btc_multi_asset_alignment_momentum

not live
137
closed trades
49%
win rate
-13.93
total pnl ($)
1.302
weight
7d window — n=18 wr=61% pnl=+15.29  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 23:10BTCBuy59990→60038-0.06timeout
06-26 17:55BTCBuy59792→59997+1.25timeout
06-26 10:39BTCBuy60335→59511.3-7.28stop_loss
06-26 03:56BTCSell59145→59961-7.35stop_loss
06-26 00:07BTCBuy59698→59817+0.54timeout
06-25 18:48BTCBuy59383→59417-0.16timeout
06-25 13:45BTCSell61276.9→59932+10.52take_profit
06-25 08:52BTCBuy61159.1→61744.9+4.34timeout
06-25 00:08BTCBuy60632→61017.9+2.72timeout
06-24 17:47BTCSell60487→59158+10.52take_profit
06-24 13:10BTCBuy62919.1→62061.8-7.26stop_loss
06-23 12:52BTCSell62368.9→62217.1+0.74timeout
06-23 08:24BTCSell63603.8→62203.1+10.56take_profit
06-23 02:42BTCSell63918.8→64194.2-2.60timeout
06-22 15:43BTCBuy64580.2→65058.7+3.24timeout
06-22 11:40BTCBuy64293.2→64610.8+2.00timeout
06-22 04:55BTCBuy63807.2→64047.8+1.43timeout
06-22 00:52BTCSell63712.8→63737.2-0.64timeout
06-20 14:46BTCSell63291.8→64154.3-7.26stop_loss
06-19 17:58BTCBuy63212.2→63192.8-0.60timeout
06-19 11:40BTCSell62491.9→62611.1-1.42timeout
06-19 07:16BTCSell62494.9→62765.1-2.62timeout
06-18 15:51BTCSell64017.8→62612.1+10.52take_profit
06-18 11:46BTCBuy64424.2→63978.8-3.92timeout
06-18 04:11BTCBuy64759.2→63877.8-7.26stop_loss
06-17 23:39BTCSell64323.8→64404.2-1.08timeout
06-17 19:29BTCBuy65390.3→64495.5-7.30stop_loss
06-17 12:32BTCSell65195.7→64722.2+3.19timeout
06-16 17:29BTCSell65997.7→65728.3+1.61timeout
06-16 10:37BTCBuy66433.3→66616.7+0.92timeout
06-16 06:31BTCSell65773.7→66316.3-4.59timeout
06-15 19:46BTCBuy66984.3→66618.7-3.19timeout
06-15 15:19BTCBuy66120.3→66675.7+3.75timeout
06-15 00:14BTCBuy64377.2→65787.7+10.51take_profit
06-14 18:38BTCSell63952.8→63750.2+1.15timeout
06-13 20:35BTCSell63954.8→64230.2-2.60timeout
06-12 18:30BTCBuy63628.2→63732.8+0.37timeout
06-12 13:32BTCBuy63851.2→63295.8-4.81timeout
06-12 09:39BTCSell63346.8→63829.2-4.24timeout
06-11 21:31BTCBuy62989.1→63474.8+3.38timeout
06-11 12:48BTCBuy62936.1→62891.9-0.82timeout
06-11 07:57BTCBuy62718.1→62696.9-0.64timeout
06-11 01:16BTCSell61344.9→62180.2-7.26stop_loss
06-10 20:53BTCSell62093.9→61712.1+2.63timeout
06-10 16:43BTCBuy61643.1→62246.9+4.44timeout
06-10 12:41BTCSell61252.9→61640.1-3.62timeout
06-09 21:29BTCBuy61723.1→62016.9+1.94timeout
06-09 16:06BTCSell62292.9→60926+10.54take_profit
06-09 08:35BTCBuy63201.2→62890.9-2.91timeout
06-08 23:49BTCBuy63809.2→62940.4-7.26stop_loss
06-08 15:18BTCBuy63439.2→64026.8+4.17timeout
06-08 08:52BTCSell62809.9→63034.2-2.23timeout
06-08 03:30BTCBuy63289.2→63180.8-1.31timeout
06-07 22:13BTCSell61599.9→62438.3-7.26stop_loss
06-07 16:13BTCSell62149.9→62147.1-0.40timeout
06-07 10:35BTCBuy62102.1→62460.9+2.44timeout
06-07 03:43BTCBuy60862→61583.9+5.48timeout
06-06 15:54BTCBuy60881→60719-1.78timeout
06-06 10:30BTCBuy61044.1→60209.9-7.29stop_loss
06-06 07:33BTCSell60553→60913-3.41timeout
06-06 02:06BTCSell61265.9→60911+2.45timeout
06-05 18:51BTCSell60911→59576+10.51take_profit
06-05 15:39BTCSell61438.9→60089+10.53take_profit
06-05 07:41BTCSell61991.9→62838.5-7.28stop_loss
06-05 04:59BTCSell62801.9→63699-7.60stop_loss
06-05 01:41BTCSell63156.8→63319.2-1.74timeout
06-04 20:31BTCSell63498.8→63471.2-0.23timeout
06-04 13:38BTCSell63261.8→64140.3-7.39stop_loss
06-04 11:11BTCSell63582.8→62190.1+10.48take_profit
06-04 04:22BTCBuy63347.2→64739.8+10.54take_profit
06-03 21:48BTCSell64951.8→65837.2-7.27stop_loss
06-03 19:19BTCSell66346.7→65925.3+2.74timeout
06-03 08:32BTCBuy66305.3→67009.6+4.84timeout
06-03 05:04BTCSell66082.7→66982.8-7.26stop_loss
06-02 21:26BTCSell66934.7→67846.3-7.26stop_loss
06-02 19:24BTCSell67584.6→67132.4+2.90timeout
06-02 13:27BTCSell69386.5→69063.5+1.88timeout
06-02 09:56BTCSell70354.5→69411.5+6.28timeout
06-02 01:55BTCSell70979.5→70841.5+0.55timeout
06-01 03:40BTCSell73541.3→73880.7-2.74timeout
05-29 15:09BTCSell72620.4→73612.5-7.28stop_loss
05-28 17:43BTCSell72805.4→73469.7-4.99timeout
05-28 07:18BTCSell73587.3→73259.7+1.78timeout
05-28 01:43BTCSell74696.3→74245.7+2.57timeout
05-27 21:42BTCSell74812.3→74754.7-0.05timeout
05-27 17:31BTCSell75197.2→74973.7+1.04timeout
05-26 14:39BTCBuy77974.9→76918.7-7.22stop_loss
05-26 14:26BTCBuy76972.8→77956.1+5.93timeout
05-26 04:40BTCSell76874.2→76720.8+0.55timeout
05-25 06:07BTCBuy77414.9→77343.1-0.93timeout
05-25 00:30BTCSell76221.2→77256.5-7.23stop_loss
05-24 17:57BTCSell76638.2→76663.8-0.61timeout
05-24 02:35BTCSell76418.2→76802.8-2.96timeout
05-23 22:20BTCBuy75845.8→76654.2+4.87timeout
05-23 17:49BTCBuy75085.8→75373.2+1.45timeout
05-23 11:50BTCSell74965.3→74751.7+0.97timeout
05-22 22:46BTCSell76163.2→75635.8+3.02timeout
05-22 18:19BTCSell76900.2→76857.8-0.16timeout
05-21 23:52BTCBuy77703.9→77703.1-0.47timeout
05-21 19:48BTCBuy77343.9→77595.1+1.16timeout

Paper vs Live

Paper (trades.jsonl)
137
closed
49%
win rate
-13.93
total pnl ($)
-2.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC13749%-2.0-13.93

Recent bounces (last 20 of 4)

timesymsidereason
06-26 19:26BTCBuystale_intent
06-25 15:02BTCBuybelow_min_notional_skip
06-24 20:23BTCBuystale_intent
06-24 12:10BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
05-08 18:18BTCBuy+0.57The market was in a short-term sideways grind with a slight intraday bounce, but the broader 24-hour and weekly trends remained bearish. The thesis failed because the trade was closed by timeout before the expected move materialized, as the sideways consoli…
05-07 17:38BTCSell+4.88The market was in a mild downtrend with BTC declining 1.73% over 24 hours and negative short-term momentum. The thesis failed because the trade was closed by timeout before the expected move materialized, as the slow, grinding decline did not trigger an exi…
05-07 04:45BTCSell+0.13The market was in a mild downtrend with low volatility across BTC and ETH, showing no strong directional momentum. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the allowed timeframe.
05-06 17:47BTCSell+1.70The market was in a mild downtrend with BTC down across all timeframes and low funding rates. The short thesis failed to capture a larger move as the trade was closed due to timeout, indicating the expected decline did not materialize within the allotted time.
05-06 10:17BTCBuy+10.45BTC was in a mild downtrend across multiple timeframes with negative funding and declining open interest. The thesis worked because the short-term buy was quickly rewarded by a take-profit trigger, capitalizing on a brief counter-trend bounce.
05-04 18:25BTCBuy+5.46The market exhibited a neutral regime with Bitcoin trading flat on the hour despite a positive weekly trend and low funding rates. The trade failed because the thesis could not be validated within the allotted time, resulting in a timeout close rather than …
05-04 14:04BTCSell+3.19The market was in a neutral consolidation phase with flat funding rates and low volatility, creating an environment where directional bias was difficult to establish. The trade failed because the thesis lacked immediate confirmation, resulting in a forced e…
05-03 01:38BTCBuy-6.38BTC was consolidating near $78,500 with minimal directional momentum (1h: +0.15%, 24h: +0.29%), and negative funding (-0.0028%) suggested weak leverage demand despite high open interest, creating headwinds for long positioning. The trade's thesis failed bec…
05-02 00:54BTCSell-4.16Bitcoin was consolidating around $78,302 with subdued hourly momentum (+0.09% 1h) despite positive 24h performance (+2.34%), while funding rates had turned slightly negative (-0.011354%), signaling reduced leverage positioning. The trade's thesis failed bec…
05-01 16:34BTCBuy+1.40The market rolled over sharply in the final hour as BTC and ETH both declined ~0.5% despite earlier strength, unwinding the intraday risk-on alignment that had driven the entry. The trade's 3-asset momentum thesis failed because the signal's strength (each …