btc_funding_spread_trend_follow · strategy

closed trades

43%

win rate

-234.34

total pnl ($)

0.531

weight

7d window — n=13 wr=38% pnl=-114.03 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 60 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 00:28	BTC	Buy	60159→59230	-8.22	timeout
06-28 18:08	BTC	Buy	60487→59623	-7.57	timeout
06-27 22:13	BTC	Buy	59859→60108	+1.69	timeout
06-27 16:00	BTC	Buy	60314→60800	+3.64	timeout
06-26 20:54	BTC	Buy	59342→59715	+2.61	timeout
06-26 14:51	BTC	Buy	59566→59715	+0.75	timeout
06-25 13:54	BTC	Buy	60743→58535.8	-18.58	stop_loss
06-25 13:54	BTC	Buy	60646→58467.8	-18.34	stop_loss
06-24 17:48	BTC	Buy	61214.1→59031.5	-18.25	stop_loss
06-24 16:46	BTC	Buy	62310.1→60092.9	-18.06	stop_loss
06-24 12:54	BTC	Buy	62246.1→62653.9	+2.82	timeout
06-23 08:20	BTC	Buy	64624.2→62324.7	-18.21	stop_loss
06-23 08:17	BTC	Buy	64688.2→62377.7	-18.31	stop_loss
06-22 17:20	BTC	Buy	64143.2→64593.8	+3.03	timeout
06-22 11:14	BTC	Buy	64383.2→64307.8	-1.17	timeout
06-21 16:48	BTC	Buy	63970.2→64119.8	+0.76	timeout
06-21 04:41	BTC	Buy	63579.2→64483.8	+6.68	timeout
06-20 10:39	BTC	Buy	62412.1→63575.8	+8.81	timeout
06-20 04:34	BTC	Buy	62531.1→63488.8	+7.22	timeout
06-19 04:24	BTC	Buy	63931.2→62730.9	-9.80	timeout
06-18 22:24	BTC	Buy	64236.2→62812.9	-11.44	timeout
06-18 04:10	BTC	Buy	65851.3→64101.8	-13.75	timeout
06-17 22:08	BTC	Buy	65744.3→64143.8	-12.60	timeout
06-17 03:54	BTC	Buy	66070.3→65818.7	-2.40	timeout
06-16 17:05	BTC	Buy	66866.3→65726.7	-9.08	timeout
06-15 22:47	BTC	Buy	65411.3→66199.7	+5.53	timeout
06-15 16:23	BTC	Buy	64088.2→67163.6	+23.52	timeout
06-14 22:17	BTC	Buy	64371.2→65112.7	+5.26	timeout
06-14 16:13	BTC	Buy	64073.2→64095.8	-0.35	timeout
06-13 22:01	BTC	Buy	63506.2→64400.8	+6.56	timeout
06-13 15:38	BTC	Buy	63888.2→64293.8	+2.70	timeout
06-12 21:25	BTC	Buy	63460.2→63522.8	+0.01	timeout
06-12 15:19	BTC	Buy	62600.1→64287.8	+12.95	timeout
06-11 21:03	BTC	Buy	61754.1→63373.8	+12.52	timeout
06-11 14:58	BTC	Buy	61984.1→62815.9	+6.16	timeout
06-10 16:14	BTC	Buy	61030.1→62332.9	+10.18	timeout
06-10 10:01	BTC	Buy	62735.1→61297.9	-11.82	timeout
06-09 14:30	BTC	Buy	63702.2→61425.2	-18.33	stop_loss
06-09 08:39	BTC	Buy	63150.2→62908.9	-2.36	timeout
06-08 20:32	BTC	Buy	61759.1→63222.8	+11.35	timeout
06-08 02:52	BTC	Buy	61416.1→63093.8	+13.16	timeout
06-07 20:17	BTC	Buy	60565→61473.9	+7.09	timeout
06-06 23:13	BTC	Buy	61436.1→60705	-6.33	timeout
06-06 17:11	BTC	Buy	61050.1→60641	-3.79	timeout
06-05 15:39	BTC	Buy	62354.1→60129.9	-18.28	stop_loss
06-05 09:46	BTC	Buy	63142.2→62866.9	-2.61	timeout
06-05 05:19	BTC	Buy	63981.2→63291.8	-5.78	timeout
06-04 00:24	BTC	Buy	66353.3→63991.8	-18.22	stop_loss
06-03 23:34	BTC	Buy	66545.3→64484.8	-15.94	timeout
06-02 14:27	BTC	Buy	70218.5→67717.7	-18.27	stop_loss
06-02 14:26	BTC	Buy	70333.5→67830.7	-18.26	stop_loss
06-02 12:52	BTC	Buy	71554.6→69008	-18.38	stop_loss
06-02 02:01	BTC	Buy	73173.7→70568.2	-18.38	stop_loss
06-01 15:25	BTC	Buy	73929.7→71094.9	-19.72	stop_loss
06-01 06:23	BTC	Buy	74003.7→73198.3	-5.94	timeout
06-01 00:11	BTC	Buy	73891.7→73747.3	-1.40	timeout
05-31 11:15	BTC	Buy	73596.7→73880.3	+1.34	timeout
05-30 07:02	BTC	Buy	73740.7→73523.3	-1.96	timeout
05-30 01:49	BTC	Buy	73491.7→73593.3	+0.20	timeout
05-29 19:44	BTC	Buy	73413.7→73633.3	+1.01	timeout

Paper vs Live

Paper (trades.jsonl)

closed

43%

win rate

-234.34

total pnl ($)

-77.8 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	60	43%	-77.8	-234.34

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…