funding_spread_persistence_filter_v3

not live
74
closed trades
50%
win rate
-118.17
total pnl ($)
0.780
weight
7d window — n=22 wr=41% pnl=-49.75  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 74 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 03:17BTCBuy64186.2→64207.8-0.32timeout
06-21 20:36BTCBuy63924.2→64026.8+0.35timeout
06-21 14:03BTCBuy64209.2→64074.8-1.46timeout
06-21 08:00BTCBuy63915.2→64157.8+1.45timeout
06-21 01:36BTCBuy63371.2→64211.8+6.16timeout
06-20 18:59BTCBuy63725.2→63773.8-0.06timeout
06-20 08:40BTCBuy63013.2→63442.8+2.90timeout
06-20 02:33BTCBuy63202.2→63449.8+1.51timeout
06-19 20:30BTCBuy62656.1→63050.8+2.68timeout
06-19 11:34BTCBuy62880.1→62598.9-2.65timeout
06-19 05:11BTCBuy62455.1→62608.9+0.81timeout
06-18 15:57BTCBuy63936.2→62354.7-12.76stop_loss
06-18 15:57BTCBuy63937.2→62354.7-12.68stop_loss
06-18 09:54BTCBuy64237.2→64220.8-0.63timeout
06-17 22:05BTCBuy64830.2→63949.8-7.23timeout
06-17 19:38BTCBuy65845.3→64224.7-12.76stop_loss
06-17 15:37BTCBuy65794.3→65406.7-3.39timeout
06-17 07:28BTCBuy65683.3→65518.7-1.70timeout
06-17 00:14BTCBuy66529.3→65718.7-6.57timeout
06-16 13:03BTCBuy66267.3→66427.7+0.72timeout
06-16 04:17BTCBuy67159.4→66090.7-8.38timeout
06-15 22:13BTCBuy65729.3→66350.7+4.25timeout
06-15 15:40BTCBuy65765.3→66776.7+7.24timeout
06-15 09:01BTCBuy63997.2→65657.7+12.53timeout
06-14 22:25BTCBuy64599.2→65112.7+3.50timeout
06-14 10:46BTCBuy64489.2→64531.8-0.13timeout
06-14 04:19BTCBuy64057.2→64495.8+3.00timeout
06-13 22:16BTCBuy63739.2→64368.8+4.47timeout
06-13 14:41BTCBuy63677.2→64185.8+3.52timeout
06-13 08:37BTCBuy63522.2→63836.8+1.98timeout
06-13 02:04BTCBuy63366.2→63776.8+2.76timeout
06-12 18:05BTCBuy63375.2→63820.8+3.06timeout
06-12 10:52BTCBuy63497.2→63677.8+0.94timeout
06-12 04:49BTCBuy62641.1→63691.8+7.90timeout
06-11 22:32BTCBuy62868.1→63539.8+4.83timeout
06-11 15:11BTCBuy62050.1→62692.9+4.68timeout
06-11 08:59BTCBuy61780.1→62918.9+8.71timeout
06-11 02:57BTCBuy61854.1→62172.9+2.10timeout
06-10 20:31BTCBuy61573.1→61800.9+1.37timeout
06-10 05:54BTCBuy61684.1→62016.9+2.30timeout
06-09 15:56BTCBuy62600.1→61060.4-12.77stop_loss
06-09 14:18BTCBuy63319.2→61761-12.76stop_loss
06-09 11:48BTCBuy62989.1→62600.9-3.51timeout
06-09 04:51BTCBuy63569.2→63301.8-2.55timeout
06-08 22:48BTCBuy63123.2→63213.8+0.25timeout
06-08 15:47BTCBuy63101.2→63815.8+5.19timeout
06-08 04:10BTCBuy62004.1→62960.9+7.26timeout
06-07 14:36BTCBuy61187.1→62248.9+8.22timeout
06-07 08:22BTCBuy60592→62399.9+14.50timeout
06-07 02:19BTCBuy60933→61265.9+2.24timeout
06-06 07:26BTCBuy59665→60856+9.50timeout
06-06 04:34BTCBuy60940→59441.3-12.75stop_loss
06-05 14:26BTCBuy61904.1→60381.8-12.74stop_loss
06-05 14:06BTCBuy62014.1→60488.7-12.75stop_loss
06-05 05:59BTCBuy63772.2→62202.8-12.74stop_loss
06-05 05:52BTCBuy63504.2→62929.9-4.94timeout
06-04 22:30BTCBuy62418.1→63338.8+6.95timeout
06-04 10:27BTCBuy64137.2→62559.6-12.72stop_loss
06-04 00:26BTCBuy65352.3→63744.9-12.74stop_loss
06-03 20:43BTCBuy66804.3→65161.1-12.76stop_loss
06-03 16:27BTCBuy67153.4→65502-12.77stop_loss
06-03 11:33BTCBuy66509.3→67225.6+4.87timeout
06-03 03:49BTCBuy67283.4→65622.9-12.79stop_loss
06-02 14:09BTCBuy70175.5→68447.3-12.78stop_loss
06-02 12:18BTCBuy70934.5→69189.9-12.80stop_loss
06-02 07:02BTCBuy71561.6→69799.6-12.83stop_loss
06-02 00:28BTCBuy72208.6→71174.4-7.69timeout
06-01 04:39BTCBuy73518.7→73402.3-1.25timeout
05-31 19:59BTCBuy73846.7→73540.3-2.52timeout
05-31 12:12BTCBuy73875.7→73863.3-0.60timeout
05-30 22:21BTCBuy73617.7→73826.3+0.91timeout
05-30 09:12BTCBuy73733.7→73495.3-2.09timeout
05-29 23:49BTCBuy73455.7→73396.3-0.86timeout
05-29 02:15BTCBuy73288.7→73608.3+1.66timeout

Paper vs Live

Paper (trades.jsonl)
74
closed
50%
win rate
-118.17
total pnl ($)
-31.7 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC7450%-31.7-118.17

Recent bounces (last 20 of 2)

timesymsidereason
06-22 14:22BTCBuystale_intent
06-22 07:59BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
no postmortems