btc_funding_oi_divergence_24h

not live
58
closed trades
31%
win rate
-139.33
total pnl ($)
0.946
weight
7d window — n=6 wr=33% pnl=-34.69  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 58 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 04:42BTCBuy60171→60352+1.06timeout
06-26 16:00BTCSell59892→60359-4.31timeout
06-24 16:51BTCBuy61140.1→59636.2-12.73stop_loss
06-24 14:02BTCBuy62698.1→61156.3-12.74stop_loss
06-23 06:22BTCBuy64087.2→62509.6-12.76stop_loss
06-23 00:44BTCSell65031.7→64089.2+6.79timeout
06-19 21:11BTCSell62369.9→63230.2-7.32timeout
06-19 09:05BTCSell63066.8→62521.1+3.80timeout
06-18 19:49BTCSell64443.8→62907.1+11.39timeout
06-17 02:27BTCSell65649.7→65999.3-3.10timeout
06-16 12:53BTCSell66286.7→66352.3-0.90timeout
06-14 23:18BTCSell64521.8→65582.3-8.65timeout
06-12 19:00BTCSell63010.8→63671.2-5.68timeout
06-11 22:08BTCSell62944.9→63620.2-5.75timeout
06-10 21:19BTCBuy61024.1→61582.9+4.12timeout
06-10 04:01BTCBuy61163.1→62016.9+6.56timeout
06-09 13:39BTCBuy62690.1→62201.9-4.34timeout
06-07 22:14BTCSell61862.9→63385.8-12.76stop_loss
06-07 05:18BTCSell60621→62113.1-12.76stop_loss
06-06 04:33BTCBuy61085.1→59583.2-12.74stop_loss
06-05 13:57BTCBuy62311.1→60778.6-12.75stop_loss
06-04 02:01BTCSell64749.8→61906.1+21.51take_profit
06-03 16:32BTCBuy66330.3→65694.7-5.28timeout
06-03 03:43BTCBuy67440.4→65779.8-12.77stop_loss
05-30 22:13BTCSell73601.3→73877.7-2.27timeout
05-29 13:36BTCSell73518.3→73075.7+2.57timeout
05-28 18:15BTCBuy72964.6→73623.3+3.99timeout
05-28 04:02BTCBuy74674.7→72834.9-12.78stop_loss
05-27 18:02BTCBuy75662.8→74847.3-5.87timeout
05-27 05:59BTCBuy75910.8→75680.2-1.91timeout
05-26 12:14BTCBuy77183.9→77008.1-1.60timeout
05-25 02:35BTCBuy76437.8→77022.1+3.35timeout
05-24 11:59BTCSell76707.2→77276.9-4.14timeout
05-23 20:37BTCSell74732.3→76578.1-12.79stop_loss
05-23 08:23BTCBuy75918.8→74605.3-9.07timeout
05-22 20:23BTCSell77447.1→75918.8+9.45timeout
05-22 05:43BTCBuy77873.9→77571.1-2.40timeout
05-20 21:59BTCBuy77458.9→77497.1-0.23timeout
05-16 07:39BTCBuy79126→79122-0.52timeout
05-15 19:21BTCSell80722→79073+9.75timeout
05-12 10:43BTCBuy81724.1→81715.9-0.56timeout
05-11 21:59BTCSell80932→81778.1-5.67timeout
05-11 09:01BTCSell80684→80767-0.91timeout
05-09 13:44BTCSell80350→80297-0.11timeout
05-09 01:44BTCSell79561→80358-5.50timeout
05-08 13:31BTCSell79724→79648+0.04timeout
05-07 22:12BTCBuy80871→79794-7.15timeout
05-06 13:16BTCBuy80222→82088.9+11.10timeout
05-04 18:32BTCBuy79656→80214+3.08timeout
05-04 06:30BTCBuy78696.9→79648+5.55timeout
05-02 13:03BTCBuy78276.9→78232.1-0.71timeout
05-02 01:02BTCBuy78013.9→78269.1+1.27timeout
05-01 12:46BTCBuy76527.8→77976.1+9.02timeout
04-30 12:45BTCSell76082→76253.8-1.59timeout
04-29 18:08BTCBuy77401→75543-12.45stop_loss
04-29 05:01BTCSell76091→77188-7.66timeout
04-28 16:41BTCBuy76830→75914-6.41timeout
04-27 09:25BTCBuy78239→77673-4.07timeout

Paper vs Live

Paper (trades.jsonl)
58
closed
31%
win rate
-139.33
total pnl ($)
-48.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5831%-48.0-139.33

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-09 13:44BTCSell-0.11The market was in a mild downtrend with BTC down 1.66% over 24 hours and negative funding, indicating persistent bearish pressure. The short thesis failed because the trade expired via timeout before the anticipated move materialized, as the market remained…
05-09 01:44BTCSell-5.50BTC was in a mild intraday uptick but remained in a broader downtrend over the past week. The short thesis failed because the trade was closed by timeout before the expected move lower materialized.
05-08 13:31BTCSell+0.04BTC traded in a narrow range with low volatility, showing a slight intraday uptick but remaining weak on higher timeframes. The thesis failed because the short position was closed by timeout before the expected move materialized, as the market lacked direct…
05-07 22:12BTCBuy-7.15BTC was in a mild downtrend over the past week with low hourly volatility and neutral funding. The thesis failed because the trade was closed by timeout without reaching entry or exit, indicating the expected move did not materialize in the given timeframe.
05-06 13:16BTCBuy+11.10The market was in a low-funding, sideways consolidation with declining open interest. The thesis failed because the trade was closed by timeout, indicating the anticipated directional move did not materialize within the holding period.
05-04 18:32BTCBuy+3.08The market was in a state of consolidation with BTC trading sideways near $81,060 and funding rates hovering near zero. The trade failed because the entry was never executed, resulting in a timeout close rather than a realized profit or loss.
05-02 13:03BTCBuy-0.71When the trade closed, BTC was trading at $78,288 with near-flat 1h/24h performance (0.19%/0.15%), while funding rates had normalized to -0.0029% and OI remained elevated at $4.07B. The thesis failed because the funding-OI divergence signal (Δfunding=-612.7…
05-02 01:02BTCBuy+1.27Bitcoin was consolidating near session highs with mild upward momentum (24h +2.34%, 1h +0.09%) while funding rates had normalized negative (-0.011354%), suggesting reduced leverage appetite post-squeeze. The trade's thesis underperformed because the diverge…
05-01 12:46BTCBuy+9.02Bitcoin rallied 1.89% over the 12-hour hold as funding rates normalized from severely negative territory (-452 bps/yr divergence), allowing the long squeeze setup to unwind profitably without triggering the 240 bps stop-loss. The thesis worked because the f…
04-29 18:08BTCBuy-12.45BTC was in a mild bearish drift at close (down 1.28% over 24h, -4.51% weekly), with the 1-hour candle showing -0.95% momentum into the stop-loss trigger. The thesis failed because the funding rate collapse (-1798 bps annualized) paired with OI growth (+2.15…