hl_funding_term_spread_fade

not live
187
closed trades
45%
win rate
-124.56
total pnl ($)
0.850
weight
7d window — n=28 wr=43% pnl=-26.10  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 100 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-22 06:42BTCBuy63650.2→64026.8+2.50timeout
06-22 00:34BTCBuy64079.2→63740.8-3.10timeout
06-21 18:19BTCBuy64251.2→63975.8-2.58timeout
06-21 12:05BTCSell64364.8→64178.2+0.98timeout
06-21 06:03BTCBuy63962.2→64191.8+1.34timeout
06-21 00:02BTCBuy64026.2→64234.8+1.14timeout
06-20 17:59BTCBuy63728.2→63819.8+0.27timeout
06-20 11:51BTCSell63430.8→63730.2-2.80timeout
06-20 05:48BTCSell63092.8→63591.2-4.40timeout
06-19 23:47BTCSell63216.8→63282.2-0.96timeout
06-19 17:38BTCSell62411.9→63009.2-5.23timeout
06-19 11:34BTCSell62752.9→62595.1+0.78timeout
06-19 05:31BTCSell62938.9→62644.1+1.87timeout
06-18 23:46BTCSell62805.9→62865.1-0.95timeout
06-18 15:36BTCBuy64216.2→63022.3-9.74stop_loss
06-18 11:30BTCBuy64297.2→64031.8-2.54timeout
06-18 05:34BTCBuy64304.2→63918.8-3.46timeout
06-17 23:27BTCSell65310.7→64436.2+6.24timeout
06-17 17:16BTCBuy64963.2→65810.7+6.05timeout
06-17 11:15BTCSell65783.7→64583.2+8.70timeout
06-17 05:18BTCSell65734.7→65760.3-0.63timeout
06-16 23:10BTCSell65800.7→65746.3-0.01timeout
06-16 14:31BTCBuy66674.3→65433-9.78stop_loss
06-16 11:06BTCBuy65774.3→66500.7+5.05timeout
06-16 04:59BTCBuy66476.3→65844.7-5.19timeout
06-15 22:54BTCSell66589.7→66196.3+2.52timeout
06-15 13:19BTCSell65630.7→66852.8-9.76stop_loss
06-15 10:52BTCSell65462.7→65723.3-2.44timeout
06-15 04:46BTCBuy64026.2→65656.7+12.27timeout
06-14 22:43BTCBuy63893.2→65366.7+11.07timeout
06-14 16:43BTCBuy64454.2→64129.8-2.98timeout
06-14 10:40BTCSell64513.8→64607.2-1.17timeout
06-14 04:36BTCSell64224.8→64438.2-2.13timeout
06-13 22:35BTCSell64151.8→64518.2-3.30timeout
06-13 16:30BTCSell63771.8→63961.2-1.94timeout
06-13 11:20BTCSell63579.8→63953.2-3.35timeout
06-13 05:17BTCSell63614.8→63527.2+0.23timeout
06-12 23:16BTCBuy64278.2→63469.8-6.78timeout
06-12 16:26BTCSell63459.8→63887.2-3.80timeout
06-12 10:41BTCSell63560.8→63647.2-1.11timeout
06-12 04:34BTCBuy63377.2→63693.8+2.03timeout
06-11 22:26BTCBuy62916.1→63525.8+4.35timeout
06-11 16:20BTCBuy62801.1→62779.9-0.66timeout
06-11 10:15BTCSell62147.9→62892.1-6.39timeout
06-11 04:03BTCSell61818.9→62623.1-6.91timeout
06-10 21:58BTCBuy62114.1→61171.9-8.04timeout
06-10 15:51BTCBuy61657.1→62346.9+5.13timeout
06-09 23:58BTCSell61083.9→62023.1-8.16timeout
06-09 14:29BTCBuy62652.1→61486.2-9.76stop_loss
06-09 11:53BTCBuy62725.1→62605.9-1.38timeout
06-09 05:52BTCSell63717.8→63364.2+2.34timeout
06-08 23:52BTCBuy63963.2→63035.8-7.71timeout
06-08 17:45BTCBuy63325.2→63372.8-0.11timeout
06-08 11:42BTCBuy63166.2→63696.8+3.74timeout
06-07 22:14BTCSell62095.9→63251.8-9.76stop_loss
06-07 22:14BTCSell61677.9→62826.5-9.76stop_loss
06-07 17:38BTCSell62506.9→62292.1+1.26timeout
06-07 08:46BTCSell61630.9→62778.5-9.76stop_loss
06-07 05:20BTCBuy60851→61960.9+8.68timeout
06-06 23:14BTCBuy60591→60719+0.63timeout
06-06 17:11BTCSell61233.9→60657+4.25timeout
06-06 11:03BTCSell60864→60657+1.24timeout
06-05 23:33BTCBuy61630.1→60483.7-9.76stop_loss
06-05 21:03BTCSell60706→61836-9.76stop_loss
06-05 14:04BTCSell62527.9→60533+15.50take_profit
06-05 11:47BTCSell62776.9→62160.1+4.47timeout
06-05 04:57BTCSell63522.8→63222.2+1.90timeout
06-04 17:32BTCBuy64231.2→63036.3-9.76stop_loss
06-04 17:08BTCBuy63287.2→63459.8+0.89timeout
06-04 10:49BTCSell64397.8→62343.1+15.47take_profit
06-04 00:38BTCSell65284.7→63201.2+15.50take_profit
06-03 19:52BTCBuy66731.3→65490-9.77stop_loss
06-03 12:44BTCBuy66433.3→66933.7+3.33timeout
06-03 11:54BTCBuy65907.3→67042.6+8.12timeout
06-03 03:33BTCBuy67251.4→65998.7-9.77stop_loss
05-31 21:48BTCSell73840.3→73889.7-0.78timeout
05-31 13:45BTCSell74065.3→73861.7+0.92timeout
05-31 07:44BTCBuy73778.7→73822.3-0.20timeout
05-31 05:28BTCSell73956.3→74124.7-1.57timeout
05-30 17:41BTCSell73522.3→73907.7-3.03timeout
05-30 07:32BTCBuy73351.7→73514.3+0.65timeout
05-29 20:50BTCBuy73215.7→73696.3+2.82timeout
05-29 14:34BTCSell73678.3→72824.6+5.39timeout
05-29 06:18BTCSell73673.3→73387.7+1.53timeout
05-29 00:24BTCSell73289.3→73822.7-4.04timeout
05-28 18:05BTCSell73470.3→73585.7-1.19timeout
05-28 11:57BTCSell73162.3→73482.7-2.62timeout
05-28 05:57BTCSell74307.3→72981.6+8.48timeout
05-27 23:57BTCBuy75275.8→74414.3-6.19timeout
05-27 17:56BTCBuy75862.8→74776.3-7.63timeout
05-27 11:56BTCSell75635.2→75743.8-1.21timeout
05-27 05:55BTCSell75903.2→75670.8+1.04timeout
05-26 23:54BTCSell76239.2→75886.8+1.87timeout
05-26 17:52BTCBuy76632.8→76021.2-4.45timeout
05-26 11:52BTCBuy76611.8→77207.1+3.43timeout
05-26 05:52BTCSell77268.1→76830.8+2.38timeout
05-25 16:03BTCBuy77339.9→77535.1+0.78timeout
05-25 10:03BTCBuy77011.9→77534.1+2.89timeout
05-25 04:03BTCBuy76673.8→77010.1+1.73timeout
05-24 22:03BTCBuy76698.8→76516.2-1.64timeout

Paper vs Live

Paper (trades.jsonl)
187
closed
45%
win rate
-124.56
total pnl ($)
-13.3 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC18745%-13.3-124.56

Recent bounces (last 20 of 1)

timesymsidereason
06-21 23:06BTCBuystale_intent

Postmortem feed (last 10)

timesymsidepnlnarrative
05-10 09:28BTCBuy+0.96The market was in a low-funding, sideways regime with stable open interest, offering no clear directional catalyst. The thesis failed because the trade expired without reaching a target or stop, as the lack of volatility prevented any meaningful price movem…
05-10 03:26BTCBuy-0.93The market was in a neutral to slightly bearish regime with negative funding and moderate open interest. The thesis failed because the trade was closed due to a timeout, indicating the expected price movement did not materialize within the allotted time.
05-09 21:27BTCBuy+2.10BTC was trading in a narrow range near $79,953 with low volatility and mixed short-term momentum. The trade was closed by timeout, failing to reach a profit target because the market lacked directional conviction to trigger an exit.
05-09 15:25BTCSell-1.29BTC was trading in a narrow, low-volatility range near $79,495 with minimal directional bias across timeframes. The short thesis failed because the trade expired via timeout without reaching a target or stop, as the market lacked the momentum needed to gene…
05-09 09:24BTCSell-0.79The market was in a mild intraday uptick within a broader weekly downtrend, with BTC up 0.05% on the hour but down over 2% on the week. The short thesis failed because the trade was closed by timeout before the anticipated continuation of the weekly bearish…
05-09 03:22BTCBuy+2.30The market was in a mild downtrend with negative 24h and 7d performance for both BTC and ETH. The thesis failed because the trade was closed due to timeout, indicating the anticipated move did not materialize within the expected timeframe.
05-08 21:22BTCBuy+2.37The market was in a short-term uptrend with BTC gaining 0.47% in the hour, but the broader 24-hour and weekly trends remained negative. The thesis failed because the trade was closed due to a timeout, indicating the expected move did not materialize within …
05-08 15:22BTCSell-3.90The market was in a sustained downtrend across timeframes, with BTC falling 2.45% in 24 hours and negative funding. The short thesis failed because the trade was closed by timeout before the downtrend could fully materialize into a profitable exit.
05-08 09:20BTCSell-1.83The market was in a mild downtrend with BTC falling 2% over 24 hours and negative momentum across crypto. The short thesis failed because the trade was closed by timeout before the expected move materialized, resulting in a small loss from funding costs.
05-08 03:19BTCSell+2.11The market was in a mild short-term uptrend with low funding and declining weekly momentum, suggesting a range-bound or consolidating regime. The thesis failed because the trade was closed by timeout before the expected move materialized, as the market rema…