684
closed trades
39%
win rate
-663.54
total pnl ($)
0.584
weight
7d window — n=119 wr=40% pnl=-97.36
· venues=("hl",)
· horizon=240m
· SL=80bps
· TP=120bps
· class=FundingExtreme in strategies.py
Cumulative P&L (last 100 closed)
Last 100 trades
| time | sym | side | entry→exit | pnl | close |
|---|---|---|---|---|---|
| 06-23 04:03 | ARB | Buy | 0.0830508→0.0827093 | -2.45 | timeout |
| 06-23 04:02 | ADA | Buy | 0.15843→0.15978 | +3.83 | timeout |
| 06-23 01:48 | APT | Buy | 0.661465→0.652111 | -7.53 | stop_loss |
| 06-23 00:00 | ATOM | Buy | 1.78745→1.79535 | +1.77 | timeout |
| 06-22 22:37 | ADA | Buy | 0.15968→0.157402 | -7.58 | stop_loss |
| 06-22 22:28 | APT | Buy | 0.662766→0.65331 | -7.57 | stop_loss |
| 06-22 22:28 | OP | Buy | 0.101475→0.100025 | -7.61 | stop_loss |
| 06-22 21:01 | ADA | Buy | 0.15921→0.15894 | -1.25 | timeout |
| 06-22 18:28 | NEAR | Sell | 2.13717→2.13193 | +0.79 | timeout |
| 06-22 17:30 | BTC | Buy | 65263.3→64375.6 | -7.26 | stop_loss |
| 06-22 17:06 | ETH | Sell | 1762.22→1738.87 | +6.18 | timeout |
| 06-22 16:26 | BNB | Sell | 598.71→594.118 | +3.39 | timeout |
| 06-22 13:36 | OP | Buy | 0.102056→0.104354 | +10.79 | take_profit |
| 06-22 12:06 | XRP | Buy | 1.13378→1.14711 | +5.42 | timeout |
| 06-22 12:06 | LINK | Buy | 7.95249→8.09388 | +8.44 | timeout |
| 06-22 11:33 | AVAX | Sell | 6.26873→6.35897 | -7.65 | stop_loss |
| 06-22 07:00 | OP | Buy | 0.101165→0.101165 | -0.48 | timeout |
| 06-22 06:00 | DOGE | Sell | 0.0836341→0.0833108 | +1.49 | timeout |
| 06-22 06:00 | SUI | Sell | 0.710282→0.707177 | +1.76 | timeout |
| 06-22 06:00 | BTC | Sell | 64602.8→64213.2 | +2.57 | timeout |
| 06-22 02:03 | ATOM | Buy | 1.76264→1.77546 | +3.20 | timeout |
| 06-22 01:26 | INJ | Buy | 4.88632→4.99205 | +10.37 | take_profit |
| 06-22 01:18 | LINK | Sell | 7.81105→7.92234 | -7.58 | stop_loss |
| 06-21 23:36 | SOL | Buy | 73.294→72.281 | -7.37 | stop_loss |
| 06-21 22:30 | ADA | Sell | 0.16189→0.15833 | +10.54 | take_profit |
| 06-21 21:57 | BNB | Sell | 590.742→587.477 | +2.34 | timeout |
| 06-21 21:09 | XRP | Sell | 1.14611→1.12138 | +10.34 | take_profit |
| 06-21 20:05 | APT | Sell | 0.658335→0.660365 | -1.97 | timeout |
| 06-21 18:02 | ETH | Buy | 1724.17→1721.83 | -1.14 | timeout |
| 06-21 18:02 | ADA | Buy | 0.16174→0.16098 | -2.79 | timeout |
| 06-21 17:39 | OP | Buy | 0.102746→0.101304 | -7.43 | stop_loss |
| 06-21 16:00 | INJ | Buy | 4.97904→4.99285 | +0.99 | timeout |
| 06-21 15:01 | SOL | Sell | 73.174→74.1882 | -7.36 | stop_loss |
| 06-21 13:02 | AVAX | Buy | 6.27497→6.26983 | -0.84 | timeout |
| 06-21 12:18 | BTC | Sell | 64061.8→64029.2 | -0.21 | timeout |
| 06-21 11:03 | ETH | Buy | 1733.77→1733.33 | -0.58 | timeout |
| 06-21 11:02 | ATOM | Buy | 1.78125→1.77836 | -1.24 | timeout |
| 06-21 08:17 | OP | Buy | 0.104036→0.102543 | -7.54 | stop_loss |
| 06-21 08:11 | DOGE | Buy | 0.0835259→0.0833791 | -1.33 | timeout |
| 06-21 06:19 | SOL | Sell | 73.208→73.162 | -0.13 | timeout |
| 06-21 05:17 | ETH | Sell | 1734.53→1731.07 | +0.55 | timeout |
| 06-21 04:03 | APT | Buy | 0.645361→0.654136 | +6.34 | timeout |
| 06-21 04:03 | ADA | Buy | 0.163071→0.162299 | -2.81 | timeout |
| 06-21 02:01 | ARB | Buy | 0.0834909→0.084039 | +2.81 | timeout |
| 06-21 01:03 | DOGE | Sell | 0.0833102→0.0836669 | -2.58 | timeout |
| 06-20 23:49 | ATOM | Buy | 1.79905→1.79795 | -0.78 | timeout |
| 06-20 23:03 | BNB | Sell | 585.354→588.077 | -2.75 | timeout |
| 06-20 20:06 | INJ | Buy | 4.99335→4.99225 | -0.54 | timeout |
| 06-20 18:00 | XRP | Sell | 1.13972→1.14319 | -1.95 | timeout |
| 06-20 17:36 | OP | Buy | 0.101135→0.0997152 | -7.43 | stop_loss |
| 06-20 17:03 | BTC | Buy | 63594.2→63952.8 | +2.36 | timeout |
| 06-20 14:46 | INJ | Buy | 4.93523→5.04254 | +10.43 | take_profit |
| 06-20 14:46 | NEAR | Sell | 2.10657→2.1362 | -7.49 | stop_loss |
| 06-20 14:02 | OP | Buy | 0.101215→0.0996552 | -8.13 | stop_loss |
| 06-20 14:02 | ATOM | Buy | 1.78355→1.75848 | -7.46 | stop_loss |
| 06-20 12:04 | ADA | Buy | 0.162781→0.162759 | -0.50 | timeout |
| 06-20 11:00 | LTC | Sell | 44.3459→44.3221 | -0.18 | timeout |
| 06-20 10:08 | XRP | Buy | 1.14809→1.15081 | +0.75 | timeout |
| 06-20 10:08 | SUI | Buy | 0.71905→0.72112 | +0.99 | timeout |
| 06-20 07:15 | AVAX | Sell | 5.96391→6.05454 | -8.05 | stop_loss |
| 06-20 06:39 | ARB | Buy | 0.0830308→0.084069 | +5.84 | timeout |
| 06-20 06:23 | BTC | Sell | 63364.8→63706.2 | -3.14 | timeout |
| 06-20 06:07 | OP | Buy | 0.102706→0.104914 | +10.29 | take_profit |
| 06-20 05:11 | INJ | Buy | 5.06607→5.17841 | +10.64 | take_profit |
| 06-20 03:11 | AVAX | Buy | 5.89847→5.91382 | +0.88 | timeout |
| 06-20 02:03 | ARB | Buy | 0.0831508→0.0834491 | +1.41 | timeout |
| 06-20 02:03 | BTC | Sell | 63054.8→63528.2 | -4.20 | timeout |
| 06-20 02:02 | DOGE | Buy | 0.0829237→0.0834711 | +2.87 | timeout |
| 06-19 23:00 | ADA | Buy | 0.16121→0.16152 | +0.54 | timeout |
| 06-19 22:02 | XRP | Buy | 1.13328→1.13032 | -1.76 | timeout |
| 06-19 19:01 | LINK | Sell | 7.89313→7.88257 | +0.23 | timeout |
| 06-19 18:08 | ADA | Buy | 0.16198→0.16158 | -1.66 | timeout |
| 06-19 18:02 | XRP | Sell | 1.13922→1.13308 | +2.23 | timeout |
| 06-19 17:54 | AVAX | Buy | 6.12053→6.03087 | -7.78 | stop_loss |
| 06-19 15:40 | ATOM | Buy | 1.84536→1.81884 | -7.62 | stop_loss |
| 06-18 22:01 | ATOM | Buy | 1.78365→1.79275 | +2.10 | timeout |
| 06-18 20:01 | ATOM | Sell | 1.79455→1.80375 | -3.03 | timeout |
| 06-18 16:53 | AVAX | Sell | 6.23684→6.32474 | -7.51 | stop_loss |
| 06-18 15:37 | ATOM | Buy | 1.83276→1.80584 | -7.81 | stop_loss |
| 06-18 15:36 | BTC | Buy | 63922.2→63053.3 | -7.22 | stop_loss |
| 06-18 13:40 | APT | Buy | 0.650563→0.641019 | -7.78 | stop_loss |
| 06-18 11:22 | NEAR | Buy | 2.22296→2.19136 | -7.56 | stop_loss |
| 06-18 10:07 | ATOM | Sell | 1.85714→1.81385 | +11.20 | take_profit |
| 06-18 10:01 | ADA | Buy | 0.164531→0.167028 | +7.13 | timeout |
| 06-18 09:06 | AVAX | Buy | 6.58265→6.65734 | +5.24 | timeout |
| 06-18 09:01 | SUI | Buy | 0.743046→0.752182 | +5.67 | timeout |
| 06-18 05:04 | BTC | Buy | 64549.2→63671 | -7.26 | stop_loss |
| 06-18 04:38 | LINK | Sell | 8.10447→7.96929 | +7.88 | timeout |
| 06-18 04:06 | NEAR | Sell | 2.23344→2.18415 | +10.58 | take_profit |
| 06-18 04:01 | BTC | Sell | 64496.8→64226.2 | +1.65 | timeout |
| 06-18 02:11 | ATOM | Buy | 1.90027→1.87349 | -7.49 | stop_loss |
| 06-18 00:47 | BNB | Sell | 598.32→602.661 | -4.07 | timeout |
| 06-17 23:36 | ETH | Sell | 1742.73→1748.37 | -2.07 | timeout |
| 06-17 22:03 | OP | Buy | 0.107117→0.105611 | -7.49 | stop_loss |
| 06-17 22:03 | XRP | Buy | 1.1889→1.17212 | -7.50 | stop_loss |
| 06-17 19:40 | ATOM | Buy | 1.96379→1.93575 | -7.58 | stop_loss |
| 06-17 19:40 | DOGE | Sell | 0.0872442→0.0853313 | +10.53 | take_profit |
| 06-17 19:29 | BTC | Sell | 65751.7→64296.2 | +10.62 | take_profit |
| 06-17 18:05 | AVAX | Sell | 6.96556→6.8129 | +10.52 | take_profit |
| 06-17 16:17 | XRP | Sell | 1.2006→1.21751 | -7.50 | stop_loss |
Paper vs Live
Paper (trades.jsonl)
684
closed
39%
win rate
-663.54
total pnl ($)
-19.5 bps
avg bps net
Live (dry_run=0)
0
closed
—
win rate
—
total pnl ($)
—
avg bps net
Live: 0 trades, insufficient sample
Per-symbol breakdown (paper)
| symbol | n | wr | net bps | total pnl ($) |
|---|---|---|---|---|
| ATOM | 63 | 41% | -14.8 | -46.38 |
| BTC | 52 | 46% | -6.2 | -15.98 |
| ADA | 52 | 31% | -35.9 | -93.23 |
| OP | 48 | 38% | -32.6 | -77.74 |
| APT | 47 | 45% | -5.9 | -13.97 |
| AVAX | 45 | 38% | -31.7 | -71.36 |
| INJ | 44 | 34% | -23.7 | -51.79 |
| ARB | 42 | 38% | -37.7 | -78.75 |
| BNB | 41 | 24% | -44.4 | -90.54 |
| NEAR | 37 | 32% | -45.5 | -84.08 |
| DOGE | 36 | 53% | +22.4 | +40.44 |
| ETH | 35 | 40% | -4.4 | -7.55 |
| SUI | 31 | 48% | +4.5 | +6.84 |
| XRP | 30 | 47% | -0.6 | -0.88 |
| SOL | 29 | 28% | -43.2 | -62.35 |
| LINK | 27 | 44% | -15.5 | -20.80 |
| LTC | 25 | 52% | +3.7 | +4.55 |
Recent bounces (last 20 of 18)
| time | sym | side | reason |
|---|---|---|---|
| 06-23 00:26 | ARB | Buy | stale_intent |
| 06-23 00:26 | APT | Buy | stale_intent |
| 06-23 00:26 | ADA | Buy | stale_intent |
| 06-22 22:20 | ADA | Buy | stale_intent |
| 06-22 22:19 | ADA | Buy | stale_intent |
| 06-22 20:15 | OP | Buy | stale_intent |
| 06-22 20:15 | ATOM | Buy | stale_intent |
| 06-22 20:15 | ATOM | Buy | stale_intent |
| 06-22 19:53 | APT | Buy | trigger_already_opened |
| 06-22 14:49 | NEAR | Sell | stale_intent |
| 06-22 13:21 | ETH | Sell | stale_intent |
| 06-22 08:28 | AVAX | Sell | stale_intent |
| 06-22 03:17 | OP | Buy | stale_intent |
| 06-22 01:02 | INJ | Buy | trigger_already_opened |
| 06-21 23:16 | LINK | Sell | trigger_already_opened |
| 06-21 22:19 | ATOM | Buy | stale_intent |
| 06-21 22:19 | ATOM | Buy | stale_intent |
| 06-21 21:19 | SOL | Buy | trigger_already_opened |
Postmortem feed (last 10)
| time | sym | side | pnl | narrative |
|---|---|---|---|---|
| 05-10 04:34 | BTC | Sell | -1.26 | The market was in a moderate uptrend with BTC up 2.69% over 24 hours and positive funding, indicating bullish momentum. The short thesis failed because the trade was closed due to timeout, not reaching a price target or stop loss, as the upward trend persis… |
| 05-10 04:04 | ADA | Buy | -2.46 | The market was in a neutral-to-slightly bullish regime with elevated funding and moderate open interest, but lacked directional momentum. The thesis failed because the trade expired via timeout without reaching a profitable exit, as the anticipated breakout… |
| 05-10 04:03 | ETH | Buy | -0.42 | The market was in a mild uptrend with ETH up 2.21% over 24 hours and positive funding, but the trade failed because the entry was never filled and the order timed out, resulting in a small negative PnL from fees or slippage. |
| 05-10 04:01 | BTC | Sell | -1.37 | BTC was trading in a narrow range with low volatility, showing a slight uptick over the past 24 hours. The short thesis failed because the market did not move as expected within the time limit, resulting in a timeout with a small loss. |
| 05-09 20:28 | ADA | Buy | +1.24 | ADA was trading in a narrow range with slight hourly gains but negative daily and weekly momentum, while BTC and ETH showed similar mixed signals. The thesis failed because the trade was closed by timeout without reaching a target or stop, indicating the ma… |
| 05-09 20:03 | BTC | Sell | -3.04 | BTC was trading in a narrow, low-volatility range with minimal directional bias. The short thesis failed because the market did not move within the timeout period, resulting in a small loss from funding costs. |
| 05-09 20:02 | ETH | Buy | +2.95 | ETH was trading in a narrow range with low volatility, showing a slight 1-hour gain but a weekly decline. The trade closed on timeout with a small profit, as the thesis for a directional move failed to materialize within the time limit. |
| 05-09 18:26 | ETH | Sell | -7.25 | The market was trending upward with elevated funding and open interest, indicating strong bullish momentum. The short thesis failed because the stop-loss was triggered by a continued rally, as the market ignored overextension signals. |
| 05-09 12:01 | ADA | Buy | -3.21 | ADA was declining across all timeframes with negative funding, reflecting a bearish market regime. The thesis failed because the trade was closed by timeout without reaching entry, as the persistent downtrend prevented any favorable price action. |
| 05-09 12:01 | BTC | Sell | -1.15 | The market was in a broad downtrend with BTC and ETH both declining over multiple timeframes. The thesis failed because the short position was closed by timeout before the bearish move could fully materialize, resulting in a small loss from funding costs. |