btc_funding_acceleration_zscore_fade

not live
29
closed trades
41%
win rate
-0.13
total pnl ($)
1.246
weight
7d window — n=4 wr=75% pnl=+5.66  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 29 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 12:03BTCSell59836→59358+3.56timeout
06-26 00:01BTCSell59589→59797-2.19timeout
06-21 18:01BTCSell64206.8→64046.2+0.77timeout
06-20 17:03BTCBuy63438.2→63941.8+3.51timeout
06-18 15:40BTCBuy63897.2→62707.5-9.74stop_loss
06-18 14:02BTCSell63944.8→63911.2-0.19timeout
06-17 19:41BTCBuy65374.3→64148.7-9.82stop_loss
06-17 16:26BTCSell64874.8→66083.3-9.75stop_loss
06-16 04:01BTCBuy66489.3→66133.7-3.11timeout
06-12 21:02BTCBuy63427.2→63461.8-0.18timeout
06-05 18:51BTCSell61477.9→59516+15.51take_profit
06-05 06:22BTCBuy62600.1→61435.2-9.74stop_loss
06-04 19:06BTCBuy62529.1→63683.8+8.78timeout
05-27 07:59BTCSell75889.2→75932.8-0.78timeout
05-26 19:01BTCSell77392.1→75812.8+9.78timeout
05-26 09:59BTCSell76703.2→76634.8-0.01timeout
05-24 21:00BTCBuy77071.9→76615.2-3.42timeout
05-24 04:59BTCSell77234.1→76743.8+2.75timeout
05-23 16:59BTCBuy74646.7→75402.2+4.56timeout
05-23 04:00BTCBuy75817.8→75595.2-1.92timeout
05-22 05:59BTCSell77637.1→77448.9+0.77timeout
05-15 22:59BTCSell79127→79074-0.14timeout
05-12 06:43BTCSell81715.9→81724.1-0.50timeout
05-11 10:01BTCSell81466.9→80948+2.77timeout
05-11 03:01BTCBuy81185.1→81068.9-1.20timeout
05-10 09:02BTCSell80577→80856-2.17timeout
05-09 02:01BTCSell80051→80322-2.17timeout
04-30 07:01BTCBuy75885→75748.2+0.38timeout
04-29 23:00BTCSell76530→75885+3.76timeout

Paper vs Live

Paper (trades.jsonl)
29
closed
41%
win rate
-0.13
total pnl ($)
-1.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2941%-1.2-0.13

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 09:02BTCSell-2.17The market was in a mild uptrend with BTC up 2.70% over 24 hours and neutral funding rates. The short thesis failed because the trade was closed by timeout before the expected bearish move materialized in the sideways-to-slightly-positive regime.
05-09 02:01BTCSell-2.17The market was in a mild downtrend with BTC down 1.45% over 24 hours and negative short-term momentum. The sell thesis failed because the trade was closed by timeout before the anticipated move materialized, likely due to insufficient volatility or a sidewa…
04-30 07:01BTCBuy+0.38# Trade Closure Analysis BTC was trading sideways with minimal 1-hour momentum (+0.21%) after a 1.70% daily decline, while funding rates had normalized to -0.003353%/h (less extreme than the entry's -0.0007%/h trigger). The trade's thesis failed because th…
04-29 23:00BTCSell+3.76The BTC market was essentially flat to slightly down at close ($75,903, -0.40% on the day), with funding rates having swung sharply negative (-0.000815%/h) from the +0.0006%/h extreme that triggered the trade. The thesis didn't work because the funding acce…