btc_funding_oi_agreement_extreme_fade

not live
55
closed trades
38%
win rate
-14.76
total pnl ($)
1.335
weight
7d window — n=8 wr=50% pnl=+21.63  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 55 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 00:02BTCBuy60023→60071-0.06timeout
06-26 13:19BTCBuy59696→58558.8-9.98stop_loss
06-25 19:56BTCBuy58623.9→59310+5.41timeout
06-24 22:55BTCBuy59903→60840+7.40timeout
06-24 08:59BTCSell62624.9→62783.1-1.70timeout
06-23 22:24BTCSell62578.9→62570.1-0.39timeout
06-23 08:27BTCSell64168.8→62121.1+15.49take_profit
06-23 00:20BTCSell64632.8→63865.2+5.47timeout
06-22 04:19BTCBuy63657.2→63910.8+1.53timeout
06-20 22:13BTCSell63943.8→64118.2-1.81timeout
06-18 15:40BTCBuy63833.2→62639.5-9.80stop_loss
06-17 16:16BTCSell64732.8→65938.2-9.77stop_loss
06-16 15:48BTCSell66570.7→65726.3+5.91timeout
06-15 13:20BTCSell65652.7→66877.8-9.78stop_loss
06-13 05:41BTCSell63511.8→63550.2-0.75timeout
06-12 21:46BTCSell63882.8→63474.2+2.76timeout
06-12 00:07BTCSell63375.8→63775.2-3.57timeout
06-10 20:27BTCSell62089.9→61894.1+1.14timeout
06-09 23:00BTCSell61385.9→62023.1-5.66timeout
06-09 13:07BTCSell63303.8→62665.1+4.59timeout
06-08 23:03BTCSell63351.8→63387.2-0.72timeout
06-06 11:54BTCSell60817→60869-0.89timeout
06-05 18:44BTCBuy60764→59634.2-9.76stop_loss
06-05 07:59BTCSell61917.9→63079.7-9.84stop_loss
06-04 22:56BTCSell63516.8→63619.2-1.27timeout
06-04 13:39BTCSell63100.8→64278.3-9.80stop_loss
06-04 00:25BTCSell66029.7→63922.2+15.51take_profit
06-03 09:05BTCSell66581.7→66963.3-3.28timeout
06-02 21:44BTCSell67298.6→67687.4-3.33timeout
05-28 03:34BTCSell74981.3→73676.7+8.25timeout
05-27 19:23BTCBuy75319.8→74981.3-2.72timeout
05-27 08:36BTCSell75743.2→75951.8-1.87timeout
05-26 23:40BTCSell75927.2→75945.8-0.57timeout
05-26 09:42BTCBuy76609.8→76641.2-0.24timeout
05-24 20:35BTCBuy76432.8→76615.2+0.73timeout
05-24 01:37BTCBuy75876.8→76871.2+6.09timeout
05-23 00:15BTCSell76792.2→75405.8+8.58timeout
05-21 19:10BTCSell77296.1→77483.9-1.64timeout
05-21 00:21BTCSell77593.1→77626.9-0.64timeout
05-20 16:19BTCSell77555.1→77363.9+0.81timeout
05-19 23:09BTCSell76897.2→76741.8+0.60timeout
05-19 02:32BTCSell77112.1→76767.8+1.81timeout
05-18 05:21BTCSell77813.1→76978.8+4.94timeout
05-16 02:54BTCSell79054→79057-0.48timeout
05-15 18:53BTCSell80333→79229+6.41timeout
05-12 04:43BTCBuy81724.1→81715.9-0.44timeout
05-12 00:30BTCBuy82004.1→81715.9-2.20timeout
05-11 10:26BTCSell80743→81137.1-2.87timeout
05-10 18:22BTCSell80833→81354.1-3.66timeout
05-08 14:27BTCSell79708→80181-3.41timeout
05-08 00:35BTCSell80174→79985+0.75timeout
05-04 20:53BTCSell80311→79874+2.24timeout
05-01 21:40BTCBuy78648.9→78089.1-3.99timeout
04-30 05:29BTCBuy75748→75381-2.87timeout
04-27 22:09BTCSell76676→76824-1.42timeout

Paper vs Live

Paper (trades.jsonl)
55
closed
38%
win rate
-14.76
total pnl ($)
-5.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5538%-5.4-14.76

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-08 14:27BTCSell-3.41The market was in a broad downtrend with BTC falling 2.2% in 24 hours and negative hourly momentum across major assets. The short thesis failed because the trade was closed by timeout before the bearish move could fully materialize, resulting in a small los…
05-08 00:35BTCSell+0.75BTC traded in a narrow range with low volatility, showing a slight bearish bias over the hour and day. The short thesis failed because the market lacked directional momentum, and the trade was closed by timeout without reaching a profit target or stop.
05-04 20:53BTCSell+2.24The market was in a state of consolidation with negligible momentum and neutral funding rates, creating an environment where directional moves were unlikely. The thesis failed because the trade was closed due to a timeout, indicating that the anticipated vo…
05-01 21:40BTCBuy-3.99BTC drifted sideways to slightly higher (+0.45% 1h, +2.47% 24h) while funding normalized sharply from -199.5 bps/yr to -0.0066% at close, suggesting the shorts' crowding and negative funding extremity that triggered the signal had already begun mean-reverti…
04-30 05:29BTCBuy-2.87BTC was consolidating with minimal intraday momentum (up 0.13% in the final hour) while declining 2.17% over 24 hours and 3.08% over 7 days, indicating sustained downward pressure that eroded the trade's 6-hour holding window. The thesis failed because fund…