4aa8789cba
Reconstructed strategy engine + execution layer, trained XGBoost models, a manual trading tool, and the research writeup. Paper mode runs keyless over live WebSocket feeds; live trading requires your own wallet. No secrets committed. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
401 lines
66 KiB
JSON
401 lines
66 KiB
JSON
{"strategy": "clob_volume", "ask": 0.59, "pm_a": 20.69, "left": 11.0, "rv_5m": 4.61, "rv_15m": 4.46, "sim_a_vol": 9.11, "direction": "UP", "won": false, "pnl_5sh": -2.95}
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{"strategy": "cheap_winner", "ask": 0.67, "pm_a": -50.95, "left": 35.0, "rv_5m": 4.01, "rv_15m": 3.75, "sim_a_vol": 11.33, "direction": "DOWN", "won": true, "pnl_5sh": 1.65}
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{"strategy": "xgb_dir_140", "ask": 0.83, "pm_a": -52.0, "left": 140.0, "rv_5m": 6.03, "rv_15m": 5.75, "sim_a_vol": 14.16, "direction": "DOWN", "won": false, "pnl_5sh": 0}
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{"strategy": "xgb_dir_140", "ask": 0.93, "pm_a": 53.71, "left": 140.0, "rv_5m": 2.35, "rv_15m": 1.85, "sim_a_vol": 4.8, "direction": "UP", "won": false, "pnl_5sh": 0}
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{"strategy": "xgb_dir_140", "ask": 0.92, "pm_a": -45.11, "left": 140.0, "rv_5m": 2.68, "rv_15m": 3.38, "sim_a_vol": 3.53, "direction": "DOWN", "won": false, "pnl_5sh": 0}
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{"strategy": "lock", "ask": 0.94, "pm_a": -63.11, "left": 119.0, "rv_5m": 3.32, "rv_15m": 5.03, "sim_a_vol": 22.97, "direction": "DOWN", "won": true, "pnl_5sh": 0.3}
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{"strategy": "depth_cheap", "ask": 0.58, "pm_a": -9.31, "left": 250.0, "rv_5m": 2.52, "rv_15m": 2.85, "sim_a_vol": 9.98, "direction": "DOWN", "won": false, "pnl_5sh": -2.9}
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{"strategy": "xgb_dir_140", "ask": 0.29, "pm_a": 4.84, "left": 140.0, "rv_5m": 3.37, "rv_15m": 3.61, "sim_a_vol": 8.23, "direction": "UP", "won": false, "pnl_5sh": 0}
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{"strategy": "depth_cheap", "ask": 0.59, "pm_a": -11.18, "left": 250.0, "rv_5m": 5.03, "rv_15m": 6.31, "sim_a_vol": 11.41, "direction": "DOWN", "won": true, "pnl_5sh": 2.05}
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{"strategy": "xgb_dir_140", "ask": 0.98, "pm_a": -75.22, "left": 140.0, "rv_5m": 2.24, "rv_15m": 1.78, "sim_a_vol": 13.75, "direction": "DOWN", "won": false, "pnl_5sh": 0}
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{"strategy": "xgb_dir_140", "ask": 0.98, "pm_a": 86.39, "left": 140.0, "rv_5m": 3.81, "rv_15m": 3.81, "sim_a_vol": 6.44, "direction": "UP", "won": false, "pnl_5sh": 0}
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{"strategy": "xgb_dir_140", "ask": 0.64, "pm_a": 14.14, "left": 140.0, "rv_5m": 6.36, "rv_15m": 6.09, "sim_a_vol": 27.94, "direction": "UP", "won": false, "pnl_5sh": 0}
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{"strategy": "mid_flip", "ask": 0.42, "pm_a": -2.44, "left": 205.0, "rv_5m": 11.23, "rv_15m": 10.22, "sim_a_vol": 42.3, "direction": "DOWN", "won": false, "pnl_5sh": -2.1}
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{"strategy": "depth_cheap", "ask": 0.5, "pm_a": 2.65, "left": 233.0, "rv_5m": 2.41, "rv_15m": 3.0, "sim_a_vol": 1.56, "direction": "DOWN", "won": true, "pnl_5sh": 2.5}
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{"strategy": "depth_cheap", "ask": 0.45, "pm_a": 11.5, "left": 248.0, "rv_5m": 4.82, "rv_15m": 5.41, "sim_a_vol": 7.82, "direction": "DOWN", "won": false, "pnl_5sh": -2.25}
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{"strategy": "xgb_dir_140", "ask": 0.74, "pm_a": -15.31, "left": 140.0, "rv_5m": 5.0, "rv_15m": 4.18, "sim_a_vol": 6.08, "direction": "DOWN", "won": false, "pnl_5sh": 0}
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{"strategy": "maker_bias", "ask": 0.13, "pm_a": -85.07, "left": 200.0, "rv_5m": 4.15, "rv_15m": 5.67, "sim_a_vol": 9.77, "direction": "UP", "won": true, "pnl_5sh": 4.35}
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{"strategy": "maker_bias", "ask": 0.6, "pm_a": 14.65, "left": 200.0, "rv_5m": 2.13, "rv_15m": 2.23, "sim_a_vol": 3.91, "direction": "UP", "won": true, "pnl_5sh": 2.0}
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{"strategy": "xgb_dir_140", "ask": 0.63, "pm_a": -14.76, "left": 140.0, "rv_5m": 0.0, "rv_15m": 0.0, "sim_a_vol": 15.83, "direction": "DOWN", "won": true, "pnl_5sh": 1.85}
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{"strategy": "lock", "ask": 0.96, "pm_a": -248.13, "left": 138.7, "rv_5m": 12.32, "rv_15m": 12.3, "sim_a_vol": 33.05, "direction": "DOWN", "won": true, "pnl_5sh": 0.2}
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{"strategy": "xgb_dir_140", "ask": 0.7, "pm_a": 10.22, "left": 140.0, "rv_5m": 2.87, "rv_15m": 2.76, "sim_a_vol": 1.55, "direction": "UP", "won": false, "pnl_5sh": 0}
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{"strategy": "xgb_dir_50", "ask": 0.94, "pm_a": 68.14, "left": 50.0, "rv_5m": 5.52, "rv_15m": 5.85, "sim_a_vol": 23.35, "direction": "UP", "won": false, "pnl_5sh": 0}
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{"strategy": "depth_cheap", "ask": 0.59, "pm_a": 8.04, "left": 250.0, "rv_5m": 3.51, "rv_15m": 3.37, "sim_a_vol": 3.8, "direction": "UP", "won": true, "pnl_5sh": 2.05}
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{"strategy": "xgb_dir_10", "ask": 0.79, "pm_a": 35.43, "left": 15.0, "rv_5m": 5.75, "rv_15m": 5.87, "sim_a_vol": 19.52, "direction": "UP", "won": true, "pnl_5sh": 1.05}
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{"strategy": "xgb_dir_140", "ask": 0.89, "pm_a": 67.42, "left": 140.0, "rv_5m": 5.81, "rv_15m": 5.78, "sim_a_vol": 17.41, "direction": "UP", "won": false, "pnl_5sh": 0}
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{"strategy": "spread_arb", "ask": 0.3, "pm_a": -43.91, "left": 282.0, "rv_5m": 7.24, "rv_15m": 5.17, "sim_a_vol": 3.09, "direction": "UP", "won": false, "pnl_5sh": -1.5}
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{"strategy": "depth_cheap", "ask": 0.59, "pm_a": -6.45, "left": 202.0, "rv_5m": 1.85, "rv_15m": 2.59, "sim_a_vol": 1.88, "direction": "DOWN", "won": false, "pnl_5sh": -2.95}
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{"strategy": "xgb_dir_140", "ask": 0.85, "pm_a": -34.11, "left": 140.0, "rv_5m": 3.56, "rv_15m": 4.41, "sim_a_vol": 13.14, "direction": "DOWN", "won": false, "pnl_5sh": 0}
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{"strategy": "xgb_dir_140", "ask": 0.72, "pm_a": -23.78, "left": 106.9, "rv_5m": 20.01, "rv_15m": 20.55, "sim_a_vol": 14.69, "direction": "DOWN", "won": false, "pnl_5sh": 0}
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{"strategy": "depth_cheap", "ask": 0.59, "pm_a": -84.1, "left": 129.0, "rv_5m": 3.76, "rv_15m": 4.0, "sim_a_vol": 10.65, "direction": "DOWN", "won": true, "pnl_5sh": 2.05}
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{"strategy": "xgb_dir_140", "ask": 0.61, "pm_a": -3.95, "left": 140.0, "rv_5m": 2.55, "rv_15m": 2.84, "sim_a_vol": 3.53, "direction": "DOWN", "won": false, "pnl_5sh": -3.05}
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{"strategy": "depth_cheap", "ask": 0.55, "pm_a": -12.92, "left": 241.0, "rv_5m": 4.36, "rv_15m": 4.2, "sim_a_vol": 18.58, "direction": "DOWN", "won": true, "pnl_5sh": 2.25}
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{"strategy": "clob_momentum", "ask": 0.51, "pm_a": 3.29, "left": 29.0, "rv_5m": 4.95, "rv_15m": 4.54, "sim_a_vol": 4.37, "direction": "DOWN", "won": true, "pnl_5sh": 2.45}
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{"strategy": "xgb_dir_140", "ask": 0.53, "pm_a": 8.38, "left": 140.0, "rv_5m": 2.92, "rv_15m": 3.59, "sim_a_vol": 3.99, "direction": "UP", "won": false, "pnl_5sh": 0}
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{"strategy": "maker_bias", "ask": 0.81, "pm_a": -18.39, "left": 85.0, "rv_5m": 2.57, "rv_15m": 3.01, "sim_a_vol": 2.57, "direction": "DOWN", "won": false, "pnl_5sh": -4.05}
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{"strategy": "xgb_dir_140", "ask": 0.95, "pm_a": -106.34, "left": 140.0, "rv_5m": 7.68, "rv_15m": 5.92, "sim_a_vol": 12.93, "direction": "DOWN", "won": false, "pnl_5sh": 0}
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{"strategy": "cheap_hours", "ask": 0.45, "pm_a": 0.52, "left": 296.0, "rv_5m": 3.92, "rv_15m": 3.81, "sim_a_vol": 9.8, "direction": "DOWN", "won": true, "pnl_5sh": 2.75}
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{"strategy": "depth_cheap", "ask": 0.24, "pm_a": -11.34, "left": 241.0, "rv_5m": 2.52, "rv_15m": 4.03, "sim_a_vol": 19.06, "direction": "UP", "won": false, "pnl_5sh": -1.2}
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{"strategy": "depth_cheap", "ask": 0.54, "pm_a": -6.07, "left": 227.0, "rv_5m": 2.44, "rv_15m": 2.96, "sim_a_vol": 6.1, "direction": "UP", "won": true, "pnl_5sh": 2.3}
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{"strategy": "xgb_dir_140", "ask": 0.69, "pm_a": -9.21, "left": 140.0, "rv_5m": 1.38, "rv_15m": 1.96, "sim_a_vol": 1.2, "direction": "DOWN", "won": false, "pnl_5sh": 0}
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{"strategy": "break", "ask": 0.53, "pm_a": -2.94, "left": 20.0, "rv_5m": 6.17, "rv_15m": 6.25, "sim_a_vol": 19.42, "direction": "UP", "won": true, "pnl_5sh": 0.0}
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{"strategy": "xgb_dir_140", "ask": 0.68, "pm_a": 18.4, "left": 140.0, "rv_5m": 4.45, "rv_15m": 4.08, "sim_a_vol": 16.32, "direction": "UP", "won": false, "pnl_5sh": 0}
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{"strategy": "xgb_dir_140", "ask": 0.72, "pm_a": -18.85, "left": 140.0, "rv_5m": 2.24, "rv_15m": 2.58, "sim_a_vol": 2.24, "direction": "DOWN", "won": false, "pnl_5sh": 0}
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{"strategy": "xgb_dir_140", "ask": 0.79, "pm_a": -27.73, "left": 140.0, "rv_5m": 3.32, "rv_15m": 3.41, "sim_a_vol": 2.01, "direction": "DOWN", "won": false, "pnl_5sh": 0}
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{"strategy": "depth_cheap", "ask": 0.09, "pm_a": -82.8, "left": 192.0, "rv_5m": 3.89, "rv_15m": 3.85, "sim_a_vol": 10.57, "direction": "UP", "won": false, "pnl_5sh": -0.45}
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{"strategy": "xgb_dir_140", "ask": 0.82, "pm_a": 37.46, "left": 140.0, "rv_5m": 2.52, "rv_15m": 6.02, "sim_a_vol": 17.88, "direction": "UP", "won": false, "pnl_5sh": 0}
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{"strategy": "xgb_dir_140", "ask": 0.67, "pm_a": 19.86, "left": 140.0, "rv_5m": 4.54, "rv_15m": 5.1, "sim_a_vol": 1.51, "direction": "UP", "won": false, "pnl_5sh": 0}
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{"strategy": "xgb_dir_140", "ask": 0.83, "pm_a": -66.77, "left": 140.0, "rv_5m": 10.04, "rv_15m": 12.45, "sim_a_vol": 21.8, "direction": "DOWN", "won": false, "pnl_5sh": 0}
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{"strategy": "depth_cheap", "ask": 0.31, "pm_a": -54.9, "left": 241.0, "rv_5m": 9.16, "rv_15m": 9.23, "sim_a_vol": 17.78, "direction": "UP", "won": false, "pnl_5sh": -1.55}
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{"strategy": "xgb_dir_140", "ask": 0.54, "pm_a": -3.98, "left": 140.0, "rv_5m": 1.7, "rv_15m": 2.57, "sim_a_vol": 5.58, "direction": "DOWN", "won": false, "pnl_5sh": 0}
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{"strategy": "xgb_dir_140", "ask": 0.93, "pm_a": 2.2, "left": 40.0, "rv_5m": 9.41, "rv_15m": 7.88, "sim_a_vol": 29.84, "direction": "UP", "won": false, "pnl_5sh": 0}
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{"strategy": "xgb_dir_140", "ask": 0.71, "pm_a": -12.78, "left": 140.0, "rv_5m": 3.09, "rv_15m": 3.32, "sim_a_vol": 10.86, "direction": "DOWN", "won": false, "pnl_5sh": 0}
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{"strategy": "depth_cheap", "ask": 0.52, "pm_a": 13.07, "left": 250.0, "rv_5m": 7.37, "rv_15m": 9.29, "sim_a_vol": 9.98, "direction": "UP", "won": true, "pnl_5sh": 2.4}
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{"strategy": "xgb_dir_140", "ask": 0.93, "pm_a": -73.56, "left": 140.0, "rv_5m": 5.39, "rv_15m": 6.2, "sim_a_vol": 9.81, "direction": "DOWN", "won": false, "pnl_5sh": 0}
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{"strategy": "depth_cheap", "ask": 0.59, "pm_a": 6.54, "left": 241.0, "rv_5m": 4.19, "rv_15m": 3.42, "sim_a_vol": 24.27, "direction": "UP", "won": false, "pnl_5sh": -2.95}
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{"strategy": "spread_arb", "ask": 0.64, "pm_a": -20.15, "left": 287.0, "rv_5m": 2.05, "rv_15m": 4.87, "sim_a_vol": 7.4, "direction": "DOWN", "won": true, "pnl_5sh": 1.8}
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{"strategy": "xgb_dir_140", "ask": 0.4, "pm_a": 8.85, "left": 140.0, "rv_5m": 1.9, "rv_15m": 2.35, "sim_a_vol": 4.51, "direction": "UP", "won": false, "pnl_5sh": 0}
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{"strategy": "depth_cheap", "ask": 0.53, "pm_a": 4.47, "left": 248.0, "rv_5m": 4.98, "rv_15m": 4.43, "sim_a_vol": 61.24, "direction": "DOWN", "won": false, "pnl_5sh": -2.65}
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{"strategy": "maker_bias", "ask": 0.62, "pm_a": 7.37, "left": 164.0, "rv_5m": 4.4, "rv_15m": 3.92, "sim_a_vol": 10.27, "direction": "UP", "won": true, "pnl_5sh": 1.9}
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{"strategy": "clob_rev", "ask": 0.22, "pm_a": -29.72, "left": 42.0, "rv_5m": 6.74, "rv_15m": 5.94, "sim_a_vol": 5.49, "direction": "UP", "won": false, "pnl_5sh": -1.1}
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{"strategy": "xgb_dir_140", "ask": 0.91, "pm_a": 92.49, "left": 140.0, "rv_5m": 8.0, "rv_15m": 9.98, "sim_a_vol": 28.18, "direction": "UP", "won": false, "pnl_5sh": 0}
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{"strategy": "xgb_dir_140", "ask": 0.71, "pm_a": -11.56, "left": 140.0, "rv_5m": 1.39, "rv_15m": 1.45, "sim_a_vol": 3.67, "direction": "DOWN", "won": false, "pnl_5sh": 0}
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{"strategy": "xgb_dir_140", "ask": 0.67, "pm_a": 25.82, "left": 140.0, "rv_5m": 4.57, "rv_15m": 7.68, "sim_a_vol": 7.69, "direction": "UP", "won": false, "pnl_5sh": 0}
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{"strategy": "early_lock", "ask": 0.69, "pm_a": 50.23, "left": 226.0, "rv_5m": 5.84, "rv_15m": 6.62, "sim_a_vol": 22.05, "direction": "UP", "won": false, "pnl_5sh": -3.45}
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{"strategy": "xgb_dir_140", "ask": 0.89, "pm_a": -43.39, "left": 140.0, "rv_5m": 4.57, "rv_15m": 3.32, "sim_a_vol": 5.57, "direction": "DOWN", "won": false, "pnl_5sh": 0}
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{"strategy": "cheap_winner", "ask": 0.42, "pm_a": 34.39, "left": 7.0, "rv_5m": 2.8, "rv_15m": 1.98, "sim_a_vol": 1.62, "direction": "DOWN", "won": true, "pnl_5sh": 0.0}
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{"strategy": "depth_cheap", "ask": 0.24, "pm_a": 54.35, "left": 230.0, "rv_5m": 25.95, "rv_15m": 19.8, "sim_a_vol": 22.84, "direction": "DOWN", "won": false, "pnl_5sh": 0.0}
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{"strategy": "cb_confirm", "ask": 0.7, "pm_a": -20.59, "left": 271.0, "rv_5m": 4.23, "rv_15m": 5.58, "sim_a_vol": 6.98, "direction": "DOWN", "won": false, "pnl_5sh": -3.5}
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{"strategy": "depth_cheap", "ask": 0.57, "pm_a": 18.31, "left": 227.0, "rv_5m": 4.91, "rv_15m": 4.26, "sim_a_vol": 9.89, "direction": "UP", "won": true, "pnl_5sh": 2.15}
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{"strategy": "xgb_dir_140", "ask": 0.69, "pm_a": 28.01, "left": 137.0, "rv_5m": 3.16, "rv_15m": 4.21, "sim_a_vol": 5.96, "direction": "UP", "won": false, "pnl_5sh": 0}
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{"strategy": "xgb_dir_140", "ask": 0.36, "pm_a": -6.42, "left": 140.0, "rv_5m": 1.32, "rv_15m": 2.07, "sim_a_vol": 2.2, "direction": "DOWN", "won": false, "pnl_5sh": 0}
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{"strategy": "open_hedge", "ask": 0.38, "pm_a": 0.16, "left": 292.1, "rv_5m": 3.89, "rv_15m": 4.47, "sim_a_vol": 43.83, "direction": "DOWN", "won": false, "pnl_5sh": -1.9}
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{"strategy": "depth_cheap", "ask": 0.47, "pm_a": 1.82, "left": 214.0, "rv_5m": 2.18, "rv_15m": 2.3, "sim_a_vol": 1.22, "direction": "DOWN", "won": true, "pnl_5sh": 2.65}
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{"strategy": "depth_cheap", "ask": 0.59, "pm_a": 24.22, "left": 218.0, "rv_5m": 5.57, "rv_15m": 5.19, "sim_a_vol": 11.6, "direction": "UP", "won": true, "pnl_5sh": 2.05}
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{"strategy": "edge_reversal", "ask": 0.12, "pm_a": 31.61, "left": 24.0, "rv_5m": 5.24, "rv_15m": 5.96, "sim_a_vol": 10.64, "direction": "DOWN", "won": false, "pnl_5sh": -0.6}
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{"strategy": "depth_cheap", "ask": 0.59, "pm_a": -19.66, "left": 247.0, "rv_5m": 6.57, "rv_15m": 7.13, "sim_a_vol": 47.91, "direction": "DOWN", "won": true, "pnl_5sh": 2.05}
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{"strategy": "open_hedge", "ask": 0.32, "pm_a": -37.68, "left": 245.5, "rv_5m": 5.52, "rv_15m": 8.52, "sim_a_vol": 33.3, "direction": "UP", "won": false, "pnl_5sh": -1.6}
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{"strategy": "xgb_dir_140", "ask": 0.91, "pm_a": 46.12, "left": 140.0, "rv_5m": 2.68, "rv_15m": 3.23, "sim_a_vol": 5.09, "direction": "UP", "won": false, "pnl_5sh": 0}
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{"strategy": "lock", "ask": 0.9, "pm_a": 129.07, "left": 139.9, "rv_5m": 8.84, "rv_15m": 8.84, "sim_a_vol": 48.36, "direction": "UP", "won": false, "pnl_5sh": -4.5}
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{"strategy": "depth_cheap", "ask": 0.56, "pm_a": -26.18, "left": 250.0, "rv_5m": 6.69, "rv_15m": 6.98, "sim_a_vol": 11.32, "direction": "DOWN", "won": true, "pnl_5sh": 2.2}
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{"strategy": "xgb_dir_140", "ask": 0.83, "pm_a": -24.94, "left": 140.0, "rv_5m": 3.48, "rv_15m": 3.85, "sim_a_vol": 4.5, "direction": "DOWN", "won": false, "pnl_5sh": 0}
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{"strategy": "xgb_dir_140", "ask": 0.9, "pm_a": -38.15, "left": 140.0, "rv_5m": 3.3, "rv_15m": 2.48, "sim_a_vol": 5.45, "direction": "DOWN", "won": false, "pnl_5sh": 0}
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{"strategy": "lock", "ask": 0.99, "pm_a": -65.06, "left": 42.0, "rv_5m": 5.47, "rv_15m": 4.49, "sim_a_vol": 24.24, "direction": "DOWN", "won": true, "pnl_5sh": 0.0}
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{"strategy": "xgb_dir_140", "ask": 0.96, "pm_a": 94.07, "left": 140.0, "rv_5m": 4.87, "rv_15m": 6.24, "sim_a_vol": 9.43, "direction": "UP", "won": false, "pnl_5sh": 0}
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{"strategy": "depth_cheap", "ask": 0.5, "pm_a": 17.4, "left": 224.0, "rv_5m": 5.39, "rv_15m": 4.03, "sim_a_vol": 9.14, "direction": "DOWN", "won": false, "pnl_5sh": -2.5}
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{"strategy": "lock", "ask": 0.99, "pm_a": -63.09, "left": 41.0, "rv_5m": 3.22, "rv_15m": 5.49, "sim_a_vol": 4.38, "direction": "DOWN", "won": true, "pnl_5sh": 0.05}
|
|
{"strategy": "lock", "ask": 0.95, "pm_a": 120.81, "left": 140.0, "rv_5m": 5.99, "rv_15m": 5.8, "sim_a_vol": 16.2, "direction": "UP", "won": true, "pnl_5sh": 0.25}
|
|
{"strategy": "mid_flip", "ask": 0.25, "pm_a": -12.6, "left": 96.0, "rv_5m": 2.61, "rv_15m": 4.55, "sim_a_vol": 9.81, "direction": "UP", "won": true, "pnl_5sh": 3.75}
|
|
{"strategy": "xgb_dir_140", "ask": 0.59, "pm_a": 24.27, "left": 140.0, "rv_5m": 2.39, "rv_15m": 2.74, "sim_a_vol": 2.82, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.82, "pm_a": -51.98, "left": 140.0, "rv_5m": 5.03, "rv_15m": 6.73, "sim_a_vol": 3.49, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "cheap_winner", "ask": 0.78, "pm_a": 23.45, "left": 39.0, "rv_5m": 4.29, "rv_15m": 2.93, "sim_a_vol": 8.84, "direction": "UP", "won": true, "pnl_5sh": 1.1}
|
|
{"strategy": "xgb_dir_50", "ask": 0.83, "pm_a": -20.83, "left": 50.0, "rv_5m": 3.78, "rv_15m": 4.2, "sim_a_vol": 4.64, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "lock", "ask": 0.97, "pm_a": 166.57, "left": 140.0, "rv_5m": 8.75, "rv_15m": 6.94, "sim_a_vol": 14.67, "direction": "UP", "won": true, "pnl_5sh": 0.15}
|
|
{"strategy": "open_hedge", "ask": 0.38, "pm_a": 4.51, "left": 20.5, "rv_5m": 4.29, "rv_15m": 6.86, "sim_a_vol": 2.34, "direction": "UP", "won": true, "pnl_5sh": 3.1}
|
|
{"strategy": "xgb_dir_140", "ask": 0.9, "pm_a": 39.74, "left": 140.0, "rv_5m": 2.19, "rv_15m": 3.95, "sim_a_vol": 6.95, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.59, "pm_a": 41.06, "left": 169.0, "rv_5m": 7.36, "rv_15m": 5.67, "sim_a_vol": 7.46, "direction": "UP", "won": false, "pnl_5sh": -2.95}
|
|
{"strategy": "depth_cheap", "ask": 0.11, "pm_a": -54.43, "left": 122.0, "rv_5m": 4.72, "rv_15m": 5.33, "sim_a_vol": 8.06, "direction": "UP", "won": false, "pnl_5sh": -0.55}
|
|
{"strategy": "depth_cheap", "ask": 0.48, "pm_a": -6.88, "left": 249.0, "rv_5m": 3.79, "rv_15m": 4.23, "sim_a_vol": 25.6, "direction": "DOWN", "won": true, "pnl_5sh": 2.6}
|
|
{"strategy": "cheap_winner", "ask": 0.57, "pm_a": -32.94, "left": 24.0, "rv_5m": 2.55, "rv_15m": 2.57, "sim_a_vol": 0.73, "direction": "DOWN", "won": true, "pnl_5sh": 2.15}
|
|
{"strategy": "cheap_winner", "ask": 0.44, "pm_a": -13.76, "left": 33.0, "rv_5m": 4.28, "rv_15m": 4.12, "sim_a_vol": 7.63, "direction": "UP", "won": true, "pnl_5sh": 2.8}
|
|
{"strategy": "spread_arb", "ask": 0.63, "pm_a": -28.11, "left": 263.0, "rv_5m": 3.24, "rv_15m": 3.22, "sim_a_vol": 14.14, "direction": "DOWN", "won": true, "pnl_5sh": 1.85}
|
|
{"strategy": "depth_cheap", "ask": 0.54, "pm_a": 44.49, "left": 158.0, "rv_5m": 2.03, "rv_15m": 2.15, "sim_a_vol": 3.78, "direction": "UP", "won": true, "pnl_5sh": 2.3}
|
|
{"strategy": "xgb_dir_140", "ask": 0.59, "pm_a": -5.87, "left": 140.0, "rv_5m": 3.75, "rv_15m": 6.11, "sim_a_vol": 9.81, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.56, "pm_a": -27.18, "left": 250.0, "rv_5m": 4.43, "rv_15m": 4.06, "sim_a_vol": 30.14, "direction": "DOWN", "won": false, "pnl_5sh": -2.8}
|
|
{"strategy": "spread_arb", "ask": 0.6, "pm_a": -13.09, "left": 284.0, "rv_5m": 3.74, "rv_15m": 3.61, "sim_a_vol": 8.84, "direction": "DOWN", "won": true, "pnl_5sh": 2.0}
|
|
{"strategy": "last7s", "ask": 0.92, "pm_a": 44.4, "left": 19.9, "rv_5m": 2.76, "rv_15m": 3.6, "sim_a_vol": 18.56, "direction": "UP", "won": true, "pnl_5sh": 0.4}
|
|
{"strategy": "xgb_dir_140", "ask": 0.62, "pm_a": 5.8, "left": 140.0, "rv_5m": 3.5, "rv_15m": 3.6, "sim_a_vol": 5.57, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.46, "pm_a": -8.81, "left": 157.0, "rv_5m": 2.68, "rv_15m": 4.47, "sim_a_vol": 5.53, "direction": "UP", "won": false, "pnl_5sh": -2.3}
|
|
{"strategy": "xgb_dir_140", "ask": 0.67, "pm_a": -23.21, "left": 140.0, "rv_5m": 3.11, "rv_15m": 3.38, "sim_a_vol": 12.06, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "cb_flip", "ask": 0.52, "pm_a": -8.83, "left": 29.4, "rv_5m": 3.44, "rv_15m": 3.83, "sim_a_vol": 5.22, "direction": "UP", "won": false, "pnl_5sh": -3.6}
|
|
{"strategy": "xgb_dir_140", "ask": 0.92, "pm_a": 26.77, "left": 140.0, "rv_5m": 1.97, "rv_15m": 2.12, "sim_a_vol": 10.14, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "open_hedge", "ask": 1.0, "pm_a": 0.0, "left": 299.8, "rv_5m": 8.96, "rv_15m": 7.51, "sim_a_vol": 28.92, "direction": "DOWN", "won": true, "pnl_5sh": 0.0}
|
|
{"strategy": "last_flip", "ask": 0.51, "pm_a": 10.01, "left": 30.0, "rv_5m": 3.07, "rv_15m": 3.75, "sim_a_vol": 11.32, "direction": "UP", "won": true, "pnl_5sh": 2.45}
|
|
{"strategy": "last7s", "ask": 1.0, "pm_a": -192.28, "left": 19.7, "rv_5m": 5.05, "rv_15m": 4.69, "sim_a_vol": 15.06, "direction": "DOWN", "won": true, "pnl_5sh": 0.0}
|
|
{"strategy": "maker_bias", "ask": 0.93, "pm_a": -42.94, "left": 200.0, "rv_5m": 2.52, "rv_15m": 2.76, "sim_a_vol": 7.89, "direction": "DOWN", "won": true, "pnl_5sh": 0.35}
|
|
{"strategy": "depth_cheap", "ask": 0.51, "pm_a": 11.64, "left": 250.0, "rv_5m": 4.81, "rv_15m": 4.01, "sim_a_vol": 46.38, "direction": "UP", "won": false, "pnl_5sh": -2.55}
|
|
{"strategy": "depth_cheap", "ask": 0.58, "pm_a": -36.0, "left": 216.0, "rv_5m": 5.65, "rv_15m": 5.2, "sim_a_vol": 6.3, "direction": "DOWN", "won": true, "pnl_5sh": 2.1}
|
|
{"strategy": "depth_cheap", "ask": 0.52, "pm_a": 8.75, "left": 241.0, "rv_5m": 4.01, "rv_15m": 4.73, "sim_a_vol": 9.34, "direction": "DOWN", "won": false, "pnl_5sh": -2.6}
|
|
{"strategy": "depth_cheap", "ask": 0.23, "pm_a": 27.45, "left": 208.0, "rv_5m": 6.44, "rv_15m": 5.74, "sim_a_vol": 14.46, "direction": "DOWN", "won": true, "pnl_5sh": 3.85}
|
|
{"strategy": "depth_cheap", "ask": 0.58, "pm_a": 43.63, "left": 250.0, "rv_5m": 5.44, "rv_15m": 5.59, "sim_a_vol": 25.44, "direction": "UP", "won": false, "pnl_5sh": -2.9}
|
|
{"strategy": "depth_cheap", "ask": 0.58, "pm_a": -21.01, "left": 245.0, "rv_5m": 3.09, "rv_15m": 3.96, "sim_a_vol": 17.85, "direction": "DOWN", "won": false, "pnl_5sh": -2.9}
|
|
{"strategy": "xgb_dir_140", "ask": 0.9, "pm_a": 49.13, "left": 140.0, "rv_5m": 3.76, "rv_15m": 4.85, "sim_a_vol": 10.32, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "cb_confirm", "ask": 0.7, "pm_a": -7.87, "left": 226.0, "rv_5m": 3.47, "rv_15m": 4.29, "sim_a_vol": 6.68, "direction": "DOWN", "won": true, "pnl_5sh": 1.5}
|
|
{"strategy": "xgb_dir_140", "ask": 0.64, "pm_a": -8.19, "left": 140.0, "rv_5m": 1.43, "rv_15m": 1.81, "sim_a_vol": 1.49, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "lock", "ask": 1.0, "pm_a": 92.5, "left": 3.0, "rv_5m": 4.97, "rv_15m": 4.52, "sim_a_vol": 11.09, "direction": "UP", "won": true, "pnl_5sh": 0.0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.84, "pm_a": -51.05, "left": 140.0, "rv_5m": 6.17, "rv_15m": 10.72, "sim_a_vol": 10.26, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.12, "pm_a": 47.9, "left": 192.0, "rv_5m": 3.23, "rv_15m": 2.88, "sim_a_vol": 6.19, "direction": "DOWN", "won": false, "pnl_5sh": -0.6}
|
|
{"strategy": "xgb_dir_140", "ask": 0.86, "pm_a": 49.1, "left": 140.0, "rv_5m": 3.45, "rv_15m": 3.41, "sim_a_vol": 10.46, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "spread_arb", "ask": 0.33, "pm_a": -32.75, "left": 269.0, "rv_5m": 5.47, "rv_15m": 6.9, "sim_a_vol": 26.04, "direction": "UP", "won": true, "pnl_5sh": 3.35}
|
|
{"strategy": "depth_cheap", "ask": 0.41, "pm_a": 16.39, "left": 239.0, "rv_5m": 2.76, "rv_15m": 2.97, "sim_a_vol": 6.87, "direction": "UP", "won": true, "pnl_5sh": 2.95}
|
|
{"strategy": "lock", "ask": 0.95, "pm_a": -62.38, "left": 116.0, "rv_5m": 5.25, "rv_15m": 4.53, "sim_a_vol": 8.02, "direction": "DOWN", "won": true, "pnl_5sh": 0.25}
|
|
{"strategy": "xgb_dir_140", "ask": 0.88, "pm_a": 60.78, "left": 140.0, "rv_5m": 2.54, "rv_15m": 2.6, "sim_a_vol": 11.37, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "last7s", "ask": 0.97, "pm_a": -52.32, "left": 19.3, "rv_5m": 4.25, "rv_15m": 4.78, "sim_a_vol": 7.37, "direction": "DOWN", "won": true, "pnl_5sh": 0.15}
|
|
{"strategy": "xgb_dir_140", "ask": 0.46, "pm_a": 3.37, "left": 140.0, "rv_5m": 3.09, "rv_15m": 3.37, "sim_a_vol": 2.82, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.97, "pm_a": 62.34, "left": 140.0, "rv_5m": 3.83, "rv_15m": 3.96, "sim_a_vol": 3.84, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "spread_arb", "ask": 0.32, "pm_a": -57.48, "left": 261.0, "rv_5m": 5.12, "rv_15m": 5.09, "sim_a_vol": 48.61, "direction": "UP", "won": false, "pnl_5sh": -1.6}
|
|
{"strategy": "depth_cheap", "ask": 0.55, "pm_a": -5.25, "left": 244.0, "rv_5m": 4.03, "rv_15m": 4.13, "sim_a_vol": 20.91, "direction": "DOWN", "won": true, "pnl_5sh": 2.25}
|
|
{"strategy": "depth_cheap", "ask": 0.59, "pm_a": 27.06, "left": 250.0, "rv_5m": 6.8, "rv_15m": 7.89, "sim_a_vol": 14.9, "direction": "UP", "won": false, "pnl_5sh": -2.95}
|
|
{"strategy": "mid_flip", "ask": 0.38, "pm_a": -17.38, "left": 123.0, "rv_5m": 6.62, "rv_15m": 4.51, "sim_a_vol": 13.36, "direction": "UP", "won": false, "pnl_5sh": -1.9}
|
|
{"strategy": "spread_arb", "ask": 0.34, "pm_a": -24.0, "left": 279.0, "rv_5m": 5.08, "rv_15m": 7.41, "sim_a_vol": 24.13, "direction": "UP", "won": true, "pnl_5sh": 3.3}
|
|
{"strategy": "depth_cheap", "ask": 0.55, "pm_a": 7.16, "left": 238.0, "rv_5m": 4.14, "rv_15m": 3.85, "sim_a_vol": 9.44, "direction": "UP", "won": true, "pnl_5sh": 2.25}
|
|
{"strategy": "depth_cheap", "ask": 0.57, "pm_a": -19.52, "left": 250.0, "rv_5m": 6.91, "rv_15m": 6.26, "sim_a_vol": 17.41, "direction": "DOWN", "won": false, "pnl_5sh": -2.85}
|
|
{"strategy": "depth_cheap", "ask": 0.58, "pm_a": 7.09, "left": 138.0, "rv_5m": 4.95, "rv_15m": 5.03, "sim_a_vol": 2.85, "direction": "UP", "won": true, "pnl_5sh": 2.1}
|
|
{"strategy": "xgb_dir_140", "ask": 0.98, "pm_a": -140.6, "left": 140.0, "rv_5m": 8.66, "rv_15m": 5.5, "sim_a_vol": 20.92, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.52, "pm_a": -8.79, "left": 140.0, "rv_5m": 5.97, "rv_15m": 4.72, "sim_a_vol": 13.12, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "lock", "ask": 0.94, "pm_a": 51.62, "left": 134.1, "rv_5m": 3.67, "rv_15m": 4.26, "sim_a_vol": 2.21, "direction": "UP", "won": true, "pnl_5sh": 0.3}
|
|
{"strategy": "depth_cheap", "ask": 0.56, "pm_a": 13.35, "left": 218.0, "rv_5m": 4.59, "rv_15m": 6.19, "sim_a_vol": 16.54, "direction": "UP", "won": true, "pnl_5sh": 2.2}
|
|
{"strategy": "xgb_dir_140", "ask": 0.76, "pm_a": -21.61, "left": 140.0, "rv_5m": 3.5, "rv_15m": 3.52, "sim_a_vol": 10.14, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.82, "pm_a": 36.24, "left": 140.0, "rv_5m": 4.22, "rv_15m": 4.39, "sim_a_vol": 7.2, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.35, "pm_a": 15.74, "left": 217.0, "rv_5m": 1.7, "rv_15m": 2.99, "sim_a_vol": 2.8, "direction": "DOWN", "won": false, "pnl_5sh": -1.75}
|
|
{"strategy": "xgb_dir_140", "ask": 0.96, "pm_a": 85.05, "left": 140.0, "rv_5m": 4.25, "rv_15m": 4.02, "sim_a_vol": 17.41, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.67, "pm_a": -38.08, "left": 140.0, "rv_5m": 9.7, "rv_15m": 8.05, "sim_a_vol": 12.57, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.63, "pm_a": 38.96, "left": 140.0, "rv_5m": 2.45, "rv_15m": 2.36, "sim_a_vol": 8.5, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "open_hedge", "ask": 1.0, "pm_a": 0.0, "left": 300.0, "rv_5m": 7.04, "rv_15m": 6.54, "sim_a_vol": 14.05, "direction": "UP", "won": true, "pnl_5sh": 0.0}
|
|
{"strategy": "depth_cheap", "ask": 0.51, "pm_a": -7.33, "left": 250.0, "rv_5m": 4.17, "rv_15m": 5.15, "sim_a_vol": 5.12, "direction": "DOWN", "won": true, "pnl_5sh": 2.45}
|
|
{"strategy": "xgb_dir_140", "ask": 0.73, "pm_a": -10.24, "left": 140.0, "rv_5m": 2.16, "rv_15m": 3.04, "sim_a_vol": 5.75, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.31, "pm_a": 27.2, "left": 199.0, "rv_5m": 1.11, "rv_15m": 1.14, "sim_a_vol": 4.56, "direction": "DOWN", "won": false, "pnl_5sh": -1.55}
|
|
{"strategy": "lock", "ask": 0.88, "pm_a": -62.91, "left": 116.0, "rv_5m": 5.1, "rv_15m": 7.54, "sim_a_vol": 15.18, "direction": "DOWN", "won": false, "pnl_5sh": -4.4}
|
|
{"strategy": "depth_cheap", "ask": 0.04, "pm_a": -149.41, "left": 218.0, "rv_5m": 4.2, "rv_15m": 3.31, "sim_a_vol": 47.4, "direction": "UP", "won": false, "pnl_5sh": -0.2}
|
|
{"strategy": "xgb_dir_140", "ask": 0.74, "pm_a": 12.57, "left": 140.0, "rv_5m": 1.73, "rv_15m": 2.7, "sim_a_vol": 5.85, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.54, "pm_a": -5.66, "left": 140.0, "rv_5m": 3.76, "rv_15m": 4.17, "sim_a_vol": 2.86, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 1.0, "pm_a": -8.46, "left": 136.0, "rv_5m": 12.65, "rv_15m": 20.59, "sim_a_vol": 19.67, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.73, "pm_a": 6.65, "left": 140.0, "rv_5m": 1.5, "rv_15m": 1.73, "sim_a_vol": 4.62, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.68, "pm_a": 10.42, "left": 140.0, "rv_5m": 2.46, "rv_15m": 2.56, "sim_a_vol": 6.18, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.29, "pm_a": 28.06, "left": 216.0, "rv_5m": 2.38, "rv_15m": 3.17, "sim_a_vol": 6.98, "direction": "DOWN", "won": false, "pnl_5sh": -1.45}
|
|
{"strategy": "depth_cheap", "ask": 0.32, "pm_a": -11.41, "left": 249.0, "rv_5m": 26.55, "rv_15m": 20.11, "sim_a_vol": 20.14, "direction": "DOWN", "won": false, "pnl_5sh": -1.6}
|
|
{"strategy": "mid_flip", "ask": 0.47, "pm_a": -15.06, "left": 240.0, "rv_5m": 5.65, "rv_15m": 4.58, "sim_a_vol": 15.32, "direction": "UP", "won": true, "pnl_5sh": 2.65}
|
|
{"strategy": "xgb_dir_140", "ask": 0.65, "pm_a": -23.72, "left": 140.0, "rv_5m": 7.6, "rv_15m": 7.15, "sim_a_vol": 11.1, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "spread_arb", "ask": 0.63, "pm_a": 21.58, "left": 260.0, "rv_5m": 4.03, "rv_15m": 3.83, "sim_a_vol": 30.22, "direction": "UP", "won": true, "pnl_5sh": 1.85}
|
|
{"strategy": "depth_cheap", "ask": 0.42, "pm_a": 4.28, "left": 186.0, "rv_5m": 3.14, "rv_15m": 3.23, "sim_a_vol": 2.95, "direction": "DOWN", "won": false, "pnl_5sh": -2.1}
|
|
{"strategy": "xgb_dir_250", "ask": 0.41, "pm_a": -7.53, "left": 260.0, "rv_5m": 3.58, "rv_15m": 4.07, "sim_a_vol": 30.11, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.55, "pm_a": 15.05, "left": 140.0, "rv_5m": 3.52, "rv_15m": 5.38, "sim_a_vol": 5.66, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.44, "pm_a": 4.34, "left": 198.0, "rv_5m": 3.0, "rv_15m": 2.72, "sim_a_vol": 3.82, "direction": "DOWN", "won": false, "pnl_5sh": -2.2}
|
|
{"strategy": "lock", "ask": 0.61, "pm_a": 60.01, "left": 134.0, "rv_5m": 19.73, "rv_15m": 18.16, "sim_a_vol": 25.04, "direction": "UP", "won": true, "pnl_5sh": 1.95}
|
|
{"strategy": "xgb_dir_140", "ask": 0.95, "pm_a": -97.38, "left": 140.0, "rv_5m": 13.62, "rv_15m": 9.36, "sim_a_vol": 12.35, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "maker_bias", "ask": 0.31, "pm_a": -47.61, "left": 176.0, "rv_5m": 6.61, "rv_15m": 5.89, "sim_a_vol": 9.03, "direction": "UP", "won": true, "pnl_5sh": 3.45}
|
|
{"strategy": "xgb_dir_140", "ask": 0.38, "pm_a": 15.8, "left": 140.0, "rv_5m": 3.76, "rv_15m": 2.75, "sim_a_vol": 1.97, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.52, "pm_a": -0.96, "left": 242.0, "rv_5m": 3.9, "rv_15m": 3.5, "sim_a_vol": 18.65, "direction": "DOWN", "won": true, "pnl_5sh": 2.4}
|
|
{"strategy": "xgb_dir_140", "ask": 0.68, "pm_a": -35.32, "left": 140.0, "rv_5m": 3.86, "rv_15m": 3.17, "sim_a_vol": 2.88, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.95, "pm_a": 52.15, "left": 140.0, "rv_5m": 3.04, "rv_15m": 2.46, "sim_a_vol": 5.56, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.97, "pm_a": 94.41, "left": 140.0, "rv_5m": 4.82, "rv_15m": 4.28, "sim_a_vol": 12.62, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.4, "pm_a": 6.93, "left": 140.0, "rv_5m": 2.25, "rv_15m": 2.19, "sim_a_vol": 1.37, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "open_hedge", "ask": 0.55, "pm_a": 12.35, "left": 294.5, "rv_5m": 9.04, "rv_15m": 7.46, "sim_a_vol": 52.54, "direction": "UP", "won": false, "pnl_5sh": -2.75}
|
|
{"strategy": "open_hedge", "ask": 0.58, "pm_a": 14.97, "left": 294.4, "rv_5m": 4.86, "rv_15m": 5.13, "sim_a_vol": 46.91, "direction": "UP", "won": true, "pnl_5sh": 2.1}
|
|
{"strategy": "xgb_dir_140", "ask": 0.73, "pm_a": -17.68, "left": 140.0, "rv_5m": 2.39, "rv_15m": 3.1, "sim_a_vol": 4.85, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.85, "pm_a": 30.31, "left": 140.0, "rv_5m": 3.22, "rv_15m": 3.24, "sim_a_vol": 3.93, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.52, "pm_a": 1.78, "left": 242.0, "rv_5m": 4.75, "rv_15m": 3.77, "sim_a_vol": 21.55, "direction": "UP", "won": true, "pnl_5sh": 2.4}
|
|
{"strategy": "xgb_dir_140", "ask": 0.93, "pm_a": -53.07, "left": 140.0, "rv_5m": 2.36, "rv_15m": 2.8, "sim_a_vol": 4.93, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.58, "pm_a": -21.33, "left": 240.0, "rv_5m": 3.77, "rv_15m": 3.78, "sim_a_vol": 31.56, "direction": "DOWN", "won": false, "pnl_5sh": -2.9}
|
|
{"strategy": "xgb_dir_140", "ask": 0.79, "pm_a": 15.47, "left": 140.0, "rv_5m": 1.15, "rv_15m": 1.25, "sim_a_vol": 2.25, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "maker_bias", "ask": 0.72, "pm_a": -37.52, "left": 200.0, "rv_5m": 5.35, "rv_15m": 6.24, "sim_a_vol": 23.14, "direction": "DOWN", "won": false, "pnl_5sh": -3.6}
|
|
{"strategy": "depth_cheap", "ask": 0.53, "pm_a": 11.38, "left": 216.0, "rv_5m": 1.85, "rv_15m": 1.33, "sim_a_vol": 3.29, "direction": "UP", "won": false, "pnl_5sh": -2.65}
|
|
{"strategy": "xgb_dir_140", "ask": 0.73, "pm_a": 19.97, "left": 140.0, "rv_5m": 3.63, "rv_15m": 2.87, "sim_a_vol": 4.57, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.58, "pm_a": -22.49, "left": 140.0, "rv_5m": 73.22, "rv_15m": 42.63, "sim_a_vol": 9.67, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.95, "pm_a": 71.62, "left": 140.0, "rv_5m": 4.25, "rv_15m": 3.68, "sim_a_vol": 9.76, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_100", "ask": 0.6, "pm_a": 9.25, "left": 110.0, "rv_5m": 3.93, "rv_15m": 3.45, "sim_a_vol": 5.4, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.59, "pm_a": -29.75, "left": 109.0, "rv_5m": 2.89, "rv_15m": 3.26, "sim_a_vol": 5.59, "direction": "DOWN", "won": true, "pnl_5sh": 2.05}
|
|
{"strategy": "depth_cheap", "ask": 0.49, "pm_a": -1.43, "left": 188.0, "rv_5m": 3.07, "rv_15m": 3.69, "sim_a_vol": 2.02, "direction": "UP", "won": true, "pnl_5sh": 2.55}
|
|
{"strategy": "xgb_dir_140", "ask": 0.95, "pm_a": -65.45, "left": 140.0, "rv_5m": 2.64, "rv_15m": 2.97, "sim_a_vol": 2.4, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.56, "pm_a": 7.66, "left": 140.0, "rv_5m": 2.4, "rv_15m": 2.61, "sim_a_vol": 3.33, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.43, "pm_a": 4.05, "left": 150.0, "rv_5m": 1.89, "rv_15m": 2.35, "sim_a_vol": 4.37, "direction": "UP", "won": false, "pnl_5sh": -2.15}
|
|
{"strategy": "lock", "ask": 0.98, "pm_a": -62.92, "left": 71.0, "rv_5m": 2.59, "rv_15m": 2.72, "sim_a_vol": 13.07, "direction": "DOWN", "won": true, "pnl_5sh": 0.1}
|
|
{"strategy": "xgb_dir_140", "ask": 0.84, "pm_a": 35.25, "left": 140.0, "rv_5m": 6.21, "rv_15m": 7.16, "sim_a_vol": 11.39, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "cheap_hours", "ask": 0.45, "pm_a": -5.08, "left": 288.0, "rv_5m": 5.56, "rv_15m": 4.68, "sim_a_vol": 22.92, "direction": "UP", "won": true, "pnl_5sh": 2.75}
|
|
{"strategy": "depth_cheap", "ask": 0.34, "pm_a": 14.56, "left": 146.0, "rv_5m": 4.14, "rv_15m": 4.14, "sim_a_vol": 22.06, "direction": "DOWN", "won": false, "pnl_5sh": -1.7}
|
|
{"strategy": "xgb_dir_140", "ask": 0.64, "pm_a": 2.72, "left": 140.0, "rv_5m": 4.3, "rv_15m": 4.02, "sim_a_vol": 8.18, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "bounce", "ask": 0.75, "pm_a": -27.6, "left": 50.0, "rv_5m": 2.3, "rv_15m": 2.73, "sim_a_vol": 4.12, "direction": "DOWN", "won": false, "pnl_5sh": -3.75}
|
|
{"strategy": "last_flip", "ask": 0.94, "pm_a": -0.95, "left": 3.0, "rv_5m": 5.19, "rv_15m": 4.58, "sim_a_vol": 3.14, "direction": "DOWN", "won": true, "pnl_5sh": 0.3}
|
|
{"strategy": "depth_cheap", "ask": 0.56, "pm_a": 7.05, "left": 235.0, "rv_5m": 4.08, "rv_15m": 4.15, "sim_a_vol": 16.94, "direction": "UP", "won": false, "pnl_5sh": -2.8}
|
|
{"strategy": "xgb_dir_140", "ask": 0.58, "pm_a": -8.1, "left": 140.0, "rv_5m": 4.02, "rv_15m": 3.82, "sim_a_vol": 8.66, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "open_hedge", "ask": 1.0, "pm_a": 0.0, "left": 299.8, "rv_5m": 7.39, "rv_15m": 8.2, "sim_a_vol": 14.23, "direction": "DOWN", "won": true, "pnl_5sh": 0.0}
|
|
{"strategy": "depth_cheap", "ask": 0.53, "pm_a": -12.41, "left": 244.0, "rv_5m": 8.19, "rv_15m": 9.64, "sim_a_vol": 107.62, "direction": "DOWN", "won": true, "pnl_5sh": 2.35}
|
|
{"strategy": "xgb_dir_140", "ask": 0.93, "pm_a": 31.15, "left": 140.0, "rv_5m": 1.6, "rv_15m": 2.09, "sim_a_vol": 10.94, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.12, "pm_a": 49.56, "left": 154.0, "rv_5m": 3.43, "rv_15m": 3.91, "sim_a_vol": 4.96, "direction": "DOWN", "won": false, "pnl_5sh": -0.6}
|
|
{"strategy": "xgb_dir_140", "ask": 0.98, "pm_a": 108.77, "left": 140.0, "rv_5m": 3.88, "rv_15m": 5.55, "sim_a_vol": 10.98, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.34, "pm_a": 33.6, "left": 242.0, "rv_5m": 4.02, "rv_15m": 3.65, "sim_a_vol": 33.63, "direction": "DOWN", "won": true, "pnl_5sh": 3.3}
|
|
{"strategy": "depth_cheap", "ask": 0.58, "pm_a": -12.21, "left": 214.0, "rv_5m": 2.15, "rv_15m": 2.55, "sim_a_vol": 4.11, "direction": "DOWN", "won": true, "pnl_5sh": 2.1}
|
|
{"strategy": "depth_cheap", "ask": 0.56, "pm_a": -3.44, "left": 246.0, "rv_5m": 5.03, "rv_15m": 6.8, "sim_a_vol": 46.38, "direction": "UP", "won": true, "pnl_5sh": 2.2}
|
|
{"strategy": "depth_cheap", "ask": 0.43, "pm_a": 29.52, "left": 249.0, "rv_5m": 3.37, "rv_15m": 3.66, "sim_a_vol": 19.42, "direction": "UP", "won": true, "pnl_5sh": 2.85}
|
|
{"strategy": "depth_cheap", "ask": 0.59, "pm_a": -20.04, "left": 248.0, "rv_5m": 5.1, "rv_15m": 5.64, "sim_a_vol": 34.78, "direction": "DOWN", "won": false, "pnl_5sh": -2.95}
|
|
{"strategy": "depth_cheap", "ask": 0.55, "pm_a": 0.61, "left": 231.0, "rv_5m": 3.61, "rv_15m": 3.91, "sim_a_vol": 7.61, "direction": "UP", "won": false, "pnl_5sh": -2.75}
|
|
{"strategy": "cb_flip", "ask": 0.19, "pm_a": -34.98, "left": 28.0, "rv_5m": 10.45, "rv_15m": 9.32, "sim_a_vol": 34.81, "direction": "UP", "won": false, "pnl_5sh": -1.95}
|
|
{"strategy": "xgb_dir_140", "ask": 0.83, "pm_a": 92.48, "left": 140.0, "rv_5m": 6.86, "rv_15m": 6.63, "sim_a_vol": 14.82, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.66, "pm_a": -11.89, "left": 140.0, "rv_5m": 3.1, "rv_15m": 2.82, "sim_a_vol": 4.26, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.93, "pm_a": -56.6, "left": 140.0, "rv_5m": 4.88, "rv_15m": 3.98, "sim_a_vol": 3.82, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "bounce", "ask": 0.73, "pm_a": -21.14, "left": 43.0, "rv_5m": 3.97, "rv_15m": 5.16, "sim_a_vol": 11.34, "direction": "DOWN", "won": true, "pnl_5sh": 1.35}
|
|
{"strategy": "xgb_dir_140", "ask": 0.94, "pm_a": 57.89, "left": 140.0, "rv_5m": 2.97, "rv_15m": 4.14, "sim_a_vol": 9.94, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.59, "pm_a": -9.31, "left": 209.0, "rv_5m": 3.14, "rv_15m": 4.28, "sim_a_vol": 2.03, "direction": "DOWN", "won": true, "pnl_5sh": 2.05}
|
|
{"strategy": "xgb_dir_140", "ask": 0.93, "pm_a": 53.65, "left": 140.0, "rv_5m": 3.65, "rv_15m": 3.9, "sim_a_vol": 4.69, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.59, "pm_a": -13.1, "left": 248.0, "rv_5m": 3.98, "rv_15m": 3.87, "sim_a_vol": 20.66, "direction": "DOWN", "won": true, "pnl_5sh": 2.05}
|
|
{"strategy": "lock", "ask": 0.93, "pm_a": 78.16, "left": 140.0, "rv_5m": 5.65, "rv_15m": 6.05, "sim_a_vol": 20.72, "direction": "UP", "won": true, "pnl_5sh": 0.35}
|
|
{"strategy": "xgb_dir_50", "ask": 0.96, "pm_a": -82.25, "left": 60.0, "rv_5m": 5.58, "rv_15m": 7.97, "sim_a_vol": 11.78, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.74, "pm_a": -26.96, "left": 140.0, "rv_5m": 5.51, "rv_15m": 5.98, "sim_a_vol": 6.41, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.55, "pm_a": -11.73, "left": 182.0, "rv_5m": 2.94, "rv_15m": 2.46, "sim_a_vol": 15.15, "direction": "DOWN", "won": true, "pnl_5sh": 2.25}
|
|
{"strategy": "xgb_dir_140", "ask": 0.98, "pm_a": 137.52, "left": 140.0, "rv_5m": 6.15, "rv_15m": 5.6, "sim_a_vol": 19.23, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.16, "pm_a": 19.73, "left": 26.0, "rv_5m": 36.74, "rv_15m": 33.82, "sim_a_vol": 137.31, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "mid_flip", "ask": 0.37, "pm_a": -10.59, "left": 52.0, "rv_5m": 3.89, "rv_15m": 4.03, "sim_a_vol": 15.96, "direction": "UP", "won": false, "pnl_5sh": -1.85}
|
|
{"strategy": "depth_cheap", "ask": 0.57, "pm_a": 5.84, "left": 245.0, "rv_5m": 3.07, "rv_15m": 2.62, "sim_a_vol": 21.57, "direction": "UP", "won": true, "pnl_5sh": 2.15}
|
|
{"strategy": "clob_rev", "ask": 0.25, "pm_a": -40.78, "left": 53.8, "rv_5m": 5.91, "rv_15m": 6.94, "sim_a_vol": 17.62, "direction": "UP", "won": false, "pnl_5sh": -1.25}
|
|
{"strategy": "xgb_dir_140", "ask": 0.76, "pm_a": -26.93, "left": 140.0, "rv_5m": 3.71, "rv_15m": 4.04, "sim_a_vol": 6.39, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.65, "pm_a": 15.96, "left": 140.0, "rv_5m": 1.96, "rv_15m": 2.73, "sim_a_vol": 3.86, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "cheap_hours", "ask": 0.44, "pm_a": 10.82, "left": 294.0, "rv_5m": 3.6, "rv_15m": 3.51, "sim_a_vol": 13.13, "direction": "DOWN", "won": false, "pnl_5sh": -2.2}
|
|
{"strategy": "open_hedge", "ask": 0.51, "pm_a": -4.81, "left": 294.6, "rv_5m": 3.29, "rv_15m": 4.33, "sim_a_vol": 6.68, "direction": "UP", "won": false, "pnl_5sh": -2.55}
|
|
{"strategy": "depth_cheap", "ask": 0.5, "pm_a": 6.03, "left": 117.0, "rv_5m": 3.84, "rv_15m": 3.68, "sim_a_vol": 12.24, "direction": "DOWN", "won": false, "pnl_5sh": -2.5}
|
|
{"strategy": "xgb_dir_140", "ask": 0.62, "pm_a": 10.4, "left": 140.0, "rv_5m": 3.2, "rv_15m": 3.5, "sim_a_vol": 8.49, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.93, "pm_a": 35.81, "left": 140.0, "rv_5m": 1.28, "rv_15m": 2.94, "sim_a_vol": 10.17, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "lock", "ask": 0.96, "pm_a": -60.06, "left": 58.0, "rv_5m": 4.8, "rv_15m": 4.53, "sim_a_vol": 11.29, "direction": "DOWN", "won": true, "pnl_5sh": 0.2}
|
|
{"strategy": "xgb_dir_140", "ask": 0.78, "pm_a": -17.36, "left": 140.0, "rv_5m": 2.36, "rv_15m": 2.59, "sim_a_vol": 4.73, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "cheap_winner", "ask": 0.59, "pm_a": 4.35, "left": 31.0, "rv_5m": 2.58, "rv_15m": 2.0, "sim_a_vol": 7.68, "direction": "UP", "won": false, "pnl_5sh": -2.95}
|
|
{"strategy": "xgb_dir_140", "ask": 0.96, "pm_a": -110.58, "left": 140.0, "rv_5m": 5.73, "rv_15m": 4.51, "sim_a_vol": 33.09, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.83, "pm_a": 52.36, "left": 140.0, "rv_5m": 4.02, "rv_15m": 4.49, "sim_a_vol": 10.15, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "open_hedge", "ask": 0.59, "pm_a": -25.6, "left": 294.3, "rv_5m": 7.58, "rv_15m": 8.79, "sim_a_vol": 36.7, "direction": "DOWN", "won": false, "pnl_5sh": -2.95}
|
|
{"strategy": "xgb_dir_140", "ask": 0.49, "pm_a": 2.02, "left": 124.0, "rv_5m": 2.79, "rv_15m": 3.68, "sim_a_vol": 1.1, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.58, "pm_a": 1.89, "left": 231.0, "rv_5m": 3.16, "rv_15m": 3.43, "sim_a_vol": 4.39, "direction": "UP", "won": true, "pnl_5sh": 2.1}
|
|
{"strategy": "depth_cheap", "ask": 0.45, "pm_a": 3.75, "left": 247.0, "rv_5m": 4.16, "rv_15m": 4.09, "sim_a_vol": 25.64, "direction": "DOWN", "won": false, "pnl_5sh": -2.25}
|
|
{"strategy": "spread_arb", "ask": 0.3, "pm_a": 47.99, "left": 268.0, "rv_5m": 5.4, "rv_15m": 5.4, "sim_a_vol": 14.55, "direction": "DOWN", "won": false, "pnl_5sh": -1.5}
|
|
{"strategy": "spread_arb", "ask": 0.69, "pm_a": -29.64, "left": 280.0, "rv_5m": 2.69, "rv_15m": 4.97, "sim_a_vol": 7.35, "direction": "DOWN", "won": true, "pnl_5sh": 1.55}
|
|
{"strategy": "depth_cheap", "ask": 0.59, "pm_a": 51.32, "left": 244.0, "rv_5m": 11.05, "rv_15m": 6.85, "sim_a_vol": 116.87, "direction": "UP", "won": true, "pnl_5sh": 2.05}
|
|
{"strategy": "mid_flip_v2", "ask": 0.48, "pm_a": -9.47, "left": 125.0, "rv_5m": 4.3, "rv_15m": 3.82, "sim_a_vol": 8.14, "direction": "UP", "won": false, "pnl_5sh": -2.4}
|
|
{"strategy": "lock", "ask": 0.82, "pm_a": 73.96, "left": 131.0, "rv_5m": 7.55, "rv_15m": 9.95, "sim_a_vol": 9.58, "direction": "UP", "won": true, "pnl_5sh": 0.9}
|
|
{"strategy": "xgb_dir_140", "ask": 0.48, "pm_a": 4.58, "left": 136.0, "rv_5m": 3.09, "rv_15m": 5.57, "sim_a_vol": 9.97, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.58, "pm_a": -11.59, "left": 140.0, "rv_5m": 2.96, "rv_15m": 3.13, "sim_a_vol": 13.0, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.61, "pm_a": -10.89, "left": 140.0, "rv_5m": 4.71, "rv_15m": 3.91, "sim_a_vol": 10.59, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "open_hedge", "ask": 0.37, "pm_a": 2.96, "left": 154.2, "rv_5m": 5.86, "rv_15m": 5.13, "sim_a_vol": 12.66, "direction": "DOWN", "won": false, "pnl_5sh": -1.85}
|
|
{"strategy": "xgb_dir_140", "ask": 0.91, "pm_a": -35.58, "left": 140.0, "rv_5m": 2.06, "rv_15m": 1.92, "sim_a_vol": 5.6, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.76, "pm_a": 14.01, "left": 140.0, "rv_5m": 2.29, "rv_15m": 3.49, "sim_a_vol": 8.51, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "cb_flip", "ask": 0.98, "pm_a": 12.37, "left": 4.9, "rv_5m": 3.01, "rv_15m": 3.17, "sim_a_vol": 7.13, "direction": "DOWN", "won": true, "pnl_5sh": 0.0}
|
|
{"strategy": "depth_cheap", "ask": 0.4, "pm_a": 40.24, "left": 227.0, "rv_5m": 9.14, "rv_15m": 7.59, "sim_a_vol": 18.0, "direction": "DOWN", "won": false, "pnl_5sh": -2.0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.33, "pm_a": 23.86, "left": 140.0, "rv_5m": 5.48, "rv_15m": 5.45, "sim_a_vol": 13.91, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_50", "ask": 1.0, "pm_a": -161.29, "left": 60.0, "rv_5m": 4.97, "rv_15m": 4.63, "sim_a_vol": 16.01, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.53, "pm_a": -8.34, "left": 140.0, "rv_5m": 2.62, "rv_15m": 4.11, "sim_a_vol": 2.38, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.96, "pm_a": 54.19, "left": 140.0, "rv_5m": 2.66, "rv_15m": 3.04, "sim_a_vol": 10.48, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "lock_hedge", "ask": 0.09, "pm_a": -61.63, "left": 126.0, "rv_5m": 3.42, "rv_15m": 4.03, "sim_a_vol": 11.93, "direction": "UP", "won": false, "pnl_5sh": -0.45}
|
|
{"strategy": "lock", "ask": 0.94, "pm_a": 64.45, "left": 41.0, "rv_5m": 4.89, "rv_15m": 6.94, "sim_a_vol": 12.26, "direction": "UP", "won": true, "pnl_5sh": 0.3}
|
|
{"strategy": "xgb_dir_140", "ask": 0.98, "pm_a": 89.14, "left": 140.0, "rv_5m": 3.11, "rv_15m": 3.54, "sim_a_vol": 7.99, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "cheap_winner_strict", "ask": 0.78, "pm_a": 15.99, "left": 59.0, "rv_5m": 2.9, "rv_15m": 2.89, "sim_a_vol": 4.24, "direction": "UP", "won": false, "pnl_5sh": -3.9}
|
|
{"strategy": "depth_cheap", "ask": 0.4, "pm_a": 7.16, "left": 187.0, "rv_5m": 4.05, "rv_15m": 3.76, "sim_a_vol": 1.53, "direction": "DOWN", "won": true, "pnl_5sh": 3.0}
|
|
{"strategy": "cheap_hours", "ask": 0.42, "pm_a": -31.8, "left": 295.0, "rv_5m": 2.6, "rv_15m": 2.71, "sim_a_vol": 11.8, "direction": "UP", "won": false, "pnl_5sh": -2.1}
|
|
{"strategy": "xgb_dir_140", "ask": 0.47, "pm_a": -6.78, "left": 139.0, "rv_5m": 4.58, "rv_15m": 5.8, "sim_a_vol": 8.76, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "mid_flip", "ask": 0.31, "pm_a": -25.91, "left": 135.0, "rv_5m": 5.1, "rv_15m": 4.64, "sim_a_vol": 24.42, "direction": "UP", "won": false, "pnl_5sh": -1.55}
|
|
{"strategy": "lock", "ask": 0.92, "pm_a": -60.73, "left": 103.0, "rv_5m": 5.43, "rv_15m": 4.58, "sim_a_vol": 3.58, "direction": "DOWN", "won": true, "pnl_5sh": 0.4}
|
|
{"strategy": "xgb_dir_140", "ask": 0.72, "pm_a": 32.41, "left": 139.0, "rv_5m": 6.91, "rv_15m": 6.18, "sim_a_vol": 15.08, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "open_hedge", "ask": 0.55, "pm_a": 15.94, "left": 294.1, "rv_5m": 5.74, "rv_15m": 6.94, "sim_a_vol": 11.23, "direction": "UP", "won": false, "pnl_5sh": -2.75}
|
|
{"strategy": "mid_flip_v2", "ask": 0.49, "pm_a": 2.44, "left": 124.0, "rv_5m": 3.74, "rv_15m": 4.28, "sim_a_vol": 5.19, "direction": "DOWN", "won": true, "pnl_5sh": 0.0}
|
|
{"strategy": "mid_flip", "ask": 0.47, "pm_a": -24.77, "left": 124.0, "rv_5m": 4.97, "rv_15m": 4.95, "sim_a_vol": 4.69, "direction": "UP", "won": true, "pnl_5sh": 0.0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.66, "pm_a": -32.25, "left": 140.0, "rv_5m": 6.57, "rv_15m": 8.06, "sim_a_vol": 8.83, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.18, "pm_a": 38.18, "left": 224.0, "rv_5m": 3.4, "rv_15m": 2.76, "sim_a_vol": 11.04, "direction": "DOWN", "won": true, "pnl_5sh": 4.1}
|
|
{"strategy": "xgb_dir_140", "ask": 0.98, "pm_a": 87.33, "left": 140.0, "rv_5m": 4.27, "rv_15m": 3.18, "sim_a_vol": 7.13, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.27, "pm_a": 42.92, "left": 235.0, "rv_5m": 6.81, "rv_15m": 6.31, "sim_a_vol": 28.08, "direction": "DOWN", "won": false, "pnl_5sh": -1.35}
|
|
{"strategy": "cheap_winner_strict", "ask": 0.8, "pm_a": 24.45, "left": 39.0, "rv_5m": 1.63, "rv_15m": 2.52, "sim_a_vol": 1.57, "direction": "UP", "won": true, "pnl_5sh": 1.0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.56, "pm_a": 9.5, "left": 140.0, "rv_5m": 5.01, "rv_15m": 5.72, "sim_a_vol": 3.76, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.76, "pm_a": 23.01, "left": 140.0, "rv_5m": 2.2, "rv_15m": 2.18, "sim_a_vol": 7.92, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.96, "pm_a": -49.68, "left": 140.0, "rv_5m": 2.58, "rv_15m": 2.51, "sim_a_vol": 10.67, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.49, "pm_a": -3.7, "left": 140.0, "rv_5m": 6.48, "rv_15m": 16.93, "sim_a_vol": 20.65, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "cheap_winner", "ask": 0.8, "pm_a": 11.86, "left": 30.0, "rv_5m": 3.67, "rv_15m": 3.62, "sim_a_vol": 4.99, "direction": "UP", "won": true, "pnl_5sh": 1.0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.61, "pm_a": 22.04, "left": 140.0, "rv_5m": 6.7, "rv_15m": 7.26, "sim_a_vol": 6.52, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.08, "pm_a": -32.04, "left": 127.0, "rv_5m": 1.99, "rv_15m": 2.52, "sim_a_vol": 8.44, "direction": "UP", "won": false, "pnl_5sh": -0.4}
|
|
{"strategy": "last7s", "ask": 1.0, "pm_a": 154.72, "left": 19.9, "rv_5m": 6.41, "rv_15m": 7.23, "sim_a_vol": 7.82, "direction": "UP", "won": true, "pnl_5sh": 0.0}
|
|
{"strategy": "maker_bias", "ask": 0.58, "pm_a": -1.37, "left": 195.0, "rv_5m": 4.89, "rv_15m": 4.67, "sim_a_vol": 7.1, "direction": "DOWN", "won": false, "pnl_5sh": -2.9}
|
|
{"strategy": "spread_arb", "ask": 0.66, "pm_a": 11.48, "left": 140.0, "rv_5m": 2.43, "rv_15m": 2.43, "sim_a_vol": 7.56, "direction": "UP", "won": true, "pnl_5sh": 1.7}
|
|
{"strategy": "cheap_hours", "ask": 0.44, "pm_a": -3.33, "left": 202.0, "rv_5m": 6.71, "rv_15m": 7.61, "sim_a_vol": 6.54, "direction": "UP", "won": false, "pnl_5sh": -2.2}
|
|
{"strategy": "xgb_dir_140", "ask": 0.8, "pm_a": -37.96, "left": 140.0, "rv_5m": 4.41, "rv_15m": 4.07, "sim_a_vol": 7.29, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.63, "pm_a": -9.22, "left": 140.0, "rv_5m": 3.63, "rv_15m": 4.97, "sim_a_vol": 8.84, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "open_hedge", "ask": 0.6, "pm_a": -11.54, "left": 294.6, "rv_5m": 6.26, "rv_15m": 6.25, "sim_a_vol": 15.22, "direction": "UP", "won": true, "pnl_5sh": 2.0}
|
|
{"strategy": "depth_cheap", "ask": 0.5, "pm_a": 0.28, "left": 107.0, "rv_5m": 2.37, "rv_15m": 2.74, "sim_a_vol": 6.3, "direction": "UP", "won": true, "pnl_5sh": 2.5}
|
|
{"strategy": "mid_flip", "ask": 0.46, "pm_a": -12.19, "left": 118.0, "rv_5m": 2.29, "rv_15m": 2.86, "sim_a_vol": 7.2, "direction": "UP", "won": false, "pnl_5sh": -2.3}
|
|
{"strategy": "xgb_dir_140", "ask": 0.89, "pm_a": -47.47, "left": 140.0, "rv_5m": 4.27, "rv_15m": 3.95, "sim_a_vol": 4.04, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.83, "pm_a": -32.14, "left": 140.0, "rv_5m": 3.89, "rv_15m": 4.58, "sim_a_vol": 4.62, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.54, "pm_a": -0.87, "left": 194.0, "rv_5m": 7.68, "rv_15m": 5.92, "sim_a_vol": 16.82, "direction": "DOWN", "won": false, "pnl_5sh": -2.7}
|
|
{"strategy": "spread_arb", "ask": 0.33, "pm_a": 18.55, "left": 284.0, "rv_5m": 5.72, "rv_15m": 5.14, "sim_a_vol": 9.54, "direction": "DOWN", "won": false, "pnl_5sh": -1.65}
|
|
{"strategy": "xgb_dir_140", "ask": 0.77, "pm_a": 15.49, "left": 140.0, "rv_5m": 2.03, "rv_15m": 2.21, "sim_a_vol": 7.88, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.66, "pm_a": 6.39, "left": 120.0, "rv_5m": 4.04, "rv_15m": 3.68, "sim_a_vol": 16.91, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "cheap_winner_v2", "ask": 0.58, "pm_a": -10.85, "left": 59.0, "rv_5m": 1.99, "rv_15m": 2.08, "sim_a_vol": 4.32, "direction": "DOWN", "won": false, "pnl_5sh": -2.9}
|
|
{"strategy": "mid_flip", "ask": 0.39, "pm_a": -9.21, "left": 149.0, "rv_5m": 3.89, "rv_15m": 3.75, "sim_a_vol": 17.49, "direction": "UP", "won": true, "pnl_5sh": 3.05}
|
|
{"strategy": "xgb_dir_140", "ask": 0.41, "pm_a": 11.7, "left": 140.0, "rv_5m": 1.5, "rv_15m": 1.3, "sim_a_vol": 1.43, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "open_hedge", "ask": 0.38, "pm_a": 30.4, "left": 264.7, "rv_5m": 5.37, "rv_15m": 4.78, "sim_a_vol": 6.56, "direction": "DOWN", "won": false, "pnl_5sh": -1.9}
|
|
{"strategy": "depth_cheap", "ask": 0.5, "pm_a": -3.53, "left": 250.0, "rv_5m": 4.58, "rv_15m": 3.69, "sim_a_vol": 7.06, "direction": "DOWN", "won": false, "pnl_5sh": -2.5}
|
|
{"strategy": "depth_cheap", "ask": 0.16, "pm_a": -34.18, "left": 237.0, "rv_5m": 2.04, "rv_15m": 2.81, "sim_a_vol": 9.26, "direction": "UP", "won": false, "pnl_5sh": -0.8}
|
|
{"strategy": "depth_cheap", "ask": 0.59, "pm_a": -27.67, "left": 250.0, "rv_5m": 9.12, "rv_15m": 7.31, "sim_a_vol": 99.56, "direction": "DOWN", "won": false, "pnl_5sh": -2.95}
|
|
{"strategy": "cheap_winner", "ask": 0.55, "pm_a": -2.42, "left": 51.0, "rv_5m": 4.8, "rv_15m": 5.4, "sim_a_vol": 13.92, "direction": "DOWN", "won": false, "pnl_5sh": -2.75}
|
|
{"strategy": "xgb_dir_140", "ask": 0.66, "pm_a": 3.73, "left": 133.0, "rv_5m": 2.04, "rv_15m": 1.92, "sim_a_vol": 1.5, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.76, "pm_a": 5.17, "left": 140.0, "rv_5m": 1.48, "rv_15m": 2.11, "sim_a_vol": 1.04, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.82, "pm_a": 2.18, "left": 140.0, "rv_5m": 3.17, "rv_15m": 3.15, "sim_a_vol": 2.99, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.48, "pm_a": 9.72, "left": 140.0, "rv_5m": 2.73, "rv_15m": 4.78, "sim_a_vol": 2.85, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.49, "pm_a": 0.94, "left": 240.0, "rv_5m": 14.08, "rv_15m": 10.42, "sim_a_vol": 36.64, "direction": "UP", "won": false, "pnl_5sh": -2.45}
|
|
{"strategy": "xgb_dir_140", "ask": 0.84, "pm_a": -36.28, "left": 140.0, "rv_5m": 3.56, "rv_15m": 3.27, "sim_a_vol": 11.63, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "lock", "ask": 0.9, "pm_a": 50.31, "left": 124.1, "rv_5m": 4.54, "rv_15m": 4.19, "sim_a_vol": 9.85, "direction": "UP", "won": true, "pnl_5sh": 0.5}
|
|
{"strategy": "xgb_dir_140", "ask": 0.79, "pm_a": -28.78, "left": 140.0, "rv_5m": 3.67, "rv_15m": 2.82, "sim_a_vol": 9.95, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.62, "pm_a": -13.32, "left": 140.0, "rv_5m": 3.37, "rv_15m": 3.03, "sim_a_vol": 1.93, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.48, "pm_a": -2.72, "left": 237.0, "rv_5m": 2.01, "rv_15m": 1.91, "sim_a_vol": 5.52, "direction": "UP", "won": false, "pnl_5sh": -2.4}
|
|
{"strategy": "open_hedge", "ask": 0.66, "pm_a": 70.12, "left": 295.0, "rv_5m": 11.42, "rv_15m": 12.44, "sim_a_vol": 50.14, "direction": "UP", "won": true, "pnl_5sh": 1.7}
|
|
{"strategy": "depth_cheap", "ask": 0.59, "pm_a": -21.25, "left": 250.0, "rv_5m": 7.0, "rv_15m": 5.11, "sim_a_vol": 77.42, "direction": "DOWN", "won": false, "pnl_5sh": -2.95}
|
|
{"strategy": "xgb_dir_140", "ask": 0.98, "pm_a": 90.89, "left": 140.0, "rv_5m": 2.61, "rv_15m": 3.25, "sim_a_vol": 10.8, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.38, "pm_a": 9.55, "left": 140.0, "rv_5m": 2.17, "rv_15m": 2.12, "sim_a_vol": 3.53, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "spread_arb", "ask": 0.32, "pm_a": -11.21, "left": 286.0, "rv_5m": 4.43, "rv_15m": 4.27, "sim_a_vol": 13.98, "direction": "UP", "won": true, "pnl_5sh": 3.4}
|
|
{"strategy": "bounce", "ask": 0.77, "pm_a": -44.49, "left": 49.0, "rv_5m": 6.62, "rv_15m": 5.98, "sim_a_vol": 11.98, "direction": "DOWN", "won": true, "pnl_5sh": 1.15}
|
|
{"strategy": "xgb_dir_140", "ask": 0.93, "pm_a": 67.12, "left": 140.0, "rv_5m": 4.09, "rv_15m": 3.82, "sim_a_vol": 6.95, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.8, "pm_a": -11.2, "left": 140.0, "rv_5m": 2.33, "rv_15m": 2.52, "sim_a_vol": 3.99, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.76, "pm_a": -60.37, "left": 140.0, "rv_5m": 7.29, "rv_15m": 9.39, "sim_a_vol": 10.67, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.58, "pm_a": 17.97, "left": 250.0, "rv_5m": 4.54, "rv_15m": 4.21, "sim_a_vol": 12.78, "direction": "UP", "won": true, "pnl_5sh": 2.1}
|
|
{"strategy": "depth_cheap", "ask": 0.49, "pm_a": -1.2, "left": 232.0, "rv_5m": 6.5, "rv_15m": 7.46, "sim_a_vol": 14.67, "direction": "UP", "won": false, "pnl_5sh": -2.45}
|
|
{"strategy": "xgb_dir_140", "ask": 0.56, "pm_a": -11.81, "left": 140.0, "rv_5m": 2.0, "rv_15m": 2.52, "sim_a_vol": 3.83, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 1.0, "pm_a": -178.58, "left": 140.0, "rv_5m": 5.83, "rv_15m": 4.4, "sim_a_vol": 24.94, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "cheap_winner", "ask": 0.49, "pm_a": 11.86, "left": 30.0, "rv_5m": 6.12, "rv_15m": 8.63, "sim_a_vol": 6.35, "direction": "UP", "won": true, "pnl_5sh": 0.0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.81, "pm_a": 20.59, "left": 140.0, "rv_5m": 2.97, "rv_15m": 3.19, "sim_a_vol": 16.09, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "lock", "ask": 0.98, "pm_a": 52.44, "left": 42.3, "rv_5m": 4.76, "rv_15m": 4.12, "sim_a_vol": 5.17, "direction": "UP", "won": true, "pnl_5sh": 0.1}
|
|
{"strategy": "xgb_dir_140", "ask": 0.56, "pm_a": 8.01, "left": 140.0, "rv_5m": 3.42, "rv_15m": 3.26, "sim_a_vol": 5.59, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "cb_confirm", "ask": 0.75, "pm_a": 29.74, "left": 241.0, "rv_5m": 4.64, "rv_15m": 4.48, "sim_a_vol": 12.16, "direction": "UP", "won": false, "pnl_5sh": -3.75}
|
|
{"strategy": "xgb_dir_140", "ask": 0.68, "pm_a": 34.25, "left": 140.0, "rv_5m": 6.67, "rv_15m": 6.5, "sim_a_vol": 8.99, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.81, "pm_a": -54.68, "left": 140.0, "rv_5m": 7.94, "rv_15m": 8.97, "sim_a_vol": 6.7, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "last7s", "ask": 1.0, "pm_a": 114.48, "left": 20.0, "rv_5m": 6.91, "rv_15m": 7.54, "sim_a_vol": 23.92, "direction": "UP", "won": true, "pnl_5sh": 0.0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.87, "pm_a": -52.5, "left": 140.0, "rv_5m": 6.93, "rv_15m": 6.36, "sim_a_vol": 7.74, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "cheap_winner", "ask": 0.63, "pm_a": 16.48, "left": 55.0, "rv_5m": 3.65, "rv_15m": 6.95, "sim_a_vol": 10.93, "direction": "UP", "won": false, "pnl_5sh": -3.15}
|
|
{"strategy": "xgb_dir_140", "ask": 0.96, "pm_a": -128.98, "left": 140.0, "rv_5m": 6.21, "rv_15m": 5.87, "sim_a_vol": 42.82, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "hold7s", "ask": 0.81, "pm_a": 10.41, "left": 10.0, "rv_5m": 5.39, "rv_15m": 6.36, "sim_a_vol": 9.58, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.59, "pm_a": 6.2, "left": 236.0, "rv_5m": 1.37, "rv_15m": 1.34, "sim_a_vol": 3.59, "direction": "UP", "won": false, "pnl_5sh": -2.95}
|
|
{"strategy": "xgb_dir_140", "ask": 0.63, "pm_a": 9.99, "left": 140.0, "rv_5m": 1.84, "rv_15m": 2.1, "sim_a_vol": 3.08, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.52, "pm_a": 2.43, "left": 139.0, "rv_5m": 6.39, "rv_15m": 6.13, "sim_a_vol": 36.51, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.67, "pm_a": -19.42, "left": 139.0, "rv_5m": 3.28, "rv_15m": 3.49, "sim_a_vol": 5.93, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.5, "pm_a": 9.48, "left": 235.0, "rv_5m": 2.75, "rv_15m": 3.53, "sim_a_vol": 7.66, "direction": "DOWN", "won": false, "pnl_5sh": -2.5}
|
|
{"strategy": "cb_flip", "ask": 0.03, "pm_a": -11.49, "left": 3.0, "rv_5m": 3.21, "rv_15m": 3.98, "sim_a_vol": 7.48, "direction": "UP", "won": false, "pnl_5sh": -1.15}
|
|
{"strategy": "xgb_dir_140", "ask": 0.79, "pm_a": -21.57, "left": 140.0, "rv_5m": 4.29, "rv_15m": 3.68, "sim_a_vol": 8.88, "direction": "DOWN", "won": false, "pnl_5sh": -3.95}
|
|
{"strategy": "cb_flip", "ask": 0.9, "pm_a": 18.44, "left": 30.0, "rv_5m": 3.17, "rv_15m": 3.19, "sim_a_vol": 4.3, "direction": "UP", "won": true, "pnl_5sh": 0.0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.94, "pm_a": 109.64, "left": 140.0, "rv_5m": 8.32, "rv_15m": 8.54, "sim_a_vol": 14.22, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.87, "pm_a": 37.88, "left": 140.0, "rv_5m": 2.02, "rv_15m": 2.12, "sim_a_vol": 2.55, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.91, "pm_a": -63.65, "left": 140.0, "rv_5m": 5.04, "rv_15m": 5.54, "sim_a_vol": 9.08, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.5, "pm_a": -8.03, "left": 193.0, "rv_5m": 3.16, "rv_15m": 3.38, "sim_a_vol": 7.87, "direction": "UP", "won": true, "pnl_5sh": 2.5}
|
|
{"strategy": "xgb_dir_140", "ask": 0.96, "pm_a": -75.46, "left": 140.0, "rv_5m": 4.79, "rv_15m": 4.31, "sim_a_vol": 6.39, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.32, "pm_a": 33.71, "left": 210.0, "rv_5m": 3.7, "rv_15m": 3.67, "sim_a_vol": 7.78, "direction": "DOWN", "won": false, "pnl_5sh": -1.6}
|
|
{"strategy": "xgb_dir_140", "ask": 0.98, "pm_a": 123.27, "left": 140.0, "rv_5m": 5.13, "rv_15m": 5.67, "sim_a_vol": 16.64, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.54, "pm_a": -0.38, "left": 246.0, "rv_5m": 1.62, "rv_15m": 2.02, "sim_a_vol": 6.91, "direction": "DOWN", "won": true, "pnl_5sh": 2.3}
|
|
{"strategy": "xgb_dir_140", "ask": 0.64, "pm_a": 8.77, "left": 140.0, "rv_5m": 2.87, "rv_15m": 3.02, "sim_a_vol": 5.89, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.71, "pm_a": -8.54, "left": 140.0, "rv_5m": 1.97, "rv_15m": 2.13, "sim_a_vol": 1.57, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.53, "pm_a": 8.45, "left": 140.0, "rv_5m": 2.87, "rv_15m": 2.78, "sim_a_vol": 15.43, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.69, "pm_a": -41.2, "left": 140.0, "rv_5m": 4.05, "rv_15m": 3.8, "sim_a_vol": 4.74, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.9, "pm_a": -86.43, "left": 140.0, "rv_5m": 7.94, "rv_15m": 6.11, "sim_a_vol": 23.1, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.42, "pm_a": 30.98, "left": 212.0, "rv_5m": 10.25, "rv_15m": 8.73, "sim_a_vol": 17.37, "direction": "DOWN", "won": true, "pnl_5sh": 0.0}
|
|
{"strategy": "depth_cheap", "ask": 0.59, "pm_a": 34.18, "left": 213.0, "rv_5m": 0.0, "rv_15m": 0.0, "sim_a_vol": 47.77, "direction": "UP", "won": true, "pnl_5sh": 2.05}
|
|
{"strategy": "open_hedge", "ask": 0.64, "pm_a": -21.08, "left": 294.2, "rv_5m": 3.97, "rv_15m": 4.62, "sim_a_vol": 10.83, "direction": "DOWN", "won": false, "pnl_5sh": -3.2}
|
|
{"strategy": "open_hedge", "ask": 1.0, "pm_a": 0.0, "left": 299.6, "rv_5m": 7.16, "rv_15m": 7.96, "sim_a_vol": 27.76, "direction": "DOWN", "won": false, "pnl_5sh": -5.0}
|
|
{"strategy": "spread_arb", "ask": 0.34, "pm_a": -5.22, "left": 276.0, "rv_5m": 5.25, "rv_15m": 5.25, "sim_a_vol": 7.9, "direction": "UP", "won": false, "pnl_5sh": -1.7}
|
|
{"strategy": "depth_cheap", "ask": 0.34, "pm_a": 16.69, "left": 206.0, "rv_5m": 2.65, "rv_15m": 3.33, "sim_a_vol": 2.05, "direction": "DOWN", "won": false, "pnl_5sh": -1.7}
|
|
{"strategy": "xgb_dir_140", "ask": 0.99, "pm_a": -83.42, "left": 140.0, "rv_5m": 3.16, "rv_15m": 2.96, "sim_a_vol": 2.08, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "lock", "ask": 0.92, "pm_a": 71.87, "left": 20.0, "rv_5m": 3.84, "rv_15m": 4.02, "sim_a_vol": 17.33, "direction": "UP", "won": true, "pnl_5sh": 0.0}
|
|
{"strategy": "depth_cheap", "ask": 0.56, "pm_a": 20.21, "left": 250.0, "rv_5m": 4.33, "rv_15m": 3.01, "sim_a_vol": 10.49, "direction": "UP", "won": false, "pnl_5sh": -2.8}
|
|
{"strategy": "depth_cheap", "ask": 0.49, "pm_a": -4.31, "left": 234.0, "rv_5m": 4.63, "rv_15m": 4.13, "sim_a_vol": 7.42, "direction": "DOWN", "won": true, "pnl_5sh": 2.55}
|
|
{"strategy": "xgb_dir_140", "ask": 0.96, "pm_a": -40.58, "left": 140.0, "rv_5m": 1.24, "rv_15m": 1.77, "sim_a_vol": 11.79, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.74, "pm_a": -23.56, "left": 140.0, "rv_5m": 3.0, "rv_15m": 3.21, "sim_a_vol": 6.2, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.89, "pm_a": 41.94, "left": 140.0, "rv_5m": 1.98, "rv_15m": 1.66, "sim_a_vol": 1.89, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.7, "pm_a": -13.97, "left": 140.0, "rv_5m": 2.03, "rv_15m": 2.17, "sim_a_vol": 6.59, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.99, "pm_a": -72.04, "left": 140.0, "rv_5m": 3.55, "rv_15m": 3.3, "sim_a_vol": 4.58, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.94, "pm_a": 78.91, "left": 140.0, "rv_5m": 4.94, "rv_15m": 4.35, "sim_a_vol": 7.91, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.96, "pm_a": -73.86, "left": 140.0, "rv_5m": 3.24, "rv_15m": 3.82, "sim_a_vol": 7.07, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.58, "pm_a": -10.57, "left": 140.0, "rv_5m": 8.13, "rv_15m": 7.24, "sim_a_vol": 11.55, "direction": "DOWN", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.73, "pm_a": 32.47, "left": 140.0, "rv_5m": 4.23, "rv_15m": 4.16, "sim_a_vol": 5.56, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "xgb_dir_140", "ask": 0.73, "pm_a": 25.04, "left": 140.0, "rv_5m": 2.7, "rv_15m": 3.1, "sim_a_vol": 3.0, "direction": "UP", "won": false, "pnl_5sh": 0}
|
|
{"strategy": "depth_cheap", "ask": 0.31, "pm_a": -25.81, "left": 174.0, "rv_5m": 5.15, "rv_15m": 7.72, "sim_a_vol": 12.96, "direction": "UP", "won": false, "pnl_5sh": -1.55}
|
|
{"strategy": "depth_cheap", "ask": 0.57, "pm_a": -4.6, "left": 250.0, "rv_5m": 6.08, "rv_15m": 5.83, "sim_a_vol": 46.0, "direction": "DOWN", "won": true, "pnl_5sh": 2.15}
|
|
{"strategy": "spread_arb", "ask": 0.34, "pm_a": 59.55, "left": 282.0, "rv_5m": 5.67, "rv_15m": 6.97, "sim_a_vol": 32.24, "direction": "DOWN", "won": false, "pnl_5sh": -1.7}
|
|
{"strategy": "xgb_dir_140", "ask": 0.75, "pm_a": 32.64, "left": 140.0, "rv_5m": 5.97, "rv_15m": 17.17, "sim_a_vol": 17.44, "direction": "UP", "won": false, "pnl_5sh": 0}
|