Cockroaches usually try to avoid wind currents coming towards them. If they sense the air on their back, they will flee. They also avoid light. If the shade or shadow of under your sneakers, they will try to crawl under it, because they can't understand that your shoe.
The big thing that if you turn on the light and move air currents scarter, they dont understand.
Cockroaches can't always see above their heads, there eyes are protected by their shield. So they can see the front area of them but not much above the head or behind them.
Usually insects can sense, very thin movements of air current and they reach very fast. So, for them our world looks like a slow motion.