n_s10_obi_volgen_s12N · Neutrabacktestrelatório · 24 de jul. de 2026, 01:17

S10 OBI Volume-Gen + S12 Toxicity Guard

S10 com o guard de toxicidade S12 por cima — testa se o widening/shrinking por markout melhora o PnL do gerador de volume.

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":22218.707714806726,"volume_per_capital":2.2218707714806727,"n_fills":339,"pnl_pre_cashback":-11.43571682981514,"pnl_pre_cashback_bps":-5.146886568112279,"fees_paid":4.44374154296135,"cashback":2.6662449257768097,"pnl_net":-8.76947190403833,"markout_1s_bps":0.19697537370972423,"markout_5s_bps":-1.7005547855277454,"markout_30s_bps":-1.814769034042046,"inventory_max_abs":0.010000000000000002,"inventory_rms":0.004240565297205149,"orders_per_min":59.88782708412969,"two_sided_uptime_pct":99.9965250267573},"ETHUSDT":{"volume_quote":1798.3009896810565,"volume_per_capital":0.17983009896810564,"n_fills":948,"pnl_pre_cashback":-0.30188439591745525,"pnl_pre_cashback_bps":-1.6787200677179013,"fees_paid":0.3596601979362119,"cashback":0.21579611876172713,"pnl_net":-0.08608827715572812,"markout_1s_bps":0.30327126207143323,"markout_5s_bps":-0.9609210652065079,"markout_30s_bps":-1.0437074028011344,"inventory_max_abs":0.014523091322764047,"inventory_rms":0.0034004912347677723,"orders_per_min":102.26371423452564,"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) + guard de toxicidade S12.

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$24.02K$0.02/dia · 1195087d de backtest

Cashback estimado▲ recebe

+$2.88+$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$22,219

Volume gerado · estratégia$24,0172 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-31.9%

Sharpe-31.67

Sortino-2.84

Max DD0.1%

Duração DD1d

Blotter

histórico de operações · BTCUSDT

339 tradesentry desc

Entrada	Saída	Lado	Entry	Exit	Notional	PnL	PnL %	R	Saída por
23/07/26, 17:57	23/07/26, 17:57	long	64,750.90	64,750.90	$64.75	-$0.01	-0.00%	—	signal
23/07/26, 17:57	23/07/26, 17:57	long	64,766.70	64,766.70	$64.77	-$0.03	-0.00%	—	signal
23/07/26, 17:56	23/07/26, 17:56	short	64,751.80	64,751.80	$64.75	-$0.01	-0.00%	—	signal
23/07/26, 17:55	23/07/26, 17:55	short	64,780.60	64,780.60	$64.78	-$0.02	-0.00%	—	signal
23/07/26, 17:54	23/07/26, 17:54	short	64,798.70	64,798.70	$64.80	-$0.01	-0.00%	—	signal
23/07/26, 17:54	23/07/26, 17:54	long	64,801.60	64,801.60	$64.80	-$0.02	-0.00%	—	signal
23/07/26, 17:53	23/07/26, 17:53	short	64,779.50	64,779.50	$64.78	-$0.02	-0.00%	—	signal
23/07/26, 17:52	23/07/26, 17:52	long	64,818.50	64,818.50	$64.82	-$0.02	-0.00%	—	signal
23/07/26, 17:52	23/07/26, 17:52	short	64,791.50	64,791.50	$64.79	-$0.03	-0.00%	—	signal
23/07/26, 17:52	23/07/26, 17:52	short	64,786.30	64,786.30	$64.79	-$0.02	-0.00%	—	signal
23/07/26, 17:51	23/07/26, 17:51	long	64,811.20	64,811.20	$64.81	-$0.01	-0.00%	—	signal
23/07/26, 17:51	23/07/26, 17:51	long	64,813.30	64,813.30	$64.81	-$0.02	-0.00%	—	signal
23/07/26, 17:50	23/07/26, 17:50	long	64,811.90	64,811.90	$64.81	-$0.01	-0.00%	—	signal
23/07/26, 17:50	23/07/26, 17:50	long	64,811.90	64,811.90	$64.81	-$0.01	-0.00%	—	signal
23/07/26, 17:49	23/07/26, 17:49	long	64,839.60	64,839.60	$64.84	-$0.03	-0.00%	—	signal
23/07/26, 17:48	23/07/26, 17:48	long	64,829.00	64,829.00	$64.83	-$0.0076	-0.00%	—	signal
23/07/26, 17:48	23/07/26, 17:48	short	64,807.30	64,807.30	$64.81	-$0.03	-0.00%	—	signal
23/07/26, 17:48	23/07/26, 17:48	long	64,831.30	64,831.30	$64.83	-$0.02	-0.00%	—	signal
23/07/26, 17:48	23/07/26, 17:48	short	64,809.20	64,809.20	$64.81	-$0.03	-0.00%	—	signal
23/07/26, 17:47	23/07/26, 17:47	long	64,820.60	64,820.60	$64.82	-$0.02	-0.00%	—	signal
23/07/26, 17:47	23/07/26, 17:47	long	64,824.00	64,824.00	$64.82	-$0.03	-0.00%	—	signal
23/07/26, 17:46	23/07/26, 17:46	long	64,827.30	64,827.30	$64.83	-$0.02	-0.00%	—	signal
23/07/26, 17:45	23/07/26, 17:45	long	64,821.70	64,821.70	$64.82	-$0.02	-0.00%	—	signal
23/07/26, 17:45	23/07/26, 17:45	short	64,795.80	64,795.80	$64.80	-$0.02	-0.00%	—	signal
23/07/26, 17:44	23/07/26, 17:44	long	64,808.70	64,808.70	$64.81	-$0.01	-0.00%	—	signal
23/07/26, 17:41	23/07/26, 17:41	long	64,787.00	64,787.00	$64.79	-$0.02	-0.00%	—	signal
23/07/26, 17:40	23/07/26, 17:40	short	64,777.70	64,777.70	$64.78	-$0.02	-0.00%	—	signal
23/07/26, 17:40	23/07/26, 17:40	short	64,777.00	64,777.00	$64.78	-$0.02	-0.00%	—	signal
23/07/26, 17:40	23/07/26, 17:40	short	64,774.30	64,774.30	$64.77	-$0.03	-0.00%	—	signal
23/07/26, 17:39	23/07/26, 17:39	long	64,795.20	64,795.20	$58.37	-$0.01	-0.00%	—	signal
23/07/26, 17:38	23/07/26, 17:38	short	64,783.70	64,783.70	$64.78	-$0.01	-0.00%	—	signal
23/07/26, 17:38	23/07/26, 17:38	short	64,781.80	64,781.80	$64.78	-$0.02	-0.00%	—	signal
23/07/26, 17:38	23/07/26, 17:38	long	64,783.50	64,783.50	$16.20	-$0.0038	-0.00%	—	signal
23/07/26, 17:38	23/07/26, 17:38	short	64,778.30	64,778.30	$64.78	-$0.03	-0.00%	—	signal
23/07/26, 17:38	23/07/26, 17:38	short	64,770.60	64,770.60	$64.77	-$0.02	-0.00%	—	signal
23/07/26, 17:37	23/07/26, 17:37	short	64,785.60	64,785.60	$64.79	-$0.02	-0.00%	—	signal
23/07/26, 17:37	23/07/26, 17:37	short	64,788.50	64,788.50	$64.79	-$0.02	-0.00%	—	signal
23/07/26, 17:37	23/07/26, 17:37	short	64,780.40	64,780.40	$64.78	-$0.02	-0.00%	—	signal
23/07/26, 17:36	23/07/26, 17:36	short	64,806.00	64,806.00	$64.81	-$0.02	-0.00%	—	signal
23/07/26, 17:36	23/07/26, 17:36	short	64,807.70	64,807.70	$64.81	-$0.02	-0.00%	—	signal
23/07/26, 17:36	23/07/26, 17:36	short	64,799.90	64,799.90	$64.80	-$0.02	-0.00%	—	signal
23/07/26, 17:36	23/07/26, 17:36	short	64,798.50	64,798.50	$64.80	-$0.01	-0.00%	—	signal
23/07/26, 17:36	23/07/26, 17:36	short	64,805.90	64,805.90	$64.81	-$0.01	-0.00%	—	signal
23/07/26, 17:36	23/07/26, 17:36	short	64,803.80	64,803.80	$64.80	-$0.01	-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, 11:02	23/07/26, 11:02	short	65,654.60	65,654.60	$65.65	-$0.03	-0.00%	—	signal
23/07/26, 11:02	23/07/26, 11:02	long	65,666.50	65,666.50	$65.67	-$0.03	-0.00%	—	signal
23/07/26, 11:02	23/07/26, 11:02	long	65,669.80	65,669.80	$65.67	-$0.02	-0.00%	—	signal
23/07/26, 11:02	23/07/26, 11:02	long	65,674.20	65,674.20	$65.67	-$0.02	-0.00%	—	signal
23/07/26, 11:00	23/07/26, 11:00	short	65,701.30	65,701.30	$65.70	-$0.01	-0.00%	—	signal
23/07/26, 10:58	23/07/26, 10:58	long	65,692.10	65,692.10	$65.69	-$0.01	-0.00%	—	signal
23/07/26, 10:57	23/07/26, 10:57	long	65,686.80	65,686.80	$65.69	-$0.01	-0.00%	—	signal
23/07/26, 10:57	23/07/26, 10:57	long	65,702.10	65,702.10	$65.70	-$0.02	-0.00%	—	signal
23/07/26, 10:57	23/07/26, 10:57	long	65,706.00	65,706.00	$65.71	-$0.02	-0.00%	—	signal
23/07/26, 10:57	23/07/26, 10:57	long	65,703.40	65,703.40	$65.70	-$0.01	-0.00%	—	signal
23/07/26, 10:56	23/07/26, 10:56	short	65,690.00	65,690.00	$65.69	-$0.02	-0.00%	—	signal
23/07/26, 10:55	23/07/26, 10:55	short	65,693.90	65,693.90	$65.69	-$0.01	-0.00%	—	signal
23/07/26, 10:55	23/07/26, 10:55	short	65,696.20	65,696.20	$65.70	-$0.02	-0.00%	—	signal
23/07/26, 10:52	23/07/26, 10:52	short	65,704.90	65,704.90	$65.70	-$0.02	-0.00%	—	signal
23/07/26, 10:52	23/07/26, 10:52	long	65,726.10	65,726.10	$65.73	-$0.03	-0.00%	—	signal
23/07/26, 10:51	23/07/26, 10:51	long	65,743.60	65,743.60	$65.74	-$0.01	-0.00%	—	signal
23/07/26, 10:48	23/07/26, 10:48	long	65,746.30	65,746.30	$65.75	-$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	65,745.90	65,745.90	$65.75	-$0.01	-0.00%	—	signal
23/07/26, 10:46	23/07/26, 10:46	short	65,753.20	65,753.20	$65.75	-$0.01	-0.00%	—	signal
23/07/26, 10:27	23/07/26, 10:27	short	65,722.80	65,722.80	$65.72	-$0.02	-0.00%	—	signal
23/07/26, 10:26	23/07/26, 10:26	short	65,720.70	65,720.70	$65.72	-$0.01	-0.00%	—	signal
23/07/26, 10:24	23/07/26, 10:24	short	65,670.00	65,670.00	$65.67	-$0.02	-0.00%	—	signal
23/07/26, 10:23	23/07/26, 10:23	long	65,660.40	65,660.40	$65.66	-$0.02	-0.00%	—	signal
23/07/26, 10:23	23/07/26, 10:23	long	65,672.30	65,672.30	$65.67	-$0.04	-0.00%	—	signal
23/07/26, 10:22	23/07/26, 10:22	long	65,670.00	65,670.00	$65.67	-$0.02	-0.00%	—	signal
23/07/26, 10:21	23/07/26, 10:21	short	65,643.80	65,643.80	$65.64	-$0.02	-0.00%	—	signal
23/07/26, 10:21	23/07/26, 10:21	long	65,651.20	65,651.20	$65.65	-$0.02	-0.00%	—	signal
23/07/26, 10:20	23/07/26, 10:20	short	65,646.00	65,646.00	$65.65	-$0.02	-0.00%	—	signal
23/07/26, 10:20	23/07/26, 10:20	long	65,657.30	65,657.30	$65.66	-$0.02	-0.00%	—	signal
23/07/26, 10:20	23/07/26, 10:20	short	65,652.50	65,652.50	$65.65	-$0.02	-0.00%	—	signal
23/07/26, 10:18	23/07/26, 10:18	short	65,675.40	65,675.40	$65.68	-$0.01	-0.00%	—	signal
23/07/26, 10:17	23/07/26, 10:17	long	65,676.30	65,676.30	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 10:16	23/07/26, 10:16	short	65,682.80	65,682.80	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 10:16	23/07/26, 10:16	short	65,671.70	65,671.70	$65.67	-$0.02	-0.00%	—	signal
23/07/26, 10:15	23/07/26, 10:15	short	65,690.50	65,690.50	$65.69	-$0.01	-0.00%	—	signal
23/07/26, 10:15	23/07/26, 10:15	long	65,682.20	65,682.20	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 10:15	23/07/26, 10:15	long	65,686.40	65,686.40	$65.69	-$0.02	-0.00%	—	signal
23/07/26, 10:15	23/07/26, 10:15	long	65,688.00	65,688.00	$65.69	-$0.02	-0.00%	—	signal
23/07/26, 10:15	23/07/26, 10:15	long	65,691.80	65,691.80	$65.69	-$0.02	-0.00%	—	signal
23/07/26, 10:13	23/07/26, 10:13	short	65,658.10	65,658.10	$65.66	-$0.03	-0.00%	—	signal
23/07/26, 10:12	23/07/26, 10:12	long	65,680.50	65,680.50	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 10:12	23/07/26, 10:12	short	65,661.00	65,661.00	$65.66	-$0.02	-0.00%	—	signal
23/07/26, 10:11	23/07/26, 10:11	short	65,658.60	65,658.60	$65.66	-$0.02	-0.00%	—	signal
23/07/26, 10:11	23/07/26, 10:11	long	65,657.20	65,657.20	$65.66	-$0.02	-0.00%	—	signal
23/07/26, 10:10	23/07/26, 10:10	long	65,663.60	65,663.60	$65.66	-$0.02	-0.00%	—	signal
23/07/26, 10:10	23/07/26, 10:10	long	65,661.60	65,661.60	$65.66	-$0.02	-0.00%	—	signal
23/07/26, 10:09	23/07/26, 10:09	short	65,645.20	65,645.20	$65.65	-$0.03	-0.00%	—	signal
23/07/26, 10:08	23/07/26, 10:08	long	65,653.90	65,653.90	$65.65	-$0.02	-0.00%	—	signal
23/07/26, 10:07	23/07/26, 10:07	short	65,629.70	65,629.70	$65.63	-$0.02	-0.00%	—	signal
23/07/26, 10:07	23/07/26, 10:07	long	65,635.60	65,635.60	$65.64	-$0.01	-0.00%	—	signal
23/07/26, 10:07	23/07/26, 10:07	long	65,639.80	65,639.80	$65.64	-$0.02	-0.00%	—	signal
23/07/26, 10:06	23/07/26, 10:06	short	65,640.80	65,640.80	$65.64	-$0.02	-0.00%	—	signal
23/07/26, 10:05	23/07/26, 10:05	short	65,653.80	65,653.80	$65.65	-$0.02	-0.00%	—	signal
23/07/26, 10:05	23/07/26, 10:05	short	65,638.20	65,638.20	$65.64	-$0.03	-0.00%	—	signal
23/07/26, 10:05	23/07/26, 10:05	short	65,637.50	65,637.50	$65.64	-$0.01	-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	65,590.90	65,590.90	$65.59	-$0.02	-0.00%	—	signal
23/07/26, 10:02	23/07/26, 10:02	short	65,580.40	65,580.40	$65.58	-$0.02	-0.00%	—	signal
23/07/26, 10:02	23/07/26, 10:02	short	65,576.60	65,576.60	$65.58	-$0.02	-0.00%	—	signal
23/07/26, 10:01	23/07/26, 10:01	long	65,563.80	65,563.80	$65.56	-$0.02	-0.00%	—	signal
23/07/26, 10:00	23/07/26, 10:00	long	65,583.80	65,583.80	$65.58	-$0.02	-0.00%	—	signal
23/07/26, 10:00	23/07/26, 10:00	long	65,586.00	65,586.00	$65.59	-$0.02	-0.00%	—	signal
23/07/26, 10:00	23/07/26, 10:00	long	65,619.90	65,619.90	$65.62	-$0.03	-0.00%	—	signal
23/07/26, 09:59	23/07/26, 09:59	short	65,601.30	65,601.30	$65.60	-$0.02	-0.00%	—	signal
23/07/26, 09:59	23/07/26, 09:59	short	65,593.20	65,593.20	$65.59	-$0.02	-0.00%	—	signal
23/07/26, 09:58	23/07/26, 09:58	long	65,642.30	65,642.30	$65.64	-$0.02	-0.00%	—	signal
23/07/26, 09:55	23/07/26, 09:55	long	65,635.10	65,635.10	$65.64	-$0.02	-0.00%	—	signal
23/07/26, 09:54	23/07/26, 09:54	short	65,636.20	65,636.20	$65.64	-$0.02	-0.00%	—	signal
23/07/26, 09:54	23/07/26, 09:54	short	65,656.40	65,656.40	$65.66	-$0.02	-0.00%	—	signal
23/07/26, 09:54	23/07/26, 09:54	long	65,657.10	65,657.10	$65.66	-$0.0097	-0.00%	—	signal
23/07/26, 09:54	23/07/26, 09:54	long	65,660.30	65,660.30	$65.66	-$0.01	-0.00%	—	signal
23/07/26, 09:54	23/07/26, 09:54	short	65,653.20	65,653.20	$65.65	-$0.02	-0.00%	—	signal
23/07/26, 09:54	23/07/26, 09:54	long	65,669.80	65,669.80	$65.67	-$0.03	-0.00%	—	signal
23/07/26, 09:52	23/07/26, 09:52	long	65,635.00	65,635.00	$65.64	-$0.01	-0.00%	—	signal
23/07/26, 09:52	23/07/26, 09:52	short	65,644.80	65,644.80	$65.64	-$0.01	-0.00%	—	signal
23/07/26, 09:51	23/07/26, 09:51	short	65,638.20	65,638.20	$65.64	-$0.02	-0.00%	—	signal
23/07/26, 09:51	23/07/26, 09:51	long	65,641.50	65,641.50	$65.64	-$0.02	-0.00%	—	signal
23/07/26, 09:51	23/07/26, 09:51	long	65,650.20	65,650.20	$65.65	-$0.02	-0.00%	—	signal
23/07/26, 09:51	23/07/26, 09:51	long	65,659.70	65,659.70	$65.66	-$0.02	-0.00%	—	signal
23/07/26, 09:49	23/07/26, 09:49	long	65,676.70	65,676.70	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 09:48	23/07/26, 09:48	long	65,676.70	65,676.70	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 09:48	23/07/26, 09:48	long	65,677.80	65,677.80	$65.68	-$0.01	-0.00%	—	signal
23/07/26, 09:48	23/07/26, 09:48	long	65,680.00	65,680.00	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 09:47	23/07/26, 09:47	long	65,675.50	65,675.50	$65.68	-$0.01	-0.00%	—	signal
23/07/26, 09:46	23/07/26, 09:46	long	65,689.50	65,689.50	$65.69	-$0.02	-0.00%	—	signal
23/07/26, 09:43	23/07/26, 09:43	short	65,687.50	65,687.50	$65.69	-$0.02	-0.00%	—	signal
23/07/26, 09:43	23/07/26, 09:43	short	65,678.70	65,678.70	$65.68	-$0.03	-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	65,696.90	65,696.90	$65.70	-$0.02	-0.00%	—	signal
23/07/26, 09:42	23/07/26, 09:42	short	65,689.40	65,689.40	$65.69	-$0.02	-0.00%	—	signal
23/07/26, 09:42	23/07/26, 09:42	short	65,685.30	65,685.30	$65.69	-$0.02	-0.00%	—	signal
23/07/26, 09:37	23/07/26, 09:37	long	65,682.70	65,682.70	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 09:37	23/07/26, 09:37	short	65,674.90	65,674.90	$65.67	-$0.02	-0.00%	—	signal
23/07/26, 09:37	23/07/26, 09:37	short	65,661.20	65,661.20	$65.66	-$0.02	-0.00%	—	signal
23/07/26, 09:35	23/07/26, 09:35	short	65,666.00	65,666.00	$65.67	-$0.01	-0.00%	—	signal
23/07/26, 09:35	23/07/26, 09:35	long	65,664.40	65,664.40	$65.66	-$0.01	-0.00%	—	signal
23/07/26, 09:35	23/07/26, 09:35	long	65,666.80	65,666.80	$65.67	-$0.01	-0.00%	—	signal
23/07/26, 09:33	23/07/26, 09:33	long	65,687.20	65,687.20	$65.69	-$0.0081	-0.00%	—	signal
23/07/26, 09:33	23/07/26, 09:33	short	65,680.60	65,680.60	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 09:31	23/07/26, 09:31	short	65,700.30	65,700.30	$65.70	-$0.02	-0.00%	—	signal
23/07/26, 09:31	23/07/26, 09:31	short	65,683.70	65,683.70	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 09:30	23/07/26, 09:30	long	65,684.70	65,684.70	$65.68	-$0.02	-0.00%	—	signal
23/07/26, 09:30	23/07/26, 09:30	short	65,667.90	65,667.90	$65.67	-$0.03	-0.00%	—	signal
23/07/26, 09:30	23/07/26, 09:30	long	65,678.90	65,678.90	$65.68	-$0.01	-0.00%	—	signal
23/07/26, 09:30	23/07/26, 09:30	short	65,673.30	65,673.30	$65.67	-$0.02	-0.00%	—	signal
23/07/26, 09:30	23/07/26, 09:30	long	65,693.70	65,693.70	$65.69	-$0.02	-0.00%	—	signal
23/07/26, 09:30	23/07/26, 09:30	short	65,692.30	65,692.30	$65.69	-$0.01	-0.00%	—	signal
23/07/26, 09:29	23/07/26, 09:29	short	65,688.90	65,688.90	$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	65,643.20	65,643.20	$65.64	-$0.12	-0.00%	—	signal
23/07/26, 06:16	23/07/26, 06:16	long	65,681.00	65,681.00	$65.68	-$0.05	-0.00%	—	signal
23/07/26, 05:36	23/07/26, 05:36	long	65,720.70	65,720.70	$65.72	-$0.03	-0.00%	—	signal
23/07/26, 05:30	23/07/26, 05:30	short	65,587.00	65,587.00	$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	65,634.90	65,634.90	$65.63	-$0.05	-0.00%	—	signal
23/07/26, 03:38	23/07/26, 03:38	long	65,728.00	65,728.00	$65.73	-$0.08	-0.00%	—	signal
23/07/26, 03:03	23/07/26, 03:03	short	65,727.50	65,727.50	$65.73	-$0.04	-0.00%	—	signal
23/07/26, 02:15	23/07/26, 02:15	long	65,836.70	65,836.70	$65.84	-$0.12	-0.00%	—	signal
23/07/26, 01:32	23/07/26, 01:32	long	66,044.60	66,044.60	$66.04	-$0.22	-0.00%	—	signal
23/07/26, 01:01	23/07/26, 01:01	long	66,233.60	66,233.60	$66.23	-$0.20	-0.00%	—	signal
23/07/26, 00:28	23/07/26, 00:28	short	66,132.10	66,132.10	$66.13	-$0.11	-0.00%	—	signal
22/07/26, 23:57	22/07/26, 23:57	short	66,077.30	66,077.30	$66.08	-$0.02	-0.00%	—	signal
22/07/26, 23:57	22/07/26, 23:57	long	66,081.40	66,081.40	$66.08	-$0.02	-0.00%	—	signal
22/07/26, 23:56	22/07/26, 23:56	short	66,061.40	66,061.40	$66.06	-$0.04	-0.00%	—	signal
22/07/26, 23:56	22/07/26, 23:56	short	66,044.30	66,044.30	$66.04	-$0.02	-0.00%	—	signal
22/07/26, 23:54	22/07/26, 23:54	long	66,031.80	66,031.80	$66.03	-$0.03	-0.00%	—	signal
22/07/26, 23:50	22/07/26, 23:50	short	65,990.90	65,990.90	$65.99	-$0.01	-0.00%	—	signal
22/07/26, 23:50	22/07/26, 23:50	long	65,996.80	65,996.80	$66.00	-$0.02	-0.00%	—	signal
22/07/26, 23:50	22/07/26, 23:50	short	65,989.60	65,989.60	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 23:50	22/07/26, 23:50	short	65,991.30	65,991.30	$65.99	-$0.01	-0.00%	—	signal
22/07/26, 23:50	22/07/26, 23:50	short	65,988.60	65,988.60	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 23:49	22/07/26, 23:49	short	65,995.40	65,995.40	$66.00	-$0.01	-0.00%	—	signal
22/07/26, 23:47	22/07/26, 23:47	long	65,986.80	65,986.80	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 23:45	22/07/26, 23:45	short	65,952.90	65,952.90	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:45	22/07/26, 23:45	long	65,947.70	65,947.70	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:45	22/07/26, 23:45	short	65,943.20	65,943.20	$65.94	-$0.02	-0.00%	—	signal
22/07/26, 23:45	22/07/26, 23:45	short	65,938.70	65,938.70	$65.94	-$0.02	-0.00%	—	signal
22/07/26, 23:45	22/07/26, 23:45	long	65,949.80	65,949.80	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:40	22/07/26, 23:40	short	65,939.70	65,939.70	$65.94	-$0.01	-0.00%	—	signal
22/07/26, 23:39	22/07/26, 23:39	long	65,947.10	65,947.10	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:38	22/07/26, 23:38	short	65,932.90	65,932.90	$65.93	-$0.02	-0.00%	—	signal
22/07/26, 23:37	22/07/26, 23:37	short	65,930.00	65,930.00	$65.93	-$0.02	-0.00%	—	signal
22/07/26, 23:37	22/07/26, 23:37	short	65,928.10	65,928.10	$65.93	-$0.02	-0.00%	—	signal
22/07/26, 23:37	22/07/26, 23:37	long	65,944.00	65,944.00	$65.94	-$0.02	-0.00%	—	signal
22/07/26, 23:36	22/07/26, 23:36	long	65,943.50	65,943.50	$65.94	-$0.02	-0.00%	—	signal
22/07/26, 23:35	22/07/26, 23:35	short	65,919.40	65,919.40	$65.92	-$0.02	-0.00%	—	signal
22/07/26, 23:34	22/07/26, 23:34	long	65,953.70	65,953.70	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:33	22/07/26, 23:33	long	65,955.00	65,955.00	$65.96	-$0.03	-0.00%	—	signal
22/07/26, 23:32	22/07/26, 23:32	short	65,955.00	65,955.00	$65.96	-$0.01	-0.00%	—	signal
22/07/26, 23:29	22/07/26, 23:29	long	65,953.20	65,953.20	$65.95	-$0.03	-0.00%	—	signal
22/07/26, 23:29	22/07/26, 23:29	long	65,957.60	65,957.60	$65.96	-$0.03	-0.00%	—	signal
22/07/26, 23:29	22/07/26, 23:29	short	65,947.30	65,947.30	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:29	22/07/26, 23:29	long	65,947.70	65,947.70	$65.95	-$0.01	-0.00%	—	signal
22/07/26, 23:28	22/07/26, 23:28	short	65,942.80	65,942.80	$65.94	-$0.02	-0.00%	—	signal
22/07/26, 23:28	22/07/26, 23:28	long	65,957.50	65,957.50	$65.96	-$0.02	-0.00%	—	signal
22/07/26, 23:28	22/07/26, 23:28	short	65,950.30	65,950.30	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:28	22/07/26, 23:28	short	65,950.30	65,950.30	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:27	22/07/26, 23:27	long	65,965.80	65,965.80	$65.97	-$0.03	-0.00%	—	signal
22/07/26, 23:26	22/07/26, 23:26	long	65,947.40	65,947.40	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:26	22/07/26, 23:26	long	65,940.80	65,940.80	$65.94	-$0.0094	-0.00%	—	signal
22/07/26, 23:25	22/07/26, 23:25	short	65,902.20	65,902.20	$65.90	-$0.03	-0.00%	—	signal
22/07/26, 23:25	22/07/26, 23:25	long	65,910.60	65,910.60	$65.91	-$0.02	-0.00%	—	signal
22/07/26, 23:25	22/07/26, 23:25	short	65,929.90	65,929.90	$65.93	-$0.02	-0.00%	—	signal
22/07/26, 23:24	22/07/26, 23:24	short	65,924.00	65,924.00	$65.92	-$0.02	-0.00%	—	signal
22/07/26, 23:23	22/07/26, 23:23	short	65,928.50	65,928.50	$65.93	-$0.02	-0.00%	—	signal
22/07/26, 23:21	22/07/26, 23:21	short	65,925.50	65,925.50	$65.93	-$0.02	-0.00%	—	signal
22/07/26, 23:21	22/07/26, 23:21	short	65,898.10	65,898.10	$65.90	-$0.02	-0.00%	—	signal
22/07/26, 23:20	22/07/26, 23:20	short	65,850.30	65,850.30	$65.85	-$0.03	-0.00%	—	signal
22/07/26, 23:19	22/07/26, 23:19	short	65,852.70	65,852.70	$65.85	-$0.02	-0.00%	—	signal
22/07/26, 23:19	22/07/26, 23:19	short	65,839.60	65,839.60	$65.84	-$0.03	-0.00%	—	signal
22/07/26, 23:19	22/07/26, 23:19	short	65,845.10	65,845.10	$65.85	-$0.03	-0.00%	—	signal
22/07/26, 23:18	22/07/26, 23:18	short	65,818.90	65,818.90	$65.82	-$0.02	-0.00%	—	signal
22/07/26, 23:18	22/07/26, 23:18	short	65,804.60	65,804.60	$65.80	-$0.02	-0.00%	—	signal
22/07/26, 23:18	22/07/26, 23:18	long	65,811.00	65,811.00	$65.81	-$0.02	-0.00%	—	signal
22/07/26, 23:17	22/07/26, 23:17	short	65,858.50	65,858.50	$65.86	-$0.02	-0.00%	—	signal
22/07/26, 23:17	22/07/26, 23:17	short	65,859.10	65,859.10	$65.86	-$0.02	-0.00%	—	signal
22/07/26, 23:17	22/07/26, 23:17	long	65,880.70	65,880.70	$65.88	-$0.03	-0.00%	—	signal
22/07/26, 23:16	22/07/26, 23:16	long	65,880.80	65,880.80	$65.88	-$0.03	-0.00%	—	signal
22/07/26, 23:16	22/07/26, 23:16	long	65,863.50	65,863.50	$65.86	-$0.01	-0.00%	—	signal
22/07/26, 23:15	22/07/26, 23:15	short	65,867.60	65,867.60	$65.87	-$0.01	-0.00%	—	signal
22/07/26, 23:15	22/07/26, 23:15	long	65,866.90	65,866.90	$65.87	-$0.01	-0.00%	—	signal
22/07/26, 23:14	22/07/26, 23:14	short	65,841.70	65,841.70	$65.84	-$0.02	-0.00%	—	signal
22/07/26, 23:14	22/07/26, 23:14	long	65,841.60	65,841.60	$65.84	-$0.01	-0.00%	—	signal
22/07/26, 23:14	22/07/26, 23:14	short	65,825.20	65,825.20	$65.83	-$0.02	-0.00%	—	signal
22/07/26, 23:14	22/07/26, 23:14	long	65,829.40	65,829.40	$65.83	-$0.02	-0.00%	—	signal
22/07/26, 23:14	22/07/26, 23:14	long	65,846.30	65,846.30	$65.85	-$0.03	-0.00%	—	signal
22/07/26, 23:14	22/07/26, 23:14	long	65,861.30	65,861.30	$65.86	-$0.04	-0.00%	—	signal
22/07/26, 23:14	22/07/26, 23:14	long	65,895.60	65,895.60	$65.90	-$0.03	-0.00%	—	signal
22/07/26, 23:13	22/07/26, 23:13	long	65,903.90	65,903.90	$65.90	-$0.02	-0.00%	—	signal
22/07/26, 23:13	22/07/26, 23:13	long	65,910.90	65,910.90	$65.91	-$0.02	-0.00%	—	signal
22/07/26, 23:13	22/07/26, 23:13	long	65,924.00	65,924.00	$65.92	-$0.02	-0.00%	—	signal
22/07/26, 23:12	22/07/26, 23:12	long	65,955.80	65,955.80	$65.96	-$0.03	-0.00%	—	signal
22/07/26, 23:12	22/07/26, 23:12	short	65,951.40	65,951.40	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 23:12	22/07/26, 23:12	long	65,965.60	65,965.60	$65.97	-$0.03	-0.00%	—	signal
22/07/26, 23:12	22/07/26, 23:12	long	65,961.10	65,961.10	$65.96	-$0.01	-0.00%	—	signal
22/07/26, 23:12	22/07/26, 23:12	long	65,956.30	65,956.30	$65.96	-$0.02	-0.00%	—	signal
22/07/26, 23:11	22/07/26, 23:11	long	65,982.70	65,982.70	$65.98	-$0.02	-0.00%	—	signal
22/07/26, 23:11	22/07/26, 23:11	long	65,988.20	65,988.20	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 23:11	22/07/26, 23:11	long	66,032.70	66,032.70	$66.03	-$0.05	-0.00%	—	signal
22/07/26, 23:07	22/07/26, 23:07	short	65,997.10	65,997.10	$66.00	-$0.03	-0.00%	—	signal
22/07/26, 23:06	22/07/26, 23:06	long	65,994.20	65,994.20	$65.99	-$0.0048	-0.00%	—	signal
22/07/26, 23:05	22/07/26, 23:05	long	66,007.00	66,007.00	$66.01	-$0.01	-0.00%	—	signal
22/07/26, 23:05	22/07/26, 23:05	short	65,990.30	65,990.30	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 23:05	22/07/26, 23:05	long	65,993.10	65,993.10	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 23:04	22/07/26, 23:04	short	65,993.30	65,993.30	$65.99	-$0.01	-0.00%	—	signal
22/07/26, 23:04	22/07/26, 23:04	short	65,992.90	65,992.90	$65.99	-$0.01	-0.00%	—	signal
22/07/26, 23:04	22/07/26, 23:04	long	66,009.00	66,009.00	$66.01	-$0.02	-0.00%	—	signal
22/07/26, 23:04	22/07/26, 23:04	short	65,999.10	65,999.10	$66.00	-$0.02	-0.00%	—	signal
22/07/26, 23:04	22/07/26, 23:04	long	66,001.90	66,001.90	$66.00	-$0.0059	-0.00%	—	signal
22/07/26, 23:04	22/07/26, 23:04	short	66,001.30	66,001.30	$66.00	-$0.01	-0.00%	—	signal
22/07/26, 23:02	22/07/26, 23:02	long	66,020.20	66,020.20	$66.02	-$0.02	-0.00%	—	signal
22/07/26, 23:02	22/07/26, 23:02	long	66,006.40	66,006.40	$66.01	-$0.03	-0.00%	—	signal
22/07/26, 23:01	22/07/26, 23:01	short	65,988.00	65,988.00	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 23:01	22/07/26, 23:01	long	66,009.40	66,009.40	$66.01	-$0.01	-0.00%	—	signal
22/07/26, 23:01	22/07/26, 23:01	short	66,006.10	66,006.10	$66.01	-$0.02	-0.00%	—	signal
22/07/26, 23:00	22/07/26, 23:00	long	66,019.30	66,019.30	$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	66,022.30	66,022.30	$66.02	-$0.02	-0.00%	—	signal
22/07/26, 22:59	22/07/26, 22:59	long	66,001.70	66,001.70	$66.00	-$0.01	-0.00%	—	signal
22/07/26, 22:59	22/07/26, 22:59	short	66,009.50	66,009.50	$66.01	-$0.0096	-0.00%	—	signal
22/07/26, 22:55	22/07/26, 22:55	short	65,989.20	65,989.20	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 22:55	22/07/26, 22:55	long	66,002.70	66,002.70	$66.00	-$0.02	-0.00%	—	signal
22/07/26, 22:51	22/07/26, 22:51	short	65,973.70	65,973.70	$65.97	-$0.02	-0.00%	—	signal
22/07/26, 22:50	22/07/26, 22:50	short	65,994.00	65,994.00	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 22:49	22/07/26, 22:49	long	65,995.60	65,995.60	$66.00	-$0.02	-0.00%	—	signal
22/07/26, 22:49	22/07/26, 22:49	short	65,966.80	65,966.80	$65.97	-$0.02	-0.00%	—	signal
22/07/26, 22:48	22/07/26, 22:48	short	65,947.20	65,947.20	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 22:46	22/07/26, 22:46	short	65,918.80	65,918.80	$65.92	-$0.03	-0.00%	—	signal
22/07/26, 22:46	22/07/26, 22:46	long	65,927.20	65,927.20	$65.93	-$0.02	-0.00%	—	signal
22/07/26, 22:45	22/07/26, 22:45	short	65,911.20	65,911.20	$65.91	-$0.02	-0.00%	—	signal
22/07/26, 22:45	22/07/26, 22:45	long	65,928.00	65,928.00	$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	65,920.60	65,920.60	$65.92	-$0.01	-0.00%	—	signal
22/07/26, 22:42	22/07/26, 22:42	long	65,931.50	65,931.50	$65.93	-$0.02	-0.00%	—	signal
22/07/26, 22:40	22/07/26, 22:40	short	65,905.90	65,905.90	$65.91	-$0.01	-0.00%	—	signal
22/07/26, 22:38	22/07/26, 22:38	long	65,929.30	65,929.30	$65.93	-$0.02	-0.00%	—	signal
22/07/26, 22:37	22/07/26, 22:37	long	65,942.40	65,942.40	$65.94	-$0.03	-0.00%	—	signal
22/07/26, 22:36	22/07/26, 22:36	short	65,912.90	65,912.90	$65.91	-$0.03	-0.00%	—	signal
22/07/26, 22:36	22/07/26, 22:36	short	65,913.00	65,913.00	$65.91	-$0.0043	-0.00%	—	signal
22/07/26, 22:36	22/07/26, 22:36	long	65,915.00	65,915.00	$65.92	-$0.02	-0.00%	—	signal
22/07/26, 22:35	22/07/26, 22:35	long	65,919.90	65,919.90	$65.92	-$0.02	-0.00%	—	signal
22/07/26, 22:35	22/07/26, 22:35	short	65,913.50	65,913.50	$65.91	-$0.02	-0.00%	—	signal
22/07/26, 22:35	22/07/26, 22:35	short	65,898.10	65,898.10	$65.90	-$0.02	-0.00%	—	signal
22/07/26, 22:35	22/07/26, 22:35	long	65,935.10	65,935.10	$65.94	-$0.02	-0.00%	—	signal
22/07/26, 22:34	22/07/26, 22:34	long	65,971.30	65,971.30	$65.97	-$0.02	-0.00%	—	signal
22/07/26, 22:33	22/07/26, 22:33	short	65,965.70	65,965.70	$65.97	-$0.02	-0.00%	—	signal
22/07/26, 22:33	22/07/26, 22:33	short	65,975.60	65,975.60	$65.98	-$0.02	-0.00%	—	signal
22/07/26, 22:32	22/07/26, 22:32	short	65,976.40	65,976.40	$65.98	-$0.01	-0.00%	—	signal
22/07/26, 22:31	22/07/26, 22:31	long	65,965.40	65,965.40	$65.97	-$0.01	-0.00%	—	signal
22/07/26, 22:31	22/07/26, 22:31	long	65,979.50	65,979.50	$65.98	-$0.02	-0.00%	—	signal
22/07/26, 22:30	22/07/26, 22:30	short	65,978.20	65,978.20	$65.98	-$0.01	-0.00%	—	signal
22/07/26, 22:28	22/07/26, 22:28	short	65,986.00	65,986.00	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 22:27	22/07/26, 22:27	short	65,992.90	65,992.90	$65.99	-$0.01	-0.00%	—	signal
22/07/26, 22:25	22/07/26, 22:25	long	65,983.00	65,983.00	$65.98	-$0.03	-0.00%	—	signal
22/07/26, 22:25	22/07/26, 22:25	short	65,965.10	65,965.10	$65.97	-$0.02	-0.00%	—	signal
22/07/26, 22:24	22/07/26, 22:24	short	65,935.00	65,935.00	$65.94	-$0.02	-0.00%	—	signal
22/07/26, 22:24	22/07/26, 22:24	long	65,946.60	65,946.60	$65.95	-$0.02	-0.00%	—	signal
22/07/26, 22:21	22/07/26, 22:21	short	65,901.70	65,901.70	$65.90	-$0.02	-0.00%	—	signal
22/07/26, 22:21	22/07/26, 22:21	long	65,918.40	65,918.40	$65.92	-$0.01	-0.00%	—	signal
22/07/26, 22:20	22/07/26, 22:20	short	65,935.00	65,935.00	$65.94	-$0.01	-0.00%	—	signal
22/07/26, 22:19	22/07/26, 22:19	long	65,962.50	65,962.50	$65.96	-$0.01	-0.00%	—	signal
22/07/26, 22:18	22/07/26, 22:18	long	65,991.20	65,991.20	$65.99	-$0.01	-0.00%	—	signal
22/07/26, 22:18	22/07/26, 22:18	long	65,990.90	65,990.90	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 22:16	22/07/26, 22:16	short	65,965.00	65,965.00	$65.97	-$0.01	-0.00%	—	signal
22/07/26, 22:15	22/07/26, 22:15	long	65,987.00	65,987.00	$65.99	-$0.02	-0.00%	—	signal
22/07/26, 22:13	22/07/26, 22:13	long	65,984.30	65,984.30	$65.98	-$0.02	-0.00%	—	signal
22/07/26, 22:13	22/07/26, 22:13	short	65,978.50	65,978.50	$65.98	-$0.0095	-0.00%	—	signal
22/07/26, 22:13	22/07/26, 22:13	short	65,979.80	65,979.80	$65.98	-$0.02	-0.00%	—	signal
22/07/26, 22:13	22/07/26, 22:13	long	66,000.20	66,000.20	$66.00	-$0.03	-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	65,966.10	65,966.10	$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	65,959.80	65,959.80	$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%	-31.9%	-31.67	-2.84	0.1%	1d	0.3%	0.00	0.38	339	100.0%	2.2×	$22.2K	$4.44
ETHUSDT	LARGE	-0.0%	-0.3%	-13.15	-2.21	0.0%	0d	1.5%	0.00	0.29	948	98.1%	0.2×	$1,798.3	$0.36

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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