btc_perp_oracle_premium_percentile_fade

not live
156
closed trades
37%
win rate
-104.40
total pnl ($)
1.227
weight
7d window — n=0 wr=0% pnl=+0.00  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
05-29 10:41BTCBuy73655.7→73611.3-0.76timeout
05-29 03:34BTCSell73670.3→73408.7+1.35timeout
05-28 23:54BTCSell73439.3→73533.7-1.07timeout
05-28 18:27BTCSell73022.3→73640.7-4.66timeout
05-28 06:59BTCSell74230.3→73173.7+6.68timeout
05-28 02:57BTCSell74468.3→74296.7+0.70timeout
05-27 22:57BTCSell74970.3→74460.7+2.96timeout
05-27 18:56BTCSell75025.2→74988.7-0.20timeout
05-27 14:55BTCSell75890.2→75045.8+5.11timeout
05-27 10:22BTCBuy75661.8→75925.2+1.31timeout
05-27 06:17BTCSell75771.2→75685.8+0.09timeout
05-27 02:14BTCBuy75790.8→75756.2-0.67timeout
05-26 22:13BTCSell75958.2→75768.8+0.80timeout
05-26 18:12BTCSell77272.1→75941.8+8.16timeout
05-26 13:59BTCBuy76634.8→77162.1+2.99timeout
05-26 09:59BTCBuy76879.8→76627.2-2.09timeout
05-26 05:59BTCBuy76710.8→76845.2+0.43timeout
05-26 01:52BTCSell77268.1→76741.8+2.95timeout
05-25 12:20BTCSell77292.1→77320.9-0.62timeout
05-25 08:10BTCSell77006.1→77317.9-2.45timeout
05-25 04:10BTCBuy77146.9→77006.1-1.37timeout
05-25 00:02BTCBuy76700.8→77054.1+1.85timeout
05-24 20:02BTCBuy76340.8→76693.2+1.85timeout
05-24 14:16BTCBuy77245.9→76194.1-7.26stop_loss
05-24 12:00BTCSell76777.2→77279.9-3.72timeout
05-24 08:00BTCBuy76755.8→76768.2-0.39timeout
05-24 03:54BTCSell76698.2→76740.8-0.72timeout
05-23 20:41BTCSell75868.2→76897.3-7.23stop_loss
05-23 19:47BTCBuy75483.8→75862.2+2.05timeout
05-23 15:48BTCSell74754.3→75483.8-5.33timeout
05-23 07:50BTCBuy75239.8→74207.2-7.31stop_loss
05-23 07:43BTCSell75620.2→75246.8+2.02timeout
05-23 03:23BTCBuy75717.8→75587.2-1.32timeout
05-22 23:23BTCBuy76337.8→75719.2-4.51timeout
05-22 19:23BTCBuy76640.8→76330.2-2.49timeout
05-22 15:20BTCBuy77204.9→76805.2-3.06timeout
05-22 11:20BTCBuy77496.9→77180.1-2.51timeout
05-22 07:19BTCBuy77664.9→77453.1-1.82timeout
05-22 03:17BTCBuy77582.9→77661.1+0.05timeout
05-21 23:00BTCBuy77345.9→77563.1+0.94timeout
05-21 18:59BTCBuy77003.9→77317.1+1.57timeout
05-21 14:49BTCBuy77233.9→76877.2-2.77timeout
05-21 10:39BTCBuy77705.9→77232.1-3.51timeout
05-21 06:30BTCSell78004.1→77778.9+1.01timeout
05-21 02:30BTCSell77453.1→78001.9-3.99timeout
05-20 22:30BTCSell77487.1→77454.9-0.23timeout
05-20 18:29BTCSell77383.1→77511.9-1.26timeout
05-20 14:29BTCBuy77557.9→77387.1-1.57timeout
05-20 10:29BTCSell77263.1→77557.9-2.34timeout
05-20 06:18BTCBuy76769.8→77242.1+2.60timeout
05-20 01:57BTCSell76984.2→76777.8+0.91timeout
05-19 21:56BTCSell76812.2→76992.8-1.60timeout
05-19 17:55BTCSell76981.2→76794.8+0.79timeout
05-19 13:49BTCBuy76769.8→76876.2+0.23timeout
05-19 09:03BTCSell76863.2→77007.9-1.38timeout
05-19 04:59BTCSell77120.1→76900.8+0.99timeout
05-19 00:59BTCSell76872.2→77127.9-2.11timeout
05-18 20:59BTCSell76383.2→76904.8-3.85timeout
05-18 14:17BTCBuy77597.9→76540.9-7.27stop_loss
05-18 12:58BTCBuy76974.8→77577.1+3.44timeout
05-18 08:54BTCSell76943.2→76967.8-0.59timeout
05-18 04:50BTCSell77049.1→76917.8+0.42timeout
05-18 00:34BTCSell78301.1→77037.9+7.61timeout
05-17 20:35BTCSell78073.1→78308.9-1.96timeout
05-17 16:34BTCSell78399.1→78094.9+1.49timeout
05-17 12:32BTCBuy78038.9→78391.1+1.80timeout
05-17 08:30BTCSell78038.1→78026.9-0.38timeout
05-17 04:30BTCSell78136.1→78050.9+0.10timeout
05-17 00:30BTCSell78213.1→78145.9-0.01timeout
05-16 09:18BTCBuy78982.9→77891.1-7.37stop_loss
05-16 05:26BTCBuy79057→78970.1-0.99timeout
05-16 01:26BTCBuy79073→79050-0.59timeout
05-15 21:26BTCBuy79343→79065-2.19timeout
05-15 13:46BTCBuy80083→78997.5-7.23stop_loss
05-15 13:17BTCBuy80500→80056-3.20timeout
05-12 02:43BTCBuy81724.1→81715.9-0.50timeout
05-12 00:04BTCBuy81990.1→81715.9-2.13timeout
05-11 20:04BTCBuy81325.1→81981.9+3.59timeout
05-11 07:44BTCSell80658→80701-0.70timeout
05-11 00:53BTCBuy82344.1→81228.3-7.23stop_loss
05-10 20:49BTCBuy81385.1→80280.8-7.24stop_loss
05-10 19:37BTCSell81027.9→81385.1-2.64timeout
05-10 15:14BTCSell80889→80998-1.12timeout
05-10 11:12BTCBuy80733→80889+0.51timeout
05-10 07:11BTCSell80733→80733-0.45timeout
05-10 01:26BTCBuy80759→80564-1.65timeout
05-09 21:25BTCBuy80738→80751-0.37timeout
05-09 17:23BTCBuy80306→80730+2.19timeout
05-09 13:21BTCBuy80220→80324+0.20timeout
05-09 09:20BTCSell80398→80220+0.64timeout
05-09 05:18BTCSell80278→80406-1.25timeout
05-09 00:57BTCBuy80059→80188+0.37timeout
05-08 20:45BTCBuy79754→80231+2.53timeout
05-08 16:45BTCBuy80210→79746-3.36timeout
05-08 12:44BTCSell79851→80210-2.69timeout
05-08 08:40BTCBuy79585→79793+0.85timeout
05-08 04:40BTCBuy79908→79577-2.53timeout
05-08 00:27BTCBuy80104→79968-1.31timeout
05-07 18:28BTCSell80493→80188+1.46timeout
05-07 14:19BTCBuy80849→80462-2.86timeout

Paper vs Live

Paper (trades.jsonl)
156
closed
37%
win rate
-104.40
total pnl ($)
-13.4 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC15637%-13.4-104.40

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 11:12BTCBuy+0.51The market was in a low-volatility, neutral funding regime with stable open interest. The thesis failed because the trade was closed due to a timeout, indicating the expected directional move did not materialize within the holding period.
05-10 07:11BTCSell-0.45BTC was trading in a narrow range with low volatility, showing slight bearish pressure on the hourly timeframe. The short thesis failed because the trade expired via timeout without reaching a target or stop, as the market lacked the directional momentum ne…
05-10 01:26BTCBuy-1.65BTC was trending upward with moderate gains across timeframes and neutral funding. The thesis failed because the trade expired without reaching target or stop, as the timeout close captured a small loss from a sideways drift.
05-09 21:25BTCBuy-0.37BTC was trading near $80k with mixed short-term momentum, showing a slight hourly gain but negative daily and weekly performance. The trade failed because the position was closed by timeout before reaching a profitable exit, resulting in a small negative Pn…
05-09 17:23BTCBuy+2.19The market was in a mild downtrend with BTC down across all timeframes and low funding rates. The thesis failed because the trade was closed due to a timeout, likely not reaching the target or stop within the expected time window.
05-09 13:21BTCBuy+0.20The market was in a mild downtrend with BTC down over 1% on the day and week, showing persistent bearish pressure. The thesis failed because the trade was closed due to timeout, indicating the expected short-term reversal or continuation never materialized …
05-09 09:20BTCSell+0.64BTC was trading in a narrow range with low volatility, showing a slight hourly gain but a broader weekly decline. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period.
05-09 05:18BTCSell-1.25The market was in a neutral range with low funding and stable open interest, offering no clear directional edge. The thesis failed because the trade expired without reaching a target or stop, as the lack of volatility prevented any profitable exit.
05-09 00:57BTCBuy+0.37BTC was in a mild intraday uptick within a broader weekly downtrend, with low funding and moderate open interest. The thesis failed because the trade was closed by timeout before the expected move materialized, as the market remained range-bound without tri…
05-08 20:45BTCBuy+2.53BTC was in a mild intraday uptick against a broader weekly downtrend, with low funding and stable OI. The thesis failed because the trade was closed by timeout before the expected move materialized, as the market remained range-bound without triggering the …