Performance Overview2025-09-20 to 2026-03-20
Total PnL
+$10,668
+106.7% ROI
Win Rate
69.0%
58/84 trades
Sharpe Ratio
2.52
portfolio
Active Strategies
3/5
2 paused
Strategies
CreditSpread+Funding
OPTIONS
+$3,607
+36.1% ROI
Sells credit spreads with trend, boosted by funding rate confirmation
Win Rate94.1%
Trades345.7/mo
Sharpe8.00
Max DD$0.9k
BB-Squeeze
FUTURES
+$3,699
+37.0% ROI
Enters on Bollinger Band squeeze breakout with ADX confirmation
Win Rate47.2%
Trades366.0/mo
Sharpe1.61
Max DD$4.1k
Funding Reversal
FUTURES
+$3,362
+33.6% ROI
Trades against extreme funding rates — structural edge from liquidation mechanics
Win Rate64.3%
Trades142.3/mo
Sharpe3.54
Max DD$1.6k
Lekkim-v3
FUTURESPAUSED
-$967
-9.7% ROI
OI + CVD triple divergence — needs 3+ months of OI data to validate
Win Rate0.0%
Trades10.2/mo
Sharpe0.00
Max DD$1.0k
Sentiment Contrarian
FUTURESPAUSED
-$1,256
-12.6% ROI
Fades extreme long/short sentiment — needs more L/S history
Win Rate0.0%
Trades10.2/mo
Sharpe0.00
Max DD$1.3k
Robustness Analysis
PnL across time windows| Window | CreditSpread | BB-Squeeze | Funding Rev | Combined |
|---|---|---|---|---|
| Full 6mo | +$3.6k 94% wr | +$3.7k 47% wr | +$3.4k 64% wr | +$10.7k — |
| Latest 3mo | +$1.6k 91% wr | $-1.0k 43% wr | +$3.4k 67% wr | +$3.9k — |
| First 3mo | +$2.0k 100% wr | +$4.7k 50% wr | -$19 50% wr | +$6.7k — |
| Latest 1mo | -$329 75% wr | +$971 33% wr | -$187 60% wr | +$456 — |
Equity Curve
$11,327 → $20,668 (+82.5%)Start (2025-09-30)
$11,327
Max Drawdown
-$3.5k
End (2026-03-19)
$20,668
Recent Trades
Last 20 closed positions| Date | Strategy | Symbol | Side | Entry | Exit | PnL | Fee | Reason | Dur. |
|---|---|---|---|---|---|---|---|---|---|
| Mar 19, 26 | CreditSpread+Funding | ETH-PERP | SHORT | $14.35 | $6.22 | +$33 | $7.97 | profit | 2d |
| Mar 19, 26 | CreditSpread+Funding | BTC-PERP | SHORT | $444.32 | $201.72 | +$190 | $52.38 | profit | 2d |
| Mar 17, 26 | BB-Squeeze | BTC-PERP | LONG | $72,852 | $73,872 | +$466 | $36.39 | time | 2d |
| Mar 16, 26 | BB-Squeeze | ETH-PERP | LONG | $2,179 | $2,330 | +$1,773 | $27.91 | tp | 20h |
| Mar 16, 26 | CreditSpread+Funding | ETH-PERP | SHORT | $11.92 | $39.83 | -$178 | $10.59 | stop | 8d |
| Mar 16, 26 | CreditSpread+Funding | BTC-PERP | SHORT | $396.90 | $1,214 | -$873 | $56.16 | stop | 8d |
| Mar 15, 26 | BB-Squeeze | ETH-PERP | LONG | $2,122 | $2,119 | -$59 | $22.09 | time | 2d |
| Mar 15, 26 | BB-Squeeze | BTC-PERP | LONG | $72,265 | $71,804 | -$213 | $28.72 | time | 2d |
| Mar 13, 26 | Funding Reversal | BTC-PERP | LONG | $69,587 | $71,370 | +$803 | $33.51 | time | 2d |
| Mar 12, 26 | BB-Squeeze | BTC-PERP | LONG | $69,465 | $69,412 | -$44 | $25.13 | time | 2d |
| Mar 11, 26 | Funding Reversal | ETH-PERP | LONG | $1,978 | $2,020 | +$541 | $27.56 | time | 2d |
| Mar 7, 26 | CreditSpread+Funding | ETH-PERP | SHORT | $12.56 | $5.64 | +$33 | $8.86 | profit | 5d |
| Mar 7, 26 | CreditSpread+Funding | BTC-PERP | SHORT | $425.98 | $175.89 | +$200 | $50.45 | profit | 5d |
| Mar 1, 26 | Funding Reversal | ETH-PERP | LONG | $1,931 | $1,939 | +$74 | $23.99 | time | 2d |
| Mar 1, 26 | CreditSpread+Funding | ETH-PERP | SHORT | $11.95 | $5.23 | +$32 | $8.73 | profit | 10d |
| Mar 1, 26 | CreditSpread+Funding | BTC-PERP | SHORT | $414.49 | $129.17 | +$236 | $49.33 | profit | 10d |
| Feb 23, 26 | Funding Reversal | ETH-PERP | LONG | $1,916 | $1,846 | -$1,265 | $32.25 | stop | 8h |
| Feb 23, 26 | BB-Squeeze | ETH-PERP | SHORT | $1,862 | $1,929 | -$952 | $25.88 | stop | 12h |
| Feb 21, 26 | Funding Reversal | ETH-PERP | LONG | $1,983 | $1,962 | -$340 | $29.06 | time | 2d |
| Feb 18, 26 | CreditSpread+Funding | ETH-PERP | SHORT | $11.34 | $4.99 | +$29 | $8.80 | profit | 13d |
delta-trading-bot v1.0Data generated: Mar 20, 2026, 08:18 AM
Balance: $10,000 · Leverage: 3x · Slippage: 0.05%Fees: futures 0.05% taker · options 0.0375% per leg