btc_funding_sign_flip_regime

not live
37
closed trades
41%
win rate
-38.63
total pnl ($)
1.328
weight
7d window — n=5 wr=80% pnl=+12.02  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 37 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 01:01BTCBuy59404→59727+2.27timeout
06-24 14:03BTCSell62657.9→61312.1+10.28timeout
06-23 14:00BTCSell62846.9→62444.1+2.73timeout
06-22 08:02BTCBuy64503.2→64131.8-3.35timeout
06-21 12:04BTCSell64192.8→64123.2+0.08timeout
06-18 04:00BTCSell64177.8→64258.2-1.07timeout
06-16 02:00BTCSell66467.7→66291.3+0.87timeout
06-12 17:00BTCSell63658.8→63939.2-2.64timeout
06-11 13:02BTCSell62736.9→62903.1-1.75timeout
06-06 17:02BTCSell60639→60814-1.90timeout
06-05 21:00BTCSell60780→61599.1-7.19timeout
06-05 09:00BTCSell62593.9→62463.1+0.59timeout
06-04 12:33BTCSell62522.9→63687-9.76stop_loss
05-29 17:00BTCSell73561.3→74075.7-3.92timeout
05-27 16:59BTCBuy75883.8→75267.2-4.53timeout
05-26 18:00BTCBuy77148.9→75827.2-9.02timeout
05-24 03:00BTCBuy77303.9→76782.2-3.84timeout
05-23 12:00BTCSell75452.2→74743.7+4.24timeout
05-22 13:59BTCSell77359.1→77249.9+0.28timeout
05-15 15:59BTCSell80434→79164+7.44timeout
05-12 04:43BTCSell81715.9→81724.1-0.47timeout
05-11 22:59BTCSell81531.9→81724.1-1.62timeout
05-10 23:00BTCSell81330.9→82160.1-5.54timeout
05-10 07:02BTCBuy80585→80730+0.45timeout
05-09 17:02BTCSell80209→80588-2.80timeout
05-08 23:00BTCSell79767→80244-3.43timeout
05-07 14:01BTCSell81485.9→80471+5.80timeout
05-04 22:01BTCSell79959→80310-2.67timeout
05-04 02:00BTCSell78529.1→79987-9.73stop_loss
05-03 12:59BTCSell78249.1→78703.9-3.34timeout
05-02 14:01BTCBuy78141.9→78300.1+0.57timeout
05-01 14:00BTCBuy77099.9→78668.1+9.72timeout
04-29 18:09BTCBuy76491→75114-9.45stop_loss
04-29 09:03BTCSell76522→76985-3.48timeout
04-28 21:01BTCBuy75990→76441+2.52timeout
04-28 02:01BTCSell76829→77058-1.94timeout
04-27 10:00BTCSell79034→77859+6.98timeout

Paper vs Live

Paper (trades.jsonl)
37
closed
41%
win rate
-38.63
total pnl ($)
-20.9 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC3741%-20.9-38.63

Recent bounces (last 20 of 1)

timesymsidereason
06-27 23:06BTCSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 07:02BTCBuy+0.45BTC traded in a narrow range with low volatility, showing slight intraday weakness but maintaining a positive weekly trend. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within …
05-09 17:02BTCSell-2.80The market was in a mild downtrend with BTC declining 1.45% over 24 hours, but the short thesis failed because the trade expired via timeout before the expected move materialized.
05-08 23:00BTCSell-3.43BTC was in a mild intraday uptick but remained in a broader downtrend over 24h and 7d. The short thesis failed because the trade expired via timeout before the expected bearish continuation materialized.
05-07 14:01BTCSell+5.80The market was in a mild downtrend across timeframes with low volatility and neutral funding. The short thesis failed to capture significant downside as price remained range-bound, leading to a timeout exit with minimal profit.
05-04 22:01BTCSell-2.67The market was exhibiting low volatility with minimal funding rates and stable order flow during the trade window. The thesis failed because the anticipated price movement never materialized, resulting in a timeout exit due to the lack of a defined stop-los…
05-02 14:01BTCBuy+0.57At close, Bitcoin was trading sideways near $78,352 with minimal intraday momentum (1h +0.08%, 24h -0.41%) while funding rates had turned slightly negative (-0.34% annualized), indicating a shift away from the extreme long-biased regime that triggered the e…
05-01 14:00BTCBuy+9.72Bitcoin rallied 2.80% over 24 hours and maintained positive momentum through the trade's 6-hour hold, with BTC climbing from $77,100 to $78,668 as institutional positioning normalized. The trade's thesis succeeded because the funding rate flip from deeply n…
04-29 18:09BTCBuy-9.45Bitcoin was in a mild pullback phase at close ($75,055, down 1.16% on the 1h and 4.69% over 7d) with funding rates still slightly positive (0.002492%), suggesting the regime hadn't yet flipped back to sustained negative funding despite the intraday weakness…
04-29 09:03BTCSell-3.48BTC was range-bound and flat during the 6-hour holding period, with the spot price drifting from $76,522 to $76,985 (+0.6%) while funding remained deeply negative at -88.3 bps annualized at close, indicating sustained short positioning. The trade's thesis f…
04-27 10:00BTCSell+6.98BTC was consolidating near $77,816 with minimal intraday momentum (1h flat, 24h -0.30%) when funding rates had just crossed from persistently positive (8-hour average +399.1 bps/yr) into negative territory (-143.9 bps/yr), signaling a regime shift from leve…