btc_eth_oi_divergence_fade

not live
46
closed trades
37%
win rate
-58.43
total pnl ($)
1.149
weight
7d window — n=9 wr=44% pnl=-15.45  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 46 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 19:26BTCSell60222→59909+2.17timeout
06-26 08:00BTCBuy59931→60529+4.55timeout
06-25 14:08BTCSell58548.1→59345.6-7.26stop_loss
06-24 20:01BTCSell59509→60319.2-7.28stop_loss
06-23 23:00BTCSell62223.9→62508.1-2.74timeout
06-23 16:19BTCSell62399.9→62662.1-2.56timeout
06-22 22:21BTCSell64646.8→64198.2+3.02timeout
06-22 08:26BTCBuy63932.2→64235.8+1.92timeout
06-22 01:26BTCSell63676.8→64546.5-7.27stop_loss
06-19 05:08BTCBuy63026.2→62589.9-3.90timeout
06-18 19:18BTCSell63236.8→62635.1+4.27timeout
06-18 12:54BTCBuy64411.2→64300.8-1.31timeout
06-17 15:49BTCSell64809.8→65692.1-7.26stop_loss
06-16 17:17BTCSell66206.7→65811.3+2.55timeout
06-15 07:48BTCBuy65883.3→65695.7-1.87timeout
06-13 20:38BTCBuy64002.2→64236.8+1.38timeout
06-13 01:43BTCSell63530.8→63793.2-2.50timeout
06-12 13:42BTCBuy63877.2→63001.3-7.32stop_loss
06-11 02:08BTCBuy61232.1→62146.9+7.01timeout
06-09 21:21BTCSell61772.9→62023.1-2.49timeout
06-09 04:31BTCBuy62558.1→62767.9+1.23timeout
06-08 21:22BTCSell63489.8→63655.2-1.75timeout
06-08 01:15BTCBuy63790.2→62920.4-7.27stop_loss
06-07 01:28BTCBuy60853→61516.9+4.99timeout
06-06 10:09BTCSell61023.9→60738+1.90timeout
06-06 03:20BTCBuy61138.1→60904-2.37timeout
06-03 14:51BTCBuy67170.4→66780.7-3.36timeout
06-02 16:18BTCSell67180.6→68095.4-7.26stop_loss
06-02 02:05BTCBuy71396.6→70425.2-7.27stop_loss
05-29 07:06BTCBuy73301.7→73732.3+2.47timeout
05-27 19:28BTCSell75312.2→75022.8+1.48timeout
05-26 07:43BTCSell76601.2→76625.8-0.61timeout
05-25 02:10BTCBuy76789.8→77336.1+3.10timeout
05-24 18:35BTCSell76430.2→76599.8-1.55timeout
05-24 00:47BTCBuy76720.8→76769.2-0.15timeout
05-22 22:40BTCSell76675.2→75694.8+5.95timeout
05-21 14:35BTCBuy77416.9→77085.1-2.61timeout
05-21 08:34BTCBuy77948.9→77916.1-0.67timeout
05-16 00:48BTCSell79048→79130-0.97timeout
05-12 02:43BTCSell81715.9→81724.1-0.51timeout
05-10 20:49BTCBuy81392.1→80288.8-7.23stop_loss
05-08 18:53BTCBuy80103→80162-0.09timeout
05-08 11:52BTCSell79674→80251-4.07timeout
05-04 20:36BTCSell80202→79929+1.23timeout
04-30 07:00BTCBuy75693→75747.2+0.77timeout
04-29 18:09BTCBuy76219→75228-6.95stop_loss

Paper vs Live

Paper (trades.jsonl)
46
closed
37%
win rate
-58.43
total pnl ($)
-25.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4637%-25.7-58.43

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-08 18:53BTCBuy-0.09The market was in a short-term uptick within a broader weekly downtrend, with BTC recovering 0.08% hourly but still down over 2% on the day and week. The thesis failed because the trade was not executed (entry=None) and was closed by timeout, resulting in a…
05-08 11:52BTCSell-4.07The market was in a mild downtrend with BTC down 1.76% over 24 hours and negative funding, suggesting bearish sentiment. The short thesis failed because the trade was closed by timeout before price moved sufficiently in the intended direction.
05-04 20:36BTCSell+1.23The market was in a tight consolidation phase with negligible 1-hour volatility and neutral funding rates around $80,050. The trade failed to generate a signal because the entry conditions were never met, resulting in a timeout close rather than a realized …
04-30 07:00BTCBuy+0.77At close, Bitcoin was treading water in a weak 24-hour downtrend (-1.70%) with funding rates deeply negative (-0.003353%), signaling excessive short positioning and imminent squeeze risk. The thesis worked because the 6-hour OI divergence signal—BTC OI cont…
04-29 18:09BTCBuy-6.95The market was declining across both BTC (-0.95% 1h, -1.28% 24h) and ETH (-1.23% 1h, -2.25% 24h) during the 4-hour hold period, creating a broad liquidation environment that pushed BTC toward the 130-bps stop-loss level. The trade's thesis failed because th…