btc_funding_spike_short_vol_gate · strategy

closed trades

50%

win rate

+124.90

total pnl ($)

1.286

weight

7d window — n=14 wr=43% pnl=+10.21 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 56 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-27 09:54	BTC	Sell	59944→60364	-3.93	timeout
06-27 03:36	BTC	Sell	60345→60340	-0.41	timeout
06-26 20:23	BTC	Sell	60290→59682	+4.64	timeout
06-26 08:05	BTC	Sell	59618→60335	-6.49	timeout
06-25 13:29	BTC	Sell	60831→61230.1	-3.77	timeout
06-25 05:02	BTC	Sell	59616→61444.8	-15.80	stop_loss
06-24 16:46	BTC	Sell	62860.9→60096	+21.50	take_profit
06-24 02:44	BTC	Sell	62558.9→62717.1	-1.69	timeout
06-23 20:11	BTC	Sell	62830.9→62481.1	+2.33	timeout
06-23 10:07	BTC	Sell	64287.8→62533.1	+13.09	timeout
06-23 02:55	BTC	Sell	64852.8→64199.2	+4.59	timeout
06-21 20:34	BTC	Sell	63975.8→64041.2	-0.96	timeout
06-21 12:43	BTC	Sell	64276.8→64046.2	+1.31	timeout
06-21 05:43	BTC	Sell	63847.8→64327.2	-4.20	timeout
06-20 05:14	BTC	Sell	62944.9→63834.2	-7.52	timeout
06-19 20:38	BTC	Sell	62723.9→63030.2	-2.87	timeout
06-19 12:37	BTC	Sell	62993.9→62468.1	+3.68	timeout
06-18 05:48	BTC	Sell	65787.7→63888.2	+14.00	timeout
06-17 23:33	BTC	Sell	64721.8→64442.2	+1.71	timeout
06-17 16:52	BTC	Sell	65950.7→65875.3	+0.15	timeout
06-17 10:42	BTC	Sell	65713.7→64901.2	+5.78	timeout
06-17 04:21	BTC	Sell	65763.7→65789.3	-0.62	timeout
06-16 22:17	BTC	Sell	66592.7→65821.3	+5.39	timeout
06-15 23:39	BTC	Sell	66185.7→66209.3	-0.61	timeout
06-15 09:19	BTC	Sell	64783.8→65757.3	-7.97	timeout
06-14 19:27	BTC	Sell	64344.8→63788.2	+3.91	timeout
06-14 11:14	BTC	Sell	64428.8→64545.2	-1.35	timeout
06-14 05:12	BTC	Sell	63948.8→64324.2	-3.40	timeout
06-13 23:07	BTC	Sell	63840.8→64431.2	-5.06	timeout
06-13 16:49	BTC	Sell	63612.8→63955.2	-3.14	timeout
06-13 10:26	BTC	Sell	63596.8→63759.2	-1.69	timeout
06-13 01:44	BTC	Sell	63134.8→63768.2	-5.47	timeout
06-12 17:55	BTC	Sell	63334.8→63836.2	-4.40	timeout
06-12 11:39	BTC	Sell	63496.8→63672.2	-1.80	timeout
06-12 05:39	BTC	Sell	63201.8→63346.2	-1.56	timeout
06-11 00:19	BTC	Sell	61084.9→61847.1	-6.72	timeout
06-10 01:45	BTC	Sell	62340.9→62023.1	+2.07	timeout
06-09 19:44	BTC	Sell	63165.8→61847.1	+10.03	timeout
06-09 03:15	BTC	Sell	64078.8→62921.1	+8.58	timeout
06-08 16:11	BTC	Sell	62932.9→63788.2	-7.18	timeout
06-07 17:14	BTC	Sell	61859.9→62262.1	-3.69	timeout
06-07 08:28	BTC	Sell	60724→62583.4	-15.79	stop_loss
06-07 03:08	BTC	Sell	60649→61452.1	-7.04	timeout
06-06 05:14	BTC	Sell	61010.9→59969	+8.07	timeout
06-05 18:44	BTC	Sell	62482.9→59739	+21.53	take_profit
06-05 13:59	BTC	Sell	63478.8→60690	+21.52	take_profit
06-05 11:43	BTC	Sell	63748.8→62189.1	+11.80	timeout
06-05 04:53	BTC	Sell	63721.8→63116.2	+4.28	timeout
06-04 21:52	BTC	Sell	63009.8→63319.2	-2.92	timeout
06-04 16:58	BTC	Sell	64308.8→63526.2	+5.68	timeout
06-04 01:56	BTC	Sell	64975.8→62122.1	+21.51	take_profit
06-04 00:25	BTC	Sell	66834.7→63900.2	+21.49	take_profit
06-03 16:39	BTC	Sell	66346.7→65837.3	+3.42	timeout
06-03 10:23	BTC	Sell	67314.6→67236.4	+0.20	timeout
06-03 03:02	BTC	Sell	67910.6→66602.3	+9.19	timeout
06-02 15:30	BTC	Sell	70338.5→67249.4	+21.52	take_profit

Paper vs Live

Paper (trades.jsonl)

closed

50%

win rate

+124.90

total pnl ($)

+44.5 bps

avg bps net

Live (dry_run=0)

closed

33%

win rate

-2.18

total pnl ($)

-41.6 bps

avg bps net

Live: 3 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	56	50%	+44.5	+124.90

Recent bounces (last 20 of 1)

time	sym	side	reason
06-27 12:22	BTC	Sell	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…