Perpetuals Builder Agent Vaults
Agent Active
🤖 Autonomous Trading Agent

Delta Neutral Agent

Build, backtest, and deploy delta-neutral strategies across perpetuals and options with automated execution and real-time monitoring.

⚡
Auto-Rebalancing
📊
Historical Backtesting
💰
Cost Modeling
🛡ī¸
Risk Controls
Net Delta
0.024
Within threshold
Δ
Position Value
$48,250
+2.4% today
💰
Unrealized P&L
+$1,247
+2.6%
📈
Rebalances (24h)
3
Last: 2h ago
🔄
📉 Delta Drift Over Time 24H
Upper Threshold: +0.15 Target: 0.00 Lower Threshold: -0.15
🔄 Rebalance History 12 Total
ETH-USD
$3,245.67
+1.24%
📡 Oracle Status
Binance Spot
12ms latency
Deribit Options
45ms latency
Chainlink Oracle
~15 blocks
📊 Current Position
Long ETH Perp 5.2 ETH
Short $3,400 Put -3 contracts
Long $3,100 Put +2 contracts
Net Delta 0.024
⚙ī¸ Rebalancing Thresholds
Delta Threshold Âą0.15
Time Interval 4 hours
Min Trade Size $500
🎮 Agent Controls
Auto-Rebalance
Event Protection
Stop Loss
Total Return
+24.7%
Sharpe Ratio
1.82
Max Drawdown
-8.3%
Win Rate
67%
Rebalances
156
Total Fees
-$2,340
📈 Equity Curve vs Benchmark
📉 Drawdown
⚙ī¸ Backtest Parameters
Initial Capital $50,000
Rebalance Threshold Âą0.15
Max Leverage 3x
💸 Cost Assumptions
Trading Fee 0.05%
Slippage 0.10%
Funding (avg) 0.01%/8h
Gas Cost $2.50/tx
📅 Monthly Returns
📊 Trading Costs -$127.50
Maker Fees -$42.00
Taker Fees -$63.50
Rebates +$8.00
Spread Cost -$30.00
⚡ Execution Costs -$89.20
Expected Slippage -$54.20
Price Impact -$22.00
Timing Cost -$13.00
â›Ŋ Gas & Network -$45.00
Perp Trades (15) -$22.50
Option Trades (8) -$16.00
Approvals -$6.50
📊 Funding Rate Exposure Net: -$42.30/day
Current Rate
0.0124%
8h Projection
-$15.42
24h Projection
-$42.30
Monthly Est.
-$1,269
📐 Expected Return Simulator
Net Expected Return: +12.4%
Price Move Range Âą15%
Rebalancing Threshold 0.15 Δ
Funding Rate (annualized) 8%
💰 Total Cost Impact
Monthly Cost Estimate
-$1,531
On $50,000 position
Trading Fees -$127/mo
Slippage -$89/mo
Funding -$1,269/mo
Gas -$45/mo
💡 Optimization Tips
💡
Use limit orders to earn maker rebates
💡
Increase rebalance threshold to reduce frequency
💡
Consider Layer 2 for lower gas costs
⚠ī¸
Funding rates are elevated - consider spot alternatives
Δ Delta Exposure SAFE
-0.50 0.024 +0.50
Γ Gamma Exposure CAUTION
0 0.145 0.25
📊 Collateral Utilization HEALTHY
0% 42% 100%
%
⚠ī¸ Liquidation Distance SAFE
Liq Price 24% buffer Current
Liquidation Price $2,467
Current Price $3,245
🔔 Alert Configuration 4 Active
Delta Breach Alert
Trigger when |Δ| > 0.25
Gamma Spike Alert
Trigger when Γ > 0.20
Collateral Warning
Trigger when utilization > 75%
Liquidation Proximity
Trigger when < 15% buffer
🛡ī¸ Overall Risk Score
70
/ 100
LOW RISK
Position well within limits
🚨 Recent Alerts
⚠ī¸
Gamma approaching limit (0.145/0.25)
2 minutes ago
ℹī¸
Auto-rebalance executed: sold 0.3 ETH perp
2 hours ago
ℹī¸
Delta threshold crossed, rebalance triggered
5 hours ago
🆘 Emergency Actions