btc_price_volume_divergence_at_extreme

not live
58
closed trades
41%
win rate
-46.63
total pnl ($)
1.186
weight
7d window — n=4 wr=25% pnl=-10.96  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 58 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 09:26BTCBuy59822→60311+3.64timeout
06-27 17:45BTCSell60590→60549-0.11timeout
06-24 16:47BTCBuy60842→60015-7.24stop_loss
06-23 06:20BTCBuy63784.2→62915.4-7.25stop_loss
06-21 07:25BTCSell64393.8→64168.2+1.32timeout
06-20 03:56BTCSell63354.8→63410.2-0.89timeout
06-18 15:54BTCBuy63288.2→62427.6-7.24stop_loss
06-18 09:06BTCBuy63719.2→64334.8+4.36timeout
06-17 12:32BTCBuy65193.3→64710.8-4.16timeout
06-15 15:19BTCSell66093.7→66633.3-4.53timeout
06-15 07:58BTCSell65883.7→65633.3+1.45timeout
06-14 21:38BTCBuy63764.2→64925.8+8.65timeout
06-11 10:22BTCSell62904.9→62832.1+0.15timeout
06-09 14:29BTCBuy62390.1→61541.1-7.25stop_loss
06-07 08:28BTCSell61743.9→62585.4-7.27stop_loss
06-05 16:21BTCBuy59950→61272.9+10.58take_profit
06-05 06:23BTCBuy62088.1→61213.3-7.49stop_loss
06-04 00:25BTCBuy64704.2→63823.9-7.25stop_loss
06-03 23:07BTCBuy65305.3→64416.6-7.25stop_loss
06-03 07:33BTCBuy66033.3→67196.6+8.34timeout
06-02 13:08BTCBuy69685.5→68968.6-5.60timeout
06-02 05:59BTCBuy70724.5→70293.5-3.52timeout
05-31 18:16BTCBuy73670.7→73618.3-0.82timeout
05-29 21:25BTCSell74256.3→73595.7+4.01timeout
05-28 02:14BTCBuy74363.7→74338.3-0.62timeout
05-27 17:25BTCBuy75272.8→74980.3-2.40timeout
05-27 07:50BTCBuy75609.8→75856.2+1.20timeout
05-26 21:23BTCBuy76217.8→75973.2-2.06timeout
05-26 06:46BTCBuy76503.8→76923.2+2.29timeout
05-25 13:33BTCSell77561.1→77300.9+1.24timeout
05-23 20:55BTCSell76093.2→77125.4-7.23stop_loss
05-23 11:31BTCBuy75169.8→74803.3-2.89timeout
05-23 04:33BTCBuy75355.8→75595.2+1.14timeout
05-22 19:00BTCBuy76647.8→76460.2-1.69timeout
05-21 17:38BTCBuy77060.9→77955.1+5.34timeout
05-21 04:49BTCSell77915.1→77982.9-0.87timeout
05-20 10:23BTCSell77289.1→77579.9-2.31timeout
05-18 18:17BTCBuy76705.8→76336.2-2.87timeout
05-18 10:10BTCBuy76555.8→76811.2+1.20timeout
05-17 14:09BTCSell78322.1→78086.9+1.05timeout
05-16 11:12BTCBuy78329.9→77999.1-2.57timeout
05-12 02:43BTCBuy81724.1→81715.9-0.51timeout
05-11 03:02BTCSell82243.9→81113.1+6.45timeout
05-10 19:06BTCSell81019.9→81197.1-1.53timeout
05-09 20:22BTCSell80654→80779-1.23timeout
05-09 08:07BTCSell80569→80326+1.05timeout
05-08 06:18BTCBuy79501→79607+0.21timeout
05-07 21:27BTCBuy79599→79889+1.36timeout
05-07 14:28BTCBuy80704→80493-1.77timeout
05-07 08:01BTCBuy80799→81482.9+3.77timeout
05-04 06:00BTCSell79840→79998-1.42timeout
05-03 10:26BTCBuy78039.9→78414.1+1.95timeout
05-01 12:25BTCSell77444.1→77742.9-2.38timeout
05-01 05:49BTCSell76652.2→77112.9-3.47timeout
04-29 14:34BTCSell77770→76644+6.79timeout
04-29 08:34BTCSell77070→76947+0.35timeout
04-28 15:17BTCBuy76385→75948-3.31timeout
04-27 19:07BTCBuy77483→76702-5.49timeout

Paper vs Live

Paper (trades.jsonl)
58
closed
41%
win rate
-46.63
total pnl ($)
-16.1 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5841%-16.1-46.63

Recent bounces (last 20 of 1)

timesymsidereason
06-28 05:29BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
05-09 20:22BTCSell-1.23The market was in a low-funding, sideways consolidation with stable open interest. The short thesis failed because the trade expired without a directional move, resulting in a small loss from funding costs.
05-09 08:07BTCSell+1.05BTC traded in a narrow range with low volatility, showing minimal directional movement across timeframes. The short thesis failed because the market remained range-bound and did not decline within the timeout period, leading to a small positive PnL from fun…
05-08 06:18BTCBuy+0.21The market was in a low-funding, sideways consolidation with stable open interest. The thesis failed because the trade was closed due to timeout, indicating the expected directional move did not materialize within the holding period.
05-07 21:27BTCBuy+1.36BTC was in a mild intraday uptick but remained in a broader downtrend over the past week. The thesis failed because the trade was closed by timeout before the expected move materialized in the low-volatility, range-bound regime.
05-07 14:28BTCBuy-1.77The market was in a mild downtrend across the board, with BTC declining 1.56% over 24 hours and 2.48% over the week. The thesis failed because the trade was closed due to timeout, meaning the expected price movement did not materialize within the allowed ti…
05-07 08:01BTCBuy+3.77The market was in a low-volatility, sideways grind with neutral funding and moderate open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period.
05-01 12:25BTCSell-2.38Bitcoin rallied 2.30% over the prior 24 hours and continued higher to $78,058 at close, breaking above the entry level and invalidating the bearish volume divergence signal. The trade's thesis failed because the low-volume trigger (0.59x of 24h-avg) did not…
05-01 05:49BTCSell-3.47Bitcoin rallied 60 basis points over the 4-hour horizon, closing near session highs as funding rates turned negative and open interest remained elevated, indicating consolidation rather than capitulation. The short thesis failed because the 24h high-low div…
04-29 14:34BTCSell+6.79BTC was consolidating near $76.5K with minimal 1-hour momentum (-0.06%) after a modest 24-hour gain, while funding rates turned slightly negative, indicating reduced leveraged long positioning. The trade's thesis failed because the volume divergence signal—…
04-29 08:34BTCSell+0.35BTC was range-bound and consolidating around $77,000 with minimal directional momentum (1h flat, 24h +0.33%), while funding rates turned slightly negative, suggesting lukewarm long positioning into resistance. The thesis failed because the volume divergence…