Demo · Delta-neutral
Delta-neutral strategy simulator
Long spot + short perp, unit-matched. A pure generator derives the trade ledger step by step: the two price-PnL legs cancel by construction, so net PnL is just the accrued funding — independent of where price goes. Scrub the timeline.
✓ Delta-neutral — max |delta| over the run: 0.00 ETHprice swung 25.67% · net PnL $799.02 (funding) · yield 2.66%
— net PnL (funding)— spot leg- - perp leg
step 28 / 28ETH $3,510.00
Spot leg (long)+$5,100.00
Perp leg (short)$-5,100.00
Δ delta (ETH)0.00
Funding this step$31.59
Funding accrued$799.02
Net PnL$799.02
Trade ledger · derived
| Step | Price | Spot | Perp | Funding | Net PnL |
|---|---|---|---|---|---|
| 1 | 3,000.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| 2 | 3,080.00 | 800.00 | -800.00 | 27.72 | 27.72 |
| 3 | 3,210.00 | 2,100.00 | -2,100.00 | 56.61 | 56.61 |
| 4 | 3,150.00 | 1,500.00 | -1,500.00 | 84.96 | 84.96 |
| 5 | 3,320.00 | 3,200.00 | -3,200.00 | 114.84 | 114.84 |
| 6 | 3,460.00 | 4,600.00 | -4,600.00 | 145.98 | 145.98 |
| 7 | 3,380.00 | 3,800.00 | -3,800.00 | 176.40 | 176.40 |
| 8 | 3,520.00 | 5,200.00 | -5,200.00 | 208.08 | 208.08 |
| 9 | 3,610.00 | 6,100.00 | -6,100.00 | 240.57 | 240.57 |
| 10 | 3,540.00 | 5,400.00 | -5,400.00 | 272.43 | 272.43 |
| 11 | 3,390.00 | 3,900.00 | -3,900.00 | 302.94 | 302.94 |
| 12 | 3,210.00 | 2,100.00 | -2,100.00 | 331.83 | 331.83 |
| 13 | 3,050.00 | 500.00 | -500.00 | 359.28 | 359.28 |
| 14 | 2,960.00 | -400.00 | 400.00 | 385.92 | 385.92 |
| 15 | 2,840.00 | -1,600.00 | 1,600.00 | 411.48 | 411.48 |
| 16 | 2,910.00 | -900.00 | 900.00 | 437.67 | 437.67 |
| 17 | 3,040.00 | 400.00 | -400.00 | 465.03 | 465.03 |
| 18 | 3,180.00 | 1,800.00 | -1,800.00 | 493.65 | 493.65 |
| 19 | 3,260.00 | 2,600.00 | -2,600.00 | 522.99 | 522.99 |
| 20 | 3,190.00 | 1,900.00 | -1,900.00 | 551.70 | 551.70 |
| 21 | 3,350.00 | 3,500.00 | -3,500.00 | 581.85 | 581.85 |
| 22 | 3,470.00 | 4,700.00 | -4,700.00 | 613.08 | 613.08 |
| 23 | 3,560.00 | 5,600.00 | -5,600.00 | 645.12 | 645.12 |
| 24 | 3,490.00 | 4,900.00 | -4,900.00 | 676.53 | 676.53 |
| 25 | 3,380.00 | 3,800.00 | -3,800.00 | 706.95 | 706.95 |
| 26 | 3,300.00 | 3,000.00 | -3,000.00 | 736.65 | 736.65 |
| 27 | 3,420.00 | 4,200.00 | -4,200.00 | 767.43 | 767.43 |
| 28 | 3,510.00 | 5,100.00 | -5,100.00 | 799.02 | 799.02 |