btc_volume_divergence_24h_extreme

not live
86
closed trades
47%
win rate
-19.98
total pnl ($)
1.296
weight
7d window — n=5 wr=60% pnl=+11.90  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 86 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-24 14:17BTCSell63060.8→61046.1+15.52take_profit
06-23 06:21BTCBuy63796.2→62604.6-9.79stop_loss
06-22 18:06BTCSell64734.8→64685.2-0.05timeout
06-22 03:12BTCBuy63559.2→64068.8+3.54timeout
06-21 09:23BTCSell64386.8→63988.2+2.68timeout
06-20 06:34BTCSell63659.8→63667.2-0.51timeout
06-18 15:53BTCBuy63674.2→62486.6-9.76stop_loss
06-18 10:13BTCBuy63978.2→63972.8-0.52timeout
06-18 01:29BTCBuy64389.2→64630.8+1.41timeout
06-17 13:55BTCBuy65349.3→65298.7-0.84timeout
06-15 19:46BTCSell66547.7→66631.3-1.06timeout
06-15 13:29BTCSell65944.7→66825.3-7.13timeout
06-15 05:31BTCSell65698.7→65806.3-1.27timeout
06-14 20:37BTCBuy63977.2→64037.8+0.01timeout
06-14 03:41BTCSell64327.8→64470.2-1.56timeout
06-13 21:05BTCSell64209.8→64293.2-1.09timeout
06-12 15:39BTCSell63820.8→63857.2-0.71timeout
06-12 00:01BTCSell63699.8→63609.2+0.29timeout
06-11 12:21BTCSell62908.9→62893.1-0.30timeout
06-10 21:47BTCSell62390.9→61623.1+5.71timeout
06-10 15:24BTCBuy60935→62246.9+10.30timeout
06-09 15:57BTCBuy62152.1→60996.4-9.76stop_loss
06-07 14:08BTCSell62281.9→61757.1+3.77timeout
06-07 07:20BTCSell61345.9→62101.1-6.61timeout
06-05 20:50BTCBuy59712→61616.9+15.50take_profit
06-05 16:10BTCBuy61080.1→59943-9.75stop_loss
06-05 12:03BTCBuy62088.1→61657.9-3.92timeout
06-04 00:26BTCBuy64860.2→63654-9.75stop_loss
06-03 23:42BTCBuy65425.3→64204.7-9.78stop_loss
06-03 09:28BTCBuy66120.3→66796.7+4.63timeout
06-03 01:25BTCBuy67071.4→66944.7-1.40timeout
06-02 13:08BTCBuy69971.5→68992.6-7.48timeout
06-02 08:05BTCBuy70513.5→69973.5-4.30timeout
05-31 20:17BTCBuy73663.7→73648.3-0.55timeout
05-31 07:07BTCSell74045.3→73972.7+0.05timeout
05-31 00:26BTCSell73952.3→73994.7-0.73timeout
05-29 23:16BTCSell74159.3→73432.7+4.46timeout
05-28 20:07BTCBuy72624.6→73296.3+4.14timeout
05-28 10:02BTCBuy73157.7→73505.3+1.93timeout
05-28 03:37BTCBuy74723.7→73327.6-9.79stop_loss
05-27 19:25BTCBuy75333.8→75037.2-2.44timeout
05-27 10:08BTCBuy75651.8→75870.2+1.03timeout
05-27 04:08BTCBuy75782.8→75640.2-1.38timeout
05-26 20:26BTCSell77992.1→76021.8+12.20timeout
05-26 08:45BTCBuy76552.8→76787.2+1.09timeout
05-25 12:10BTCSell77429.1→77286.9+0.49timeout
05-25 03:36BTCBuy76249.8→77047.1+4.77timeout
05-24 16:26BTCSell76966.2→76541.8+2.30timeout
05-24 02:10BTCSell76059.2→76876.8-5.81timeout
05-23 13:30BTCBuy75228.8→74974.3-2.14timeout
05-23 04:44BTCBuy75519.8→75477.2-0.73timeout
05-22 20:20BTCBuy76928.8→75869.2-7.35timeout
05-21 19:39BTCBuy76862.8→77601.1+4.32timeout
05-21 06:49BTCSell77860.1→77577.9+1.38timeout
05-20 18:56BTCSell77583.1→77441.9+0.48timeout
05-20 11:32BTCSell77241.1→77434.9-1.68timeout
05-18 20:18BTCBuy76407.8→77040.1+3.66timeout
05-18 12:07BTCBuy76760.8→77378.1+3.54timeout
05-18 05:16BTCBuy77695.9→76894.2-5.64timeout
05-17 16:09BTCSell78321.1→78057.9+1.23timeout
05-16 12:49BTCBuy78684.9→78065.1-4.40timeout
05-15 20:00BTCBuy78660.9→79155+2.70timeout
05-12 04:43BTCBuy81724.1→81715.9-0.52timeout
05-11 04:29BTCSell81564.9→80740+4.63timeout
05-10 21:04BTCSell81029.9→80801+0.97timeout
05-09 22:19BTCSell80607→80724-1.19timeout
05-09 09:24BTCSell80485→80269+0.87timeout
05-08 08:18BTCBuy79501→79717+0.90timeout
05-07 22:27BTCBuy79989→79908-0.97timeout
05-07 16:29BTCBuy80704→79947-5.17timeout
05-07 07:08BTCBuy80830→81465.9+3.48timeout
05-04 23:53BTCSell80534→79801+4.08timeout
05-04 09:13BTCSell80353→79701+3.60timeout
05-04 02:37BTCSell79077→79814-5.08timeout
05-03 12:26BTCBuy78039.9→78730.1+3.96timeout
05-03 03:37BTCSell78513.1→78145.9+1.88timeout
05-01 13:55BTCSell77444.1→78882.4-9.74stop_loss
05-01 07:49BTCSell76652.2→77024.9-2.89timeout
04-29 16:35BTCSell77770→75786+12.31timeout
04-29 10:33BTCSell77070→77770-4.99timeout
04-28 19:18BTCBuy75986→76107+0.35timeout
04-28 13:17BTCBuy76471→76070-3.07timeout
04-27 21:07BTCBuy77453→76851-4.34timeout
04-27 05:36BTCSell79358→77612+10.55take_profit
04-27 00:19BTCSell78303→78553-2.05timeout
04-26 11:12BTCSell77974→78017-0.73timeout

Paper vs Live

Paper (trades.jsonl)
86
closed
47%
win rate
-19.98
total pnl ($)
-4.6 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8647%-4.6-19.98

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-09 22:19BTCSell-1.19The market was in a low-funding, sideways consolidation with no clear directional momentum. The thesis failed because the trade expired without reaching a target or stop, as the lack of volatility prevented any profitable exit within the timeout window.
05-09 09:24BTCSell+0.87BTC was trading in a narrow range with low volatility, showing a slight hourly gain but a weekly decline. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed timeframe.
05-08 08:18BTCBuy+0.90The market was in a mild short-term uptick within a broader weekly downtrend, with BTC showing a slight 1-hour gain of 0.16% but still down over 24 hours. The thesis failed because the trade was closed by timeout before the expected move materialized, as th…
05-07 22:27BTCBuy-0.97BTC was trading in a narrow range with low volatility, showing a slight hourly gain but a weekly decline. The trade failed because the timeout closed the position before the thesis could play out, resulting in a small negative PnL from fees or slippage.
05-07 16:29BTCBuy-5.17The market was in a low-volatility, sideways grind with neutral funding and 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.
05-07 07:08BTCBuy+3.48The market was in a mild downtrend with BTC down across all timeframes and low funding. The thesis failed because the trade was closed by timeout before reaching a profitable exit in the prevailing bearish momentum.
05-04 23:53BTCSell+4.08The market was in a low-volatility consolidation phase with neutral funding rates and stable price action around $80,523. The thesis failed because the anticipated move never materialized within the allotted time, resulting in a forced exit due to a timeout.
05-03 03:37BTCSell+1.88At close, Bitcoin was trading near $78,146 with elevated open interest ($4.2B) and positive funding (0.64 bps), indicating sustained long positioning without sharp liquidation pressure. The short trade's thesis failed because the volume divergence signal—pr…
05-01 13:55BTCSell-9.74At close, BTC had rallied 2.80% over 24 hours and was consolidating near $78,618 with modest positive momentum (+0.57% in the prior hour), while funding rates remained deeply negative at -0.0056%, signaling overlevered longs vulnerable to liquidation cascad…
05-01 07:49BTCSell-2.89BTC rallied 371 basis points against the short position over the 6-hour horizon, with funding rates turning slightly negative (-0.00295%) as open interest remained elevated at $3.97B, suggesting sustained buyer conviction despite the new 24-hour high. The v…