diff --git a/analysis.go b/analysis.go
index 92a055c..d5c7205 100644
--- a/analysis.go
+++ b/analysis.go
@@ -66,9 +66,10 @@ type LogTradesAnalysis struct {
 // Analyze logs trades to provided io.Writer
 func (lta LogTradesAnalysis) Analyze(record *TradingRecord) float64 {
 	logOrder := func(trade *Position) {
-		fmt.Fprintln(lta.Writer, fmt.Sprintf("%s - enter with buy %s (%s @ $%s)", trade.EntranceOrder().ExecutionTime.UTC().Format(time.RFC822), trade.EntranceOrder().Security, trade.EntranceOrder().Amount, trade.EntranceOrder().Price))
-		fmt.Fprintln(lta.Writer, fmt.Sprintf("%s - exit with sell %s (%s @ $%s)", trade.ExitOrder().ExecutionTime.UTC().Format(time.RFC822), trade.ExitOrder().Security, trade.ExitOrder().Amount, trade.ExitOrder().Price))
-
+		fmt.Fprintln(lta.Writer, fmt.Sprintf("%s - enter with %s %s (%s @ $%s)",
+			trade.EntranceOrder().ExecutionTime.Format(time.RFC822), trade.EntranceOrder().Side, trade.EntranceOrder().Security, trade.EntranceOrder().Amount, trade.EntranceOrder().Price))
+		fmt.Fprintln(lta.Writer, fmt.Sprintf("%s - exit with %s %s (%s @ $%s)",
+			trade.ExitOrder().ExecutionTime.Format(time.RFC822), trade.EntranceOrder().Side, trade.ExitOrder().Security, trade.ExitOrder().Amount, trade.ExitOrder().Price))
 		profit := trade.ExitValue().Sub(trade.CostBasis())
 		fmt.Fprintln(lta.Writer, fmt.Sprintf("Profit: $%s", profit))
 	}
diff --git a/order.go b/order.go
index a8aedec..d824235 100644
--- a/order.go
+++ b/order.go
@@ -15,6 +15,17 @@ const (
 	SELL
 )
 
+func (os OrderSide) String() string {
+	switch os {
+	case BUY:
+		return "BUY"
+	case SELL:
+		return "SELL"
+	default:
+		return "UNKNOWN"
+	}
+}
+
 // Order represents a trade execution (buy or sell) with associated metadata.
 type Order struct {
 	Side          OrderSide
diff --git a/rule_stop.go b/rule_stop.go
index 063840c..f827698 100644
--- a/rule_stop.go
+++ b/rule_stop.go
@@ -1,12 +1,19 @@
 package techan
 
-import "github.com/sdcoffey/big"
+import (
+	"github.com/sdcoffey/big"
+)
 
 type stopLossRule struct {
 	Indicator
 	tolerance big.Decimal
 }
 
+type stopGainRule struct {
+	Indicator
+	tolerance big.Decimal
+}
+
 // NewStopLossRule returns a new rule that is satisfied when the given loss tolerance (a percentage) is met or exceeded.
 // Loss tolerance should be a value between -1 and 1.
 func NewStopLossRule(series *TimeSeries, lossTolerance float64) Rule {
@@ -20,8 +27,31 @@ func (slr stopLossRule) IsSatisfied(index int, record *TradingRecord) bool {
 	if !record.CurrentPosition().IsOpen() {
 		return false
 	}
-
-	openPrice := record.CurrentPosition().CostBasis()
+	openPrice := record.CurrentPosition().EntranceOrder().Price
 	loss := slr.Indicator.Calculate(index).Div(openPrice).Sub(big.ONE)
+	if record.CurrentPosition().IsShort() {
+		loss = loss.Neg()
+	}
 	return loss.LTE(slr.tolerance)
 }
+
+// NewStopLossRule returns a new rule that is satisfied when the given loss tolerance (a percentage) is met or exceeded.
+// Loss tolerance should be a value between -1 and 1.
+func NewStopGainRule(series *TimeSeries, gainTolerance float64) Rule {
+	return stopGainRule{
+		Indicator: NewClosePriceIndicator(series),
+		tolerance: big.NewDecimal(gainTolerance),
+	}
+}
+
+func (sgr stopGainRule) IsSatisfied(index int, record *TradingRecord) bool {
+	if !record.CurrentPosition().IsOpen() {
+		return false
+	}
+	openPrice := record.CurrentPosition().EntranceOrder().Price
+	gain := sgr.Indicator.Calculate(index).Div(openPrice).Sub(big.ONE)
+	if record.CurrentPosition().IsShort() {
+		gain = gain.Neg()
+	}
+	return gain.GTE(sgr.tolerance)
+}