btc_vwap_deviation_intraday_fade

not live
82
closed trades
50%
win rate
-67.81
total pnl ($)
1.107
weight
7d window — n=10 wr=60% pnl=-18.61  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 82 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-26 10:40BTCSell59886→59450+3.21timeout
06-25 13:46BTCBuy60891→59755.1-9.78stop_loss
06-25 10:56BTCSell61344.9→61301.1-0.09timeout
06-24 14:17BTCBuy62165.1→61000.4-9.82stop_loss
06-23 23:57BTCBuy62351.1→62712.9+2.45timeout
06-23 16:48BTCBuy62242.1→62565.9+2.16timeout
06-23 08:24BTCBuy63395.2→62195.8-9.90stop_loss
06-22 17:38BTCSell64680.8→64472.2+1.17timeout
06-20 21:18BTCSell64101.8→63943.2+0.78timeout
06-19 19:48BTCSell63233.8→63026.2+1.20timeout
06-18 15:55BTCBuy63589.2→62404.7-9.75stop_loss
06-18 10:45BTCBuy63829.2→63989.8+0.78timeout
06-17 22:02BTCSell65819.7→64113.2+12.51timeout
06-17 14:31BTCBuy65142.3→65172.7-0.22timeout
06-16 20:52BTCBuy65680.3→65828.7+0.66timeout
06-16 14:51BTCSell66768.7→65693.3+7.62timeout
06-15 23:31BTCSell66749.7→66181.3+3.82timeout
06-15 17:26BTCSell66336.7→66840.3-4.22timeout
06-14 20:37BTCBuy63966.2→64037.8+0.10timeout
06-13 21:11BTCSell64274.8→64258.2-0.32timeout
06-12 21:06BTCSell64012.8→63461.2+3.86timeout
06-12 12:39BTCBuy62913.1→63386.8+3.30timeout
06-11 23:32BTCSell63198.8→63466.2-2.53timeout
06-11 16:36BTCSell62885.9→62713.1+0.94timeout
06-11 10:12BTCSell62666.9→62904.1-2.31timeout
06-10 21:31BTCSell62285.9→61633.1+4.80timeout
06-10 15:20BTCBuy61004.1→62141.9+8.86timeout
06-09 14:47BTCBuy62305.1→61142.4-9.78stop_loss
06-09 10:48BTCSell63316.8→62648.1+4.82timeout
06-08 17:22BTCSell63598.8→63512.2+0.26timeout
06-08 10:39BTCBuy62753.1→63215.8+3.24timeout
06-07 16:53BTCSell62360.9→62188.1+0.94timeout
06-07 08:48BTCSell61781.9→62934.6-9.78stop_loss
06-06 16:30BTCBuy60307→60583+1.84timeout
06-06 10:11BTCBuy60363→60655+1.95timeout
06-05 18:44BTCBuy60730→59600.2-9.75stop_loss
06-05 13:57BTCBuy61913.1→60760.6-9.76stop_loss
06-05 06:23BTCBuy62395.1→61234.3-9.75stop_loss
06-04 14:11BTCBuy62441.1→64434.8+15.52take_profit
06-04 12:09BTCSell64178.8→62410.1+13.31timeout
06-03 20:46BTCBuy66270.3→65038.2-9.76stop_loss
06-03 11:07BTCSell66947.7→67186.4-2.20timeout
06-02 19:33BTCBuy67687.4→66428.4-9.75stop_loss
06-02 14:00BTCBuy69981.5→68679.2-9.77stop_loss
06-02 08:08BTCBuy70281.5→70010.5-2.41timeout
06-02 01:02BTCBuy71468.6→71309.4-1.60timeout
06-01 15:31BTCBuy72657.6→71235.8-10.26stop_loss
05-29 20:23BTCBuy72718.6→73670.3+6.08timeout
05-28 19:35BTCBuy72884.6→73426.3+3.23timeout
05-28 09:59BTCBuy73249.7→73509.3+1.33timeout
05-27 19:27BTCBuy75189.8→74998.2-1.74timeout
05-26 22:53BTCBuy76405.8→75699.2-5.08timeout
05-26 16:36BTCSell77345.1→76672.8+3.90timeout
05-24 16:26BTCSell76959.2→76550.8+2.20timeout
05-23 20:38BTCSell75395.2→76801.2-9.76stop_loss
05-23 13:51BTCBuy74317.7→75074.2+4.64timeout
05-22 20:22BTCBuy76854.8→75910.2-6.61timeout
05-21 22:50BTCBuy77016.9→77582.1+3.20timeout
05-21 16:26BTCBuy77309.9→77120.1-1.70timeout
05-20 13:23BTCSell77371.1→77456.9-0.98timeout
05-19 20:34BTCBuy76256.8→76901.2+3.74timeout
05-18 18:39BTCSell77611.1→76298.8+8.02timeout
05-16 13:16BTCBuy78035.9→78032-0.50timeout
05-15 13:51BTCBuy80276→78787.6-9.72stop_loss
05-12 04:43BTCBuy81724.1→81715.9-0.51timeout
05-11 22:11BTCSell81670.9→81784.1-1.14timeout
05-11 10:01BTCBuy80704→80965+1.14timeout
05-08 18:29BTCSell80273→80205-0.00timeout
05-07 19:49BTCBuy80385→80101-2.24timeout
05-07 13:18BTCSell81644.9→81008.1+3.47timeout
05-04 22:20BTCSell80068→80256-1.65timeout
05-04 16:05BTCBuy79160→79878+4.13timeout
05-04 10:01BTCSell80307→79747+3.03timeout
05-01 20:24BTCSell78376.1→78108.9+1.24timeout
05-01 13:53BTCSell77339.1→78775.3-9.74stop_loss
04-30 10:35BTCBuy75484→76005.2+3.00timeout
04-29 18:09BTCBuy76564→75185-9.46stop_loss
04-29 10:40BTCSell77221→77639-3.16timeout
04-28 17:29BTCBuy76284→76084-1.76timeout
04-27 23:17BTCBuy76670→77137+2.60timeout
04-27 17:15BTCBuy77710→76670-7.14timeout
04-27 06:31BTCBuy78460→77518-6.45stop_loss

Paper vs Live

Paper (trades.jsonl)
82
closed
50%
win rate
-67.81
total pnl ($)
-16.5 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC8250%-16.5-67.81

Recent bounces (last 20 of 1)

timesymsidereason
06-24 13:23BTCBuybelow_min_notional_skip

Postmortem feed (last 10)

timesymsidepnlnarrative
05-08 18:29BTCSell-0.00BTC was trading in a tight range near $79,283 with low volatility and slightly positive hourly momentum. The sell thesis failed because the market lacked directional conviction, and the trade expired without reaching a target or stop due to the timeout clos…
05-07 19:49BTCBuy-2.24The market was in a broad downtrend with BTC declining 1.70% over 24 hours and 2.79% over 7 days. The thesis failed because the trade was not triggered before the timeout, likely due to insufficient price action or liquidity to fill the entry in a weak market.
05-07 13:18BTCSell+3.47The market was in a mild downtrend with BTC declining 1.46% over 24 hours and negative funding. The short thesis failed because the trade was closed by timeout before the expected move materialized, as the slow, grinding decline did not trigger an exit with…
05-04 22:20BTCSell-1.65The market was in a tight consolidation phase with flat funding rates and minimal volatility, creating an environment where price action stalled near the $80,360 level. The trade failed because the anticipated move never materialized, resulting in an automa…
05-04 16:05BTCBuy+4.13The market was in a low-volatility consolidation phase with minimal funding rates and stable price action over the past week. The trade failed because the entry was never executed, resulting in a timeout close rather than a realized profit or loss.
05-01 20:24BTCSell+1.24# Trade Analysis: BTC VWAP Deviation Fade At close, BTC had pulled back to $78,113 after a modest 2.13% 24h rally, with 1h momentum slightly negative (-0.28%) and negative funding (-0.005321%) signaling weakening conviction among leveraged longs. The thesi…
05-01 13:53BTCSell-9.74BTC was rallying sharply through the close, up 2.80% over 24 hours with positive 1-hour momentum (+0.57%), breaking through resistance as the trade exited. The VWAP-deviation fade thesis failed because the intraday +0.70% deviation above the 9-hour VWAP at …
04-30 10:35BTCBuy+3.00BTC was in a tight consolidation phase with minimal leverage (0.0973% funding rate) and elevated open interest ($3.76B), suggesting equilibrium between longs and shorts with low urgency to unwind. The fade thesis partially worked—price did revert upward fro…
04-29 18:09BTCBuy-9.46On close, BTC was in a sustained downtrend across all timeframes (down 0.95% in 1h, 1.28% in 24h, 4.51% in 7d) with positive funding rates suggesting leveraged longs were still holding despite weakness. The trade's thesis failed because the intraday VWAP de…
04-29 10:40BTCSell-3.16At close, Bitcoin was consolidating near $77,603 with modest intraday strength (+0.29% 1h, +1.32% 24h) and negative funding (-0.79 bps) signaling some long liquidation pressure, but the broader 7-day trend remained flat (-0.54%). The trade's thesis failed b…