funding_spread_btc_volume_gate_long

not live
77
closed trades
43%
win rate
-120.82
total pnl ($)
0.910
weight
7d window — n=24 wr=33% pnl=-35.13  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 77 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 19:46BTCBuy64237.2→64298.8+0.01timeout
06-22 08:05BTCBuy64170.2→64094.8-0.85timeout
06-22 01:11BTCBuy64125.2→63884.8-1.89timeout
06-21 18:28BTCBuy64241.2→64006.8-1.80timeout
06-21 12:28BTCBuy64238.2→63987.8-1.89timeout
06-21 06:27BTCBuy63832.2→64220.8+2.07timeout
06-21 00:14BTCBuy63725.2→64225.8+2.77timeout
06-20 17:29BTCBuy63624.2→63884.8+1.27timeout
06-20 11:06BTCBuy63275.2→63605.8+1.71timeout
06-20 04:56BTCBuy62909.1→63539.8+3.65timeout
06-19 21:26BTCBuy62389.1→63158.8+4.55timeout
06-19 11:42BTCBuy62899.1→62627.9-2.05timeout
06-19 03:36BTCBuy63140.2→62668.9-3.31timeout
06-18 15:40BTCBuy64398.2→62750.5-10.52stop_loss
06-18 14:02BTCBuy64565.2→63897.8-4.49timeout
06-18 07:17BTCBuy65062.3→64147.8-5.98timeout
06-18 01:04BTCBuy64990.2→64610.8-2.74timeout
06-17 18:55BTCBuy65622.3→65797.7+0.68timeout
06-17 10:27BTCBuy65693.3→64886.8-5.31timeout
06-17 04:21BTCBuy65769.3→65782.7-0.30timeout
06-16 22:18BTCBuy66583.3→65832.7-4.91timeout
06-16 15:54BTCBuy66070.3→65911.7-1.30timeout
06-16 08:46BTCBuy66530.3→66553.7-0.21timeout
06-16 02:36BTCBuy66485.3→65830.7-4.30timeout
06-15 20:38BTCBuy65708.3→66594.7+5.01timeout
06-15 14:14BTCBuy65639.3→66362.7+4.05timeout
06-15 08:09BTCBuy63782.2→65671.7+11.49timeout
06-14 22:27BTCBuy64579.2→65122.7+2.99timeout
06-14 10:52BTCBuy64470.2→64530.8+0.01timeout
06-14 04:19BTCBuy64058.2→64496.8+2.40timeout
06-13 22:16BTCBuy63739.2→64355.8+3.50timeout
06-13 14:41BTCBuy63677.2→64185.8+2.82timeout
06-13 08:37BTCBuy63522.2→63836.8+1.58timeout
06-13 02:02BTCBuy63371.2→63772.8+2.15timeout
06-12 19:59BTCBuy63090.2→63592.8+2.83timeout
06-12 13:45BTCBuy63381.2→63103.8-2.14timeout
06-12 07:34BTCBuy63873.2→62997.8-5.86timeout
06-12 01:37BTCBuy62867.1→63293.8+2.31timeout
06-11 19:03BTCBuy62645.1→63477.8+4.90timeout
06-11 09:04BTCBuy61744.1→62882.9+6.97timeout
06-11 03:04BTCBuy62248.1→62130.9-1.14timeout
06-10 07:13BTCBuy61809.1→62016.9+1.03timeout
06-09 15:56BTCBuy62653.1→61048.4-10.62stop_loss
06-09 14:20BTCBuy63329.2→61708-10.60stop_loss
06-09 12:01BTCBuy63049.2→62746.9-2.26timeout
06-09 05:12BTCBuy63427.2→63126.8-2.26timeout
06-08 23:06BTCBuy63111.2→63407.8+1.51timeout
06-08 15:59BTCBuy63097.2→63733.8+3.62timeout
06-08 04:09BTCBuy61991.1→62908.9+5.56timeout
06-07 18:21BTCBuy61778.1→62188.9+2.32timeout
06-07 12:05BTCBuy60905→62616.9+10.89timeout
06-07 06:07BTCBuy60472→61658.9+7.51timeout
06-06 21:03BTCBuy61203.1→60702-3.61timeout
06-06 07:29BTCBuy59789→60861+6.79timeout
06-06 04:34BTCBuy60995→59434.3-10.60stop_loss
06-05 15:37BTCBuy61838.1→60254.8-10.60stop_loss
06-05 14:26BTCBuy61903.1→60318.8-10.59stop_loss
06-05 06:01BTCBuy63780.2→62147.8-10.58stop_loss
06-05 05:52BTCBuy63498.2→62933.9-3.89timeout
06-04 21:57BTCBuy63158.2→63287.8+0.47timeout
06-04 10:27BTCBuy64263.2→62582.6-10.80stop_loss
06-04 00:29BTCBuy65223.3→63554-10.59stop_loss
06-03 20:45BTCBuy66798.3→65089.2-10.61stop_loss
06-03 17:16BTCBuy67212.4→65742.7-9.13timeout
06-03 14:09BTCBuy66880.3→66752.7-1.14timeout
06-03 03:33BTCBuy67709.4→65974.7-10.61stop_loss
06-02 14:26BTCBuy69595.5→67814.7-10.60stop_loss
06-02 13:00BTCBuy70723.5→68893.1-10.76stop_loss
06-02 07:03BTCBuy71538.6→69700.6-10.69stop_loss
06-02 00:40BTCBuy72253.6→71184.4-6.34timeout
06-01 04:46BTCBuy73458.7→73428.3-0.55timeout
05-31 19:56BTCBuy73851.7→73518.3-2.17timeout
05-31 12:12BTCBuy73875.7→73863.3-0.48timeout
05-30 22:20BTCBuy73627.7→73863.3+0.88timeout
05-30 09:18BTCBuy73724.7→73516.3-1.51timeout
05-29 23:47BTCBuy73485.7→73385.3-0.91timeout
05-29 02:39BTCBuy72935.6→73443.3+2.38timeout

Paper vs Live

Paper (trades.jsonl)
77
closed
43%
win rate
-120.82
total pnl ($)
-39.0 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7743%-39.0-120.82

Recent bounces (last 20 of 2)

timesymsidereason
06-22 14:03BTCBuystale_intent
06-22 08:02BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems