listing_certificate_discovery_momentum · strategy

384

closed trades

36%

win rate

-177.74

total pnl ($)

0.878

weight

7d window — n=58 wr=34% pnl=-39.83 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 06:27	BTC	Buy	59938→59626	-1.25	timeout
06-30 01:37	BTC	Buy	60408→59963	-1.69	timeout
06-30 00:31	BTC	Buy	60389→59793	-2.21	timeout
06-29 19:49	BTC	Buy	59890→60489	+1.86	timeout
06-29 18:42	BTC	Buy	59482→60224	+2.36	timeout
06-29 13:46	BTC	Buy	60120→59300.4	-2.98	stop_loss
06-29 13:43	BTC	Buy	60201→59382.3	-2.98	stop_loss
06-29 10:00	BTC	Buy	60120→60058	-0.41	timeout
06-29 09:14	BTC	Buy	59478→59890	+1.23	timeout
06-29 05:23	BTC	Buy	59257→59617	+1.06	timeout
06-29 04:14	BTC	Buy	59586→59880	+0.83	timeout
06-28 23:28	BTC	Buy	59494→59446	-0.35	timeout
06-28 22:54	BTC	Buy	59551→58930.1	-2.32	timeout
06-28 19:11	BTC	Buy	59925→59490	-1.67	timeout
06-28 18:39	BTC	Buy	60080→59558	-1.96	timeout
06-28 08:18	BTC	Buy	60188→60158	-0.29	timeout
06-28 07:17	BTC	Buy	60203→60114	-0.49	timeout
06-28 03:38	BTC	Buy	60000→60175	+0.41	timeout
06-28 02:37	BTC	Buy	60217→60109	-0.55	timeout
06-27 23:36	BTC	Buy	60131→59991	-0.66	timeout
06-27 22:33	BTC	Buy	60512→60125	-1.49	timeout
06-27 19:32	BTC	Buy	60755→60129	-2.29	timeout
06-27 18:28	BTC	Buy	60611→60467	-0.67	timeout
06-27 15:29	BTC	Buy	60231→60785	+1.70	timeout
06-27 14:27	BTC	Buy	60440→60609	+0.39	timeout
06-27 07:47	BTC	Buy	60280→60468	+0.45	timeout
06-27 06:43	BTC	Buy	60275→60385	+0.19	timeout
06-27 03:10	BTC	Buy	60043→60175	+0.27	timeout
06-27 02:08	BTC	Buy	59833→59950	+0.22	timeout
06-26 18:04	BTC	Buy	59950→60066	+0.21	timeout
06-26 15:38	BTC	Buy	59089→60386	+4.31	take_profit
06-26 13:19	BTC	Buy	59386→58557.8	-3.05	stop_loss
06-26 13:19	BTC	Buy	59445→58634.7	-2.98	stop_loss
06-26 02:12	BTC	Buy	59871→59056.5	-2.97	stop_loss
06-26 01:29	BTC	Buy	60096→59277.4	-2.98	stop_loss
06-25 22:12	BTC	Buy	59544→59935	+1.16	timeout
06-25 19:05	BTC	Buy	59387→59365	-0.26	timeout
06-25 18:09	BTC	Buy	59436→59622	+0.46	timeout
06-25 13:40	BTC	Buy	61209.1→60376.8	-2.97	stop_loss
06-25 13:40	BTC	Buy	61253.1→60419.8	-2.97	stop_loss
06-25 02:26	BTC	Buy	60897→60834	-0.40	timeout
06-25 01:25	BTC	Buy	60809→60829	-0.12	timeout
06-24 20:46	BTC	Buy	59604→60910	+4.31	take_profit
06-24 20:06	BTC	Buy	59344→60644	+4.31	take_profit
06-24 17:47	BTC	Buy	59930→59113.5	-2.98	stop_loss
06-24 17:19	BTC	Buy	60344→59522.2	-2.97	stop_loss
06-24 16:43	BTC	Buy	60950→60120.9	-2.97	stop_loss
06-24 15:38	BTC	Buy	61422.1→60584.7	-2.98	stop_loss
06-24 13:22	BTC	Buy	62616.1→61753	-3.01	stop_loss
06-24 13:05	BTC	Buy	62725.1→62369.9	-1.35	timeout
06-23 23:59	BTC	Buy	62371.1→62709.9	+0.93	timeout
06-23 20:55	BTC	Buy	62498.1→62375.9	-0.59	timeout
06-23 19:58	BTC	Buy	62453.1→62369.9	-0.46	timeout
06-23 16:51	BTC	Buy	62251.1→62483.9	+0.58	timeout
06-23 15:50	BTC	Buy	62404.1→62202.9	-0.84	timeout
06-23 12:35	BTC	Buy	62283.1→62329.9	-0.02	timeout
06-23 08:27	BTC	Buy	62911.1→62055.9	-2.97	stop_loss
06-23 08:19	BTC	Buy	63190.2→62327.7	-2.98	stop_loss
06-23 06:08	BTC	Buy	63973.2→63089.3	-3.02	stop_loss
06-23 06:08	BTC	Buy	64022.2→63149.3	-2.98	stop_loss
06-23 04:11	BTC	Buy	63912.2→64031.8	+0.20	timeout
06-23 03:11	BTC	Buy	63982.2→63945.8	-0.30	timeout
06-22 21:27	BTC	Buy	64557.2→64285.8	-1.05	timeout
06-22 20:19	BTC	Buy	64713.2→64476.8	-0.94	timeout
06-22 17:18	BTC	Buy	65072.3→64607.8	-1.65	timeout
06-22 16:12	BTC	Buy	64734.2→64688.8	-0.33	timeout
06-22 00:35	BTC	Buy	64009.2→63704.8	-1.16	timeout
06-21 23:15	BTC	Buy	64172.2→63700.8	-1.69	timeout
06-21 20:03	BTC	Buy	64214.2→64145.8	-0.40	timeout
06-21 19:04	BTC	Buy	64199.2→64189.8	-0.21	timeout
06-21 11:40	BTC	Buy	64191.2→64217.8	-0.10	timeout
06-21 08:34	BTC	Buy	64513.2→63981.8	-1.88	timeout
06-21 07:34	BTC	Buy	64331.2→64167.8	-0.70	timeout
06-21 01:11	BTC	Buy	63922.2→64241.8	+0.84	timeout
06-20 23:39	BTC	Buy	63870.2→64290.8	+1.16	timeout
06-20 20:18	BTC	Buy	64028.2→63920.8	-0.53	timeout
06-20 19:35	BTC	Buy	64087.2→63846.8	-0.95	timeout
06-20 16:06	BTC	Buy	63707.2→63993.8	+0.73	timeout
06-20 15:31	BTC	Buy	63672.2→64088.8	+1.15	timeout
06-19 22:14	BTC	Buy	63133.2→63055.8	-0.44	timeout
06-19 21:12	BTC	Buy	62982.1→63233.8	+0.63	timeout
06-19 17:39	BTC	Buy	62929.1→63023.8	+0.12	timeout
06-19 16:37	BTC	Buy	62455.1→63274.8	+2.51	timeout
06-19 12:24	BTC	Buy	62680.1→62516.9	-0.71	timeout
06-19 11:45	BTC	Buy	62508.1→62630.9	+0.22	timeout
06-19 00:27	BTC	Buy	63103.2→62918.9	-0.78	timeout
06-18 20:42	BTC	Buy	62647.1→63136.8	+1.43	timeout
06-18 20:08	BTC	Buy	62617.1→63096.8	+1.40	timeout
06-18 15:57	BTC	Buy	63171.2→62308.7	-2.98	stop_loss
06-18 15:36	BTC	Buy	63903.2→63026.3	-3.00	stop_loss
06-18 15:15	BTC	Buy	64349.2→63474.1	-2.97	stop_loss
06-18 12:41	BTC	Buy	64511.2→64181.8	-1.23	timeout
06-18 11:36	BTC	Buy	64340.2→63975.8	-1.35	timeout
06-18 08:28	BTC	Buy	63915.2→64535.8	+1.81	timeout
06-18 07:27	BTC	Buy	64316.2→64216.8	-0.50	timeout
06-18 00:20	BTC	Buy	64318.2→64638.8	+0.84	timeout
06-17 23:40	BTC	Buy	64254.2→64423.8	+0.36	timeout
06-17 19:23	BTC	Buy	65299.3→64762.8	-1.87	timeout
06-17 19:09	BTC	Buy	66002.3→65086.2	-3.03	stop_loss
06-17 18:18	BTC	Buy	65317.3→65312.7	-0.21	timeout

Paper vs Live

Paper (trades.jsonl)

384

closed

36%

win rate

-177.74

total pnl ($)

-22.4 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	384	36%	-22.4	-177.74

Recent bounces (last 20 of 2)

time	sym	side	reason
06-30 03:36	BTC	Buy	circuit_breaker
06-30 02:27	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
05-09 22:05	BTC	Buy	-0.37	BTC was trading in a narrow, low-volatility range with neutral funding and mixed short-term momentum. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allotted time.
05-09 21:05	BTC	Buy	+0.34	BTC was trading in a narrow range with low volatility, showing a slight 1-hour uptick but remaining flat over 24 hours. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allott…
05-09 19:40	BTC	Buy	+0.58	BTC was trading in a tight range near $79,327 with low volatility and slightly negative daily momentum. The trade closed on timeout with a small profit, as the thesis for a directional move failed to materialize in the given window.
05-09 18:38	BTC	Buy	+1.62	The market was in a mild downtrend with BTC declining 1.48% over 24 hours and negative momentum across major assets. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the allowed t…
05-09 17:37	BTC	Buy	+1.11	The market was in a mild downtrend with BTC down across all timeframes and neutral funding. The thesis failed because the trade was closed by timeout, indicating the expected directional move did not materialize within the holding period.
05-09 16:35	BTC	Buy	+0.52	The market was in a mild downtrend across the board, with BTC and ETH both declining over multiple timeframes. The thesis failed because the trade was closed due to a timeout, indicating the expected move did not materialize within the allowed timeframe.
05-09 12:01	BTC	Buy	-0.00	BTC was trading in a mild downtrend across all timeframes with neutral funding. The thesis failed because the trade expired without reaching a fill, as the timeout close_reason indicates the entry order was never triggered.
05-09 11:02	BTC	Buy	-0.19	The market was in a broad downtrend across BTC and ETH, with negative hourly, daily, and weekly performance. The thesis failed because the trade was not executed (entry=None) and was closed due to timeout, likely from a lack of favorable entry conditions in…
05-09 10:01	BTC	Buy	-0.60	The market was in a mild downtrend with BTC down 1.69% over 24 hours and negative momentum across major coins. The thesis failed because the trade did not trigger an entry before the timeout, resulting in a small negative PnL from fees or slippage.
05-09 09:01	BTC	Buy	-0.14	The market was in a low-funding, sideways consolidation with no clear directional bias. The thesis failed because the trade expired without reaching a target or stop, resulting in a minor loss from fees.

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