btc_3sigma_hourly_fade

not live
43
closed trades
49%
win rate
+20.71
total pnl ($)
1.109
weight
7d window — n=2 wr=100% pnl=+1.69  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 43 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-18 21:46BTCBuy62812.1→62887.9+0.18timeout
06-18 01:34BTCBuy64428.2→64682.8+1.51timeout
06-15 03:39BTCSell64938.8→65686.3-6.20timeout
06-11 23:51BTCSell63526.8→63536.2-0.50timeout
06-09 20:47BTCBuy61260.1→62016.9+5.74timeout
06-07 22:14BTCSell62492.9→63656-9.76stop_loss
06-07 18:43BTCBuy61682.1→62174.9+3.56timeout
06-06 10:32BTCBuy59707→60312+4.61timeout
06-06 04:34BTCBuy60680→59549.2-9.77stop_loss
06-05 21:04BTCBuy59947→61859.9+15.50take_profit
06-05 15:41BTCBuy61122.1→59985-9.75stop_loss
06-05 13:39BTCSell62728.9→61836.1+6.67timeout
06-05 06:22BTCBuy62606.1→61437.2-9.78stop_loss
06-04 14:11BTCBuy62423.1→64414.8+15.51take_profit
06-04 09:18BTCSell64012.8→63165.2+6.17timeout
06-04 00:29BTCSell65553.7→63462.2+15.50take_profit
06-03 11:12BTCSell67176.6→67196.4-0.56timeout
06-03 09:48BTCBuy65721.3→66659.7+6.65timeout
06-03 01:35BTCBuy66599.3→66874.7+1.61timeout
06-02 19:31BTCBuy68002.4→66564.4-11.03stop_loss
05-29 21:34BTCSell74070.3→73537.7+3.16timeout
05-28 09:34BTCBuy73671.7→73367.3-2.51timeout
05-28 03:46BTCBuy74476.7→73493.3-7.05timeout
05-27 19:43BTCBuy74919.7→74960.3-0.20timeout
05-26 16:40BTCSell77444.1→76559.8+5.26timeout
05-25 04:10BTCSell76811.2→77012.9-1.75timeout
05-24 02:37BTCSell76411.2→76769.8-2.78timeout
05-23 13:50BTCBuy74464.7→75067.2+3.59timeout
05-23 01:30BTCBuy76239.8→75431.2-5.77timeout
05-21 23:29BTCSell77928.1→77613.9+1.59timeout
05-18 19:41BTCBuy76903.8→76737.2-1.56timeout
05-18 05:40BTCBuy77186.9→76963.2-1.92timeout
05-15 19:37BTCBuy79560→79111-3.26timeout
05-12 04:43BTCBuy81724.1→81715.9-0.50timeout
05-11 06:53BTCBuy81374.1→80819-3.88timeout
05-11 02:49BTCBuy80375→81163.9+4.43timeout
05-04 20:48BTCSell79679→79909-1.92timeout
05-04 16:08BTCBuy78711.9→79734+6.14timeout
05-04 07:59BTCSell79514→79650-1.29timeout
05-01 19:56BTCSell78791.1→78362.9+2.25timeout
04-30 00:11BTCBuy74963→75687+4.38timeout
04-27 21:22BTCBuy76708→76836+0.38timeout
04-27 11:21BTCBuy78000→77762-1.98timeout

Paper vs Live

Paper (trades.jsonl)
43
closed
49%
win rate
+20.71
total pnl ($)
+9.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4349%+9.6+20.71

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-04 20:48BTCSell-1.92The market exhibited a flat 1-hour trend with neutral funding rates and stable open interest, indicating a lack of immediate directional momentum. The trade failed because the price did not move sufficiently to trigger a stop or profit target before the ses…
05-04 16:08BTCBuy+6.14The market was in a low-volatility consolidation phase with near-zero funding rates and stable price action. The trade failed because the lack of directional momentum caused the position to expire via timeout before any significant move could be captured.
05-01 19:56BTCSell+2.25At close, Bitcoin had retraced -0.22% over the prior hour after a 2.56% 24-hour rally, with funding rates negative and elevated open interest suggesting institutional pullback from extended longs. The trade's 3-sigma upward tail fade thesis worked: the +1.2…
04-30 00:11BTCBuy+4.38# Trade Analysis BTC was consolidating near $75,676 with minimal hourly momentum (−0.12% 1h, −0.82% 24h) after a 7-day decline of −3.22%, while funding rates remained elevated at +0.489%, signaling persistent long positioning. The thesis failed because the…
04-27 11:21BTCBuy-1.98BTC was consolidating near $77,820 with minimal intraday momentum (1h=-0.01%, 24h=-0.30%) after a brief 3.70% weekly rally, suggesting exhaustion rather than trend continuation. The 3-sigma hourly fade thesis failed because the -1.192% (z=-3.00σ) tail that …