⚡ SPY 0DTE — KPI Dashboard (paper, gamma-explosion strategy)

2026-06-03 → 2026-07-02  |  18 trading days  |  Generated 2026-07-03 09:51
Net P&L (actual)
+$533.33
+$261.00 booked, +$272.33 ghosts
Trades
206
101 W / 105 L
Win Rate
49.0%
EV +$1.27/trade
Profit Factor
1.06
avg W +$44.13 / L -$39.96
Green Days
11/18
avg hold 3.5 min
Ghost Events
12
net +$272.33
Equity Curve (cumulative, incl. ghosts)
Daily P&L
P&L by Exit Reason
ReasonNWin%P&L
peak_trail86100%+$2,863.00
tp14100%+$1,594.00
spy_stop1061%-$4,196.00
P&L by Side
SideNWin%P&L
call9146%-$427.00
put11551%+$688.00
P&L by Entry Hour
ORB Shadow Filter (observe-only, live since 2026-06-30)
Actual
+$498.00
If Filtered
+$568.00
Filter Effect
+$70.00
Blocked: 3 losses (-$208.00), 2 wins (+$138.00) over 3 shadow days
EntryTradeBiasExitP&L
2026-07-02 09:53call 753putspy_stop-$55.00
2026-07-02 10:00call 751putspy_stop-$39.00
2026-07-02 10:26put 748calltp+$120.00
2026-07-02 10:30put 746callspy_stop-$114.00
2026-07-02 10:42put 747callpeak_trail+$18.00
Daily Detail
DateTradesW/NBookedGhostsActual
2026-07-021810/18+$207.00-$18.00+$189.00
2026-07-0175/7+$143.00+$27.00+$170.00
2026-06-3033/3+$148.00+$148.00
2026-06-29127/12+$22.00-$5.00+$17.00
2026-06-26106/10+$121.00+$43.33+$164.33
2026-06-251611/16+$85.00+$85.50+$170.50
2026-06-24115/11-$108.00-$108.00
2026-06-23135/13-$300.00-$300.00
2026-06-22125/12-$180.00+$40.00-$140.00
2026-06-1785/8+$85.00+$85.00
2026-06-16136/13-$19.00+$104.50+$85.50
2026-06-1152/5-$1.00-$1.00
2026-06-10142/14-$79.00-$79.00
2026-06-09158/15+$265.00+$265.00
2026-06-08154/15-$324.00-$324.00
2026-06-051811/18+$178.00-$5.00+$173.00
2026-06-0483/8-$58.00-$58.00
2026-06-0383/8+$76.00+$76.00
Paper trading on Alpaca. Ghost events = duplicate fills recovered by the sweeper; included in actual P&L.