hl_volume_regime_low_vol_breakout

not live
54
closed trades
43%
win rate
-35.75
total pnl ($)
1.024
weight
7d window — n=4 wr=25% pnl=-14.98  ·  venues=(unknown)  ·  horizon=  ·  SL=  ·  TP=  ·  class=? in ?


Cumulative P&L (last 54 closed)


Last 100 trades

timesymsideentry→exitpnlclose
06-29 06:27BTCSell59268→60186-8.19timeout
06-28 21:35BTCSell60003→59697+2.10timeout
06-28 11:27BTCSell59811→60312-4.63timeout
06-27 21:13BTCBuy60827→60361-4.26timeout
06-22 02:51BTCSell63680.8→64271.2-5.07timeout
06-21 14:34BTCSell63963.8→64001.2-0.76timeout
06-21 04:25BTCBuy64159.2→64468.8+1.97timeout
06-20 18:08BTCBuy63757.2→63814.8+0.00timeout
06-20 05:33BTCBuy63318.2→63686.8+2.46timeout
06-17 19:40BTCBuy65391.3→64175.7-9.75stop_loss
06-17 13:23BTCSell65510.7→64959.2+3.76timeout
06-16 18:03BTCSell66392.7→66187.3+1.12timeout
06-16 08:54BTCSell65648.7→66870.8-9.76stop_loss
06-15 03:14BTCBuy64074.2→65694.7+12.19timeout
06-14 16:33BTCBuy64598.2→64113.8-4.21timeout
06-14 03:41BTCBuy64334.2→64463.8+0.56timeout
06-13 19:05BTCBuy64131.2→64127.8-0.48timeout
06-13 11:05BTCSell63514.8→63834.2-2.94timeout
06-13 02:02BTCSell63583.8→63795.2-2.10timeout
06-12 15:25BTCBuy63636.2→64260.8+4.44timeout
06-12 06:52BTCBuy63682.2→62925.9-6.40timeout
06-11 18:02BTCSell62641.9→63808.1-9.75stop_loss
06-10 21:50BTCBuy62394.1→61193.3-10.08stop_loss
06-10 14:14BTCBuy61586.1→61976.9+2.72timeout
06-09 17:44BTCSell62610.9→61704.1+6.81timeout
06-09 09:34BTCSell62689.9→62630.1+0.02timeout
06-09 01:12BTCSell63398.8→62654.1+5.42timeout
06-08 14:27BTCBuy63079.2→63728.8+4.69timeout
06-08 06:22BTCBuy63188.2→63040.8-1.62timeout
06-07 22:15BTCBuy62195.1→64179.8+15.51take_profit
06-07 14:01BTCBuy62387.1→61730.9-5.71timeout
06-07 05:54BTCBuy60837→61678.9+6.48timeout
05-31 22:36BTCSell73385.3→73967.7-4.42timeout
05-30 21:14BTCBuy73995.7→73927.3-0.94timeout
05-26 16:35BTCBuy77215.9→76626.2-4.27timeout
05-26 04:32BTCSell77096.1→76733.8+1.90timeout
05-25 12:08BTCBuy77419.9→77282.1-1.36timeout
05-25 03:35BTCSell76271.2→77078.9-5.73timeout
05-24 01:59BTCBuy75950.8→76847.2+5.44timeout
05-22 23:19BTCSell76882.2→75728.8+7.07timeout
05-20 19:35BTCSell77205.1→77562.9-2.74timeout
05-20 11:12BTCBuy77219.9→77497.1+1.32timeout
05-20 01:05BTCBuy76862.8→76763.2-1.14timeout
05-12 04:43BTCBuy81724.1→81715.9-0.50timeout
05-11 03:12BTCBuy82306.1→80779.5-9.74stop_loss
05-10 21:47BTCBuy81277.1→80818-3.28timeout
05-09 23:12BTCBuy80760→80673-0.98timeout
05-09 02:11BTCBuy80184→80408+0.96timeout
05-04 02:36BTCBuy79017→79750+4.16timeout
05-03 17:48BTCBuy78729.9→78725.1-0.50timeout
05-03 03:38BTCBuy79074→78149.1-6.29timeout
04-27 01:16BTCBuy78387→78998+3.45timeout
04-26 11:12BTCBuy77974→78017-0.17timeout
04-25 23:33BTCSell77245→77566-2.53timeout

Paper vs Live

Paper (trades.jsonl)
54
closed
43%
win rate
-35.75
total pnl ($)
-13.2 bps
avg bps net
Live (dry_run=0)
0
closed
win rate
total pnl ($)
avg bps net
Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbolnwrnet bpstotal pnl ($)
BTC5443%-13.2-35.75

Recent bounces (last 20 of 0)

timesymsidereason
no bounces recorded

Postmortem feed (last 10)

timesymsidepnlnarrative
05-09 23:12BTCBuy-0.98BTC traded in a narrow, low-volatility range with minimal directional bias across timeframes. The thesis failed because the trade was closed by timeout without reaching any target or stop, as the market lacked the momentum needed to trigger an exit.
05-09 02:11BTCBuy+0.96BTC was in a mild downtrend across all timeframes with low funding and declining open interest. The thesis failed because the trade expired via timeout without reaching target or stop, as the sideways-to-bearish bias lacked the momentum needed for a profita…
05-03 03:38BTCBuy-6.29The market was consolidating near session lows with minimal intraday momentum ($78,712, down 0.04% in the last hour) despite a weak 24-hour gain of 0.51%, suggesting the low-vol regime breakout signal had lost conviction as volatility remained depressed rel…
04-27 01:16BTCBuy+3.45Bitcoin was consolidating with modest upside momentum, gaining 1.75% over 24 hours and 6.84% over the week while trading near $78,907 with low intraday volatility. The trade's thesis worked because the low-volatility breakout signal (24h vol at 20,500 perce…
04-26 11:12BTCBuy-0.17Bitcoin was trading near $78,047 with minimal intraday momentum (1h=+0.02%), failing to sustain the directional conviction needed to validate the breakout move. The thesis underperformed because despite the low-volatility regime signal (24h vol of 9,810 at …
04-25 23:33BTCSell-2.53Bitcoin was choppy and directionless at close, with minimal 1-hour movement (-0.03%) and muted 24-hour gains (0.23%) despite a 2.35% weekly rally that suggested underlying strength. The low-volatility breakout short thesis failed because price moved against…