btc_vol_compression_funding_extreme_fade

not live
41
closed trades
32%
win rate
-57.76
total pnl ($)
1.252
weight
7d window — n=6 wr=17% pnl=+4.57  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 41 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-24 16:00BTCSell62693.9→60271+18.95timeout
06-24 01:00BTCSell62255.9→62991.1-6.36timeout
06-22 03:34BTCBuy64171.2→64225.8-0.07timeout
06-21 15:07BTCSell64224.8→64225.2-0.48timeout
06-21 03:04BTCSell63997.8→64215.2-2.15timeout
06-20 15:04BTCSell63335.8→63957.2-5.32timeout
06-20 03:01BTCSell63152.8→63309.2-1.69timeout
06-17 18:01BTCSell65801.7→65504.3+1.86timeout
06-15 00:14BTCSell64292.8→65878.2-12.79stop_loss
06-14 14:04BTCSell64567.8→64309.2+1.55timeout
06-14 02:03BTCSell64144.8→64574.2-3.81timeout
06-01 02:38BTCSell73623.3→73518.7+0.30timeout
05-31 13:06BTCSell74069.3→73856.7+1.04timeout
05-31 03:04BTCSell73855.3→74064.7-1.84timeout
05-28 04:59BTCSell75267.2→73156.7+13.59timeout
05-26 22:01BTCBuy76598.8→75877.2-5.18timeout
05-26 09:59BTCBuy77328.9→76627.2-4.98timeout
05-25 08:59BTCBuy76583.8→77398.1+4.79timeout
05-23 06:00BTCSell76738.2→75450.8+7.94timeout
05-21 04:00BTCSell77459.1→78078.9-4.42timeout
05-18 20:59BTCSell76992.2→76895.8+0.22timeout
05-12 10:43BTCBuy81724.1→81715.9-0.56timeout
05-11 06:05BTCBuy81445.1→80829-4.28timeout
05-10 18:04BTCSell80674→81445.1-5.19timeout
05-10 06:03BTCBuy80803→80674-1.26timeout
05-09 18:02BTCSell80353→80803-3.26timeout
05-09 06:01BTCSell80177→80361-1.60timeout
05-08 18:01BTCSell79539→80185-4.47timeout
05-07 17:27BTCBuy81494.1→79494.3-12.75stop_loss
05-07 01:19BTCSell82098.9→81026.1+6.06timeout
05-04 02:55BTCSell78427.1→80354.2-12.73stop_loss
05-04 01:02BTCBuy78707.9→78427.1-2.22timeout
05-03 13:01BTCSell78506.1→78707.9-1.70timeout
05-03 01:00BTCSell78176.1→78513.9-2.57timeout
05-01 21:01BTCBuy77346.9→77838.1+2.77timeout
05-01 09:00BTCBuy76453.8→77339.1+5.31timeout
04-29 17:02BTCBuy77188→75952-8.46timeout
04-29 05:01BTCSell76091→77188-7.66timeout
04-28 17:01BTCSell76848→76151+4.08timeout
04-27 00:55BTCSell78122→79138-6.95stop_loss
04-26 19:29BTCSell77961→78122-1.48timeout

Paper vs Live

Paper (trades.jsonl)
41
closed
32%
win rate
-57.76
total pnl ($)
-28.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC4132%-28.3-57.76

Recent bounces (last 20 of 1)

timesymsidereason
06-27 14:09BTCBuycircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 06:03BTCBuy-1.26The market was in a mild uptrend over 24h and 7d, with neutral funding and stable OI, but the 1h candle showed slight weakness. The thesis failed because the trade expired via timeout without reaching an entry, as the short-term bearish bias was too weak to…
05-09 18:02BTCSell-3.26The market was in a low-volatility, range-bound regime with neutral funding and moderate open interest. The thesis failed because the trade was closed by timeout without reaching a target or stop, indicating the expected directional move did not materialize…
05-09 06:01BTCSell-1.60The market was in a mild downtrend with BTC down 1.56% over 24 hours, but the short thesis failed because the trade expired via timeout before the expected move materialized.
05-08 18:01BTCSell-4.47The market was in a broad downtrend with BTC down 2.47% over 24 hours, but the short thesis failed because the trade was closed by timeout before the move fully materialized, resulting in a small loss.
05-07 17:27BTCBuy-12.75The market was in a persistent downtrend across multiple timeframes, with BTC declining 1.73% in 24 hours and 2.82% over 7 days. The thesis failed because the stop-loss was triggered as the bearish momentum continued, invalidating the entry assumption.
05-07 01:19BTCSell+6.06The market was in a mild intraday uptick within a broader weekly downtrend, with BTC showing a slight 1-hour gain of 0.57% but still down over the past 24 hours and week. The short thesis failed because the trade expired via timeout without reaching a profi…
05-03 01:00BTCSell-2.57BTC was in a mild downtrend at close ($78,092, down 0.16% in the last hour) with funding rates having collapsed dramatically from the +895.8 bps/year extremity that triggered the trade to near-zero (-0.004247%), signaling the crowded long positioning had al…
05-01 21:01BTCBuy+2.77At close, BTC was consolidating near $77,905 with mild 1-hour weakness (-0.51%) following a modest 24-hour rally (+1.88%), while funding had normalized to -0.0057%/8h—nearly neutral after the extreme -307bps/year condition that triggered the trade. The thes…
05-01 09:00BTCBuy+5.31BTC was consolidating with minimal intraday momentum (0.26% in the final hour, +1.69% daily) while funding rates had normalized sharply from the -405 bps/year extreme that triggered the trade, suggesting the squeeze catalyst had already dissipated. The thes…
04-27 00:55BTCSell-6.95BTC was rallying sharply with a 2.39% 24-hour gain and 7.47% weekly advance, pushing price to $79,376 as the broader market sustained upside momentum. The trade's thesis failed because the extreme funding rate (+601 bps/yr) that signaled crowded longs ready…