2026-03-27T18:24:31.902945700Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: =================================================================
2026-03-27T18:24:31.902960400Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine:  NAUTILUS TRADER - Automated Algorithmic Trading Platform
2026-03-27T18:24:31.902961100Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine:  by Nautech Systems Pty Ltd.
2026-03-27T18:24:31.902961400Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine:  Copyright (C) 2015-2026. All rights reserved.
2026-03-27T18:24:31.902962100Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: =================================================================
2026-03-27T18:24:31.902962500Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: 
2026-03-27T18:24:31.902962800Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: ÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔúáÔú┤ÔúÂÔíƒÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇ
2026-03-27T18:24:31.902963200Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: ÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔú░Ôú¥Ôú┐Ôú┐Ôú┐ÔáÇÔó©Ôú┐Ôú┐Ôú┐Ôú┐ÔúÂÔúÂÔúñÔúÇÔáÇÔáÇÔáÇÔáÇÔáÇ
2026-03-27T18:24:31.902963500Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: ÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔóÇÔú┤ÔíçÔóÇÔú¥Ôú┐Ôú┐Ôú┐Ôú┐Ôú┐ÔáÇÔú¥Ôú┐Ôú┐Ôú┐Ôú┐Ôú┐Ôú┐Ôú┐Ôá┐ÔáôÔáÇÔáÇÔáÇÔáÇ
2026-03-27T18:24:31.902963800Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: ÔáÇÔáÇÔáÇÔáÇÔáÇÔú░Ôú┐Ôú┐ÔíÇÔó©Ôú┐Ôú┐Ôú┐Ôú┐Ôú┐Ôú┐ÔáÇÔú┐Ôú┐Ôú┐Ôú┐Ôú┐Ôú┐ÔáƒÔáüÔúáÔúäÔáÇÔáÇÔáÇÔáÇ
2026-03-27T18:24:31.902964100Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: ÔáÇÔáÇÔáÇÔáÇÔóáÔú┐Ôú┐Ôú┐ÔúçÔáÇÔó┐Ôú┐Ôú┐Ôú┐Ôú┐Ôú┐ÔáÇÔó╗Ôú┐Ôú┐Ôú┐Ôí┐ÔóâÔúáÔú¥Ôú┐Ôú┐ÔúºÔíÇÔáÇÔáÇ
2026-03-27T18:24:31.902964400Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: ÔáÇÔáÇÔáÇÔááÔú¥Ôú┐Ôú┐Ôú┐Ôú┐Ôú┐ÔúºÔáêÔáïÔóÇÔú┤ÔúºÔáÇÔú┐ÔíÅÔóáÔíÇÔó©Ôú┐Ôú┐Ôú┐Ôú┐Ôú┐Ôú┐Ôú┐ÔíçÔáÇ
2026-03-27T18:24:31.902964600Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: ÔáÇÔáÇÔáÇÔúÇÔáÖÔó┐Ôú┐Ôú┐Ôú┐Ôú┐Ôú┐ÔáçÔóáÔú┐Ôú┐Ôú┐ÔíäÔá╣ÔáâÔá╝ÔáâÔáêÔáëÔáøÔáøÔáøÔáøÔáøÔá╗ÔáçÔáÇ
2026-03-27T18:24:31.902966100Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: ÔáÇÔáÇÔó©ÔíƒÔóáÔúñÔáëÔáøÔá┐Ôó┐Ôú┐ÔáÇÔó©Ôú┐Ôí┐ÔáïÔúáÔúñÔúäÔáÇÔú¥Ôú┐Ôú┐ÔúÂÔúÂÔúÂÔúªÔíäÔáÇÔáÇÔáÇ
2026-03-27T18:24:31.902966400Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: ÔáÇÔáÇÔá©ÔáÇÔú¥ÔáÅÔú©ÔúÀÔáéÔúáÔúñÔáÇÔáÿÔóüÔú┤Ôú¥Ôú┐Ôú┐Ôú┐ÔíåÔáÿÔú┐Ôú┐Ôú┐Ôú┐Ôú┐Ôú┐ÔáÇÔáÇÔáÇÔáÇ
2026-03-27T18:24:31.902966600Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: ÔáÇÔáÇÔáÇÔáÇÔáøÔáÇÔú┐ÔíƒÔáÇÔó╗Ôú┐ÔíäÔá©Ôú┐Ôú┐Ôú┐Ôú┐Ôú┐Ôú┐Ôú┐ÔíÇÔáÿÔú┐Ôú┐Ôú┐Ôú┐ÔáƒÔáÇÔáÇÔáÇÔáÇ
2026-03-27T18:24:31.902966900Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: ÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔú┐ÔáçÔáÇÔáÇÔó╗Ôí┐ÔáÇÔáêÔá╗Ôú┐Ôú┐Ôú┐Ôú┐Ôú┐ÔíçÔáÇÔó╣Ôú┐Ôá┐ÔáïÔáÇÔáÇÔáÇÔáÇÔáÇ
2026-03-27T18:24:31.902967200Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: ÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáïÔáÇÔáÇÔáÇÔíÿÔáüÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáêÔáüÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇÔáÇ
2026-03-27T18:24:31.902967500Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: 
2026-03-27T18:24:31.902967700Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: =================================================================
2026-03-27T18:24:31.902968100Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine:  SYSTEM SPECIFICATION
2026-03-27T18:24:31.902968400Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: =================================================================
2026-03-27T18:24:31.902969500Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: CPU architecture: AMD Ryzen 7 5700U with Radeon Graphics         
2026-03-27T18:24:31.902970900Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: CPU(s): 16 @ 1801 MHz
2026-03-27T18:24:31.902972800Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: OS: kernel-22631 Windows 11 Home
2026-03-27T18:24:31.908338800Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: =================================================================
2026-03-27T18:24:31.908353500Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine:  MEMORY USAGE
2026-03-27T18:24:31.908354000Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: =================================================================
2026-03-27T18:24:31.908362900Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: RAM-Total: 13.85 GiB
2026-03-27T18:24:31.908363900Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: RAM-Used: 12.31 GiB (88.90%)
2026-03-27T18:24:31.908364700Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: RAM-Avail: 1.54 GiB (11.10%)
2026-03-27T18:24:31.908368900Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: Swap-Total: 28.73 GiB
2026-03-27T18:24:31.908369600Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: Swap-Used: 21.61 GiB (75.23%)
2026-03-27T18:24:31.908370200Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: Swap-Avail: 7.12 GiB (24.77%)
2026-03-27T18:24:31.908374900Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: =================================================================
2026-03-27T18:24:31.908375400Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine:  IDENTIFIERS
2026-03-27T18:24:31.908375800Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: =================================================================
2026-03-27T18:24:31.908377800Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: trader_id: DOLPHIN-NAUTILUS-BT-001
2026-03-27T18:24:31.908378700Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: machine_id: LAPTOP-LLIL3510
2026-03-27T18:24:31.908380900Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: instance_id: 6704b98c-52e7-4855-a5a6-3f55df1cf369
2026-03-27T18:24:31.908382000Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: PID: 18572
2026-03-27T18:24:31.908382300Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: =================================================================
2026-03-27T18:24:31.908382600Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine:  VERSIONING
2026-03-27T18:24:31.908382900Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: =================================================================
2026-03-27T18:24:31.908407900Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: nautilus_trader: 1.224.0
2026-03-27T18:24:31.908414900Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: python: 3.12.4
2026-03-27T18:24:31.908418500Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: numpy: 2.2.6
2026-03-27T18:24:31.908422100Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: pandas: 2.3.3
2026-03-27T18:24:31.908425400Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: msgspec: 0.20.0
2026-03-27T18:24:31.908428500Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: pyarrow: 23.0.1
2026-03-27T18:24:31.908431500Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: pytz: 2025.2
2026-03-27T18:24:31.909226900Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: uvloop: Unavailable (failed to import package)
2026-03-27T18:24:31.909237200Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: =================================================================
2026-03-27T18:24:31.909287500Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: Building system kernel
2026-03-27T18:24:31.909322800Z [INFO] DOLPHIN-NAUTILUS-BT-001.MessageBus: config.database=None
2026-03-27T18:24:31.909324800Z [INFO] DOLPHIN-NAUTILUS-BT-001.MessageBus: config.encoding='msgpack'
2026-03-27T18:24:31.909326300Z [INFO] DOLPHIN-NAUTILUS-BT-001.MessageBus: config.timestamps_as_iso8601=False
2026-03-27T18:24:31.909327500Z [INFO] DOLPHIN-NAUTILUS-BT-001.MessageBus: config.buffer_interval_ms=None
2026-03-27T18:24:31.909328400Z [INFO] DOLPHIN-NAUTILUS-BT-001.MessageBus: config.autotrim_mins=None
2026-03-27T18:24:31.909329200Z [INFO] DOLPHIN-NAUTILUS-BT-001.MessageBus: config.use_trader_prefix=True
2026-03-27T18:24:31.909330100Z [INFO] DOLPHIN-NAUTILUS-BT-001.MessageBus: config.use_trader_id=True
2026-03-27T18:24:31.909330900Z [INFO] DOLPHIN-NAUTILUS-BT-001.MessageBus: config.use_instance_id=False
2026-03-27T18:24:31.909332700Z [INFO] DOLPHIN-NAUTILUS-BT-001.MessageBus: config.streams_prefix='stream'
2026-03-27T18:24:31.909333500Z [INFO] DOLPHIN-NAUTILUS-BT-001.MessageBus: config.types_filter=None
2026-03-27T18:24:31.909394200Z [INFO] DOLPHIN-NAUTILUS-BT-001.Cache: READY
2026-03-27T18:24:31.910087900Z [INFO] DOLPHIN-NAUTILUS-BT-001.DataEngine: READY
2026-03-27T18:24:31.910211800Z [INFO] DOLPHIN-NAUTILUS-BT-001.RiskEngine: READY
2026-03-27T18:24:31.910245500Z [INFO] DOLPHIN-NAUTILUS-BT-001.RiskEngine: TradingState is ACTIVE
2026-03-27T18:24:31.910320300Z [INFO] DOLPHIN-NAUTILUS-BT-001.Throttler-ORDER_SUBMIT_THROTTLER: READY
2026-03-27T18:24:31.910351100Z [INFO] DOLPHIN-NAUTILUS-BT-001.RiskEngine: Set MAX_ORDER_SUBMIT_RATE: 100/00:00:01
2026-03-27T18:24:31.910371600Z [INFO] DOLPHIN-NAUTILUS-BT-001.Throttler-ORDER_MODIFY_THROTTLER: READY
2026-03-27T18:24:31.910382700Z [INFO] DOLPHIN-NAUTILUS-BT-001.RiskEngine: Set MAX_ORDER_MODIFY_RATE: 100/00:00:01
2026-03-27T18:24:31.910433700Z [INFO] DOLPHIN-NAUTILUS-BT-001.ExecEngine: READY
2026-03-27T18:24:31.910471500Z [INFO] DOLPHIN-NAUTILUS-BT-001.ExecEngine: config.snapshot_orders=False
2026-03-27T18:24:31.910472800Z [INFO] DOLPHIN-NAUTILUS-BT-001.ExecEngine: config.snapshot_positions=False
2026-03-27T18:24:31.910473700Z [INFO] DOLPHIN-NAUTILUS-BT-001.ExecEngine: config.snapshot_positions_interval_secs=None
2026-03-27T18:24:31.910475500Z [INFO] DOLPHIN-NAUTILUS-BT-001.ExecEngine: config.allow_overfills=False
2026-03-27T18:24:31.910515200Z [INFO] DOLPHIN-NAUTILUS-BT-001.Cache: Cached 0 general objects from database
2026-03-27T18:24:31.910521300Z [INFO] DOLPHIN-NAUTILUS-BT-001.Cache: Cached 0 currencies from database
2026-03-27T18:24:31.910525000Z [INFO] DOLPHIN-NAUTILUS-BT-001.Cache: Cached 0 instruments from database
2026-03-27T18:24:31.910531000Z [INFO] DOLPHIN-NAUTILUS-BT-001.Cache: Cached 0 accounts from database
2026-03-27T18:24:31.910533500Z [INFO] DOLPHIN-NAUTILUS-BT-001.Cache: Cached 0 orders from database
2026-03-27T18:24:31.910537400Z [INFO] DOLPHIN-NAUTILUS-BT-001.Cache: Cached 0 order lists from database
2026-03-27T18:24:31.910541200Z [INFO] DOLPHIN-NAUTILUS-BT-001.Cache: Cached 0 positions from database
2026-03-27T18:24:31.910553100Z [INFO] DOLPHIN-NAUTILUS-BT-001.Cache: Checking data integrity
2026-03-27T18:24:31.910570700Z [INFO] DOLPHIN-NAUTILUS-BT-001.Cache: Integrity check passed in 0╬╝s
2026-03-27T18:24:31.910589600Z [INFO] DOLPHIN-NAUTILUS-BT-001.ExecEngine: Loaded cache in 0ms
2026-03-27T18:24:31.910642400Z [INFO] DOLPHIN-NAUTILUS-BT-001.OrderEmulator: READY
2026-03-27T18:24:31.910723300Z [INFO] DOLPHIN-NAUTILUS-BT-001.DOLPHIN-NAUTILUS-BT-001: READY
2026-03-27T18:24:31.910783200Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: Initialized in 371ms
2026-03-27T18:24:31.912819300Z [INFO] DOLPHIN-NAUTILUS-BT-001.DolphinActor: READY
2026-03-27T18:24:31.912956200Z [INFO] DOLPHIN-NAUTILUS-BT-001.ExecEngine: Registered OMS.UNSPECIFIED for Strategy DolphinActor-000
2026-03-27T18:24:31.912967700Z [INFO] DOLPHIN-NAUTILUS-BT-001.DOLPHIN-NAUTILUS-BT-001: Registered Strategy DolphinActor-000
2026-03-27T18:24:31.913099000Z [INFO] DOLPHIN-NAUTILUS-BT-001.SimulatedExchange(BINANCE): OmsType=HEDGING
2026-03-27T18:24:31.913185500Z [INFO] DOLPHIN-NAUTILUS-BT-001.ExecClient-BINANCE: READY
2026-03-27T18:24:31.913258000Z [INFO] DOLPHIN-NAUTILUS-BT-001.SimulatedExchange(BINANCE): Registered ExecutionClient-BINANCE
2026-03-27T18:24:31.913271800Z [INFO] DOLPHIN-NAUTILUS-BT-001.ExecEngine: Registered ExecutionClient-BINANCE
2026-03-27T18:24:31.913307500Z [INFO] DOLPHIN-NAUTILUS-BT-001.DataClient-BINANCE: READY
2026-03-27T18:24:31.913327600Z [INFO] DOLPHIN-NAUTILUS-BT-001.DataEngine: Registered BINANCE
2026-03-27T18:24:31.913335600Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: Added SimulatedExchange(id=BINANCE, oms_type=HEDGING, account_type=MARGIN)
2026-03-27T18:24:31.913591000Z [INFO] DOLPHIN-NAUTILUS-BT-001.SimulatedExchange(BINANCE): Added instrument BTCUSDT.BINANCE and created matching engine
2026-03-27T18:24:31.913600100Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: Added BTCUSDT.BINANCE Instrument
2026-03-27T18:24:31.917375200Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: Added 1 BTCUSDT.BINANCE-5-SECOND-LAST-EXTERNAL Bar element
2026-03-27T18:24:31.917611800Z [INFO] DOLPHIN-NAUTILUS-BT-001.Portfolio: Updated AccountState(account_id=BINANCE-001, account_type=MARGIN, base_currency=USDT, is_reported=True, balances=[AccountBalance(total=25_000.00000000 USDT, locked=0.00000000 USDT, free=25_000.00000000 USDT)], margins=[], event_id=917885d7-4768-44df-8d29-88ba4c289310)
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.BacktestEngine: STARTING
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.DataClient-BINANCE: Connecting...
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.DataClient-BINANCE: Connected
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.DataClient-BINANCE: RUNNING
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.DataEngine: RUNNING
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.RiskEngine: RUNNING
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.ExecClient-BINANCE: Connecting...
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.ExecClient-BINANCE: Connected
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.ExecClient-BINANCE: RUNNING
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.ExecEngine: RUNNING
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.DataEngine: Connecting all clients...
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.ExecEngine: Connecting all clients...
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.OrderEmulator: No emulated orders to reactivate
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.OrderEmulator: RUNNING
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.Portfolio: Initialized 0 open orders
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.Portfolio: Initialized 0 open positions
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.DolphinActor: self.config.oms_type=None
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.DolphinActor: self.config.external_order_claims=None
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.DolphinActor: self.config.manage_gtd_expiry=False
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.DolphinActor: Set ClientOrderIdGenerator client_order_id count to 0
2025-12-31T00:00:05.000000000Z [INFO] DOLPHIN-NAUTILUS-BT-001.DolphinActor: Set ClientOrderIdGenerator order_list_id count to 0