btc_funding_extreme_flat_oi_fade · strategy

162

closed trades

47%

win rate

+79.07

total pnl ($)

1.448

weight

7d window — n=20 wr=50% pnl=+29.90 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 15:33	BTC	Sell	60375→60785	-3.85	timeout
06-27 07:27	BTC	Sell	60001→60383	-3.63	timeout
06-26 23:20	BTC	Buy	59933→59958	-0.26	timeout
06-26 10:58	BTC	Buy	60306→59184.4	-9.76	stop_loss
06-26 02:13	BTC	Buy	59829→58712.7	-9.78	stop_loss
06-25 22:53	BTC	Buy	59535→59769	+1.50	timeout
06-25 13:46	BTC	Sell	61748.9→59776	+15.51	take_profit
06-25 06:42	BTC	Buy	60838→61695.9	+6.61	timeout
06-24 17:21	BTC	Sell	61289.9→59331	+15.51	take_profit
06-24 14:28	BTC	Sell	62835.9→61210.1	+12.48	timeout
06-24 06:15	BTC	Sell	62722.9→62810.1	-1.13	timeout
06-23 22:06	BTC	Sell	62445.9→62640.1	-2.01	timeout
06-23 14:05	BTC	Sell	63309.8→62479.1	+6.08	timeout
06-23 05:57	BTC	Sell	64254.8→63429.2	+5.99	timeout
06-22 21:46	BTC	Sell	65411.7→64200.2	+8.81	timeout
06-22 13:36	BTC	Sell	64206.8→65313.3	-9.02	timeout
06-22 05:25	BTC	Buy	63641.2→64214.8	+4.05	timeout
06-21 21:14	BTC	Buy	64095.2→63563.8	-4.60	timeout
06-21 13:04	BTC	Sell	64239.8→64081.2	+0.76	timeout
06-21 04:59	BTC	Sell	63879.8→64254.2	-3.38	timeout
06-20 20:52	BTC	Sell	63535.8→63891.2	-3.25	timeout
06-20 12:44	BTC	Sell	63576.8→63596.2	-0.59	timeout
06-20 04:40	BTC	Sell	63005.8→63527.2	-4.59	timeout
06-19 20:31	BTC	Sell	62495.9→63036.2	-4.76	timeout
06-19 12:53	BTC	Sell	62513.9→62755.1	-2.41	timeout
06-19 04:29	BTC	Sell	63096.8→62701.1	+2.67	timeout
06-18 20:43	BTC	Sell	64224.8→63146.2	+7.90	timeout
06-18 12:34	BTC	Buy	63896.2→64170.8	+1.69	timeout
06-18 04:11	BTC	Sell	64299.8→63843.2	+3.11	timeout
06-17 16:17	BTC	Sell	64824.8→66031.3	-9.76	stop_loss
06-17 11:42	BTC	Sell	65802.7→64778.2	+7.36	timeout
06-17 03:24	BTC	Sell	65672.7→65690.3	-0.57	timeout
06-16 19:16	BTC	Sell	66518.7→65581.3	+6.62	timeout
06-16 11:07	BTC	Buy	65697.3→66437.7	+5.17	timeout
06-16 03:00	BTC	Sell	66714.7→65716.3	+7.04	timeout
06-15 13:25	BTC	Sell	65726.7→66951.8	-9.77	stop_loss
06-15 10:43	BTC	Sell	65590.7→65739.3	-1.58	timeout
06-14 21:25	BTC	Sell	63730.8→64917.7	-9.76	stop_loss
06-14 18:22	BTC	Sell	64572.8→63652.2	+6.71	timeout
06-14 10:16	BTC	Sell	64583.8→64496.2	+0.24	timeout
06-14 02:07	BTC	Sell	64046.8→64584.2	-4.65	timeout
06-13 17:54	BTC	Sell	63728.8→63973.2	-2.36	timeout
06-13 09:48	BTC	Sell	63797.8→63768.2	-0.19	timeout
06-13 01:44	BTC	Sell	63777.8→63741.2	-0.13	timeout
06-12 17:25	BTC	Sell	63643.8→63801.2	-1.68	timeout
06-12 09:12	BTC	Sell	63464.8→63501.2	-0.71	timeout
06-12 01:04	BTC	Buy	62390.1→63478.8	+8.23	timeout
06-11 16:47	BTC	Sell	62901.9→62607.1	+1.93	timeout
06-11 06:21	BTC	Sell	61821.9→62974.6	-9.74	stop_loss
06-11 00:24	BTC	Sell	62224.9→61836.1	+2.67	timeout
06-10 16:14	BTC	Buy	61586.1→62302.9	+5.35	timeout
06-10 02:30	BTC	Sell	61771.9→62023.1	-2.51	timeout
06-09 18:26	BTC	Sell	62745.9→61657.1	+8.25	timeout
06-09 10:19	BTC	Sell	62589.9→62691.1	-1.27	timeout
06-09 02:06	BTC	Sell	63591.8→62712.1	+6.46	timeout
06-08 17:51	BTC	Sell	63434.8→63467.2	-0.67	timeout
06-08 09:44	BTC	Sell	63094.8→63347.2	-2.44	timeout
06-07 22:14	BTC	Sell	62225.9→63384.8	-9.76	stop_loss
06-07 17:31	BTC	Sell	62565.9→62248.1	+2.08	timeout
06-07 08:03	BTC	Sell	61320.9→62476.3	-9.89	stop_loss
06-07 01:07	BTC	Buy	60686→61000.9	+2.13	timeout
06-06 16:40	BTC	Sell	61298.9→60668	+4.68	timeout
06-06 08:35	BTC	Sell	61246.9→61304.1	-0.89	timeout
06-05 18:43	BTC	Buy	60915→59781.1	-9.76	stop_loss
06-05 13:59	BTC	Sell	62705.9→60705	+15.51	take_profit
06-05 06:19	BTC	Sell	63834.8→61798.1	+15.49	take_profit
06-05 00:18	BTC	Sell	63700.8→63570.2	+0.59	timeout
06-04 15:36	BTC	Sell	63861.8→63890.2	-0.64	timeout
06-04 00:29	BTC	Sell	65488.7→63399.2	+15.50	take_profit
06-04 00:26	BTC	Sell	65926.7→63823.2	+15.50	take_profit
06-03 12:44	BTC	Sell	66426.7→66940.3	-4.33	timeout
06-03 02:29	BTC	Sell	67353.6→66664.3	+4.67	timeout
06-02 14:23	BTC	Sell	70215.5→67969.4	+15.56	take_profit
06-02 11:48	BTC	Sell	70931.5→69512.5	+9.60	timeout
06-02 01:43	BTC	Sell	71579.4→70896.5	+4.37	timeout
06-01 04:36	BTC	Sell	73672.3→73425.7	+1.23	timeout
05-31 16:46	BTC	Sell	73819.3→73459.7	+2.01	timeout
05-31 08:03	BTC	Sell	73833.3→73868.7	-0.64	timeout
05-30 18:04	BTC	Sell	73570.3→73998.7	-3.32	timeout
05-29 06:31	BTC	Sell	73562.3→73387.7	+0.78	timeout
05-28 22:19	BTC	Sell	73512.3→73678.7	-1.53	timeout
05-28 14:01	BTC	Sell	72972.4→72878.6	+0.23	timeout
05-28 06:00	BTC	Sell	74357.3→72942.6	+9.07	timeout
05-27 21:59	BTC	Buy	75037.8→74434.3	-4.49	timeout
05-27 13:57	BTC	Buy	75671.8→75046.2	-4.57	timeout
05-27 05:57	BTC	Buy	75857.8→75653.2	-1.76	timeout
05-26 18:58	BTC	Buy	77143.9→75712.3	-9.74	stop_loss
05-26 13:53	BTC	Buy	76807.8→77198.1	+2.08	timeout
05-26 05:52	BTC	Buy	77282.9→76824.2	-3.42	timeout
05-25 12:43	BTC	Buy	77191.9→77302.1	+0.23	timeout
05-25 04:43	BTC	Buy	76650.8→77184.1	+3.01	timeout
05-24 20:41	BTC	Buy	77048.9→76625.2	-3.21	timeout
05-24 12:40	BTC	Buy	76711.8→77026.1	+1.59	timeout
05-24 04:39	BTC	Sell	76723.2→76695.8	-0.25	timeout
05-23 20:38	BTC	Buy	74715.7→76646.2	+12.46	timeout
05-23 12:37	BTC	Sell	75549.2→74717.7	+5.05	timeout
05-23 04:37	BTC	Sell	75885.2→75556.8	+1.71	timeout
05-22 20:36	BTC	Sell	77416.1→75918.8	+9.24	timeout
05-22 12:36	BTC	Sell	77719.1→77430.9	+1.44	timeout
05-22 04:34	BTC	Buy	77695.9→77750.1	-0.11	timeout

Paper vs Live

Paper (trades.jsonl)

162

closed

47%

win rate

+79.07

total pnl ($)

+9.7 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	162	47%	+9.7	+79.07

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-10 05:44	BTC	Buy	-0.70	The market was in a mild uptrend over 24h and 7d, but the 1h candle showed a slight pullback. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the allowed time window.
05-09 21:41	BTC	Sell	-3.31	BTC was trading in a narrow range with low volatility, showing slight hourly gains but flat daily and weekly performance. The short thesis failed because the market lacked directional momentum, and the trade expired via timeout without reaching a profitable…
05-09 13:39	BTC	Sell	+0.17	BTC traded in a narrow range with low volatility, showing slight bearish bias over the 24h and 7d periods. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted time.
05-09 05:38	BTC	Sell	-1.98	The market was in a low-funding, sideways consolidation with no clear directional momentum. The thesis failed because the timeout close_reason indicates the trade lacked a catalyst to trigger entry or exit, resulting in a small negative PnL from holding costs.
05-08 21:35	BTC	Sell	-3.39	The market was in a mild intraday uptick (+0.47% hourly) within a broader weekly downtrend (-1.45% 7d). The short thesis failed because the trade expired via timeout before the anticipated bearish move materialized, as the market remained range-bound and di…
05-08 13:33	BTC	Sell	-0.93	BTC traded in a narrow range near $79,608 with low volatility and slightly negative daily momentum. The short thesis failed because the market did not move decisively lower within the timeout period, resulting in a small loss from funding costs.
05-08 05:31	BTC	Sell	+0.99	The market was in a mild intraday uptick within a broader weekly downtrend, with BTC showing a slight 1h gain of 0.39% but still down over the past week. The thesis failed because the trade was closed by timeout before the expected move materialized, as the…
05-07 21:28	BTC	Sell	+5.70	BTC was in a tight, low-volatility range with minimal directional bias across timeframes. The short thesis failed to trigger an entry before the timeout, as the market lacked the momentum needed to capitalize on the bearish context.
05-07 13:26	BTC	Sell	+0.11	The market was in a mild downtrend with BTC declining 1.46% over 24 hours and negative funding. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the allotted time.
05-07 05:20	BTC	Sell	+1.35	The market was in a mild downtrend across the board, with BTC and ETH both declining over the past 24 hours and week. The thesis failed because the trade was closed due to a timeout, not because the directional bet was invalidated by price action.

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