btc_price_funding_disagreement_signal

not live
134
closed trades
46%
win rate
-69.19
total pnl ($)
0.973
weight
7d window — n=14 wr=43% pnl=-27.73  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 17:13BTCSell59260→60363.2-9.74stop_loss
06-29 03:51BTCSell59317→59956-5.83timeout
06-28 20:53BTCSell60024→59636+2.78timeout
06-28 10:37BTCSell60089→60060-0.20timeout
06-28 04:09BTCSell60094→60206-1.38timeout
06-27 17:38BTCBuy60170→60575+2.92timeout
06-27 11:32BTCBuy60153→60238+0.24timeout
06-26 21:27BTCBuy60249→59755-4.57timeout
06-24 20:06BTCSell59370→60485.3-9.86stop_loss
06-24 13:23BTCBuy62856.1→61683.1-9.78stop_loss
06-24 00:04BTCSell62357.9→62741.1-3.53timeout
06-23 18:02BTCSell62529.9→62418.1+0.44timeout
06-23 12:06BTCSell63296.8→62445.1+6.23timeout
06-23 06:00BTCSell63996.8→63357.2+4.56timeout
06-22 19:00BTCBuy65096.3→64322.8-6.41timeout
06-22 07:29BTCBuy64574.2→64227.8-3.14timeout
06-21 17:46BTCBuy64233.2→64123.8-1.28timeout
06-21 11:24BTCBuy64245.2→64288.8-0.11timeout
06-20 10:01BTCBuy63441.2→63673.8+1.36timeout
06-19 17:40BTCSell62592.9→63032.2-3.96timeout
06-19 11:35BTCSell62611.9→62595.1-0.34timeout
06-19 05:37BTCSell62868.9→62586.1+1.78timeout
06-18 23:31BTCSell62670.9→62892.1-2.23timeout
06-18 17:31BTCSell64018.8→62677.1+9.96timeout
06-18 11:24BTCSell63910.8→63893.2-0.29timeout
06-18 02:47BTCSell64237.8→64681.2-3.89timeout
06-17 16:26BTCSell64878.8→66086.3-9.76stop_loss
06-17 13:36BTCSell65526.7→65066.3+3.07timeout
06-17 07:34BTCSell65562.7→65523.3-0.14timeout
06-17 01:30BTCSell65735.7→65532.3+1.11timeout
06-16 19:29BTCSell65997.7→65704.3+1.79timeout
06-16 10:45BTCSell65842.7→66597.3-6.17timeout
06-15 21:29BTCBuy66644.3→66395.7-2.33timeout
06-15 11:03BTCBuy65598.3→65865.7+1.59timeout
06-15 05:00BTCBuy65375.3→65599.7+1.26timeout
06-14 20:32BTCSell64078.8→63906.2+0.91timeout
06-12 15:59BTCBuy63728.2→63550.8-1.86timeout
06-12 02:01BTCBuy63570.2→63436.8-1.53timeout
06-11 18:06BTCBuy63065.2→63389.8+2.10timeout
06-11 11:03BTCBuy62592.1→63170.8+4.14timeout
06-11 03:33BTCSell61250.9→62391.3-9.73stop_loss
06-10 13:44BTCSell61224.9→62370.3-9.80stop_loss
06-09 20:17BTCSell61864.9→62023.1-1.75timeout
06-09 14:11BTCSell62758.9→62071.1+5.03timeout
06-09 06:27BTCSell62831.9→63408.2-5.02timeout
06-06 10:11BTCSell60409→60674-2.63timeout
06-05 20:50BTCSell60396→61520.8-9.76stop_loss
06-05 16:11BTCSell61827.9→59853+15.51take_profit
06-05 08:22BTCSell62801.9→62689.1+0.45timeout
06-04 13:38BTCSell62913.9→64085.2-9.77stop_loss
06-04 00:38BTCSell65284.7→63201.2+15.50take_profit
06-03 22:25BTCSell65634.7→65217.3+2.73timeout
06-03 10:32BTCSell66298.7→67264.4-7.70timeout
06-03 05:25BTCSell66214.7→66980.3-6.23timeout
06-02 21:56BTCSell67281.6→67526.4-2.26timeout
06-02 13:18BTCSell70236.5→68986.4+8.48timeout
06-02 11:19BTCSell70725.5→69438.5+8.69timeout
06-02 04:11BTCSell70946.5→70728.5+1.12timeout
05-31 19:51BTCSell73829.3→73503.7+1.75timeout
05-31 07:59BTCBuy74025.7→73840.3-1.74timeout
05-30 23:04BTCBuy73906.7→73952.3-0.17timeout
05-29 15:59BTCBuy73699.7→73773.3+0.04timeout
05-28 22:17BTCSell73063.3→73694.7-4.73timeout
05-28 15:57BTCSell73527.3→72915.6+3.75timeout
05-28 09:51BTCSell73381.3→73514.7-1.36timeout
05-28 03:50BTCSell74387.3→73372.7+6.37timeout
05-27 20:00BTCSell75163.2→75062.8+0.24timeout
05-27 11:59BTCSell75664.2→75716.8-0.83timeout
05-27 04:59BTCSell75702.2→75530.8+0.66timeout
05-26 22:41BTCSell76553.2→75763.8+4.71timeout
05-26 16:41BTCBuy77455.9→76525.2-6.46timeout
05-26 07:36BTCSell76662.2→76585.8+0.05timeout
05-25 12:26BTCBuy77215.9→77335.1+0.30timeout
05-25 06:25BTCBuy77203.9→77172.1-0.68timeout
05-24 14:00BTCBuy76774.8→76726.2-0.78timeout
05-24 08:00BTCBuy76863.8→76767.2-1.11timeout
05-24 01:00BTCBuy75816.8→76797.2+6.00timeout
05-23 18:00BTCSell74731.3→75452.8-5.26timeout
05-23 08:02BTCSell75451.2→74543.7+5.53timeout
05-23 02:01BTCSell75910.2→75461.8+2.52timeout
05-22 20:01BTCSell77168.1→75830.8+8.23timeout
05-21 22:38BTCSell77045.1→77553.9-3.73timeout
05-21 16:26BTCSell77289.1→77106.9+0.75timeout
05-19 20:22BTCSell76328.2→76892.8-4.11timeout
05-18 22:51BTCSell76379.2→76965.8-4.27timeout
05-18 16:51BTCSell76796.2→76384.8+2.23timeout
05-18 10:50BTCSell76880.2→76813.8+0.01timeout
05-18 04:51BTCSell77913.1→76887.8+6.15timeout
05-17 15:59BTCBuy78213.9→78009.1-1.76timeout
05-17 07:00BTCSell77912.1→78067.9-1.44timeout
05-16 08:06BTCSell79129→78326.9+4.63timeout
05-16 02:05BTCSell79048→79135-1.01timeout
05-15 20:00BTCSell78653.1→79163-3.70timeout
05-12 04:43BTCBuy81724.1→81715.9-0.49timeout
05-11 20:31BTCSell80732→81836.1-7.28timeout
05-11 10:13BTCSell80658→81028.1-2.72timeout
05-11 04:11BTCBuy81347.1→80658-4.71timeout
05-10 22:00BTCBuy81397.1→80747-4.45timeout
05-10 00:08BTCBuy80778→80588-1.63timeout
05-09 18:06BTCBuy80314→80770+2.39timeout

Paper vs Live

Paper (trades.jsonl)
134
closed
46%
win rate
-69.19
total pnl ($)
-10.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC13446%-10.3-69.19

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 00:08BTCBuy-1.63The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional catalyst. The thesis failed because the trade expired without reaching the target or stop, as the lack of volatility prevented any meaningful pr…
05-09 18:06BTCBuy+2.39The market was in a low-volatility, sideways grind with neutral funding and steady open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period.
05-09 06:01BTCBuy+0.77The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period.
05-08 19:46BTCSell-3.77The market was in a short-term uptrend (1h +0.54%) within a broader weekly decline, creating a choppy, range-bound regime. The sell thesis failed because the timeout closed the trade before the anticipated downward move materialized, as the intraday bounce …
05-08 10:45BTCSell-4.52The market was in a low-funding, sideways consolidation with no clear directional bias. The thesis failed because the trade was closed by timeout without reaching a target or stop, indicating the expected move did not materialize within the given timeframe.
05-08 04:44BTCSell+1.56The market was in a short-term uptrend (+0.39% hourly) within a broader weekly decline, showing mixed momentum. The thesis failed because the trade was closed by timeout before the expected move materialized, likely due to insufficient volatility or range-b…
05-07 22:43BTCSell-0.54BTC was in a mild intraday uptick within a broader weekly downtrend, with low volatility and neutral funding. The short thesis failed because the trade expired before the anticipated bearish continuation materialized, as the timeout closed the position prem…
05-07 16:42BTCSell+5.47The market was in a low-funding, sideways-to-slightly-bearish regime with stable open interest. The thesis failed because the trade was closed by timeout before the expected move materialized, as the market remained range-bound without triggering the exit.
05-07 10:29BTCSell+1.57BTC was trading in a narrow range with low volatility, showing a slight intraday uptick but remaining in a broader downtrend. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the …
05-07 04:28BTCSell+1.65BTC was in a mild downtrend with low volatility across timeframes. The short thesis failed to capture meaningful downside because the trade expired via timeout before a significant move materialized.