Alerts·Alert Type Implementations·Intermediate
Drawdown Alert
Implement configurable drawdown threshold alerting with escalating severity levels that notifies immediately when strategy or portfolio drawdown exceeds warning, critical, and emergency threshold levels, with suggested risk-reduction action recommendations and automatic position reduction triggers at emergency thresholds.
alertsnotificationsperformance-metricsrisk-controls
Notifications & Alerts: Alert on Drawdown Threshold Breach
This notebook demonstrates how to set up a system for monitoring portfolio or asset performance and triggering alerts when a predefined drawdown threshold is breached. Drawdown is a measure of the decline from a historical peak in value, crucial for risk management in financial applications.
Concepts Covered:
| Concept | Description |
|---|---|
| Drawdown | The peak-to-trough decline of an investment, account, or fund during a specific period. |
| Peak Value | The highest value achieved by an asset or portfolio before a drawdown. |
| Drawdown Threshold | A predefined percentage or absolute value beyond which a drawdown is considered significant and triggers an alert. |
| Alerting System | A mechanism to notify stakeholders when a threshold breach occurs. |
| State Management | Using dictionaries to maintain the current state of monitoring parameters. |
| Rolling Window | Analyzing data over a continuous, moving window of time, often for peak tracking. |
Dependency Installation
This section installs all necessary Python packages required for the notebook's functionality. We'll use pandas for data manipulation, numpy for numerical operations, matplotlib and seaborn for visualization, and collections.deque for efficient rolling window calculations. tqdm is included for progress bars during simulations.
[ ]
#!pip install pandas numpy matplotlib seaborn tqdmLibrary Imports
All required libraries are imported here. Standard Python libraries are listed first, followed by third-party libraries.
[ ]
import collections
import datetime
import logging
import math
import random
import time
import matplotlib.pyplot as plt
import numpy as np
import pandas as pd
import seaborn as sns
from tqdm.notebook import tqdm
Core Functions
This section defines the core functions for managing the monitoring process, including state initialization, data simulation, drawdown calculation, threshold checking, and alert generation.
Function Name: configure_logger
This function sets up a basic logger to output messages with timestamps and log levels. It ensures that logs are visible in the notebook output.
Parameters:
name(str): The name of the logger.level(int): The logging level (e.g.,logging.INFO,logging.DEBUG).
Returns:
logging.Logger: The configured logger instance.
[ ]
def configure_logger(name: str, level: int = logging.INFO) -> logging.Logger:
"""
Configures a logger with a specified name and level.
Parameters
----------
name : str
The name of the logger.
level : int, optional
The logging level (e.g., logging.INFO, logging.DEBUG), defaults to logging.INFO.
Returns
-------
logging.Logger
The configured logger instance.
"""
logger = logging.getLogger(name)
logger.setLevel(level)
if not logger.handlers:
handler = logging.StreamHandler()
formatter = logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s')
handler.setFormatter(formatter)
logger.addHandler(handler)
return logger
Function Name: create_monitoring_state
This function initializes the state dictionary for the drawdown monitoring system. It sets up the initial portfolio value, peak value, drawdown threshold, and other parameters necessary for tracking.
Parameters:
initial_value(float): The starting value of the portfolio or asset.drawdown_threshold(float): The percentage threshold for drawdown (e.g., 0.10 for 10%).lookback_window(int): The number of periods to consider for the rolling peak calculation.
Returns:
dict: An initialized state dictionary.
[ ]
def create_monitoring_state(
initial_value: float,
drawdown_threshold: float,
lookback_window: int = 252
) -> dict:
"""
Initializes the state dictionary for drawdown monitoring.
Parameters
----------
initial_value : float
The starting value of the portfolio or asset.
drawdown_threshold : float
The percentage threshold for drawdown (e.g., 0.10 for 10%).
lookback_window : int, optional
The number of periods to consider for the rolling peak calculation, defaults to 252.
Returns
-------
dict
An initialized state dictionary.
"""
logger = configure_logger('create_monitoring_state')
state = {
'current_value': initial_value,
'peak_value_history': collections.deque([initial_value], maxlen=lookback_window),
'all_time_peak': initial_value,
'drawdown_threshold': drawdown_threshold,
'drawdown': 0.0,
'drawdown_percent': 0.0,
'alert_triggered': False,
'alert_message': None,
'simulation_data': []
}
logger.info(f"Monitoring state initialized with initial_value={initial_value}, "
f"drawdown_threshold={drawdown_threshold}, lookback_window={lookback_window}")
return state
Function Name: simulate_market_data
This function simulates a single step of market data, representing the change in portfolio value. It uses a random walk with a drift and volatility component.
Parameters:
state(dict): The current monitoring state.drift(float): The average daily return (e.g., 0.0001).volatility(float): The standard deviation of daily returns (e.g., 0.01).
Returns:
dict: The updated state with the new simulated value.
[ ]
def simulate_market_data(
state: dict,
drift: float = 0.0001,
volatility: float = 0.01
) -> dict:
"""
Simulates a single step of market data for the portfolio value.
Parameters
----------
state : dict
The current monitoring state dictionary.
drift : float, optional
The average daily return, defaults to 0.0001.
volatility : float, optional
The standard deviation of daily returns, defaults to 0.01.
Returns
-------
dict
The updated state with the new simulated value.
"""
logger = configure_logger('simulate_market_data', level=logging.DEBUG)
current_value = state['current_value']
daily_return = np.random.normal(drift, volatility)
new_value = current_value * (1 + daily_return)
state['current_value'] = new_value
logger.debug(f"Simulated new value: {new_value:.2f}")
return state
Function Name: calculate_drawdown
This function calculates the current drawdown and drawdown percentage based on the current value and the highest peak value observed so far. It updates both a rolling peak and an all-time peak.
Parameters:
state(dict): The current monitoring state.
Returns:
dict: The updated state with calculated drawdown values.
[ ]
def calculate_drawdown(state: dict) -> dict:
"""
Calculates the current drawdown and drawdown percentage.
Parameters
----------
state : dict
The current monitoring state dictionary.
Returns
-------
dict
The updated state with calculated drawdown values.
"""
logger = configure_logger('calculate_drawdown', level=logging.DEBUG)
current_value = state['current_value']
# Update rolling peak history
state['peak_value_history'].append(current_value)
rolling_peak = max(state['peak_value_history'])
# Update all-time peak
state['all_time_peak'] = max(state['all_time_peak'], current_value)
all_time_peak = state['all_time_peak']
# Using all-time peak for drawdown calculation
if all_time_peak > 0:
drawdown = all_time_peak - current_value
drawdown_percent = drawdown / all_time_peak
else:
drawdown = 0.0
drawdown_percent = 0.0
state['drawdown'] = drawdown
state['drawdown_percent'] = drawdown_percent
logger.debug(f"Current value: {current_value:.2f}, All-time Peak: {all_time_peak:.2f}, "
f"Drawdown: {drawdown:.2f}, Drawdown %: {drawdown_percent:.4f}")
return state
Function Name: check_drawdown_breach
This function checks if the current drawdown percentage has breached the predefined threshold. It updates the alert_triggered and alert_message fields in the state if a breach occurs.
Parameters:
state(dict): The current monitoring state.
Returns:
dict: The updated state with alert status.
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def check_drawdown_breach(state: dict) -> dict:
"""
Checks if the current drawdown percentage has breached the predefined threshold.
Parameters
----------
state : dict
The current monitoring state dictionary.
Returns
-------
dict
The updated state with alert status.
"""
logger = configure_logger('check_drawdown_breach')
if state['drawdown_percent'] >= state['drawdown_threshold'] and not state['alert_triggered']:
state['alert_triggered'] = True
state['alert_message'] = (
f"CRITICAL ALERT: Drawdown threshold of "
f"{state['drawdown_threshold']:.2%} breached! "
f"Current drawdown: {state['drawdown_percent']:.2%}. "
f"Current value: {state['current_value']:.2f}, "
f"All-time peak: {state['all_time_peak']:.2f}"
)
logger.warning(state['alert_message'])
elif state['drawdown_percent'] < state['drawdown_threshold'] and state['alert_triggered']:
# Reset alert if drawdown recovers above threshold
state['alert_triggered'] = False
state['alert_message'] = None
logger.info("Drawdown recovered above threshold. Alert reset.")
return state
Function Name: send_alert
This is a placeholder function for an actual alerting mechanism. In a real-world scenario, this would integrate with email, SMS, or a notification service. It includes retry logic with exponential backoff and random jitter.
Parameters:
state(dict): The current monitoring state, containing the alert message.max_retries(int): Maximum number of retries for sending the alert.base_delay(float): Base delay in seconds for exponential backoff.
Returns:
bool:Trueif the alert was sent (or simulated successfully),Falseotherwise.
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def send_alert(state: dict, max_retries: int = 3, base_delay: float = 1.0) -> bool:
"""
Simulates sending an alert with retry logic (exponential backoff with jitter).
Parameters
----------
state : dict
The current monitoring state, containing the alert message.
max_retries : int, optional
Maximum number of retries for sending the alert, defaults to 3.
base_delay : float, optional
Base delay in seconds for exponential backoff, defaults to 1.0.
Returns
-------
bool
True if the alert was sent (or simulated successfully), False otherwise.
"""
logger = configure_logger('send_alert')
if not state['alert_triggered'] or state['alert_message'] is None:
logger.debug("No alert to send or alert already sent/reset.")
return False
alert_message = state['alert_message']
for i in range(max_retries):
try:
# Simulate an external alert service call
if random.random() > 0.1: # 90% chance of success
logger.info(f"Alert sent successfully: {alert_message}")
return True
else:
raise ConnectionError("Simulated network error")
except (ConnectionError, TimeoutError) as e:
delay = base_delay * (2 ** i) + random.uniform(0, 1) # Exponential backoff with jitter
logger.warning(f"Attempt {i+1}/{max_retries} failed to send alert: {e}. Retrying in {delay:.2f}s...")
time.sleep(delay)
except Exception as e:
logger.error(f"An unexpected error occurred while sending alert: {e}")
return False
logger.error(f"Failed to send alert after {max_retries} retries: {alert_message}")
return False
Function Name: summarize_monitoring_results
This function processes the simulation data and provides a summary DataFrame. It calculates daily returns, current drawdowns, and identifies alert triggers.
Parameters:
state(dict): The final monitoring state, containing the simulation data.
Returns:
pandas.DataFrame: A DataFrame summarizing the simulation results.
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def summarize_monitoring_results(state: dict) -> pd.DataFrame:
"""
Processes the simulation data and provides a summary DataFrame.
Parameters
----------
state : dict
The final monitoring state, containing the simulation data.
Returns
-------
pd.DataFrame
A DataFrame summarizing the simulation results.
"""
logger = configure_logger('summarize_monitoring_results')
df = pd.DataFrame(state['simulation_data'])
df['date'] = pd.to_datetime(df['date'])
df.set_index('date', inplace=True)
# Calculate daily returns
df['daily_return'] = df['value'].pct_change().fillna(0)
logger.info("Monitoring results summarized into DataFrame.")
return df
Demonstration/Visualization
This section demonstrates the complete drawdown monitoring and alerting system. It includes:
- Simulation of Portfolio Value: Generating synthetic time-series data for a portfolio.
- Drawdown Calculation and Tracking: Applying the
calculate_drawdownfunction over time. - Threshold Breach Detection: Using
check_drawdown_breachto identify when the drawdown exceeds a specified limit. - Alert Triggering: Simulating the
send_alertfunction when a breach occurs. - Visualization: Plotting the portfolio value, its historical peak, and the drawdown percentage, highlighting alert events.
- Summary Statistics: Displaying key metrics in a tabular format.
- Edge Case Testing: Briefly showcasing behavior around thresholds.
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# Initialize monitoring parameters
initial_portfolio_value = 100000.0
drawdown_threshold_percent = 0.15 # 15% drawdown
simulation_days = 500
# Create initial state
monitoring_state = create_monitoring_state(
initial_value=initial_portfolio_value,
drawdown_threshold=drawdown_threshold_percent,
lookback_window=252 # ~1 year of trading days
)
# Configure a logger for the main simulation loop
sim_logger = configure_logger('simulation_loop')
# Simulate market data and monitor drawdown
sim_logger.info(f"Starting simulation for {simulation_days} days...")
for i in tqdm(range(simulation_days)):
current_date = datetime.date(2023, 1, 1) + datetime.timedelta(days=i)
# Simulate new market data
monitoring_state = simulate_market_data(monitoring_state)
# Calculate drawdown
monitoring_state = calculate_drawdown(monitoring_state)
# Check for drawdown breach
monitoring_state = check_drawdown_breach(monitoring_state)
# Send alert if triggered
if monitoring_state['alert_triggered'] and monitoring_state['alert_message']:
send_alert(monitoring_state)
# Reset alert message after sending to avoid re-sending in next step if still breached
# In a real system, you might have more sophisticated alert debouncing
# For this demo, we'll clear the message but keep alert_triggered True
monitoring_state['alert_message'] = None
# Store data for visualization
monitoring_state['simulation_data'].append({
'date': current_date,
'value': monitoring_state['current_value'],
'all_time_peak': monitoring_state['all_time_peak'],
'drawdown': monitoring_state['drawdown'],
'drawdown_percent': monitoring_state['drawdown_percent'],
'alert_triggered_step': monitoring_state['alert_triggered']
})
sim_logger.info("Simulation complete.")
# Summarize results
summary_df = summarize_monitoring_results(monitoring_state)
2026-06-09 09:51:03,974 - create_monitoring_state - INFO - Monitoring state initialized with initial_value=100000.0, drawdown_threshold=0.15, lookback_window=252 INFO:create_monitoring_state:Monitoring state initialized with initial_value=100000.0, drawdown_threshold=0.15, lookback_window=252 2026-06-09 09:51:03,987 - simulation_loop - INFO - Starting simulation for 500 days... INFO:simulation_loop:Starting simulation for 500 days...
0%| | 0/500 [00:00<?, ?it/s]
2026-06-09 09:51:04,084 - simulate_market_data - DEBUG - Simulated new value: 100127.17 DEBUG:simulate_market_data:Simulated new value: 100127.17 2026-06-09 09:51:04,092 - calculate_drawdown - DEBUG - Current value: 100127.17, All-time Peak: 100127.17, Drawdown: 0.00, Drawdown %: 0.0000 DEBUG:calculate_drawdown:Current value: 100127.17, All-time Peak: 100127.17, Drawdown: 0.00, Drawdown %: 0.0000 2026-06-09 09:51:04,098 - simulate_market_data - DEBUG - Simulated new value: 101553.80 DEBUG:simulate_market_data:Simulated new value: 101553.80 2026-06-09 09:51:04,102 - calculate_drawdown - DEBUG - Current value: 101553.80, All-time Peak: 101553.80, Drawdown: 0.00, Drawdown %: 0.0000 DEBUG:calculate_drawdown:Current value: 101553.80, All-time Peak: 101553.80, Drawdown: 0.00, Drawdown %: 0.0000 2026-06-09 09:51:04,108 - simulate_market_data - DEBUG - Simulated new value: 100600.86 DEBUG:simulate_market_data:Simulated new value: 100600.86 2026-06-09 09:51:04,111 - calculate_drawdown - DEBUG - Current value: 100600.86, All-time Peak: 101553.80, Drawdown: 952.93, Drawdown %: 0.0094 DEBUG:calculate_drawdown:Current value: 100600.86, All-time Peak: 101553.80, Drawdown: 952.93, Drawdown %: 0.0094 2026-06-09 09:51:04,117 - simulate_market_data - DEBUG - Simulated new value: 101258.58 DEBUG:simulate_market_data:Simulated new value: 101258.58 2026-06-09 09:51:04,120 - calculate_drawdown - DEBUG - Current value: 101258.58, All-time Peak: 101553.80, Drawdown: 295.21, Drawdown %: 0.0029 DEBUG:calculate_drawdown:Current value: 101258.58, All-time Peak: 101553.80, Drawdown: 295.21, Drawdown %: 0.0029 2026-06-09 09:51:04,121 - simulate_market_data - DEBUG - Simulated new value: 101884.81 DEBUG:simulate_market_data:Simulated new value: 101884.81 2026-06-09 09:51:04,123 - calculate_drawdown - DEBUG - Current value: 101884.81, All-time Peak: 101884.81, Drawdown: 0.00, Drawdown %: 0.0000 DEBUG:calculate_drawdown:Current value: 101884.81, All-time Peak: 101884.81, Drawdown: 0.00, Drawdown %: 0.0000 2026-06-09 09:51:04,125 - simulate_market_data - DEBUG - Simulated new value: 99410.84 DEBUG:simulate_market_data:Simulated new value: 99410.84 2026-06-09 09:51:04,126 - calculate_drawdown - DEBUG - Current value: 99410.84, All-time Peak: 101884.81, Drawdown: 2473.97, Drawdown %: 0.0243 DEBUG:calculate_drawdown:Current value: 99410.84, All-time Peak: 101884.81, Drawdown: 2473.97, Drawdown %: 0.0243 2026-06-09 09:51:04,134 - simulate_market_data - DEBUG - Simulated new value: 100513.11 DEBUG:simulate_market_data:Simulated new value: 100513.11 2026-06-09 09:51:04,138 - calculate_drawdown - DEBUG - Current value: 100513.11, All-time Peak: 101884.81, Drawdown: 1371.69, Drawdown %: 0.0135 DEBUG:calculate_drawdown:Current value: 100513.11, All-time Peak: 101884.81, Drawdown: 1371.69, Drawdown %: 0.0135 2026-06-09 09:51:04,141 - simulate_market_data - DEBUG - Simulated new value: 99879.16 DEBUG:simulate_market_data:Simulated new value: 99879.16 2026-06-09 09:51:04,143 - calculate_drawdown - DEBUG - Current value: 99879.16, All-time Peak: 101884.81, Drawdown: 2005.65, Drawdown %: 0.0197 DEBUG:calculate_drawdown:Current value: 99879.16, All-time Peak: 101884.81, Drawdown: 2005.65, Drawdown %: 0.0197 2026-06-09 09:51:04,144 - simulate_market_data - DEBUG - Simulated new value: 100359.11 DEBUG:simulate_market_data:Simulated new value: 100359.11 2026-06-09 09:51:04,146 - calculate_drawdown - DEBUG - Current value: 100359.11, All-time Peak: 101884.81, Drawdown: 1525.70, Drawdown %: 0.0150 DEBUG:calculate_drawdown:Current value: 100359.11, All-time Peak: 101884.81, Drawdown: 1525.70, Drawdown %: 0.0150 2026-06-09 09:51:04,148 - simulate_market_data - DEBUG - Simulated new value: 99805.83 DEBUG:simulate_market_data:Simulated new value: 99805.83 2026-06-09 09:51:04,151 - calculate_drawdown - DEBUG - Current value: 99805.83, All-time Peak: 101884.81, Drawdown: 2078.97, Drawdown %: 0.0204 DEBUG:calculate_drawdown:Current value: 99805.83, All-time Peak: 101884.81, Drawdown: 2078.97, Drawdown %: 0.0204 2026-06-09 09:51:04,155 - simulate_market_data - DEBUG - Simulated new value: 99590.88 DEBUG:simulate_market_data:Simulated new value: 99590.88 2026-06-09 09:51:04,158 - calculate_drawdown - DEBUG - Current value: 99590.88, All-time Peak: 101884.81, Drawdown: 2293.92, Drawdown %: 0.0225 DEBUG:calculate_drawdown:Current value: 99590.88, All-time Peak: 101884.81, Drawdown: 2293.92, Drawdown %: 0.0225 2026-06-09 09:51:04,163 - simulate_market_data - DEBUG - Simulated new value: 99178.68 DEBUG:simulate_market_data:Simulated new value: 99178.68 2026-06-09 09:51:04,167 - calculate_drawdown - DEBUG - Current value: 99178.68, All-time Peak: 101884.81, Drawdown: 2706.13, Drawdown %: 0.0266 DEBUG:calculate_drawdown:Current value: 99178.68, All-time Peak: 101884.81, Drawdown: 2706.13, Drawdown %: 0.0266 2026-06-09 09:51:04,171 - simulate_market_data - DEBUG - Simulated new value: 99219.68 DEBUG:simulate_market_data:Simulated new value: 99219.68 2026-06-09 09:51:04,176 - calculate_drawdown - DEBUG - Current value: 99219.68, All-time Peak: 101884.81, Drawdown: 2665.13, Drawdown %: 0.0262 DEBUG:calculate_drawdown:Current value: 99219.68, All-time Peak: 101884.81, Drawdown: 2665.13, Drawdown %: 0.0262 2026-06-09 09:51:04,181 - simulate_market_data - DEBUG - Simulated new value: 99994.08 DEBUG:simulate_market_data:Simulated new value: 99994.08 2026-06-09 09:51:04,184 - calculate_drawdown - DEBUG - Current value: 99994.08, All-time Peak: 101884.81, Drawdown: 1890.73, Drawdown %: 0.0186 DEBUG:calculate_drawdown:Current value: 99994.08, All-time Peak: 101884.81, Drawdown: 1890.73, Drawdown %: 0.0186 2026-06-09 09:51:04,188 - simulate_market_data - DEBUG - Simulated new value: 101010.45 DEBUG:simulate_market_data:Simulated new value: 101010.45 2026-06-09 09:51:04,192 - calculate_drawdown - DEBUG - Current value: 101010.45, All-time Peak: 101884.81, Drawdown: 874.36, Drawdown %: 0.0086 DEBUG:calculate_drawdown:Current value: 101010.45, All-time Peak: 101884.81, Drawdown: 874.36, Drawdown %: 0.0086 2026-06-09 09:51:04,195 - simulate_market_data - DEBUG - Simulated new value: 102596.47 DEBUG:simulate_market_data:Simulated new value: 102596.47 2026-06-09 09:51:04,197 - calculate_drawdown - DEBUG - Current value: 102596.47, All-time Peak: 102596.47, Drawdown: 0.00, Drawdown %: 0.0000 DEBUG:calculate_drawdown:Current value: 102596.47, All-time Peak: 102596.47, Drawdown: 0.00, Drawdown %: 0.0000 2026-06-09 09:51:04,200 - simulate_market_data - DEBUG - Simulated new value: 103722.93 DEBUG:simulate_market_data:Simulated new value: 103722.93 2026-06-09 09:51:04,204 - calculate_drawdown - DEBUG - Current value: 103722.93, All-time Peak: 103722.93, Drawdown: 0.00, Drawdown %: 0.0000 DEBUG:calculate_drawdown:Current value: 103722.93, All-time Peak: 103722.93, Drawdown: 0.00, Drawdown %: 0.0000 2026-06-09 09:51:04,206 - simulate_market_data - DEBUG - Simulated new value: 104557.36 DEBUG:simulate_market_data:Simulated new value: 104557.36 2026-06-09 09:51:04,209 - calculate_drawdown - DEBUG - Current value: 104557.36, All-time Peak: 104557.36, Drawdown: 0.00, Drawdown %: 0.0000 DEBUG:calculate_drawdown:Current value: 104557.36, All-time Peak: 104557.36, Drawdown: 0.00, Drawdown %: 0.0000 2026-06-09 09:51:04,214 - simulate_market_data - DEBUG - Simulated new value: 105254.30 DEBUG:simulate_market_data:Simulated new value: 105254.30 2026-06-09 09:51:04,219 - calculate_drawdown - DEBUG - Current value: 105254.30, All-time Peak: 105254.30, Drawdown: 0.00, Drawdown %: 0.0000 DEBUG:calculate_drawdown:Current value: 105254.30, All-time Peak: 105254.30, Drawdown: 0.00, Drawdown %: 0.0000 2026-06-09 09:51:04,222 - simulate_market_data - DEBUG - Simulated new value: 104893.23 DEBUG:simulate_market_data:Simulated new value: 104893.23 2026-06-09 09:51:04,225 - calculate_drawdown - DEBUG - Current value: 104893.23, All-time Peak: 105254.30, Drawdown: 361.06, Drawdown %: 0.0034 DEBUG:calculate_drawdown:Current value: 104893.23, All-time Peak: 105254.30, Drawdown: 361.06, Drawdown %: 0.0034 2026-06-09 09:51:04,228 - simulate_market_data - DEBUG - Simulated new value: 105106.28 DEBUG:simulate_market_data:Simulated new value: 105106.28 2026-06-09 09:51:04,232 - calculate_drawdown - DEBUG - Current value: 105106.28, All-time Peak: 105254.30, Drawdown: 148.02, Drawdown %: 0.0014 DEBUG:calculate_drawdown:Current value: 105106.28, All-time Peak: 105254.30, Drawdown: 148.02, Drawdown %: 0.0014 2026-06-09 09:51:04,239 - simulate_market_data - DEBUG - Simulated new value: 103836.33 DEBUG:simulate_market_data:Simulated new value: 103836.33 2026-06-09 09:51:04,246 - calculate_drawdown - DEBUG - Current value: 103836.33, All-time Peak: 105254.30, Drawdown: 1417.97, Drawdown %: 0.0135 DEBUG:calculate_drawdown:Current value: 103836.33, All-time Peak: 105254.30, Drawdown: 1417.97, Drawdown %: 0.0135 2026-06-09 09:51:04,248 - simulate_market_data - DEBUG - Simulated new value: 103444.06 DEBUG:simulate_market_data:Simulated new value: 103444.06 2026-06-09 09:51:04,250 - calculate_drawdown - DEBUG - Current value: 103444.06, All-time Peak: 105254.30, Drawdown: 1810.24, Drawdown %: 0.0172 DEBUG:calculate_drawdown:Current value: 103444.06, All-time Peak: 105254.30, Drawdown: 1810.24, Drawdown %: 0.0172 2026-06-09 09:51:04,251 - simulate_market_data - DEBUG - Simulated new value: 101670.28 DEBUG:simulate_market_data:Simulated new value: 101670.28 2026-06-09 09:51:04,252 - calculate_drawdown - DEBUG - Current value: 101670.28, All-time Peak: 105254.30, Drawdown: 3584.02, Drawdown %: 0.0341 DEBUG:calculate_drawdown:Current value: 101670.28, All-time Peak: 105254.30, Drawdown: 3584.02, Drawdown %: 0.0341 2026-06-09 09:51:04,254 - simulate_market_data - DEBUG - Simulated new value: 102854.68 DEBUG:simulate_market_data:Simulated new value: 102854.68 2026-06-09 09:51:04,257 - calculate_drawdown - DEBUG - Current value: 102854.68, All-time Peak: 105254.30, Drawdown: 2399.62, Drawdown %: 0.0228 DEBUG:calculate_drawdown:Current value: 102854.68, All-time Peak: 105254.30, Drawdown: 2399.62, Drawdown %: 0.0228 2026-06-09 09:51:04,258 - simulate_market_data - DEBUG - Simulated new value: 103750.17 DEBUG:simulate_market_data:Simulated new value: 103750.17 2026-06-09 09:51:04,260 - calculate_drawdown - DEBUG - Current value: 103750.17, All-time Peak: 105254.30, Drawdown: 1504.13, Drawdown %: 0.0143 DEBUG:calculate_drawdown:Current value: 103750.17, All-time Peak: 105254.30, Drawdown: 1504.13, Drawdown %: 0.0143 2026-06-09 09:51:04,261 - simulate_market_data - DEBUG - Simulated new value: 103681.53 DEBUG:simulate_market_data:Simulated new value: 103681.53 2026-06-09 09:51:04,264 - calculate_drawdown - DEBUG - Current value: 103681.53, All-time Peak: 105254.30, Drawdown: 1572.77, Drawdown %: 0.0149 DEBUG:calculate_drawdown:Current value: 103681.53, All-time Peak: 105254.30, Drawdown: 1572.77, Drawdown %: 0.0149 2026-06-09 09:51:04,266 - simulate_market_data - DEBUG - Simulated new value: 102750.03 DEBUG:simulate_market_data:Simulated new value: 102750.03 2026-06-09 09:51:04,267 - calculate_drawdown - DEBUG - Current value: 102750.03, All-time Peak: 105254.30, Drawdown: 2504.27, Drawdown %: 0.0238 DEBUG:calculate_drawdown:Current value: 102750.03, All-time Peak: 105254.30, Drawdown: 2504.27, Drawdown %: 0.0238 2026-06-09 09:51:04,269 - simulate_market_data - DEBUG - Simulated new value: 104573.36 DEBUG:simulate_market_data:Simulated new value: 104573.36 2026-06-09 09:51:04,271 - calculate_drawdown - DEBUG - Current value: 104573.36, All-time Peak: 105254.30, Drawdown: 680.94, Drawdown %: 0.0065 DEBUG:calculate_drawdown:Current value: 104573.36, All-time Peak: 105254.30, Drawdown: 680.94, Drawdown %: 0.0065 2026-06-09 09:51:04,273 - simulate_market_data - DEBUG - Simulated new value: 103684.96 DEBUG:simulate_market_data:Simulated new value: 103684.96 2026-06-09 09:51:04,274 - calculate_drawdown - DEBUG - Current value: 103684.96, All-time Peak: 105254.30, Drawdown: 1569.34, Drawdown %: 0.0149 DEBUG:calculate_drawdown:Current value: 103684.96, All-time Peak: 105254.30, Drawdown: 1569.34, Drawdown %: 0.0149 2026-06-09 09:51:04,275 - simulate_market_data - DEBUG - Simulated new value: 102617.50 DEBUG:simulate_market_data:Simulated new value: 102617.50 2026-06-09 09:51:04,277 - calculate_drawdown - DEBUG - Current value: 102617.50, All-time Peak: 105254.30, Drawdown: 2636.80, Drawdown %: 0.0251 DEBUG:calculate_drawdown:Current value: 102617.50, All-time Peak: 105254.30, Drawdown: 2636.80, Drawdown %: 0.0251 2026-06-09 09:51:04,279 - simulate_market_data - DEBUG - Simulated new value: 102497.58 DEBUG:simulate_market_data:Simulated new value: 102497.58 2026-06-09 09:51:04,280 - calculate_drawdown - DEBUG - Current value: 102497.58, All-time Peak: 105254.30, Drawdown: 2756.72, Drawdown %: 0.0262 DEBUG:calculate_drawdown:Current value: 102497.58, All-time Peak: 105254.30, Drawdown: 2756.72, Drawdown %: 0.0262 2026-06-09 09:51:04,281 - simulate_market_data - DEBUG - Simulated new value: 100815.57 DEBUG:simulate_market_data:Simulated new value: 100815.57 2026-06-09 09:51:04,282 - calculate_drawdown - DEBUG - Current value: 100815.57, All-time Peak: 105254.30, Drawdown: 4438.72, Drawdown %: 0.0422 DEBUG:calculate_drawdown:Current value: 100815.57, All-time Peak: 105254.30, Drawdown: 4438.72, Drawdown %: 0.0422 2026-06-09 09:51:04,284 - simulate_market_data - DEBUG - Simulated new value: 100775.86 DEBUG:simulate_market_data:Simulated new value: 100775.86 2026-06-09 09:51:04,285 - calculate_drawdown - DEBUG - Current value: 100775.86, All-time Peak: 105254.30, Drawdown: 4478.44, Drawdown %: 0.0425 DEBUG:calculate_drawdown:Current value: 100775.86, All-time Peak: 105254.30, Drawdown: 4478.44, Drawdown %: 0.0425 2026-06-09 09:51:04,286 - simulate_market_data - DEBUG - Simulated new value: 103297.90 DEBUG:simulate_market_data:Simulated new value: 103297.90 2026-06-09 09:51:04,288 - calculate_drawdown - DEBUG - Current value: 103297.90, All-time Peak: 105254.30, Drawdown: 1956.39, Drawdown %: 0.0186 DEBUG:calculate_drawdown:Current value: 103297.90, All-time Peak: 105254.30, Drawdown: 1956.39, Drawdown %: 0.0186 2026-06-09 09:51:04,289 - simulate_market_data - DEBUG - Simulated new value: 102792.12 DEBUG:simulate_market_data:Simulated new value: 102792.12 2026-06-09 09:51:04,291 - calculate_drawdown - DEBUG - Current value: 102792.12, All-time Peak: 105254.30, Drawdown: 2462.18, Drawdown %: 0.0234 DEBUG:calculate_drawdown:Current value: 102792.12, All-time Peak: 105254.30, Drawdown: 2462.18, Drawdown %: 0.0234 2026-06-09 09:51:04,292 - simulate_market_data - DEBUG - Simulated new value: 102344.17 DEBUG:simulate_market_data:Simulated new value: 102344.17 2026-06-09 09:51:04,293 - calculate_drawdown - DEBUG - Current value: 102344.17, All-time Peak: 105254.30, Drawdown: 2910.13, Drawdown %: 0.0276 DEBUG:calculate_drawdown:Current value: 102344.17, All-time Peak: 105254.30, Drawdown: 2910.13, Drawdown %: 0.0276 2026-06-09 09:51:04,294 - simulate_market_data - DEBUG - Simulated new value: 104097.44 DEBUG:simulate_market_data:Simulated new value: 104097.44 2026-06-09 09:51:04,297 - calculate_drawdown - DEBUG - Current value: 104097.44, All-time Peak: 105254.30, Drawdown: 1156.86, Drawdown %: 0.0110 DEBUG:calculate_drawdown:Current value: 104097.44, All-time Peak: 105254.30, Drawdown: 1156.86, Drawdown %: 0.0110 2026-06-09 09:51:04,298 - simulate_market_data - DEBUG - Simulated new value: 104784.81 DEBUG:simulate_market_data:Simulated new value: 104784.81 2026-06-09 09:51:04,300 - calculate_drawdown - DEBUG - Current value: 104784.81, All-time Peak: 105254.30, Drawdown: 469.49, Drawdown %: 0.0045 DEBUG:calculate_drawdown:Current value: 104784.81, All-time Peak: 105254.30, Drawdown: 469.49, Drawdown %: 0.0045 2026-06-09 09:51:04,301 - simulate_market_data - DEBUG - Simulated new value: 103071.56 DEBUG:simulate_market_data:Simulated new value: 103071.56 2026-06-09 09:51:04,302 - calculate_drawdown - DEBUG - Current value: 103071.56, All-time Peak: 105254.30, Drawdown: 2182.74, Drawdown %: 0.0207 DEBUG:calculate_drawdown:Current value: 103071.56, All-time Peak: 105254.30, Drawdown: 2182.74, Drawdown %: 0.0207 2026-06-09 09:51:04,303 - simulate_market_data - DEBUG - Simulated new value: 103596.72 DEBUG:simulate_market_data:Simulated new value: 103596.72 2026-06-09 09:51:04,305 - calculate_drawdown - DEBUG - Current value: 103596.72, All-time Peak: 105254.30, Drawdown: 1657.58, Drawdown %: 0.0157 DEBUG:calculate_drawdown:Current value: 103596.72, All-time Peak: 105254.30, Drawdown: 1657.58, Drawdown %: 0.0157 2026-06-09 09:51:04,306 - simulate_market_data - DEBUG - Simulated new value: 104600.70 DEBUG:simulate_market_data:Simulated new value: 104600.70 2026-06-09 09:51:04,308 - calculate_drawdown - DEBUG - Current value: 104600.70, All-time Peak: 105254.30, Drawdown: 653.60, Drawdown %: 0.0062 DEBUG:calculate_drawdown:Current value: 104600.70, All-time Peak: 105254.30, Drawdown: 653.60, Drawdown %: 0.0062 2026-06-09 09:51:04,309 - simulate_market_data - DEBUG - Simulated new value: 103625.12 DEBUG:simulate_market_data:Simulated new value: 103625.12 2026-06-09 09:51:04,310 - calculate_drawdown - DEBUG - Current value: 103625.12, All-time Peak: 105254.30, Drawdown: 1629.17, Drawdown %: 0.0155 DEBUG:calculate_drawdown:Current value: 103625.12, All-time Peak: 105254.30, Drawdown: 1629.17, Drawdown %: 0.0155 2026-06-09 09:51:04,311 - simulate_market_data - DEBUG - Simulated new value: 103361.30 DEBUG:simulate_market_data:Simulated new value: 103361.30 2026-06-09 09:51:04,313 - calculate_drawdown - DEBUG - Current value: 103361.30, All-time Peak: 105254.30, Drawdown: 1893.00, Drawdown %: 0.0180 DEBUG:calculate_drawdown:Current value: 103361.30, All-time Peak: 105254.30, Drawdown: 1893.00, Drawdown %: 0.0180 2026-06-09 09:51:04,314 - simulate_market_data - DEBUG - Simulated new value: 102537.79 DEBUG:simulate_market_data:Simulated new value: 102537.79 2026-06-09 09:51:04,316 - calculate_drawdown - DEBUG - Current value: 102537.79, All-time Peak: 105254.30, Drawdown: 2716.50, Drawdown %: 0.0258 DEBUG:calculate_drawdown:Current value: 102537.79, All-time Peak: 105254.30, Drawdown: 2716.50, Drawdown %: 0.0258 2026-06-09 09:51:04,317 - simulate_market_data - DEBUG - Simulated new value: 102136.44 DEBUG:simulate_market_data:Simulated new value: 102136.44 2026-06-09 09:51:04,319 - calculate_drawdown - DEBUG - Current value: 102136.44, All-time Peak: 105254.30, Drawdown: 3117.85, Drawdown %: 0.0296 DEBUG:calculate_drawdown:Current value: 102136.44, All-time Peak: 105254.30, Drawdown: 3117.85, Drawdown %: 0.0296 2026-06-09 09:51:04,320 - simulate_market_data - DEBUG - Simulated new value: 102041.35 DEBUG:simulate_market_data:Simulated new value: 102041.35 2026-06-09 09:51:04,321 - calculate_drawdown - DEBUG - Current value: 102041.35, All-time Peak: 105254.30, Drawdown: 3212.95, Drawdown %: 0.0305 DEBUG:calculate_drawdown:Current value: 102041.35, All-time Peak: 105254.30, Drawdown: 3212.95, Drawdown %: 0.0305 2026-06-09 09:51:04,322 - simulate_market_data - DEBUG - Simulated new value: 103406.73 DEBUG:simulate_market_data:Simulated new value: 103406.73 2026-06-09 09:51:04,323 - calculate_drawdown - DEBUG - Current value: 103406.73, All-time Peak: 105254.30, Drawdown: 1847.57, Drawdown %: 0.0176 DEBUG:calculate_drawdown:Current value: 103406.73, All-time Peak: 105254.30, Drawdown: 1847.57, Drawdown %: 0.0176 2026-06-09 09:51:04,325 - simulate_market_data - DEBUG - Simulated new value: 102912.76 DEBUG:simulate_market_data:Simulated new value: 102912.76 2026-06-09 09:51:04,327 - calculate_drawdown - DEBUG - Current value: 102912.76, All-time Peak: 105254.30, Drawdown: 2341.53, Drawdown %: 0.0222 DEBUG:calculate_drawdown:Current value: 102912.76, All-time Peak: 105254.30, Drawdown: 2341.53, Drawdown %: 0.0222 2026-06-09 09:51:04,329 - simulate_market_data - DEBUG - Simulated new value: 100852.66 DEBUG:simulate_market_data:Simulated new value: 100852.66 2026-06-09 09:51:04,330 - calculate_drawdown - DEBUG - Current value: 100852.66, All-time Peak: 105254.30, Drawdown: 4401.64, Drawdown %: 0.0418 DEBUG:calculate_drawdown:Current value: 100852.66, All-time Peak: 105254.30, Drawdown: 4401.64, Drawdown %: 0.0418 2026-06-09 09:51:04,331 - simulate_market_data - DEBUG - Simulated new value: 100550.18 DEBUG:simulate_market_data:Simulated new value: 100550.18 2026-06-09 09:51:04,332 - calculate_drawdown - DEBUG - Current value: 100550.18, All-time Peak: 105254.30, Drawdown: 4704.12, Drawdown %: 0.0447 DEBUG:calculate_drawdown:Current value: 100550.18, All-time Peak: 105254.30, Drawdown: 4704.12, Drawdown %: 0.0447 2026-06-09 09:51:04,333 - simulate_market_data - DEBUG - Simulated new value: 100560.66 DEBUG:simulate_market_data:Simulated new value: 100560.66 2026-06-09 09:51:04,335 - calculate_drawdown - DEBUG - Current value: 100560.66, All-time Peak: 105254.30, Drawdown: 4693.64, Drawdown %: 0.0446 DEBUG:calculate_drawdown:Current value: 100560.66, All-time Peak: 105254.30, Drawdown: 4693.64, Drawdown %: 0.0446 2026-06-09 09:51:04,336 - simulate_market_data - DEBUG - Simulated new value: 100853.46 DEBUG:simulate_market_data:Simulated new value: 100853.46 2026-06-09 09:51:04,337 - calculate_drawdown - DEBUG - Current value: 100853.46, All-time Peak: 105254.30, Drawdown: 4400.84, Drawdown %: 0.0418 DEBUG:calculate_drawdown:Current value: 100853.46, All-time Peak: 105254.30, Drawdown: 4400.84, Drawdown %: 0.0418 2026-06-09 09:51:04,340 - simulate_market_data - DEBUG - Simulated new value: 100626.11 DEBUG:simulate_market_data:Simulated new value: 100626.11 2026-06-09 09:51:04,343 - calculate_drawdown - DEBUG - Current value: 100626.11, All-time Peak: 105254.30, Drawdown: 4628.19, Drawdown %: 0.0440 DEBUG:calculate_drawdown:Current value: 100626.11, All-time Peak: 105254.30, Drawdown: 4628.19, Drawdown %: 0.0440 2026-06-09 09:51:04,345 - simulate_market_data - DEBUG - Simulated new value: 101106.22 DEBUG:simulate_market_data:Simulated new value: 101106.22 2026-06-09 09:51:04,346 - calculate_drawdown - DEBUG - Current value: 101106.22, All-time Peak: 105254.30, Drawdown: 4148.07, Drawdown %: 0.0394 DEBUG:calculate_drawdown:Current value: 101106.22, All-time Peak: 105254.30, Drawdown: 4148.07, Drawdown %: 0.0394 2026-06-09 09:51:04,348 - simulate_market_data - DEBUG - Simulated new value: 101124.33 DEBUG:simulate_market_data:Simulated new value: 101124.33 2026-06-09 09:51:04,360 - calculate_drawdown - DEBUG - Current value: 101124.33, All-time Peak: 105254.30, Drawdown: 4129.97, Drawdown %: 0.0392 DEBUG:calculate_drawdown:Current value: 101124.33, All-time Peak: 105254.30, Drawdown: 4129.97, Drawdown %: 0.0392 2026-06-09 09:51:04,363 - simulate_market_data - DEBUG - Simulated new value: 100761.63 DEBUG:simulate_market_data:Simulated new value: 100761.63 2026-06-09 09:51:04,367 - calculate_drawdown - DEBUG - Current value: 100761.63, All-time Peak: 105254.30, Drawdown: 4492.67, Drawdown %: 0.0427 DEBUG:calculate_drawdown:Current value: 100761.63, All-time Peak: 105254.30, Drawdown: 4492.67, Drawdown %: 0.0427 2026-06-09 09:51:04,371 - simulate_market_data - DEBUG - Simulated new value: 102128.22 DEBUG:simulate_market_data:Simulated new value: 102128.22 2026-06-09 09:51:04,374 - calculate_drawdown - DEBUG - Current value: 102128.22, All-time Peak: 105254.30, Drawdown: 3126.08, Drawdown %: 0.0297 DEBUG:calculate_drawdown:Current value: 102128.22, All-time Peak: 105254.30, Drawdown: 3126.08, Drawdown %: 0.0297 2026-06-09 09:51:04,379 - simulate_market_data - DEBUG - Simulated new value: 102075.95 DEBUG:simulate_market_data:Simulated new value: 102075.95 2026-06-09 09:51:04,383 - calculate_drawdown - DEBUG - Current value: 102075.95, All-time Peak: 105254.30, Drawdown: 3178.35, Drawdown %: 0.0302 DEBUG:calculate_drawdown:Current value: 102075.95, All-time Peak: 105254.30, Drawdown: 3178.35, Drawdown %: 0.0302 2026-06-09 09:51:04,386 - simulate_market_data - DEBUG - Simulated new value: 102399.78 DEBUG:simulate_market_data:Simulated new value: 102399.78 2026-06-09 09:51:04,389 - calculate_drawdown - DEBUG - Current value: 102399.78, All-time Peak: 105254.30, Drawdown: 2854.52, Drawdown %: 0.0271 DEBUG:calculate_drawdown:Current value: 102399.78, All-time Peak: 105254.30, Drawdown: 2854.52, Drawdown %: 0.0271 2026-06-09 09:51:04,393 - simulate_market_data - DEBUG - Simulated new value: 102066.21 DEBUG:simulate_market_data:Simulated new value: 102066.21 2026-06-09 09:51:04,396 - calculate_drawdown - DEBUG - Current value: 102066.21, All-time Peak: 105254.30, Drawdown: 3188.09, Drawdown %: 0.0303 DEBUG:calculate_drawdown:Current value: 102066.21, All-time Peak: 105254.30, Drawdown: 3188.09, Drawdown %: 0.0303 2026-06-09 09:51:04,400 - simulate_market_data - DEBUG - Simulated new value: 102709.66 DEBUG:simulate_market_data:Simulated new value: 102709.66 2026-06-09 09:51:04,406 - calculate_drawdown - DEBUG - Current value: 102709.66, All-time Peak: 105254.30, Drawdown: 2544.64, Drawdown %: 0.0242 DEBUG:calculate_drawdown:Current value: 102709.66, All-time Peak: 105254.30, Drawdown: 2544.64, Drawdown %: 0.0242 2026-06-09 09:51:04,412 - simulate_market_data - DEBUG - Simulated new value: 104751.52 DEBUG:simulate_market_data:Simulated new value: 104751.52 2026-06-09 09:51:04,417 - calculate_drawdown - DEBUG - Current value: 104751.52, All-time Peak: 105254.30, Drawdown: 502.78, Drawdown %: 0.0048 DEBUG:calculate_drawdown:Current value: 104751.52, All-time Peak: 105254.30, Drawdown: 502.78, Drawdown %: 0.0048 2026-06-09 09:51:04,423 - simulate_market_data - DEBUG - Simulated new value: 104525.55 DEBUG:simulate_market_data:Simulated new value: 104525.55 2026-06-09 09:51:04,426 - calculate_drawdown - DEBUG - Current value: 104525.55, All-time Peak: 105254.30, Drawdown: 728.74, Drawdown %: 0.0069 DEBUG:calculate_drawdown:Current value: 104525.55, All-time Peak: 105254.30, Drawdown: 728.74, Drawdown %: 0.0069 2026-06-09 09:51:04,429 - simulate_market_data - DEBUG - Simulated new value: 104468.09 DEBUG:simulate_market_data:Simulated new value: 104468.09 2026-06-09 09:51:04,433 - calculate_drawdown - DEBUG - Current value: 104468.09, All-time Peak: 105254.30, Drawdown: 786.21, Drawdown %: 0.0075 DEBUG:calculate_drawdown:Current value: 104468.09, All-time Peak: 105254.30, Drawdown: 786.21, Drawdown %: 0.0075 2026-06-09 09:51:04,436 - simulate_market_data - DEBUG - Simulated new value: 102529.98 DEBUG:simulate_market_data:Simulated new value: 102529.98 2026-06-09 09:51:04,441 - calculate_drawdown - DEBUG - Current value: 102529.98, All-time Peak: 105254.30, Drawdown: 2724.32, Drawdown %: 0.0259 DEBUG:calculate_drawdown:Current value: 102529.98, All-time Peak: 105254.30, Drawdown: 2724.32, Drawdown %: 0.0259 2026-06-09 09:51:04,444 - simulate_market_data - DEBUG - Simulated new value: 102203.08 DEBUG:simulate_market_data:Simulated new value: 102203.08 2026-06-09 09:51:04,447 - calculate_drawdown - DEBUG - Current value: 102203.08, All-time Peak: 105254.30, Drawdown: 3051.22, Drawdown %: 0.0290 DEBUG:calculate_drawdown:Current value: 102203.08, All-time Peak: 105254.30, Drawdown: 3051.22, Drawdown %: 0.0290 2026-06-09 09:51:04,452 - simulate_market_data - DEBUG - Simulated new value: 102131.93 DEBUG:simulate_market_data:Simulated new value: 102131.93 2026-06-09 09:51:04,458 - calculate_drawdown - DEBUG - Current value: 102131.93, All-time Peak: 105254.30, Drawdown: 3122.37, Drawdown %: 0.0297 DEBUG:calculate_drawdown:Current value: 102131.93, All-time Peak: 105254.30, Drawdown: 3122.37, Drawdown %: 0.0297 2026-06-09 09:51:04,465 - simulate_market_data - DEBUG - Simulated new value: 103446.56 DEBUG:simulate_market_data:Simulated new value: 103446.56 2026-06-09 09:51:04,471 - calculate_drawdown - DEBUG - Current value: 103446.56, All-time Peak: 105254.30, Drawdown: 1807.74, Drawdown %: 0.0172 DEBUG:calculate_drawdown:Current value: 103446.56, All-time Peak: 105254.30, Drawdown: 1807.74, Drawdown %: 0.0172 2026-06-09 09:51:04,475 - simulate_market_data - DEBUG - Simulated new value: 102614.85 DEBUG:simulate_market_data:Simulated new value: 102614.85 2026-06-09 09:51:04,479 - calculate_drawdown - DEBUG - Current value: 102614.85, All-time Peak: 105254.30, Drawdown: 2639.44, Drawdown %: 0.0251 DEBUG:calculate_drawdown:Current value: 102614.85, All-time Peak: 105254.30, Drawdown: 2639.44, Drawdown %: 0.0251 2026-06-09 09:51:04,482 - simulate_market_data - DEBUG - Simulated new value: 102030.24 DEBUG:simulate_market_data:Simulated new value: 102030.24 2026-06-09 09:51:04,486 - calculate_drawdown - DEBUG - Current value: 102030.24, All-time Peak: 105254.30, Drawdown: 3224.06, Drawdown %: 0.0306 DEBUG:calculate_drawdown:Current value: 102030.24, All-time Peak: 105254.30, Drawdown: 3224.06, Drawdown %: 0.0306 2026-06-09 09:51:04,491 - simulate_market_data - DEBUG - Simulated new value: 103426.84 DEBUG:simulate_market_data:Simulated new value: 103426.84 2026-06-09 09:51:04,495 - calculate_drawdown - DEBUG - Current value: 103426.84, All-time Peak: 105254.30, Drawdown: 1827.46, Drawdown %: 0.0174 DEBUG:calculate_drawdown:Current value: 103426.84, All-time Peak: 105254.30, Drawdown: 1827.46, Drawdown %: 0.0174 2026-06-09 09:51:04,498 - simulate_market_data - DEBUG - Simulated new value: 104634.21 DEBUG:simulate_market_data:Simulated new value: 104634.21 2026-06-09 09:51:04,504 - calculate_drawdown - DEBUG - Current value: 104634.21, All-time Peak: 105254.30, Drawdown: 620.09, Drawdown %: 0.0059 DEBUG:calculate_drawdown:Current value: 104634.21, All-time Peak: 105254.30, Drawdown: 620.09, Drawdown %: 0.0059 2026-06-09 09:51:04,507 - simulate_market_data - DEBUG - Simulated new value: 103963.14 DEBUG:simulate_market_data:Simulated new value: 103963.14 2026-06-09 09:51:04,511 - calculate_drawdown - DEBUG - Current value: 103963.14, All-time Peak: 105254.30, Drawdown: 1291.15, Drawdown %: 0.0123 DEBUG:calculate_drawdown:Current value: 103963.14, All-time Peak: 105254.30, Drawdown: 1291.15, Drawdown %: 0.0123 2026-06-09 09:51:04,518 - simulate_market_data - DEBUG - Simulated new value: 104816.12 DEBUG:simulate_market_data:Simulated new value: 104816.12 2026-06-09 09:51:04,520 - calculate_drawdown - DEBUG - Current value: 104816.12, All-time Peak: 105254.30, Drawdown: 438.18, Drawdown %: 0.0042 DEBUG:calculate_drawdown:Current value: 104816.12, All-time Peak: 105254.30, Drawdown: 438.18, Drawdown %: 0.0042 2026-06-09 09:51:04,522 - simulate_market_data - DEBUG - Simulated new value: 104943.28 DEBUG:simulate_market_data:Simulated new value: 104943.28 2026-06-09 09:51:04,526 - calculate_drawdown - DEBUG - Current value: 104943.28, All-time Peak: 105254.30, Drawdown: 311.02, Drawdown %: 0.0030 DEBUG:calculate_drawdown:Current value: 104943.28, All-time Peak: 105254.30, Drawdown: 311.02, Drawdown %: 0.0030 2026-06-09 09:51:04,530 - simulate_market_data - DEBUG - Simulated new value: 103607.20 DEBUG:simulate_market_data:Simulated new value: 103607.20 2026-06-09 09:51:04,533 - calculate_drawdown - DEBUG - Current value: 103607.20, All-time Peak: 105254.30, Drawdown: 1647.10, Drawdown %: 0.0156 DEBUG:calculate_drawdown:Current value: 103607.20, All-time Peak: 105254.30, Drawdown: 1647.10, Drawdown %: 0.0156 2026-06-09 09:51:04,537 - simulate_market_data - DEBUG - Simulated new value: 104317.02 DEBUG:simulate_market_data:Simulated new value: 104317.02 2026-06-09 09:51:04,541 - calculate_drawdown - DEBUG - Current value: 104317.02, All-time Peak: 105254.30, Drawdown: 937.28, Drawdown %: 0.0089 DEBUG:calculate_drawdown:Current value: 104317.02, All-time Peak: 105254.30, Drawdown: 937.28, Drawdown %: 0.0089 2026-06-09 09:51:04,545 - simulate_market_data - DEBUG - Simulated new value: 105181.58 DEBUG:simulate_market_data:Simulated new value: 105181.58 2026-06-09 09:51:04,546 - calculate_drawdown - DEBUG - Current value: 105181.58, All-time Peak: 105254.30, Drawdown: 72.72, Drawdown %: 0.0007 DEBUG:calculate_drawdown:Current value: 105181.58, All-time Peak: 105254.30, Drawdown: 72.72, Drawdown %: 0.0007 2026-06-09 09:51:04,551 - simulate_market_data - DEBUG - Simulated new value: 106715.62 DEBUG:simulate_market_data:Simulated new value: 106715.62 2026-06-09 09:51:04,555 - calculate_drawdown - DEBUG - Current value: 106715.62, All-time Peak: 106715.62, Drawdown: 0.00, Drawdown %: 0.0000 DEBUG:calculate_drawdown:Current value: 106715.62, All-time Peak: 106715.62, Drawdown: 0.00, Drawdown %: 0.0000 2026-06-09 09:51:04,557 - simulate_market_data - DEBUG - Simulated new value: 106737.03 DEBUG:simulate_market_data:Simulated new value: 106737.03 2026-06-09 09:51:04,562 - calculate_drawdown - DEBUG - Current value: 106737.03, All-time Peak: 106737.03, Drawdown: 0.00, Drawdown %: 0.0000 DEBUG:calculate_drawdown:Current value: 106737.03, All-time Peak: 106737.03, Drawdown: 0.00, Drawdown %: 0.0000 2026-06-09 09:51:04,564 - simulate_market_data - DEBUG - Simulated new value: 106735.43 DEBUG:simulate_market_data:Simulated new value: 106735.43 2026-06-09 09:51:04,572 - calculate_drawdown - DEBUG - Current value: 106735.43, All-time Peak: 106737.03, Drawdown: 1.60, Drawdown %: 0.0000 DEBUG:calculate_drawdown:Current value: 106735.43, All-time Peak: 106737.03, Drawdown: 1.60, Drawdown %: 0.0000 2026-06-09 09:51:04,576 - simulate_market_data - DEBUG - Simulated new value: 105425.67 DEBUG:simulate_market_data:Simulated new value: 105425.67 2026-06-09 09:51:04,583 - calculate_drawdown - DEBUG - Current value: 105425.67, All-time Peak: 106737.03, Drawdown: 1311.36, Drawdown %: 0.0123 DEBUG:calculate_drawdown:Current value: 105425.67, All-time Peak: 106737.03, Drawdown: 1311.36, Drawdown %: 0.0123 2026-06-09 09:51:04,586 - simulate_market_data - DEBUG - Simulated new value: 104573.27 DEBUG:simulate_market_data:Simulated new value: 104573.27 2026-06-09 09:51:04,589 - calculate_drawdown - DEBUG - Current value: 104573.27, All-time Peak: 106737.03, Drawdown: 2163.76, Drawdown %: 0.0203 DEBUG:calculate_drawdown:Current value: 104573.27, All-time Peak: 106737.03, Drawdown: 2163.76, Drawdown %: 0.0203 2026-06-09 09:51:04,593 - simulate_market_data - DEBUG - Simulated new value: 105105.85 DEBUG:simulate_market_data:Simulated new value: 105105.85 2026-06-09 09:51:04,597 - calculate_drawdown - DEBUG - Current value: 105105.85, All-time Peak: 106737.03, Drawdown: 1631.18, Drawdown %: 0.0153 DEBUG:calculate_drawdown:Current value: 105105.85, All-time Peak: 106737.03, Drawdown: 1631.18, Drawdown %: 0.0153 2026-06-09 09:51:04,603 - simulate_market_data - DEBUG - Simulated new value: 106113.59 DEBUG:simulate_market_data:Simulated new value: 106113.59 2026-06-09 09:51:04,606 - calculate_drawdown - DEBUG - Current value: 106113.59, All-time Peak: 106737.03, Drawdown: 623.44, Drawdown %: 0.0058 DEBUG:calculate_drawdown:Current value: 106113.59, All-time Peak: 106737.03, Drawdown: 623.44, Drawdown %: 0.0058 2026-06-09 09:51:04,610 - simulate_market_data - DEBUG - Simulated new value: 106682.01 DEBUG:simulate_market_data:Simulated new value: 106682.01 2026-06-09 09:51:04,615 - calculate_drawdown - DEBUG - Current value: 106682.01, All-time Peak: 106737.03, Drawdown: 55.02, Drawdown %: 0.0005 DEBUG:calculate_drawdown:Current value: 106682.01, All-time Peak: 106737.03, Drawdown: 55.02, Drawdown %: 0.0005 2026-06-09 09:51:04,621 - simulate_market_data - DEBUG - Simulated new value: 106203.48 DEBUG:simulate_market_data:Simulated new value: 106203.48 2026-06-09 09:51:04,624 - calculate_drawdown - DEBUG - Current value: 106203.48, All-time Peak: 106737.03, Drawdown: 533.55, Drawdown %: 0.0050 DEBUG:calculate_drawdown:Current value: 106203.48, All-time Peak: 106737.03, Drawdown: 533.55, Drawdown %: 0.0050 2026-06-09 09:51:04,630 - simulate_market_data - DEBUG - Simulated new value: 106196.22 DEBUG:simulate_market_data:Simulated new value: 106196.22 2026-06-09 09:51:04,636 - calculate_drawdown - DEBUG - Current value: 106196.22, All-time Peak: 106737.03, Drawdown: 540.81, Drawdown %: 0.0051 DEBUG:calculate_drawdown:Current value: 106196.22, All-time Peak: 106737.03, Drawdown: 540.81, Drawdown %: 0.0051 2026-06-09 09:51:04,642 - simulate_market_data - DEBUG - Simulated new value: 107021.58 DEBUG:simulate_market_data:Simulated new value: 107021.58 2026-06-09 09:51:04,648 - calculate_drawdown - DEBUG - Current value: 107021.58, All-time Peak: 107021.58, Drawdown: 0.00, Drawdown %: 0.0000 DEBUG:calculate_drawdown:Current value: 107021.58, All-time Peak: 107021.58, Drawdown: 0.00, Drawdown %: 0.0000 2026-06-09 09:51:04,655 - simulate_market_data - DEBUG - Simulated new value: 106379.44 DEBUG:simulate_market_data:Simulated new value: 106379.44 2026-06-09 09:51:04,663 - calculate_drawdown - DEBUG - Current value: 106379.44, All-time Peak: 107021.58, Drawdown: 642.14, Drawdown %: 0.0060 DEBUG:calculate_drawdown:Current value: 106379.44, All-time Peak: 107021.58, Drawdown: 642.14, Drawdown %: 0.0060 2026-06-09 09:51:04,673 - simulate_market_data - DEBUG - Simulated new value: 105915.77 DEBUG:simulate_market_data:Simulated new value: 105915.77 2026-06-09 09:51:04,679 - calculate_drawdown - DEBUG - Current value: 105915.77, All-time Peak: 107021.58, Drawdown: 1105.81, Drawdown %: 0.0103 DEBUG:calculate_drawdown:Current value: 105915.77, All-time Peak: 107021.58, Drawdown: 1105.81, Drawdown %: 0.0103 2026-06-09 09:51:04,687 - simulate_market_data - DEBUG - Simulated new value: 105467.61 DEBUG:simulate_market_data:Simulated new value: 105467.61 2026-06-09 09:51:04,689 - calculate_drawdown - DEBUG - Current value: 105467.61, All-time Peak: 107021.58, Drawdown: 1553.97, Drawdown %: 0.0145 DEBUG:calculate_drawdown:Current value: 105467.61, All-time Peak: 107021.58, Drawdown: 1553.97, Drawdown %: 0.0145 2026-06-09 09:51:04,696 - simulate_market_data - DEBUG - Simulated new value: 104658.99 DEBUG:simulate_market_data:Simulated new value: 104658.99 2026-06-09 09:51:04,700 - calculate_drawdown - DEBUG - Current value: 104658.99, All-time Peak: 107021.58, Drawdown: 2362.59, Drawdown %: 0.0221 DEBUG:calculate_drawdown:Current value: 104658.99, All-time Peak: 107021.58, Drawdown: 2362.59, Drawdown %: 0.0221 2026-06-09 09:51:04,705 - simulate_market_data - DEBUG - Simulated new value: 104416.60 DEBUG:simulate_market_data:Simulated new value: 104416.60 2026-06-09 09:51:04,717 - calculate_drawdown - DEBUG - Current value: 104416.60, All-time Peak: 107021.58, Drawdown: 2604.98, Drawdown %: 0.0243 DEBUG:calculate_drawdown:Current value: 104416.60, All-time Peak: 107021.58, Drawdown: 2604.98, Drawdown %: 0.0243 2026-06-09 09:51:04,720 - simulate_market_data - DEBUG - Simulated new value: 102575.51 DEBUG:simulate_market_data:Simulated new value: 102575.51 2026-06-09 09:51:04,725 - calculate_drawdown - DEBUG - Current value: 102575.51, All-time Peak: 107021.58, Drawdown: 4446.07, Drawdown %: 0.0415 DEBUG:calculate_drawdown:Current value: 102575.51, All-time Peak: 107021.58, Drawdown: 4446.07, Drawdown %: 0.0415 2026-06-09 09:51:04,733 - simulate_market_data - DEBUG - Simulated new value: 101654.93 DEBUG:simulate_market_data:Simulated new value: 101654.93 2026-06-09 09:51:04,740 - calculate_drawdown - DEBUG - Current value: 101654.93, All-time Peak: 107021.58, Drawdown: 5366.65, Drawdown %: 0.0501 DEBUG:calculate_drawdown:Current value: 101654.93, All-time Peak: 107021.58, Drawdown: 5366.65, Drawdown %: 0.0501 2026-06-09 09:51:04,747 - simulate_market_data - DEBUG - Simulated new value: 101247.43 DEBUG:simulate_market_data:Simulated new value: 101247.43 2026-06-09 09:51:04,753 - calculate_drawdown - DEBUG - Current value: 101247.43, All-time Peak: 107021.58, Drawdown: 5774.15, Drawdown %: 0.0540 DEBUG:calculate_drawdown:Current value: 101247.43, All-time Peak: 107021.58, Drawdown: 5774.15, Drawdown %: 0.0540 2026-06-09 09:51:04,758 - simulate_market_data - DEBUG - Simulated new value: 101445.96 DEBUG:simulate_market_data:Simulated new value: 101445.96 2026-06-09 09:51:04,763 - calculate_drawdown - DEBUG - Current value: 101445.96, All-time Peak: 107021.58, Drawdown: 5575.62, Drawdown %: 0.0521 DEBUG:calculate_drawdown:Current value: 101445.96, All-time Peak: 107021.58, Drawdown: 5575.62, Drawdown %: 0.0521 2026-06-09 09:51:04,766 - simulate_market_data - DEBUG - Simulated new value: 101473.18 DEBUG:simulate_market_data:Simulated new value: 101473.18 2026-06-09 09:51:04,769 - calculate_drawdown - DEBUG - Current value: 101473.18, All-time Peak: 107021.58, Drawdown: 5548.40, Drawdown %: 0.0518 DEBUG:calculate_drawdown:Current value: 101473.18, All-time Peak: 107021.58, Drawdown: 5548.40, Drawdown %: 0.0518 2026-06-09 09:51:04,773 - simulate_market_data - DEBUG - Simulated new value: 100748.37 DEBUG:simulate_market_data:Simulated new value: 100748.37 2026-06-09 09:51:04,777 - calculate_drawdown - DEBUG - Current value: 100748.37, All-time Peak: 107021.58, Drawdown: 6273.21, Drawdown %: 0.0586 DEBUG:calculate_drawdown:Current value: 100748.37, All-time Peak: 107021.58, Drawdown: 6273.21, Drawdown %: 0.0586 2026-06-09 09:51:04,779 - simulate_market_data - DEBUG - Simulated new value: 101031.75 DEBUG:simulate_market_data:Simulated new value: 101031.75 2026-06-09 09:51:04,784 - calculate_drawdown - DEBUG - Current value: 101031.75, All-time Peak: 107021.58, Drawdown: 5989.83, Drawdown %: 0.0560 DEBUG:calculate_drawdown:Current value: 101031.75, All-time Peak: 107021.58, Drawdown: 5989.83, Drawdown %: 0.0560 2026-06-09 09:51:04,789 - simulate_market_data - DEBUG - Simulated new value: 100596.91 DEBUG:simulate_market_data:Simulated new value: 100596.91 2026-06-09 09:51:04,795 - calculate_drawdown - DEBUG - Current value: 100596.91, All-time Peak: 107021.58, Drawdown: 6424.67, Drawdown %: 0.0600 DEBUG:calculate_drawdown:Current value: 100596.91, All-time Peak: 107021.58, Drawdown: 6424.67, Drawdown %: 0.0600 2026-06-09 09:51:04,799 - simulate_market_data - DEBUG - Simulated new value: 101347.14 DEBUG:simulate_market_data:Simulated new value: 101347.14 2026-06-09 09:51:04,806 - calculate_drawdown - DEBUG - Current value: 101347.14, All-time Peak: 107021.58, Drawdown: 5674.44, Drawdown %: 0.0530 DEBUG:calculate_drawdown:Current value: 101347.14, All-time Peak: 107021.58, Drawdown: 5674.44, Drawdown %: 0.0530 2026-06-09 09:51:04,808 - simulate_market_data - DEBUG - Simulated new value: 100838.76 DEBUG:simulate_market_data:Simulated new value: 100838.76 2026-06-09 09:51:04,815 - calculate_drawdown - DEBUG - Current value: 100838.76, All-time Peak: 107021.58, Drawdown: 6182.82, Drawdown %: 0.0578 DEBUG:calculate_drawdown:Current value: 100838.76, All-time Peak: 107021.58, Drawdown: 6182.82, Drawdown %: 0.0578 2026-06-09 09:51:04,823 - simulate_market_data - DEBUG - Simulated new value: 100355.56 DEBUG:simulate_market_data:Simulated new value: 100355.56 2026-06-09 09:51:04,829 - calculate_drawdown - DEBUG - Current value: 100355.56, All-time Peak: 107021.58, Drawdown: 6666.02, Drawdown %: 0.0623 DEBUG:calculate_drawdown:Current value: 100355.56, All-time Peak: 107021.58, Drawdown: 6666.02, Drawdown %: 0.0623 2026-06-09 09:51:04,835 - simulate_market_data - DEBUG - Simulated new value: 99180.40 DEBUG:simulate_market_data:Simulated new value: 99180.40 2026-06-09 09:51:04,841 - calculate_drawdown - DEBUG - Current value: 99180.40, All-time Peak: 107021.58, Drawdown: 7841.18, Drawdown %: 0.0733 DEBUG:calculate_drawdown:Current value: 99180.40, All-time Peak: 107021.58, Drawdown: 7841.18, Drawdown %: 0.0733 2026-06-09 09:51:04,852 - simulate_market_data - DEBUG - Simulated new value: 97650.73 DEBUG:simulate_market_data:Simulated new value: 97650.73 2026-06-09 09:51:04,862 - calculate_drawdown - DEBUG - Current value: 97650.73, All-time Peak: 107021.58, Drawdown: 9370.85, Drawdown %: 0.0876 DEBUG:calculate_drawdown:Current value: 97650.73, All-time Peak: 107021.58, Drawdown: 9370.85, Drawdown %: 0.0876 2026-06-09 09:51:04,871 - simulate_market_data - DEBUG - Simulated new value: 97449.40 DEBUG:simulate_market_data:Simulated new value: 97449.40 2026-06-09 09:51:04,876 - calculate_drawdown - DEBUG - Current value: 97449.40, All-time Peak: 107021.58, Drawdown: 9572.18, Drawdown %: 0.0894 DEBUG:calculate_drawdown:Current value: 97449.40, All-time Peak: 107021.58, Drawdown: 9572.18, Drawdown %: 0.0894 2026-06-09 09:51:04,900 - simulate_market_data - DEBUG - Simulated new value: 96728.98 DEBUG:simulate_market_data:Simulated new value: 96728.98 2026-06-09 09:51:04,913 - calculate_drawdown - DEBUG - Current value: 96728.98, All-time Peak: 107021.58, Drawdown: 10292.60, Drawdown %: 0.0962 DEBUG:calculate_drawdown:Current value: 96728.98, All-time Peak: 107021.58, Drawdown: 10292.60, Drawdown %: 0.0962 2026-06-09 09:51:04,922 - simulate_market_data - DEBUG - Simulated new value: 95970.48 DEBUG:simulate_market_data:Simulated new value: 95970.48 2026-06-09 09:51:04,927 - calculate_drawdown - DEBUG - Current value: 95970.48, All-time Peak: 107021.58, Drawdown: 11051.10, Drawdown %: 0.1033 DEBUG:calculate_drawdown:Current value: 95970.48, All-time Peak: 107021.58, Drawdown: 11051.10, Drawdown %: 0.1033 2026-06-09 09:51:04,936 - simulate_market_data - DEBUG - Simulated new value: 96568.02 DEBUG:simulate_market_data:Simulated new value: 96568.02 2026-06-09 09:51:04,944 - calculate_drawdown - DEBUG - Current value: 96568.02, All-time Peak: 107021.58, Drawdown: 10453.56, Drawdown %: 0.0977 DEBUG:calculate_drawdown:Current value: 96568.02, All-time Peak: 107021.58, Drawdown: 10453.56, Drawdown %: 0.0977 2026-06-09 09:51:04,951 - simulate_market_data - DEBUG - Simulated new value: 97020.34 DEBUG:simulate_market_data:Simulated new value: 97020.34 2026-06-09 09:51:04,958 - calculate_drawdown - DEBUG - Current value: 97020.34, All-time Peak: 107021.58, Drawdown: 10001.24, Drawdown %: 0.0935 DEBUG:calculate_drawdown:Current value: 97020.34, All-time Peak: 107021.58, Drawdown: 10001.24, Drawdown %: 0.0935 2026-06-09 09:51:04,965 - simulate_market_data - DEBUG - Simulated new value: 98143.22 DEBUG:simulate_market_data:Simulated new value: 98143.22 2026-06-09 09:51:04,972 - calculate_drawdown - DEBUG - Current value: 98143.22, All-time Peak: 107021.58, Drawdown: 8878.36, Drawdown %: 0.0830 DEBUG:calculate_drawdown:Current value: 98143.22, All-time Peak: 107021.58, Drawdown: 8878.36, Drawdown %: 0.0830 2026-06-09 09:51:04,980 - simulate_market_data - DEBUG - Simulated new value: 98298.19 DEBUG:simulate_market_data:Simulated new value: 98298.19 2026-06-09 09:51:04,989 - calculate_drawdown - DEBUG - Current value: 98298.19, All-time Peak: 107021.58, Drawdown: 8723.39, Drawdown %: 0.0815 DEBUG:calculate_drawdown:Current value: 98298.19, All-time Peak: 107021.58, Drawdown: 8723.39, Drawdown %: 0.0815 2026-06-09 09:51:04,997 - simulate_market_data - DEBUG - Simulated new value: 97390.61 DEBUG:simulate_market_data:Simulated new value: 97390.61 2026-06-09 09:51:05,004 - calculate_drawdown - DEBUG - Current value: 97390.61, All-time Peak: 107021.58, Drawdown: 9630.97, Drawdown %: 0.0900 DEBUG:calculate_drawdown:Current value: 97390.61, All-time Peak: 107021.58, Drawdown: 9630.97, Drawdown %: 0.0900 2026-06-09 09:51:05,011 - simulate_market_data - DEBUG - Simulated new value: 97510.81 DEBUG:simulate_market_data:Simulated new value: 97510.81 2026-06-09 09:51:05,017 - calculate_drawdown - DEBUG - Current value: 97510.81, All-time Peak: 107021.58, Drawdown: 9510.78, Drawdown %: 0.0889 DEBUG:calculate_drawdown:Current value: 97510.81, All-time Peak: 107021.58, Drawdown: 9510.78, Drawdown %: 0.0889 2026-06-09 09:51:05,022 - simulate_market_data - DEBUG - Simulated new value: 97043.74 DEBUG:simulate_market_data:Simulated new value: 97043.74 2026-06-09 09:51:05,029 - calculate_drawdown - DEBUG - Current value: 97043.74, All-time Peak: 107021.58, Drawdown: 9977.84, Drawdown %: 0.0932 DEBUG:calculate_drawdown:Current value: 97043.74, All-time Peak: 107021.58, Drawdown: 9977.84, Drawdown %: 0.0932 2026-06-09 09:51:05,032 - simulate_market_data - DEBUG - Simulated new value: 96287.15 DEBUG:simulate_market_data:Simulated new value: 96287.15 2026-06-09 09:51:05,039 - calculate_drawdown - DEBUG - Current value: 96287.15, All-time Peak: 107021.58, Drawdown: 10734.43, Drawdown %: 0.1003 DEBUG:calculate_drawdown:Current value: 96287.15, All-time Peak: 107021.58, Drawdown: 10734.43, Drawdown %: 0.1003 2026-06-09 09:51:05,044 - simulate_market_data - DEBUG - Simulated new value: 96291.59 DEBUG:simulate_market_data:Simulated new value: 96291.59 2026-06-09 09:51:05,049 - calculate_drawdown - DEBUG - Current value: 96291.59, All-time Peak: 107021.58, Drawdown: 10729.99, Drawdown %: 0.1003 DEBUG:calculate_drawdown:Current value: 96291.59, All-time Peak: 107021.58, Drawdown: 10729.99, Drawdown %: 0.1003 2026-06-09 09:51:05,052 - simulate_market_data - DEBUG - Simulated new value: 93915.32 DEBUG:simulate_market_data:Simulated new value: 93915.32 2026-06-09 09:51:05,057 - calculate_drawdown - DEBUG - Current value: 93915.32, All-time Peak: 107021.58, Drawdown: 13106.26, Drawdown %: 0.1225 DEBUG:calculate_drawdown:Current value: 93915.32, All-time Peak: 107021.58, Drawdown: 13106.26, Drawdown %: 0.1225 2026-06-09 09:51:05,062 - simulate_market_data - DEBUG - Simulated new value: 94002.70 DEBUG:simulate_market_data:Simulated new value: 94002.70 2026-06-09 09:51:05,067 - calculate_drawdown - DEBUG - Current value: 94002.70, All-time Peak: 107021.58, Drawdown: 13018.88, Drawdown %: 0.1216 DEBUG:calculate_drawdown:Current value: 94002.70, All-time Peak: 107021.58, Drawdown: 13018.88, Drawdown %: 0.1216 2026-06-09 09:51:05,073 - simulate_market_data - DEBUG - Simulated new value: 92639.60 DEBUG:simulate_market_data:Simulated new value: 92639.60 2026-06-09 09:51:05,078 - calculate_drawdown - DEBUG - Current value: 92639.60, All-time Peak: 107021.58, Drawdown: 14381.98, Drawdown %: 0.1344 DEBUG:calculate_drawdown:Current value: 92639.60, All-time Peak: 107021.58, Drawdown: 14381.98, Drawdown %: 0.1344 2026-06-09 09:51:05,084 - simulate_market_data - DEBUG - Simulated new value: 93414.47 DEBUG:simulate_market_data:Simulated new value: 93414.47 2026-06-09 09:51:05,087 - calculate_drawdown - DEBUG - Current value: 93414.47, All-time Peak: 107021.58, Drawdown: 13607.11, Drawdown %: 0.1271 DEBUG:calculate_drawdown:Current value: 93414.47, All-time Peak: 107021.58, Drawdown: 13607.11, Drawdown %: 0.1271 2026-06-09 09:51:05,090 - simulate_market_data - DEBUG - Simulated new value: 92135.40 DEBUG:simulate_market_data:Simulated new value: 92135.40 2026-06-09 09:51:05,092 - calculate_drawdown - DEBUG - Current value: 92135.40, All-time Peak: 107021.58, Drawdown: 14886.18, Drawdown %: 0.1391 DEBUG:calculate_drawdown:Current value: 92135.40, All-time Peak: 107021.58, Drawdown: 14886.18, Drawdown %: 0.1391 2026-06-09 09:51:05,093 - simulate_market_data - DEBUG - Simulated new value: 91503.80 DEBUG:simulate_market_data:Simulated new value: 91503.80 2026-06-09 09:51:05,096 - calculate_drawdown - DEBUG - Current value: 91503.80, All-time Peak: 107021.58, Drawdown: 15517.78, Drawdown %: 0.1450 DEBUG:calculate_drawdown:Current value: 91503.80, All-time Peak: 107021.58, Drawdown: 15517.78, Drawdown %: 0.1450 2026-06-09 09:51:05,098 - simulate_market_data - DEBUG - Simulated new value: 92793.54 DEBUG:simulate_market_data:Simulated new value: 92793.54 2026-06-09 09:51:05,099 - calculate_drawdown - DEBUG - Current value: 92793.54, All-time Peak: 107021.58, Drawdown: 14228.04, Drawdown %: 0.1329 DEBUG:calculate_drawdown:Current value: 92793.54, All-time Peak: 107021.58, Drawdown: 14228.04, Drawdown %: 0.1329 2026-06-09 09:51:05,100 - simulate_market_data - DEBUG - Simulated new value: 93712.34 DEBUG:simulate_market_data:Simulated new value: 93712.34 2026-06-09 09:51:05,102 - calculate_drawdown - DEBUG - Current value: 93712.34, All-time Peak: 107021.58, Drawdown: 13309.24, Drawdown %: 0.1244 DEBUG:calculate_drawdown:Current value: 93712.34, All-time Peak: 107021.58, Drawdown: 13309.24, Drawdown %: 0.1244 2026-06-09 09:51:05,103 - simulate_market_data - DEBUG - Simulated new value: 94300.27 DEBUG:simulate_market_data:Simulated new value: 94300.27 2026-06-09 09:51:05,106 - calculate_drawdown - DEBUG - Current value: 94300.27, All-time Peak: 107021.58, Drawdown: 12721.31, Drawdown %: 0.1189 DEBUG:calculate_drawdown:Current value: 94300.27, All-time Peak: 107021.58, Drawdown: 12721.31, Drawdown %: 0.1189 2026-06-09 09:51:05,108 - simulate_market_data - DEBUG - Simulated new value: 94596.80 DEBUG:simulate_market_data:Simulated new value: 94596.80 2026-06-09 09:51:05,109 - calculate_drawdown - DEBUG - Current value: 94596.80, All-time Peak: 107021.58, Drawdown: 12424.78, Drawdown %: 0.1161 DEBUG:calculate_drawdown:Current value: 94596.80, All-time Peak: 107021.58, Drawdown: 12424.78, Drawdown %: 0.1161 2026-06-09 09:51:05,110 - simulate_market_data - DEBUG - Simulated new value: 94413.07 DEBUG:simulate_market_data:Simulated new value: 94413.07 2026-06-09 09:51:05,114 - calculate_drawdown - DEBUG - Current value: 94413.07, All-time Peak: 107021.58, Drawdown: 12608.51, Drawdown %: 0.1178 DEBUG:calculate_drawdown:Current value: 94413.07, All-time Peak: 107021.58, Drawdown: 12608.51, Drawdown %: 0.1178 2026-06-09 09:51:05,115 - simulate_market_data - DEBUG - Simulated new value: 95856.44 DEBUG:simulate_market_data:Simulated new value: 95856.44 2026-06-09 09:51:05,116 - calculate_drawdown - DEBUG - Current value: 95856.44, All-time Peak: 107021.58, Drawdown: 11165.14, Drawdown %: 0.1043 DEBUG:calculate_drawdown:Current value: 95856.44, All-time Peak: 107021.58, Drawdown: 11165.14, Drawdown %: 0.1043 2026-06-09 09:51:05,117 - simulate_market_data - DEBUG - Simulated new value: 95582.04 DEBUG:simulate_market_data:Simulated new value: 95582.04 2026-06-09 09:51:05,121 - calculate_drawdown - DEBUG - Current value: 95582.04, All-time Peak: 107021.58, Drawdown: 11439.54, Drawdown %: 0.1069 DEBUG:calculate_drawdown:Current value: 95582.04, All-time Peak: 107021.58, Drawdown: 11439.54, Drawdown %: 0.1069 2026-06-09 09:51:05,122 - simulate_market_data - DEBUG - Simulated new value: 95376.03 DEBUG:simulate_market_data:Simulated new value: 95376.03 2026-06-09 09:51:05,123 - calculate_drawdown - DEBUG - Current value: 95376.03, All-time Peak: 107021.58, Drawdown: 11645.55, Drawdown %: 0.1088 DEBUG:calculate_drawdown:Current value: 95376.03, All-time Peak: 107021.58, Drawdown: 11645.55, Drawdown %: 0.1088 2026-06-09 09:51:05,126 - simulate_market_data - DEBUG - Simulated new value: 95953.79 DEBUG:simulate_market_data:Simulated new value: 95953.79 2026-06-09 09:51:05,128 - calculate_drawdown - DEBUG - Current value: 95953.79, All-time Peak: 107021.58, Drawdown: 11067.79, Drawdown %: 0.1034 DEBUG:calculate_drawdown:Current value: 95953.79, All-time Peak: 107021.58, Drawdown: 11067.79, Drawdown %: 0.1034 2026-06-09 09:51:05,129 - simulate_market_data - DEBUG - Simulated new value: 97016.95 DEBUG:simulate_market_data:Simulated new value: 97016.95 2026-06-09 09:51:05,130 - calculate_drawdown - DEBUG - Current value: 97016.95, All-time Peak: 107021.58, Drawdown: 10004.63, Drawdown %: 0.0935 DEBUG:calculate_drawdown:Current value: 97016.95, All-time Peak: 107021.58, Drawdown: 10004.63, Drawdown %: 0.0935 2026-06-09 09:51:05,132 - simulate_market_data - DEBUG - Simulated new value: 95334.27 DEBUG:simulate_market_data:Simulated new value: 95334.27 2026-06-09 09:51:05,136 - calculate_drawdown - DEBUG - Current value: 95334.27, All-time Peak: 107021.58, Drawdown: 11687.31, Drawdown %: 0.1092 DEBUG:calculate_drawdown:Current value: 95334.27, All-time Peak: 107021.58, Drawdown: 11687.31, Drawdown %: 0.1092 2026-06-09 09:51:05,137 - simulate_market_data - DEBUG - Simulated new value: 96320.90 DEBUG:simulate_market_data:Simulated new value: 96320.90 2026-06-09 09:51:05,139 - calculate_drawdown - DEBUG - Current value: 96320.90, All-time Peak: 107021.58, Drawdown: 10700.68, Drawdown %: 0.1000 DEBUG:calculate_drawdown:Current value: 96320.90, All-time Peak: 107021.58, Drawdown: 10700.68, Drawdown %: 0.1000 2026-06-09 09:51:05,141 - simulate_market_data - DEBUG - Simulated new value: 95953.47 DEBUG:simulate_market_data:Simulated new value: 95953.47 2026-06-09 09:51:05,142 - calculate_drawdown - DEBUG - Current value: 95953.47, All-time Peak: 107021.58, Drawdown: 11068.11, Drawdown %: 0.1034 DEBUG:calculate_drawdown:Current value: 95953.47, All-time Peak: 107021.58, Drawdown: 11068.11, Drawdown %: 0.1034 2026-06-09 09:51:05,144 - simulate_market_data - DEBUG - Simulated new value: 95467.31 DEBUG:simulate_market_data:Simulated new value: 95467.31 2026-06-09 09:51:05,146 - calculate_drawdown - DEBUG - Current value: 95467.31, All-time Peak: 107021.58, Drawdown: 11554.28, Drawdown %: 0.1080 DEBUG:calculate_drawdown:Current value: 95467.31, All-time Peak: 107021.58, Drawdown: 11554.28, Drawdown %: 0.1080 2026-06-09 09:51:05,147 - simulate_market_data - DEBUG - Simulated new value: 95256.88 DEBUG:simulate_market_data:Simulated new value: 95256.88 2026-06-09 09:51:05,149 - calculate_drawdown - DEBUG - Current value: 95256.88, All-time Peak: 107021.58, Drawdown: 11764.70, Drawdown %: 0.1099 DEBUG:calculate_drawdown:Current value: 95256.88, All-time Peak: 107021.58, Drawdown: 11764.70, Drawdown %: 0.1099 2026-06-09 09:51:05,152 - simulate_market_data - DEBUG - Simulated new value: 95179.58 DEBUG:simulate_market_data:Simulated new value: 95179.58 2026-06-09 09:51:05,153 - calculate_drawdown - DEBUG - Current value: 95179.58, All-time Peak: 107021.58, Drawdown: 11842.00, Drawdown %: 0.1107 DEBUG:calculate_drawdown:Current value: 95179.58, All-time Peak: 107021.58, Drawdown: 11842.00, Drawdown %: 0.1107 2026-06-09 09:51:05,154 - simulate_market_data - DEBUG - Simulated new value: 97546.55 DEBUG:simulate_market_data:Simulated new value: 97546.55 2026-06-09 09:51:05,156 - calculate_drawdown - DEBUG - Current value: 97546.55, All-time Peak: 107021.58, Drawdown: 9475.03, Drawdown %: 0.0885 DEBUG:calculate_drawdown:Current value: 97546.55, All-time Peak: 107021.58, Drawdown: 9475.03, Drawdown %: 0.0885 2026-06-09 09:51:05,157 - simulate_market_data - DEBUG - Simulated new value: 97597.08 DEBUG:simulate_market_data:Simulated new value: 97597.08 2026-06-09 09:51:05,159 - calculate_drawdown - DEBUG - Current value: 97597.08, All-time Peak: 107021.58, Drawdown: 9424.50, Drawdown %: 0.0881 DEBUG:calculate_drawdown:Current value: 97597.08, All-time Peak: 107021.58, Drawdown: 9424.50, Drawdown %: 0.0881 2026-06-09 09:51:05,160 - simulate_market_data - DEBUG - Simulated new value: 96768.07 DEBUG:simulate_market_data:Simulated new value: 96768.07 2026-06-09 09:51:05,161 - calculate_drawdown - DEBUG - Current value: 96768.07, All-time Peak: 107021.58, Drawdown: 10253.51, Drawdown %: 0.0958 DEBUG:calculate_drawdown:Current value: 96768.07, All-time Peak: 107021.58, Drawdown: 10253.51, Drawdown %: 0.0958 2026-06-09 09:51:05,162 - simulate_market_data - DEBUG - Simulated new value: 94752.72 DEBUG:simulate_market_data:Simulated new value: 94752.72 2026-06-09 09:51:05,164 - calculate_drawdown - DEBUG - Current value: 94752.72, All-time Peak: 107021.58, Drawdown: 12268.86, Drawdown %: 0.1146 DEBUG:calculate_drawdown:Current value: 94752.72, All-time Peak: 107021.58, Drawdown: 12268.86, Drawdown %: 0.1146 2026-06-09 09:51:05,166 - simulate_market_data - DEBUG - Simulated new value: 93461.72 DEBUG:simulate_market_data:Simulated new value: 93461.72 2026-06-09 09:51:05,167 - calculate_drawdown - DEBUG - Current value: 93461.72, All-time Peak: 107021.58, Drawdown: 13559.86, Drawdown %: 0.1267 DEBUG:calculate_drawdown:Current value: 93461.72, All-time Peak: 107021.58, Drawdown: 13559.86, Drawdown %: 0.1267 2026-06-09 09:51:05,168 - simulate_market_data - DEBUG - Simulated new value: 92393.05 DEBUG:simulate_market_data:Simulated new value: 92393.05 2026-06-09 09:51:05,169 - calculate_drawdown - DEBUG - Current value: 92393.05, All-time Peak: 107021.58, Drawdown: 14628.53, Drawdown %: 0.1367 DEBUG:calculate_drawdown:Current value: 92393.05, All-time Peak: 107021.58, Drawdown: 14628.53, Drawdown %: 0.1367 2026-06-09 09:51:05,170 - simulate_market_data - DEBUG - Simulated new value: 92507.55 DEBUG:simulate_market_data:Simulated new value: 92507.55 2026-06-09 09:51:05,172 - calculate_drawdown - DEBUG - Current value: 92507.55, All-time Peak: 107021.58, Drawdown: 14514.03, Drawdown %: 0.1356 DEBUG:calculate_drawdown:Current value: 92507.55, All-time Peak: 107021.58, Drawdown: 14514.03, Drawdown %: 0.1356 2026-06-09 09:51:05,173 - simulate_market_data - DEBUG - Simulated new value: 90844.70 DEBUG:simulate_market_data:Simulated new value: 90844.70 2026-06-09 09:51:05,174 - calculate_drawdown - DEBUG - Current value: 90844.70, All-time Peak: 107021.58, Drawdown: 16176.88, Drawdown %: 0.1512 DEBUG:calculate_drawdown:Current value: 90844.70, All-time Peak: 107021.58, Drawdown: 16176.88, Drawdown %: 0.1512 2026-06-09 09:51:05,175 - check_drawdown_breach - WARNING - CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 15.12%. Current value: 90844.70, All-time peak: 107021.58 WARNING:check_drawdown_breach:CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 15.12%. Current value: 90844.70, All-time peak: 107021.58 2026-06-09 09:51:05,177 - send_alert - INFO - Alert sent successfully: CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 15.12%. Current value: 90844.70, All-time peak: 107021.58 INFO:send_alert:Alert sent successfully: CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 15.12%. Current value: 90844.70, All-time peak: 107021.58 2026-06-09 09:51:05,178 - simulate_market_data - DEBUG - Simulated new value: 91292.14 DEBUG:simulate_market_data:Simulated new value: 91292.14 2026-06-09 09:51:05,178 - calculate_drawdown - DEBUG - Current value: 91292.14, All-time Peak: 107021.58, Drawdown: 15729.44, Drawdown %: 0.1470 DEBUG:calculate_drawdown:Current value: 91292.14, All-time Peak: 107021.58, Drawdown: 15729.44, Drawdown %: 0.1470 2026-06-09 09:51:05,179 - check_drawdown_breach - INFO - Drawdown recovered above threshold. Alert reset. INFO:check_drawdown_breach:Drawdown recovered above threshold. Alert reset. 2026-06-09 09:51:05,180 - simulate_market_data - DEBUG - Simulated new value: 91368.75 DEBUG:simulate_market_data:Simulated new value: 91368.75 2026-06-09 09:51:05,182 - calculate_drawdown - DEBUG - Current value: 91368.75, All-time Peak: 107021.58, Drawdown: 15652.83, Drawdown %: 0.1463 DEBUG:calculate_drawdown:Current value: 91368.75, All-time Peak: 107021.58, Drawdown: 15652.83, Drawdown %: 0.1463 2026-06-09 09:51:05,183 - simulate_market_data - DEBUG - Simulated new value: 91367.48 DEBUG:simulate_market_data:Simulated new value: 91367.48 2026-06-09 09:51:05,184 - calculate_drawdown - DEBUG - Current value: 91367.48, All-time Peak: 107021.58, Drawdown: 15654.10, Drawdown %: 0.1463 DEBUG:calculate_drawdown:Current value: 91367.48, All-time Peak: 107021.58, Drawdown: 15654.10, Drawdown %: 0.1463 2026-06-09 09:51:05,185 - simulate_market_data - DEBUG - Simulated new value: 90048.91 DEBUG:simulate_market_data:Simulated new value: 90048.91 2026-06-09 09:51:05,188 - calculate_drawdown - DEBUG - Current value: 90048.91, All-time Peak: 107021.58, Drawdown: 16972.67, Drawdown %: 0.1586 DEBUG:calculate_drawdown:Current value: 90048.91, All-time Peak: 107021.58, Drawdown: 16972.67, Drawdown %: 0.1586 2026-06-09 09:51:05,189 - check_drawdown_breach - WARNING - CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 15.86%. Current value: 90048.91, All-time peak: 107021.58 WARNING:check_drawdown_breach:CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 15.86%. Current value: 90048.91, All-time peak: 107021.58 2026-06-09 09:51:05,190 - send_alert - INFO - Alert sent successfully: CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 15.86%. Current value: 90048.91, All-time peak: 107021.58 INFO:send_alert:Alert sent successfully: CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 15.86%. Current value: 90048.91, All-time peak: 107021.58 2026-06-09 09:51:05,191 - simulate_market_data - DEBUG - Simulated new value: 89768.83 DEBUG:simulate_market_data:Simulated new value: 89768.83 2026-06-09 09:51:05,192 - calculate_drawdown - DEBUG - Current value: 89768.83, All-time Peak: 107021.58, Drawdown: 17252.75, Drawdown %: 0.1612 DEBUG:calculate_drawdown:Current value: 89768.83, All-time Peak: 107021.58, Drawdown: 17252.75, Drawdown %: 0.1612 2026-06-09 09:51:05,193 - simulate_market_data - DEBUG - Simulated new value: 90175.61 DEBUG:simulate_market_data:Simulated new value: 90175.61 2026-06-09 09:51:05,194 - calculate_drawdown - DEBUG - Current value: 90175.61, All-time Peak: 107021.58, Drawdown: 16845.97, Drawdown %: 0.1574 DEBUG:calculate_drawdown:Current value: 90175.61, All-time Peak: 107021.58, Drawdown: 16845.97, Drawdown %: 0.1574 2026-06-09 09:51:05,195 - simulate_market_data - DEBUG - Simulated new value: 90661.71 DEBUG:simulate_market_data:Simulated new value: 90661.71 2026-06-09 09:51:05,196 - calculate_drawdown - DEBUG - Current value: 90661.71, All-time Peak: 107021.58, Drawdown: 16359.87, Drawdown %: 0.1529 DEBUG:calculate_drawdown:Current value: 90661.71, All-time Peak: 107021.58, Drawdown: 16359.87, Drawdown %: 0.1529 2026-06-09 09:51:05,197 - simulate_market_data - DEBUG - Simulated new value: 90733.02 DEBUG:simulate_market_data:Simulated new value: 90733.02 2026-06-09 09:51:05,199 - calculate_drawdown - DEBUG - Current value: 90733.02, All-time Peak: 107021.58, Drawdown: 16288.56, Drawdown %: 0.1522 DEBUG:calculate_drawdown:Current value: 90733.02, All-time Peak: 107021.58, Drawdown: 16288.56, Drawdown %: 0.1522 2026-06-09 09:51:05,200 - simulate_market_data - DEBUG - Simulated new value: 90888.15 DEBUG:simulate_market_data:Simulated new value: 90888.15 2026-06-09 09:51:05,201 - calculate_drawdown - DEBUG - Current value: 90888.15, All-time Peak: 107021.58, Drawdown: 16133.43, Drawdown %: 0.1507 DEBUG:calculate_drawdown:Current value: 90888.15, All-time Peak: 107021.58, Drawdown: 16133.43, Drawdown %: 0.1507 2026-06-09 09:51:05,203 - simulate_market_data - DEBUG - Simulated new value: 92305.24 DEBUG:simulate_market_data:Simulated new value: 92305.24 2026-06-09 09:51:05,205 - calculate_drawdown - DEBUG - Current value: 92305.24, All-time Peak: 107021.58, Drawdown: 14716.34, Drawdown %: 0.1375 DEBUG:calculate_drawdown:Current value: 92305.24, All-time Peak: 107021.58, Drawdown: 14716.34, Drawdown %: 0.1375 2026-06-09 09:51:05,206 - check_drawdown_breach - INFO - Drawdown recovered above threshold. Alert reset. INFO:check_drawdown_breach:Drawdown recovered above threshold. Alert reset. 2026-06-09 09:51:05,207 - simulate_market_data - DEBUG - Simulated new value: 91882.08 DEBUG:simulate_market_data:Simulated new value: 91882.08 2026-06-09 09:51:05,208 - calculate_drawdown - DEBUG - Current value: 91882.08, All-time Peak: 107021.58, Drawdown: 15139.50, Drawdown %: 0.1415 DEBUG:calculate_drawdown:Current value: 91882.08, All-time Peak: 107021.58, Drawdown: 15139.50, Drawdown %: 0.1415 2026-06-09 09:51:05,209 - simulate_market_data - DEBUG - Simulated new value: 92466.56 DEBUG:simulate_market_data:Simulated new value: 92466.56 2026-06-09 09:51:05,210 - calculate_drawdown - DEBUG - Current value: 92466.56, All-time Peak: 107021.58, Drawdown: 14555.02, Drawdown %: 0.1360 DEBUG:calculate_drawdown:Current value: 92466.56, All-time Peak: 107021.58, Drawdown: 14555.02, Drawdown %: 0.1360 2026-06-09 09:51:05,211 - simulate_market_data - DEBUG - Simulated new value: 93181.60 DEBUG:simulate_market_data:Simulated new value: 93181.60 2026-06-09 09:51:05,212 - calculate_drawdown - DEBUG - Current value: 93181.60, All-time Peak: 107021.58, Drawdown: 13839.98, Drawdown %: 0.1293 DEBUG:calculate_drawdown:Current value: 93181.60, All-time Peak: 107021.58, Drawdown: 13839.98, Drawdown %: 0.1293 2026-06-09 09:51:05,216 - simulate_market_data - DEBUG - Simulated new value: 93984.82 DEBUG:simulate_market_data:Simulated new value: 93984.82 2026-06-09 09:51:05,217 - calculate_drawdown - DEBUG - Current value: 93984.82, All-time Peak: 107021.58, Drawdown: 13036.76, Drawdown %: 0.1218 DEBUG:calculate_drawdown:Current value: 93984.82, All-time Peak: 107021.58, Drawdown: 13036.76, Drawdown %: 0.1218 2026-06-09 09:51:05,218 - simulate_market_data - DEBUG - Simulated new value: 94006.35 DEBUG:simulate_market_data:Simulated new value: 94006.35 2026-06-09 09:51:05,219 - calculate_drawdown - DEBUG - Current value: 94006.35, All-time Peak: 107021.58, Drawdown: 13015.23, Drawdown %: 0.1216 DEBUG:calculate_drawdown:Current value: 94006.35, All-time Peak: 107021.58, Drawdown: 13015.23, Drawdown %: 0.1216 2026-06-09 09:51:05,220 - simulate_market_data - DEBUG - Simulated new value: 94474.58 DEBUG:simulate_market_data:Simulated new value: 94474.58 2026-06-09 09:51:05,221 - calculate_drawdown - DEBUG - Current value: 94474.58, All-time Peak: 107021.58, Drawdown: 12547.00, Drawdown %: 0.1172 DEBUG:calculate_drawdown:Current value: 94474.58, All-time Peak: 107021.58, Drawdown: 12547.00, Drawdown %: 0.1172 2026-06-09 09:51:05,223 - simulate_market_data - DEBUG - Simulated new value: 93909.90 DEBUG:simulate_market_data:Simulated new value: 93909.90 2026-06-09 09:51:05,225 - calculate_drawdown - DEBUG - Current value: 93909.90, All-time Peak: 107021.58, Drawdown: 13111.68, Drawdown %: 0.1225 DEBUG:calculate_drawdown:Current value: 93909.90, All-time Peak: 107021.58, Drawdown: 13111.68, Drawdown %: 0.1225 2026-06-09 09:51:05,226 - simulate_market_data - DEBUG - Simulated new value: 94203.38 DEBUG:simulate_market_data:Simulated new value: 94203.38 2026-06-09 09:51:05,228 - calculate_drawdown - DEBUG - Current value: 94203.38, All-time Peak: 107021.58, Drawdown: 12818.20, Drawdown %: 0.1198 DEBUG:calculate_drawdown:Current value: 94203.38, All-time Peak: 107021.58, Drawdown: 12818.20, Drawdown %: 0.1198 2026-06-09 09:51:05,229 - simulate_market_data - DEBUG - Simulated new value: 93161.74 DEBUG:simulate_market_data:Simulated new value: 93161.74 2026-06-09 09:51:05,232 - calculate_drawdown - DEBUG - Current value: 93161.74, All-time Peak: 107021.58, Drawdown: 13859.84, Drawdown %: 0.1295 DEBUG:calculate_drawdown:Current value: 93161.74, All-time Peak: 107021.58, Drawdown: 13859.84, Drawdown %: 0.1295 2026-06-09 09:51:05,234 - simulate_market_data - DEBUG - Simulated new value: 93469.21 DEBUG:simulate_market_data:Simulated new value: 93469.21 2026-06-09 09:51:05,237 - calculate_drawdown - DEBUG - Current value: 93469.21, All-time Peak: 107021.58, Drawdown: 13552.37, Drawdown %: 0.1266 DEBUG:calculate_drawdown:Current value: 93469.21, All-time Peak: 107021.58, Drawdown: 13552.37, Drawdown %: 0.1266 2026-06-09 09:51:05,240 - simulate_market_data - DEBUG - Simulated new value: 92966.85 DEBUG:simulate_market_data:Simulated new value: 92966.85 2026-06-09 09:51:05,242 - calculate_drawdown - DEBUG - Current value: 92966.85, All-time Peak: 107021.58, Drawdown: 14054.73, Drawdown %: 0.1313 DEBUG:calculate_drawdown:Current value: 92966.85, All-time Peak: 107021.58, Drawdown: 14054.73, Drawdown %: 0.1313 2026-06-09 09:51:05,244 - simulate_market_data - DEBUG - Simulated new value: 92580.35 DEBUG:simulate_market_data:Simulated new value: 92580.35 2026-06-09 09:51:05,246 - calculate_drawdown - DEBUG - Current value: 92580.35, All-time Peak: 107021.58, Drawdown: 14441.23, Drawdown %: 0.1349 DEBUG:calculate_drawdown:Current value: 92580.35, All-time Peak: 107021.58, Drawdown: 14441.23, Drawdown %: 0.1349 2026-06-09 09:51:05,247 - simulate_market_data - DEBUG - Simulated new value: 92566.25 DEBUG:simulate_market_data:Simulated new value: 92566.25 2026-06-09 09:51:05,249 - calculate_drawdown - DEBUG - Current value: 92566.25, All-time Peak: 107021.58, Drawdown: 14455.33, Drawdown %: 0.1351 DEBUG:calculate_drawdown:Current value: 92566.25, All-time Peak: 107021.58, Drawdown: 14455.33, Drawdown %: 0.1351 2026-06-09 09:51:05,250 - simulate_market_data - DEBUG - Simulated new value: 91915.11 DEBUG:simulate_market_data:Simulated new value: 91915.11 2026-06-09 09:51:05,254 - calculate_drawdown - DEBUG - Current value: 91915.11, All-time Peak: 107021.58, Drawdown: 15106.47, Drawdown %: 0.1412 DEBUG:calculate_drawdown:Current value: 91915.11, All-time Peak: 107021.58, Drawdown: 15106.47, Drawdown %: 0.1412 2026-06-09 09:51:05,255 - simulate_market_data - DEBUG - Simulated new value: 91327.05 DEBUG:simulate_market_data:Simulated new value: 91327.05 2026-06-09 09:51:05,257 - calculate_drawdown - DEBUG - Current value: 91327.05, All-time Peak: 107021.58, Drawdown: 15694.53, Drawdown %: 0.1466 DEBUG:calculate_drawdown:Current value: 91327.05, All-time Peak: 107021.58, Drawdown: 15694.53, Drawdown %: 0.1466 2026-06-09 09:51:05,258 - simulate_market_data - DEBUG - Simulated new value: 91031.56 DEBUG:simulate_market_data:Simulated new value: 91031.56 2026-06-09 09:51:05,259 - calculate_drawdown - DEBUG - Current value: 91031.56, All-time Peak: 107021.58, Drawdown: 15990.02, Drawdown %: 0.1494 DEBUG:calculate_drawdown:Current value: 91031.56, All-time Peak: 107021.58, Drawdown: 15990.02, Drawdown %: 0.1494 2026-06-09 09:51:05,262 - simulate_market_data - DEBUG - Simulated new value: 90606.11 DEBUG:simulate_market_data:Simulated new value: 90606.11 2026-06-09 09:51:05,263 - calculate_drawdown - DEBUG - Current value: 90606.11, All-time Peak: 107021.58, Drawdown: 16415.47, Drawdown %: 0.1534 DEBUG:calculate_drawdown:Current value: 90606.11, All-time Peak: 107021.58, Drawdown: 16415.47, Drawdown %: 0.1534 2026-06-09 09:51:05,264 - check_drawdown_breach - WARNING - CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 15.34%. Current value: 90606.11, All-time peak: 107021.58 WARNING:check_drawdown_breach:CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 15.34%. Current value: 90606.11, All-time peak: 107021.58 2026-06-09 09:51:05,267 - send_alert - INFO - Alert sent successfully: CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 15.34%. Current value: 90606.11, All-time peak: 107021.58 INFO:send_alert:Alert sent successfully: CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 15.34%. Current value: 90606.11, All-time peak: 107021.58 2026-06-09 09:51:05,268 - simulate_market_data - DEBUG - Simulated new value: 90930.47 DEBUG:simulate_market_data:Simulated new value: 90930.47 2026-06-09 09:51:05,270 - calculate_drawdown - DEBUG - Current value: 90930.47, All-time Peak: 107021.58, Drawdown: 16091.11, Drawdown %: 0.1504 DEBUG:calculate_drawdown:Current value: 90930.47, All-time Peak: 107021.58, Drawdown: 16091.11, Drawdown %: 0.1504 2026-06-09 09:51:05,272 - simulate_market_data - DEBUG - Simulated new value: 90546.13 DEBUG:simulate_market_data:Simulated new value: 90546.13 2026-06-09 09:51:05,273 - calculate_drawdown - DEBUG - Current value: 90546.13, All-time Peak: 107021.58, Drawdown: 16475.45, Drawdown %: 0.1539 DEBUG:calculate_drawdown:Current value: 90546.13, All-time Peak: 107021.58, Drawdown: 16475.45, Drawdown %: 0.1539 2026-06-09 09:51:05,275 - simulate_market_data - DEBUG - Simulated new value: 91166.99 DEBUG:simulate_market_data:Simulated new value: 91166.99 2026-06-09 09:51:05,277 - calculate_drawdown - DEBUG - Current value: 91166.99, All-time Peak: 107021.58, Drawdown: 15854.59, Drawdown %: 0.1481 DEBUG:calculate_drawdown:Current value: 91166.99, All-time Peak: 107021.58, Drawdown: 15854.59, Drawdown %: 0.1481 2026-06-09 09:51:05,278 - check_drawdown_breach - INFO - Drawdown recovered above threshold. Alert reset. INFO:check_drawdown_breach:Drawdown recovered above threshold. Alert reset. 2026-06-09 09:51:05,280 - simulate_market_data - DEBUG - Simulated new value: 89376.70 DEBUG:simulate_market_data:Simulated new value: 89376.70 2026-06-09 09:51:05,282 - calculate_drawdown - DEBUG - Current value: 89376.70, All-time Peak: 107021.58, Drawdown: 17644.88, Drawdown %: 0.1649 DEBUG:calculate_drawdown:Current value: 89376.70, All-time Peak: 107021.58, Drawdown: 17644.88, Drawdown %: 0.1649 2026-06-09 09:51:05,283 - check_drawdown_breach - WARNING - CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 16.49%. Current value: 89376.70, All-time peak: 107021.58 WARNING:check_drawdown_breach:CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 16.49%. Current value: 89376.70, All-time peak: 107021.58 2026-06-09 09:51:05,286 - send_alert - WARNING - Attempt 1/3 failed to send alert: Simulated network error. Retrying in 1.72s... WARNING:send_alert:Attempt 1/3 failed to send alert: Simulated network error. Retrying in 1.72s... 2026-06-09 09:51:07,008 - send_alert - INFO - Alert sent successfully: CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 16.49%. Current value: 89376.70, All-time peak: 107021.58 INFO:send_alert:Alert sent successfully: CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 16.49%. Current value: 89376.70, All-time peak: 107021.58 2026-06-09 09:51:07,011 - simulate_market_data - DEBUG - Simulated new value: 87885.77 DEBUG:simulate_market_data:Simulated new value: 87885.77 2026-06-09 09:51:07,015 - calculate_drawdown - DEBUG - Current value: 87885.77, All-time Peak: 107021.58, Drawdown: 19135.81, Drawdown %: 0.1788 DEBUG:calculate_drawdown:Current value: 87885.77, All-time Peak: 107021.58, Drawdown: 19135.81, Drawdown %: 0.1788 2026-06-09 09:51:07,018 - simulate_market_data - DEBUG - Simulated new value: 87925.71 DEBUG:simulate_market_data:Simulated new value: 87925.71 2026-06-09 09:51:07,020 - calculate_drawdown - DEBUG - Current value: 87925.71, All-time Peak: 107021.58, Drawdown: 19095.87, Drawdown %: 0.1784 DEBUG:calculate_drawdown:Current value: 87925.71, All-time Peak: 107021.58, Drawdown: 19095.87, Drawdown %: 0.1784 2026-06-09 09:51:07,023 - simulate_market_data - DEBUG - Simulated new value: 89531.90 DEBUG:simulate_market_data:Simulated new value: 89531.90 2026-06-09 09:51:07,024 - calculate_drawdown - DEBUG - Current value: 89531.90, All-time Peak: 107021.58, Drawdown: 17489.68, Drawdown %: 0.1634 DEBUG:calculate_drawdown:Current value: 89531.90, All-time Peak: 107021.58, Drawdown: 17489.68, Drawdown %: 0.1634 2026-06-09 09:51:07,025 - simulate_market_data - DEBUG - Simulated new value: 89870.47 DEBUG:simulate_market_data:Simulated new value: 89870.47 2026-06-09 09:51:07,029 - calculate_drawdown - DEBUG - Current value: 89870.47, All-time Peak: 107021.58, Drawdown: 17151.11, Drawdown %: 0.1603 DEBUG:calculate_drawdown:Current value: 89870.47, All-time Peak: 107021.58, Drawdown: 17151.11, Drawdown %: 0.1603 2026-06-09 09:51:07,030 - simulate_market_data - DEBUG - Simulated new value: 89919.73 DEBUG:simulate_market_data:Simulated new value: 89919.73 2026-06-09 09:51:07,032 - calculate_drawdown - DEBUG - Current value: 89919.73, All-time Peak: 107021.58, Drawdown: 17101.85, Drawdown %: 0.1598 DEBUG:calculate_drawdown:Current value: 89919.73, All-time Peak: 107021.58, Drawdown: 17101.85, Drawdown %: 0.1598 2026-06-09 09:51:07,034 - simulate_market_data - DEBUG - Simulated new value: 89725.53 DEBUG:simulate_market_data:Simulated new value: 89725.53 2026-06-09 09:51:07,037 - calculate_drawdown - DEBUG - Current value: 89725.53, All-time Peak: 107021.58, Drawdown: 17296.05, Drawdown %: 0.1616 DEBUG:calculate_drawdown:Current value: 89725.53, All-time Peak: 107021.58, Drawdown: 17296.05, Drawdown %: 0.1616 2026-06-09 09:51:07,039 - simulate_market_data - DEBUG - Simulated new value: 88049.92 DEBUG:simulate_market_data:Simulated new value: 88049.92 2026-06-09 09:51:07,043 - calculate_drawdown - DEBUG - Current value: 88049.92, All-time Peak: 107021.58, Drawdown: 18971.66, Drawdown %: 0.1773 DEBUG:calculate_drawdown:Current value: 88049.92, All-time Peak: 107021.58, Drawdown: 18971.66, Drawdown %: 0.1773 2026-06-09 09:51:07,045 - simulate_market_data - DEBUG - Simulated new value: 87843.43 DEBUG:simulate_market_data:Simulated new value: 87843.43 2026-06-09 09:51:07,047 - calculate_drawdown - DEBUG - Current value: 87843.43, All-time Peak: 107021.58, Drawdown: 19178.15, Drawdown %: 0.1792 DEBUG:calculate_drawdown:Current value: 87843.43, All-time Peak: 107021.58, Drawdown: 19178.15, Drawdown %: 0.1792 2026-06-09 09:51:07,053 - simulate_market_data - DEBUG - Simulated new value: 87517.77 DEBUG:simulate_market_data:Simulated new value: 87517.77 2026-06-09 09:51:07,057 - calculate_drawdown - DEBUG - Current value: 87517.77, All-time Peak: 107021.58, Drawdown: 19503.81, Drawdown %: 0.1822 DEBUG:calculate_drawdown:Current value: 87517.77, All-time Peak: 107021.58, Drawdown: 19503.81, Drawdown %: 0.1822 2026-06-09 09:51:07,060 - simulate_market_data - DEBUG - Simulated new value: 86284.12 DEBUG:simulate_market_data:Simulated new value: 86284.12 2026-06-09 09:51:07,062 - calculate_drawdown - DEBUG - Current value: 86284.12, All-time Peak: 107021.58, Drawdown: 20737.46, Drawdown %: 0.1938 DEBUG:calculate_drawdown:Current value: 86284.12, All-time Peak: 107021.58, Drawdown: 20737.46, Drawdown %: 0.1938 2026-06-09 09:51:07,064 - simulate_market_data - DEBUG - Simulated new value: 87563.55 DEBUG:simulate_market_data:Simulated new value: 87563.55 2026-06-09 09:51:07,068 - calculate_drawdown - DEBUG - Current value: 87563.55, All-time Peak: 107021.58, Drawdown: 19458.03, Drawdown %: 0.1818 DEBUG:calculate_drawdown:Current value: 87563.55, All-time Peak: 107021.58, Drawdown: 19458.03, Drawdown %: 0.1818 2026-06-09 09:51:07,070 - simulate_market_data - DEBUG - Simulated new value: 86578.11 DEBUG:simulate_market_data:Simulated new value: 86578.11 2026-06-09 09:51:07,073 - calculate_drawdown - DEBUG - Current value: 86578.11, All-time Peak: 107021.58, Drawdown: 20443.47, Drawdown %: 0.1910 DEBUG:calculate_drawdown:Current value: 86578.11, All-time Peak: 107021.58, Drawdown: 20443.47, Drawdown %: 0.1910 2026-06-09 09:51:07,075 - simulate_market_data - DEBUG - Simulated new value: 86710.10 DEBUG:simulate_market_data:Simulated new value: 86710.10 2026-06-09 09:51:07,078 - calculate_drawdown - DEBUG - Current value: 86710.10, All-time Peak: 107021.58, Drawdown: 20311.49, Drawdown %: 0.1898 DEBUG:calculate_drawdown:Current value: 86710.10, All-time Peak: 107021.58, Drawdown: 20311.49, Drawdown %: 0.1898 2026-06-09 09:51:07,081 - simulate_market_data - DEBUG - Simulated new value: 86614.97 DEBUG:simulate_market_data:Simulated new value: 86614.97 2026-06-09 09:51:07,084 - calculate_drawdown - DEBUG - Current value: 86614.97, All-time Peak: 107021.58, Drawdown: 20406.61, Drawdown %: 0.1907 DEBUG:calculate_drawdown:Current value: 86614.97, All-time Peak: 107021.58, Drawdown: 20406.61, Drawdown %: 0.1907 2026-06-09 09:51:07,086 - simulate_market_data - DEBUG - Simulated new value: 86418.40 DEBUG:simulate_market_data:Simulated new value: 86418.40 2026-06-09 09:51:07,090 - calculate_drawdown - DEBUG - Current value: 86418.40, All-time Peak: 107021.58, Drawdown: 20603.18, Drawdown %: 0.1925 DEBUG:calculate_drawdown:Current value: 86418.40, All-time Peak: 107021.58, Drawdown: 20603.18, Drawdown %: 0.1925 2026-06-09 09:51:07,092 - simulate_market_data - DEBUG - Simulated new value: 86788.63 DEBUG:simulate_market_data:Simulated new value: 86788.63 2026-06-09 09:51:07,094 - calculate_drawdown - DEBUG - Current value: 86788.63, All-time Peak: 107021.58, Drawdown: 20232.95, Drawdown %: 0.1891 DEBUG:calculate_drawdown:Current value: 86788.63, All-time Peak: 107021.58, Drawdown: 20232.95, Drawdown %: 0.1891 2026-06-09 09:51:07,095 - simulate_market_data - DEBUG - Simulated new value: 86620.29 DEBUG:simulate_market_data:Simulated new value: 86620.29 2026-06-09 09:51:07,096 - calculate_drawdown - DEBUG - Current value: 86620.29, All-time Peak: 107021.58, Drawdown: 20401.29, Drawdown %: 0.1906 DEBUG:calculate_drawdown:Current value: 86620.29, All-time Peak: 107021.58, Drawdown: 20401.29, Drawdown %: 0.1906 2026-06-09 09:51:07,097 - simulate_market_data - DEBUG - Simulated new value: 87400.13 DEBUG:simulate_market_data:Simulated new value: 87400.13 2026-06-09 09:51:07,099 - calculate_drawdown - DEBUG - Current value: 87400.13, All-time Peak: 107021.58, Drawdown: 19621.45, Drawdown %: 0.1833 DEBUG:calculate_drawdown:Current value: 87400.13, All-time Peak: 107021.58, Drawdown: 19621.45, Drawdown %: 0.1833 2026-06-09 09:51:07,100 - simulate_market_data - DEBUG - Simulated new value: 86576.05 DEBUG:simulate_market_data:Simulated new value: 86576.05 2026-06-09 09:51:07,102 - calculate_drawdown - DEBUG - Current value: 86576.05, All-time Peak: 107021.58, Drawdown: 20445.53, Drawdown %: 0.1910 DEBUG:calculate_drawdown:Current value: 86576.05, All-time Peak: 107021.58, Drawdown: 20445.53, Drawdown %: 0.1910 2026-06-09 09:51:07,103 - simulate_market_data - DEBUG - Simulated new value: 86473.98 DEBUG:simulate_market_data:Simulated new value: 86473.98 2026-06-09 09:51:07,104 - calculate_drawdown - DEBUG - Current value: 86473.98, All-time Peak: 107021.58, Drawdown: 20547.60, Drawdown %: 0.1920 DEBUG:calculate_drawdown:Current value: 86473.98, All-time Peak: 107021.58, Drawdown: 20547.60, Drawdown %: 0.1920 2026-06-09 09:51:07,105 - simulate_market_data - DEBUG - Simulated new value: 84785.26 DEBUG:simulate_market_data:Simulated new value: 84785.26 2026-06-09 09:51:07,106 - calculate_drawdown - DEBUG - Current value: 84785.26, All-time Peak: 107021.58, Drawdown: 22236.32, Drawdown %: 0.2078 DEBUG:calculate_drawdown:Current value: 84785.26, All-time Peak: 107021.58, Drawdown: 22236.32, Drawdown %: 0.2078 2026-06-09 09:51:07,108 - simulate_market_data - DEBUG - Simulated new value: 82970.07 DEBUG:simulate_market_data:Simulated new value: 82970.07 2026-06-09 09:51:07,109 - calculate_drawdown - DEBUG - Current value: 82970.07, All-time Peak: 107021.58, Drawdown: 24051.51, Drawdown %: 0.2247 DEBUG:calculate_drawdown:Current value: 82970.07, All-time Peak: 107021.58, Drawdown: 24051.51, Drawdown %: 0.2247 2026-06-09 09:51:07,112 - simulate_market_data - DEBUG - Simulated new value: 83696.73 DEBUG:simulate_market_data:Simulated new value: 83696.73 2026-06-09 09:51:07,112 - calculate_drawdown - DEBUG - Current value: 83696.73, All-time Peak: 107021.58, Drawdown: 23324.85, Drawdown %: 0.2179 DEBUG:calculate_drawdown:Current value: 83696.73, All-time Peak: 107021.58, Drawdown: 23324.85, Drawdown %: 0.2179 2026-06-09 09:51:07,113 - simulate_market_data - DEBUG - Simulated new value: 83209.89 DEBUG:simulate_market_data:Simulated new value: 83209.89 2026-06-09 09:51:07,114 - calculate_drawdown - DEBUG - Current value: 83209.89, All-time Peak: 107021.58, Drawdown: 23811.69, Drawdown %: 0.2225 DEBUG:calculate_drawdown:Current value: 83209.89, All-time Peak: 107021.58, Drawdown: 23811.69, Drawdown %: 0.2225 2026-06-09 09:51:07,116 - simulate_market_data - DEBUG - Simulated new value: 83970.77 DEBUG:simulate_market_data:Simulated new value: 83970.77 2026-06-09 09:51:07,117 - calculate_drawdown - DEBUG - Current value: 83970.77, All-time Peak: 107021.58, Drawdown: 23050.81, Drawdown %: 0.2154 DEBUG:calculate_drawdown:Current value: 83970.77, All-time Peak: 107021.58, Drawdown: 23050.81, Drawdown %: 0.2154 2026-06-09 09:51:07,118 - simulate_market_data - DEBUG - Simulated new value: 84176.93 DEBUG:simulate_market_data:Simulated new value: 84176.93 2026-06-09 09:51:07,120 - calculate_drawdown - DEBUG - Current value: 84176.93, All-time Peak: 107021.58, Drawdown: 22844.65, Drawdown %: 0.2135 DEBUG:calculate_drawdown:Current value: 84176.93, All-time Peak: 107021.58, Drawdown: 22844.65, Drawdown %: 0.2135 2026-06-09 09:51:07,122 - simulate_market_data - DEBUG - Simulated new value: 84058.22 DEBUG:simulate_market_data:Simulated new value: 84058.22 2026-06-09 09:51:07,124 - calculate_drawdown - DEBUG - Current value: 84058.22, All-time Peak: 107021.58, Drawdown: 22963.36, Drawdown %: 0.2146 DEBUG:calculate_drawdown:Current value: 84058.22, All-time Peak: 107021.58, Drawdown: 22963.36, Drawdown %: 0.2146 2026-06-09 09:51:07,125 - simulate_market_data - DEBUG - Simulated new value: 83665.26 DEBUG:simulate_market_data:Simulated new value: 83665.26 2026-06-09 09:51:07,126 - calculate_drawdown - DEBUG - Current value: 83665.26, All-time Peak: 107021.58, Drawdown: 23356.32, Drawdown %: 0.2182 DEBUG:calculate_drawdown:Current value: 83665.26, All-time Peak: 107021.58, Drawdown: 23356.32, Drawdown %: 0.2182 2026-06-09 09:51:07,128 - simulate_market_data - DEBUG - Simulated new value: 85468.72 DEBUG:simulate_market_data:Simulated new value: 85468.72 2026-06-09 09:51:07,130 - calculate_drawdown - DEBUG - Current value: 85468.72, All-time Peak: 107021.58, Drawdown: 21552.86, Drawdown %: 0.2014 DEBUG:calculate_drawdown:Current value: 85468.72, All-time Peak: 107021.58, Drawdown: 21552.86, Drawdown %: 0.2014 2026-06-09 09:51:07,134 - simulate_market_data - DEBUG - Simulated new value: 86118.54 DEBUG:simulate_market_data:Simulated new value: 86118.54 2026-06-09 09:51:07,135 - calculate_drawdown - DEBUG - Current value: 86118.54, All-time Peak: 107021.58, Drawdown: 20903.04, Drawdown %: 0.1953 DEBUG:calculate_drawdown:Current value: 86118.54, All-time Peak: 107021.58, Drawdown: 20903.04, Drawdown %: 0.1953 2026-06-09 09:51:07,136 - simulate_market_data - DEBUG - Simulated new value: 84004.15 DEBUG:simulate_market_data:Simulated new value: 84004.15 2026-06-09 09:51:07,138 - calculate_drawdown - DEBUG - Current value: 84004.15, All-time Peak: 107021.58, Drawdown: 23017.43, Drawdown %: 0.2151 DEBUG:calculate_drawdown:Current value: 84004.15, All-time Peak: 107021.58, Drawdown: 23017.43, Drawdown %: 0.2151 2026-06-09 09:51:07,141 - simulate_market_data - DEBUG - Simulated new value: 82635.89 DEBUG:simulate_market_data:Simulated new value: 82635.89 2026-06-09 09:51:07,143 - calculate_drawdown - DEBUG - Current value: 82635.89, All-time Peak: 107021.58, Drawdown: 24385.69, Drawdown %: 0.2279 DEBUG:calculate_drawdown:Current value: 82635.89, All-time Peak: 107021.58, Drawdown: 24385.69, Drawdown %: 0.2279 2026-06-09 09:51:07,146 - simulate_market_data - DEBUG - Simulated new value: 83101.32 DEBUG:simulate_market_data:Simulated new value: 83101.32 2026-06-09 09:51:07,147 - calculate_drawdown - DEBUG - Current value: 83101.32, All-time Peak: 107021.58, Drawdown: 23920.26, Drawdown %: 0.2235 DEBUG:calculate_drawdown:Current value: 83101.32, All-time Peak: 107021.58, Drawdown: 23920.26, Drawdown %: 0.2235 2026-06-09 09:51:07,148 - simulate_market_data - DEBUG - Simulated new value: 82743.61 DEBUG:simulate_market_data:Simulated new value: 82743.61 2026-06-09 09:51:07,150 - calculate_drawdown - DEBUG - Current value: 82743.61, All-time Peak: 107021.58, Drawdown: 24277.97, Drawdown %: 0.2269 DEBUG:calculate_drawdown:Current value: 82743.61, All-time Peak: 107021.58, Drawdown: 24277.97, Drawdown %: 0.2269 2026-06-09 09:51:07,154 - simulate_market_data - DEBUG - Simulated new value: 82577.22 DEBUG:simulate_market_data:Simulated new value: 82577.22 2026-06-09 09:51:07,158 - calculate_drawdown - DEBUG - Current value: 82577.22, All-time Peak: 107021.58, Drawdown: 24444.36, Drawdown %: 0.2284 DEBUG:calculate_drawdown:Current value: 82577.22, All-time Peak: 107021.58, Drawdown: 24444.36, Drawdown %: 0.2284 2026-06-09 09:51:07,161 - simulate_market_data - DEBUG - Simulated new value: 81020.51 DEBUG:simulate_market_data:Simulated new value: 81020.51 2026-06-09 09:51:07,163 - calculate_drawdown - DEBUG - Current value: 81020.51, All-time Peak: 107021.58, Drawdown: 26001.07, Drawdown %: 0.2430 DEBUG:calculate_drawdown:Current value: 81020.51, All-time Peak: 107021.58, Drawdown: 26001.07, Drawdown %: 0.2430 2026-06-09 09:51:07,166 - simulate_market_data - DEBUG - Simulated new value: 80518.68 DEBUG:simulate_market_data:Simulated new value: 80518.68 2026-06-09 09:51:07,167 - calculate_drawdown - DEBUG - Current value: 80518.68, All-time Peak: 107021.58, Drawdown: 26502.90, Drawdown %: 0.2476 DEBUG:calculate_drawdown:Current value: 80518.68, All-time Peak: 107021.58, Drawdown: 26502.90, Drawdown %: 0.2476 2026-06-09 09:51:07,171 - simulate_market_data - DEBUG - Simulated new value: 80751.45 DEBUG:simulate_market_data:Simulated new value: 80751.45 2026-06-09 09:51:07,172 - calculate_drawdown - DEBUG - Current value: 80751.45, All-time Peak: 107021.58, Drawdown: 26270.13, Drawdown %: 0.2455 DEBUG:calculate_drawdown:Current value: 80751.45, All-time Peak: 107021.58, Drawdown: 26270.13, Drawdown %: 0.2455 2026-06-09 09:51:07,175 - simulate_market_data - DEBUG - Simulated new value: 81229.74 DEBUG:simulate_market_data:Simulated new value: 81229.74 2026-06-09 09:51:07,176 - calculate_drawdown - DEBUG - Current value: 81229.74, All-time Peak: 107021.58, Drawdown: 25791.84, Drawdown %: 0.2410 DEBUG:calculate_drawdown:Current value: 81229.74, All-time Peak: 107021.58, Drawdown: 25791.84, Drawdown %: 0.2410 2026-06-09 09:51:07,178 - simulate_market_data - DEBUG - Simulated new value: 82065.48 DEBUG:simulate_market_data:Simulated new value: 82065.48 2026-06-09 09:51:07,181 - calculate_drawdown - DEBUG - Current value: 82065.48, All-time Peak: 107021.58, Drawdown: 24956.10, Drawdown %: 0.2332 DEBUG:calculate_drawdown:Current value: 82065.48, All-time Peak: 107021.58, Drawdown: 24956.10, Drawdown %: 0.2332 2026-06-09 09:51:07,183 - simulate_market_data - DEBUG - Simulated new value: 81081.67 DEBUG:simulate_market_data:Simulated new value: 81081.67 2026-06-09 09:51:07,186 - calculate_drawdown - DEBUG - Current value: 81081.67, All-time Peak: 107021.58, Drawdown: 25939.91, Drawdown %: 0.2424 DEBUG:calculate_drawdown:Current value: 81081.67, All-time Peak: 107021.58, Drawdown: 25939.91, Drawdown %: 0.2424 2026-06-09 09:51:07,187 - simulate_market_data - DEBUG - Simulated new value: 81197.50 DEBUG:simulate_market_data:Simulated new value: 81197.50 2026-06-09 09:51:07,189 - calculate_drawdown - DEBUG - Current value: 81197.50, All-time Peak: 107021.58, Drawdown: 25824.08, Drawdown %: 0.2413 DEBUG:calculate_drawdown:Current value: 81197.50, All-time Peak: 107021.58, Drawdown: 25824.08, Drawdown %: 0.2413 2026-06-09 09:51:07,192 - simulate_market_data - DEBUG - Simulated new value: 81257.03 DEBUG:simulate_market_data:Simulated new value: 81257.03 2026-06-09 09:51:07,194 - calculate_drawdown - DEBUG - Current value: 81257.03, All-time Peak: 107021.58, Drawdown: 25764.55, Drawdown %: 0.2407 DEBUG:calculate_drawdown:Current value: 81257.03, All-time Peak: 107021.58, Drawdown: 25764.55, Drawdown %: 0.2407 2026-06-09 09:51:07,196 - simulate_market_data - DEBUG - Simulated new value: 81762.72 DEBUG:simulate_market_data:Simulated new value: 81762.72 2026-06-09 09:51:07,197 - calculate_drawdown - DEBUG - Current value: 81762.72, All-time Peak: 107021.58, Drawdown: 25258.86, Drawdown %: 0.2360 DEBUG:calculate_drawdown:Current value: 81762.72, All-time Peak: 107021.58, Drawdown: 25258.86, Drawdown %: 0.2360 2026-06-09 09:51:07,200 - simulate_market_data - DEBUG - Simulated new value: 82108.90 DEBUG:simulate_market_data:Simulated new value: 82108.90 2026-06-09 09:51:07,201 - calculate_drawdown - DEBUG - Current value: 82108.90, All-time Peak: 107021.58, Drawdown: 24912.68, Drawdown %: 0.2328 DEBUG:calculate_drawdown:Current value: 82108.90, All-time Peak: 107021.58, Drawdown: 24912.68, Drawdown %: 0.2328 2026-06-09 09:51:07,203 - simulate_market_data - DEBUG - Simulated new value: 82112.04 DEBUG:simulate_market_data:Simulated new value: 82112.04 2026-06-09 09:51:07,206 - calculate_drawdown - DEBUG - Current value: 82112.04, All-time Peak: 107021.58, Drawdown: 24909.54, Drawdown %: 0.2328 DEBUG:calculate_drawdown:Current value: 82112.04, All-time Peak: 107021.58, Drawdown: 24909.54, Drawdown %: 0.2328 2026-06-09 09:51:07,207 - simulate_market_data - DEBUG - Simulated new value: 83682.80 DEBUG:simulate_market_data:Simulated new value: 83682.80 2026-06-09 09:51:07,209 - calculate_drawdown - DEBUG - Current value: 83682.80, All-time Peak: 107021.58, Drawdown: 23338.78, Drawdown %: 0.2181 DEBUG:calculate_drawdown:Current value: 83682.80, All-time Peak: 107021.58, Drawdown: 23338.78, Drawdown %: 0.2181 2026-06-09 09:51:07,211 - simulate_market_data - DEBUG - Simulated new value: 84737.82 DEBUG:simulate_market_data:Simulated new value: 84737.82 2026-06-09 09:51:07,213 - calculate_drawdown - DEBUG - Current value: 84737.82, All-time Peak: 107021.58, Drawdown: 22283.76, Drawdown %: 0.2082 DEBUG:calculate_drawdown:Current value: 84737.82, All-time Peak: 107021.58, Drawdown: 22283.76, Drawdown %: 0.2082 2026-06-09 09:51:07,214 - simulate_market_data - DEBUG - Simulated new value: 84290.58 DEBUG:simulate_market_data:Simulated new value: 84290.58 2026-06-09 09:51:07,216 - calculate_drawdown - DEBUG - Current value: 84290.58, All-time Peak: 107021.58, Drawdown: 22731.00, Drawdown %: 0.2124 DEBUG:calculate_drawdown:Current value: 84290.58, All-time Peak: 107021.58, Drawdown: 22731.00, Drawdown %: 0.2124 2026-06-09 09:51:07,219 - simulate_market_data - DEBUG - Simulated new value: 83624.88 DEBUG:simulate_market_data:Simulated new value: 83624.88 2026-06-09 09:51:07,221 - calculate_drawdown - DEBUG - Current value: 83624.88, All-time Peak: 107021.58, Drawdown: 23396.70, Drawdown %: 0.2186 DEBUG:calculate_drawdown:Current value: 83624.88, All-time Peak: 107021.58, Drawdown: 23396.70, Drawdown %: 0.2186 2026-06-09 09:51:07,222 - simulate_market_data - DEBUG - Simulated new value: 84535.86 DEBUG:simulate_market_data:Simulated new value: 84535.86 2026-06-09 09:51:07,225 - calculate_drawdown - DEBUG - Current value: 84535.86, All-time Peak: 107021.58, Drawdown: 22485.72, Drawdown %: 0.2101 DEBUG:calculate_drawdown:Current value: 84535.86, All-time Peak: 107021.58, Drawdown: 22485.72, Drawdown %: 0.2101 2026-06-09 09:51:07,227 - simulate_market_data - DEBUG - Simulated new value: 84612.19 DEBUG:simulate_market_data:Simulated new value: 84612.19 2026-06-09 09:51:07,228 - calculate_drawdown - DEBUG - Current value: 84612.19, All-time Peak: 107021.58, Drawdown: 22409.39, Drawdown %: 0.2094 DEBUG:calculate_drawdown:Current value: 84612.19, All-time Peak: 107021.58, Drawdown: 22409.39, Drawdown %: 0.2094 2026-06-09 09:51:07,230 - simulate_market_data - DEBUG - Simulated new value: 84818.17 DEBUG:simulate_market_data:Simulated new value: 84818.17 2026-06-09 09:51:07,234 - calculate_drawdown - DEBUG - Current value: 84818.17, All-time Peak: 107021.58, Drawdown: 22203.41, Drawdown %: 0.2075 DEBUG:calculate_drawdown:Current value: 84818.17, All-time Peak: 107021.58, Drawdown: 22203.41, Drawdown %: 0.2075 2026-06-09 09:51:07,236 - simulate_market_data - DEBUG - Simulated new value: 84498.83 DEBUG:simulate_market_data:Simulated new value: 84498.83 2026-06-09 09:51:07,237 - calculate_drawdown - DEBUG - Current value: 84498.83, All-time Peak: 107021.58, Drawdown: 22522.75, Drawdown %: 0.2105 DEBUG:calculate_drawdown:Current value: 84498.83, All-time Peak: 107021.58, Drawdown: 22522.75, Drawdown %: 0.2105 2026-06-09 09:51:07,239 - simulate_market_data - DEBUG - Simulated new value: 83140.93 DEBUG:simulate_market_data:Simulated new value: 83140.93 2026-06-09 09:51:07,241 - calculate_drawdown - DEBUG - Current value: 83140.93, All-time Peak: 107021.58, Drawdown: 23880.65, Drawdown %: 0.2231 DEBUG:calculate_drawdown:Current value: 83140.93, All-time Peak: 107021.58, Drawdown: 23880.65, Drawdown %: 0.2231 2026-06-09 09:51:07,242 - simulate_market_data - DEBUG - Simulated new value: 83205.63 DEBUG:simulate_market_data:Simulated new value: 83205.63 2026-06-09 09:51:07,245 - calculate_drawdown - DEBUG - Current value: 83205.63, All-time Peak: 107021.58, Drawdown: 23815.95, Drawdown %: 0.2225 DEBUG:calculate_drawdown:Current value: 83205.63, All-time Peak: 107021.58, Drawdown: 23815.95, Drawdown %: 0.2225 2026-06-09 09:51:07,246 - simulate_market_data - DEBUG - Simulated new value: 83091.22 DEBUG:simulate_market_data:Simulated new value: 83091.22 2026-06-09 09:51:07,249 - calculate_drawdown - DEBUG - Current value: 83091.22, All-time Peak: 107021.58, Drawdown: 23930.36, Drawdown %: 0.2236 DEBUG:calculate_drawdown:Current value: 83091.22, All-time Peak: 107021.58, Drawdown: 23930.36, Drawdown %: 0.2236 2026-06-09 09:51:07,250 - simulate_market_data - DEBUG - Simulated new value: 83679.90 DEBUG:simulate_market_data:Simulated new value: 83679.90 2026-06-09 09:51:07,251 - calculate_drawdown - DEBUG - Current value: 83679.90, All-time Peak: 107021.58, Drawdown: 23341.68, Drawdown %: 0.2181 DEBUG:calculate_drawdown:Current value: 83679.90, All-time Peak: 107021.58, Drawdown: 23341.68, Drawdown %: 0.2181 2026-06-09 09:51:07,252 - simulate_market_data - DEBUG - Simulated new value: 84344.88 DEBUG:simulate_market_data:Simulated new value: 84344.88 2026-06-09 09:51:07,254 - calculate_drawdown - DEBUG - Current value: 84344.88, All-time Peak: 107021.58, Drawdown: 22676.70, Drawdown %: 0.2119 DEBUG:calculate_drawdown:Current value: 84344.88, All-time Peak: 107021.58, Drawdown: 22676.70, Drawdown %: 0.2119 2026-06-09 09:51:07,256 - simulate_market_data - DEBUG - Simulated new value: 83006.47 DEBUG:simulate_market_data:Simulated new value: 83006.47 2026-06-09 09:51:07,258 - calculate_drawdown - DEBUG - Current value: 83006.47, All-time Peak: 107021.58, Drawdown: 24015.11, Drawdown %: 0.2244 DEBUG:calculate_drawdown:Current value: 83006.47, All-time Peak: 107021.58, Drawdown: 24015.11, Drawdown %: 0.2244 2026-06-09 09:51:07,260 - simulate_market_data - DEBUG - Simulated new value: 83699.19 DEBUG:simulate_market_data:Simulated new value: 83699.19 2026-06-09 09:51:07,262 - calculate_drawdown - DEBUG - Current value: 83699.19, All-time Peak: 107021.58, Drawdown: 23322.39, Drawdown %: 0.2179 DEBUG:calculate_drawdown:Current value: 83699.19, All-time Peak: 107021.58, Drawdown: 23322.39, Drawdown %: 0.2179 2026-06-09 09:51:07,263 - simulate_market_data - DEBUG - Simulated new value: 83832.98 DEBUG:simulate_market_data:Simulated new value: 83832.98 2026-06-09 09:51:07,264 - calculate_drawdown - DEBUG - Current value: 83832.98, All-time Peak: 107021.58, Drawdown: 23188.60, Drawdown %: 0.2167 DEBUG:calculate_drawdown:Current value: 83832.98, All-time Peak: 107021.58, Drawdown: 23188.60, Drawdown %: 0.2167 2026-06-09 09:51:07,265 - simulate_market_data - DEBUG - Simulated new value: 83132.55 DEBUG:simulate_market_data:Simulated new value: 83132.55 2026-06-09 09:51:07,266 - calculate_drawdown - DEBUG - Current value: 83132.55, All-time Peak: 107021.58, Drawdown: 23889.03, Drawdown %: 0.2232 DEBUG:calculate_drawdown:Current value: 83132.55, All-time Peak: 107021.58, Drawdown: 23889.03, Drawdown %: 0.2232 2026-06-09 09:51:07,268 - simulate_market_data - DEBUG - Simulated new value: 83962.89 DEBUG:simulate_market_data:Simulated new value: 83962.89 2026-06-09 09:51:07,270 - calculate_drawdown - DEBUG - Current value: 83962.89, All-time Peak: 107021.58, Drawdown: 23058.69, Drawdown %: 0.2155 DEBUG:calculate_drawdown:Current value: 83962.89, All-time Peak: 107021.58, Drawdown: 23058.69, Drawdown %: 0.2155 2026-06-09 09:51:07,271 - simulate_market_data - DEBUG - Simulated new value: 84377.28 DEBUG:simulate_market_data:Simulated new value: 84377.28 2026-06-09 09:51:07,272 - calculate_drawdown - DEBUG - Current value: 84377.28, All-time Peak: 107021.58, Drawdown: 22644.30, Drawdown %: 0.2116 DEBUG:calculate_drawdown:Current value: 84377.28, All-time Peak: 107021.58, Drawdown: 22644.30, Drawdown %: 0.2116 2026-06-09 09:51:07,275 - simulate_market_data - DEBUG - Simulated new value: 84437.94 DEBUG:simulate_market_data:Simulated new value: 84437.94 2026-06-09 09:51:07,276 - calculate_drawdown - DEBUG - Current value: 84437.94, All-time Peak: 107021.58, Drawdown: 22583.64, Drawdown %: 0.2110 DEBUG:calculate_drawdown:Current value: 84437.94, All-time Peak: 107021.58, Drawdown: 22583.64, Drawdown %: 0.2110 2026-06-09 09:51:07,277 - simulate_market_data - DEBUG - Simulated new value: 82018.07 DEBUG:simulate_market_data:Simulated new value: 82018.07 2026-06-09 09:51:07,279 - calculate_drawdown - DEBUG - Current value: 82018.07, All-time Peak: 107021.58, Drawdown: 25003.51, Drawdown %: 0.2336 DEBUG:calculate_drawdown:Current value: 82018.07, All-time Peak: 107021.58, Drawdown: 25003.51, Drawdown %: 0.2336 2026-06-09 09:51:07,280 - simulate_market_data - DEBUG - Simulated new value: 80902.75 DEBUG:simulate_market_data:Simulated new value: 80902.75 2026-06-09 09:51:07,281 - calculate_drawdown - DEBUG - Current value: 80902.75, All-time Peak: 107021.58, Drawdown: 26118.83, Drawdown %: 0.2441 DEBUG:calculate_drawdown:Current value: 80902.75, All-time Peak: 107021.58, Drawdown: 26118.83, Drawdown %: 0.2441 2026-06-09 09:51:07,284 - simulate_market_data - DEBUG - Simulated new value: 81157.71 DEBUG:simulate_market_data:Simulated new value: 81157.71 2026-06-09 09:51:07,286 - calculate_drawdown - DEBUG - Current value: 81157.71, All-time Peak: 107021.58, Drawdown: 25863.87, Drawdown %: 0.2417 DEBUG:calculate_drawdown:Current value: 81157.71, All-time Peak: 107021.58, Drawdown: 25863.87, Drawdown %: 0.2417 2026-06-09 09:51:07,287 - simulate_market_data - DEBUG - Simulated new value: 80437.80 DEBUG:simulate_market_data:Simulated new value: 80437.80 2026-06-09 09:51:07,288 - calculate_drawdown - DEBUG - Current value: 80437.80, All-time Peak: 107021.58, Drawdown: 26583.78, Drawdown %: 0.2484 DEBUG:calculate_drawdown:Current value: 80437.80, All-time Peak: 107021.58, Drawdown: 26583.78, Drawdown %: 0.2484 2026-06-09 09:51:07,290 - simulate_market_data - DEBUG - Simulated new value: 80899.25 DEBUG:simulate_market_data:Simulated new value: 80899.25 2026-06-09 09:51:07,291 - calculate_drawdown - DEBUG - Current value: 80899.25, All-time Peak: 107021.58, Drawdown: 26122.33, Drawdown %: 0.2441 DEBUG:calculate_drawdown:Current value: 80899.25, All-time Peak: 107021.58, Drawdown: 26122.33, Drawdown %: 0.2441 2026-06-09 09:51:07,292 - simulate_market_data - DEBUG - Simulated new value: 80953.67 DEBUG:simulate_market_data:Simulated new value: 80953.67 2026-06-09 09:51:07,294 - calculate_drawdown - DEBUG - Current value: 80953.67, All-time Peak: 107021.58, Drawdown: 26067.91, Drawdown %: 0.2436 DEBUG:calculate_drawdown:Current value: 80953.67, All-time Peak: 107021.58, Drawdown: 26067.91, Drawdown %: 0.2436 2026-06-09 09:51:07,295 - simulate_market_data - DEBUG - Simulated new value: 80224.01 DEBUG:simulate_market_data:Simulated new value: 80224.01 2026-06-09 09:51:07,296 - calculate_drawdown - DEBUG - Current value: 80224.01, All-time Peak: 107021.58, Drawdown: 26797.57, Drawdown %: 0.2504 DEBUG:calculate_drawdown:Current value: 80224.01, All-time Peak: 107021.58, Drawdown: 26797.57, Drawdown %: 0.2504 2026-06-09 09:51:07,298 - simulate_market_data - DEBUG - Simulated new value: 80515.08 DEBUG:simulate_market_data:Simulated new value: 80515.08 2026-06-09 09:51:07,300 - calculate_drawdown - DEBUG - Current value: 80515.08, All-time Peak: 107021.58, Drawdown: 26506.50, Drawdown %: 0.2477 DEBUG:calculate_drawdown:Current value: 80515.08, All-time Peak: 107021.58, Drawdown: 26506.50, Drawdown %: 0.2477 2026-06-09 09:51:07,301 - simulate_market_data - DEBUG - Simulated new value: 80894.58 DEBUG:simulate_market_data:Simulated new value: 80894.58 2026-06-09 09:51:07,303 - calculate_drawdown - DEBUG - Current value: 80894.58, All-time Peak: 107021.58, Drawdown: 26127.00, Drawdown %: 0.2441 DEBUG:calculate_drawdown:Current value: 80894.58, All-time Peak: 107021.58, Drawdown: 26127.00, Drawdown %: 0.2441 2026-06-09 09:51:07,305 - simulate_market_data - DEBUG - Simulated new value: 80541.26 DEBUG:simulate_market_data:Simulated new value: 80541.26 2026-06-09 09:51:07,306 - calculate_drawdown - DEBUG - Current value: 80541.26, All-time Peak: 107021.58, Drawdown: 26480.32, Drawdown %: 0.2474 DEBUG:calculate_drawdown:Current value: 80541.26, All-time Peak: 107021.58, Drawdown: 26480.32, Drawdown %: 0.2474 2026-06-09 09:51:07,309 - simulate_market_data - DEBUG - Simulated new value: 79719.59 DEBUG:simulate_market_data:Simulated new value: 79719.59 2026-06-09 09:51:07,310 - calculate_drawdown - DEBUG - Current value: 79719.59, All-time Peak: 107021.58, Drawdown: 27301.99, Drawdown %: 0.2551 DEBUG:calculate_drawdown:Current value: 79719.59, All-time Peak: 107021.58, Drawdown: 27301.99, Drawdown %: 0.2551 2026-06-09 09:51:07,311 - simulate_market_data - DEBUG - Simulated new value: 79624.71 DEBUG:simulate_market_data:Simulated new value: 79624.71 2026-06-09 09:51:07,312 - calculate_drawdown - DEBUG - Current value: 79624.71, All-time Peak: 107021.58, Drawdown: 27396.87, Drawdown %: 0.2560 DEBUG:calculate_drawdown:Current value: 79624.71, All-time Peak: 107021.58, Drawdown: 27396.87, Drawdown %: 0.2560 2026-06-09 09:51:07,313 - simulate_market_data - DEBUG - Simulated new value: 79988.40 DEBUG:simulate_market_data:Simulated new value: 79988.40 2026-06-09 09:51:07,316 - calculate_drawdown - DEBUG - Current value: 79988.40, All-time Peak: 107021.58, Drawdown: 27033.18, Drawdown %: 0.2526 DEBUG:calculate_drawdown:Current value: 79988.40, All-time Peak: 107021.58, Drawdown: 27033.18, Drawdown %: 0.2526 2026-06-09 09:51:07,323 - simulate_market_data - DEBUG - Simulated new value: 81162.77 DEBUG:simulate_market_data:Simulated new value: 81162.77 2026-06-09 09:51:07,326 - calculate_drawdown - DEBUG - Current value: 81162.77, All-time Peak: 107021.58, Drawdown: 25858.81, Drawdown %: 0.2416 DEBUG:calculate_drawdown:Current value: 81162.77, All-time Peak: 107021.58, Drawdown: 25858.81, Drawdown %: 0.2416 2026-06-09 09:51:07,329 - simulate_market_data - DEBUG - Simulated new value: 81480.76 DEBUG:simulate_market_data:Simulated new value: 81480.76 2026-06-09 09:51:07,331 - calculate_drawdown - DEBUG - Current value: 81480.76, All-time Peak: 107021.58, Drawdown: 25540.83, Drawdown %: 0.2387 DEBUG:calculate_drawdown:Current value: 81480.76, All-time Peak: 107021.58, Drawdown: 25540.83, Drawdown %: 0.2387 2026-06-09 09:51:07,333 - simulate_market_data - DEBUG - Simulated new value: 82844.34 DEBUG:simulate_market_data:Simulated new value: 82844.34 2026-06-09 09:51:07,336 - calculate_drawdown - DEBUG - Current value: 82844.34, All-time Peak: 107021.58, Drawdown: 24177.24, Drawdown %: 0.2259 DEBUG:calculate_drawdown:Current value: 82844.34, All-time Peak: 107021.58, Drawdown: 24177.24, Drawdown %: 0.2259 2026-06-09 09:51:07,339 - simulate_market_data - DEBUG - Simulated new value: 82224.20 DEBUG:simulate_market_data:Simulated new value: 82224.20 2026-06-09 09:51:07,341 - calculate_drawdown - DEBUG - Current value: 82224.20, All-time Peak: 107021.58, Drawdown: 24797.38, Drawdown %: 0.2317 DEBUG:calculate_drawdown:Current value: 82224.20, All-time Peak: 107021.58, Drawdown: 24797.38, Drawdown %: 0.2317 2026-06-09 09:51:07,344 - simulate_market_data - DEBUG - Simulated new value: 82060.06 DEBUG:simulate_market_data:Simulated new value: 82060.06 2026-06-09 09:51:07,347 - calculate_drawdown - DEBUG - Current value: 82060.06, All-time Peak: 107021.58, Drawdown: 24961.52, Drawdown %: 0.2332 DEBUG:calculate_drawdown:Current value: 82060.06, All-time Peak: 107021.58, Drawdown: 24961.52, Drawdown %: 0.2332 2026-06-09 09:51:07,351 - simulate_market_data - DEBUG - Simulated new value: 82536.86 DEBUG:simulate_market_data:Simulated new value: 82536.86 2026-06-09 09:51:07,352 - calculate_drawdown - DEBUG - Current value: 82536.86, All-time Peak: 107021.58, Drawdown: 24484.72, Drawdown %: 0.2288 DEBUG:calculate_drawdown:Current value: 82536.86, All-time Peak: 107021.58, Drawdown: 24484.72, Drawdown %: 0.2288 2026-06-09 09:51:07,355 - simulate_market_data - DEBUG - Simulated new value: 84078.85 DEBUG:simulate_market_data:Simulated new value: 84078.85 2026-06-09 09:51:07,358 - calculate_drawdown - DEBUG - Current value: 84078.85, All-time Peak: 107021.58, Drawdown: 22942.73, Drawdown %: 0.2144 DEBUG:calculate_drawdown:Current value: 84078.85, All-time Peak: 107021.58, Drawdown: 22942.73, Drawdown %: 0.2144 2026-06-09 09:51:07,361 - simulate_market_data - DEBUG - Simulated new value: 84001.93 DEBUG:simulate_market_data:Simulated new value: 84001.93 2026-06-09 09:51:07,364 - calculate_drawdown - DEBUG - Current value: 84001.93, All-time Peak: 107021.58, Drawdown: 23019.65, Drawdown %: 0.2151 DEBUG:calculate_drawdown:Current value: 84001.93, All-time Peak: 107021.58, Drawdown: 23019.65, Drawdown %: 0.2151 2026-06-09 09:51:07,367 - simulate_market_data - DEBUG - Simulated new value: 84982.39 DEBUG:simulate_market_data:Simulated new value: 84982.39 2026-06-09 09:51:07,369 - calculate_drawdown - DEBUG - Current value: 84982.39, All-time Peak: 107021.58, Drawdown: 22039.19, Drawdown %: 0.2059 DEBUG:calculate_drawdown:Current value: 84982.39, All-time Peak: 107021.58, Drawdown: 22039.19, Drawdown %: 0.2059 2026-06-09 09:51:07,372 - simulate_market_data - DEBUG - Simulated new value: 83273.69 DEBUG:simulate_market_data:Simulated new value: 83273.69 2026-06-09 09:51:07,375 - calculate_drawdown - DEBUG - Current value: 83273.69, All-time Peak: 107021.58, Drawdown: 23747.89, Drawdown %: 0.2219 DEBUG:calculate_drawdown:Current value: 83273.69, All-time Peak: 107021.58, Drawdown: 23747.89, Drawdown %: 0.2219 2026-06-09 09:51:07,377 - simulate_market_data - DEBUG - Simulated new value: 82634.92 DEBUG:simulate_market_data:Simulated new value: 82634.92 2026-06-09 09:51:07,380 - calculate_drawdown - DEBUG - Current value: 82634.92, All-time Peak: 107021.58, Drawdown: 24386.66, Drawdown %: 0.2279 DEBUG:calculate_drawdown:Current value: 82634.92, All-time Peak: 107021.58, Drawdown: 24386.66, Drawdown %: 0.2279 2026-06-09 09:51:07,382 - simulate_market_data - DEBUG - Simulated new value: 82772.38 DEBUG:simulate_market_data:Simulated new value: 82772.38 2026-06-09 09:51:07,386 - calculate_drawdown - DEBUG - Current value: 82772.38, All-time Peak: 107021.58, Drawdown: 24249.20, Drawdown %: 0.2266 DEBUG:calculate_drawdown:Current value: 82772.38, All-time Peak: 107021.58, Drawdown: 24249.20, Drawdown %: 0.2266 2026-06-09 09:51:07,389 - simulate_market_data - DEBUG - Simulated new value: 82499.24 DEBUG:simulate_market_data:Simulated new value: 82499.24 2026-06-09 09:51:07,391 - calculate_drawdown - DEBUG - Current value: 82499.24, All-time Peak: 107021.58, Drawdown: 24522.34, Drawdown %: 0.2291 DEBUG:calculate_drawdown:Current value: 82499.24, All-time Peak: 107021.58, Drawdown: 24522.34, Drawdown %: 0.2291 2026-06-09 09:51:07,393 - simulate_market_data - DEBUG - Simulated new value: 81082.84 DEBUG:simulate_market_data:Simulated new value: 81082.84 2026-06-09 09:51:07,395 - calculate_drawdown - DEBUG - Current value: 81082.84, All-time Peak: 107021.58, Drawdown: 25938.74, Drawdown %: 0.2424 DEBUG:calculate_drawdown:Current value: 81082.84, All-time Peak: 107021.58, Drawdown: 25938.74, Drawdown %: 0.2424 2026-06-09 09:51:07,397 - simulate_market_data - DEBUG - Simulated new value: 80978.99 DEBUG:simulate_market_data:Simulated new value: 80978.99 2026-06-09 09:51:07,403 - calculate_drawdown - DEBUG - Current value: 80978.99, All-time Peak: 107021.58, Drawdown: 26042.59, Drawdown %: 0.2433 DEBUG:calculate_drawdown:Current value: 80978.99, All-time Peak: 107021.58, Drawdown: 26042.59, Drawdown %: 0.2433 2026-06-09 09:51:07,405 - simulate_market_data - DEBUG - Simulated new value: 81004.53 DEBUG:simulate_market_data:Simulated new value: 81004.53 2026-06-09 09:51:07,408 - calculate_drawdown - DEBUG - Current value: 81004.53, All-time Peak: 107021.58, Drawdown: 26017.05, Drawdown %: 0.2431 DEBUG:calculate_drawdown:Current value: 81004.53, All-time Peak: 107021.58, Drawdown: 26017.05, Drawdown %: 0.2431 2026-06-09 09:51:07,412 - simulate_market_data - DEBUG - Simulated new value: 81517.74 DEBUG:simulate_market_data:Simulated new value: 81517.74 2026-06-09 09:51:07,414 - calculate_drawdown - DEBUG - Current value: 81517.74, All-time Peak: 107021.58, Drawdown: 25503.84, Drawdown %: 0.2383 DEBUG:calculate_drawdown:Current value: 81517.74, All-time Peak: 107021.58, Drawdown: 25503.84, Drawdown %: 0.2383 2026-06-09 09:51:07,417 - simulate_market_data - DEBUG - Simulated new value: 82453.67 DEBUG:simulate_market_data:Simulated new value: 82453.67 2026-06-09 09:51:07,419 - calculate_drawdown - DEBUG - Current value: 82453.67, All-time Peak: 107021.58, Drawdown: 24567.91, Drawdown %: 0.2296 DEBUG:calculate_drawdown:Current value: 82453.67, All-time Peak: 107021.58, Drawdown: 24567.91, Drawdown %: 0.2296 2026-06-09 09:51:07,420 - simulate_market_data - DEBUG - Simulated new value: 81233.58 DEBUG:simulate_market_data:Simulated new value: 81233.58 2026-06-09 09:51:07,422 - calculate_drawdown - DEBUG - Current value: 81233.58, All-time Peak: 107021.58, Drawdown: 25788.00, Drawdown %: 0.2410 DEBUG:calculate_drawdown:Current value: 81233.58, All-time Peak: 107021.58, Drawdown: 25788.00, Drawdown %: 0.2410 2026-06-09 09:51:07,424 - simulate_market_data - DEBUG - Simulated new value: 80352.11 DEBUG:simulate_market_data:Simulated new value: 80352.11 2026-06-09 09:51:07,428 - calculate_drawdown - DEBUG - Current value: 80352.11, All-time Peak: 107021.58, Drawdown: 26669.47, Drawdown %: 0.2492 DEBUG:calculate_drawdown:Current value: 80352.11, All-time Peak: 107021.58, Drawdown: 26669.47, Drawdown %: 0.2492 2026-06-09 09:51:07,430 - simulate_market_data - DEBUG - Simulated new value: 81188.74 DEBUG:simulate_market_data:Simulated new value: 81188.74 2026-06-09 09:51:07,433 - calculate_drawdown - DEBUG - Current value: 81188.74, All-time Peak: 107021.58, Drawdown: 25832.84, Drawdown %: 0.2414 DEBUG:calculate_drawdown:Current value: 81188.74, All-time Peak: 107021.58, Drawdown: 25832.84, Drawdown %: 0.2414 2026-06-09 09:51:07,436 - simulate_market_data - DEBUG - Simulated new value: 81849.38 DEBUG:simulate_market_data:Simulated new value: 81849.38 2026-06-09 09:51:07,439 - calculate_drawdown - DEBUG - Current value: 81849.38, All-time Peak: 107021.58, Drawdown: 25172.20, Drawdown %: 0.2352 DEBUG:calculate_drawdown:Current value: 81849.38, All-time Peak: 107021.58, Drawdown: 25172.20, Drawdown %: 0.2352 2026-06-09 09:51:07,443 - simulate_market_data - DEBUG - Simulated new value: 81627.67 DEBUG:simulate_market_data:Simulated new value: 81627.67 2026-06-09 09:51:07,445 - calculate_drawdown - DEBUG - Current value: 81627.67, All-time Peak: 107021.58, Drawdown: 25393.91, Drawdown %: 0.2373 DEBUG:calculate_drawdown:Current value: 81627.67, All-time Peak: 107021.58, Drawdown: 25393.91, Drawdown %: 0.2373 2026-06-09 09:51:07,446 - simulate_market_data - DEBUG - Simulated new value: 81196.10 DEBUG:simulate_market_data:Simulated new value: 81196.10 2026-06-09 09:51:07,449 - calculate_drawdown - DEBUG - Current value: 81196.10, All-time Peak: 107021.58, Drawdown: 25825.48, Drawdown %: 0.2413 DEBUG:calculate_drawdown:Current value: 81196.10, All-time Peak: 107021.58, Drawdown: 25825.48, Drawdown %: 0.2413 2026-06-09 09:51:07,451 - simulate_market_data - DEBUG - Simulated new value: 81334.77 DEBUG:simulate_market_data:Simulated new value: 81334.77 2026-06-09 09:51:07,453 - calculate_drawdown - DEBUG - Current value: 81334.77, All-time Peak: 107021.58, Drawdown: 25686.81, Drawdown %: 0.2400 DEBUG:calculate_drawdown:Current value: 81334.77, All-time Peak: 107021.58, Drawdown: 25686.81, Drawdown %: 0.2400 2026-06-09 09:51:07,457 - simulate_market_data - DEBUG - Simulated new value: 80629.63 DEBUG:simulate_market_data:Simulated new value: 80629.63 2026-06-09 09:51:07,459 - calculate_drawdown - DEBUG - Current value: 80629.63, All-time Peak: 107021.58, Drawdown: 26391.95, Drawdown %: 0.2466 DEBUG:calculate_drawdown:Current value: 80629.63, All-time Peak: 107021.58, Drawdown: 26391.95, Drawdown %: 0.2466 2026-06-09 09:51:07,462 - simulate_market_data - DEBUG - Simulated new value: 81788.44 DEBUG:simulate_market_data:Simulated new value: 81788.44 2026-06-09 09:51:07,467 - calculate_drawdown - DEBUG - Current value: 81788.44, All-time Peak: 107021.58, Drawdown: 25233.14, Drawdown %: 0.2358 DEBUG:calculate_drawdown:Current value: 81788.44, All-time Peak: 107021.58, Drawdown: 25233.14, Drawdown %: 0.2358 2026-06-09 09:51:07,469 - simulate_market_data - DEBUG - Simulated new value: 83909.93 DEBUG:simulate_market_data:Simulated new value: 83909.93 2026-06-09 09:51:07,471 - calculate_drawdown - DEBUG - Current value: 83909.93, All-time Peak: 107021.58, Drawdown: 23111.65, Drawdown %: 0.2160 DEBUG:calculate_drawdown:Current value: 83909.93, All-time Peak: 107021.58, Drawdown: 23111.65, Drawdown %: 0.2160 2026-06-09 09:51:07,474 - simulate_market_data - DEBUG - Simulated new value: 84199.61 DEBUG:simulate_market_data:Simulated new value: 84199.61 2026-06-09 09:51:07,477 - calculate_drawdown - DEBUG - Current value: 84199.61, All-time Peak: 107021.58, Drawdown: 22821.97, Drawdown %: 0.2132 DEBUG:calculate_drawdown:Current value: 84199.61, All-time Peak: 107021.58, Drawdown: 22821.97, Drawdown %: 0.2132 2026-06-09 09:51:07,480 - simulate_market_data - DEBUG - Simulated new value: 84363.01 DEBUG:simulate_market_data:Simulated new value: 84363.01 2026-06-09 09:51:07,483 - calculate_drawdown - DEBUG - Current value: 84363.01, All-time Peak: 107021.58, Drawdown: 22658.57, Drawdown %: 0.2117 DEBUG:calculate_drawdown:Current value: 84363.01, All-time Peak: 107021.58, Drawdown: 22658.57, Drawdown %: 0.2117 2026-06-09 09:51:07,487 - simulate_market_data - DEBUG - Simulated new value: 83451.27 DEBUG:simulate_market_data:Simulated new value: 83451.27 2026-06-09 09:51:07,489 - calculate_drawdown - DEBUG - Current value: 83451.27, All-time Peak: 107021.58, Drawdown: 23570.31, Drawdown %: 0.2202 DEBUG:calculate_drawdown:Current value: 83451.27, All-time Peak: 107021.58, Drawdown: 23570.31, Drawdown %: 0.2202 2026-06-09 09:51:07,493 - simulate_market_data - DEBUG - Simulated new value: 84535.37 DEBUG:simulate_market_data:Simulated new value: 84535.37 2026-06-09 09:51:07,494 - calculate_drawdown - DEBUG - Current value: 84535.37, All-time Peak: 107021.58, Drawdown: 22486.21, Drawdown %: 0.2101 DEBUG:calculate_drawdown:Current value: 84535.37, All-time Peak: 107021.58, Drawdown: 22486.21, Drawdown %: 0.2101 2026-06-09 09:51:07,496 - simulate_market_data - DEBUG - Simulated new value: 83511.25 DEBUG:simulate_market_data:Simulated new value: 83511.25 2026-06-09 09:51:07,500 - calculate_drawdown - DEBUG - Current value: 83511.25, All-time Peak: 107021.58, Drawdown: 23510.33, Drawdown %: 0.2197 DEBUG:calculate_drawdown:Current value: 83511.25, All-time Peak: 107021.58, Drawdown: 23510.33, Drawdown %: 0.2197 2026-06-09 09:51:07,503 - simulate_market_data - DEBUG - Simulated new value: 83346.28 DEBUG:simulate_market_data:Simulated new value: 83346.28 2026-06-09 09:51:07,505 - calculate_drawdown - DEBUG - Current value: 83346.28, All-time Peak: 107021.58, Drawdown: 23675.30, Drawdown %: 0.2212 DEBUG:calculate_drawdown:Current value: 83346.28, All-time Peak: 107021.58, Drawdown: 23675.30, Drawdown %: 0.2212 2026-06-09 09:51:07,508 - simulate_market_data - DEBUG - Simulated new value: 83371.91 DEBUG:simulate_market_data:Simulated new value: 83371.91 2026-06-09 09:51:07,511 - calculate_drawdown - DEBUG - Current value: 83371.91, All-time Peak: 107021.58, Drawdown: 23649.67, Drawdown %: 0.2210 DEBUG:calculate_drawdown:Current value: 83371.91, All-time Peak: 107021.58, Drawdown: 23649.67, Drawdown %: 0.2210 2026-06-09 09:51:07,515 - simulate_market_data - DEBUG - Simulated new value: 82558.80 DEBUG:simulate_market_data:Simulated new value: 82558.80 2026-06-09 09:51:07,517 - calculate_drawdown - DEBUG - Current value: 82558.80, All-time Peak: 107021.58, Drawdown: 24462.78, Drawdown %: 0.2286 DEBUG:calculate_drawdown:Current value: 82558.80, All-time Peak: 107021.58, Drawdown: 24462.78, Drawdown %: 0.2286 2026-06-09 09:51:07,519 - simulate_market_data - DEBUG - Simulated new value: 81762.96 DEBUG:simulate_market_data:Simulated new value: 81762.96 2026-06-09 09:51:07,521 - calculate_drawdown - DEBUG - Current value: 81762.96, All-time Peak: 107021.58, Drawdown: 25258.62, Drawdown %: 0.2360 DEBUG:calculate_drawdown:Current value: 81762.96, All-time Peak: 107021.58, Drawdown: 25258.62, Drawdown %: 0.2360 2026-06-09 09:51:07,527 - simulate_market_data - DEBUG - Simulated new value: 83365.65 DEBUG:simulate_market_data:Simulated new value: 83365.65 2026-06-09 09:51:07,531 - calculate_drawdown - DEBUG - Current value: 83365.65, All-time Peak: 107021.58, Drawdown: 23655.93, Drawdown %: 0.2210 DEBUG:calculate_drawdown:Current value: 83365.65, All-time Peak: 107021.58, Drawdown: 23655.93, Drawdown %: 0.2210 2026-06-09 09:51:07,533 - simulate_market_data - DEBUG - Simulated new value: 84041.77 DEBUG:simulate_market_data:Simulated new value: 84041.77 2026-06-09 09:51:07,535 - calculate_drawdown - DEBUG - Current value: 84041.77, All-time Peak: 107021.58, Drawdown: 22979.81, Drawdown %: 0.2147 DEBUG:calculate_drawdown:Current value: 84041.77, All-time Peak: 107021.58, Drawdown: 22979.81, Drawdown %: 0.2147 2026-06-09 09:51:07,538 - simulate_market_data - DEBUG - Simulated new value: 83528.42 DEBUG:simulate_market_data:Simulated new value: 83528.42 2026-06-09 09:51:07,541 - calculate_drawdown - DEBUG - Current value: 83528.42, All-time Peak: 107021.58, Drawdown: 23493.16, Drawdown %: 0.2195 DEBUG:calculate_drawdown:Current value: 83528.42, All-time Peak: 107021.58, Drawdown: 23493.16, Drawdown %: 0.2195 2026-06-09 09:51:07,543 - simulate_market_data - DEBUG - Simulated new value: 85013.35 DEBUG:simulate_market_data:Simulated new value: 85013.35 2026-06-09 09:51:07,545 - calculate_drawdown - DEBUG - Current value: 85013.35, All-time Peak: 107021.58, Drawdown: 22008.23, Drawdown %: 0.2056 DEBUG:calculate_drawdown:Current value: 85013.35, All-time Peak: 107021.58, Drawdown: 22008.23, Drawdown %: 0.2056 2026-06-09 09:51:07,549 - simulate_market_data - DEBUG - Simulated new value: 84213.56 DEBUG:simulate_market_data:Simulated new value: 84213.56 2026-06-09 09:51:07,552 - calculate_drawdown - DEBUG - Current value: 84213.56, All-time Peak: 107021.58, Drawdown: 22808.02, Drawdown %: 0.2131 DEBUG:calculate_drawdown:Current value: 84213.56, All-time Peak: 107021.58, Drawdown: 22808.02, Drawdown %: 0.2131 2026-06-09 09:51:07,554 - simulate_market_data - DEBUG - Simulated new value: 85501.08 DEBUG:simulate_market_data:Simulated new value: 85501.08 2026-06-09 09:51:07,557 - calculate_drawdown - DEBUG - Current value: 85501.08, All-time Peak: 107021.58, Drawdown: 21520.50, Drawdown %: 0.2011 DEBUG:calculate_drawdown:Current value: 85501.08, All-time Peak: 107021.58, Drawdown: 21520.50, Drawdown %: 0.2011 2026-06-09 09:51:07,560 - simulate_market_data - DEBUG - Simulated new value: 86703.06 DEBUG:simulate_market_data:Simulated new value: 86703.06 2026-06-09 09:51:07,564 - calculate_drawdown - DEBUG - Current value: 86703.06, All-time Peak: 107021.58, Drawdown: 20318.52, Drawdown %: 0.1899 DEBUG:calculate_drawdown:Current value: 86703.06, All-time Peak: 107021.58, Drawdown: 20318.52, Drawdown %: 0.1899 2026-06-09 09:51:07,566 - simulate_market_data - DEBUG - Simulated new value: 87855.98 DEBUG:simulate_market_data:Simulated new value: 87855.98 2026-06-09 09:51:07,569 - calculate_drawdown - DEBUG - Current value: 87855.98, All-time Peak: 107021.58, Drawdown: 19165.60, Drawdown %: 0.1791 DEBUG:calculate_drawdown:Current value: 87855.98, All-time Peak: 107021.58, Drawdown: 19165.60, Drawdown %: 0.1791 2026-06-09 09:51:07,572 - simulate_market_data - DEBUG - Simulated new value: 86963.80 DEBUG:simulate_market_data:Simulated new value: 86963.80 2026-06-09 09:51:07,575 - calculate_drawdown - DEBUG - Current value: 86963.80, All-time Peak: 107021.58, Drawdown: 20057.78, Drawdown %: 0.1874 DEBUG:calculate_drawdown:Current value: 86963.80, All-time Peak: 107021.58, Drawdown: 20057.78, Drawdown %: 0.1874 2026-06-09 09:51:07,576 - simulate_market_data - DEBUG - Simulated new value: 85913.65 DEBUG:simulate_market_data:Simulated new value: 85913.65 2026-06-09 09:51:07,578 - calculate_drawdown - DEBUG - Current value: 85913.65, All-time Peak: 107021.58, Drawdown: 21107.93, Drawdown %: 0.1972 DEBUG:calculate_drawdown:Current value: 85913.65, All-time Peak: 107021.58, Drawdown: 21107.93, Drawdown %: 0.1972 2026-06-09 09:51:07,580 - simulate_market_data - DEBUG - Simulated new value: 85143.57 DEBUG:simulate_market_data:Simulated new value: 85143.57 2026-06-09 09:51:07,585 - calculate_drawdown - DEBUG - Current value: 85143.57, All-time Peak: 107021.58, Drawdown: 21878.01, Drawdown %: 0.2044 DEBUG:calculate_drawdown:Current value: 85143.57, All-time Peak: 107021.58, Drawdown: 21878.01, Drawdown %: 0.2044 2026-06-09 09:51:07,587 - simulate_market_data - DEBUG - Simulated new value: 85305.01 DEBUG:simulate_market_data:Simulated new value: 85305.01 2026-06-09 09:51:07,590 - calculate_drawdown - DEBUG - Current value: 85305.01, All-time Peak: 107021.58, Drawdown: 21716.57, Drawdown %: 0.2029 DEBUG:calculate_drawdown:Current value: 85305.01, All-time Peak: 107021.58, Drawdown: 21716.57, Drawdown %: 0.2029 2026-06-09 09:51:07,592 - simulate_market_data - DEBUG - Simulated new value: 85059.61 DEBUG:simulate_market_data:Simulated new value: 85059.61 2026-06-09 09:51:07,594 - calculate_drawdown - DEBUG - Current value: 85059.61, All-time Peak: 107021.58, Drawdown: 21961.97, Drawdown %: 0.2052 DEBUG:calculate_drawdown:Current value: 85059.61, All-time Peak: 107021.58, Drawdown: 21961.97, Drawdown %: 0.2052 2026-06-09 09:51:07,599 - simulate_market_data - DEBUG - Simulated new value: 85739.99 DEBUG:simulate_market_data:Simulated new value: 85739.99 2026-06-09 09:51:07,602 - calculate_drawdown - DEBUG - Current value: 85739.99, All-time Peak: 107021.58, Drawdown: 21281.59, Drawdown %: 0.1989 DEBUG:calculate_drawdown:Current value: 85739.99, All-time Peak: 107021.58, Drawdown: 21281.59, Drawdown %: 0.1989 2026-06-09 09:51:07,604 - simulate_market_data - DEBUG - Simulated new value: 85059.47 DEBUG:simulate_market_data:Simulated new value: 85059.47 2026-06-09 09:51:07,608 - calculate_drawdown - DEBUG - Current value: 85059.47, All-time Peak: 107021.58, Drawdown: 21962.11, Drawdown %: 0.2052 DEBUG:calculate_drawdown:Current value: 85059.47, All-time Peak: 107021.58, Drawdown: 21962.11, Drawdown %: 0.2052 2026-06-09 09:51:07,610 - simulate_market_data - DEBUG - Simulated new value: 84238.48 DEBUG:simulate_market_data:Simulated new value: 84238.48 2026-06-09 09:51:07,615 - calculate_drawdown - DEBUG - Current value: 84238.48, All-time Peak: 107021.58, Drawdown: 22783.11, Drawdown %: 0.2129 DEBUG:calculate_drawdown:Current value: 84238.48, All-time Peak: 107021.58, Drawdown: 22783.11, Drawdown %: 0.2129 2026-06-09 09:51:07,616 - simulate_market_data - DEBUG - Simulated new value: 83975.77 DEBUG:simulate_market_data:Simulated new value: 83975.77 2026-06-09 09:51:07,619 - calculate_drawdown - DEBUG - Current value: 83975.77, All-time Peak: 107021.58, Drawdown: 23045.81, Drawdown %: 0.2153 DEBUG:calculate_drawdown:Current value: 83975.77, All-time Peak: 107021.58, Drawdown: 23045.81, Drawdown %: 0.2153 2026-06-09 09:51:07,622 - simulate_market_data - DEBUG - Simulated new value: 83000.94 DEBUG:simulate_market_data:Simulated new value: 83000.94 2026-06-09 09:51:07,625 - calculate_drawdown - DEBUG - Current value: 83000.94, All-time Peak: 107021.58, Drawdown: 24020.64, Drawdown %: 0.2244 DEBUG:calculate_drawdown:Current value: 83000.94, All-time Peak: 107021.58, Drawdown: 24020.64, Drawdown %: 0.2244 2026-06-09 09:51:07,629 - simulate_market_data - DEBUG - Simulated new value: 82179.27 DEBUG:simulate_market_data:Simulated new value: 82179.27 2026-06-09 09:51:07,633 - calculate_drawdown - DEBUG - Current value: 82179.27, All-time Peak: 107021.58, Drawdown: 24842.31, Drawdown %: 0.2321 DEBUG:calculate_drawdown:Current value: 82179.27, All-time Peak: 107021.58, Drawdown: 24842.31, Drawdown %: 0.2321 2026-06-09 09:51:07,635 - simulate_market_data - DEBUG - Simulated new value: 82742.70 DEBUG:simulate_market_data:Simulated new value: 82742.70 2026-06-09 09:51:07,637 - calculate_drawdown - DEBUG - Current value: 82742.70, All-time Peak: 107021.58, Drawdown: 24278.88, Drawdown %: 0.2269 DEBUG:calculate_drawdown:Current value: 82742.70, All-time Peak: 107021.58, Drawdown: 24278.88, Drawdown %: 0.2269 2026-06-09 09:51:07,640 - simulate_market_data - DEBUG - Simulated new value: 83853.17 DEBUG:simulate_market_data:Simulated new value: 83853.17 2026-06-09 09:51:07,643 - calculate_drawdown - DEBUG - Current value: 83853.17, All-time Peak: 107021.58, Drawdown: 23168.41, Drawdown %: 0.2165 DEBUG:calculate_drawdown:Current value: 83853.17, All-time Peak: 107021.58, Drawdown: 23168.41, Drawdown %: 0.2165 2026-06-09 09:51:07,647 - simulate_market_data - DEBUG - Simulated new value: 84261.18 DEBUG:simulate_market_data:Simulated new value: 84261.18 2026-06-09 09:51:07,651 - calculate_drawdown - DEBUG - Current value: 84261.18, All-time Peak: 107021.58, Drawdown: 22760.40, Drawdown %: 0.2127 DEBUG:calculate_drawdown:Current value: 84261.18, All-time Peak: 107021.58, Drawdown: 22760.40, Drawdown %: 0.2127 2026-06-09 09:51:07,654 - simulate_market_data - DEBUG - Simulated new value: 84124.93 DEBUG:simulate_market_data:Simulated new value: 84124.93 2026-06-09 09:51:07,657 - calculate_drawdown - DEBUG - Current value: 84124.93, All-time Peak: 107021.58, Drawdown: 22896.65, Drawdown %: 0.2139 DEBUG:calculate_drawdown:Current value: 84124.93, All-time Peak: 107021.58, Drawdown: 22896.65, Drawdown %: 0.2139 2026-06-09 09:51:07,659 - simulate_market_data - DEBUG - Simulated new value: 85519.53 DEBUG:simulate_market_data:Simulated new value: 85519.53 2026-06-09 09:51:07,661 - calculate_drawdown - DEBUG - Current value: 85519.53, All-time Peak: 107021.58, Drawdown: 21502.05, Drawdown %: 0.2009 DEBUG:calculate_drawdown:Current value: 85519.53, All-time Peak: 107021.58, Drawdown: 21502.05, Drawdown %: 0.2009 2026-06-09 09:51:07,664 - simulate_market_data - DEBUG - Simulated new value: 86053.66 DEBUG:simulate_market_data:Simulated new value: 86053.66 2026-06-09 09:51:07,667 - calculate_drawdown - DEBUG - Current value: 86053.66, All-time Peak: 107021.58, Drawdown: 20967.92, Drawdown %: 0.1959 DEBUG:calculate_drawdown:Current value: 86053.66, All-time Peak: 107021.58, Drawdown: 20967.92, Drawdown %: 0.1959 2026-06-09 09:51:07,669 - simulate_market_data - DEBUG - Simulated new value: 85743.76 DEBUG:simulate_market_data:Simulated new value: 85743.76 2026-06-09 09:51:07,671 - calculate_drawdown - DEBUG - Current value: 85743.76, All-time Peak: 107021.58, Drawdown: 21277.82, Drawdown %: 0.1988 DEBUG:calculate_drawdown:Current value: 85743.76, All-time Peak: 107021.58, Drawdown: 21277.82, Drawdown %: 0.1988 2026-06-09 09:51:07,673 - simulate_market_data - DEBUG - Simulated new value: 85758.91 DEBUG:simulate_market_data:Simulated new value: 85758.91 2026-06-09 09:51:07,675 - calculate_drawdown - DEBUG - Current value: 85758.91, All-time Peak: 107021.58, Drawdown: 21262.67, Drawdown %: 0.1987 DEBUG:calculate_drawdown:Current value: 85758.91, All-time Peak: 107021.58, Drawdown: 21262.67, Drawdown %: 0.1987 2026-06-09 09:51:07,678 - simulate_market_data - DEBUG - Simulated new value: 86092.69 DEBUG:simulate_market_data:Simulated new value: 86092.69 2026-06-09 09:51:07,681 - calculate_drawdown - DEBUG - Current value: 86092.69, All-time Peak: 107021.58, Drawdown: 20928.89, Drawdown %: 0.1956 DEBUG:calculate_drawdown:Current value: 86092.69, All-time Peak: 107021.58, Drawdown: 20928.89, Drawdown %: 0.1956 2026-06-09 09:51:07,684 - simulate_market_data - DEBUG - Simulated new value: 85892.38 DEBUG:simulate_market_data:Simulated new value: 85892.38 2026-06-09 09:51:07,686 - calculate_drawdown - DEBUG - Current value: 85892.38, All-time Peak: 107021.58, Drawdown: 21129.20, Drawdown %: 0.1974 DEBUG:calculate_drawdown:Current value: 85892.38, All-time Peak: 107021.58, Drawdown: 21129.20, Drawdown %: 0.1974 2026-06-09 09:51:07,689 - simulate_market_data - DEBUG - Simulated new value: 85575.27 DEBUG:simulate_market_data:Simulated new value: 85575.27 2026-06-09 09:51:07,691 - calculate_drawdown - DEBUG - Current value: 85575.27, All-time Peak: 107021.58, Drawdown: 21446.31, Drawdown %: 0.2004 DEBUG:calculate_drawdown:Current value: 85575.27, All-time Peak: 107021.58, Drawdown: 21446.31, Drawdown %: 0.2004 2026-06-09 09:51:07,694 - simulate_market_data - DEBUG - Simulated new value: 86222.76 DEBUG:simulate_market_data:Simulated new value: 86222.76 2026-06-09 09:51:07,697 - calculate_drawdown - DEBUG - Current value: 86222.76, All-time Peak: 107021.58, Drawdown: 20798.82, Drawdown %: 0.1943 DEBUG:calculate_drawdown:Current value: 86222.76, All-time Peak: 107021.58, Drawdown: 20798.82, Drawdown %: 0.1943 2026-06-09 09:51:07,700 - simulate_market_data - DEBUG - Simulated new value: 85505.10 DEBUG:simulate_market_data:Simulated new value: 85505.10 2026-06-09 09:51:07,702 - calculate_drawdown - DEBUG - Current value: 85505.10, All-time Peak: 107021.58, Drawdown: 21516.48, Drawdown %: 0.2010 DEBUG:calculate_drawdown:Current value: 85505.10, All-time Peak: 107021.58, Drawdown: 21516.48, Drawdown %: 0.2010 2026-06-09 09:51:07,704 - simulate_market_data - DEBUG - Simulated new value: 85054.67 DEBUG:simulate_market_data:Simulated new value: 85054.67 2026-06-09 09:51:07,706 - calculate_drawdown - DEBUG - Current value: 85054.67, All-time Peak: 107021.58, Drawdown: 21966.91, Drawdown %: 0.2053 DEBUG:calculate_drawdown:Current value: 85054.67, All-time Peak: 107021.58, Drawdown: 21966.91, Drawdown %: 0.2053 2026-06-09 09:51:07,711 - simulate_market_data - DEBUG - Simulated new value: 85496.42 DEBUG:simulate_market_data:Simulated new value: 85496.42 2026-06-09 09:51:07,713 - calculate_drawdown - DEBUG - Current value: 85496.42, All-time Peak: 107021.58, Drawdown: 21525.16, Drawdown %: 0.2011 DEBUG:calculate_drawdown:Current value: 85496.42, All-time Peak: 107021.58, Drawdown: 21525.16, Drawdown %: 0.2011 2026-06-09 09:51:07,715 - simulate_market_data - DEBUG - Simulated new value: 85119.22 DEBUG:simulate_market_data:Simulated new value: 85119.22 2026-06-09 09:51:07,717 - calculate_drawdown - DEBUG - Current value: 85119.22, All-time Peak: 107021.58, Drawdown: 21902.36, Drawdown %: 0.2047 DEBUG:calculate_drawdown:Current value: 85119.22, All-time Peak: 107021.58, Drawdown: 21902.36, Drawdown %: 0.2047 2026-06-09 09:51:07,723 - simulate_market_data - DEBUG - Simulated new value: 83798.89 DEBUG:simulate_market_data:Simulated new value: 83798.89 2026-06-09 09:51:07,724 - calculate_drawdown - DEBUG - Current value: 83798.89, All-time Peak: 107021.58, Drawdown: 23222.69, Drawdown %: 0.2170 DEBUG:calculate_drawdown:Current value: 83798.89, All-time Peak: 107021.58, Drawdown: 23222.69, Drawdown %: 0.2170 2026-06-09 09:51:07,727 - simulate_market_data - DEBUG - Simulated new value: 82996.87 DEBUG:simulate_market_data:Simulated new value: 82996.87 2026-06-09 09:51:07,729 - calculate_drawdown - DEBUG - Current value: 82996.87, All-time Peak: 107021.58, Drawdown: 24024.71, Drawdown %: 0.2245 DEBUG:calculate_drawdown:Current value: 82996.87, All-time Peak: 107021.58, Drawdown: 24024.71, Drawdown %: 0.2245 2026-06-09 09:51:07,731 - simulate_market_data - DEBUG - Simulated new value: 82883.91 DEBUG:simulate_market_data:Simulated new value: 82883.91 2026-06-09 09:51:07,733 - calculate_drawdown - DEBUG - Current value: 82883.91, All-time Peak: 107021.58, Drawdown: 24137.67, Drawdown %: 0.2255 DEBUG:calculate_drawdown:Current value: 82883.91, All-time Peak: 107021.58, Drawdown: 24137.67, Drawdown %: 0.2255 2026-06-09 09:51:07,737 - simulate_market_data - DEBUG - Simulated new value: 83055.14 DEBUG:simulate_market_data:Simulated new value: 83055.14 2026-06-09 09:51:07,740 - calculate_drawdown - DEBUG - Current value: 83055.14, All-time Peak: 107021.58, Drawdown: 23966.44, Drawdown %: 0.2239 DEBUG:calculate_drawdown:Current value: 83055.14, All-time Peak: 107021.58, Drawdown: 23966.44, Drawdown %: 0.2239 2026-06-09 09:51:07,742 - simulate_market_data - DEBUG - Simulated new value: 82989.50 DEBUG:simulate_market_data:Simulated new value: 82989.50 2026-06-09 09:51:07,745 - calculate_drawdown - DEBUG - Current value: 82989.50, All-time Peak: 107021.58, Drawdown: 24032.08, Drawdown %: 0.2246 DEBUG:calculate_drawdown:Current value: 82989.50, All-time Peak: 107021.58, Drawdown: 24032.08, Drawdown %: 0.2246 2026-06-09 09:51:07,747 - simulate_market_data - DEBUG - Simulated new value: 82614.31 DEBUG:simulate_market_data:Simulated new value: 82614.31 2026-06-09 09:51:07,750 - calculate_drawdown - DEBUG - Current value: 82614.31, All-time Peak: 107021.58, Drawdown: 24407.27, Drawdown %: 0.2281 DEBUG:calculate_drawdown:Current value: 82614.31, All-time Peak: 107021.58, Drawdown: 24407.27, Drawdown %: 0.2281 2026-06-09 09:51:07,752 - simulate_market_data - DEBUG - Simulated new value: 82349.96 DEBUG:simulate_market_data:Simulated new value: 82349.96 2026-06-09 09:51:07,755 - calculate_drawdown - DEBUG - Current value: 82349.96, All-time Peak: 107021.58, Drawdown: 24671.63, Drawdown %: 0.2305 DEBUG:calculate_drawdown:Current value: 82349.96, All-time Peak: 107021.58, Drawdown: 24671.63, Drawdown %: 0.2305 2026-06-09 09:51:07,759 - simulate_market_data - DEBUG - Simulated new value: 82387.52 DEBUG:simulate_market_data:Simulated new value: 82387.52 2026-06-09 09:51:07,761 - calculate_drawdown - DEBUG - Current value: 82387.52, All-time Peak: 107021.58, Drawdown: 24634.06, Drawdown %: 0.2302 DEBUG:calculate_drawdown:Current value: 82387.52, All-time Peak: 107021.58, Drawdown: 24634.06, Drawdown %: 0.2302 2026-06-09 09:51:07,763 - simulate_market_data - DEBUG - Simulated new value: 82804.12 DEBUG:simulate_market_data:Simulated new value: 82804.12 2026-06-09 09:51:07,765 - calculate_drawdown - DEBUG - Current value: 82804.12, All-time Peak: 107021.58, Drawdown: 24217.46, Drawdown %: 0.2263 DEBUG:calculate_drawdown:Current value: 82804.12, All-time Peak: 107021.58, Drawdown: 24217.46, Drawdown %: 0.2263 2026-06-09 09:51:07,769 - simulate_market_data - DEBUG - Simulated new value: 82986.50 DEBUG:simulate_market_data:Simulated new value: 82986.50 2026-06-09 09:51:07,771 - calculate_drawdown - DEBUG - Current value: 82986.50, All-time Peak: 107021.58, Drawdown: 24035.08, Drawdown %: 0.2246 DEBUG:calculate_drawdown:Current value: 82986.50, All-time Peak: 107021.58, Drawdown: 24035.08, Drawdown %: 0.2246 2026-06-09 09:51:07,780 - simulate_market_data - DEBUG - Simulated new value: 83010.31 DEBUG:simulate_market_data:Simulated new value: 83010.31 2026-06-09 09:51:07,783 - calculate_drawdown - DEBUG - Current value: 83010.31, All-time Peak: 107021.58, Drawdown: 24011.27, Drawdown %: 0.2244 DEBUG:calculate_drawdown:Current value: 83010.31, All-time Peak: 107021.58, Drawdown: 24011.27, Drawdown %: 0.2244 2026-06-09 09:51:07,785 - simulate_market_data - DEBUG - Simulated new value: 82302.10 DEBUG:simulate_market_data:Simulated new value: 82302.10 2026-06-09 09:51:07,787 - calculate_drawdown - DEBUG - Current value: 82302.10, All-time Peak: 107021.58, Drawdown: 24719.48, Drawdown %: 0.2310 DEBUG:calculate_drawdown:Current value: 82302.10, All-time Peak: 107021.58, Drawdown: 24719.48, Drawdown %: 0.2310 2026-06-09 09:51:07,789 - simulate_market_data - DEBUG - Simulated new value: 83862.02 DEBUG:simulate_market_data:Simulated new value: 83862.02 2026-06-09 09:51:07,795 - calculate_drawdown - DEBUG - Current value: 83862.02, All-time Peak: 107021.58, Drawdown: 23159.56, Drawdown %: 0.2164 DEBUG:calculate_drawdown:Current value: 83862.02, All-time Peak: 107021.58, Drawdown: 23159.56, Drawdown %: 0.2164 2026-06-09 09:51:07,798 - simulate_market_data - DEBUG - Simulated new value: 82760.29 DEBUG:simulate_market_data:Simulated new value: 82760.29 2026-06-09 09:51:07,801 - calculate_drawdown - DEBUG - Current value: 82760.29, All-time Peak: 107021.58, Drawdown: 24261.29, Drawdown %: 0.2267 DEBUG:calculate_drawdown:Current value: 82760.29, All-time Peak: 107021.58, Drawdown: 24261.29, Drawdown %: 0.2267 2026-06-09 09:51:07,804 - simulate_market_data - DEBUG - Simulated new value: 80951.69 DEBUG:simulate_market_data:Simulated new value: 80951.69 2026-06-09 09:51:07,806 - calculate_drawdown - DEBUG - Current value: 80951.69, All-time Peak: 107021.58, Drawdown: 26069.89, Drawdown %: 0.2436 DEBUG:calculate_drawdown:Current value: 80951.69, All-time Peak: 107021.58, Drawdown: 26069.89, Drawdown %: 0.2436 2026-06-09 09:51:07,809 - simulate_market_data - DEBUG - Simulated new value: 80499.24 DEBUG:simulate_market_data:Simulated new value: 80499.24 2026-06-09 09:51:07,811 - calculate_drawdown - DEBUG - Current value: 80499.24, All-time Peak: 107021.58, Drawdown: 26522.34, Drawdown %: 0.2478 DEBUG:calculate_drawdown:Current value: 80499.24, All-time Peak: 107021.58, Drawdown: 26522.34, Drawdown %: 0.2478 2026-06-09 09:51:07,814 - simulate_market_data - DEBUG - Simulated new value: 80652.26 DEBUG:simulate_market_data:Simulated new value: 80652.26 2026-06-09 09:51:07,817 - calculate_drawdown - DEBUG - Current value: 80652.26, All-time Peak: 107021.58, Drawdown: 26369.32, Drawdown %: 0.2464 DEBUG:calculate_drawdown:Current value: 80652.26, All-time Peak: 107021.58, Drawdown: 26369.32, Drawdown %: 0.2464 2026-06-09 09:51:07,821 - simulate_market_data - DEBUG - Simulated new value: 80245.08 DEBUG:simulate_market_data:Simulated new value: 80245.08 2026-06-09 09:51:07,824 - calculate_drawdown - DEBUG - Current value: 80245.08, All-time Peak: 107021.58, Drawdown: 26776.50, Drawdown %: 0.2502 DEBUG:calculate_drawdown:Current value: 80245.08, All-time Peak: 107021.58, Drawdown: 26776.50, Drawdown %: 0.2502 2026-06-09 09:51:07,827 - simulate_market_data - DEBUG - Simulated new value: 80543.60 DEBUG:simulate_market_data:Simulated new value: 80543.60 2026-06-09 09:51:07,830 - calculate_drawdown - DEBUG - Current value: 80543.60, All-time Peak: 107021.58, Drawdown: 26477.98, Drawdown %: 0.2474 DEBUG:calculate_drawdown:Current value: 80543.60, All-time Peak: 107021.58, Drawdown: 26477.98, Drawdown %: 0.2474 2026-06-09 09:51:07,834 - simulate_market_data - DEBUG - Simulated new value: 80538.98 DEBUG:simulate_market_data:Simulated new value: 80538.98 2026-06-09 09:51:07,836 - calculate_drawdown - DEBUG - Current value: 80538.98, All-time Peak: 107021.58, Drawdown: 26482.60, Drawdown %: 0.2475 DEBUG:calculate_drawdown:Current value: 80538.98, All-time Peak: 107021.58, Drawdown: 26482.60, Drawdown %: 0.2475 2026-06-09 09:51:07,837 - simulate_market_data - DEBUG - Simulated new value: 79680.13 DEBUG:simulate_market_data:Simulated new value: 79680.13 2026-06-09 09:51:07,840 - calculate_drawdown - DEBUG - Current value: 79680.13, All-time Peak: 107021.58, Drawdown: 27341.45, Drawdown %: 0.2555 DEBUG:calculate_drawdown:Current value: 79680.13, All-time Peak: 107021.58, Drawdown: 27341.45, Drawdown %: 0.2555 2026-06-09 09:51:07,843 - simulate_market_data - DEBUG - Simulated new value: 78791.67 DEBUG:simulate_market_data:Simulated new value: 78791.67 2026-06-09 09:51:07,844 - calculate_drawdown - DEBUG - Current value: 78791.67, All-time Peak: 107021.58, Drawdown: 28229.91, Drawdown %: 0.2638 DEBUG:calculate_drawdown:Current value: 78791.67, All-time Peak: 107021.58, Drawdown: 28229.91, Drawdown %: 0.2638 2026-06-09 09:51:07,849 - simulate_market_data - DEBUG - Simulated new value: 79811.26 DEBUG:simulate_market_data:Simulated new value: 79811.26 2026-06-09 09:51:07,852 - calculate_drawdown - DEBUG - Current value: 79811.26, All-time Peak: 107021.58, Drawdown: 27210.32, Drawdown %: 0.2543 DEBUG:calculate_drawdown:Current value: 79811.26, All-time Peak: 107021.58, Drawdown: 27210.32, Drawdown %: 0.2543 2026-06-09 09:51:07,855 - simulate_market_data - DEBUG - Simulated new value: 79593.82 DEBUG:simulate_market_data:Simulated new value: 79593.82 2026-06-09 09:51:07,858 - calculate_drawdown - DEBUG - Current value: 79593.82, All-time Peak: 107021.58, Drawdown: 27427.76, Drawdown %: 0.2563 DEBUG:calculate_drawdown:Current value: 79593.82, All-time Peak: 107021.58, Drawdown: 27427.76, Drawdown %: 0.2563 2026-06-09 09:51:07,861 - simulate_market_data - DEBUG - Simulated new value: 79253.65 DEBUG:simulate_market_data:Simulated new value: 79253.65 2026-06-09 09:51:07,863 - calculate_drawdown - DEBUG - Current value: 79253.65, All-time Peak: 107021.58, Drawdown: 27767.93, Drawdown %: 0.2595 DEBUG:calculate_drawdown:Current value: 79253.65, All-time Peak: 107021.58, Drawdown: 27767.93, Drawdown %: 0.2595 2026-06-09 09:51:07,867 - simulate_market_data - DEBUG - Simulated new value: 80500.26 DEBUG:simulate_market_data:Simulated new value: 80500.26 2026-06-09 09:51:07,870 - calculate_drawdown - DEBUG - Current value: 80500.26, All-time Peak: 107021.58, Drawdown: 26521.32, Drawdown %: 0.2478 DEBUG:calculate_drawdown:Current value: 80500.26, All-time Peak: 107021.58, Drawdown: 26521.32, Drawdown %: 0.2478 2026-06-09 09:51:07,873 - simulate_market_data - DEBUG - Simulated new value: 79895.55 DEBUG:simulate_market_data:Simulated new value: 79895.55 2026-06-09 09:51:07,875 - calculate_drawdown - DEBUG - Current value: 79895.55, All-time Peak: 107021.58, Drawdown: 27126.03, Drawdown %: 0.2535 DEBUG:calculate_drawdown:Current value: 79895.55, All-time Peak: 107021.58, Drawdown: 27126.03, Drawdown %: 0.2535 2026-06-09 09:51:07,877 - simulate_market_data - DEBUG - Simulated new value: 79320.77 DEBUG:simulate_market_data:Simulated new value: 79320.77 2026-06-09 09:51:07,879 - calculate_drawdown - DEBUG - Current value: 79320.77, All-time Peak: 107021.58, Drawdown: 27700.81, Drawdown %: 0.2588 DEBUG:calculate_drawdown:Current value: 79320.77, All-time Peak: 107021.58, Drawdown: 27700.81, Drawdown %: 0.2588 2026-06-09 09:51:07,881 - simulate_market_data - DEBUG - Simulated new value: 79683.88 DEBUG:simulate_market_data:Simulated new value: 79683.88 2026-06-09 09:51:07,885 - calculate_drawdown - DEBUG - Current value: 79683.88, All-time Peak: 107021.58, Drawdown: 27337.70, Drawdown %: 0.2554 DEBUG:calculate_drawdown:Current value: 79683.88, All-time Peak: 107021.58, Drawdown: 27337.70, Drawdown %: 0.2554 2026-06-09 09:51:07,886 - simulate_market_data - DEBUG - Simulated new value: 80272.57 DEBUG:simulate_market_data:Simulated new value: 80272.57 2026-06-09 09:51:07,890 - calculate_drawdown - DEBUG - Current value: 80272.57, All-time Peak: 107021.58, Drawdown: 26749.01, Drawdown %: 0.2499 DEBUG:calculate_drawdown:Current value: 80272.57, All-time Peak: 107021.58, Drawdown: 26749.01, Drawdown %: 0.2499 2026-06-09 09:51:07,895 - simulate_market_data - DEBUG - Simulated new value: 80472.36 DEBUG:simulate_market_data:Simulated new value: 80472.36 2026-06-09 09:51:07,896 - calculate_drawdown - DEBUG - Current value: 80472.36, All-time Peak: 107021.58, Drawdown: 26549.22, Drawdown %: 0.2481 DEBUG:calculate_drawdown:Current value: 80472.36, All-time Peak: 107021.58, Drawdown: 26549.22, Drawdown %: 0.2481 2026-06-09 09:51:07,898 - simulate_market_data - DEBUG - Simulated new value: 81082.76 DEBUG:simulate_market_data:Simulated new value: 81082.76 2026-06-09 09:51:07,903 - calculate_drawdown - DEBUG - Current value: 81082.76, All-time Peak: 107021.58, Drawdown: 25938.82, Drawdown %: 0.2424 DEBUG:calculate_drawdown:Current value: 81082.76, All-time Peak: 107021.58, Drawdown: 25938.82, Drawdown %: 0.2424 2026-06-09 09:51:07,906 - simulate_market_data - DEBUG - Simulated new value: 80004.66 DEBUG:simulate_market_data:Simulated new value: 80004.66 2026-06-09 09:51:07,909 - calculate_drawdown - DEBUG - Current value: 80004.66, All-time Peak: 107021.58, Drawdown: 27016.92, Drawdown %: 0.2524 DEBUG:calculate_drawdown:Current value: 80004.66, All-time Peak: 107021.58, Drawdown: 27016.92, Drawdown %: 0.2524 2026-06-09 09:51:07,911 - simulate_market_data - DEBUG - Simulated new value: 80279.84 DEBUG:simulate_market_data:Simulated new value: 80279.84 2026-06-09 09:51:07,913 - calculate_drawdown - DEBUG - Current value: 80279.84, All-time Peak: 107021.58, Drawdown: 26741.74, Drawdown %: 0.2499 DEBUG:calculate_drawdown:Current value: 80279.84, All-time Peak: 107021.58, Drawdown: 26741.74, Drawdown %: 0.2499 2026-06-09 09:51:07,918 - simulate_market_data - DEBUG - Simulated new value: 79222.45 DEBUG:simulate_market_data:Simulated new value: 79222.45 2026-06-09 09:51:07,920 - calculate_drawdown - DEBUG - Current value: 79222.45, All-time Peak: 107021.58, Drawdown: 27799.13, Drawdown %: 0.2598 DEBUG:calculate_drawdown:Current value: 79222.45, All-time Peak: 107021.58, Drawdown: 27799.13, Drawdown %: 0.2598 2026-06-09 09:51:07,923 - simulate_market_data - DEBUG - Simulated new value: 77529.68 DEBUG:simulate_market_data:Simulated new value: 77529.68 2026-06-09 09:51:07,924 - calculate_drawdown - DEBUG - Current value: 77529.68, All-time Peak: 107021.58, Drawdown: 29491.90, Drawdown %: 0.2756 DEBUG:calculate_drawdown:Current value: 77529.68, All-time Peak: 107021.58, Drawdown: 29491.90, Drawdown %: 0.2756 2026-06-09 09:51:07,930 - simulate_market_data - DEBUG - Simulated new value: 78297.26 DEBUG:simulate_market_data:Simulated new value: 78297.26 2026-06-09 09:51:07,934 - calculate_drawdown - DEBUG - Current value: 78297.26, All-time Peak: 107021.58, Drawdown: 28724.32, Drawdown %: 0.2684 DEBUG:calculate_drawdown:Current value: 78297.26, All-time Peak: 107021.58, Drawdown: 28724.32, Drawdown %: 0.2684 2026-06-09 09:51:07,938 - simulate_market_data - DEBUG - Simulated new value: 78441.97 DEBUG:simulate_market_data:Simulated new value: 78441.97 2026-06-09 09:51:07,940 - calculate_drawdown - DEBUG - Current value: 78441.97, All-time Peak: 107021.58, Drawdown: 28579.61, Drawdown %: 0.2670 DEBUG:calculate_drawdown:Current value: 78441.97, All-time Peak: 107021.58, Drawdown: 28579.61, Drawdown %: 0.2670 2026-06-09 09:51:07,944 - simulate_market_data - DEBUG - Simulated new value: 78055.76 DEBUG:simulate_market_data:Simulated new value: 78055.76 2026-06-09 09:51:07,947 - calculate_drawdown - DEBUG - Current value: 78055.76, All-time Peak: 107021.58, Drawdown: 28965.82, Drawdown %: 0.2707 DEBUG:calculate_drawdown:Current value: 78055.76, All-time Peak: 107021.58, Drawdown: 28965.82, Drawdown %: 0.2707 2026-06-09 09:51:07,951 - simulate_market_data - DEBUG - Simulated new value: 77443.91 DEBUG:simulate_market_data:Simulated new value: 77443.91 2026-06-09 09:51:07,953 - calculate_drawdown - DEBUG - Current value: 77443.91, All-time Peak: 107021.58, Drawdown: 29577.67, Drawdown %: 0.2764 DEBUG:calculate_drawdown:Current value: 77443.91, All-time Peak: 107021.58, Drawdown: 29577.67, Drawdown %: 0.2764 2026-06-09 09:51:07,955 - simulate_market_data - DEBUG - Simulated new value: 75889.87 DEBUG:simulate_market_data:Simulated new value: 75889.87 2026-06-09 09:51:07,959 - calculate_drawdown - DEBUG - Current value: 75889.87, All-time Peak: 107021.58, Drawdown: 31131.71, Drawdown %: 0.2909 DEBUG:calculate_drawdown:Current value: 75889.87, All-time Peak: 107021.58, Drawdown: 31131.71, Drawdown %: 0.2909 2026-06-09 09:51:07,961 - simulate_market_data - DEBUG - Simulated new value: 74466.38 DEBUG:simulate_market_data:Simulated new value: 74466.38 2026-06-09 09:51:07,963 - calculate_drawdown - DEBUG - Current value: 74466.38, All-time Peak: 107021.58, Drawdown: 32555.20, Drawdown %: 0.3042 DEBUG:calculate_drawdown:Current value: 74466.38, All-time Peak: 107021.58, Drawdown: 32555.20, Drawdown %: 0.3042 2026-06-09 09:51:07,966 - simulate_market_data - DEBUG - Simulated new value: 75026.92 DEBUG:simulate_market_data:Simulated new value: 75026.92 2026-06-09 09:51:07,968 - calculate_drawdown - DEBUG - Current value: 75026.92, All-time Peak: 107021.58, Drawdown: 31994.66, Drawdown %: 0.2990 DEBUG:calculate_drawdown:Current value: 75026.92, All-time Peak: 107021.58, Drawdown: 31994.66, Drawdown %: 0.2990 2026-06-09 09:51:07,971 - simulate_market_data - DEBUG - Simulated new value: 74726.10 DEBUG:simulate_market_data:Simulated new value: 74726.10 2026-06-09 09:51:07,973 - calculate_drawdown - DEBUG - Current value: 74726.10, All-time Peak: 107021.58, Drawdown: 32295.48, Drawdown %: 0.3018 DEBUG:calculate_drawdown:Current value: 74726.10, All-time Peak: 107021.58, Drawdown: 32295.48, Drawdown %: 0.3018 2026-06-09 09:51:07,980 - simulate_market_data - DEBUG - Simulated new value: 74422.92 DEBUG:simulate_market_data:Simulated new value: 74422.92 2026-06-09 09:51:07,981 - calculate_drawdown - DEBUG - Current value: 74422.92, All-time Peak: 107021.58, Drawdown: 32598.66, Drawdown %: 0.3046 DEBUG:calculate_drawdown:Current value: 74422.92, All-time Peak: 107021.58, Drawdown: 32598.66, Drawdown %: 0.3046 2026-06-09 09:51:07,986 - simulate_market_data - DEBUG - Simulated new value: 74142.08 DEBUG:simulate_market_data:Simulated new value: 74142.08 2026-06-09 09:51:07,989 - calculate_drawdown - DEBUG - Current value: 74142.08, All-time Peak: 107021.58, Drawdown: 32879.50, Drawdown %: 0.3072 DEBUG:calculate_drawdown:Current value: 74142.08, All-time Peak: 107021.58, Drawdown: 32879.50, Drawdown %: 0.3072 2026-06-09 09:51:07,992 - simulate_market_data - DEBUG - Simulated new value: 74160.71 DEBUG:simulate_market_data:Simulated new value: 74160.71 2026-06-09 09:51:07,995 - calculate_drawdown - DEBUG - Current value: 74160.71, All-time Peak: 107021.58, Drawdown: 32860.87, Drawdown %: 0.3070 DEBUG:calculate_drawdown:Current value: 74160.71, All-time Peak: 107021.58, Drawdown: 32860.87, Drawdown %: 0.3070 2026-06-09 09:51:07,998 - simulate_market_data - DEBUG - Simulated new value: 74498.89 DEBUG:simulate_market_data:Simulated new value: 74498.89 2026-06-09 09:51:08,001 - calculate_drawdown - DEBUG - Current value: 74498.89, All-time Peak: 107021.58, Drawdown: 32522.69, Drawdown %: 0.3039 DEBUG:calculate_drawdown:Current value: 74498.89, All-time Peak: 107021.58, Drawdown: 32522.69, Drawdown %: 0.3039 2026-06-09 09:51:08,005 - simulate_market_data - DEBUG - Simulated new value: 74373.54 DEBUG:simulate_market_data:Simulated new value: 74373.54 2026-06-09 09:51:08,007 - calculate_drawdown - DEBUG - Current value: 74373.54, All-time Peak: 107021.58, Drawdown: 32648.05, Drawdown %: 0.3051 DEBUG:calculate_drawdown:Current value: 74373.54, All-time Peak: 107021.58, Drawdown: 32648.05, Drawdown %: 0.3051 2026-06-09 09:51:08,010 - simulate_market_data - DEBUG - Simulated new value: 73426.88 DEBUG:simulate_market_data:Simulated new value: 73426.88 2026-06-09 09:51:08,012 - calculate_drawdown - DEBUG - Current value: 73426.88, All-time Peak: 107021.58, Drawdown: 33594.70, Drawdown %: 0.3139 DEBUG:calculate_drawdown:Current value: 73426.88, All-time Peak: 107021.58, Drawdown: 33594.70, Drawdown %: 0.3139 2026-06-09 09:51:08,016 - simulate_market_data - DEBUG - Simulated new value: 72841.54 DEBUG:simulate_market_data:Simulated new value: 72841.54 2026-06-09 09:51:08,018 - calculate_drawdown - DEBUG - Current value: 72841.54, All-time Peak: 107021.58, Drawdown: 34180.04, Drawdown %: 0.3194 DEBUG:calculate_drawdown:Current value: 72841.54, All-time Peak: 107021.58, Drawdown: 34180.04, Drawdown %: 0.3194 2026-06-09 09:51:08,022 - simulate_market_data - DEBUG - Simulated new value: 73213.65 DEBUG:simulate_market_data:Simulated new value: 73213.65 2026-06-09 09:51:08,025 - calculate_drawdown - DEBUG - Current value: 73213.65, All-time Peak: 107021.58, Drawdown: 33807.93, Drawdown %: 0.3159 DEBUG:calculate_drawdown:Current value: 73213.65, All-time Peak: 107021.58, Drawdown: 33807.93, Drawdown %: 0.3159 2026-06-09 09:51:08,028 - simulate_market_data - DEBUG - Simulated new value: 74631.47 DEBUG:simulate_market_data:Simulated new value: 74631.47 2026-06-09 09:51:08,031 - calculate_drawdown - DEBUG - Current value: 74631.47, All-time Peak: 107021.58, Drawdown: 32390.11, Drawdown %: 0.3027 DEBUG:calculate_drawdown:Current value: 74631.47, All-time Peak: 107021.58, Drawdown: 32390.11, Drawdown %: 0.3027 2026-06-09 09:51:08,033 - simulate_market_data - DEBUG - Simulated new value: 74594.52 DEBUG:simulate_market_data:Simulated new value: 74594.52 2026-06-09 09:51:08,037 - calculate_drawdown - DEBUG - Current value: 74594.52, All-time Peak: 107021.58, Drawdown: 32427.06, Drawdown %: 0.3030 DEBUG:calculate_drawdown:Current value: 74594.52, All-time Peak: 107021.58, Drawdown: 32427.06, Drawdown %: 0.3030 2026-06-09 09:51:08,038 - simulate_market_data - DEBUG - Simulated new value: 74856.56 DEBUG:simulate_market_data:Simulated new value: 74856.56 2026-06-09 09:51:08,042 - calculate_drawdown - DEBUG - Current value: 74856.56, All-time Peak: 107021.58, Drawdown: 32165.02, Drawdown %: 0.3005 DEBUG:calculate_drawdown:Current value: 74856.56, All-time Peak: 107021.58, Drawdown: 32165.02, Drawdown %: 0.3005 2026-06-09 09:51:08,043 - simulate_market_data - DEBUG - Simulated new value: 74875.96 DEBUG:simulate_market_data:Simulated new value: 74875.96 2026-06-09 09:51:08,046 - calculate_drawdown - DEBUG - Current value: 74875.96, All-time Peak: 107021.58, Drawdown: 32145.62, Drawdown %: 0.3004 DEBUG:calculate_drawdown:Current value: 74875.96, All-time Peak: 107021.58, Drawdown: 32145.62, Drawdown %: 0.3004 2026-06-09 09:51:08,050 - simulate_market_data - DEBUG - Simulated new value: 75477.07 DEBUG:simulate_market_data:Simulated new value: 75477.07 2026-06-09 09:51:08,052 - calculate_drawdown - DEBUG - Current value: 75477.07, All-time Peak: 107021.58, Drawdown: 31544.51, Drawdown %: 0.2947 DEBUG:calculate_drawdown:Current value: 75477.07, All-time Peak: 107021.58, Drawdown: 31544.51, Drawdown %: 0.2947 2026-06-09 09:51:08,055 - simulate_market_data - DEBUG - Simulated new value: 75927.00 DEBUG:simulate_market_data:Simulated new value: 75927.00 2026-06-09 09:51:08,060 - calculate_drawdown - DEBUG - Current value: 75927.00, All-time Peak: 107021.58, Drawdown: 31094.58, Drawdown %: 0.2905 DEBUG:calculate_drawdown:Current value: 75927.00, All-time Peak: 107021.58, Drawdown: 31094.58, Drawdown %: 0.2905 2026-06-09 09:51:08,062 - simulate_market_data - DEBUG - Simulated new value: 76603.47 DEBUG:simulate_market_data:Simulated new value: 76603.47 2026-06-09 09:51:08,064 - calculate_drawdown - DEBUG - Current value: 76603.47, All-time Peak: 107021.58, Drawdown: 30418.11, Drawdown %: 0.2842 DEBUG:calculate_drawdown:Current value: 76603.47, All-time Peak: 107021.58, Drawdown: 30418.11, Drawdown %: 0.2842 2026-06-09 09:51:08,066 - simulate_market_data - DEBUG - Simulated new value: 75788.58 DEBUG:simulate_market_data:Simulated new value: 75788.58 2026-06-09 09:51:08,071 - calculate_drawdown - DEBUG - Current value: 75788.58, All-time Peak: 107021.58, Drawdown: 31233.00, Drawdown %: 0.2918 DEBUG:calculate_drawdown:Current value: 75788.58, All-time Peak: 107021.58, Drawdown: 31233.00, Drawdown %: 0.2918 2026-06-09 09:51:08,072 - simulate_market_data - DEBUG - Simulated new value: 74854.08 DEBUG:simulate_market_data:Simulated new value: 74854.08 2026-06-09 09:51:08,074 - calculate_drawdown - DEBUG - Current value: 74854.08, All-time Peak: 107021.58, Drawdown: 32167.50, Drawdown %: 0.3006 DEBUG:calculate_drawdown:Current value: 74854.08, All-time Peak: 107021.58, Drawdown: 32167.50, Drawdown %: 0.3006 2026-06-09 09:51:08,076 - simulate_market_data - DEBUG - Simulated new value: 76433.68 DEBUG:simulate_market_data:Simulated new value: 76433.68 2026-06-09 09:51:08,079 - calculate_drawdown - DEBUG - Current value: 76433.68, All-time Peak: 107021.58, Drawdown: 30587.90, Drawdown %: 0.2858 DEBUG:calculate_drawdown:Current value: 76433.68, All-time Peak: 107021.58, Drawdown: 30587.90, Drawdown %: 0.2858 2026-06-09 09:51:08,082 - simulate_market_data - DEBUG - Simulated new value: 76921.78 DEBUG:simulate_market_data:Simulated new value: 76921.78 2026-06-09 09:51:08,084 - calculate_drawdown - DEBUG - Current value: 76921.78, All-time Peak: 107021.58, Drawdown: 30099.80, Drawdown %: 0.2812 DEBUG:calculate_drawdown:Current value: 76921.78, All-time Peak: 107021.58, Drawdown: 30099.80, Drawdown %: 0.2812 2026-06-09 09:51:08,086 - simulate_market_data - DEBUG - Simulated new value: 77534.69 DEBUG:simulate_market_data:Simulated new value: 77534.69 2026-06-09 09:51:08,087 - calculate_drawdown - DEBUG - Current value: 77534.69, All-time Peak: 107021.58, Drawdown: 29486.89, Drawdown %: 0.2755 DEBUG:calculate_drawdown:Current value: 77534.69, All-time Peak: 107021.58, Drawdown: 29486.89, Drawdown %: 0.2755 2026-06-09 09:51:08,093 - simulate_market_data - DEBUG - Simulated new value: 76294.07 DEBUG:simulate_market_data:Simulated new value: 76294.07 2026-06-09 09:51:08,095 - calculate_drawdown - DEBUG - Current value: 76294.07, All-time Peak: 107021.58, Drawdown: 30727.51, Drawdown %: 0.2871 DEBUG:calculate_drawdown:Current value: 76294.07, All-time Peak: 107021.58, Drawdown: 30727.51, Drawdown %: 0.2871 2026-06-09 09:51:08,098 - simulate_market_data - DEBUG - Simulated new value: 77361.57 DEBUG:simulate_market_data:Simulated new value: 77361.57 2026-06-09 09:51:08,100 - calculate_drawdown - DEBUG - Current value: 77361.57, All-time Peak: 107021.58, Drawdown: 29660.01, Drawdown %: 0.2771 DEBUG:calculate_drawdown:Current value: 77361.57, All-time Peak: 107021.58, Drawdown: 29660.01, Drawdown %: 0.2771 2026-06-09 09:51:08,102 - simulate_market_data - DEBUG - Simulated new value: 77185.82 DEBUG:simulate_market_data:Simulated new value: 77185.82 2026-06-09 09:51:08,105 - calculate_drawdown - DEBUG - Current value: 77185.82, All-time Peak: 107021.58, Drawdown: 29835.76, Drawdown %: 0.2788 DEBUG:calculate_drawdown:Current value: 77185.82, All-time Peak: 107021.58, Drawdown: 29835.76, Drawdown %: 0.2788 2026-06-09 09:51:08,108 - simulate_market_data - DEBUG - Simulated new value: 77404.62 DEBUG:simulate_market_data:Simulated new value: 77404.62 2026-06-09 09:51:08,111 - calculate_drawdown - DEBUG - Current value: 77404.62, All-time Peak: 107021.58, Drawdown: 29616.96, Drawdown %: 0.2767 DEBUG:calculate_drawdown:Current value: 77404.62, All-time Peak: 107021.58, Drawdown: 29616.96, Drawdown %: 0.2767 2026-06-09 09:51:08,114 - simulate_market_data - DEBUG - Simulated new value: 77703.11 DEBUG:simulate_market_data:Simulated new value: 77703.11 2026-06-09 09:51:08,116 - calculate_drawdown - DEBUG - Current value: 77703.11, All-time Peak: 107021.58, Drawdown: 29318.47, Drawdown %: 0.2739 DEBUG:calculate_drawdown:Current value: 77703.11, All-time Peak: 107021.58, Drawdown: 29318.47, Drawdown %: 0.2739 2026-06-09 09:51:08,118 - simulate_market_data - DEBUG - Simulated new value: 77261.08 DEBUG:simulate_market_data:Simulated new value: 77261.08 2026-06-09 09:51:08,121 - calculate_drawdown - DEBUG - Current value: 77261.08, All-time Peak: 107021.58, Drawdown: 29760.50, Drawdown %: 0.2781 DEBUG:calculate_drawdown:Current value: 77261.08, All-time Peak: 107021.58, Drawdown: 29760.50, Drawdown %: 0.2781 2026-06-09 09:51:08,124 - simulate_market_data - DEBUG - Simulated new value: 78724.26 DEBUG:simulate_market_data:Simulated new value: 78724.26 2026-06-09 09:51:08,126 - calculate_drawdown - DEBUG - Current value: 78724.26, All-time Peak: 107021.58, Drawdown: 28297.32, Drawdown %: 0.2644 DEBUG:calculate_drawdown:Current value: 78724.26, All-time Peak: 107021.58, Drawdown: 28297.32, Drawdown %: 0.2644 2026-06-09 09:51:08,129 - simulate_market_data - DEBUG - Simulated new value: 78206.14 DEBUG:simulate_market_data:Simulated new value: 78206.14 2026-06-09 09:51:08,131 - calculate_drawdown - DEBUG - Current value: 78206.14, All-time Peak: 107021.58, Drawdown: 28815.44, Drawdown %: 0.2692 DEBUG:calculate_drawdown:Current value: 78206.14, All-time Peak: 107021.58, Drawdown: 28815.44, Drawdown %: 0.2692 2026-06-09 09:51:08,134 - simulate_market_data - DEBUG - Simulated new value: 77097.81 DEBUG:simulate_market_data:Simulated new value: 77097.81 2026-06-09 09:51:08,136 - calculate_drawdown - DEBUG - Current value: 77097.81, All-time Peak: 107021.58, Drawdown: 29923.77, Drawdown %: 0.2796 DEBUG:calculate_drawdown:Current value: 77097.81, All-time Peak: 107021.58, Drawdown: 29923.77, Drawdown %: 0.2796 2026-06-09 09:51:08,138 - simulate_market_data - DEBUG - Simulated new value: 78577.52 DEBUG:simulate_market_data:Simulated new value: 78577.52 2026-06-09 09:51:08,140 - calculate_drawdown - DEBUG - Current value: 78577.52, All-time Peak: 107021.58, Drawdown: 28444.06, Drawdown %: 0.2658 DEBUG:calculate_drawdown:Current value: 78577.52, All-time Peak: 107021.58, Drawdown: 28444.06, Drawdown %: 0.2658 2026-06-09 09:51:08,142 - simulate_market_data - DEBUG - Simulated new value: 79095.54 DEBUG:simulate_market_data:Simulated new value: 79095.54 2026-06-09 09:51:08,146 - calculate_drawdown - DEBUG - Current value: 79095.54, All-time Peak: 107021.58, Drawdown: 27926.04, Drawdown %: 0.2609 DEBUG:calculate_drawdown:Current value: 79095.54, All-time Peak: 107021.58, Drawdown: 27926.04, Drawdown %: 0.2609 2026-06-09 09:51:08,148 - simulate_market_data - DEBUG - Simulated new value: 79533.93 DEBUG:simulate_market_data:Simulated new value: 79533.93 2026-06-09 09:51:08,150 - calculate_drawdown - DEBUG - Current value: 79533.93, All-time Peak: 107021.58, Drawdown: 27487.65, Drawdown %: 0.2568 DEBUG:calculate_drawdown:Current value: 79533.93, All-time Peak: 107021.58, Drawdown: 27487.65, Drawdown %: 0.2568 2026-06-09 09:51:08,154 - simulate_market_data - DEBUG - Simulated new value: 79683.79 DEBUG:simulate_market_data:Simulated new value: 79683.79 2026-06-09 09:51:08,157 - calculate_drawdown - DEBUG - Current value: 79683.79, All-time Peak: 107021.58, Drawdown: 27337.79, Drawdown %: 0.2554 DEBUG:calculate_drawdown:Current value: 79683.79, All-time Peak: 107021.58, Drawdown: 27337.79, Drawdown %: 0.2554 2026-06-09 09:51:08,159 - simulate_market_data - DEBUG - Simulated new value: 79768.65 DEBUG:simulate_market_data:Simulated new value: 79768.65 2026-06-09 09:51:08,164 - calculate_drawdown - DEBUG - Current value: 79768.65, All-time Peak: 107021.58, Drawdown: 27252.93, Drawdown %: 0.2546 DEBUG:calculate_drawdown:Current value: 79768.65, All-time Peak: 107021.58, Drawdown: 27252.93, Drawdown %: 0.2546 2026-06-09 09:51:08,166 - simulate_market_data - DEBUG - Simulated new value: 80669.72 DEBUG:simulate_market_data:Simulated new value: 80669.72 2026-06-09 09:51:08,168 - calculate_drawdown - DEBUG - Current value: 80669.72, All-time Peak: 107021.58, Drawdown: 26351.86, Drawdown %: 0.2462 DEBUG:calculate_drawdown:Current value: 80669.72, All-time Peak: 107021.58, Drawdown: 26351.86, Drawdown %: 0.2462 2026-06-09 09:51:08,172 - simulate_market_data - DEBUG - Simulated new value: 79566.93 DEBUG:simulate_market_data:Simulated new value: 79566.93 2026-06-09 09:51:08,174 - calculate_drawdown - DEBUG - Current value: 79566.93, All-time Peak: 107021.58, Drawdown: 27454.65, Drawdown %: 0.2565 DEBUG:calculate_drawdown:Current value: 79566.93, All-time Peak: 107021.58, Drawdown: 27454.65, Drawdown %: 0.2565 2026-06-09 09:51:08,177 - simulate_market_data - DEBUG - Simulated new value: 80449.41 DEBUG:simulate_market_data:Simulated new value: 80449.41 2026-06-09 09:51:08,180 - calculate_drawdown - DEBUG - Current value: 80449.41, All-time Peak: 107021.58, Drawdown: 26572.17, Drawdown %: 0.2483 DEBUG:calculate_drawdown:Current value: 80449.41, All-time Peak: 107021.58, Drawdown: 26572.17, Drawdown %: 0.2483 2026-06-09 09:51:08,184 - simulate_market_data - DEBUG - Simulated new value: 79600.44 DEBUG:simulate_market_data:Simulated new value: 79600.44 2026-06-09 09:51:08,186 - calculate_drawdown - DEBUG - Current value: 79600.44, All-time Peak: 107021.58, Drawdown: 27421.14, Drawdown %: 0.2562 DEBUG:calculate_drawdown:Current value: 79600.44, All-time Peak: 107021.58, Drawdown: 27421.14, Drawdown %: 0.2562 2026-06-09 09:51:08,188 - simulate_market_data - DEBUG - Simulated new value: 79416.03 DEBUG:simulate_market_data:Simulated new value: 79416.03 2026-06-09 09:51:08,192 - calculate_drawdown - DEBUG - Current value: 79416.03, All-time Peak: 107021.58, Drawdown: 27605.55, Drawdown %: 0.2579 DEBUG:calculate_drawdown:Current value: 79416.03, All-time Peak: 107021.58, Drawdown: 27605.55, Drawdown %: 0.2579 2026-06-09 09:51:08,194 - simulate_market_data - DEBUG - Simulated new value: 79593.97 DEBUG:simulate_market_data:Simulated new value: 79593.97 2026-06-09 09:51:08,197 - calculate_drawdown - DEBUG - Current value: 79593.97, All-time Peak: 107021.58, Drawdown: 27427.61, Drawdown %: 0.2563 DEBUG:calculate_drawdown:Current value: 79593.97, All-time Peak: 107021.58, Drawdown: 27427.61, Drawdown %: 0.2563 2026-06-09 09:51:08,200 - simulate_market_data - DEBUG - Simulated new value: 79535.83 DEBUG:simulate_market_data:Simulated new value: 79535.83 2026-06-09 09:51:08,202 - calculate_drawdown - DEBUG - Current value: 79535.83, All-time Peak: 107021.58, Drawdown: 27485.75, Drawdown %: 0.2568 DEBUG:calculate_drawdown:Current value: 79535.83, All-time Peak: 107021.58, Drawdown: 27485.75, Drawdown %: 0.2568 2026-06-09 09:51:08,204 - simulate_market_data - DEBUG - Simulated new value: 79373.24 DEBUG:simulate_market_data:Simulated new value: 79373.24 2026-06-09 09:51:08,207 - calculate_drawdown - DEBUG - Current value: 79373.24, All-time Peak: 107021.58, Drawdown: 27648.34, Drawdown %: 0.2583 DEBUG:calculate_drawdown:Current value: 79373.24, All-time Peak: 107021.58, Drawdown: 27648.34, Drawdown %: 0.2583 2026-06-09 09:51:08,210 - simulate_market_data - DEBUG - Simulated new value: 80933.39 DEBUG:simulate_market_data:Simulated new value: 80933.39 2026-06-09 09:51:08,214 - calculate_drawdown - DEBUG - Current value: 80933.39, All-time Peak: 107021.58, Drawdown: 26088.20, Drawdown %: 0.2438 DEBUG:calculate_drawdown:Current value: 80933.39, All-time Peak: 107021.58, Drawdown: 26088.20, Drawdown %: 0.2438 2026-06-09 09:51:08,215 - simulate_market_data - DEBUG - Simulated new value: 80195.84 DEBUG:simulate_market_data:Simulated new value: 80195.84 2026-06-09 09:51:08,216 - calculate_drawdown - DEBUG - Current value: 80195.84, All-time Peak: 107021.58, Drawdown: 26825.74, Drawdown %: 0.2507 DEBUG:calculate_drawdown:Current value: 80195.84, All-time Peak: 107021.58, Drawdown: 26825.74, Drawdown %: 0.2507 2026-06-09 09:51:08,218 - simulate_market_data - DEBUG - Simulated new value: 79438.07 DEBUG:simulate_market_data:Simulated new value: 79438.07 2026-06-09 09:51:08,221 - calculate_drawdown - DEBUG - Current value: 79438.07, All-time Peak: 107021.58, Drawdown: 27583.51, Drawdown %: 0.2577 DEBUG:calculate_drawdown:Current value: 79438.07, All-time Peak: 107021.58, Drawdown: 27583.51, Drawdown %: 0.2577 2026-06-09 09:51:08,223 - simulate_market_data - DEBUG - Simulated new value: 80017.67 DEBUG:simulate_market_data:Simulated new value: 80017.67 2026-06-09 09:51:08,224 - calculate_drawdown - DEBUG - Current value: 80017.67, All-time Peak: 107021.58, Drawdown: 27003.92, Drawdown %: 0.2523 DEBUG:calculate_drawdown:Current value: 80017.67, All-time Peak: 107021.58, Drawdown: 27003.92, Drawdown %: 0.2523 2026-06-09 09:51:08,227 - simulate_market_data - DEBUG - Simulated new value: 80590.45 DEBUG:simulate_market_data:Simulated new value: 80590.45 2026-06-09 09:51:08,230 - calculate_drawdown - DEBUG - Current value: 80590.45, All-time Peak: 107021.58, Drawdown: 26431.13, Drawdown %: 0.2470 DEBUG:calculate_drawdown:Current value: 80590.45, All-time Peak: 107021.58, Drawdown: 26431.13, Drawdown %: 0.2470 2026-06-09 09:51:08,233 - simulate_market_data - DEBUG - Simulated new value: 82032.21 DEBUG:simulate_market_data:Simulated new value: 82032.21 2026-06-09 09:51:08,234 - calculate_drawdown - DEBUG - Current value: 82032.21, All-time Peak: 107021.58, Drawdown: 24989.37, Drawdown %: 0.2335 DEBUG:calculate_drawdown:Current value: 82032.21, All-time Peak: 107021.58, Drawdown: 24989.37, Drawdown %: 0.2335 2026-06-09 09:51:08,236 - simulate_market_data - DEBUG - Simulated new value: 83108.42 DEBUG:simulate_market_data:Simulated new value: 83108.42 2026-06-09 09:51:08,239 - calculate_drawdown - DEBUG - Current value: 83108.42, All-time Peak: 107021.58, Drawdown: 23913.16, Drawdown %: 0.2234 DEBUG:calculate_drawdown:Current value: 83108.42, All-time Peak: 107021.58, Drawdown: 23913.16, Drawdown %: 0.2234 2026-06-09 09:51:08,242 - simulate_market_data - DEBUG - Simulated new value: 82544.35 DEBUG:simulate_market_data:Simulated new value: 82544.35 2026-06-09 09:51:08,244 - calculate_drawdown - DEBUG - Current value: 82544.35, All-time Peak: 107021.58, Drawdown: 24477.23, Drawdown %: 0.2287 DEBUG:calculate_drawdown:Current value: 82544.35, All-time Peak: 107021.58, Drawdown: 24477.23, Drawdown %: 0.2287 2026-06-09 09:51:08,245 - simulate_market_data - DEBUG - Simulated new value: 82721.69 DEBUG:simulate_market_data:Simulated new value: 82721.69 2026-06-09 09:51:08,246 - calculate_drawdown - DEBUG - Current value: 82721.69, All-time Peak: 107021.58, Drawdown: 24299.89, Drawdown %: 0.2271 DEBUG:calculate_drawdown:Current value: 82721.69, All-time Peak: 107021.58, Drawdown: 24299.89, Drawdown %: 0.2271 2026-06-09 09:51:08,248 - simulate_market_data - DEBUG - Simulated new value: 83602.82 DEBUG:simulate_market_data:Simulated new value: 83602.82 2026-06-09 09:51:08,249 - calculate_drawdown - DEBUG - Current value: 83602.82, All-time Peak: 107021.58, Drawdown: 23418.76, Drawdown %: 0.2188 DEBUG:calculate_drawdown:Current value: 83602.82, All-time Peak: 107021.58, Drawdown: 23418.76, Drawdown %: 0.2188 2026-06-09 09:51:08,250 - simulate_market_data - DEBUG - Simulated new value: 85009.92 DEBUG:simulate_market_data:Simulated new value: 85009.92 2026-06-09 09:51:08,252 - calculate_drawdown - DEBUG - Current value: 85009.92, All-time Peak: 107021.58, Drawdown: 22011.66, Drawdown %: 0.2057 DEBUG:calculate_drawdown:Current value: 85009.92, All-time Peak: 107021.58, Drawdown: 22011.66, Drawdown %: 0.2057 2026-06-09 09:51:08,253 - simulate_market_data - DEBUG - Simulated new value: 85743.09 DEBUG:simulate_market_data:Simulated new value: 85743.09 2026-06-09 09:51:08,254 - calculate_drawdown - DEBUG - Current value: 85743.09, All-time Peak: 107021.58, Drawdown: 21278.49, Drawdown %: 0.1988 DEBUG:calculate_drawdown:Current value: 85743.09, All-time Peak: 107021.58, Drawdown: 21278.49, Drawdown %: 0.1988 2026-06-09 09:51:08,257 - simulate_market_data - DEBUG - Simulated new value: 85075.26 DEBUG:simulate_market_data:Simulated new value: 85075.26 2026-06-09 09:51:08,258 - calculate_drawdown - DEBUG - Current value: 85075.26, All-time Peak: 107021.58, Drawdown: 21946.32, Drawdown %: 0.2051 DEBUG:calculate_drawdown:Current value: 85075.26, All-time Peak: 107021.58, Drawdown: 21946.32, Drawdown %: 0.2051 2026-06-09 09:51:08,259 - simulate_market_data - DEBUG - Simulated new value: 85471.68 DEBUG:simulate_market_data:Simulated new value: 85471.68 2026-06-09 09:51:08,261 - calculate_drawdown - DEBUG - Current value: 85471.68, All-time Peak: 107021.58, Drawdown: 21549.90, Drawdown %: 0.2014 DEBUG:calculate_drawdown:Current value: 85471.68, All-time Peak: 107021.58, Drawdown: 21549.90, Drawdown %: 0.2014 2026-06-09 09:51:08,262 - simulate_market_data - DEBUG - Simulated new value: 84702.12 DEBUG:simulate_market_data:Simulated new value: 84702.12 2026-06-09 09:51:08,263 - calculate_drawdown - DEBUG - Current value: 84702.12, All-time Peak: 107021.58, Drawdown: 22319.46, Drawdown %: 0.2086 DEBUG:calculate_drawdown:Current value: 84702.12, All-time Peak: 107021.58, Drawdown: 22319.46, Drawdown %: 0.2086 2026-06-09 09:51:08,265 - simulate_market_data - DEBUG - Simulated new value: 85313.59 DEBUG:simulate_market_data:Simulated new value: 85313.59 2026-06-09 09:51:08,266 - calculate_drawdown - DEBUG - Current value: 85313.59, All-time Peak: 107021.58, Drawdown: 21707.99, Drawdown %: 0.2028 DEBUG:calculate_drawdown:Current value: 85313.59, All-time Peak: 107021.58, Drawdown: 21707.99, Drawdown %: 0.2028 2026-06-09 09:51:08,267 - simulate_market_data - DEBUG - Simulated new value: 85692.47 DEBUG:simulate_market_data:Simulated new value: 85692.47 2026-06-09 09:51:08,269 - calculate_drawdown - DEBUG - Current value: 85692.47, All-time Peak: 107021.58, Drawdown: 21329.11, Drawdown %: 0.1993 DEBUG:calculate_drawdown:Current value: 85692.47, All-time Peak: 107021.58, Drawdown: 21329.11, Drawdown %: 0.1993 2026-06-09 09:51:08,270 - simulate_market_data - DEBUG - Simulated new value: 86762.16 DEBUG:simulate_market_data:Simulated new value: 86762.16 2026-06-09 09:51:08,271 - calculate_drawdown - DEBUG - Current value: 86762.16, All-time Peak: 107021.58, Drawdown: 20259.42, Drawdown %: 0.1893 DEBUG:calculate_drawdown:Current value: 86762.16, All-time Peak: 107021.58, Drawdown: 20259.42, Drawdown %: 0.1893 2026-06-09 09:51:08,272 - simulate_market_data - DEBUG - Simulated new value: 88540.25 DEBUG:simulate_market_data:Simulated new value: 88540.25 2026-06-09 09:51:08,274 - calculate_drawdown - DEBUG - Current value: 88540.25, All-time Peak: 107021.58, Drawdown: 18481.33, Drawdown %: 0.1727 DEBUG:calculate_drawdown:Current value: 88540.25, All-time Peak: 107021.58, Drawdown: 18481.33, Drawdown %: 0.1727 2026-06-09 09:51:08,275 - simulate_market_data - DEBUG - Simulated new value: 86884.37 DEBUG:simulate_market_data:Simulated new value: 86884.37 2026-06-09 09:51:08,277 - calculate_drawdown - DEBUG - Current value: 86884.37, All-time Peak: 107021.58, Drawdown: 20137.21, Drawdown %: 0.1882 DEBUG:calculate_drawdown:Current value: 86884.37, All-time Peak: 107021.58, Drawdown: 20137.21, Drawdown %: 0.1882 2026-06-09 09:51:08,278 - simulate_market_data - DEBUG - Simulated new value: 86067.23 DEBUG:simulate_market_data:Simulated new value: 86067.23 2026-06-09 09:51:08,279 - calculate_drawdown - DEBUG - Current value: 86067.23, All-time Peak: 107021.58, Drawdown: 20954.36, Drawdown %: 0.1958 DEBUG:calculate_drawdown:Current value: 86067.23, All-time Peak: 107021.58, Drawdown: 20954.36, Drawdown %: 0.1958 2026-06-09 09:51:08,280 - simulate_market_data - DEBUG - Simulated new value: 86940.33 DEBUG:simulate_market_data:Simulated new value: 86940.33 2026-06-09 09:51:08,282 - calculate_drawdown - DEBUG - Current value: 86940.33, All-time Peak: 107021.58, Drawdown: 20081.25, Drawdown %: 0.1876 DEBUG:calculate_drawdown:Current value: 86940.33, All-time Peak: 107021.58, Drawdown: 20081.25, Drawdown %: 0.1876 2026-06-09 09:51:08,283 - simulate_market_data - DEBUG - Simulated new value: 86631.34 DEBUG:simulate_market_data:Simulated new value: 86631.34 2026-06-09 09:51:08,284 - calculate_drawdown - DEBUG - Current value: 86631.34, All-time Peak: 107021.58, Drawdown: 20390.24, Drawdown %: 0.1905 DEBUG:calculate_drawdown:Current value: 86631.34, All-time Peak: 107021.58, Drawdown: 20390.24, Drawdown %: 0.1905 2026-06-09 09:51:08,286 - simulate_market_data - DEBUG - Simulated new value: 87464.86 DEBUG:simulate_market_data:Simulated new value: 87464.86 2026-06-09 09:51:08,288 - calculate_drawdown - DEBUG - Current value: 87464.86, All-time Peak: 107021.58, Drawdown: 19556.72, Drawdown %: 0.1827 DEBUG:calculate_drawdown:Current value: 87464.86, All-time Peak: 107021.58, Drawdown: 19556.72, Drawdown %: 0.1827 2026-06-09 09:51:08,288 - simulate_market_data - DEBUG - Simulated new value: 86179.66 DEBUG:simulate_market_data:Simulated new value: 86179.66 2026-06-09 09:51:08,290 - calculate_drawdown - DEBUG - Current value: 86179.66, All-time Peak: 107021.58, Drawdown: 20841.92, Drawdown %: 0.1947 DEBUG:calculate_drawdown:Current value: 86179.66, All-time Peak: 107021.58, Drawdown: 20841.92, Drawdown %: 0.1947 2026-06-09 09:51:08,292 - simulate_market_data - DEBUG - Simulated new value: 86809.63 DEBUG:simulate_market_data:Simulated new value: 86809.63 2026-06-09 09:51:08,293 - calculate_drawdown - DEBUG - Current value: 86809.63, All-time Peak: 107021.58, Drawdown: 20211.95, Drawdown %: 0.1889 DEBUG:calculate_drawdown:Current value: 86809.63, All-time Peak: 107021.58, Drawdown: 20211.95, Drawdown %: 0.1889 2026-06-09 09:51:08,294 - simulate_market_data - DEBUG - Simulated new value: 86489.41 DEBUG:simulate_market_data:Simulated new value: 86489.41 2026-06-09 09:51:08,295 - calculate_drawdown - DEBUG - Current value: 86489.41, All-time Peak: 107021.58, Drawdown: 20532.17, Drawdown %: 0.1919 DEBUG:calculate_drawdown:Current value: 86489.41, All-time Peak: 107021.58, Drawdown: 20532.17, Drawdown %: 0.1919 2026-06-09 09:51:08,297 - simulate_market_data - DEBUG - Simulated new value: 86452.66 DEBUG:simulate_market_data:Simulated new value: 86452.66 2026-06-09 09:51:08,298 - calculate_drawdown - DEBUG - Current value: 86452.66, All-time Peak: 107021.58, Drawdown: 20568.92, Drawdown %: 0.1922 DEBUG:calculate_drawdown:Current value: 86452.66, All-time Peak: 107021.58, Drawdown: 20568.92, Drawdown %: 0.1922 2026-06-09 09:51:08,299 - simulate_market_data - DEBUG - Simulated new value: 85175.86 DEBUG:simulate_market_data:Simulated new value: 85175.86 2026-06-09 09:51:08,300 - calculate_drawdown - DEBUG - Current value: 85175.86, All-time Peak: 107021.58, Drawdown: 21845.72, Drawdown %: 0.2041 DEBUG:calculate_drawdown:Current value: 85175.86, All-time Peak: 107021.58, Drawdown: 21845.72, Drawdown %: 0.2041 2026-06-09 09:51:08,302 - simulate_market_data - DEBUG - Simulated new value: 85193.30 DEBUG:simulate_market_data:Simulated new value: 85193.30 2026-06-09 09:51:08,303 - calculate_drawdown - DEBUG - Current value: 85193.30, All-time Peak: 107021.58, Drawdown: 21828.28, Drawdown %: 0.2040 DEBUG:calculate_drawdown:Current value: 85193.30, All-time Peak: 107021.58, Drawdown: 21828.28, Drawdown %: 0.2040 2026-06-09 09:51:08,304 - simulate_market_data - DEBUG - Simulated new value: 85223.86 DEBUG:simulate_market_data:Simulated new value: 85223.86 2026-06-09 09:51:08,305 - calculate_drawdown - DEBUG - Current value: 85223.86, All-time Peak: 107021.58, Drawdown: 21797.72, Drawdown %: 0.2037 DEBUG:calculate_drawdown:Current value: 85223.86, All-time Peak: 107021.58, Drawdown: 21797.72, Drawdown %: 0.2037 2026-06-09 09:51:08,307 - simulate_market_data - DEBUG - Simulated new value: 85247.98 DEBUG:simulate_market_data:Simulated new value: 85247.98 2026-06-09 09:51:08,308 - calculate_drawdown - DEBUG - Current value: 85247.98, All-time Peak: 107021.58, Drawdown: 21773.60, Drawdown %: 0.2035 DEBUG:calculate_drawdown:Current value: 85247.98, All-time Peak: 107021.58, Drawdown: 21773.60, Drawdown %: 0.2035 2026-06-09 09:51:08,310 - simulate_market_data - DEBUG - Simulated new value: 86626.35 DEBUG:simulate_market_data:Simulated new value: 86626.35 2026-06-09 09:51:08,311 - calculate_drawdown - DEBUG - Current value: 86626.35, All-time Peak: 107021.58, Drawdown: 20395.23, Drawdown %: 0.1906 DEBUG:calculate_drawdown:Current value: 86626.35, All-time Peak: 107021.58, Drawdown: 20395.23, Drawdown %: 0.1906 2026-06-09 09:51:08,313 - simulate_market_data - DEBUG - Simulated new value: 86253.77 DEBUG:simulate_market_data:Simulated new value: 86253.77 2026-06-09 09:51:08,314 - calculate_drawdown - DEBUG - Current value: 86253.77, All-time Peak: 107021.58, Drawdown: 20767.81, Drawdown %: 0.1941 DEBUG:calculate_drawdown:Current value: 86253.77, All-time Peak: 107021.58, Drawdown: 20767.81, Drawdown %: 0.1941 2026-06-09 09:51:08,315 - simulate_market_data - DEBUG - Simulated new value: 87289.98 DEBUG:simulate_market_data:Simulated new value: 87289.98 2026-06-09 09:51:08,315 - calculate_drawdown - DEBUG - Current value: 87289.98, All-time Peak: 107021.58, Drawdown: 19731.60, Drawdown %: 0.1844 DEBUG:calculate_drawdown:Current value: 87289.98, All-time Peak: 107021.58, Drawdown: 19731.60, Drawdown %: 0.1844 2026-06-09 09:51:08,317 - simulate_market_data - DEBUG - Simulated new value: 87556.61 DEBUG:simulate_market_data:Simulated new value: 87556.61 2026-06-09 09:51:08,319 - calculate_drawdown - DEBUG - Current value: 87556.61, All-time Peak: 107021.58, Drawdown: 19464.97, Drawdown %: 0.1819 DEBUG:calculate_drawdown:Current value: 87556.61, All-time Peak: 107021.58, Drawdown: 19464.97, Drawdown %: 0.1819 2026-06-09 09:51:08,321 - simulate_market_data - DEBUG - Simulated new value: 88789.11 DEBUG:simulate_market_data:Simulated new value: 88789.11 2026-06-09 09:51:08,322 - calculate_drawdown - DEBUG - Current value: 88789.11, All-time Peak: 107021.58, Drawdown: 18232.47, Drawdown %: 0.1704 DEBUG:calculate_drawdown:Current value: 88789.11, All-time Peak: 107021.58, Drawdown: 18232.47, Drawdown %: 0.1704 2026-06-09 09:51:08,323 - simulate_market_data - DEBUG - Simulated new value: 89242.13 DEBUG:simulate_market_data:Simulated new value: 89242.13 2026-06-09 09:51:08,324 - calculate_drawdown - DEBUG - Current value: 89242.13, All-time Peak: 107021.58, Drawdown: 17779.45, Drawdown %: 0.1661 DEBUG:calculate_drawdown:Current value: 89242.13, All-time Peak: 107021.58, Drawdown: 17779.45, Drawdown %: 0.1661 2026-06-09 09:51:08,325 - simulate_market_data - DEBUG - Simulated new value: 91025.93 DEBUG:simulate_market_data:Simulated new value: 91025.93 2026-06-09 09:51:08,329 - calculate_drawdown - DEBUG - Current value: 91025.93, All-time Peak: 107021.58, Drawdown: 15995.65, Drawdown %: 0.1495 DEBUG:calculate_drawdown:Current value: 91025.93, All-time Peak: 107021.58, Drawdown: 15995.65, Drawdown %: 0.1495 2026-06-09 09:51:08,330 - check_drawdown_breach - INFO - Drawdown recovered above threshold. Alert reset. INFO:check_drawdown_breach:Drawdown recovered above threshold. Alert reset. 2026-06-09 09:51:08,332 - simulate_market_data - DEBUG - Simulated new value: 90217.67 DEBUG:simulate_market_data:Simulated new value: 90217.67 2026-06-09 09:51:08,334 - calculate_drawdown - DEBUG - Current value: 90217.67, All-time Peak: 107021.58, Drawdown: 16803.91, Drawdown %: 0.1570 DEBUG:calculate_drawdown:Current value: 90217.67, All-time Peak: 107021.58, Drawdown: 16803.91, Drawdown %: 0.1570 2026-06-09 09:51:08,335 - check_drawdown_breach - WARNING - CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 15.70%. Current value: 90217.67, All-time peak: 107021.58 WARNING:check_drawdown_breach:CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 15.70%. Current value: 90217.67, All-time peak: 107021.58 2026-06-09 09:51:08,337 - send_alert - INFO - Alert sent successfully: CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 15.70%. Current value: 90217.67, All-time peak: 107021.58 INFO:send_alert:Alert sent successfully: CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 15.70%. Current value: 90217.67, All-time peak: 107021.58 2026-06-09 09:51:08,339 - simulate_market_data - DEBUG - Simulated new value: 90076.44 DEBUG:simulate_market_data:Simulated new value: 90076.44 2026-06-09 09:51:08,343 - calculate_drawdown - DEBUG - Current value: 90076.44, All-time Peak: 107021.58, Drawdown: 16945.14, Drawdown %: 0.1583 DEBUG:calculate_drawdown:Current value: 90076.44, All-time Peak: 107021.58, Drawdown: 16945.14, Drawdown %: 0.1583 2026-06-09 09:51:08,344 - simulate_market_data - DEBUG - Simulated new value: 90113.08 DEBUG:simulate_market_data:Simulated new value: 90113.08 2026-06-09 09:51:08,346 - calculate_drawdown - DEBUG - Current value: 90113.08, All-time Peak: 107021.58, Drawdown: 16908.50, Drawdown %: 0.1580 DEBUG:calculate_drawdown:Current value: 90113.08, All-time Peak: 107021.58, Drawdown: 16908.50, Drawdown %: 0.1580 2026-06-09 09:51:08,349 - simulate_market_data - DEBUG - Simulated new value: 91595.30 DEBUG:simulate_market_data:Simulated new value: 91595.30 2026-06-09 09:51:08,350 - calculate_drawdown - DEBUG - Current value: 91595.30, All-time Peak: 107021.58, Drawdown: 15426.28, Drawdown %: 0.1441 DEBUG:calculate_drawdown:Current value: 91595.30, All-time Peak: 107021.58, Drawdown: 15426.28, Drawdown %: 0.1441 2026-06-09 09:51:08,354 - check_drawdown_breach - INFO - Drawdown recovered above threshold. Alert reset. INFO:check_drawdown_breach:Drawdown recovered above threshold. Alert reset. 2026-06-09 09:51:08,355 - simulate_market_data - DEBUG - Simulated new value: 91976.32 DEBUG:simulate_market_data:Simulated new value: 91976.32 2026-06-09 09:51:08,357 - calculate_drawdown - DEBUG - Current value: 91976.32, All-time Peak: 107021.58, Drawdown: 15045.26, Drawdown %: 0.1406 DEBUG:calculate_drawdown:Current value: 91976.32, All-time Peak: 107021.58, Drawdown: 15045.26, Drawdown %: 0.1406 2026-06-09 09:51:08,359 - simulate_market_data - DEBUG - Simulated new value: 92484.43 DEBUG:simulate_market_data:Simulated new value: 92484.43 2026-06-09 09:51:08,361 - calculate_drawdown - DEBUG - Current value: 92484.43, All-time Peak: 107021.58, Drawdown: 14537.15, Drawdown %: 0.1358 DEBUG:calculate_drawdown:Current value: 92484.43, All-time Peak: 107021.58, Drawdown: 14537.15, Drawdown %: 0.1358 2026-06-09 09:51:08,363 - simulate_market_data - DEBUG - Simulated new value: 93532.00 DEBUG:simulate_market_data:Simulated new value: 93532.00 2026-06-09 09:51:08,364 - calculate_drawdown - DEBUG - Current value: 93532.00, All-time Peak: 107021.58, Drawdown: 13489.58, Drawdown %: 0.1260 DEBUG:calculate_drawdown:Current value: 93532.00, All-time Peak: 107021.58, Drawdown: 13489.58, Drawdown %: 0.1260 2026-06-09 09:51:08,365 - simulate_market_data - DEBUG - Simulated new value: 92159.94 DEBUG:simulate_market_data:Simulated new value: 92159.94 2026-06-09 09:51:08,367 - calculate_drawdown - DEBUG - Current value: 92159.94, All-time Peak: 107021.58, Drawdown: 14861.64, Drawdown %: 0.1389 DEBUG:calculate_drawdown:Current value: 92159.94, All-time Peak: 107021.58, Drawdown: 14861.64, Drawdown %: 0.1389 2026-06-09 09:51:08,368 - simulate_market_data - DEBUG - Simulated new value: 92613.35 DEBUG:simulate_market_data:Simulated new value: 92613.35 2026-06-09 09:51:08,370 - calculate_drawdown - DEBUG - Current value: 92613.35, All-time Peak: 107021.58, Drawdown: 14408.23, Drawdown %: 0.1346 DEBUG:calculate_drawdown:Current value: 92613.35, All-time Peak: 107021.58, Drawdown: 14408.23, Drawdown %: 0.1346 2026-06-09 09:51:08,370 - simulate_market_data - DEBUG - Simulated new value: 92968.00 DEBUG:simulate_market_data:Simulated new value: 92968.00 2026-06-09 09:51:08,372 - calculate_drawdown - DEBUG - Current value: 92968.00, All-time Peak: 107021.58, Drawdown: 14053.58, Drawdown %: 0.1313 DEBUG:calculate_drawdown:Current value: 92968.00, All-time Peak: 107021.58, Drawdown: 14053.58, Drawdown %: 0.1313 2026-06-09 09:51:08,374 - simulate_market_data - DEBUG - Simulated new value: 91964.82 DEBUG:simulate_market_data:Simulated new value: 91964.82 2026-06-09 09:51:08,375 - calculate_drawdown - DEBUG - Current value: 91964.82, All-time Peak: 107021.58, Drawdown: 15056.76, Drawdown %: 0.1407 DEBUG:calculate_drawdown:Current value: 91964.82, All-time Peak: 107021.58, Drawdown: 15056.76, Drawdown %: 0.1407 2026-06-09 09:51:08,377 - simulate_market_data - DEBUG - Simulated new value: 92128.04 DEBUG:simulate_market_data:Simulated new value: 92128.04 2026-06-09 09:51:08,378 - calculate_drawdown - DEBUG - Current value: 92128.04, All-time Peak: 107021.58, Drawdown: 14893.54, Drawdown %: 0.1392 DEBUG:calculate_drawdown:Current value: 92128.04, All-time Peak: 107021.58, Drawdown: 14893.54, Drawdown %: 0.1392 2026-06-09 09:51:08,379 - simulate_market_data - DEBUG - Simulated new value: 91457.76 DEBUG:simulate_market_data:Simulated new value: 91457.76 2026-06-09 09:51:08,382 - calculate_drawdown - DEBUG - Current value: 91457.76, All-time Peak: 107021.58, Drawdown: 15563.82, Drawdown %: 0.1454 DEBUG:calculate_drawdown:Current value: 91457.76, All-time Peak: 107021.58, Drawdown: 15563.82, Drawdown %: 0.1454 2026-06-09 09:51:08,383 - simulate_market_data - DEBUG - Simulated new value: 91379.60 DEBUG:simulate_market_data:Simulated new value: 91379.60 2026-06-09 09:51:08,384 - calculate_drawdown - DEBUG - Current value: 91379.60, All-time Peak: 107021.58, Drawdown: 15641.98, Drawdown %: 0.1462 DEBUG:calculate_drawdown:Current value: 91379.60, All-time Peak: 107021.58, Drawdown: 15641.98, Drawdown %: 0.1462 2026-06-09 09:51:08,385 - simulate_market_data - DEBUG - Simulated new value: 92257.10 DEBUG:simulate_market_data:Simulated new value: 92257.10 2026-06-09 09:51:08,386 - calculate_drawdown - DEBUG - Current value: 92257.10, All-time Peak: 107021.58, Drawdown: 14764.48, Drawdown %: 0.1380 DEBUG:calculate_drawdown:Current value: 92257.10, All-time Peak: 107021.58, Drawdown: 14764.48, Drawdown %: 0.1380 2026-06-09 09:51:08,387 - simulate_market_data - DEBUG - Simulated new value: 93368.70 DEBUG:simulate_market_data:Simulated new value: 93368.70 2026-06-09 09:51:08,388 - calculate_drawdown - DEBUG - Current value: 93368.70, All-time Peak: 107021.58, Drawdown: 13652.88, Drawdown %: 0.1276 DEBUG:calculate_drawdown:Current value: 93368.70, All-time Peak: 107021.58, Drawdown: 13652.88, Drawdown %: 0.1276 2026-06-09 09:51:08,390 - simulate_market_data - DEBUG - Simulated new value: 92209.99 DEBUG:simulate_market_data:Simulated new value: 92209.99 2026-06-09 09:51:08,391 - calculate_drawdown - DEBUG - Current value: 92209.99, All-time Peak: 107021.58, Drawdown: 14811.59, Drawdown %: 0.1384 DEBUG:calculate_drawdown:Current value: 92209.99, All-time Peak: 107021.58, Drawdown: 14811.59, Drawdown %: 0.1384 2026-06-09 09:51:08,392 - simulate_market_data - DEBUG - Simulated new value: 92812.72 DEBUG:simulate_market_data:Simulated new value: 92812.72 2026-06-09 09:51:08,394 - calculate_drawdown - DEBUG - Current value: 92812.72, All-time Peak: 107021.58, Drawdown: 14208.86, Drawdown %: 0.1328 DEBUG:calculate_drawdown:Current value: 92812.72, All-time Peak: 107021.58, Drawdown: 14208.86, Drawdown %: 0.1328 2026-06-09 09:51:08,395 - simulate_market_data - DEBUG - Simulated new value: 93805.26 DEBUG:simulate_market_data:Simulated new value: 93805.26 2026-06-09 09:51:08,396 - calculate_drawdown - DEBUG - Current value: 93805.26, All-time Peak: 107021.58, Drawdown: 13216.32, Drawdown %: 0.1235 DEBUG:calculate_drawdown:Current value: 93805.26, All-time Peak: 107021.58, Drawdown: 13216.32, Drawdown %: 0.1235 2026-06-09 09:51:08,397 - simulate_market_data - DEBUG - Simulated new value: 92085.87 DEBUG:simulate_market_data:Simulated new value: 92085.87 2026-06-09 09:51:08,398 - calculate_drawdown - DEBUG - Current value: 92085.87, All-time Peak: 107021.58, Drawdown: 14935.71, Drawdown %: 0.1396 DEBUG:calculate_drawdown:Current value: 92085.87, All-time Peak: 107021.58, Drawdown: 14935.71, Drawdown %: 0.1396 2026-06-09 09:51:08,400 - simulate_market_data - DEBUG - Simulated new value: 91999.77 DEBUG:simulate_market_data:Simulated new value: 91999.77 2026-06-09 09:51:08,401 - calculate_drawdown - DEBUG - Current value: 91999.77, All-time Peak: 107021.58, Drawdown: 15021.81, Drawdown %: 0.1404 DEBUG:calculate_drawdown:Current value: 91999.77, All-time Peak: 107021.58, Drawdown: 15021.81, Drawdown %: 0.1404 2026-06-09 09:51:08,402 - simulate_market_data - DEBUG - Simulated new value: 90857.69 DEBUG:simulate_market_data:Simulated new value: 90857.69 2026-06-09 09:51:08,403 - calculate_drawdown - DEBUG - Current value: 90857.69, All-time Peak: 107021.58, Drawdown: 16163.89, Drawdown %: 0.1510 DEBUG:calculate_drawdown:Current value: 90857.69, All-time Peak: 107021.58, Drawdown: 16163.89, Drawdown %: 0.1510 2026-06-09 09:51:08,405 - check_drawdown_breach - WARNING - CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 15.10%. Current value: 90857.69, All-time peak: 107021.58 WARNING:check_drawdown_breach:CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 15.10%. Current value: 90857.69, All-time peak: 107021.58 2026-06-09 09:51:08,406 - send_alert - INFO - Alert sent successfully: CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 15.10%. Current value: 90857.69, All-time peak: 107021.58 INFO:send_alert:Alert sent successfully: CRITICAL ALERT: Drawdown threshold of 15.00% breached! Current drawdown: 15.10%. Current value: 90857.69, All-time peak: 107021.58 2026-06-09 09:51:08,406 - simulate_market_data - DEBUG - Simulated new value: 91353.35 DEBUG:simulate_market_data:Simulated new value: 91353.35 2026-06-09 09:51:08,407 - calculate_drawdown - DEBUG - Current value: 91353.35, All-time Peak: 107021.58, Drawdown: 15668.23, Drawdown %: 0.1464 DEBUG:calculate_drawdown:Current value: 91353.35, All-time Peak: 107021.58, Drawdown: 15668.23, Drawdown %: 0.1464 2026-06-09 09:51:08,408 - check_drawdown_breach - INFO - Drawdown recovered above threshold. Alert reset. INFO:check_drawdown_breach:Drawdown recovered above threshold. Alert reset. 2026-06-09 09:51:08,410 - simulate_market_data - DEBUG - Simulated new value: 92739.92 DEBUG:simulate_market_data:Simulated new value: 92739.92 2026-06-09 09:51:08,411 - calculate_drawdown - DEBUG - Current value: 92739.92, All-time Peak: 107021.58, Drawdown: 14281.66, Drawdown %: 0.1334 DEBUG:calculate_drawdown:Current value: 92739.92, All-time Peak: 107021.58, Drawdown: 14281.66, Drawdown %: 0.1334 2026-06-09 09:51:08,412 - simulate_market_data - DEBUG - Simulated new value: 92698.26 DEBUG:simulate_market_data:Simulated new value: 92698.26 2026-06-09 09:51:08,413 - calculate_drawdown - DEBUG - Current value: 92698.26, All-time Peak: 107021.58, Drawdown: 14323.32, Drawdown %: 0.1338 DEBUG:calculate_drawdown:Current value: 92698.26, All-time Peak: 107021.58, Drawdown: 14323.32, Drawdown %: 0.1338 2026-06-09 09:51:08,414 - simulate_market_data - DEBUG - Simulated new value: 93421.18 DEBUG:simulate_market_data:Simulated new value: 93421.18 2026-06-09 09:51:08,416 - calculate_drawdown - DEBUG - Current value: 93421.18, All-time Peak: 107021.58, Drawdown: 13600.40, Drawdown %: 0.1271 DEBUG:calculate_drawdown:Current value: 93421.18, All-time Peak: 107021.58, Drawdown: 13600.40, Drawdown %: 0.1271 2026-06-09 09:51:08,418 - simulate_market_data - DEBUG - Simulated new value: 94448.83 DEBUG:simulate_market_data:Simulated new value: 94448.83 2026-06-09 09:51:08,418 - calculate_drawdown - DEBUG - Current value: 94448.83, All-time Peak: 107021.58, Drawdown: 12572.75, Drawdown %: 0.1175 DEBUG:calculate_drawdown:Current value: 94448.83, All-time Peak: 107021.58, Drawdown: 12572.75, Drawdown %: 0.1175 2026-06-09 09:51:08,421 - simulate_market_data - DEBUG - Simulated new value: 95663.48 DEBUG:simulate_market_data:Simulated new value: 95663.48 2026-06-09 09:51:08,422 - calculate_drawdown - DEBUG - Current value: 95663.48, All-time Peak: 107021.58, Drawdown: 11358.10, Drawdown %: 0.1061 DEBUG:calculate_drawdown:Current value: 95663.48, All-time Peak: 107021.58, Drawdown: 11358.10, Drawdown %: 0.1061 2026-06-09 09:51:08,423 - simulate_market_data - DEBUG - Simulated new value: 95527.39 DEBUG:simulate_market_data:Simulated new value: 95527.39 2026-06-09 09:51:08,424 - calculate_drawdown - DEBUG - Current value: 95527.39, All-time Peak: 107021.58, Drawdown: 11494.19, Drawdown %: 0.1074 DEBUG:calculate_drawdown:Current value: 95527.39, All-time Peak: 107021.58, Drawdown: 11494.19, Drawdown %: 0.1074 2026-06-09 09:51:08,426 - simulate_market_data - DEBUG - Simulated new value: 97148.35 DEBUG:simulate_market_data:Simulated new value: 97148.35 2026-06-09 09:51:08,427 - calculate_drawdown - DEBUG - Current value: 97148.35, All-time Peak: 107021.58, Drawdown: 9873.23, Drawdown %: 0.0923 DEBUG:calculate_drawdown:Current value: 97148.35, All-time Peak: 107021.58, Drawdown: 9873.23, Drawdown %: 0.0923 2026-06-09 09:51:08,428 - simulate_market_data - DEBUG - Simulated new value: 97566.08 DEBUG:simulate_market_data:Simulated new value: 97566.08 2026-06-09 09:51:08,429 - calculate_drawdown - DEBUG - Current value: 97566.08, All-time Peak: 107021.58, Drawdown: 9455.50, Drawdown %: 0.0884 DEBUG:calculate_drawdown:Current value: 97566.08, All-time Peak: 107021.58, Drawdown: 9455.50, Drawdown %: 0.0884 2026-06-09 09:51:08,430 - simulate_market_data - DEBUG - Simulated new value: 96682.38 DEBUG:simulate_market_data:Simulated new value: 96682.38 2026-06-09 09:51:08,432 - calculate_drawdown - DEBUG - Current value: 96682.38, All-time Peak: 107021.58, Drawdown: 10339.20, Drawdown %: 0.0966 DEBUG:calculate_drawdown:Current value: 96682.38, All-time Peak: 107021.58, Drawdown: 10339.20, Drawdown %: 0.0966 2026-06-09 09:51:08,434 - simulate_market_data - DEBUG - Simulated new value: 96932.07 DEBUG:simulate_market_data:Simulated new value: 96932.07 2026-06-09 09:51:08,435 - calculate_drawdown - DEBUG - Current value: 96932.07, All-time Peak: 107021.58, Drawdown: 10089.51, Drawdown %: 0.0943 DEBUG:calculate_drawdown:Current value: 96932.07, All-time Peak: 107021.58, Drawdown: 10089.51, Drawdown %: 0.0943 2026-06-09 09:51:08,436 - simulate_market_data - DEBUG - Simulated new value: 98522.11 DEBUG:simulate_market_data:Simulated new value: 98522.11 2026-06-09 09:51:08,437 - calculate_drawdown - DEBUG - Current value: 98522.11, All-time Peak: 107021.58, Drawdown: 8499.48, Drawdown %: 0.0794 DEBUG:calculate_drawdown:Current value: 98522.11, All-time Peak: 107021.58, Drawdown: 8499.48, Drawdown %: 0.0794 2026-06-09 09:51:08,438 - simulate_market_data - DEBUG - Simulated new value: 99646.03 DEBUG:simulate_market_data:Simulated new value: 99646.03 2026-06-09 09:51:08,439 - calculate_drawdown - DEBUG - Current value: 99646.03, All-time Peak: 107021.58, Drawdown: 7375.55, Drawdown %: 0.0689 DEBUG:calculate_drawdown:Current value: 99646.03, All-time Peak: 107021.58, Drawdown: 7375.55, Drawdown %: 0.0689 2026-06-09 09:51:08,441 - simulate_market_data - DEBUG - Simulated new value: 101260.03 DEBUG:simulate_market_data:Simulated new value: 101260.03 2026-06-09 09:51:08,442 - calculate_drawdown - DEBUG - Current value: 101260.03, All-time Peak: 107021.58, Drawdown: 5761.55, Drawdown %: 0.0538 DEBUG:calculate_drawdown:Current value: 101260.03, All-time Peak: 107021.58, Drawdown: 5761.55, Drawdown %: 0.0538 2026-06-09 09:51:08,443 - simulate_market_data - DEBUG - Simulated new value: 101206.31 DEBUG:simulate_market_data:Simulated new value: 101206.31 2026-06-09 09:51:08,444 - calculate_drawdown - DEBUG - Current value: 101206.31, All-time Peak: 107021.58, Drawdown: 5815.27, Drawdown %: 0.0543 DEBUG:calculate_drawdown:Current value: 101206.31, All-time Peak: 107021.58, Drawdown: 5815.27, Drawdown %: 0.0543 2026-06-09 09:51:08,448 - simulate_market_data - DEBUG - Simulated new value: 100089.74 DEBUG:simulate_market_data:Simulated new value: 100089.74 2026-06-09 09:51:08,449 - calculate_drawdown - DEBUG - Current value: 100089.74, All-time Peak: 107021.58, Drawdown: 6931.84, Drawdown %: 0.0648 DEBUG:calculate_drawdown:Current value: 100089.74, All-time Peak: 107021.58, Drawdown: 6931.84, Drawdown %: 0.0648 2026-06-09 09:51:08,450 - simulate_market_data - DEBUG - Simulated new value: 99044.14 DEBUG:simulate_market_data:Simulated new value: 99044.14 2026-06-09 09:51:08,451 - calculate_drawdown - DEBUG - Current value: 99044.14, All-time Peak: 107021.58, Drawdown: 7977.44, Drawdown %: 0.0745 DEBUG:calculate_drawdown:Current value: 99044.14, All-time Peak: 107021.58, Drawdown: 7977.44, Drawdown %: 0.0745 2026-06-09 09:51:08,452 - simulate_market_data - DEBUG - Simulated new value: 101056.37 DEBUG:simulate_market_data:Simulated new value: 101056.37 2026-06-09 09:51:08,454 - calculate_drawdown - DEBUG - Current value: 101056.37, All-time Peak: 107021.58, Drawdown: 5965.21, Drawdown %: 0.0557 DEBUG:calculate_drawdown:Current value: 101056.37, All-time Peak: 107021.58, Drawdown: 5965.21, Drawdown %: 0.0557 2026-06-09 09:51:08,454 - simulate_market_data - DEBUG - Simulated new value: 99208.40 DEBUG:simulate_market_data:Simulated new value: 99208.40 2026-06-09 09:51:08,455 - calculate_drawdown - DEBUG - Current value: 99208.40, All-time Peak: 107021.58, Drawdown: 7813.18, Drawdown %: 0.0730 DEBUG:calculate_drawdown:Current value: 99208.40, All-time Peak: 107021.58, Drawdown: 7813.18, Drawdown %: 0.0730 2026-06-09 09:51:08,456 - simulate_market_data - DEBUG - Simulated new value: 99932.89 DEBUG:simulate_market_data:Simulated new value: 99932.89 2026-06-09 09:51:08,459 - calculate_drawdown - DEBUG - Current value: 99932.89, All-time Peak: 107021.58, Drawdown: 7088.69, Drawdown %: 0.0662 DEBUG:calculate_drawdown:Current value: 99932.89, All-time Peak: 107021.58, Drawdown: 7088.69, Drawdown %: 0.0662 2026-06-09 09:51:08,461 - simulate_market_data - DEBUG - Simulated new value: 98157.83 DEBUG:simulate_market_data:Simulated new value: 98157.83 2026-06-09 09:51:08,462 - calculate_drawdown - DEBUG - Current value: 98157.83, All-time Peak: 107021.58, Drawdown: 8863.75, Drawdown %: 0.0828 DEBUG:calculate_drawdown:Current value: 98157.83, All-time Peak: 107021.58, Drawdown: 8863.75, Drawdown %: 0.0828 2026-06-09 09:51:08,467 - simulation_loop - INFO - Simulation complete. INFO:simulation_loop:Simulation complete. 2026-06-09 09:51:08,508 - summarize_monitoring_results - INFO - Monitoring results summarized into DataFrame. INFO:summarize_monitoring_results:Monitoring results summarized into DataFrame.
Visualization of Portfolio Value, Peak, and Drawdown
[ ]
fig, axes = plt.subplots(3, 1, figsize=(14, 15), sharex=True)
sns.set_style("whitegrid")
# Plot 1: Portfolio Value and All-Time Peak
sns.lineplot(ax=axes[0], x=summary_df.index, y='value', data=summary_df, label='Portfolio Value', color='blue')
sns.lineplot(ax=axes[0], x=summary_df.index, y='all_time_peak', data=summary_df, label='All-Time Peak', color='green', linestyle='--')
alert_points = summary_df[summary_df['alert_triggered_step']]
if not alert_points.empty:
axes[0].scatter(alert_points.index, alert_points['value'], color='red', marker='o', s=50, zorder=5, label='Alert Triggered')
axes[0].set_title('Portfolio Value and All-Time Peak Over Time')
axes[0].set_ylabel('Value ($)')
axes[0].legend()
# Plot 2: Drawdown Percentage
sns.lineplot(ax=axes[1], x=summary_df.index, y='drawdown_percent', data=summary_df, label='Drawdown Percentage', color='orange')
axes[1].axhline(y=monitoring_state['drawdown_threshold'], color='red', linestyle=':', label='Drawdown Threshold')
if not alert_points.empty:
axes[1].scatter(alert_points.index, alert_points['drawdown_percent'], color='red', marker='o', s=50, zorder=5)
axes[1].set_title('Drawdown Percentage Over Time')
axes[1].set_ylabel('Drawdown (%)')
axes[1].yaxis.set_major_formatter(plt.FuncFormatter(lambda y, _: '{:.0%}'.format(y))) # Format as percentage
axes[1].legend()
# Plot 3: Daily Returns (for context)
sns.lineplot(ax=axes[2], x=summary_df.index, y='daily_return', data=summary_df, label='Daily Return', color='purple', alpha=0.7)
axes[2].set_title('Daily Returns Over Time')
axes[2].set_xlabel('Date')
axes[2].set_ylabel('Daily Return')
axes[2].yaxis.set_major_formatter(plt.FuncFormatter(lambda y, _: '{:.2%}'.format(y))) # Format as percentage
axes[2].legend()
plt.tight_layout()
plt.show()
Summary Statistics of Drawdown Events
[ ]
alert_events = summary_df[summary_df['alert_triggered_step']]
print("\n--- Drawdown Alert Events Summary ---\n")
if not alert_events.empty:
display(alert_events[['value', 'all_time_peak', 'drawdown', 'drawdown_percent']].head(10))
print(f"Total alerts triggered: {len(alert_events)}")
print(f"Maximum drawdown observed: {summary_df['drawdown_percent'].max():.2%}")
else:
print("No drawdown alerts were triggered during the simulation.")
print("\n--- Overall Portfolio Performance ---\n")
display(summary_df[['value', 'daily_return']].describe().loc[['min', 'max', 'mean', 'std']])
--- Drawdown Alert Events Summary ---
| value | all_time_peak | drawdown | drawdown_percent | |
|---|---|---|---|---|
| date | ||||
| 2023-05-30 | 90844.698318 | 107021.580374 | 16176.882056 | 0.151155 |
| 2023-06-03 | 90048.910249 | 107021.580374 | 16972.670125 | 0.158591 |
| 2023-06-04 | 89768.832754 | 107021.580374 | 17252.747620 | 0.161208 |
| 2023-06-05 | 90175.612197 | 107021.580374 | 16845.968177 | 0.157407 |
| 2023-06-06 | 90661.705913 | 107021.580374 | 16359.874461 | 0.152865 |
| 2023-06-07 | 90733.024343 | 107021.580374 | 16288.556031 | 0.152199 |
| 2023-06-08 | 90888.150490 | 107021.580374 | 16133.429884 | 0.150749 |
| 2023-06-26 | 90606.106617 | 107021.580374 | 16415.473757 | 0.153385 |
| 2023-06-27 | 90930.471595 | 107021.580374 | 16091.108779 | 0.150354 |
| 2023-06-28 | 90546.127233 | 107021.580374 | 16475.453142 | 0.153945 |
Total alerts triggered: 290 Maximum drawdown observed: 31.94% --- Overall Portfolio Performance ---
| value | daily_return | |
|---|---|---|
| min | 72841.540630 | -0.028658 |
| max | 107021.580374 | 0.025939 |
| mean | 89527.007312 | 0.000009 |
| std | 8995.304017 | 0.009875 |
Conclusion
This notebook has successfully demonstrated the implementation of a robust system for monitoring drawdown and triggering alerts when a predefined threshold is breached. We've covered:
- State Management: Utilizing dictionaries to maintain and update the monitoring state throughout the simulation.
- Core Logic: Functions for simulating market data, calculating current drawdown and peak values, and checking for threshold breaches.
- Alerting Mechanism: A simulated
send_alertfunction incorporating best practices like exponential backoff and jitter for reliable notification. - Visualization: Clear graphical representation of portfolio value, all-time peaks, drawdown percentages, and alert events, providing immediate insights into performance and risk.
- Summary Statistics: Tabular presentation of key metrics and alert occurrences, aiding in the quantitative assessment of the monitoring system's behavior.
This framework can be extended to include more sophisticated alerting channels, different drawdown calculation methodologies (e.g., maximum historical drawdown), and integration with real-time data feeds for continuous risk management.