hl_oi_direction_persistence_signal

not live
14
closed trades
21%
win rate
-30.83
total pnl ($)
1.147
weight
7d window — n=3 wr=33% pnl=-12.66  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 14 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-23 13:04BTCBuy62917.1→62167.9-6.37timeout
06-23 02:04BTCSell64616.8→64111.2+3.45timeout
06-22 01:26BTCSell63369.8→64549.5-9.75stop_loss
06-17 16:27BTCSell65010.7→66225.4-9.80stop_loss
06-16 20:20BTCSell65716.7→65789.3-0.98timeout
06-15 23:04BTCSell66831.7→66168.3+4.52timeout
06-13 01:32BTCBuy63647.2→63641.8-0.51timeout
06-11 18:06BTCSell63037.8→63397.2-3.27timeout
06-03 00:05BTCSell67542.6→66698.3+5.80timeout
05-27 01:01BTCSell75807.2→76035.8-1.96timeout
05-19 03:59BTCBuy77102.9→76742.2-2.81timeout
05-12 04:43BTCSell81715.9→81724.1-0.47timeout
05-03 03:38BTCBuy79074→78149.1-6.29timeout
04-30 00:01BTCBuy76060→75765-2.39timeout

Paper vs Live

Paper (trades.jsonl)
14
closed
21%
win rate
-30.83
total pnl ($)
-44.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC1421%-44.2-30.83

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-03 03:38BTCBuy-6.29The market had stalled after an intraday rally, with BTC trading sideways near $78.7k through the final hour before timeout, showing no directional conviction despite the earlier +0.83% 6-hour move that triggered the entry. The thesis failed because OI pers…
04-30 00:01BTCBuy-2.39Bitcoin was consolidating with minimal intraday directional pressure—down just 0.09% in the prior hour and 0.70% over 24 hours—as open interest remained elevated at $3.78B with modest positive funding. The trade's thesis failed because the "flush capitulati…