diff --git a/strategy.py b/strategy.py
index 586c614..edb61d0 100644
--- a/strategy.py
+++ b/strategy.py
@@ -1,20 +1,13 @@
 from typing import List
 
 import sympy.abc
+from bfxapi import Position
 from sympy import Point, solve
 
-from bfxbot.models import Strategy, PositionState, SymbolStatus, Event, EventKind
+from bfxbot.models import Strategy, PositionState, SymbolStatus, Event, EventKind, EventMetadata
 from bfxbot.utils import TAKER_FEE, net_pl_percentage
 
 
-class Position(object):
-    def __init__(self):
-        self.id = None
-        self.profit_loss_percentage = None
-
-    pass
-
-
 class SquaredTrailingStop:
     def __init__(self, p_min: Point, p_max: Point):
         a = sympy.abc.a
@@ -49,6 +42,12 @@ class SquaredTrailingStop:
         return x - self.y(x)
 
 
+class TrailingStopMetadata(EventMetadata):
+    def __init__(self, net_pl_percentage: float, **kwargs):
+        super(TrailingStopMetadata, self).__init__(**kwargs)
+        self.net_pl_percentage: float = net_pl_percentage
+
+
 class TrailingStopStrategy(Strategy):
     BREAK_EVEN_PERC = TAKER_FEE
     MIN_PROFIT_PERC = BREAK_EVEN_PERC + 0.3
@@ -62,7 +61,8 @@ class TrailingStopStrategy(Strategy):
         events = []
 
         pl_perc = net_pl_percentage(position.profit_loss_percentage, TAKER_FEE)
-        prev = ss.previous_position_w(position.id)
+        prev = ss.previous_pw(position.id)
+        event_metadata = TrailingStopMetadata(position_id=position.id, net_pl_percentage=pl_perc)
 
         if pl_perc > self.GOOD_PROFIT_PERC:
             state = PositionState.PROFIT
@@ -79,15 +79,15 @@ class TrailingStopStrategy(Strategy):
             return state, events
 
         if state == PositionState.PROFIT:
-            events.append(Event(EventKind.REACHED_GOOD_PROFIT, ss.current_tick))
+            events.append(Event(EventKind.REACHED_GOOD_PROFIT, ss.current_tick, event_metadata))
         elif state == PositionState.MINIMUM_PROFIT:
-            events.append(Event(EventKind.REACHED_MIN_PROFIT, ss.current_tick))
+            events.append(Event(EventKind.REACHED_MIN_PROFIT, ss.current_tick, event_metadata))
         elif state == PositionState.BREAK_EVEN:
-            events.append(Event(EventKind.REACHED_BREAK_EVEN, ss.current_tick))
+            events.append(Event(EventKind.REACHED_BREAK_EVEN, ss.current_tick, event_metadata))
         elif state == PositionState.LOSS:
-            events.append(Event(EventKind.REACHED_LOSS, ss.current_tick))
+            events.append(Event(EventKind.REACHED_LOSS, ss.current_tick, event_metadata))
         else:
-            events.append(Event(EventKind.REACHED_MAX_LOSS, ss.current_tick))
-            events.append(Event(EventKind.CLOSE_POSITION, ss.current_tick))
+            events.append(Event(EventKind.REACHED_MAX_LOSS, ss.current_tick, event_metadata))
+            events.append(Event(EventKind.CLOSE_POSITION, ss.current_tick, event_metadata))
 
         return state, events