btc_24h_range_extreme_fade

not live
53
closed trades
43%
win rate
-20.49
total pnl ($)
1.312
weight
7d window — n=8 wr=25% pnl=+11.76  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 53 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 18:01BTCSell64557.8→64667.2-1.28timeout
06-22 03:10BTCBuy63600.2→64023.8+2.86timeout
06-21 04:32BTCSell64262.8→64505.2-2.34timeout
06-19 22:27BTCSell63301.8→63283.2-0.29timeout
06-18 04:13BTCBuy64167.2→63966.8-2.02timeout
06-17 22:03BTCSell66081.7→63972.2+15.51take_profit
06-17 14:35BTCBuy65125.3→65160.7-0.18timeout
06-16 20:19BTCBuy65739.3→65735.7-0.50timeout
06-15 19:26BTCSell66928.7→66567.3+2.27timeout
06-15 03:39BTCSell64932.8→65720.3-6.51timeout
06-14 20:36BTCBuy63965.2→64023.8+0.00timeout
06-13 21:42BTCSell64301.8→64602.2-2.78timeout
06-11 10:51BTCSell62782.9→63040.2-2.46timeout
06-10 19:46BTCSell62249.9→61915.1+2.26timeout
06-09 20:24BTCBuy61754.1→62016.9+1.69timeout
06-09 06:51BTCBuy62442.1→63248.8+6.00timeout
06-07 08:06BTCSell61481.9→62271.1-6.89timeout
06-05 18:52BTCBuy60551→59425.3-9.76stop_loss
06-05 06:23BTCBuy62362.1→61175.3-9.96stop_loss
06-04 00:26BTCBuy64972.2→63763.9-9.75stop_loss
06-02 19:33BTCBuy67773.4→66513.4-9.75stop_loss
05-28 10:18BTCBuy72954.6→73447.3+2.93timeout
05-28 04:02BTCBuy74260.7→72878.9-9.76stop_loss
05-27 20:08BTCBuy74997.7→75221.2+1.02timeout
05-26 20:27BTCSell78023.1→76075.8+12.05timeout
05-26 07:02BTCBuy76655.8→76869.2+0.94timeout
05-25 11:17BTCSell77385.1→77394.9-0.49timeout
05-25 03:46BTCBuy76063.8→76980.2+5.56timeout
05-24 02:31BTCSell76048.2→76760.8-5.12timeout
05-23 13:50BTCBuy74964.7→75107.2+0.50timeout
05-23 02:32BTCBuy75819.8→75459.2-2.83timeout
05-22 20:23BTCBuy76815.8→75889.2-6.50timeout
05-21 07:15BTCSell78093.1→77572.9+2.90timeout
05-20 11:12BTCSell77212.1→77504.9-2.32timeout
05-18 21:01BTCBuy76301.8→76818.2+2.91timeout
05-18 05:09BTCBuy77736.9→76981.2-5.34timeout
05-17 16:03BTCSell78231.1→78043.9+0.75timeout
05-15 19:38BTCBuy79323→79113-1.76timeout
05-12 04:43BTCBuy81724.1→81715.9-0.51timeout
05-11 05:00BTCSell82151.9→80800+7.80timeout
05-10 21:02BTCSell81009.9→80908+0.19timeout
05-09 23:06BTCSell80644→80720-0.93timeout
05-07 20:36BTCBuy80169→80040-1.28timeout
05-04 08:10BTCSell79896→79711+0.72timeout
05-03 08:20BTCBuy78114.9→78422.1+1.54timeout
05-02 22:09BTCSell78490.1→78707.9-1.84timeout
05-01 19:00BTCSell77973.1→78393.9-3.16timeout
04-29 22:31BTCBuy75844→75832-0.53timeout
04-29 16:30BTCSell77844→75844+12.40timeout
04-29 10:24BTCSell77000→77730-5.19timeout
04-28 20:28BTCBuy75757→76321+3.27timeout
04-27 12:03BTCBuy77759→77707-0.78timeout
04-27 06:03BTCSell78813→77759+6.24timeout

Paper vs Live

Paper (trades.jsonl)
53
closed
43%
win rate
-20.49
total pnl ($)
-7.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5343%-7.8-20.49

Recent bounces (last 20 of 2)

timesymsidereason
06-22 12:22BTCSellstale_intent
06-21 21:38BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
05-09 23:06BTCSell-0.93BTC was trading in a narrow, low-volatility range with minimal directional bias across timeframes. The sell thesis failed because the market lacked the momentum to trigger a profitable exit before the timeout, resulting in a small loss from funding costs.
05-07 20:36BTCBuy-1.28The market was in a low-funding, sideways consolidation with no clear directional bias. The thesis failed because the trade was closed by timeout without reaching an exit, as the lack of volatility prevented the expected move from materializing.
05-02 22:09BTCSell-1.84Bitcoin had risen 90% through its 24-hour range and was consolidating near the top after three consecutive 4-hour closes higher, creating the appearance of exhaustion that triggered the fade signal. The thesis failed because the market lacked sufficient sel…
05-01 19:00BTCSell-3.16Bitcoin rallied 2.81% over 24 hours and pushed to $78,507 at close, breaking above the 24h range high of $78,137 that had triggered the exhaustion fade signal. The short thesis failed because the three consecutive rising 4-hour closes that preceded entry we…
04-29 22:31BTCBuy-0.53BTC consolidated sideways in the hour before timeout (1h +0.05%) after a 24h decline of -0.57%, with funding rates deeply negative (-0.0873%) signaling crowded long positions and weak conviction. The fade thesis failed because the 24h range exhaustion signa…
04-29 16:30BTCSell+12.40BTC closed at $75,805 after a week-long 4.14% decline, with the 1-hour candle down 0.51%, showing persistent downside pressure in an already weakened market. The fade thesis succeeded because the entry captured the exhaustion of the 24h range-top drive—the …
04-29 10:24BTCSell-5.19Bitcoin continued its intraday rally, posting +0.84% over the preceding hour and +1.67% over 24 hours, pushing price to $77,838 as the short fade exhausted its 6-hour timeout window. The trade's thesis failed because the 24h range exhaustion signal (price a…
04-27 12:03BTCBuy-0.78At close, BTC was trading near session lows ($77,707) with negligible 1h momentum (-0.03%) and slight 24h weakness (-0.39%), while funding rates turned negative (-0.37%), signaling reduced leverage appetite. The thesis failed because the 24h range exhaustio…
04-27 06:03BTCSell+6.24Bitcoin had pulled back to $77,728 over the prior hour (-1.26%), retreating from the intraday high after a strong 7-day rally of 4.65%. The thesis worked because price closed near the bottom of the 24-hour range (94th percentile high, now trading near the l…