funding_spread_btc_dom_regime_long · strategy

105

closed trades

50%

win rate

-197.85

total pnl ($)

0.930

weight

7d window — n=26 wr=54% pnl=-48.46 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 05:14	BTC	Buy	59367→59905	+4.08	timeout
06-26 02:13	BTC	Buy	60114→58620.7	-12.86	stop_loss
06-25 13:45	BTC	Buy	61364.1→59855.1	-12.74	stop_loss
06-25 13:44	BTC	Buy	61674.1→60156.9	-12.72	stop_loss
06-25 11:53	BTC	Buy	60936→61168.9	+1.50	timeout
06-25 05:33	BTC	Buy	59529→61600.9	+16.97	timeout
06-24 14:20	BTC	Buy	62367.1→60823.5	-12.81	stop_loss
06-24 13:57	BTC	Buy	62746.1→61200.3	-12.72	stop_loss
06-24 11:59	BTC	Buy	62709.1→62877.9	+0.92	timeout
06-24 04:45	BTC	Buy	62598.1→62675.9	+0.10	timeout
06-23 22:23	BTC	Buy	62410.1→62589.9	+1.00	timeout
06-23 18:12	BTC	Buy	63174.2→62342.9	-7.03	timeout
06-23 06:21	BTC	Buy	64292.2→62707.5	-12.71	stop_loss
06-23 03:31	BTC	Buy	65012.3→64003.8	-8.22	timeout
06-22 22:30	BTC	Buy	64139.2→63983.8	-1.65	timeout
06-22 16:37	BTC	Buy	63999.2→64622.8	+4.39	timeout
06-22 09:56	BTC	Buy	63751.2→64107.8	+2.27	timeout
06-22 03:55	BTC	Buy	64195.2→64083.8	-1.33	timeout
06-21 21:35	BTC	Buy	64096.2→63747.8	-3.17	timeout
06-21 15:13	BTC	Buy	64274.2→64153.8	-1.35	timeout
06-21 08:35	BTC	Buy	63838.2→63925.8	+0.24	timeout
06-21 01:53	BTC	Buy	63419.2→64248.8	+6.10	timeout
06-20 19:42	BTC	Buy	63726.2→63885.8	+0.81	timeout
06-20 13:06	BTC	Buy	63464.2→63611.8	+0.68	timeout
06-20 06:38	BTC	Buy	63054.2→63705.8	+4.68	timeout
06-19 23:57	BTC	Buy	62602.1→63549.8	+7.12	timeout
06-19 17:40	BTC	Buy	62601.1→63028.8	+2.96	timeout
06-19 11:29	BTC	Buy	62845.1→62618.9	-2.21	timeout
06-19 05:16	BTC	Buy	62478.1→62599.9	+0.55	timeout
06-18 15:57	BTC	Buy	63933.2→62352.7	-12.64	stop_loss
06-18 15:53	BTC	Buy	64032.2→62457.6	-12.67	stop_loss
06-18 11:26	BTC	Buy	64486.2→63886.8	-5.13	timeout
06-17 23:29	BTC	Buy	64692.2→64462.8	-2.22	timeout
06-17 19:29	BTC	Buy	65913.3→64250.6	-13.06	stop_loss
06-17 17:28	BTC	Buy	65815.3→65935.7	+0.42	timeout
06-17 11:08	BTC	Buy	65752.3→64653.8	-8.85	timeout
06-17 04:57	BTC	Buy	65758.3→65887.7	+0.51	timeout
06-16 22:49	BTC	Buy	66551.3→65655.7	-7.22	timeout
06-16 16:35	BTC	Buy	65819.3→65714.7	-1.29	timeout
06-16 10:38	BTC	Buy	66252.3→66611.7	+2.24	timeout
06-16 04:24	BTC	Buy	67146.4→66035.7	-8.70	timeout
06-15 22:21	BTC	Buy	65693.3→66344.7	+4.48	timeout
06-15 16:19	BTC	Buy	65747.3→67073.6	+9.62	timeout
06-15 10:13	BTC	Buy	65187.3→65723.7	+3.67	timeout
06-15 03:59	BTC	Buy	63999.2→65873.7	+14.18	timeout
06-14 21:57	BTC	Buy	64596.2→65467.7	+6.27	timeout
06-14 15:31	BTC	Buy	64516.2→64010.8	-4.37	timeout
06-14 09:31	BTC	Buy	64246.2→64343.8	+0.28	timeout
06-14 03:28	BTC	Buy	64274.2→64511.8	+1.41	timeout
06-13 21:23	BTC	Buy	63817.2→64213.8	+2.65	timeout
06-13 15:14	BTC	Buy	63663.2→64266.8	+4.27	timeout
06-13 09:13	BTC	Buy	63607.2→63788.8	+0.93	timeout
06-13 03:12	BTC	Buy	64189.2→63667.8	-4.51	timeout
06-12 21:03	BTC	Buy	63441.2→63447.8	-0.41	timeout
06-12 15:23	BTC	Buy	63372.2→64183.8	+5.91	timeout
06-12 09:21	BTC	Buy	63491.2→63568.8	+0.12	timeout
06-12 03:14	BTC	Buy	62732.1→63498.8	+5.62	timeout
06-11 21:03	BTC	Buy	62929.1→63374.8	+3.02	timeout
06-11 14:49	BTC	Buy	61972.1→62883.9	+6.86	timeout
06-11 08:42	BTC	Buy	61820.1→62898.9	+8.22	timeout
06-11 02:39	BTC	Buy	61821.1→61999.9	+0.97	timeout
06-10 20:18	BTC	Buy	61596.1→61810.9	+1.26	timeout
06-10 05:06	BTC	Buy	61553.1→62016.9	+3.37	timeout
06-09 16:05	BTC	Buy	62504.1→60966.5	-12.78	stop_loss
06-09 14:21	BTC	Buy	63147.2→61593.1	-12.76	stop_loss
06-09 11:00	BTC	Buy	63407.2→62761.9	-5.51	timeout
06-09 04:50	BTC	Buy	63585.2→63350.8	-2.30	timeout
06-08 22:35	BTC	Buy	63297.2→63269.8	-0.68	timeout
06-08 16:06	BTC	Buy	62919.1→63865.8	+7.02	timeout
06-08 10:03	BTC	Buy	61869.1→63451.8	+12.34	timeout
06-08 04:01	BTC	Buy	62061.1→63123.8	+8.10	timeout
06-07 21:57	BTC	Buy	62543.1→61743.9	-6.83	timeout
06-07 15:55	BTC	Buy	61621.1→62040.9	+2.98	timeout
06-07 09:56	BTC	Buy	60801→62520.9	+13.70	timeout
06-07 03:43	BTC	Buy	60837→61578.9	+5.63	timeout
06-06 21:38	BTC	Buy	61231.1→60826	-3.72	timeout
06-06 15:36	BTC	Buy	60712→60712	-0.45	timeout
06-06 04:15	BTC	Buy	61492.1→59978	-12.77	stop_loss
06-05 19:17	BTC	Buy	60560→59070.5	-12.75	stop_loss
06-05 13:49	BTC	Buy	63030.2→61477.2	-12.77	stop_loss
06-05 06:22	BTC	Buy	62831.1→61286.3	-12.74	stop_loss
06-05 06:03	BTC	Buy	63569.2→62005.9	-12.72	stop_loss
06-05 03:49	BTC	Buy	63750.2→62764.9	-8.15	timeout
06-04 21:42	BTC	Buy	62820.1→63200.8	+2.59	timeout
06-04 10:48	BTC	Buy	63922.2→62349.7	-12.72	stop_loss
06-04 00:26	BTC	Buy	65216.3→63612	-12.75	stop_loss
06-03 20:50	BTC	Buy	66654.3→65015.2	-12.76	stop_loss
06-03 16:39	BTC	Buy	66341.3→65888.7	-3.89	timeout
06-03 11:29	BTC	Buy	66396.3→67305.6	+6.33	timeout
06-03 03:50	BTC	Buy	67231.4→65565.9	-12.84	stop_loss
06-02 14:09	BTC	Buy	70120.5→68396.4	-12.76	stop_loss
06-02 14:04	BTC	Buy	70297.5→68568.3	-12.76	stop_loss
06-02 08:56	BTC	Buy	71417.6→69661.7	-12.81	stop_loss
06-02 03:31	BTC	Buy	71300.6→70903.5	-3.31	timeout
06-01 03:15	BTC	Buy	73658.7→73859.3	+0.87	timeout
05-31 18:41	BTC	Buy	74045.7→73656.3	-3.11	timeout
05-31 12:11	BTC	Buy	73891.7→73880.3	-0.59	timeout
05-30 22:11	BTC	Buy	73624.7→73866.3	+1.14	timeout
05-30 12:43	BTC	Buy	73480.7→73644.3	+0.64	timeout
05-30 02:02	BTC	Buy	73081.7→73654.3	+3.45	timeout

Paper vs Live

Paper (trades.jsonl)

105

closed

50%

win rate

-197.85

total pnl ($)

-37.5 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	105	50%	-37.5	-197.85

Recent bounces (last 20 of 5)

time	sym	side	reason
06-26 18:22	BTC	Buy	stale_intent
06-26 18:22	BTC	Buy	stale_intent
06-25 06:36	BTC	Buy	below_min_notional_skip
06-24 17:47	BTC	Buy	below_min_notional_skip
06-24 13:20	BTC	Buy	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…