funding_spread_btc_volume_gate_short · strategy

closed trades

49%

win rate

+168.18

total pnl ($)

1.535

weight

7d window — n=19 wr=42% pnl=+54.90 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 81 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-26 18:22	BTC	Sell	60013→60054	-0.74	timeout
06-26 11:06	BTC	Sell	59832→59503	+2.33	timeout
06-26 04:03	BTC	Sell	59541→59883	-3.36	timeout
06-25 15:27	BTC	Sell	60788→59285	+11.86	timeout
06-25 13:54	BTC	Sell	61711.9→58577.9	+24.93	take_profit
06-25 04:55	BTC	Sell	59455→61279.7	-15.80	stop_loss
06-24 16:51	BTC	Sell	62820.9→59682	+24.49	take_profit
06-24 14:51	BTC	Sell	62684.9→61103.1	+12.15	timeout
06-24 03:32	BTC	Sell	62322.9→62721.1	-3.62	timeout
06-23 21:06	BTC	Sell	62378.9→62553.1	-1.85	timeout
06-23 08:01	BTC	Sell	64522.8→62870.1	+12.36	timeout
06-23 01:44	BTC	Sell	65399.7→64054.2	+9.82	timeout
06-22 19:42	BTC	Sell	64259.8→64411.2	-1.60	timeout
06-22 05:01	BTC	Sell	64073.8→64092.2	-0.58	timeout
06-21 13:39	BTC	Sell	64210.8→64015.2	+1.04	timeout
06-21 07:37	BTC	Sell	63848.8→64198.2	-3.19	timeout
06-21 01:35	BTC	Sell	63327.8→64213.2	-7.41	timeout
06-20 08:44	BTC	Sell	63062.8→63423.2	-3.25	timeout
06-20 02:32	BTC	Sell	63145.8→63425.2	-2.67	timeout
06-19 20:27	BTC	Sell	62649.9→63049.2	-3.62	timeout
06-19 11:34	BTC	Sell	62873.9→62605.1	+1.65	timeout
06-19 05:11	BTC	Sell	62448.9→62615.1	-1.81	timeout
06-18 23:40	BTC	Sell	63938.8→62888.1	+7.76	timeout
06-18 17:18	BTC	Sell	63930.8→62502.1	+10.60	timeout
06-18 09:54	BTC	Sell	64230.8→64228.2	-0.38	timeout
06-18 04:15	BTC	Sell	65828.7→63923.2	+14.03	timeout
06-17 22:03	BTC	Sell	64844.8→63898.2	+6.84	timeout
06-17 15:37	BTC	Sell	65787.7→65413.3	+2.38	timeout
06-17 05:56	BTC	Sell	65893.7→65753.3	+0.63	timeout
06-16 22:57	BTC	Sell	66473.7→65771.3	+4.87	timeout
06-16 15:56	BTC	Sell	66055.7→65943.3	+0.45	timeout
06-16 09:29	BTC	Sell	66393.7→66599.3	-1.98	timeout
06-16 02:40	BTC	Sell	66499.7→65873.3	+4.25	timeout
06-15 20:42	BTC	Sell	65712.7→66625.3	-7.36	timeout
06-14 22:25	BTC	Sell	64592.8→65119.3	-4.50	timeout
06-14 10:58	BTC	Sell	64453.8→64503.2	-0.83	timeout
06-14 04:19	BTC	Sell	64050.8→64502.2	-4.00	timeout
06-13 22:16	BTC	Sell	63732.8→64375.2	-5.47	timeout
06-13 14:41	BTC	Sell	63670.8→64192.2	-4.52	timeout
06-13 04:00	BTC	Sell	63599.8→63501.2	+0.32	timeout
06-12 21:51	BTC	Sell	63799.8→63454.2	+2.28	timeout
06-12 15:41	BTC	Sell	63437.8→63867.2	-3.76	timeout
06-12 09:22	BTC	Sell	63493.8→63694.2	-1.99	timeout
06-12 03:19	BTC	Sell	62593.9→63474.2	-7.43	timeout
06-11 21:16	BTC	Sell	62772.9→63501.2	-6.18	timeout
06-11 09:10	BTC	Sell	61566.9→62831.1	-10.66	timeout
06-11 03:05	BTC	Sell	62021.9→62136.1	-1.34	timeout
06-10 19:51	BTC	Sell	61651.9→61915.1	-2.55	timeout
06-10 05:13	BTC	Sell	61531.9→62023.1	-4.47	timeout
06-09 23:07	BTC	Sell	62635.9→62023.1	+4.41	timeout
06-09 14:57	BTC	Sell	62796.9→61411.1	+10.60	timeout
06-09 05:07	BTC	Sell	63548.8→63148.2	+2.70	timeout
06-08 23:03	BTC	Sell	63043.8→63404.2	-3.29	timeout
06-08 15:48	BTC	Sell	63069.8→63818.2	-6.36	timeout
06-07 14:49	BTC	Sell	61491.9→61757.1	-2.60	timeout
06-07 08:02	BTC	Sell	60586→62444.3	-15.81	stop_loss
06-07 02:19	BTC	Sell	60952→61274.1	-3.05	timeout
06-06 19:52	BTC	Sell	60997.9→60584	+2.91	timeout
06-06 10:49	BTC	Sell	61807.9→60352	+11.32	timeout
06-06 03:26	BTC	Sell	60982→60724	+1.67	timeout
06-05 18:52	BTC	Sell	62576.9→59454	+24.53	take_profit
06-05 06:21	BTC	Sell	63370.8→61650.1	+13.09	timeout
06-04 19:21	BTC	Sell	63507.8→63970.2	-4.08	timeout
06-04 02:01	BTC	Sell	65246.7→61990.1	+24.51	take_profit
06-04 00:29	BTC	Sell	66826.7→63491.2	+24.50	take_profit
06-03 17:10	BTC	Sell	67048.6→65761.3	+9.18	timeout
06-03 14:12	BTC	Sell	66822.7→66780.3	-0.11	timeout
06-03 06:05	BTC	Sell	67542.6→67175.4	+2.29	timeout
06-02 21:37	BTC	Sell	69470.5→67897.4	+10.89	timeout
06-02 14:53	BTC	Sell	70679.5→68180.4	+17.24	timeout
06-02 07:27	BTC	Sell	71495.4→69869.5	+11.00	timeout
06-01 23:59	BTC	Sell	72337.4→71432.6	+5.88	timeout
06-01 04:53	BTC	Sell	73472.3→73490.7	-0.56	timeout
05-31 19:58	BTC	Sell	73846.3→73555.7	+1.52	timeout
05-31 04:35	BTC	Sell	73927.3→74125.7	-1.76	timeout
05-30 09:18	BTC	Sell	73717.3→73523.7	+0.88	timeout
05-29 23:47	BTC	Sell	73478.3→73392.7	+0.14	timeout
05-29 16:09	BTC	Sell	73207.3→73872.7	-4.98	timeout
05-29 07:46	BTC	Sell	73438.3→73367.7	+0.05	timeout
05-29 00:52	BTC	Sell	73476.3→73754.7	-2.27	timeout
05-28 18:52	BTC	Sell	73062.3→73645.7	-4.37	timeout

Paper vs Live

Paper (trades.jsonl)

closed

49%

win rate

+168.18

total pnl ($)

+41.3 bps

avg bps net

Live (dry_run=0)

closed

50%

win rate

+1.48

total pnl ($)

+9.4 bps

avg bps net

Live: 2 trades (insufficient sample, <5)

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	81	49%	+41.3	+168.18

Recent bounces (last 20 of 1)

time	sym	side	reason
06-24 12:33	BTC	Sell	stale_intent

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…