Sell cost returning incorrectly

[Vypy1]

I am working on a strategy and sharing an example for the purpose of this question. Not sure why the sell order value is not returning the correct cost. It returns the buy order value instead of the sell order value. Sharing my code below.

class pandas_custom(bt.feeds.PandasData):
    
    lines = ('ATR',)
    
    params = (
    ('nocase', True),
    ('datetime', None),
    ('open', -1),
    ('high', -1),
    ('low', -1),
    ('close', -1),
    ('volume', -1),
    ('openinterest', -1),
    ('ATR', -1)
    )

class test_strat(bt.Strategy):
    
    params = (('fma', 20), ('sma', 50), )
    
    
    def __init__(self):
        
        self.close = self.data.close
        self.fastma = bt.talib.EMA(self.close, timeperiod = self.p.fma)
        self.slowma = bt.talib.EMA(self.close, timeperiod = self.p.sma)
        self.cross = bt.indicators.CrossOver(self.fastma, self.slowma)
        self.atr = self.data.ATR
        self.order = None

        
        
    def log(self, txt, dt=None):
        dt = self.datas[0].datetime.date()
        print(f'Date: {dt}, {txt}')
        
    
    def notify_order(self, order):
        
        self.log(f'Close: {self.close[0]}, Type {"Buy" * order.isbuy() or "Sell"} / Status {order.getstatusname()}')


        if order.status == order.Completed:
            self.execprice = order.executed.price
            self.totalcost = order.executed.value
            self.log(f'Executed price: {self.execprice}')
            self.log(f'Cost: {self.totalcost}')
            
        
        self.order = None
        
    
    def notify_trade(self, trade):
        if trade.isopen:
            return  
        
        else:
            self.log(f'OPERATION PROFIT: GROSS {trade.pnl}, NET {trade.pnlcomm}, Trade PnL: {trade.pnlcomm/self.totalcost}')
            self.log(f'Updated Account Balance: {cerebro.broker.getcash()}')
    
            
            
    def next(self):
        
            
        if self.order:
            return

        
        if not self.position:
            
            if self.cross > 0:
                self.order = self.buy()
                
#                 o2 = self.sell(exectype = bt.Order.Stop, price = self.close[0] * 0.95, parent=o1, transmit=True)
                self.log(f'BUY CREATED: {self.close[0]}, STOP CREATED: {self.close[0] * 0.95}')
                
        else:
            
            if self.close[0] < self.fastma[0] and self.close[-1] > self.fastma[-1]:
                self.order = self.sell()
                
                self.log(f'SELL CREATED: {self.close[0]}')
            
            
                

                
cerebro = bt.Cerebro()
cerebro.broker.set_cash(100000)

print(f'Starting Portfolio Value: {cerebro.broker.getvalue()}')

data = pandas_custom(dataname=hdfcbank, datetime=None, open=-1, high=-1, low=-1, close=-1, volume=-1, ATR=-1)
cerebro.adddata(data)
cerebro.addstrategy(test_strat)
cerebro.addsizer(bt.sizers.FixedSize, stake=10)

cerebro.run()


print(f'Final Portfolio Value: {cerebro.broker.getvalue()}')