maker/bothub
← Estratégias
n_s4_tob_joinN · Neutrabacktestrelatório · 24 de jul. de 2026, 01:17

S4 Top-of-Book Join

Join no melhor bid/ask com re-join agressivo sob orçamento de ordens/min. Máquina de volume; vive ou morre pelo markout (adverse selection no topo).

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":97437.08220000003,"volume_per_capital":9.743708220000004,"n_fills":1482,"pnl_pre_cashback":113.52758355999217,"pnl_pre_cashback_bps":11.651373480885301,"fees_paid":19.487416439999983,"cashback":11.69244986399999,"pnl_net":125.22003342399216,"markout_1s_bps":-0.10274071152317092,"markout_5s_bps":-0.9399747645814579,"markout_30s_bps":-1.0042684354117446,"inventory_max_abs":0.1320000000000001,"inventory_rms":0.10324767951413498,"orders_per_min":7.425148035917823,"two_sided_uptime_pct":99.99722002140584},"ETHUSDT":{"volume_quote":6418.679600000005,"volume_per_capital":0.6418679600000005,"n_fills":3383,"pnl_pre_cashback":1.2825590800001525,"pnl_pre_cashback_bps":1.9981665388005212,"fees_paid":1.2837359200000005,"cashback":0.7702415520000002,"pnl_net":2.0528006320001526,"markout_1s_bps":0.00631000340624512,"markout_5s_bps":-0.9106828900803364,"markout_30s_bps":-0.9994287124607545,"inventory_max_abs":0.06900000000000005,"inventory_rms":0.03823612252855224,"orders_per_min":20.398221946755246,"two_sided_uptime_pct":99.9961262831687}}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

Top-of-book join: entra no melhor bid/ask e re-junta ao topo agressivamente.

direçãoLong e shorttimeframetick
Abreo gatilho de entrada

Posta no best bid e no best ask (nunca melhora o preço); re-junta quando o melhor preço muda; post-only.

Arriscasizing e proteção

Máquina de volume; vive ou morre pelo markout (adverse selection no topo). Orçamento de ordens/min limita o cancel-replace.

Fechao gatilho de saída

Sem stop; para um lado na banda de inventário.

Customizar & testar

ajuste os parâmetros, escolha as moedas e rode um backtest sob demanda
Parâmetros
06000
Teto de submits+cancels por minuto (0 = ilimitado).
0.000100.000
Para de quotar um lado quando |inventário| passa disso (0 = desliga).
5060K
Intervalo entre recotações; menor = mais ordens/min.
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$103.86K$0.09/dia · 1195081d de backtest
Cashback estimado▲ recebe
+$12.46+$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+1.1%eq 10.1K
Volume gerado · BTCUSDT$97,437
Volume gerado · estratégia$103,8562 símbolos

Gestão de risco

sizing, stop e alavancagem · BTCUSDT
Sizingall-in
Risco por trade
Tipo de stopnone
Múltiplo ATR
Alavancagem máx
Trailingnão
Retorno total1.3%
CAGR23.3K%
Sharpe22.61
Sortino9.58
Max DD0.3%
Duração DD0d

Blotter

histórico de operações · BTCUSDT
exibindo os 500 mais recentes de 1.482entry desc
EntradaSaídaLadoEntryExitNotionalPnLPnL %RSaída porBarras
23/07/26, 17:5723/07/26, 17:57long64,751.1064,751.10$64.75-$0.01-0.00%signal0
23/07/26, 17:5723/07/26, 17:57long64,766.8064,766.80$64.77-$0.03-0.00%signal0
23/07/26, 17:5623/07/26, 17:56short64,751.6064,751.60$64.75-$0.01-0.00%signal0
23/07/26, 17:5623/07/26, 17:56long64,757.4064,757.40$64.76-$0.02-0.00%signal0
23/07/26, 17:5523/07/26, 17:55long64,768.7064,768.70$64.77-$0.02-0.00%signal0
23/07/26, 17:5523/07/26, 17:55long64,770.0064,770.00$64.77-$0.01-0.00%signal0
23/07/26, 17:5523/07/26, 17:55long64,770.0064,770.00$64.77-$0.01-0.00%signal0
23/07/26, 17:5523/07/26, 17:55long64,773.3064,773.30$64.77-$0.01-0.00%signal0
23/07/26, 17:5523/07/26, 17:55long64,783.9064,783.90$64.78-$0.02-0.00%signal0
23/07/26, 17:5523/07/26, 17:55short64,780.4064,780.40$64.78-$0.02-0.00%signal0
23/07/26, 17:5423/07/26, 17:54long64,787.9064,787.90$64.79-$0.02-0.00%signal0
23/07/26, 17:5423/07/26, 17:54long64,797.2064,797.20$64.80-$0.02-0.00%signal0
23/07/26, 17:5423/07/26, 17:54long64,799.1064,799.10$64.80-$0.01-0.00%signal0
23/07/26, 17:5423/07/26, 17:54short64,794.1064,794.10$64.79-$0.02-0.00%signal0
23/07/26, 17:5423/07/26, 17:54long64,798.4064,798.40$64.80-$0.02-0.00%signal0
23/07/26, 17:5423/07/26, 17:54short64,797.4064,797.40$64.80-$0.02-0.00%signal0
23/07/26, 17:5423/07/26, 17:54short64,787.9064,787.90$64.79-$0.02-0.00%signal0
23/07/26, 17:5423/07/26, 17:54long64,804.4064,804.40$64.80-$0.03-0.00%signal0
23/07/26, 17:5323/07/26, 17:53short64,799.0064,799.00$64.80-$0.02-0.00%signal0
23/07/26, 17:5323/07/26, 17:53short64,792.7064,792.70$64.79-$0.02-0.00%signal0
23/07/26, 17:5323/07/26, 17:53short64,792.1064,792.10$64.79-$0.01-0.00%signal0
23/07/26, 17:5323/07/26, 17:53short64,782.0064,782.00$64.78-$0.02-0.00%signal0
23/07/26, 17:5323/07/26, 17:53short64,779.3064,779.30$64.78-$0.02-0.00%signal0
23/07/26, 17:5323/07/26, 17:53long64,792.0064,792.00$64.79-$0.02-0.00%signal0
23/07/26, 17:5323/07/26, 17:53long64,802.2064,802.20$64.80-$0.02-0.00%signal0
23/07/26, 17:5323/07/26, 17:53long64,805.4064,805.40$64.81-$0.02-0.00%signal0
23/07/26, 17:5223/07/26, 17:52long64,816.4064,816.40$64.82-$0.02-0.00%signal0
23/07/26, 17:5223/07/26, 17:52long64,818.7064,818.70$64.82-$0.02-0.00%signal0
23/07/26, 17:5223/07/26, 17:52short64,817.8064,817.80$64.82-$0.01-0.00%signal0
23/07/26, 17:5223/07/26, 17:52short64,812.6064,812.60$64.81-$0.02-0.00%signal0
23/07/26, 17:5223/07/26, 17:52short64,810.6064,810.60$64.81-$0.01-0.00%signal0
23/07/26, 17:5223/07/26, 17:52short64,791.3064,791.30$64.79-$0.03-0.00%signal0
23/07/26, 17:5223/07/26, 17:52short64,786.2064,786.20$64.79-$0.02-0.00%signal0
23/07/26, 17:5123/07/26, 17:51long64,787.2064,787.20$64.79-$0.01-0.00%signal0
23/07/26, 17:5123/07/26, 17:51long64,793.1064,793.10$64.79-$0.02-0.00%signal0
23/07/26, 17:5123/07/26, 17:51long64,810.0064,810.00$64.81-$0.03-0.00%signal0
23/07/26, 17:5123/07/26, 17:51long64,811.5064,811.50$64.81-$0.01-0.00%signal0
23/07/26, 17:5123/07/26, 17:51short64,811.6064,811.60$64.81-$0.01-0.00%signal0
23/07/26, 17:5123/07/26, 17:51long64,818.0064,818.00$64.82-$0.02-0.00%signal0
23/07/26, 17:5123/07/26, 17:51long64,821.6064,821.60$64.82-$0.02-0.00%signal0
23/07/26, 17:5123/07/26, 17:51short64,810.1064,810.10$64.81-$0.02-0.00%signal0
23/07/26, 17:5123/07/26, 17:51long64,813.6064,813.60$64.81-$0.02-0.00%signal0
23/07/26, 17:5023/07/26, 17:50short64,811.2064,811.20$64.81-$0.02-0.00%signal0
23/07/26, 17:5023/07/26, 17:50long64,812.2064,812.20$64.81-$0.01-0.00%signal0
23/07/26, 17:5023/07/26, 17:50short64,810.1064,810.10$64.81-$0.02-0.00%signal0
23/07/26, 17:5023/07/26, 17:50long64,812.2064,812.20$64.81-$0.02-0.00%signal0
23/07/26, 17:4923/07/26, 17:49long64,820.9064,820.90$64.82-$0.02-0.00%signal0
23/07/26, 17:4923/07/26, 17:49long64,830.0064,830.00$64.83-$0.02-0.00%signal0
23/07/26, 17:4923/07/26, 17:49long64,831.8064,831.80$64.83-$0.01-0.00%signal0
23/07/26, 17:4923/07/26, 17:49short64,831.7064,831.70$64.83-$0.01-0.00%signal0
23/07/26, 17:4923/07/26, 17:49long64,839.9064,839.90$64.84-$0.03-0.00%signal0
23/07/26, 17:4923/07/26, 17:49short64,838.7064,838.70$64.84-$0.01-0.00%signal0
23/07/26, 17:4923/07/26, 17:49short64,834.4064,834.40$64.83-$0.02-0.00%signal0
23/07/26, 17:4823/07/26, 17:48short64,831.6064,831.60$64.83-$0.02-0.00%signal0
23/07/26, 17:4823/07/26, 17:48long64,829.3064,829.30$64.83-$0.0079-0.00%signal0
23/07/26, 17:4823/07/26, 17:48short64,826.5064,826.50$64.83-$0.02-0.00%signal0
23/07/26, 17:4823/07/26, 17:48short64,807.1064,807.10$64.81-$0.03-0.00%signal0
23/07/26, 17:4823/07/26, 17:48long64,816.0064,816.00$64.82-$0.02-0.00%signal0
23/07/26, 17:4823/07/26, 17:48long64,819.4064,819.40$64.82-$0.02-0.00%signal0
23/07/26, 17:4823/07/26, 17:48long64,819.7064,819.70$64.82-$0.01-0.00%signal0
23/07/26, 17:4823/07/26, 17:48long64,831.6064,831.60$64.83-$0.02-0.00%signal0
23/07/26, 17:4823/07/26, 17:48short64,821.9064,821.90$64.82-$0.02-0.00%signal0
23/07/26, 17:4823/07/26, 17:48short64,809.1064,809.10$64.81-$0.03-0.00%signal0
23/07/26, 17:4723/07/26, 17:47long64,826.4064,826.40$64.83-$0.03-0.00%signal0
23/07/26, 17:4723/07/26, 17:47short64,826.5064,826.50$64.83-$0.01-0.00%signal0
23/07/26, 17:4723/07/26, 17:47short64,822.6064,822.60$64.82-$0.02-0.00%signal0
23/07/26, 17:4723/07/26, 17:47long64,822.5064,822.50$64.82-$0.009-0.00%signal0
23/07/26, 17:4723/07/26, 17:47short64,822.6064,822.60$64.82-$0.02-0.00%signal0
23/07/26, 17:4723/07/26, 17:47long64,831.5064,831.50$64.83-$0.02-0.00%signal0
23/07/26, 17:4723/07/26, 17:47short64,831.6064,831.60$64.83-$0.0082-0.00%signal0
23/07/26, 17:4623/07/26, 17:46long64,835.2064,835.20$64.84-$0.02-0.00%signal0
23/07/26, 17:4623/07/26, 17:46short64,833.3064,833.30$64.83-$0.01-0.00%signal0
23/07/26, 17:4623/07/26, 17:46short64,832.7064,832.70$64.83-$0.01-0.00%signal0
23/07/26, 17:4623/07/26, 17:46short64,829.4064,829.40$64.83-$0.02-0.00%signal0
23/07/26, 17:4623/07/26, 17:46short64,811.3064,811.30$64.81-$0.02-0.00%signal0
23/07/26, 17:4623/07/26, 17:46long64,821.3064,821.30$64.82-$0.02-0.00%signal0
23/07/26, 17:4623/07/26, 17:46long64,827.5064,827.50$64.83-$0.02-0.00%signal0
23/07/26, 17:4623/07/26, 17:46long64,830.8064,830.80$64.83-$0.02-0.00%signal0
23/07/26, 17:4523/07/26, 17:45long64,835.9064,835.90$64.84-$0.02-0.00%signal0
23/07/26, 17:4523/07/26, 17:45short64,836.0064,836.00$64.84-$0.01-0.00%signal0
23/07/26, 17:4523/07/26, 17:45short64,833.1064,833.10$64.83-$0.02-0.00%signal0
23/07/26, 17:4523/07/26, 17:45short64,828.0064,828.00$64.83-$0.02-0.00%signal0
23/07/26, 17:4523/07/26, 17:45short64,816.1064,816.10$64.82-$0.02-0.00%signal0
23/07/26, 17:4523/07/26, 17:45long64,821.9064,821.90$64.82-$0.01-0.00%signal0
23/07/26, 17:4523/07/26, 17:45short64,800.1064,800.10$64.80-$0.03-0.00%signal0
23/07/26, 17:4523/07/26, 17:45short64,797.0064,797.00$64.80-$0.02-0.00%signal0
23/07/26, 17:4523/07/26, 17:45short64,787.8064,787.80$64.79-$0.02-0.00%signal0
23/07/26, 17:4523/07/26, 17:45long64,787.7064,787.70$64.79-$0.02-0.00%signal0
23/07/26, 17:4523/07/26, 17:45long64,807.0064,807.00$64.81-$0.03-0.00%signal0
23/07/26, 17:4423/07/26, 17:44long64,808.8064,808.80$64.81-$0.01-0.00%signal0
23/07/26, 17:4423/07/26, 17:44short64,806.1064,806.10$64.81-$0.02-0.00%signal0
23/07/26, 17:4423/07/26, 17:44short64,806.1064,806.10$64.81-$0.01-0.00%signal0
23/07/26, 17:4423/07/26, 17:44short64,806.1064,806.10$64.81-$0.01-0.00%signal0
23/07/26, 17:4423/07/26, 17:44short64,806.1064,806.10$64.81-$0.01-0.00%signal0
23/07/26, 17:4423/07/26, 17:44long64,807.9064,807.90$64.81-$0.01-0.00%signal0
23/07/26, 17:4423/07/26, 17:44short64,806.4064,806.40$64.81-$0.01-0.00%signal0
23/07/26, 17:4323/07/26, 17:43short64,803.2064,803.20$64.80-$0.02-0.00%signal0
23/07/26, 17:4323/07/26, 17:43short64,798.0064,798.00$64.80-$0.02-0.00%signal0
23/07/26, 17:4323/07/26, 17:43long64,803.2064,803.20$64.80-$0.02-0.00%signal0
23/07/26, 17:4323/07/26, 17:43long64,807.1064,807.10$64.81-$0.02-0.00%signal0
23/07/26, 17:4323/07/26, 17:43short64,807.2064,807.20$64.81-$0.01-0.00%signal0
23/07/26, 17:4323/07/26, 17:43short64,792.8064,792.80$64.79-$0.03-0.00%signal0
23/07/26, 17:4323/07/26, 17:43long64,799.9064,799.90$64.80-$0.02-0.00%signal0
23/07/26, 17:4323/07/26, 17:43short64,800.0064,800.00$64.80-$0.02-0.00%signal0
23/07/26, 17:4223/07/26, 17:42short64,793.1064,793.10$64.79-$0.02-0.00%signal0
23/07/26, 17:4223/07/26, 17:42short64,791.7064,791.70$64.79-$0.01-0.00%signal0
23/07/26, 17:4223/07/26, 17:42long64,791.6064,791.60$64.79-$0.01-0.00%signal0
23/07/26, 17:4223/07/26, 17:42short64,791.7064,791.70$64.79-$0.01-0.00%signal0
23/07/26, 17:4223/07/26, 17:42short64,791.8064,791.80$64.79-$0.02-0.00%signal0
23/07/26, 17:4123/07/26, 17:41short64,780.8064,780.80$64.78-$0.02-0.00%signal0
23/07/26, 17:4123/07/26, 17:41short64,777.4064,777.40$64.78-$0.02-0.00%signal0
23/07/26, 17:4123/07/26, 17:41short64,777.4064,777.40$64.78-$0.01-0.00%signal0
23/07/26, 17:4123/07/26, 17:41short64,777.3064,777.30$64.78-$0.01-0.00%signal0
23/07/26, 17:4123/07/26, 17:41long64,787.3064,787.30$64.79-$0.02-0.00%signal0
23/07/26, 17:4123/07/26, 17:41short64,782.0064,782.00$64.78-$0.02-0.00%signal0
23/07/26, 17:4023/07/26, 17:40short64,777.4064,777.40$64.78-$0.02-0.00%signal0
23/07/26, 17:4023/07/26, 17:40long64,780.4064,780.40$64.78-$0.02-0.00%signal0
23/07/26, 17:4023/07/26, 17:40long64,783.8064,783.80$64.78-$0.02-0.00%signal0
23/07/26, 17:4023/07/26, 17:40short64,776.7064,776.70$64.78-$0.02-0.00%signal0
23/07/26, 17:4023/07/26, 17:40long64,791.8064,791.80$64.79-$0.03-0.00%signal0
23/07/26, 17:4023/07/26, 17:40short64,786.4064,786.40$64.79-$0.02-0.00%signal0
23/07/26, 17:4023/07/26, 17:40long64,786.3064,786.30$64.79-$0.03-0.00%signal0
23/07/26, 17:3923/07/26, 17:39long64,786.3064,786.30$64.79-$0.01-0.00%signal0
23/07/26, 17:3923/07/26, 17:39long64,796.6064,796.60$64.80-$0.02-0.00%signal0
23/07/26, 17:3923/07/26, 17:39long64,796.6064,796.60$64.80-$0.01-0.00%signal0
23/07/26, 17:3923/07/26, 17:39long64,795.5064,795.50$64.80-$0.01-0.00%signal0
23/07/26, 17:3923/07/26, 17:39short64,791.1064,791.10$64.79-$0.02-0.00%signal0
23/07/26, 17:3823/07/26, 17:38short64,783.4064,783.40$64.78-$0.01-0.00%signal0
23/07/26, 17:3823/07/26, 17:38long64,788.5064,788.50$64.79-$0.02-0.00%signal0
23/07/26, 17:3823/07/26, 17:38long64,792.0064,792.00$64.79-$0.02-0.00%signal0
23/07/26, 17:3823/07/26, 17:38short64,781.5064,781.50$64.78-$0.02-0.00%signal0
23/07/26, 17:3823/07/26, 17:38short64,778.0064,778.00$64.78-$0.03-0.00%signal0
23/07/26, 17:3823/07/26, 17:38short64,770.3064,770.30$64.77-$0.02-0.00%signal0
23/07/26, 17:3823/07/26, 17:38short64,770.3064,770.30$64.77-$0.02-0.00%signal0
23/07/26, 17:3823/07/26, 17:38long64,770.2064,770.20$64.77-$0.01-0.00%signal0
23/07/26, 17:3723/07/26, 17:37long64,788.2064,788.20$64.79-$0.03-0.00%signal0
23/07/26, 17:3723/07/26, 17:37long64,791.2064,791.20$64.79-$0.02-0.00%signal0
23/07/26, 17:3723/07/26, 17:37short64,788.2064,788.20$64.79-$0.02-0.00%signal0
23/07/26, 17:3723/07/26, 17:37short64,780.1064,780.10$64.78-$0.02-0.00%signal0
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23/07/26, 09:5323/07/26, 09:53short65,643.0065,643.00$65.64-$0.01-0.00%signal0
23/07/26, 09:5323/07/26, 09:53long65,642.9065,642.90$65.64-$0.01-0.00%signal0
23/07/26, 09:5323/07/26, 09:53long65,644.9065,644.90$65.64-$0.02-0.00%signal0
23/07/26, 09:5223/07/26, 09:52short65,642.2065,642.20$65.64-$0.02-0.00%signal0
23/07/26, 09:5223/07/26, 09:52short65,640.4065,640.40$65.64-$0.01-0.00%signal0
23/07/26, 09:5223/07/26, 09:52short65,637.1065,637.10$65.64-$0.02-0.00%signal0
23/07/26, 09:5223/07/26, 09:52long65,637.0065,637.00$65.64-$0.0098-0.00%signal0
23/07/26, 09:5223/07/26, 09:52long65,644.9065,644.90$65.64-$0.02-0.00%signal0
23/07/26, 09:5223/07/26, 09:52short65,644.6065,644.60$65.64-$0.01-0.00%signal0
23/07/26, 09:5123/07/26, 09:51long65,644.9065,644.90$65.64-$0.01-0.00%signal0

Métricas por símbolo

a régua do torneio, símbolo a símbolo
SímboloTierRetorno totalCAGRSharpeSortinoMax DDDuração DDWin rateProfit factorPayoffTradesExposiçãoTurnoverVolume totalFees pagas
BTCUSDTLARGE1.3%23.3K%22.619.580.3%0d0.6%0.000.371,482100.0%9.7×$97.4K$19.49
ETHUSDTLARGE0.0%6.5%8.503.320.0%0d1.4%0.000.273,383100.0%0.6×$6,418.68$1.28

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
pré-cashback · bps de volume
Risco
Inventário / banda
Kill switch
WS privado