btc_fib_618_retrace_test · strategy

closed trades

65%

win rate

+68.01

total pnl ($)

1.313

weight

7d window — n=11 wr=64% pnl=+17.07 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 55 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 20:57	BTC	Buy	59583→59704	+0.54	timeout
06-26 12:39	BTC	Sell	60279→59413	+6.75	timeout
06-25 13:51	BTC	Buy	60290→59162.4	-9.80	stop_loss
06-25 11:03	BTC	Sell	61379.9→61209.1	+0.95	timeout
06-24 16:47	BTC	Sell	61977.9→59993	+15.53	take_profit
06-24 10:59	BTC	Sell	62748.9→62424.1	+2.15	timeout
06-23 00:58	BTC	Buy	64366.2→64083.8	-2.64	timeout
06-22 14:47	BTC	Buy	64134.2→64884.8	+5.37	timeout
06-22 06:37	BTC	Sell	63803.8→63990.2	-1.91	timeout
06-21 14:35	BTC	Buy	63868.2→63970.8	+0.37	timeout
06-20 20:47	BTC	Buy	63852.2→63877.8	-0.24	timeout
06-19 19:47	BTC	Sell	63172.8→63000.1	+0.92	timeout
06-17 20:16	BTC	Sell	65411.7→64184.2	+8.94	timeout
06-17 00:07	BTC	Sell	66054.7→65684.3	+2.38	timeout
06-16 12:30	BTC	Buy	66313.3→66571.7	+1.48	timeout
06-16 04:29	BTC	Buy	66143.3→65994.7	-1.56	timeout
06-15 03:28	BTC	Buy	64696.2→65695.7	+7.27	timeout
06-13 09:48	BTC	Buy	63485.2→63756.8	+1.67	timeout
06-13 01:50	BTC	Buy	63623.2→63765.8	+0.66	timeout
06-12 12:25	BTC	Buy	63154.2→63501.8	+2.29	timeout
06-11 02:44	BTC	Buy	61800.1→62039.9	+1.48	timeout
06-10 15:54	BTC	Sell	61657.9→62807.5	-9.78	stop_loss
06-09 12:24	BTC	Sell	63466.8→62710.1	+5.50	timeout
06-09 04:20	BTC	Buy	63237.2→62825.9	-3.70	timeout
06-08 11:18	BTC	Buy	62610.1→63389.8	+5.77	timeout
06-07 22:14	BTC	Buy	61718.1→63686.8	+15.50	take_profit
06-07 00:20	BTC	Buy	60450→60828	+2.67	timeout
06-06 15:08	BTC	Sell	61168.9→60575	+4.40	timeout
06-06 03:04	BTC	Sell	61849.9→60829	+7.80	timeout
06-05 06:22	BTC	Sell	63497.8→61469.1	+15.52	take_profit
06-04 21:14	BTC	Sell	64277.8→63793.2	+3.32	timeout
06-03 20:08	BTC	Sell	66834.7→65358.3	+10.61	timeout
05-30 11:52	BTC	Buy	73571.7→73550.3	-0.61	timeout
05-29 21:34	BTC	Buy	74077.7→73528.3	-4.17	timeout
05-29 03:15	BTC	Sell	73681.3→73380.7	+1.62	timeout
05-28 03:46	BTC	Sell	74397.3→73494.7	+5.62	timeout
05-26 15:31	BTC	Buy	77916.9→76468.9	-9.74	stop_loss
05-24 20:13	BTC	Buy	76483.8→76670.2	+0.76	timeout
05-23 20:40	BTC	Sell	75444.2→76850.2	-9.76	stop_loss
05-20 19:37	BTC	Buy	77026.9→77540.1	+2.86	timeout
05-19 11:59	BTC	Sell	76882.2→76697.8	+0.76	timeout
05-19 03:59	BTC	Sell	77082.1→76759.8	+1.66	timeout
05-18 18:23	BTC	Sell	77461.1→76315.8	+6.96	timeout
05-12 04:43	BTC	Buy	81724.1→81715.9	-0.49	timeout
05-12 03:12	BTC	Sell	81674.9→81724.1	-0.75	timeout
05-11 04:35	BTC	Buy	81966.1→80775	-7.74	timeout
05-08 16:46	BTC	Sell	80157→79756	+2.08	timeout
05-07 19:49	BTC	Sell	80377→80109	+1.24	timeout
05-07 03:39	BTC	Buy	81551.1→80945	-4.17	timeout
05-06 19:39	BTC	Buy	81764.1→81372.9	-2.83	timeout
05-04 16:04	BTC	Buy	79448→79967	+2.87	timeout
05-04 07:57	BTC	Buy	79369→79673	+1.45	timeout
04-29 18:09	BTC	Buy	76692→75311	-9.45	stop_loss
04-29 06:55	BTC	Sell	76470→76919	-3.39	timeout
04-27 06:31	BTC	Buy	78504→77483	-6.95	stop_loss

Paper vs Live

Paper (trades.jsonl)

closed

65%

win rate

+68.01

total pnl ($)

+24.7 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	55	65%	+24.7	+68.01

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-08 16:46	BTC	Sell	+2.08	The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the timeout close captured only minor decay without a directional move, as the expected volatility or trend never materialized.
05-07 19:49	BTC	Sell	+1.24	The market was in a mild downtrend with BTC declining 1.70% over 24 hours and negative sentiment across crypto. The thesis failed because the trade was closed by timeout before the expected move materialized, as the slow, grinding price action did not trigg…
05-07 03:39	BTC	Buy	-4.17	The market was in a low-funding, sideways consolidation with no clear directional bias. The thesis failed because the trade was closed due to a timeout, indicating the expected move did not materialize within the holding period.
05-06 19:39	BTC	Buy	-2.83	BTC was in a mild intraday uptick but remained in a broader weekly downtrend with low funding. The thesis failed because the trade was closed by timeout before the expected move materialized, as the market lacked directional conviction.
05-04 16:04	BTC	Buy	+2.87	The market was in a neutral consolidation phase with low volatility and minimal funding pressure. The trade failed because the position was closed due to a timeout, as the anticipated move did not materialize within the allocated time window.
04-29 18:09	BTC	Buy	-9.45	Bitcoin was in a sustained downtrend at close, declining 1.28% over 24 hours and 4.51% over 7 days, breaking below the Fibonacci 0.618 retrace level ($76,495.89) that should have held the uptrend swing. The trade's thesis failed because price decisively rej…
04-27 06:31	BTC	Buy	-6.95	BTC traded sideways to slightly lower over the 6-hour horizon, closing at $77,613 (–0.46% on the day) as market momentum stalled after a brief 7-day rally (+4.49%). The trade's 0.618 Fibonacci retracement thesis failed because price never stabilized at the …

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