n_s10_obi_volgenN · Neutrabacktestrelatório · 24 de jul. de 2026, 01:17

S10 OBI Volume-Gen

Alpha de order book imbalance (z-score em janela de 10min) com config de geração de volume do notebook hftbacktest: spread apertado + skew forte, cap de posição em dólar. Janela de tick real curta.

paramstimeframe=tickorder_qty=0.001requote_interval_ms=1000capital_ref=10000maker_fee=0.0002cashback_rate=0.6latency_ns=30000000queue_model=risk_adverserisk_desc={"sizing":"post-only maker (fixed order_qty)","stop":"inventory-band (position cap, no price stop)"}mm_metrics={"BTCUSDT":{"volume_quote":26540.105500000005,"volume_per_capital":2.6540105500000006,"n_fills":404,"pnl_pre_cashback":-11.766921099999735,"pnl_pre_cashback_bps":-4.433637650762064,"fees_paid":5.308021100000004,"cashback":3.184812660000002,"pnl_net":-8.582108439999732,"markout_1s_bps":0.26713365746176654,"markout_5s_bps":-1.4699222845640674,"markout_30s_bps":-1.569643180541949,"inventory_max_abs":0.010000000000000002,"inventory_rms":0.005429809457686056,"orders_per_min":51.541995343503494,"two_sided_uptime_pct":99.9965250267573},"ETHUSDT":{"volume_quote":1922.8489800000034,"volume_per_capital":0.19228489800000034,"n_fills":1013,"pnl_pre_cashback":-0.3437947960000001,"pnl_pre_cashback_bps":-1.7879448650200263,"fees_paid":0.38456979600000013,"cashback":0.23074187760000006,"pnl_net":-0.11305291840000006,"markout_1s_bps":0.20660673016438233,"markout_5s_bps":-0.9913046854039443,"markout_30s_bps":-1.133429177172513,"inventory_max_abs":0.014000000000000005,"inventory_rms":0.003797689098271729,"orders_per_min":84.89988814588489,"two_sided_uptime_pct":98.1372264187488}}window={"kind":"real-tick short window","note":"Família N (market making) roda no hftbacktest sobre dados TICK reais de UMA janela curta (dias), NÃO os ~5 anos de candle das famílias direcionais SC/T. Métricas anualizadas (cagr, sharpe) são extrapolações dessa janela curta — ler com cautela."}blotter_note=Cada linha de 'trades' é um FILL maker (entry_ts=exit_ts); exit_reason='signal' mapeia o 'fill' passivo (schema não tem 'fill'). pnl_quote = markout 5s do fill − maker fee.

Como funciona

o que abre, o que arrisca e o que fecha a operação

Order Book Imbalance, config de geração de volume (notebook hftbacktest).

direçãoLong e shorttimeframetick

Abreo gatilho de entrada

fair=mid+c1·z(OBI) numa janela; reservation=fair−skew·(pos/qty); bid/ask a ±half_spread, clipado no best; cap de posição em dólar; post-only.

Arriscasizing e proteção

Gerador de volume: spread apertado + skew forte, PnL ~0 antes do cashback.

Fechao gatilho de saída

Sem stop; suprime o lado que passaria max_position_usd.

Customizar & testar

ajuste os parâmetros, escolha as moedas e rode um backtest sob demanda

Parâmetros

Half-spread (USD)half_spread

01M

Meia-distância dos quotes ao reservation, em unidades de preço.

Skew (USD por qty)skew

0.01M

Deslocamento por unidade de order_qty de inventário.

Peso do alpha OBI (USD)c1

01M

Ganho aplicado ao z-score do order book imbalance.

Profundidade do OBI (fração do mid)looking_depth

0.00000.4900

Range de profundidade somado no imbalance (0.001 = 0,1%).

Cap de notional (USD)max_position_usd

01B

Exposição máxima em dólar.

Ciclo de requote (ms)requote_interval_ms

5060K

Intervalo entre recotações.

Direção

Símbolos

Carregando universo do serviço…

Baselinerelatório pré-gerado · defaults

Simulador de capital

informe um capital e veja volume e fluxo de taxa projetados no período

Capital

Cashback (maker rebate)

maker 2.0 bps · taker 5.50 bps
cashback 60% · $10,000 sobre $10k ref

Volume projetado$28.46K$0.02/dia · 1195087d de backtest

Cashback estimado▲ recebe

+$3.42+$0.00/dia · 1.20 bps efetivos · 60% de cashback sobre a maker fee

Curva de capital

equity, volume, gestão de risco e blotter do símbolo selecionado

LARGEperíodo completo-0.1%eq 10K

Volume gerado · BTCUSDT$26,540

Volume gerado · estratégia$28,4632 símbolos

Gestão de risco

sizing, stop e alavancagem · BTCUSDT

Sizingall-in

Risco por trade—

Tipo de stopnone

Múltiplo ATR—

Alavancagem máx0.5×

Trailingnão

Retorno total-0.1%

CAGR-31.4%

Sharpe-29.30

Sortino-2.76

Max DD0.1%

Duração DD1d

Blotter

histórico de operações · BTCUSDT

404 tradesentry desc

Entrada	Saída	Lado	Entry	Exit	Notional	PnL	PnL %	R	Saída por
23/07/26, 17:57	23/07/26, 17:57	long	64,751.10	64,751.10	$64.75	-$0.01	-0.00%	—	signal
23/07/26, 17:57	23/07/26, 17:57	long	64,766.80	64,766.80	$64.77	-$0.03	-0.00%	—	signal
23/07/26, 17:56	23/07/26, 17:56	short	64,751.60	64,751.60	$64.75	-$0.01	-0.00%	—	signal
23/07/26, 17:55	23/07/26, 17:55	short	64,780.40	64,780.40	$64.78	-$0.02	-0.00%	—	signal
23/07/26, 17:54	23/07/26, 17:54	short	64,798.50	64,798.50	$64.80	-$0.01	-0.00%	—	signal
23/07/26, 17:54	23/07/26, 17:54	short	64,800.00	64,800.00	$64.80	-$0.01	-0.00%	—	signal
23/07/26, 17:54	23/07/26, 17:54	long	64,802.00	64,802.00	$64.80	-$0.02	-0.00%	—	signal
23/07/26, 17:53	23/07/26, 17:53	short	64,779.30	64,779.30	$64.78	-$0.02	-0.00%	—	signal
23/07/26, 17:52	23/07/26, 17:52	long	64,818.70	64,818.70	$64.82	-$0.02	-0.00%	—	signal
23/07/26, 17:52	23/07/26, 17:52	short	64,811.00	64,811.00	$64.81	-$0.01	-0.00%	—	signal
23/07/26, 17:52	23/07/26, 17:52	short	64,809.00	64,809.00	$64.81	-$0.01	-0.00%	—	signal
23/07/26, 17:52	23/07/26, 17:52	short	64,791.30	64,791.30	$64.79	-$0.03	-0.00%	—	signal
23/07/26, 17:52	23/07/26, 17:52	short	64,786.20	64,786.20	$64.79	-$0.02	-0.00%	—	signal
23/07/26, 17:51	23/07/26, 17:51	long	64,811.50	64,811.50	$64.81	-$0.01	-0.00%	—	signal
23/07/26, 17:51	23/07/26, 17:51	long	64,813.60	64,813.60	$64.81	-$0.02	-0.00%	—	signal
23/07/26, 17:50	23/07/26, 17:50	long	64,812.20	64,812.20	$64.81	-$0.01	-0.00%	—	signal
23/07/26, 17:50	23/07/26, 17:50	long	64,812.20	64,812.20	$64.81	-$0.02	-0.00%	—	signal
23/07/26, 17:49	23/07/26, 17:49	long	64,838.00	64,838.00	$64.84	-$0.03	-0.00%	—	signal
23/07/26, 17:48	23/07/26, 17:48	long	64,829.30	64,829.30	$64.83	-$0.0079	-0.00%	—	signal
23/07/26, 17:48	23/07/26, 17:48	short	64,807.10	64,807.10	$64.81	-$0.03	-0.00%	—	signal
23/07/26, 17:48	23/07/26, 17:48	long	64,831.00	64,831.00	$64.83	-$0.02	-0.00%	—	signal
23/07/26, 17:48	23/07/26, 17:48	long	64,831.50	64,831.50	$64.83	-$0.02	-0.00%	—	signal
23/07/26, 17:48	23/07/26, 17:48	short	64,809.10	64,809.10	$64.81	-$0.03	-0.00%	—	signal
23/07/26, 17:47	23/07/26, 17:47	long	64,818.00	64,818.00	$64.82	-$0.02	-0.00%	—	signal
23/07/26, 17:47	23/07/26, 17:47	long	64,819.00	64,819.00	$64.82	-$0.0055	-0.00%	—	signal
23/07/26, 17:46	23/07/26, 17:46	long	64,812.00	64,812.00	$64.81	-$0.01	-0.00%	—	signal
23/07/26, 17:46	23/07/26, 17:46	long	64,815.00	64,815.00	$64.82	-$0.02	-0.00%	—	signal
23/07/26, 17:46	23/07/26, 17:46	long	64,827.50	64,827.50	$64.83	-$0.02	-0.00%	—	signal
23/07/26, 17:45	23/07/26, 17:45	long	64,821.90	64,821.90	$64.82	-$0.02	-0.00%	—	signal
23/07/26, 17:45	23/07/26, 17:45	short	64,795.70	64,795.70	$64.80	-$0.02	-0.00%	—	signal
23/07/26, 17:45	23/07/26, 17:45	short	64,796.00	64,796.00	$64.80	-$0.01	-0.00%	—	signal
23/07/26, 17:44	23/07/26, 17:44	long	64,808.80	64,808.80	$64.81	-$0.01	-0.00%	—	signal
23/07/26, 17:43	23/07/26, 17:43	long	64,807.10	64,807.10	$64.81	-$0.02	-0.00%	—	signal
23/07/26, 17:43	23/07/26, 17:43	long	64,793.00	64,793.00	$64.79	-$0.01	-0.00%	—	signal
23/07/26, 17:43	23/07/26, 17:43	short	64,808.00	64,808.00	$64.81	-$0.01	-0.00%	—	signal
23/07/26, 17:41	23/07/26, 17:41	long	64,787.30	64,787.30	$64.79	-$0.02	-0.00%	—	signal
23/07/26, 17:40	23/07/26, 17:40	short	64,777.40	64,777.40	$64.78	-$0.02	-0.00%	—	signal
23/07/26, 17:40	23/07/26, 17:40	short	64,785.00	64,785.00	$64.79	-$0.01	-0.00%	—	signal
23/07/26, 17:40	23/07/26, 17:40	short	64,776.70	64,776.70	$64.78	-$0.02	-0.00%	—	signal
23/07/26, 17:40	23/07/26, 17:40	short	64,774.00	64,774.00	$64.77	-$0.03	-0.00%	—	signal
23/07/26, 17:39	23/07/26, 17:39	long	64,795.50	64,795.50	$64.80	-$0.01	-0.00%	—	signal
23/07/26, 17:38	23/07/26, 17:38	short	64,783.40	64,783.40	$64.78	-$0.01	-0.00%	—	signal
23/07/26, 17:38	23/07/26, 17:38	short	64,781.50	64,781.50	$64.78	-$0.02	-0.00%	—	signal
23/07/26, 17:38	23/07/26, 17:38	long	64,783.80	64,783.80	$64.78	-$0.02	-0.00%	—	signal
23/07/26, 17:38	23/07/26, 17:38	short	64,778.00	64,778.00	$64.78	-$0.03	-0.00%	—	signal
23/07/26, 17:38	23/07/26, 17:38	short	64,770.30	64,770.30	$64.77	-$0.02	-0.00%	—	signal
23/07/26, 17:38	23/07/26, 17:38	short	64,770.30	64,770.30	$64.77	-$0.02	-0.00%	—	signal
23/07/26, 17:37	23/07/26, 17:37	short	64,788.20	64,788.20	$64.79	-$0.02	-0.00%	—	signal
23/07/26, 17:37	23/07/26, 17:37	short	64,780.10	64,780.10	$64.78	-$0.02	-0.00%	—	signal
23/07/26, 17:36	23/07/26, 17:36	short	64,805.70	64,805.70	$64.81	-$0.02	-0.00%	—	signal
23/07/26, 17:36	23/07/26, 17:36	short	64,807.50	64,807.50	$64.81	-$0.02	-0.00%	—	signal
23/07/26, 17:36	23/07/26, 17:36	short	64,799.70	64,799.70	$64.80	-$0.02	-0.00%	—	signal
23/07/26, 17:36	23/07/26, 17:36	short	64,798.30	64,798.30	$64.80	-$0.01	-0.00%	—	signal
23/07/26, 17:36	23/07/26, 17:36	short	64,805.80	64,805.80	$64.81	-$0.01	-0.00%	—	signal
23/07/26, 17:36	23/07/26, 17:36	short	64,803.70	64,803.70	$64.80	-$0.02	-0.00%	—	signal
23/07/26, 17:35	23/07/26, 17:35	long	65,640.00	65,640.00	$65.64	-$0.84	-0.01%	—	signal
23/07/26, 11:04	23/07/26, 11:04	short	65,661.00	65,661.00	$65.66	-$0.01	-0.00%	—	signal
23/07/26, 11:03	23/07/26, 11:03	long	65,661.00	65,661.00	$65.66	-$0.02	-0.00%	—	signal
23/07/26, 11:02	23/07/26, 11:02	short	65,654.50	65,654.50	$65.65	-$0.03	-0.00%	—	signal
23/07/26, 11:02	23/07/26, 11:02	long	65,666.70	65,666.70	$65.67	-$0.03	-0.00%	—	signal
23/07/26, 11:02	23/07/26, 11:02	long	65,670.00	65,670.00	$65.67	-$0.02	-0.00%	—	signal
23/07/26, 11:02	23/07/26, 11:02	long	65,674.30	65,674.30	$65.67	-$0.02	-0.00%	—	signal
23/07/26, 11:01	23/07/26, 11:01	short	65,701.50	65,701.50	$65.70	-$0.01	-0.00%	—	signal
23/07/26, 11:00	23/07/26, 11:00	short	65,701.20	65,701.20	$65.70	-$0.01	-0.00%	—	signal
23/07/26, 10:57	23/07/26, 10:57	long	65,687.00	65,687.00	$65.69	-$0.01	-0.00%	—	signal
23/07/26, 10:57	23/07/26, 10:57	long	65,700.00	65,700.00	$65.70	-$0.02	-0.00%	—	signal
23/07/26, 10:57	23/07/26, 10:57	long	65,702.00	65,702.00	$65.70	-$0.02	-0.00%	—	signal
23/07/26, 10:57	23/07/26, 10:57	long	65,704.00	65,704.00	$65.70	-$0.01	-0.00%	—	signal
23/07/26, 10:57	23/07/26, 10:57	long	65,702.00	65,702.00	$65.70	-$0.0091	-0.00%	—	signal
23/07/26, 10:56	23/07/26, 10:56	short	65,689.90	65,689.90	$65.69	-$0.02	-0.00%	—	signal
23/07/26, 10:55	23/07/26, 10:55	short	65,691.00	65,691.00	$65.69	-$0.02	-0.00%	—	signal
23/07/26, 10:55	23/07/26, 10:55	short	65,709.00	65,709.00	$65.71	-$0.02	-0.00%	—	signal
23/07/26, 10:55	23/07/26, 10:55	short	65,696.10	65,696.10	$65.70	-$0.02	-0.00%	—	signal
23/07/26, 10:52	23/07/26, 10:52	short	65,704.80	65,704.80	$65.70	-$0.02	-0.00%	—	signal
23/07/26, 10:52	23/07/26, 10:52	long	65,726.20	65,726.20	$65.73	-$0.03	-0.00%	—	signal
23/07/26, 10:51	23/07/26, 10:51	long	65,743.70	65,743.70	$65.74	-$0.01	-0.00%	—	signal
23/07/26, 10:50	23/07/26, 10:50	long	65,750.40	65,750.40	$65.75	-$0.01	-0.00%	—	signal
23/07/26, 10:48	23/07/26, 10:48	long	65,746.40	65,746.40	$65.75	-$0.01	-0.00%	—	signal
23/07/26, 10:47	23/07/26, 10:47	long	65,743.70	65,743.70	$65.74	-$0.01	-0.00%	—	signal
23/07/26, 10:47	23/07/26, 10:47	long	65,737.80	65,737.80	$65.74	-$0.01	-0.00%	—	signal
23/07/26, 10:47	23/07/26, 10:47	long	65,734.20	65,734.20	$65.73	-$0.01	-0.00%	—	signal
23/07/26, 10:47	23/07/26, 10:47	long	65,734.20	65,734.20	$65.73	-$0.01	-0.00%	—	signal
23/07/26, 10:46	23/07/26, 10:46	long	65,748.00	65,748.00	$65.75	-$0.02	-0.00%	—	signal
23/07/26, 10:46	23/07/26, 10:46	short	65,753.10	65,753.10	$65.75	-$0.01	-0.00%	—	signal
23/07/26, 10:28	23/07/26, 10:28	short	65,727.10	65,727.10	$65.73	-$0.01	-0.00%	—	signal
23/07/26, 10:27	23/07/26, 10:27	short	65,722.60	65,722.60	$65.72	-$0.02	-0.00%	—	signal
23/07/26, 10:26	23/07/26, 10:26	short	65,720.60	65,720.60	$65.72	-$0.01	-0.00%	—	signal
23/07/26, 10:24	23/07/26, 10:24	short	65,669.90	65,669.90	$65.67	-$0.02	-0.00%	—	signal
23/07/26, 10:23	23/07/26, 10:23	long	65,660.70	65,660.70	$65.66	-$0.02	-0.00%	—	signal
23/07/26, 10:23	23/07/26, 10:23	long	65,672.50	65,672.50	$65.67	-$0.04	-0.00%	—	signal
23/07/26, 10:22	23/07/26, 10:22	long	65,670.10	65,670.10	$65.67	-$0.02	-0.00%	—	signal
23/07/26, 10:21	23/07/26, 10:21	long	65,648.00	65,648.00	$65.65	-$0.02	-0.00%	—	signal
23/07/26, 10:21	23/07/26, 10:21	short	65,645.00	65,645.00	$65.65	-$0.02	-0.00%	—	signal
23/07/26, 10:21	23/07/26, 10:21	short	65,643.60	65,643.60	$65.64	-$0.02	-0.00%	—	signal
23/07/26, 10:21	23/07/26, 10:21	long	65,651.40	65,651.40	$65.65	-$0.02	-0.00%	—	signal
23/07/26, 10:20	23/07/26, 10:20	short	65,645.80	65,645.80	$65.65	-$0.02	-0.00%	—	signal
23/07/26, 10:20	23/07/26, 10:20	short	65,657.00	65,657.00	$65.66	-$0.01	-0.00%	—	signal
23/07/26, 10:20	23/07/26, 10:20	short	65,652.40	65,652.40	$65.65	-$0.02	-0.00%	—	signal
23/07/26, 10:18	23/07/26, 10:18	short	65,675.20	65,675.20	$65.68	-$0.01	-0.00%	—	signal
23/07/26, 10:17	23/07/26, 10:17	short	65,674.40	65,674.40	$65.67	-$0.02	-0.00%	—	signal
23/07/26, 10:17	23/07/26, 10:17	long	65,675.00	65,675.00	$65.68	-$0.01	-0.00%	—	signal
23/07/26, 10:17	23/07/26, 10:17	long	65,676.50	65,676.50	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 10:16	23/07/26, 10:16	short	65,682.60	65,682.60	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 10:16	23/07/26, 10:16	short	65,671.50	65,671.50	$65.67	-$0.02	-0.00%	—	signal
23/07/26, 10:16	23/07/26, 10:16	long	65,684.00	65,684.00	$65.68	-$0.03	-0.00%	—	signal
23/07/26, 10:16	23/07/26, 10:16	long	65,686.00	65,686.00	$65.69	-$0.02	-0.00%	—	signal
23/07/26, 10:15	23/07/26, 10:15	short	65,690.30	65,690.30	$65.69	-$0.01	-0.00%	—	signal
23/07/26, 10:15	23/07/26, 10:15	long	65,682.40	65,682.40	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 10:15	23/07/26, 10:15	long	65,687.00	65,687.00	$65.69	-$0.02	-0.00%	—	signal
23/07/26, 10:15	23/07/26, 10:15	long	65,688.10	65,688.10	$65.69	-$0.02	-0.00%	—	signal
23/07/26, 10:15	23/07/26, 10:15	long	65,691.90	65,691.90	$65.69	-$0.02	-0.00%	—	signal
23/07/26, 10:13	23/07/26, 10:13	short	65,658.00	65,658.00	$65.66	-$0.03	-0.00%	—	signal
23/07/26, 10:13	23/07/26, 10:13	long	65,665.00	65,665.00	$65.67	-$0.01	-0.00%	—	signal
23/07/26, 10:12	23/07/26, 10:12	long	65,680.60	65,680.60	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 10:12	23/07/26, 10:12	short	65,660.90	65,660.90	$65.66	-$0.02	-0.00%	—	signal
23/07/26, 10:11	23/07/26, 10:11	short	65,659.00	65,659.00	$65.66	-$0.02	-0.00%	—	signal
23/07/26, 10:11	23/07/26, 10:11	long	65,661.00	65,661.00	$65.66	-$0.02	-0.00%	—	signal
23/07/26, 10:10	23/07/26, 10:10	long	65,663.70	65,663.70	$65.66	-$0.02	-0.00%	—	signal
23/07/26, 10:10	23/07/26, 10:10	long	65,665.00	65,665.00	$65.67	-$0.02	-0.00%	—	signal
23/07/26, 10:09	23/07/26, 10:09	short	65,645.00	65,645.00	$65.65	-$0.03	-0.00%	—	signal
23/07/26, 10:09	23/07/26, 10:09	short	65,643.00	65,643.00	$65.64	-$0.01	-0.00%	—	signal
23/07/26, 10:08	23/07/26, 10:08	short	65,648.00	65,648.00	$65.65	-$0.01	-0.00%	—	signal
23/07/26, 10:08	23/07/26, 10:08	long	65,652.00	65,652.00	$65.65	-$0.02	-0.00%	—	signal
23/07/26, 10:08	23/07/26, 10:08	long	65,655.00	65,655.00	$65.66	-$0.01	-0.00%	—	signal
23/07/26, 10:07	23/07/26, 10:07	short	65,629.40	65,629.40	$65.63	-$0.02	-0.00%	—	signal
23/07/26, 10:07	23/07/26, 10:07	long	65,636.00	65,636.00	$65.64	-$0.01	-0.00%	—	signal
23/07/26, 10:07	23/07/26, 10:07	long	65,640.00	65,640.00	$65.64	-$0.02	-0.00%	—	signal
23/07/26, 10:06	23/07/26, 10:06	short	65,640.50	65,640.50	$65.64	-$0.02	-0.00%	—	signal
23/07/26, 10:05	23/07/26, 10:05	short	65,653.50	65,653.50	$65.65	-$0.02	-0.00%	—	signal
23/07/26, 10:05	23/07/26, 10:05	short	65,638.00	65,638.00	$65.64	-$0.04	-0.00%	—	signal
23/07/26, 10:05	23/07/26, 10:05	short	65,634.00	65,634.00	$65.63	-$0.02	-0.00%	—	signal
23/07/26, 10:03	23/07/26, 10:03	short	65,607.00	65,607.00	$65.61	-$0.01	-0.00%	—	signal
23/07/26, 10:03	23/07/26, 10:03	short	65,590.70	65,590.70	$65.59	-$0.02	-0.00%	—	signal
23/07/26, 10:02	23/07/26, 10:02	short	65,606.00	65,606.00	$65.61	-$0.01	-0.00%	—	signal
23/07/26, 10:02	23/07/26, 10:02	short	65,580.20	65,580.20	$65.58	-$0.02	-0.00%	—	signal
23/07/26, 10:02	23/07/26, 10:02	short	65,576.50	65,576.50	$65.58	-$0.02	-0.00%	—	signal
23/07/26, 10:01	23/07/26, 10:01	long	65,564.10	65,564.10	$65.56	-$0.02	-0.00%	—	signal
23/07/26, 10:00	23/07/26, 10:00	long	65,584.00	65,584.00	$65.58	-$0.02	-0.00%	—	signal
23/07/26, 10:00	23/07/26, 10:00	long	65,586.20	65,586.20	$65.59	-$0.02	-0.00%	—	signal
23/07/26, 10:00	23/07/26, 10:00	long	65,620.00	65,620.00	$65.62	-$0.03	-0.00%	—	signal
23/07/26, 09:59	23/07/26, 09:59	short	65,601.10	65,601.10	$65.60	-$0.02	-0.00%	—	signal
23/07/26, 09:59	23/07/26, 09:59	short	65,593.10	65,593.10	$65.59	-$0.02	-0.00%	—	signal
23/07/26, 09:58	23/07/26, 09:58	long	65,642.40	65,642.40	$65.64	-$0.02	-0.00%	—	signal
23/07/26, 09:57	23/07/26, 09:57	short	65,640.00	65,640.00	$65.64	-$0.02	-0.00%	—	signal
23/07/26, 09:57	23/07/26, 09:57	short	65,638.30	65,638.30	$65.64	-$0.02	-0.00%	—	signal
23/07/26, 09:55	23/07/26, 09:55	long	65,635.30	65,635.30	$65.64	-$0.02	-0.00%	—	signal
23/07/26, 09:55	23/07/26, 09:55	short	65,636.60	65,636.60	$65.64	-$0.0096	-0.00%	—	signal
23/07/26, 09:55	23/07/26, 09:55	long	65,636.00	65,636.00	$65.64	-$0.01	-0.00%	—	signal
23/07/26, 09:54	23/07/26, 09:54	short	65,636.00	65,636.00	$65.64	-$0.02	-0.00%	—	signal
23/07/26, 09:54	23/07/26, 09:54	long	65,644.00	65,644.00	$65.64	-$0.0087	-0.00%	—	signal
23/07/26, 09:54	23/07/26, 09:54	long	65,647.00	65,647.00	$65.65	-$0.01	-0.00%	—	signal
23/07/26, 09:54	23/07/26, 09:54	short	65,656.20	65,656.20	$65.66	-$0.02	-0.00%	—	signal
23/07/26, 09:54	23/07/26, 09:54	long	65,657.00	65,657.00	$65.66	-$0.0096	-0.00%	—	signal
23/07/26, 09:54	23/07/26, 09:54	long	65,660.00	65,660.00	$65.66	-$0.01	-0.00%	—	signal
23/07/26, 09:54	23/07/26, 09:54	short	65,652.80	65,652.80	$65.65	-$0.02	-0.00%	—	signal
23/07/26, 09:54	23/07/26, 09:54	long	65,669.90	65,669.90	$65.67	-$0.03	-0.00%	—	signal
23/07/26, 09:52	23/07/26, 09:52	short	65,637.10	65,637.10	$65.64	-$0.02	-0.00%	—	signal
23/07/26, 09:52	23/07/26, 09:52	long	65,636.00	65,636.00	$65.64	-$0.01	-0.00%	—	signal
23/07/26, 09:52	23/07/26, 09:52	short	65,644.60	65,644.60	$65.64	-$0.01	-0.00%	—	signal
23/07/26, 09:51	23/07/26, 09:51	short	65,638.10	65,638.10	$65.64	-$0.02	-0.00%	—	signal
23/07/26, 09:51	23/07/26, 09:51	long	65,641.70	65,641.70	$65.64	-$0.02	-0.00%	—	signal
23/07/26, 09:51	23/07/26, 09:51	long	65,650.40	65,650.40	$65.65	-$0.02	-0.00%	—	signal
23/07/26, 09:51	23/07/26, 09:51	long	65,657.00	65,657.00	$65.66	-$0.02	-0.00%	—	signal
23/07/26, 09:49	23/07/26, 09:49	long	65,654.00	65,654.00	$65.65	+$0.0019	+0.00%	—	signal
23/07/26, 09:49	23/07/26, 09:49	long	65,676.90	65,676.90	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 09:48	23/07/26, 09:48	long	65,676.90	65,676.90	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 09:48	23/07/26, 09:48	long	65,677.90	65,677.90	$65.68	-$0.01	-0.00%	—	signal
23/07/26, 09:48	23/07/26, 09:48	long	65,679.00	65,679.00	$65.68	-$0.01	-0.00%	—	signal
23/07/26, 09:47	23/07/26, 09:47	long	65,675.60	65,675.60	$65.68	-$0.01	-0.00%	—	signal
23/07/26, 09:46	23/07/26, 09:46	long	65,688.00	65,688.00	$65.69	-$0.01	-0.00%	—	signal
23/07/26, 09:43	23/07/26, 09:43	short	65,683.00	65,683.00	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 09:43	23/07/26, 09:43	short	65,676.00	65,676.00	$65.68	-$0.03	-0.00%	—	signal
23/07/26, 09:43	23/07/26, 09:43	long	65,697.00	65,697.00	$65.70	-$0.02	-0.00%	—	signal
23/07/26, 09:42	23/07/26, 09:42	short	65,687.00	65,687.00	$65.69	-$0.02	-0.00%	—	signal
23/07/26, 09:37	23/07/26, 09:37	long	65,682.80	65,682.80	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 09:37	23/07/26, 09:37	short	65,674.00	65,674.00	$65.67	-$0.02	-0.00%	—	signal
23/07/26, 09:37	23/07/26, 09:37	short	65,661.10	65,661.10	$65.66	-$0.02	-0.00%	—	signal
23/07/26, 09:35	23/07/26, 09:35	long	65,665.00	65,665.00	$65.67	-$0.02	-0.00%	—	signal
23/07/26, 09:35	23/07/26, 09:35	short	65,665.80	65,665.80	$65.67	-$0.01	-0.00%	—	signal
23/07/26, 09:35	23/07/26, 09:35	long	65,666.90	65,666.90	$65.67	-$0.01	-0.00%	—	signal
23/07/26, 09:34	23/07/26, 09:34	long	65,667.00	65,667.00	$65.67	-$0.01	-0.00%	—	signal
23/07/26, 09:33	23/07/26, 09:33	long	65,690.00	65,690.00	$65.69	-$0.01	-0.00%	—	signal
23/07/26, 09:33	23/07/26, 09:33	long	65,687.40	65,687.40	$65.69	-$0.0083	-0.00%	—	signal
23/07/26, 09:33	23/07/26, 09:33	short	65,680.40	65,680.40	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 09:31	23/07/26, 09:31	short	65,700.00	65,700.00	$65.70	-$0.02	-0.00%	—	signal
23/07/26, 09:31	23/07/26, 09:31	short	65,683.40	65,683.40	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 09:30	23/07/26, 09:30	long	65,685.00	65,685.00	$65.69	-$0.02	-0.00%	—	signal
23/07/26, 09:30	23/07/26, 09:30	short	65,667.70	65,667.70	$65.67	-$0.03	-0.00%	—	signal
23/07/26, 09:30	23/07/26, 09:30	long	65,679.20	65,679.20	$65.68	-$0.01	-0.00%	—	signal
23/07/26, 09:30	23/07/26, 09:30	short	65,673.10	65,673.10	$65.67	-$0.02	-0.00%	—	signal
23/07/26, 09:30	23/07/26, 09:30	long	65,694.00	65,694.00	$65.69	-$0.02	-0.00%	—	signal
23/07/26, 09:30	23/07/26, 09:30	short	65,692.10	65,692.10	$65.69	-$0.01	-0.00%	—	signal
23/07/26, 09:29	23/07/26, 09:29	short	65,688.80	65,688.80	$65.69	-$0.02	-0.00%	—	signal
23/07/26, 09:29	23/07/26, 09:29	long	65,745.70	65,745.70	$65.75	-$0.06	-0.00%	—	signal
23/07/26, 06:58	23/07/26, 06:58	short	65,643.10	65,643.10	$65.64	-$0.12	-0.00%	—	signal
23/07/26, 06:16	23/07/26, 06:16	long	65,687.00	65,687.00	$65.69	-$0.06	-0.00%	—	signal
23/07/26, 05:36	23/07/26, 05:36	long	65,720.80	65,720.80	$65.72	-$0.03	-0.00%	—	signal
23/07/26, 05:30	23/07/26, 05:30	short	65,586.90	65,586.90	$65.59	-$0.15	-0.00%	—	signal
23/07/26, 04:59	23/07/26, 04:59	long	65,598.30	65,598.30	$65.60	-$0.02	-0.00%	—	signal
23/07/26, 04:11	23/07/26, 04:11	long	65,641.00	65,641.00	$65.64	-$0.06	-0.00%	—	signal
23/07/26, 03:38	23/07/26, 03:38	long	65,734.00	65,734.00	$65.73	-$0.09	-0.00%	—	signal
23/07/26, 03:03	23/07/26, 03:03	short	65,729.00	65,729.00	$65.73	-$0.03	-0.00%	—	signal
23/07/26, 02:15	23/07/26, 02:15	long	65,836.80	65,836.80	$65.84	-$0.12	-0.00%	—	signal
23/07/26, 01:32	23/07/26, 01:32	long	66,044.70	66,044.70	$66.04	-$0.22	-0.00%	—	signal
23/07/26, 01:01	23/07/26, 01:01	long	66,233.70	66,233.70	$66.23	-$0.20	-0.00%	—	signal
23/07/26, 00:28	23/07/26, 00:28	short	66,138.00	66,138.00	$66.14	-$0.11	-0.00%	—	signal
22/07/26, 23:57	22/07/26, 23:57	short	66,087.00	66,087.00	$66.09	-$0.01	-0.00%	—	signal
22/07/26, 23:56	22/07/26, 23:56	short	66,080.00	66,080.00	$66.08	-$0.02	-0.00%	—	signal
22/07/26, 23:56	22/07/26, 23:56	short	66,061.30	66,061.30	$66.06	-$0.04	-0.00%	—	signal
22/07/26, 23:56	22/07/26, 23:56	short	66,046.00	66,046.00	$66.05	-$0.02	-0.00%	—	signal
22/07/26, 23:55	22/07/26, 23:55	short	66,024.00	66,024.00	$66.02	-$0.01	-0.00%	—	signal
22/07/26, 23:54	22/07/26, 23:54	long	66,031.90	66,031.90	$66.03	-$0.03	-0.00%	—	signal
22/07/26, 23:50	22/07/26, 23:50	short	65,990.00	65,990.00	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 23:50	22/07/26, 23:50	long	65,996.90	65,996.90	$66.00	-$0.02	-0.00%	—	signal
22/07/26, 23:50	22/07/26, 23:50	short	65,989.40	65,989.40	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 23:50	22/07/26, 23:50	short	65,991.00	65,991.00	$65.99	-$0.01	-0.00%	—	signal
22/07/26, 23:50	22/07/26, 23:50	short	65,988.50	65,988.50	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 23:47	22/07/26, 23:47	long	65,986.90	65,986.90	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 23:45	22/07/26, 23:45	short	65,952.70	65,952.70	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:45	22/07/26, 23:45	long	65,947.80	65,947.80	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:45	22/07/26, 23:45	short	65,945.00	65,945.00	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:45	22/07/26, 23:45	short	65,939.00	65,939.00	$65.94	-$0.02	-0.00%	—	signal
22/07/26, 23:45	22/07/26, 23:45	long	65,949.90	65,949.90	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:40	22/07/26, 23:40	short	65,939.60	65,939.60	$65.94	-$0.02	-0.00%	—	signal
22/07/26, 23:39	22/07/26, 23:39	long	65,947.20	65,947.20	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:38	22/07/26, 23:38	short	65,932.70	65,932.70	$65.93	-$0.02	-0.00%	—	signal
22/07/26, 23:37	22/07/26, 23:37	short	65,932.00	65,932.00	$65.93	-$0.01	-0.00%	—	signal
22/07/26, 23:37	22/07/26, 23:37	short	65,928.00	65,928.00	$65.93	-$0.02	-0.00%	—	signal
22/07/26, 23:37	22/07/26, 23:37	long	65,944.20	65,944.20	$65.94	-$0.02	-0.00%	—	signal
22/07/26, 23:36	22/07/26, 23:36	long	65,947.00	65,947.00	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:35	22/07/26, 23:35	short	65,935.00	65,935.00	$65.94	-$0.01	-0.00%	—	signal
22/07/26, 23:35	22/07/26, 23:35	short	65,919.30	65,919.30	$65.92	-$0.02	-0.00%	—	signal
22/07/26, 23:35	22/07/26, 23:35	long	65,921.00	65,921.00	$65.92	-$0.02	-0.00%	—	signal
22/07/26, 23:34	22/07/26, 23:34	long	65,953.90	65,953.90	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:33	22/07/26, 23:33	long	65,941.80	65,941.80	$65.94	-$0.02	-0.00%	—	signal
22/07/26, 23:33	22/07/26, 23:33	long	65,955.10	65,955.10	$65.96	-$0.03	-0.00%	—	signal
22/07/26, 23:32	22/07/26, 23:32	short	65,954.90	65,954.90	$65.95	-$0.01	-0.00%	—	signal
22/07/26, 23:31	22/07/26, 23:31	short	65,937.00	65,937.00	$65.94	-$0.01	-0.00%	—	signal
22/07/26, 23:29	22/07/26, 23:29	long	65,948.00	65,948.00	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:29	22/07/26, 23:29	long	65,957.80	65,957.80	$65.96	-$0.03	-0.00%	—	signal
22/07/26, 23:29	22/07/26, 23:29	short	65,947.00	65,947.00	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:29	22/07/26, 23:29	long	65,951.30	65,951.30	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:28	22/07/26, 23:28	short	65,942.60	65,942.60	$65.94	-$0.02	-0.00%	—	signal
22/07/26, 23:28	22/07/26, 23:28	long	65,957.70	65,957.70	$65.96	-$0.02	-0.00%	—	signal
22/07/26, 23:28	22/07/26, 23:28	short	65,950.10	65,950.10	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:28	22/07/26, 23:28	short	65,950.10	65,950.10	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:28	22/07/26, 23:28	short	65,955.00	65,955.00	$65.96	-$0.01	-0.00%	—	signal
22/07/26, 23:27	22/07/26, 23:27	long	65,966.00	65,966.00	$65.97	-$0.03	-0.00%	—	signal
22/07/26, 23:26	22/07/26, 23:26	long	65,945.00	65,945.00	$65.95	-$0.01	-0.00%	—	signal
22/07/26, 23:26	22/07/26, 23:26	long	65,947.60	65,947.60	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:26	22/07/26, 23:26	long	65,941.00	65,941.00	$65.94	-$0.0096	-0.00%	—	signal
22/07/26, 23:26	22/07/26, 23:26	short	65,941.00	65,941.00	$65.94	-$0.01	-0.00%	—	signal
22/07/26, 23:25	22/07/26, 23:25	short	65,902.00	65,902.00	$65.90	-$0.03	-0.00%	—	signal
22/07/26, 23:25	22/07/26, 23:25	long	65,910.70	65,910.70	$65.91	-$0.02	-0.00%	—	signal
22/07/26, 23:25	22/07/26, 23:25	long	65,911.00	65,911.00	$65.91	-$0.01	-0.00%	—	signal
22/07/26, 23:25	22/07/26, 23:25	short	65,929.70	65,929.70	$65.93	-$0.02	-0.00%	—	signal
22/07/26, 23:24	22/07/26, 23:24	long	65,939.80	65,939.80	$65.94	-$0.02	-0.00%	—	signal
22/07/26, 23:24	22/07/26, 23:24	short	65,923.80	65,923.80	$65.92	-$0.02	-0.00%	—	signal
22/07/26, 23:23	22/07/26, 23:23	short	65,928.30	65,928.30	$65.93	-$0.02	-0.00%	—	signal
22/07/26, 23:21	22/07/26, 23:21	short	65,913.00	65,913.00	$65.91	-$0.02	-0.00%	—	signal
22/07/26, 23:21	22/07/26, 23:21	short	65,905.00	65,905.00	$65.91	-$0.02	-0.00%	—	signal
22/07/26, 23:21	22/07/26, 23:21	short	65,897.80	65,897.80	$65.90	-$0.02	-0.00%	—	signal
22/07/26, 23:20	22/07/26, 23:20	short	65,851.00	65,851.00	$65.85	-$0.03	-0.00%	—	signal
22/07/26, 23:19	22/07/26, 23:19	short	65,839.30	65,839.30	$65.84	-$0.03	-0.00%	—	signal
22/07/26, 23:19	22/07/26, 23:19	long	65,845.00	65,845.00	$65.85	-$0.02	-0.00%	—	signal
22/07/26, 23:19	22/07/26, 23:19	short	65,848.00	65,848.00	$65.85	-$0.03	-0.00%	—	signal
22/07/26, 23:19	22/07/26, 23:19	short	65,837.00	65,837.00	$65.84	-$0.02	-0.00%	—	signal
22/07/26, 23:18	22/07/26, 23:18	short	65,818.00	65,818.00	$65.82	-$0.02	-0.00%	—	signal
22/07/26, 23:18	22/07/26, 23:18	short	65,804.40	65,804.40	$65.80	-$0.02	-0.00%	—	signal
22/07/26, 23:17	22/07/26, 23:17	short	65,858.30	65,858.30	$65.86	-$0.02	-0.00%	—	signal
22/07/26, 23:17	22/07/26, 23:17	short	65,859.00	65,859.00	$65.86	-$0.02	-0.00%	—	signal
22/07/26, 23:17	22/07/26, 23:17	long	65,881.00	65,881.00	$65.88	-$0.03	-0.00%	—	signal
22/07/26, 23:16	22/07/26, 23:16	long	65,881.00	65,881.00	$65.88	-$0.03	-0.00%	—	signal
22/07/26, 23:16	22/07/26, 23:16	short	65,862.00	65,862.00	$65.86	-$0.02	-0.00%	—	signal
22/07/26, 23:16	22/07/26, 23:16	long	65,863.70	65,863.70	$65.86	-$0.01	-0.00%	—	signal
22/07/26, 23:15	22/07/26, 23:15	short	65,878.00	65,878.00	$65.88	-$0.0001	-0.00%	—	signal
22/07/26, 23:15	22/07/26, 23:15	short	65,867.40	65,867.40	$65.87	-$0.01	-0.00%	—	signal
22/07/26, 23:15	22/07/26, 23:15	long	65,867.20	65,867.20	$65.87	-$0.01	-0.00%	—	signal
22/07/26, 23:14	22/07/26, 23:14	short	65,841.50	65,841.50	$65.84	-$0.02	-0.00%	—	signal
22/07/26, 23:14	22/07/26, 23:14	long	65,841.90	65,841.90	$65.84	-$0.01	-0.00%	—	signal
22/07/26, 23:14	22/07/26, 23:14	short	65,835.00	65,835.00	$65.84	-$0.02	-0.00%	—	signal
22/07/26, 23:14	22/07/26, 23:14	short	65,825.10	65,825.10	$65.83	-$0.02	-0.00%	—	signal
22/07/26, 23:14	22/07/26, 23:14	long	65,829.70	65,829.70	$65.83	-$0.02	-0.00%	—	signal
22/07/26, 23:14	22/07/26, 23:14	long	65,830.00	65,830.00	$65.83	-$0.01	-0.00%	—	signal
22/07/26, 23:14	22/07/26, 23:14	long	65,864.00	65,864.00	$65.86	-$0.05	-0.00%	—	signal
22/07/26, 23:14	22/07/26, 23:14	long	65,895.90	65,895.90	$65.90	-$0.03	-0.00%	—	signal
22/07/26, 23:13	22/07/26, 23:13	long	65,904.20	65,904.20	$65.90	-$0.02	-0.00%	—	signal
22/07/26, 23:13	22/07/26, 23:13	long	65,910.00	65,910.00	$65.91	-$0.02	-0.00%	—	signal
22/07/26, 23:13	22/07/26, 23:13	long	65,912.00	65,912.00	$65.91	-$0.02	-0.00%	—	signal
22/07/26, 23:13	22/07/26, 23:13	long	65,924.30	65,924.30	$65.92	-$0.02	-0.00%	—	signal
22/07/26, 23:13	22/07/26, 23:13	long	65,932.00	65,932.00	$65.93	-$0.02	-0.00%	—	signal
22/07/26, 23:12	22/07/26, 23:12	long	65,956.10	65,956.10	$65.96	-$0.03	-0.00%	—	signal
22/07/26, 23:12	22/07/26, 23:12	short	65,954.00	65,954.00	$65.95	-$0.0019	-0.00%	—	signal
22/07/26, 23:12	22/07/26, 23:12	short	65,951.30	65,951.30	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:12	22/07/26, 23:12	long	65,965.90	65,965.90	$65.97	-$0.03	-0.00%	—	signal
22/07/26, 23:12	22/07/26, 23:12	long	65,961.40	65,961.40	$65.96	-$0.01	-0.00%	—	signal
22/07/26, 23:12	22/07/26, 23:12	long	65,956.60	65,956.60	$65.96	-$0.02	-0.00%	—	signal
22/07/26, 23:11	22/07/26, 23:11	long	65,983.00	65,983.00	$65.98	-$0.02	-0.00%	—	signal
22/07/26, 23:11	22/07/26, 23:11	long	65,990.00	65,990.00	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 23:11	22/07/26, 23:11	long	66,004.00	66,004.00	$66.00	-$0.02	-0.00%	—	signal
22/07/26, 23:11	22/07/26, 23:11	long	66,032.80	66,032.80	$66.03	-$0.05	-0.00%	—	signal
22/07/26, 23:07	22/07/26, 23:07	short	65,996.90	65,996.90	$66.00	-$0.03	-0.00%	—	signal
22/07/26, 23:06	22/07/26, 23:06	long	65,994.40	65,994.40	$65.99	-$0.005	-0.00%	—	signal
22/07/26, 23:05	22/07/26, 23:05	long	66,008.00	66,008.00	$66.01	-$0.02	-0.00%	—	signal
22/07/26, 23:05	22/07/26, 23:05	short	65,990.10	65,990.10	$65.99	-$0.03	-0.00%	—	signal
22/07/26, 23:05	22/07/26, 23:05	long	65,996.00	65,996.00	$66.00	-$0.02	-0.00%	—	signal
22/07/26, 23:04	22/07/26, 23:04	short	65,993.10	65,993.10	$65.99	-$0.01	-0.00%	—	signal
22/07/26, 23:04	22/07/26, 23:04	short	65,992.70	65,992.70	$65.99	-$0.01	-0.00%	—	signal
22/07/26, 23:04	22/07/26, 23:04	long	66,009.20	66,009.20	$66.01	-$0.02	-0.00%	—	signal
22/07/26, 23:04	22/07/26, 23:04	short	65,998.90	65,998.90	$66.00	-$0.02	-0.00%	—	signal
22/07/26, 23:04	22/07/26, 23:04	long	66,002.10	66,002.10	$66.00	-$0.0061	-0.00%	—	signal
22/07/26, 23:04	22/07/26, 23:04	short	66,001.20	66,001.20	$66.00	-$0.01	-0.00%	—	signal
22/07/26, 23:02	22/07/26, 23:02	long	66,020.50	66,020.50	$66.02	-$0.02	-0.00%	—	signal
22/07/26, 23:02	22/07/26, 23:02	long	66,008.50	66,008.50	$66.01	-$0.01	-0.00%	—	signal
22/07/26, 23:02	22/07/26, 23:02	long	66,006.60	66,006.60	$66.01	-$0.03	-0.00%	—	signal
22/07/26, 23:01	22/07/26, 23:01	short	65,987.80	65,987.80	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 23:01	22/07/26, 23:01	short	66,023.00	66,023.00	$66.02	-$0.0024	-0.00%	—	signal
22/07/26, 23:01	22/07/26, 23:01	long	66,009.60	66,009.60	$66.01	-$0.01	-0.00%	—	signal
22/07/26, 23:01	22/07/26, 23:01	short	66,006.00	66,006.00	$66.01	-$0.02	-0.00%	—	signal
22/07/26, 23:00	22/07/26, 23:00	long	66,019.50	66,019.50	$66.02	-$0.03	-0.00%	—	signal
22/07/26, 23:00	22/07/26, 23:00	short	66,006.00	66,006.00	$66.01	-$0.01	-0.00%	—	signal
22/07/26, 23:00	22/07/26, 23:00	short	66,004.00	66,004.00	$66.00	-$0.02	-0.00%	—	signal
22/07/26, 23:00	22/07/26, 23:00	long	66,022.40	66,022.40	$66.02	-$0.02	-0.00%	—	signal
22/07/26, 23:00	22/07/26, 23:00	short	66,021.00	66,021.00	$66.02	-$0.0087	-0.00%	—	signal
22/07/26, 22:59	22/07/26, 22:59	short	66,005.00	66,005.00	$66.01	-$0.01	-0.00%	—	signal
22/07/26, 22:57	22/07/26, 22:57	long	66,003.00	66,003.00	$66.00	-$0.01	-0.00%	—	signal
22/07/26, 22:55	22/07/26, 22:55	short	65,989.10	65,989.10	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 22:55	22/07/26, 22:55	long	66,002.80	66,002.80	$66.00	-$0.02	-0.00%	—	signal
22/07/26, 22:51	22/07/26, 22:51	short	65,973.50	65,973.50	$65.97	-$0.02	-0.00%	—	signal
22/07/26, 22:50	22/07/26, 22:50	short	65,993.80	65,993.80	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 22:49	22/07/26, 22:49	long	65,995.70	65,995.70	$66.00	-$0.02	-0.00%	—	signal
22/07/26, 22:49	22/07/26, 22:49	short	65,966.60	65,966.60	$65.97	-$0.02	-0.00%	—	signal
22/07/26, 22:49	22/07/26, 22:49	short	65,963.00	65,963.00	$65.96	-$0.02	-0.00%	—	signal
22/07/26, 22:48	22/07/26, 22:48	short	65,947.00	65,947.00	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 22:46	22/07/26, 22:46	short	65,918.60	65,918.60	$65.92	-$0.03	-0.00%	—	signal
22/07/26, 22:46	22/07/26, 22:46	long	65,927.30	65,927.30	$65.93	-$0.02	-0.00%	—	signal
22/07/26, 22:45	22/07/26, 22:45	short	65,911.00	65,911.00	$65.91	-$0.02	-0.00%	—	signal
22/07/26, 22:45	22/07/26, 22:45	long	65,913.00	65,913.00	$65.91	-$0.01	-0.00%	—	signal
22/07/26, 22:45	22/07/26, 22:45	long	65,928.10	65,928.10	$65.93	-$0.02	-0.00%	—	signal
22/07/26, 22:45	22/07/26, 22:45	short	65,917.60	65,917.60	$65.92	-$0.02	-0.00%	—	signal
22/07/26, 22:42	22/07/26, 22:42	long	65,920.00	65,920.00	$65.92	-$0.01	-0.00%	—	signal
22/07/26, 22:42	22/07/26, 22:42	long	65,931.60	65,931.60	$65.93	-$0.02	-0.00%	—	signal
22/07/26, 22:40	22/07/26, 22:40	short	65,903.00	65,903.00	$65.90	-$0.02	-0.00%	—	signal
22/07/26, 22:38	22/07/26, 22:38	long	65,929.60	65,929.60	$65.93	-$0.02	-0.00%	—	signal
22/07/26, 22:37	22/07/26, 22:37	long	65,942.60	65,942.60	$65.94	-$0.03	-0.00%	—	signal
22/07/26, 22:36	22/07/26, 22:36	short	65,912.70	65,912.70	$65.91	-$0.03	-0.00%	—	signal
22/07/26, 22:36	22/07/26, 22:36	short	65,912.80	65,912.80	$65.91	-$0.0045	-0.00%	—	signal
22/07/26, 22:36	22/07/26, 22:36	long	65,915.30	65,915.30	$65.92	-$0.02	-0.00%	—	signal
22/07/26, 22:35	22/07/26, 22:35	long	65,920.10	65,920.10	$65.92	-$0.02	-0.00%	—	signal
22/07/26, 22:35	22/07/26, 22:35	short	65,913.30	65,913.30	$65.91	-$0.02	-0.00%	—	signal
22/07/26, 22:35	22/07/26, 22:35	short	65,897.90	65,897.90	$65.90	-$0.02	-0.00%	—	signal
22/07/26, 22:35	22/07/26, 22:35	long	65,935.30	65,935.30	$65.94	-$0.02	-0.00%	—	signal
22/07/26, 22:34	22/07/26, 22:34	long	65,971.40	65,971.40	$65.97	-$0.02	-0.00%	—	signal
22/07/26, 22:33	22/07/26, 22:33	short	65,965.50	65,965.50	$65.97	-$0.02	-0.00%	—	signal
22/07/26, 22:33	22/07/26, 22:33	short	65,974.10	65,974.10	$65.97	-$0.02	-0.00%	—	signal
22/07/26, 22:32	22/07/26, 22:32	short	65,972.00	65,972.00	$65.97	-$0.02	-0.00%	—	signal
22/07/26, 22:31	22/07/26, 22:31	long	65,967.00	65,967.00	$65.97	-$0.02	-0.00%	—	signal
22/07/26, 22:31	22/07/26, 22:31	short	65,970.50	65,970.50	$65.97	-$0.02	-0.00%	—	signal
22/07/26, 22:31	22/07/26, 22:31	long	65,979.60	65,979.60	$65.98	-$0.02	-0.00%	—	signal
22/07/26, 22:30	22/07/26, 22:30	short	65,978.00	65,978.00	$65.98	-$0.01	-0.00%	—	signal
22/07/26, 22:28	22/07/26, 22:28	short	65,983.70	65,983.70	$65.98	-$0.02	-0.00%	—	signal
22/07/26, 22:27	22/07/26, 22:27	short	65,990.60	65,990.60	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 22:25	22/07/26, 22:25	long	65,982.00	65,982.00	$65.98	-$0.03	-0.00%	—	signal
22/07/26, 22:25	22/07/26, 22:25	short	65,964.80	65,964.80	$65.96	-$0.02	-0.00%	—	signal
22/07/26, 22:24	22/07/26, 22:24	short	65,934.90	65,934.90	$65.93	-$0.02	-0.00%	—	signal
22/07/26, 22:24	22/07/26, 22:24	long	65,946.70	65,946.70	$65.95	-$0.03	-0.00%	—	signal
22/07/26, 22:21	22/07/26, 22:21	short	65,901.60	65,901.60	$65.90	-$0.02	-0.00%	—	signal
22/07/26, 22:21	22/07/26, 22:21	long	65,918.60	65,918.60	$65.92	-$0.01	-0.00%	—	signal
22/07/26, 22:20	22/07/26, 22:20	short	65,934.90	65,934.90	$65.93	-$0.01	-0.00%	—	signal
22/07/26, 22:20	22/07/26, 22:20	long	65,950.00	65,950.00	$65.95	-$0.01	-0.00%	—	signal
22/07/26, 22:20	22/07/26, 22:20	long	65,961.00	65,961.00	$65.96	-$0.02	-0.00%	—	signal
22/07/26, 22:19	22/07/26, 22:19	long	65,962.70	65,962.70	$65.96	-$0.01	-0.00%	—	signal
22/07/26, 22:18	22/07/26, 22:18	long	65,991.40	65,991.40	$65.99	-$0.01	-0.00%	—	signal
22/07/26, 22:18	22/07/26, 22:18	long	65,991.00	65,991.00	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 22:16	22/07/26, 22:16	long	65,965.00	65,965.00	$65.97	-$0.01	-0.00%	—	signal
22/07/26, 22:16	22/07/26, 22:16	short	65,964.90	65,964.90	$65.96	-$0.01	-0.00%	—	signal
22/07/26, 22:15	22/07/26, 22:15	long	65,987.30	65,987.30	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 22:13	22/07/26, 22:13	long	65,984.60	65,984.60	$65.98	-$0.02	-0.00%	—	signal
22/07/26, 22:13	22/07/26, 22:13	short	65,978.20	65,978.20	$65.98	-$0.0098	-0.00%	—	signal
22/07/26, 22:13	22/07/26, 22:13	short	65,979.60	65,979.60	$65.98	-$0.02	-0.00%	—	signal
22/07/26, 22:13	22/07/26, 22:13	long	66,000.40	66,000.40	$66.00	-$0.03	-0.00%	—	signal
22/07/26, 22:12	22/07/26, 22:12	short	65,991.00	65,991.00	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 22:11	22/07/26, 22:11	long	65,983.40	65,983.40	$65.98	-$0.0088	-0.00%	—	signal
22/07/26, 22:11	22/07/26, 22:11	short	65,966.00	65,966.00	$65.97	-$0.02	-0.00%	—	signal
22/07/26, 22:11	22/07/26, 22:11	long	65,979.10	65,979.10	$65.98	-$0.02	-0.00%	—	signal
22/07/26, 22:08	22/07/26, 22:08	long	65,958.00	65,958.00	$65.96	-$0.02	-0.00%	—	signal
22/07/26, 22:08	22/07/26, 22:08	short	65,959.50	65,959.50	$65.96	-$0.01	-0.00%	—	signal
22/07/26, 22:07	22/07/26, 22:07	long	65,962.40	65,962.40	$65.96	-$0.01	-0.00%	—	signal
22/07/26, 22:07	22/07/26, 22:07	short	65,978.50	65,978.50	$65.98	-$0.01	-0.00%	—	signal
22/07/26, 22:07	22/07/26, 22:07	long	66,010.90	66,010.90	$66.01	-$0.03	-0.00%	—	signal
22/07/26, 22:06	22/07/26, 22:06	short	66,004.80	66,004.80	$66.00	-$0.02	-0.00%	—	signal
22/07/26, 22:05	22/07/26, 22:05	short	65,975.50	65,975.50	$65.98	-$0.01	-0.00%	—	signal
22/07/26, 22:01	22/07/26, 22:01	short	65,961.10	65,961.10	$65.96	-$0.02	-0.00%	—	signal
22/07/26, 22:01	22/07/26, 22:01	long	66,004.80	66,004.80	$66.00	-$0.03	-0.00%	—	signal
22/07/26, 22:00	22/07/26, 22:00	long	66,018.00	66,018.00	$66.02	-$0.02	-0.00%	—	signal
22/07/26, 22:00	22/07/26, 22:00	long	66,027.80	66,027.80	$66.03	-$0.03	-0.00%	—	signal
22/07/26, 22:00	22/07/26, 22:00	short	66,022.00	66,022.00	$66.02	-$0.02	-0.00%	—	signal
22/07/26, 22:00	22/07/26, 22:00	short	65,999.60	65,999.60	$66.00	-$0.02	-0.00%	—	signal
22/07/26, 22:00	22/07/26, 22:00	short	65,990.60	65,990.60	$65.99	-$0.03	-0.00%	—	signal
22/07/26, 22:00	22/07/26, 22:00	short	65,969.10	65,969.10	$65.97	-$0.03	-0.00%	—	signal
22/07/26, 22:00	22/07/26, 22:00	long	65,964.00	65,964.00	$65.96	+$0.0094	+0.00%	—	signal
22/07/26, 22:00	22/07/26, 22:00	long	66,036.80	66,036.80	$66.04	-$0.04	-0.00%	—	signal
22/07/26, 21:59	22/07/26, 21:59	short	66,029.70	66,029.70	$66.03	-$0.02	-0.00%	—	signal
22/07/26, 21:59	22/07/26, 21:59	short	66,028.00	66,028.00	$66.03	-$0.01	-0.00%	—	signal

Métricas por símbolo

a régua do torneio, símbolo a símbolo

Símbolo	Tier	Retorno total	CAGR	Sharpe	Sortino	Max DD	Duração DD	Win rate	Profit factor	Payoff	Trades	Exposição	Turnover	Volume total	Fees pagas
BTCUSDT	LARGE	-0.1%	-31.4%	-29.30	-2.76	0.1%	1d	0.5%	0.00	0.25	404	100.0%	2.7×	$26.5K	$5.31
ETHUSDT	LARGE	-0.0%	-0.3%	-13.89	-2.24	0.0%	0d	1.4%	0.00	0.29	1,013	98.1%	0.2×	$1,922.85	$0.38

Funciona melhor por tamanho de ativo?

média das métricas-chave por tier — LARGE vs MID vs LOW

Comparação por tier disponível quando o relatório cobrir 2+ tiers.

Live

estado de execução em produção

Aguardando conexão live — posições abertas, PnL ativo e risco máximo aparecem aqui quando o bot subir no VPS (Fase 3).

Posições abertas

SímboloLadoQtdEntradauPnL

PnL do dia

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pré-cashback · bps de volume

Risco

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