btc_volume_weighted_momentum

not live
85
closed trades
40%
win rate
-154.65
total pnl ($)
1.269
weight
7d window — n=13 wr=54% pnl=+10.13  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 85 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 05:24BTCBuy59862→59633-2.36timeout
06-28 13:08BTCSell60362→59999+2.59timeout
06-28 01:04BTCSell59935→60005-1.05timeout
06-27 13:02BTCBuy59145→60391+10.05timeout
06-26 02:24BTCBuy59782→58311.9-12.74stop_loss
06-25 13:48BTCBuy60905→59396.3-12.81stop_loss
06-25 13:45BTCBuy61398.1→59888-12.74stop_loss
06-24 16:47BTCSell62772.9→60016+21.47take_profit
06-24 13:46BTCBuy62844.1→61294.3-12.78stop_loss
06-24 12:19BTCBuy62411.1→62778.9+2.50timeout
06-24 00:18BTCSell63904.8→62890.1+7.48timeout
06-23 12:15BTCSell64706.8→62404.1+17.15timeout
06-23 00:12BTCBuy63429.2→63905.8+3.36timeout
06-22 12:07BTCSell64180.8→64714.2-4.46timeout
06-22 00:03BTCSell64210.8→63394.2+5.83timeout
06-21 12:00BTCSell63656.8→64139.2-4.29timeout
06-20 23:59BTCSell63508.8→64279.2-6.51timeout
06-20 08:52BTCBuy62647.1→63367.8+5.20timeout
06-19 20:53BTCBuy63094.2→63158.8+0.02timeout
06-18 15:40BTCBuy64310.2→62725.5-12.75stop_loss
06-18 15:37BTCBuy64457.2→62846.4-12.94stop_loss
06-18 08:38BTCBuy65054.3→64538.8-4.41timeout
06-17 19:41BTCBuy65778.3→64158.7-12.80stop_loss
06-17 08:33BTCSell66552.7→65154.3+10.04timeout
06-16 20:08BTCSell66541.7→65582.3+6.86timeout
06-16 08:04BTCSell65721.7→66338.3-5.18timeout
06-15 13:00BTCBuy63789.2→66589.7+21.51take_profit
06-15 03:46BTCSell64395.8→65983.3-12.75stop_loss
06-14 19:52BTCSell64299.8→63748.2+3.89timeout
06-14 06:01BTCSell63564.8→64354.2-6.67timeout
06-13 08:08BTCSell63244.8→63767.2-4.48timeout
06-12 20:26BTCSell63400.8→63495.2-1.18timeout
06-12 08:09BTCSell62762.9→63261.2-4.38timeout
06-11 17:45BTCSell61967.9→63512.9-12.82stop_loss
06-11 07:50BTCBuy61680.1→62686.9+7.56timeout
06-09 22:26BTCSell63277.8→62023.1+9.40timeout
06-09 14:47BTCBuy62657.1→61116.4-12.75stop_loss
06-09 10:20BTCSell63244.8→62731.1+3.57timeout
06-08 22:14BTCSell62926.9→63274.2-3.17timeout
06-07 22:14BTCSell62170.9→63702-12.77stop_loss
06-07 06:36BTCSell60743→62239.2-12.81stop_loss
06-07 06:36BTCSell60704→62201.2-12.80stop_loss
06-05 14:26BTCBuy61907.1→60383.8-12.75stop_loss
06-05 13:56BTCSell63741.8→60943+21.51take_profit
06-05 06:19BTCBuy63279.2→61723-12.68stop_loss
06-04 00:26BTCBuy65291.3→63686-12.74stop_loss
06-03 20:55BTCBuy66291.3→64656.4-12.84stop_loss
06-03 19:54BTCBuy67006.4→65358-12.79stop_loss
06-02 14:10BTCBuy69997.5→68276.4-12.76stop_loss
06-02 12:17BTCBuy70958.5→69211.9-12.85stop_loss
06-01 22:23BTCBuy73242.7→71145.9-14.87stop_loss
05-31 23:44BTCSell73770.3→73567.7+0.90timeout
05-31 09:41BTCSell73522.3→73992.7-3.50timeout
05-29 22:13BTCBuy73694.7→73368.3-2.71timeout
05-29 10:02BTCBuy73501.7→73681.3+0.69timeout
05-28 21:55BTCBuy74333.7→73829.3-3.99timeout
05-28 03:16BTCBuy75885.8→74016.3-12.77stop_loss
05-27 21:53BTCBuy75925.8→74368.3-10.78timeout
05-27 09:52BTCBuy76632.8→75823.2-5.59timeout
05-26 21:52BTCSell77268.1→75941.8+8.18timeout
05-26 09:50BTCSell77568.1→76604.8+5.74timeout
05-25 11:01BTCSell77196.1→77394.9-1.63timeout
05-24 23:01BTCSell76528.2→76870.8-2.67timeout
05-24 11:00BTCBuy74669.7→77147.1+16.04timeout
05-23 23:00BTCBuy75744.8→76539.2+4.73timeout
05-23 10:59BTCSell77280.1→74667.7+16.44timeout
05-22 13:40BTCBuy76889.8→77221.1+1.60timeout
05-22 01:37BTCSell77857.1→77358.9+2.77timeout
05-21 13:36BTCBuy77090.9→77156.1-0.13timeout
05-21 00:00BTCBuy76814.8→77541.1+4.24timeout
05-20 11:59BTCBuy76701.8→77371.1+3.81timeout
05-19 19:42BTCBuy76701.8→76851.2+0.37timeout
05-19 07:43BTCBuy76914.8→77203.1+1.36timeout
05-16 23:52BTCBuy79091→79087-0.57timeout
05-16 11:51BTCSell80661→80665-0.38timeout
05-12 22:43BTCBuy81724.1→81715.9-0.49timeout
05-12 21:00BTCSell81770.9→81724.1-0.18timeout
05-12 02:03BTCSell81501.9→81724.1-1.82timeout
05-11 02:00BTCSell80635→81475.1-5.53timeout
05-10 14:00BTCSell80343→80930-4.05timeout
05-09 22:00BTCSell80245→80737-3.55timeout
05-09 09:01BTCBuy79857→80367+2.81timeout
05-08 21:01BTCBuy79860→80080+0.87timeout
05-08 03:05BTCBuy81138.1→79146.4-12.79stop_loss
05-07 13:18BTCSell82088.9→80947+6.59timeout

Paper vs Live

Paper (trades.jsonl)
85
closed
40%
win rate
-154.65
total pnl ($)
-36.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8540%-36.2-154.65

Recent bounces (last 20 of 1)

timesymsidereason
06-29 12:21BTCSellcircuit_breaker

Postmortem feed (last 10)

timesymsidepnlnarrative
05-09 22:00BTCSell-3.55BTC was trading in a narrow, low-volatility range with neutral funding, showing no clear directional bias. The short thesis failed because the market did not move within the timeout window, resulting in a small loss from funding or fees rather than price ac…
05-09 09:01BTCBuy+2.81The market was in a low-funding, sideways regime with stable open interest. The thesis failed because the trade was closed by timeout without reaching a target, as the lack of directional momentum prevented the expected move from materializing.
05-08 21:01BTCBuy+0.87BTC was in a mild intraday uptick but remained down over the past week, showing weak momentum. The thesis failed because the trade did not reach its target before the timeout, as the broader bearish trend limited follow-through.
05-08 03:05BTCBuy-12.79The market was in a short-term uptrend on the hourly chart but remained in a broader weekly decline with negative funding. The thesis failed because the stop-loss was triggered as the broader bearish trend overwhelmed the minor hourly bounce.
05-07 13:18BTCSell+6.59The market was in a mild downtrend with BTC declining 1.46% over 24 hours and negative funding rates. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the slow grind lower did not trigger the exit con…