btc_oi_price_correlation_regime

not live
25
closed trades
52%
win rate
+26.97
total pnl ($)
1.470
weight
7d window — n=5 wr=100% pnl=+33.75  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 25 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 01:27BTCSell59521→59369+0.83timeout
06-25 13:46BTCSell61643.9→59657+15.64take_profit
06-24 15:44BTCSell62506.9→60512+15.49take_profit
06-24 06:07BTCBuy62691.1→62775.9+0.21timeout
06-21 01:31BTCBuy63954.2→64217.8+1.59timeout
06-20 09:05BTCBuy63497.2→63431.8-1.00timeout
06-19 11:15BTCBuy62722.1→62484.9-2.32timeout
06-18 23:55BTCBuy62488.1→62916.9+2.99timeout
06-13 23:05BTCSell64209.8→64427.2-2.14timeout
06-12 23:01BTCBuy64145.2→63474.8-5.69timeout
06-08 23:22BTCSell64066.8→63159.2+6.64timeout
06-07 22:14BTCSell61705.9→62854.6-9.76stop_loss
06-07 15:03BTCBuy62173.1→61753.9-3.83timeout
06-06 04:32BTCSell61687.9→59719+15.51take_profit
06-05 18:51BTCBuy60662→59534.2-9.76stop_loss
06-03 23:03BTCSell66658.7→64527.2+15.54take_profit
05-30 04:32BTCBuy73735.7→73267.3-3.64timeout
05-27 21:13BTCBuy75409.8→75158.2-2.14timeout
05-27 12:22BTCBuy75493.8→75966.2+2.72timeout
05-11 08:15BTCBuy81868.1→80732-7.42timeout
05-10 23:47BTCBuy81277.1→82297.9+5.82timeout
05-08 11:01BTCSell79416→80224-5.53timeout
05-03 09:36BTCBuy78204.9→78483.1+1.34timeout
04-28 07:26BTCSell77106→76600+2.83timeout
04-27 01:01BTCSell78387→79407-6.96stop_loss

Paper vs Live

Paper (trades.jsonl)
25
closed
52%
win rate
+26.97
total pnl ($)
+21.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC2552%+21.7+26.97

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-08 11:01BTCSell-5.53The market was in a low-funding, high-open-interest environment with no clear directional momentum. The thesis failed because the trade was closed due to a timeout, indicating the expected price movement did not materialize within the holding period.
04-27 01:01BTCSell-6.96Bitcoin was rallying modestly with a 1.94% 24-hour gain and 7.04% weekly advance, maintaining upward momentum as the stop loss triggered. The trade thesis failed because the negative OI-price correlation (-0.53) that suggested a fade opportunity proved insu…