedged_count": 10, "up_total_shares": 1900.0, "dn_total_shares": 1890.0, "up_count": 58, "dn_count": 76, "round_ts": 1784998800, "round_elapsed": 20.0, "round_remaining": 280.0, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -5.000000000000004} {"ts": 1784998830.051969, "type": "snapshot", "round_ts": 1784998800, "remaining": 269.9485414028168, "strike": 64150.84854763, "btc": 64148.46217164605, "bid": 0.58, "side": "down", "entry_price": 0.6, "state": {"ts": 1784998830.051969, "btc": 64148.46, "strike": 64150.85, "btc_dev": -2.39, "btc_dev_pct": -0.0037, "btc_velocity": 0.0, "btc_accel": 0.0, "up_bid": 0.41, "up_ask": 0.42, "dn_bid": 0.58, "dn_ask": 0.59, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2118.0, "up_ask_depth": 2576.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -457.8, "up_depth_share": 1.0, "streak_up_n": 1, "streak_dn_n": 11, "streak_up_shares": 5.0, "streak_dn_shares": 344.0, "streak_concentration": -0.833, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 2, "streak_dn_total_field": 12, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 495, "winners_up_n": 28, "winners_dn_n": 29, "winners_up_s": 823.0, "winners_dn_s": 907.0, "winners_side": "up", "hedged_count": 19, "up_total_shares": 3548.0, "dn_total_shares": 3526.0, "up_count": 91, "dn_count": 116, "round_ts": 1784998800, "round_elapsed": 30.1, "round_remaining": 269.9, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -8.333333333333323} {"ts": 1784998840.0925004, "type": "snapshot", "round_ts": 1784998800, "remaining": 259.90749955177307, "strike": 64150.84854763, "btc": 64147.90186395592, "bid": 0.57, "side": "down", "entry_price": 0.6, "state": {"ts": 1784998840.0925004, "btc": 64147.9, "strike": 64150.85, "btc_dev": -2.95, "btc_dev_pct": -0.0046, "btc_velocity": 0.1076, "btc_accel": 0.0, "up_bid": 0.42, "up_ask": 0.43, "dn_bid": 0.57, "dn_ask": 0.58, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2520.0, "up_ask_depth": 2695.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -174.8, "up_depth_share": 1.0, "streak_up_n": 3, "streak_dn_n": 11, "streak_up_shares": 19.0, "streak_dn_shares": 344.0, "streak_concentration": -0.571, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 4, "streak_dn_total_field": 12, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 495, "winners_up_n": 30, "winners_dn_n": 30, "winners_up_s": 858.0, "winners_dn_s": 930.0, "winners_side": "up", "hedged_count": 22, "up_total_shares": 3617.0, "dn_total_shares": 3594.0, "up_count": 95, "dn_count": 118, "round_ts": 1784998800, "round_elapsed": 40.1, "round_remaining": 259.9, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -8.333333333333323} {"ts": 1784998850.1440282, "type": "snapshot", "round_ts": 1784998800, "remaining": 249.8559718132019, "strike": 64150.84854763, "btc": 64148.670236214675, "bid": 0.5, "side": "down", "entry_price": 0.6, "state": {"ts": 1784998850.1440282, "btc": 64148.67, "strike": 64150.85, "btc_dev": -2.18, "btc_dev_pct": -0.0034, "btc_velocity": 0.0593, "btc_accel": 0.0, "up_bid": 0.49, "up_ask": 0.5, "dn_bid": 0.5, "dn_ask": 0.51, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 1303.0, "up_ask_depth": 3262.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1959.5, "up_depth_share": 1.0, "streak_up_n": 4, "streak_dn_n": 11, "streak_up_shares": 26.0, "streak_dn_shares": 349.0, "streak_concentration": -0.467, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 4, "streak_dn_total_field": 13, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 495, "winners_up_n": 35, "winners_dn_n": 34, "winners_up_s": 897.0, "winners_dn_s": 1040.0, "winners_side": "up", "hedged_count": 30, "up_total_shares": 3975.0, "dn_total_shares": 3944.0, "up_count": 113, "dn_count": 130, "round_ts": 1784998800, "round_elapsed": 50.1, "round_remaining": 249.9, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -16.666666666666664} {"ts": 1784998860.025258, "type": "snapshot", "round_ts": 1784998800, "remaining": 239.97544956207275, "strike": 64150.84854763, "btc": 64147.90535049304, "bid": 0.55, "side": "down", "entry_price": 0.6, "state": {"ts": 1784998860.025258, "btc": 64147.91, "strike": 64150.85, "btc_dev": -2.94, "btc_dev_pct": -0.0046, "btc_velocity": -0.1284, "btc_accel": 0.0, "up_bid": 0.44, "up_ask": 0.45, "dn_bid": 0.55, "dn_ask": 0.56, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2623.0, "up_ask_depth": 2233.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": 390.0, "up_depth_share": 1.0, "streak_up_n": 3, "streak_dn_n": 9, "streak_up_shares": 21.0, "streak_dn_shares": 374.0, "streak_concentration": -0.5, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 4, "streak_dn_total_field": 13, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 495, "winners_up_n": 36, "winners_dn_n": 45, "winners_up_s": 894.0, "winners_dn_s": 1512.0, "winners_side": "up", "hedged_count": 44, "up_total_shares": 5741.0, "dn_total_shares": 5704.0, "up_count": 120, "dn_count": 161, "round_ts": 1784998800, "round_elapsed": 60.0, "round_remaining": 240.0, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -16.666666666666664} {"ts": 1784998870.1143818, "type": "snapshot", "round_ts": 1784998800, "remaining": 229.89103937149048, "strike": 64150.84854763, "btc": 64148.01974581774, "bid": 0.56, "side": "down", "entry_price": 0.6, "state": {"ts": 1784998870.1143818, "btc": 64148.02, "strike": 64150.85, "btc_dev": -2.83, "btc_dev_pct": -0.0044, "btc_velocity": -0.0563, "btc_accel": 0.0, "up_bid": 0.43, "up_ask": 0.44, "dn_bid": 0.56, "dn_ask": 0.57, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2109.0, "up_ask_depth": 2528.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -418.6, "up_depth_share": 1.0, "streak_up_n": 3, "streak_dn_n": 9, "streak_up_shares": 21.0, "streak_dn_shares": 374.0, "streak_concentration": -0.5, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 4, "streak_dn_total_field": 14, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 495, "winners_up_n": 37, "winners_dn_n": 45, "winners_up_s": 897.0, "winners_dn_s": 1508.0, "winners_side": "up", "hedged_count": 45, "up_total_shares": 5738.0, "dn_total_shares": 5702.0, "up_count": 123, "dn_count": 165, "round_ts": 1784998800, "round_elapsed": 70.1, "round_remaining": 229.9, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -16.666666666666664} {"ts": 1784998880.1895523, "type": "snapshot", "round_ts": 1784998800, "remaining": 219.8104476928711, "strike": 64150.84854763, "btc": 64146.455736450254, "bid": 0.58, "side": "down", "entry_price": 0.6, "state": {"ts": 1784998880.1895523, "btc": 64146.46, "strike": 64150.85, "btc_dev": -4.39, "btc_dev_pct": -0.0068, "btc_velocity": -0.1849, "btc_accel": 0.0, "up_bid": 0.41, "up_ask": 0.42, "dn_bid": 0.58, "dn_ask": 0.59, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 2551.0, "up_ask_depth": 2637.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -85.3, "up_depth_share": 1.0, "streak_up_n": 3, "streak_dn_n": 9, "streak_up_shares": 21.0, "streak_dn_shares": 374.0, "streak_concentration": -0.5, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 4, "streak_dn_total_field": 15, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 495, "winners_up_n": 43, "winners_dn_n": 46, "winners_up_s": 1049.0, "winners_dn_s": 1554.0, "winners_side": "up", "hedged_count": 47, "up_total_shares": 5954.0, "dn_total_shares": 5918.0, "up_count": 131, "dn_count": 173, "round_ts": 1784998800, "round_elapsed": 80.2, "round_remaining": 219.8, "side": "down"}, "peak_pnl_pct": 0.0, "trough_pnl_pct": -16.666666666666664} {"ts": 1784998887.8648646, "type": "exit", "reason": "stop_loss", "entry_price": 0.6, "exit_price": 0.39, "shares": 1.67, "pnl": -0.35, "pnl_pct": -35.0, "hold_seconds": 70.2, "btc": 64147.48119357897, "strike": 64150.84854763, "peak_pnl_pct": 0.0, "trough_pnl_pct": -16.666666666666664, "max_bid": 0.6, "min_bid": 0.5, "state": {"ts": 1784998887.8648646, "btc": 64147.48, "strike": 64150.85, "btc_dev": -3.37, "btc_dev_pct": -0.0052, "btc_velocity": 0.1956, "btc_accel": 0.0, "up_bid": 0.58, "up_ask": 0.59, "dn_bid": 0.41, "dn_ask": 0.42, "up_spread": 0.01, "dn_spread": 0.01, "up_bid_depth": 594.0, "up_ask_depth": 1914.0, "dn_bid_depth": 0, "dn_ask_depth": 0, "book_imbalance": -1320.0, "up_depth_share": 1.0, "streak_up_n": 3, "streak_dn_n": 10, "streak_up_shares": 21.0, "streak_dn_shares": 403.0, "streak_concentration": -0.538, "streak4_total": 0, "streak4_up": 0, "streak4_dn": 0, "streak_up_total_field": 4, "streak_dn_total_field": 15, "all_whale_up_shares": 0, "all_whale_dn_shares": 0, "winners_total": 495, "winners_up_n": 43, "winners_dn_n": 48, "winners_up_s": 1018.0, "winners_dn_s": 1659.0, "winners_side": "up", "hedged_count": 51, "up_total_shares": 6076.0, "dn_total_shares": 6040.0, "up_count": 137, "dn_count": 179, "round_ts": 1784998800, "round_elapsed": 87.9, "round_remaining": 0, "side": "down"}, "entry_signal": "DOWN", "entry_signals": {"btc_dev": "中性 (偏离 $-3.12 < $10, 无趋势)", "btc_accel": "DN -2 (v=-0.358/s, a=+0.000/s², 加速)", "book": "DN -1 (UP bid/ask=1817/2266, DN bid/ask=2333/1566)", "streak_leader": "DN -2 (🔥 2UP/9DN, 净集变 +0, 综合 -51%)", "winners": "中性 (上轮赢家 18UP / 19DN)"}}