btc_oi_7d_percentile_extreme_fade

not live
44
closed trades
45%
win rate
-66.12
total pnl ($)
1.266
weight
7d window — n=11 wr=64% pnl=+6.91  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 44 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-27 03:01BTCBuy59686→60239+4.18timeout
06-26 18:59BTCBuy59214→59593+2.72timeout
06-26 03:59BTCSell60176→59916+1.71timeout
06-25 20:17BTCBuy58898.9→59575+5.28timeout
06-25 12:14BTCSell61720.9→61174.1+3.96timeout
06-25 01:32BTCBuy59741→60847+8.81timeout
06-24 14:19BTCBuy62043.1→60880.5-9.81stop_loss
06-24 06:16BTCSell62823.9→62787.1-0.14timeout
06-23 19:30BTCBuy62027.1→62432.9+2.83timeout
06-23 08:27BTCBuy63162.2→61986.9-9.73stop_loss
06-23 00:53BTCBuy64402.2→64086.8-2.90timeout
06-07 13:57BTCSell62344.9→61764.1+4.21timeout
06-06 15:29BTCSell61280.9→60647+4.72timeout
06-06 03:44BTCSell61866.9→60694+9.03timeout
06-05 16:12BTCBuy60839→59707.1-9.75stop_loss
06-05 06:22BTCBuy62463.1→61299.3-9.77stop_loss
06-05 03:41BTCBuy63163.2→62632.9-4.63timeout
06-03 23:54BTCBuy65284.3→64060.7-9.82stop_loss
06-03 20:46BTCBuy66272.3→65025.2-9.87stop_loss
06-03 01:02BTCBuy67250.4→66752.7-4.15timeout
05-28 21:21BTCBuy72733.6→73682.3+6.03timeout
05-28 11:43BTCBuy72979.6→73371.3+2.22timeout
05-28 03:37BTCBuy74726.7→73334.6-9.77stop_loss
05-27 19:27BTCBuy75189.8→74998.2-1.74timeout
05-27 02:10BTCBuy76038.8→75730.2-2.46timeout
05-26 06:50BTCBuy76769.8→76896.2+0.37timeout
05-24 22:00BTCBuy76320.8→76092.2-1.95timeout
05-23 20:57BTCSell75791.2→77205.4-9.78stop_loss
05-23 14:31BTCBuy74532.7→75291.2+4.64timeout
05-23 00:05BTCBuy76720.8→75541.2-8.14timeout
05-20 14:38BTCSell77409.1→77290.9+0.34timeout
05-19 00:00BTCBuy76675.8→76981.2+1.53timeout
05-15 19:28BTCBuy80011→79080-6.26timeout
05-12 04:43BTCBuy81724.1→81715.9-0.49timeout
05-12 00:19BTCSell81824.9→81724.1+0.16timeout
05-07 23:48BTCBuy79896→79997+0.17timeout
05-06 08:32BTCSell80208→81696.9-9.65stop_loss
05-04 16:40BTCBuy78933.9→80276+8.08timeout
05-04 08:22BTCSell79800→79695+0.20timeout
05-01 22:30BTCSell78295.1→78292.9-0.46timeout
05-01 13:54BTCSell77405.1→78842.3-9.74stop_loss
04-28 19:11BTCBuy76075→76111-0.21timeout
04-27 21:18BTCBuy77211→76888-2.54timeout
04-27 04:15BTCSell78524→79012-3.56timeout

Paper vs Live

Paper (trades.jsonl)
44
closed
45%
win rate
-66.12
total pnl ($)
-30.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4445%-30.1-66.12

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-07 23:48BTCBuy+0.17BTC was in a mild intraday uptick within a broader weekly downtrend, with low volatility and neutral funding. The trade closed on timeout because the thesis lacked a catalyst for directional movement, failing to capture profit in a range-bound market.
05-06 08:32BTCSell-9.65The market was in a persistent downtrend with BTC falling 1.26% in 24 hours and negative funding, indicating bearish sentiment. The short thesis failed because the stop-loss was triggered by a sharp intraday reversal or spike, cutting the trade before the b…
05-04 16:40BTCBuy+8.08The market was in a quiet consolidation phase with Bitcoin trading near $82,747 and funding rates hovering near zero, indicating a lack of strong directional momentum. The trade thesis failed because the anticipated move never materialized within the allott…
05-01 22:30BTCSell-0.46BTC was consolidating with modest positive momentum (0.21% 1h, 2.60% 24h) while overall open interest had collapsed from the extreme 99.9th percentile that triggered the short entry, indicating the leverage liquidation cascade the fade strategy was designed…
05-01 13:54BTCSell-9.74BTC rallied +2.80% over 24 hours with sustained upward momentum, contradicting the signal's fade thesis as buyers overwhelmed the extreme OI condition. The trade's short thesis failed because the 7-day OI percentile (97.1%) extreme proved to be a continuati…
04-27 04:15BTCSell-3.56BTC was consolidating near $79,064 with mild hourly weakness (-0.22%) despite solid 24-hour (+2.03%) and weekly (+5.91%) gains as the trade timed out. The thesis failed because the extreme 95th percentile OI fade signal didn't materialize into the expected …