btc_momentum_divergence_fade · strategy

closed trades

27%

win rate

-199.43

total pnl ($)

0.941

weight

7d window — n=7 wr=29% pnl=-48.03 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 44 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 15:15	BTC	Buy	59022→59790	+6.00	timeout
06-26 13:10	BTC	Buy	60367→58882.6	-12.75	stop_loss
06-25 13:48	BTC	Buy	60741→59247.4	-12.70	stop_loss
06-24 16:51	BTC	Buy	61162.1→59657.2	-12.73	stop_loss
06-24 15:33	BTC	Buy	62200.1→60670.6	-12.67	stop_loss
06-24 06:25	BTC	Buy	62603.1→62815.9	+1.20	timeout
06-21 09:37	BTC	Sell	63634.8→64150.2	-4.37	timeout
06-20 12:45	BTC	Buy	62479.1→63588.8	+8.39	timeout
06-20 01:20	BTC	Buy	63024.2→63468.8	+3.08	timeout
06-18 15:56	BTC	Buy	63947.2→62374.7	-12.72	stop_loss
06-18 15:40	BTC	Buy	64295.2→62712.5	-12.46	stop_loss
06-17 22:03	BTC	Buy	65507.3→63894.8	-12.75	stop_loss
06-16 10:56	BTC	Sell	65869.7→66519.3	-5.32	timeout
06-13 15:02	BTC	Sell	64135.8→64203.2	-0.94	timeout
06-12 22:59	BTC	Sell	63468.8→63500.2	-0.65	timeout
06-12 08:03	BTC	Sell	62742.9→63131.2	-3.54	timeout
06-11 07:50	BTC	Buy	61680.1→62686.9	+7.57	timeout
06-10 14:05	BTC	Buy	62152.1→62150.9	-0.48	timeout
06-09 14:47	BTC	Sell	63996.8→61183.1	+21.55	take_profit
06-07 22:14	BTC	Sell	62067.9→63596	-12.76	stop_loss
06-07 05:18	BTC	Sell	60555→62049.1	-12.80	stop_loss
06-07 04:03	BTC	Buy	60846→61556.9	+5.37	timeout
06-06 14:32	BTC	Buy	60342→60872	+3.95	timeout
06-05 13:56	BTC	Buy	62503.1→60966.5	-12.75	stop_loss
06-05 06:19	BTC	Buy	63287.2→61731	-12.68	stop_loss
06-04 00:26	BTC	Buy	65310.3→63703.9	-12.74	stop_loss
06-03 20:50	BTC	Buy	66652.3→65012.2	-12.81	stop_loss
06-03 19:54	BTC	Buy	67010.4→65356	-12.83	stop_loss
06-02 14:10	BTC	Buy	69971.5→68234.5	-12.87	stop_loss
06-02 12:38	BTC	Buy	70795.5→69049	-12.85	stop_loss
06-02 02:01	BTC	Buy	72330.6→70550.2	-12.85	stop_loss
05-29 11:24	BTC	Buy	73387.7→73616.3	+1.06	timeout
05-28 14:05	BTC	Buy	74387.7→72539.1	-12.95	stop_loss
05-28 03:17	BTC	Buy	75849.8→73984.3	-12.75	stop_loss
05-27 17:30	BTC	Buy	75864.8→74949.3	-6.53	timeout
05-25 06:59	BTC	Sell	76950.2→77365.9	-3.04	timeout
05-24 07:30	BTC	Buy	75244.8→76856.2	+10.15	timeout
05-23 19:30	BTC	Buy	75691.8→75926.2	+1.04	timeout
05-19 10:04	BTC	Buy	76893.8→76769.2	-1.32	timeout
05-17 01:59	BTC	Buy	79126→79122	-0.57	timeout
05-16 14:00	BTC	Buy	78660.9→78657	-0.57	timeout
05-12 22:43	BTC	Buy	81724.1→81715.9	-0.49	timeout
05-09 02:18	BTC	Buy	79373→80402	+6.09	timeout
05-08 10:29	BTC	Buy	80545→79871	-4.62	timeout

Paper vs Live

Paper (trades.jsonl)

closed

27%

win rate

-199.43

total pnl ($)

-90.6 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	44	27%	-90.6	-199.43

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-09 02:18	BTC	Buy	+6.09	The market was in a mild downtrend with BTC down across all timeframes and neutral funding. The thesis failed because the trade was closed due to a timeout, indicating the expected move did not materialize within the holding period.
05-08 10:29	BTC	Buy	-4.62	The market was in a low-funding, sideways chop with no clear directional momentum. The thesis failed because the trade was closed by timeout, indicating the expected move never materialized within the allowed window.

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