hl_funding_extreme_persistence_streak · strategy

152

closed trades

47%

win rate

-4.71

total pnl ($)

1.260

weight

7d window — n=15 wr=47% pnl=+1.56 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-29 05:01	BTC	Sell	59618→59747	-1.53	timeout
06-28 13:00	BTC	Sell	60102→60253	-1.70	timeout
06-28 01:03	BTC	Sell	60514→60111	+2.87	timeout
06-27 04:00	BTC	Buy	59909→60281	+2.66	timeout
06-26 11:12	BTC	Buy	58931.9→59442	+3.86	timeout
06-26 02:16	BTC	Buy	59496→58388.9	-9.75	stop_loss
06-25 13:44	BTC	Buy	61166.1→60029	-9.74	stop_loss
06-25 06:03	BTC	Sell	61091.9→61639.1	-4.94	timeout
06-24 15:08	BTC	Sell	62849.9→60826	+15.64	take_profit
06-24 11:06	BTC	Sell	62550.9→62349.1	+1.17	timeout
06-24 03:06	BTC	Sell	62365.9→62556.1	-1.96	timeout
06-23 19:03	BTC	Buy	62384.1→62238.9	-1.62	timeout
06-23 08:28	BTC	Sell	63997.8→61953.1	+15.51	take_profit
06-23 03:00	BTC	Sell	64324.8→64162.2	+0.81	timeout
06-22 13:36	BTC	Sell	64129.8→65325.9	-9.74	stop_loss
06-22 07:05	BTC	Buy	63691.2→64074.8	+2.56	timeout
06-21 23:04	BTC	Buy	64196.2→63639.8	-4.78	timeout
06-21 12:25	BTC	Sell	64467.8→64000.2	+3.15	timeout
06-21 04:21	BTC	Sell	63923.8→64465.2	-4.69	timeout
06-20 20:18	BTC	Sell	63733.8→63927.2	-1.98	timeout
06-20 12:16	BTC	Sell	63396.8→63685.2	-2.71	timeout
06-20 04:11	BTC	Sell	63034.8→63392.2	-3.29	timeout
06-19 20:05	BTC	Sell	62625.9→63017.2	-3.56	timeout
06-19 12:16	BTC	Sell	62842.9→62507.1	+2.19	timeout
06-19 04:00	BTC	Sell	62963.9→62755.1	+1.19	timeout
06-18 10:24	BTC	Buy	64675.2→63880.8	-6.63	timeout
06-18 02:31	BTC	Sell	65437.7→64689.2	+5.29	timeout
06-17 16:26	BTC	Sell	64935.8→66144.4	-9.76	stop_loss
06-17 10:21	BTC	Sell	65906.7→64911.2	+7.13	timeout
06-17 02:11	BTC	Sell	66075.7→65830.3	+1.42	timeout
06-16 18:02	BTC	Sell	66481.7→65990.3	+3.27	timeout
06-16 10:04	BTC	Sell	66310.7→66481.3	-1.74	timeout
06-16 01:35	BTC	Sell	66733.7→66354.3	+2.39	timeout
06-15 13:19	BTC	Sell	65617.7→66841.7	-9.78	stop_loss
06-15 09:23	BTC	Sell	65396.7→65692.3	-2.71	timeout
06-14 21:40	BTC	Sell	63926.8→65119.8	-9.77	stop_loss
06-14 17:19	BTC	Sell	64301.8→63946.2	+2.34	timeout
06-14 09:18	BTC	Sell	64651.8→64343.2	+1.95	timeout
06-14 01:14	BTC	Sell	63938.8→64625.2	-5.83	timeout
06-13 17:12	BTC	Sell	63783.8→63952.2	-1.77	timeout
06-13 09:07	BTC	Sell	63623.8→63812.2	-1.90	timeout
06-13 01:06	BTC	Sell	64053.8→63624.2	+2.93	timeout
06-12 13:04	BTC	Sell	63609.8→63402.2	+1.21	timeout
06-12 05:00	BTC	Sell	63371.8→63667.2	-2.76	timeout
06-11 19:00	BTC	Sell	63093.8→63416.2	-2.96	timeout
06-11 08:48	BTC	Sell	61885.9→63039.7	-9.73	stop_loss
06-11 01:01	BTC	Sell	62201.9→61878.1	+2.16	timeout
06-10 16:59	BTC	Buy	61232.1→62193.9	+7.38	timeout
06-09 21:35	BTC	Sell	62277.9→62023.1	+1.57	timeout
06-09 13:30	BTC	Sell	63306.8→62304.1	+7.46	timeout
06-09 05:25	BTC	Sell	63666.8→63327.2	+2.22	timeout
06-08 21:23	BTC	Sell	63807.8→63661.2	+0.71	timeout
06-08 11:36	BTC	Sell	62597.9→63771.1	-9.81	stop_loss
06-07 22:14	BTC	Sell	61808.9→62959.6	-9.76	stop_loss
06-07 21:10	BTC	Sell	61716.9→61792.1	-1.07	timeout
06-07 08:48	BTC	Sell	61776.9→62929.6	-9.78	stop_loss
06-07 04:42	BTC	Sell	60703→61833	-9.76	stop_loss
06-06 12:03	BTC	Sell	60840→60935	-1.25	timeout
06-05 20:50	BTC	Sell	60387→61511.8	-9.76	stop_loss
06-05 13:56	BTC	Sell	63044.8→61028.1	+15.55	take_profit
06-05 06:19	BTC	Sell	63831.8→61795.1	+15.48	take_profit
06-04 23:59	BTC	Sell	63936.8→63857.2	+0.17	timeout
06-04 15:10	BTC	Sell	63872.8→64282.2	-3.66	timeout
06-04 00:38	BTC	Sell	65285.7→63202.2	+15.50	take_profit
06-04 00:27	BTC	Sell	65709.7→63613.2	+15.50	take_profit
06-03 12:32	BTC	Sell	66299.7→67066.4	-6.24	timeout
06-03 02:01	BTC	Sell	67513.6→66778.3	+5.00	timeout
06-02 14:27	BTC	Sell	69970.5→67730.4	+15.57	take_profit
06-02 10:33	BTC	Sell	70711.5→69596.5	+7.48	timeout
06-02 00:51	BTC	Sell	71340.4→71203.6	+0.56	timeout
06-01 04:09	BTC	Sell	73667.3→73649.7	-0.31	timeout
05-31 16:22	BTC	Sell	73935.3→73593.7	+1.88	timeout
05-31 07:44	BTC	Sell	73770.3→73828.7	-0.80	timeout
05-30 17:41	BTC	Sell	73522.3→73907.7	-3.03	timeout
05-30 17:00	BTC	Sell	73483.3→73889.7	-3.18	timeout
05-30 00:32	BTC	Sell	73866.3→73403.7	+2.70	timeout
05-29 14:34	BTC	Sell	73677.3→72834.6	+5.31	timeout
05-29 04:46	BTC	Sell	73620.3→73394.7	+1.12	timeout
05-29 04:46	BTC	Sell	73620.3→73225.7	+2.27	timeout
05-28 20:00	BTC	Sell	73469.3→73420.7	-0.07	timeout
05-28 10:00	BTC	Sell	74338.3→73516.7	+5.07	timeout
05-28 02:00	BTC	Sell	74766.3→74343.7	+2.39	timeout
05-27 13:59	BTC	Buy	75687.8→75030.2	-4.78	timeout
05-27 01:59	BTC	Sell	75898.2→75834.8	-0.05	timeout
05-26 15:00	BTC	Buy	76874.8→76872.2	-0.48	timeout
05-26 07:00	BTC	Buy	77070.9→76867.2	-1.77	timeout
05-25 12:01	BTC	Buy	77031.9→77249.1	+0.93	timeout
05-25 04:02	BTC	Buy	76700.8→77024.1	+1.64	timeout
05-24 20:02	BTC	Buy	77244.9→76693.2	-4.04	timeout
05-24 12:02	BTC	Sell	76761.2→77245.9	-3.59	timeout
05-24 04:01	BTC	Buy	75944.8→76780.2	+5.02	timeout
05-23 20:01	BTC	Buy	74743.7→75937.2	+7.51	timeout
05-23 12:00	BTC	Sell	75597.2→74738.7	+5.23	timeout
05-23 04:00	BTC	Sell	75820.2→75602.8	+0.98	timeout
05-22 19:59	BTC	Sell	77402.1→75814.8	+9.82	timeout
05-22 09:00	BTC	Sell	77325.1→77218.9	+0.28	timeout
05-21 23:02	BTC	Sell	76998.1→77564.9	-4.10	timeout
05-21 15:02	BTC	Sell	77585.1→76988.8	+3.42	timeout
05-21 07:03	BTC	Sell	77442.1→77586.9	-1.36	timeout
05-20 23:02	BTC	Sell	77431.1→77447.9	-0.54	timeout

Paper vs Live

Paper (trades.jsonl)

152

closed

47%

win rate

-4.71

total pnl ($)

-0.8 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	152	47%	-0.8	-4.71

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-10 06:06	BTC	Buy	-0.76	BTC was trading in a narrow range with low volatility, showing a slight 1-hour decline but a positive 24-hour trend. The trade failed because the timeout close_reason indicates the position was held too long without reaching a target or stop, likely due to …
05-09 22:05	BTC	Buy	+2.08	BTC was trading in a narrow, low-volatility range with mixed short-term momentum and neutral funding. The thesis failed because the trade expired via timeout without reaching target or stop, as the market lacked directional conviction to trigger an exit.
05-09 14:05	BTC	Sell	-0.01	The market was in a mild downtrend with BTC down 1.62% over 24 hours and negative funding. The thesis failed because the trade expired without reaching a fill, as the timeout close_reason indicates no entry was executed.
05-09 06:04	BTC	Sell	-1.12	The market was in a mild downtrend with low volatility, as BTC showed slight declines across all timeframes. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the holding period.
05-08 22:04	BTC	Sell	-3.60	The market was in a mild intraday uptick but remained in a broader downtrend over 24 hours and 7 days. The short thesis failed because the trade was closed by timeout before the expected move materialized, likely due to low volatility or a slow grind higher.
05-08 14:04	BTC	Sell	-2.49	The market was in a low-funding, sideways consolidation with stable open interest, offering no clear directional momentum. The thesis failed because the trade was closed by timeout without a price trigger, as the lack of volatility prevented the short from …
05-08 06:03	BTC	Sell	+1.05	The market was in a low-funding, sideways consolidation with moderate open interest. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted timeframe.
05-07 22:01	BTC	Sell	+4.20	BTC was in a mild intraday uptick but remained in a broader weekly downtrend with low funding. The short thesis failed because the trade expired via timeout before the expected bearish continuation materialized.
05-07 13:20	BTC	Sell	+0.12	BTC was in a mild downtrend across all timeframes with low funding and declining open interest. The short thesis failed to trigger an entry before the timeout, as the market lacked the volatility needed to reach the intended price level.
05-07 05:19	BTC	Sell	+1.15	The market was in a mild downtrend with BTC declining 1.56% over 24 hours and negative funding. The thesis failed because the trade was closed by timeout, indicating the expected move did not materialize within the allotted time.

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