ΔDELTAMOCKPAPERSHADOWLIVESandboxKill offUnlock
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MOCK DATA — every price, event and result on this screen comes from Delta's synthetic world. None of it is a market price or evidence of real-market edge.

Paper portfolio

Positions, exposure decomposition, realised performance and post-trade learning for the paper book.

Equity60 days
Summary
Equity$99,061cash $99,061
Unrealised0realised −$859
Drawdown1.02%peak $100,086
Gross$00.00x · HHI 0.00
Sharpe-5.1319 trades · <30 days: not meaningful
Expectancy−0.22RPF 0.50 · win 26%
Open positions0
Flat.
Correlated exposurepositions that express one thesis
No correlated clusters among open positions.

USD factor exposure $0 (0.0% of equity): the book's sensitivity to the Delta USD index, beta-weighted across every position.

Performance by strategy
strategyTradesWinExp RP&L
cmd.breakout10%−0.46−109
cmd.macro event10%−1.08−275
cmd.momentum10%−1.05−275
crypto.market structure250%−0.29−129
crypto.momentum250%+0.07+32
crypto.regime2100%+0.65+318
crypto.volatility30%−0.20−186
fx.breakout333%+0.06+142
fx.macro regime10%−0.56−178
fx.momentum30%−0.50−279
Performance by instrument
instrumentTradesWinExp RP&L
AUDUSD250%+0.38+268
BTCUSD650%0.00+40
ETHUSD333%+0.09−5
EURUSD10%−1.04−214
GBPUSD40%−0.41−370
XAUUSD30%−0.86−659
Performance by regime usd
regime usdTradesWinExp RP&L
neutral813%−0.24−505
usd strengthening650%−0.09−60
usd weakening520%−0.35−375
Post-trade reviewswhat the system learned
ClosedInstrumentStrategyRClassExplanation
09-16 18:30ZEUR/USDfx.momentum−1.04normal varianceClosed at -1.04R: loss within the normal range for the strategy; no specific failure identified.
09-16 16:00ZBTCUSDcrypto.market_structure+0.44favourable varianceClosed at +0.44R: profitable, but not through the planned path (e.g. time exit or invalidation in profit).
09-16 11:00ZGBP/USDfx.momentum−0.04normal varianceClosed at -0.04R: loss within the normal range for the strategy; no specific failure identified.
09-13 21:00ZAUD/USDfx.macro_regime−0.56wrong regimeClosed at -0.56R: the regime the thesis relied on changed (usd, volatility).
09-13 08:00ZETHUSDcrypto.volatility−0.08normal varianceClosed at -0.08R: loss within the normal range for the strategy; no specific failure identified.
09-12 16:15ZBTCUSDcrypto.market_structure−1.03normal varianceClosed at -1.03R: loss within the normal range for the strategy; no specific failure identified.
09-11 13:00ZGBP/USDfx.breakout−0.12wrong regimeClosed at -0.12R: the regime the thesis relied on changed (usd, volatility).
09-11 08:00ZBTCUSDcrypto.volatility−0.11wrong regimeClosed at -0.11R: the regime the thesis relied on changed (usd, volatility).
09-09 07:00ZBTCUSDcrypto.momentum+0.14favourable varianceClosed at +0.14R: profitable, but not through the planned path (e.g. time exit or invalidation in profit).
09-08 23:00ZXAUUSDcmd.breakout−0.46normal varianceClosed at -0.46R: loss within the normal range for the strategy; no specific failure identified.
09-08 18:00ZETHUSDcrypto.volatility−0.40normal varianceClosed at -0.40R: loss within the normal range for the strategy; no specific failure identified.
09-08 04:00ZGBP/USDfx.momentum−0.44normal varianceClosed at -0.44R: loss within the normal range for the strategy; no specific failure identified.
09-07 19:00ZBTCUSDcrypto.momentum0.00normal varianceClosed at -0.00R: loss within the normal range for the strategy; no specific failure identified.
09-07 15:00ZAUD/USDfx.breakout+1.31favourable varianceClosed at +1.31R: profitable, but not through the planned path (e.g. time exit or invalidation in profit).
09-06 07:00ZBTCUSDcrypto.regime+0.54favourable varianceClosed at +0.54R: profitable, but not through the planned path (e.g. time exit or invalidation in profit).
09-06 07:00ZETHUSDcrypto.regime+0.77favourable varianceClosed at +0.76R: profitable, but not through the planned path (e.g. time exit or invalidation in profit).
09-04 16:15ZXAUUSDcmd.macro_event−1.08normal varianceClosed at -1.08R: loss within the normal range for the strategy; no specific failure identified.
09-04 12:45ZXAUUSDcmd.momentum−1.05wrong regimeClosed at -1.05R: the regime the thesis relied on changed (crypto).
09-04 02:30ZGBP/USDfx.breakout−1.03false breakoutClosed at -1.03R: price fell back inside the breakout range within 6 bars.
Recently closed19
InstrumentExitNetStatus
EUR/USDbracket stop_loss−214closed
GBP/USDinvalidation: horizon exceeded: 72 bars held−12closed
BTCUSDinvalidation: horizon exceeded: 96 bars held+128closed
ETHUSDinvalidation: horizon exceeded: 48 bars held−19closed
BTCUSDbracket stop_loss−257closed
AUD/USDinvalidation: P(usd_weakening) falls below 0.40: macro thesis no longer supported (queued: market closed)−178closed
BTCUSDinvalidation: horizon exceeded: 48 bars held−30closed
GBP/USDinvalidation: horizon exceeded: 96 bars held−31closed
BTCUSDinvalidation: horizon exceeded: 72 bars held+34closed
ETHUSDinvalidation: horizon exceeded: 48 bars held−136closed
XAUUSDinvalidation: horizon exceeded: 96 bars held−109closed
GBP/USDinvalidation: horizon exceeded: 72 bars held−53closed
BTCUSDinvalidation: horizon exceeded: 72 bars held−1closed
AUD/USDinvalidation: horizon exceeded: 96 bars held+446closed
XAUUSDbracket stop_loss−275closed
XAUUSDbracket stop_loss−275closed
BTCUSDinvalidation: horizon exceeded: 240 bars held+167closed
ETHUSDinvalidation: horizon exceeded: 240 bars held+151closed
GBP/USDbracket stop_loss−274closed