fear_greed_zscore_extreme_long_vix_gate · strategy

closed trades

47%

win rate

-237.24

total pnl ($)

0.797

weight

7d window — n=17 wr=47% pnl=-72.19 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 79 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 14:36	BTC	Buy	58859.9→59627	+6.04	timeout
06-26 08:33	BTC	Buy	59474→60183	+5.54	timeout
06-26 02:31	BTC	Buy	59203→58939.1	-2.67	timeout
06-25 13:53	BTC	Buy	60876→59013.5	-15.72	stop_loss
06-25 13:45	BTC	Buy	61704.1→59816.1	-15.74	stop_loss
06-25 08:22	BTC	Buy	60738→61703.9	+7.50	timeout
06-24 17:21	BTC	Buy	61197.1→59325.4	-15.72	stop_loss
06-24 15:31	BTC	Buy	62628.1→60707.6	-15.76	stop_loss
06-24 14:20	BTC	Buy	62742.1→60905	-15.08	timeout
06-23 08:17	BTC	Buy	64411.2→62430.6	-15.84	stop_loss
06-23 02:26	BTC	Buy	65057.3→64168.8	-7.27	timeout
06-22 20:20	BTC	Buy	64285.2→64467.8	+0.95	timeout
06-22 14:19	BTC	Buy	64610.2→65170.7	+3.82	timeout
06-20 13:54	BTC	Buy	63560.2→63354.8	-2.09	timeout
06-20 07:52	BTC	Buy	63074.2→63694.8	+4.47	timeout
06-20 01:50	BTC	Buy	63245.2→63543.8	+1.90	timeout
06-19 19:50	BTC	Buy	62512.1→63004.8	+3.48	timeout
06-19 14:06	BTC	Buy	63090.2→63140.8	+0.00	timeout
06-19 07:57	BTC	Buy	62932.1→62582.9	-3.12	timeout
06-19 02:52	BTC	Buy	63764.2→62941.9	-6.85	timeout
06-18 15:51	BTC	Buy	64519.2→62535.6	-15.72	stop_loss
06-18 14:19	BTC	Buy	64522.2→63898.8	-5.27	timeout
06-17 22:26	BTC	Buy	64893.2→64275.8	-5.20	timeout
06-17 16:20	BTC	Buy	65786.3→65890.7	+0.31	timeout
06-17 10:15	BTC	Buy	65822.3→64847.8	-7.90	timeout
06-17 04:08	BTC	Buy	65813.3→65826.7	-0.37	timeout
06-16 22:17	BTC	Buy	66598.3→65820.7	-6.33	timeout
06-16 16:05	BTC	Buy	66248.3→65872.7	-3.33	timeout
06-16 10:00	BTC	Buy	66341.3→66495.7	+0.69	timeout
06-16 03:47	BTC	Buy	67156.4→66117.7	-8.16	timeout
06-15 21:52	BTC	Buy	65540.3→66396.7	+6.06	timeout
06-15 15:49	BTC	Buy	65893.3→67123.6	+8.89	timeout
06-15 09:43	BTC	Buy	65179.3→65562.7	+2.49	timeout
06-15 03:20	BTC	Buy	64008.2→65696.7	+12.72	timeout
06-14 21:10	BTC	Buy	64436.2→63993.8	-3.90	timeout
06-14 15:07	BTC	Buy	64480.2→64091.8	-3.47	timeout
06-14 09:05	BTC	Buy	64293.2→64448.8	+0.73	timeout
06-14 02:57	BTC	Buy	64215.2→64467.8	+1.53	timeout
06-13 20:52	BTC	Buy	63788.2→64226.8	+2.98	timeout
06-13 14:47	BTC	Buy	63622.2→64181.8	+3.93	timeout
06-13 08:44	BTC	Buy	63507.2→63863.8	+2.31	timeout
06-13 02:48	BTC	Buy	63473.2→63576.8	+0.37	timeout
06-12 20:42	BTC	Buy	63370.2→63529.8	+0.80	timeout
06-12 15:03	BTC	Buy	63583.2→63898.8	+1.99	timeout
06-12 09:01	BTC	Buy	63394.2→63441.8	-0.11	timeout
06-12 02:52	BTC	Buy	62922.1→63568.8	+4.64	timeout
06-11 20:42	BTC	Buy	62885.1→63268.8	+2.53	timeout
06-11 14:35	BTC	Buy	61964.1→62892.9	+7.00	timeout
06-11 08:29	BTC	Buy	61881.1→62917.9	+7.86	timeout
06-11 02:26	BTC	Buy	62045.1→62058.9	-0.37	timeout
06-10 20:18	BTC	Buy	61596.1→61812.9	+1.28	timeout
06-09 15:31	BTC	Buy	62714.1→61275.9	-11.93	timeout
06-09 09:32	BTC	Buy	63654.2→62752.9	-7.52	timeout
06-09 03:28	BTC	Buy	64071.2→62806.9	-10.31	timeout
06-08 21:24	BTC	Buy	63438.2→63655.8	+1.25	timeout
06-08 15:21	BTC	Buy	63240.2→64074.8	+6.12	timeout
06-06 03:15	BTC	Buy	60497→60889	+2.78	timeout
06-05 13:59	BTC	Buy	62588.1→60672.6	-15.76	stop_loss
06-05 13:52	BTC	Buy	63004.2→61074.4	-15.77	stop_loss
06-05 06:18	BTC	Buy	63741.2→61790	-15.73	stop_loss
06-05 03:45	BTC	Buy	63784.2→62655.9	-9.27	timeout
06-04 21:40	BTC	Buy	62890.1→63218.8	+2.17	timeout
06-04 10:30	BTC	Buy	64363.2→62392.7	-15.73	stop_loss
06-04 00:53	BTC	Buy	64982.2→62994.3	-15.74	stop_loss
06-03 20:55	BTC	Buy	66837.3→64783.4	-15.83	stop_loss
06-03 16:40	BTC	Buy	66335.3→65859.7	-4.06	timeout
06-03 13:50	BTC	Buy	66596.3→66766.7	+0.81	timeout
06-02 08:44	BTC	Buy	71599.6→69874.5	-12.56	timeout
06-02 01:43	BTC	Buy	71692.6→70962.5	-5.62	timeout
06-01 15:25	BTC	Buy	73397.7→71098.9	-16.17	stop_loss
06-01 01:40	BTC	Buy	73867.7→73624.3	-2.10	timeout
05-31 17:47	BTC	Buy	74056.7→73702.3	-2.87	timeout
05-31 11:50	BTC	Buy	73816.7→73904.3	+0.07	timeout
05-31 09:15	BTC	Buy	73959.7→73855.3	-1.23	timeout
05-30 21:49	BTC	Buy	73535.7→73925.3	+2.14	timeout
05-30 12:05	BTC	Buy	73415.7→73562.3	+0.52	timeout
05-30 01:24	BTC	Buy	73001.6→73581.3	+3.50	timeout
05-29 18:50	BTC	Buy	73695.7→73530.3	-1.58	timeout
05-29 13:36	BTC	Buy	73524.7→73055.3	-3.65	timeout

Paper vs Live

Paper (trades.jsonl)

closed

47%

win rate

-237.24

total pnl ($)

-59.8 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	79	47%	-59.8	-237.24

Recent bounces (last 20 of 7)

time	sym	side	reason
06-26 15:02	BTC	Buy	stale_intent
06-26 02:52	BTC	Buy	stale_intent
06-25 14:46	BTC	Buy	below_min_notional_skip
06-25 08:36	BTC	Buy	below_min_notional_skip
06-24 20:36	BTC	Buy	below_min_notional_skip
06-24 14:42	BTC	Buy	below_min_notional_skip
06-24 08:36	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…