funding_spread_zscore_fear_gate_vixtvl · strategy

closed trades

48%

win rate

-157.68

total pnl ($)

1.015

weight

7d window — n=14 wr=57% pnl=-20.98 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 63 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 06:35	BTC	Buy	59590→60097	+3.79	timeout
06-27 11:30	BTC	Buy	59932→60225	+1.97	timeout
06-27 05:29	BTC	Buy	60152→60127	-0.65	timeout
06-26 23:14	BTC	Buy	59447→60040	+4.52	timeout
06-26 16:56	BTC	Buy	59860→60015	+0.80	timeout
06-26 10:28	BTC	Buy	59782→59747	-0.76	timeout
06-26 04:03	BTC	Buy	59516→59867	+2.54	timeout
06-25 13:45	BTC	Buy	61717.1→59827.1	-15.75	stop_loss
06-25 05:15	BTC	Buy	59842→61607.9	+14.31	timeout
06-24 15:02	BTC	Buy	62617.1→60971	-13.57	timeout
06-24 07:52	BTC	Buy	62317.1→62603.9	+1.81	timeout
06-23 21:16	BTC	Buy	62442.1→62500.9	+0.02	timeout
06-23 07:03	BTC	Buy	64358.2→62909.9	-11.72	timeout
06-23 00:56	BTC	Buy	65118.3→64094.8	-8.30	timeout
06-22 18:02	BTC	Buy	64167.2→64639.8	+3.21	timeout
06-22 10:45	BTC	Buy	63658.2→64091.8	+2.91	timeout
06-22 04:20	BTC	Buy	64154.2→63873.8	-2.66	timeout
06-21 09:19	BTC	Buy	63943.2→63939.8	-0.55	timeout
06-21 03:08	BTC	Buy	63870.2→64229.8	+2.36	timeout
06-20 05:59	BTC	Buy	63190.2→63649.8	+3.19	timeout
06-19 23:49	BTC	Buy	62649.1→63294.8	+4.69	timeout
06-19 18:10	BTC	Buy	62798.1→63086.8	+1.85	timeout
06-19 11:35	BTC	Buy	62868.1→62588.9	-2.63	timeout
06-18 16:09	BTC	Buy	64092.2→62600.9	-11.93	timeout
06-18 09:56	BTC	Buy	64192.2→64160.8	-0.74	timeout
06-18 04:11	BTC	Buy	65711.3→63887.8	-14.34	timeout
06-17 21:58	BTC	Buy	64860.2→64187.8	-5.63	timeout
06-17 15:36	BTC	Buy	65804.3→65368.7	-3.75	timeout
06-17 09:35	BTC	Buy	65678.3→64923.8	-6.24	timeout
06-17 03:25	BTC	Buy	65779.3→65686.7	-1.18	timeout
06-16 21:34	BTC	Buy	66685.3→65685.7	-7.99	timeout
06-16 14:59	BTC	Buy	65675.3→65583.7	-1.19	timeout
06-16 08:48	BTC	Buy	66522.3→66605.7	+0.18	timeout
06-16 02:32	BTC	Buy	66476.3→65862.7	-5.07	timeout
06-15 20:43	BTC	Buy	65763.3→66600.7	+5.88	timeout
06-14 22:49	BTC	Buy	64535.2→65382.7	+6.09	timeout
06-14 05:13	BTC	Buy	63944.2→64314.8	+2.46	timeout
06-13 23:01	BTC	Buy	63840.2→64437.8	+4.22	timeout
06-13 16:37	BTC	Buy	63578.2→63964.8	+2.60	timeout
06-13 02:07	BTC	Buy	63526.2→63771.8	+1.46	timeout
06-12 08:21	BTC	Buy	63480.2→63532.8	-0.09	timeout
06-12 02:13	BTC	Buy	62794.1→63643.8	+6.26	timeout
06-11 09:12	BTC	Buy	61524.1→62812.9	+9.97	timeout
06-11 03:10	BTC	Buy	61939.1→62061.9	+0.51	timeout
06-10 04:51	BTC	Buy	61350.1→62016.9	+5.04	timeout
06-09 23:06	BTC	Buy	62574.1→62016.9	-4.85	timeout
06-09 14:57	BTC	Buy	62802.1→61385.9	-11.74	timeout
06-09 04:12	BTC	Buy	63841.2→62925.9	-7.61	timeout
06-08 21:56	BTC	Buy	63421.2→63707.8	+1.79	timeout
06-08 15:47	BTC	Buy	63109.2→63834.8	+5.22	timeout
06-07 03:17	BTC	Buy	60602→61489.9	+6.85	timeout
06-06 21:14	BTC	Buy	61240.1→60804	-3.98	timeout
06-06 04:15	BTC	Buy	61888.1→59992	-15.77	stop_loss
06-06 03:22	BTC	Buy	60704→60816	+0.47	timeout
06-05 13:59	BTC	Buy	62591.1→60676.6	-15.75	stop_loss
06-05 06:03	BTC	Buy	63971.2→62013.9	-15.71	stop_loss
06-04 00:39	BTC	Buy	64997.2→63009.3	-15.74	stop_loss
06-03 23:51	BTC	Buy	66146.3→64115.7	-15.80	stop_loss
06-03 18:01	BTC	Buy	67301.4→65985.7	-10.25	timeout
06-03 16:10	BTC	Buy	66371.3→66175.7	-1.95	timeout
06-03 03:50	BTC	Buy	67583.4→65514.9	-15.76	stop_loss
06-02 15:26	BTC	Buy	69415.5→67287	-15.79	stop_loss
05-31 05:28	BTC	Buy	73929.7→74114.3	+0.77	timeout

Paper vs Live

Paper (trades.jsonl)

closed

48%

win rate

-157.68

total pnl ($)

-49.9 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	63	48%	-49.9	-157.68

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

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