hl_btc_eth_oi_share_rotation

not live
107
closed trades
53%
win rate
-27.33
total pnl ($)
1.549
weight
7d window — n=13 wr=54% pnl=+47.84  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-28 09:51BTCSell60157→60261-1.30timeout
06-27 22:42BTCSell60411→60189+1.36timeout
06-27 10:22BTCSell59894→60437-4.96timeout
06-26 22:41BTCSell59522→59924-3.81timeout
06-26 10:02BTCSell60117→59633+3.60timeout
06-25 13:53BTCSell61722.9→59003+21.57take_profit
06-25 09:27BTCSell60808→61634.1-7.23timeout
06-24 16:51BTCSell62598.9→59850+21.45take_profit
06-24 10:07BTCSell62685.9→62601.1+0.25timeout
06-23 21:18BTCSell62425.9→62460.1-0.73timeout
06-23 09:49BTCSell64208.8→62347.1+13.94timeout
06-22 18:04BTCBuy64138.2→64691.8+3.83timeout
06-22 05:58BTCBuy64137.2→64179.8-0.13timeout
06-21 08:58BTCBuy63899.2→63952.8-0.11timeout
06-20 20:53BTCBuy63370.2→63892.8+3.68timeout
06-20 08:53BTCBuy63165.2→63369.8+1.11timeout
06-19 20:47BTCBuy62632.1→63171.8+3.84timeout
06-19 08:59BTCBuy63072.2→62548.9-4.53timeout
06-18 15:40BTCBuy64265.2→62668.5-12.78stop_loss
06-18 09:17BTCBuy64273.2→64429.8+0.72timeout
06-17 21:19BTCBuy64992.2→64286.8-5.87timeout
06-17 09:04BTCBuy65834.3→64989.8-6.89timeout
06-16 21:12BTCBuy66741.3→65849.7-7.18timeout
06-16 08:50BTCBuy66486.3→66758.7+1.60timeout
06-15 20:45BTCBuy65743.3→66516.7+5.40timeout
06-15 08:40BTCBuy64006.2→65683.7+12.66timeout
06-14 20:12BTCBuy64423.2→63794.8-5.35timeout
06-14 08:12BTCBuy64253.2→64417.8+0.80timeout
06-13 20:12BTCBuy63788.2→64251.8+3.18timeout
06-13 08:10BTCBuy63549.2→63842.8+1.80timeout
06-12 20:08BTCBuy63259.2→63664.8+2.76timeout
06-12 08:26BTCBuy63407.2→63455.8-0.12timeout
06-11 20:09BTCBuy62769.1→63537.8+5.61timeout
06-11 07:59BTCBuy61970.1→62686.9+5.27timeout
06-10 19:51BTCBuy61658.1→61908.9+1.55timeout
06-10 03:14BTCBuy61663.1→62016.9+2.45timeout
06-09 14:39BTCBuy62862.1→61314.3-12.77stop_loss
06-09 00:48BTCBuy64008.2→62429.6-12.79stop_loss
06-08 15:04BTCBuy62997.1→63952.8+7.12timeout
06-08 03:02BTCBuy61812.1→63076.8+9.76timeout
06-07 01:57BTCSell60754→61459.1-6.21timeout
06-06 08:52BTCSell61517.9→61447.1+0.16timeout
06-05 18:44BTCSell62415.9→59674+21.54take_profit
06-05 06:03BTCBuy63530.2→61965.9-12.73stop_loss
06-04 21:11BTCBuy63346.2→63742.8+2.68timeout
06-04 00:26BTCBuy65291.3→63686-12.74stop_loss
06-03 19:54BTCBuy66945.3→65297.1-12.79stop_loss
06-03 11:31BTCBuy66348.3→67229.6+6.12timeout
06-02 14:08BTCBuy70243.5→68512.3-12.79stop_loss
06-02 08:56BTCBuy71391.6→69635.7-12.82stop_loss
06-01 15:31BTCBuy73398.7→71235.8-15.24stop_loss
06-01 01:39BTCBuy73867.7→73586.3-2.38timeout
05-31 11:44BTCBuy73777.7→73906.3+0.35timeout
05-30 21:41BTCBuy73529.7→73957.3+2.40timeout
05-29 23:22BTCBuy73654.7→73295.3-2.91timeout
05-29 11:10BTCBuy73556.7→73599.3-0.18timeout
05-28 23:04BTCSell73407.3→73551.7-1.36timeout
05-28 10:45BTCSell74618.3→73477.7+7.20timeout
05-27 22:45BTCBuy75869.8→74584.3-8.95timeout
05-27 10:44BTCBuy75750.8→75852.2+0.29timeout
05-26 22:44BTCBuy77463.9→75760.2-11.46timeout
05-26 10:43BTCBuy77111.9→77490.1+2.00timeout
05-25 22:43BTCBuy77478.9→77104.1-2.91timeout
05-25 10:43BTCBuy76676.8→77471.1+4.67timeout
05-24 22:43BTCBuy77132.9→76668.2-3.47timeout
05-24 10:42BTCBuy76521.8→77146.1+3.58timeout
05-23 22:42BTCBuy74716.7→76514.2+11.55timeout
05-23 10:42BTCBuy75653.8→74709.3-6.68timeout
05-22 20:30BTCBuy77464.9→75944.2-10.30timeout
05-22 08:30BTCBuy77665.9→77457.1-1.84timeout
05-21 20:30BTCBuy78002.9→77658.1-2.72timeout
05-21 08:30BTCBuy77671.9→77996.1+1.61timeout
05-20 19:43BTCBuy77352.9→77595.1+1.07timeout
05-20 07:43BTCBuy76859.8→77346.1+2.64timeout
05-19 19:43BTCBuy77264.9→76838.2-3.29timeout
05-19 07:43BTCBuy76748.8→77257.1+2.83timeout
05-18 19:43BTCBuy76922.8→76728.2-1.76timeout
05-16 16:17BTCBuy79048→79044-0.52timeout
05-16 04:16BTCBuy79138→79040-1.05timeout
05-12 10:43BTCBuy81724.1→81715.9-0.56timeout
05-12 03:47BTCBuy81212.1→81715.9+2.66timeout
05-11 03:47BTCBuy81277.1→80702-4.05timeout
05-10 15:36BTCBuy80744→81027.9+1.28timeout
05-10 02:36BTCBuy80223→80720+2.64timeout
05-09 14:35BTCBuy80413→80215-1.69timeout
05-09 02:35BTCBuy80105→80405+1.44timeout
05-08 14:36BTCBuy79604→80050+2.34timeout
05-08 02:34BTCBuy80204→79596-4.28timeout
05-07 14:35BTCSell80971→80178+4.49timeout
05-07 01:19BTCBuy82120.1→81017.9-7.13timeout
05-06 09:40BTCSell80079→82046.1-12.66stop_loss
05-04 20:14BTCBuy79735→80079+1.76timeout
05-04 08:13BTCBuy78718.9→79727+5.94timeout
05-03 20:12BTCBuy78409.9→78711.1+1.42timeout
05-03 08:12BTCBuy78409.9→78402.1-0.45timeout
05-02 20:11BTCBuy78194.9→78402.1+0.88timeout
05-02 08:10BTCBuy78266.9→78187.1-0.96timeout
05-01 20:10BTCBuy77109.9→78259.1+7.03timeout
04-30 08:09BTCBuy75604→76065.2+2.63timeout
04-29 18:09BTCBuy76960→75112-12.46stop_loss

Paper vs Live

Paper (trades.jsonl)
107
closed
53%
win rate
-27.33
total pnl ($)
-4.8 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC10753%-4.8-27.33

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 02:36BTCBuy+2.64The market was in a mild uptrend with BTC gaining 0.58% in the hour and 3.15% over 24 hours, supported by negative funding rates. The thesis failed because the trade was closed by timeout before the anticipated move materialized, likely due to insufficient …
05-09 14:35BTCBuy-1.69The market was in a low-funding, sideways grind with no directional catalyst, causing the position to drift without profit or loss. The thesis failed because the trade expired before any meaningful move materialized, as the timeout close_reason indicates th…
05-09 02:35BTCBuy+1.44The market was in a mild downtrend with BTC declining 1.5% over 24 hours and negative momentum across the 1h and 7d periods. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the h…
05-08 14:36BTCBuy+2.34The market was in a mild downtrend with BTC declining 2.2% over 24 hours and negative funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period.
05-08 02:34BTCBuy-4.28The market was in a mild intraday uptick but remained in a broader downtrend over the past week. The thesis failed because the trade was closed due to a timeout, likely from insufficient price movement within the expected timeframe.
05-07 14:35BTCSell+4.49The market was in a mild downtrend with BTC declining 1.56% over 24 hours and negative across all timeframes. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the allowed window.
05-07 01:19BTCBuy-7.13BTC was trading in a narrow range with low volatility, showing a slight hourly gain but a weekly decline. The thesis failed because the trade was not triggered before the timeout, resulting in a small negative PnL from the entry not being executed.
05-06 09:40BTCSell-12.66The market was in a persistent downtrend across timeframes, with BTC declining 1.39% in 24 hours and 2.77% over the week. The short thesis failed because the stop-loss was triggered by a temporary intraday bounce against the prevailing bearish momentum.
05-04 20:14BTCBuy+1.76The market was in a tight consolidation phase with neutral funding rates and flat daily momentum, creating a low-volatility environment. The trade failed to generate profit because the position was forcibly closed due to a timeout, preventing any potential …
05-02 20:11BTCBuy+0.88BTC was trading flat to slightly positive in the hour before close ($78,421, +0.35% on the day) with neutral funding rates (-0.00105%) and elevated total OI ($4.07B), providing no directional catalyst to extend the position. The trade's thesis worked partia…