statARB: Statistical Arbitrage Engine
System Uptime: 00:00:00
Mode: MARKET-NEUTRAL
Account Balance
POSTGRESQLCapital allocation across active market-neutral spread pairs
Total Portfolio Equity$0.00
Available Cash (USDT)$0.00
Deployed USDT (Positions)$0.00
Realized P&L$0.00
Total Trades Executed0
Win Rate0.0%
Avg Fee Drag0.00%
Avg Gross / Fee$0.00 / $0.00
Profit Factor0.00
Primary Benchmark Spread
BINANCE SPOTETHUSDT / BTCUSDT rolling OLS statistics (120-tick window)
ETH Price (Asset A)$0.00
BTC Price (Asset B)$0.00
Current Price Ratio0.000000
Rolling Mean (120 Ticks)0.000000
Rolling Std Dev0.000000
OLS Beta (Hedge Ratio)0.000000
OLS R² Cointegration0.00%
Spread Z-Score
SIGNALStandardized deviation measure ($Z = \frac{R_t - \mu}{\sigma}$)
Current Benchmark Z-Score
0.00
NEUTRAL
WebSocket
Analytics
Validation
Execution
Correction
Real-time Z-Score Spread Trend
Total Equity Growth (USDT)
Active Spread Positions
| Pair Name | Direction | Entry Z-Score | Entry Ratio | Entry Price A / B | Current Price A / B | Deployed Capital | Current P&L | Age |
|---|---|---|---|---|---|---|---|---|
| No active spread arbitrage positions. | ||||||||