btc_atr_expansion_funding_carry_long · strategy

closed trades

35%

win rate

-145.82

total pnl ($)

1.143

weight

7d window — n=15 wr=47% pnl=-11.83 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 54 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 19:54	BTC	Buy	60548→59835	-6.39	timeout
06-24 05:18	BTC	Buy	62483.1→62839.9	+2.38	timeout
06-23 11:34	BTC	Buy	63966.2→62542.9	-11.47	timeout
06-23 05:31	BTC	Buy	64423.2→63476.8	-7.81	timeout
06-22 23:04	BTC	Buy	64103.2→63937.8	-1.74	timeout
06-22 16:43	BTC	Buy	63980.2→64530.8	+3.85	timeout
06-22 10:27	BTC	Buy	63713.2→64139.8	+2.85	timeout
06-22 04:19	BTC	Buy	64160.2→63888.8	-2.58	timeout
06-21 21:40	BTC	Buy	64165.2→63872.8	-2.73	timeout
06-21 15:40	BTC	Buy	64396.2→64239.8	-1.64	timeout
06-21 09:36	BTC	Buy	63933.2→64134.8	+1.06	timeout
06-21 02:22	BTC	Buy	63292.2→64199.8	+6.71	timeout
06-20 19:46	BTC	Buy	63714.2→63922.8	+1.20	timeout
06-20 12:41	BTC	Buy	63541.2→63584.8	-0.13	timeout
06-20 05:39	BTC	Buy	63017.2→63655.8	+4.62	timeout
06-19 23:33	BTC	Buy	62621.1→63292.8	+4.90	timeout
06-19 17:23	BTC	Buy	62584.1→63009.8	+2.95	timeout
06-19 11:06	BTC	Buy	62802.1→62487.9	-2.92	timeout
06-19 04:55	BTC	Buy	62635.1→62467.9	-1.76	timeout
06-18 22:45	BTC	Buy	63990.2→62759.9	-10.02	timeout
06-18 16:31	BTC	Buy	63887.2→62565.9	-10.61	timeout
06-18 10:22	BTC	Buy	64178.2→63932.8	-2.41	timeout
06-18 04:19	BTC	Buy	65898.3→63922.8	-15.45	timeout
06-17 21:48	BTC	Buy	64956.2→64146.8	-6.67	timeout
06-17 15:52	BTC	Buy	65800.3→65752.7	-0.78	timeout
06-17 09:05	BTC	Buy	65853.3→64942.8	-7.38	timeout
06-17 02:45	BTC	Buy	65715.3→65818.7	+0.33	timeout
06-16 20:27	BTC	Buy	66502.3→65711.7	-6.44	timeout
06-12 17:26	BTC	Buy	63467.2→63767.8	+1.91	timeout
06-12 08:55	BTC	Buy	63371.2→63430.8	-0.02	timeout
06-10 02:02	BTC	Buy	62261.1→62016.9	-2.36	timeout
06-06 21:32	BTC	Buy	61251.1→60906	-3.23	timeout
06-06 15:32	BTC	Buy	60581→60617	-0.15	timeout
06-06 08:47	BTC	Buy	61290.1→61309.9	-0.33	timeout
06-04 15:31	BTC	Buy	64264.2→63987.8	-2.66	timeout
06-03 16:48	BTC	Buy	66464.3→66017.7	-3.84	timeout
06-03 13:37	BTC	Buy	66681.3→66948.7	+1.54	timeout
06-03 04:38	BTC	Buy	67638.4→66361.7	-9.89	timeout
06-02 15:30	BTC	Buy	70087.5→67241	-20.77	stop_loss
06-02 15:25	BTC	Buy	70284.5→67406.9	-20.93	stop_loss
06-02 11:04	BTC	Buy	71385.6→69578.5	-13.18	timeout
06-02 03:42	BTC	Buy	71317.6→70932.5	-3.22	timeout
06-01 02:51	BTC	Buy	73660.7→73755.3	+0.15	timeout
05-31 18:08	BTC	Buy	73963.7→73614.3	-2.85	timeout
05-31 11:49	BTC	Buy	73818.7→73889.3	-0.04	timeout
05-31 09:17	BTC	Buy	73962.7→73906.3	-0.91	timeout
05-30 21:48	BTC	Buy	73541.7→73921.3	+2.08	timeout
05-30 13:59	BTC	Buy	73620.7→73796.3	+0.70	timeout
05-30 03:30	BTC	Buy	73669.7→73632.3	-0.73	timeout
05-29 19:49	BTC	Buy	73378.7→73619.3	+1.16	timeout
05-29 14:25	BTC	Buy	73454.7→72650.4	-5.97	timeout
05-29 08:25	BTC	Buy	73583.7→73760.3	+0.75	timeout
05-29 01:28	BTC	Buy	73131.7→73589.3	+2.60	timeout
05-28 18:59	BTC	Buy	73166.7→73606.3	+2.48	timeout

Paper vs Live

Paper (trades.jsonl)

closed

35%

win rate

-145.82

total pnl ($)

-53.7 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	54	35%	-53.7	-145.82

Recent bounces (last 20 of 1)

time	sym	side	reason
06-26 19:50	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…